Spec Comparison Results

FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original

- vs -

Important Differences (Look closely - development may be required)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.0 Standards - Original [Blacklined]
[55] Symbol Reqd Optional OptionalMandatory
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.0 Standards - Original [Blacklined]
[102] CxlRejReason Values 0 = Too late to cancel
1 = Unknown order
2 = Broker / Exchange Option
3 = Order already in Pending Cancel or Pending Replace status
4 = Unable to process Order Mass Cancel Request
5 = OrigOrdModTime (586) did not match last TransactTime (60) of order
6 = Duplicate ClOrdID (11) received
7 = Price exceeds current price
8 = Price exceeds current price band
18 = Invalid price increment
99 = Other
0 = Too late to cancel
1 = Unknown order
2 = Broker / Exchange Option
3 = Order already in Pending Cancel or Pending Replace status
4 = Unable to process Order Mass Cancel Request
5 = OrigOrdModTime (586) did not match last TransactTime (60) of order
6 = Duplicate ClOrdID (11) received
7 = Price exceeds current price
8 = Price exceeds current price band
18 = Invalid price increment
99 = Other

Additional (Mandatory) Fields

FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original FIX Protocol - FIX 4.0 Standards - Original
[39] OrdStatus (Mandatory)
[434] CxlRejResponseTo (Mandatory)

Additional (Mandatory) Fields

FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original FIX Protocol - FIX 4.0 Standards - Original
[1137] DefaultApplVerID (Mandatory)

Additional (Mandatory) Fields

FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original FIX Protocol - FIX 4.0 Standards - Original
[148] Headline (Mandatory)

Additional (Mandatory) Fields

FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original FIX Protocol - FIX 4.0 Standards - Original
[164] EmailThreadID (Mandatory)
[147] Subject (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.0 Standards - Original [Blacklined]
[63] SettlmntTyp Values 0 = Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1 = Cash (TOD / T+0)
2 = Next Day (TOM / T+1)
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When And If Issued
8 = Sellers Option
9 = T+5
B = Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
0 = Regular / FX Spot settlement (T+1 or T+2 depending on currency)
Regular
1 = Cash (TOD / T+0)
Cash
2 = Next Day (TOM / T+1)
Day
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When And If Issued
8 = Sellers Option
9 = T+5
B = Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
T+ 5
[21] HandlInst Reqd Optional OptionalMandatory
[18] ExecInst Values 0 = Stay on offer side
1 = Not held
2 = Work
3 = Go along
4 = Over the day
5 = Held
6 = Participate don't initiate
7 = Strict scale
8 = Try to scale
9 = Stay on bid side
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
H = Reinstate on system failure (mutually exclusive with Q and l)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K and m)
K = Cancel on Trading Halt (mutually exclusive with J and m)
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
Q = Cancel on system failure (mutually exclusive with H and l)
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
T = Fixed Peg to Local best bid or offer at time of order
U = Customer Display Instruction (Rule 11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try To Stop
Z = Cancel if not best
a = Trailing Stop Peg
b = Strict Limit (No price improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
f = Intermarket Sweep
g = External Routing Allowed
h = External Routing Not Allowed
i = Imbalance Only
j = Single execution requested for block trade
k = Best Execution
l = Suspend on system failure (mutually exclusive with H and Q)
m = Suspend on Trading Halt (mutually exclusive with J and K)
n = Reinstate on connection loss (mutually exclusive with o and p)
o = Cancel on connection loss (mutually exclusive with n and p)
p = Suspend on connection loss (mutually exclusive with n and o)
q = Release from suspension (mutually exclusive with S)
r = Execute as delta neutral using volatility provided
s = Execute as duration neutral
t = Execute as FX neutral
0 = Stay on offer side
offerside
1 = Not held
2 = Work
3 = Go along
4 = Over the day
5 = Held
6 = Participate don't initiate
7 = Strict scale
8 = Try to scale
9 = Stay on bid side
bidside
A = No cross (cross is forbidden)
cross
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)
volume
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
H = Reinstate on system failure (mutually exclusive with Q and l)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K and m)
K = Cancel on Trading Halt (mutually exclusive with J and m)
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
Q = Cancel on system failure (mutually exclusive with H and l)
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
T = Fixed Peg to Local best bid or offer at time of order
U = Customer Display Instruction (Rule 11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try To Stop
Z = Cancel if not best
a = Trailing Stop Peg
b = Strict Limit (No price improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
f = Intermarket Sweep
g = External Routing Allowed
h = External Routing Not Allowed
i = Imbalance Only
j = Single execution requested for block trade
k = Best Execution
l = Suspend on system failure (mutually exclusive with H and Q)
m = Suspend on Trading Halt (mutually exclusive with J and K)
n = Reinstate on connection loss (mutually exclusive with o and p)
o = Cancel on connection loss (mutually exclusive with n and p)
p = Suspend on connection loss (mutually exclusive with n and o)
q = Release from suspension (mutually exclusive with S)
r = Execute as delta neutral using volatility provided
s = Execute as duration neutral
t = Execute as FX neutral
[55] Symbol Reqd Optional OptionalMandatory
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[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 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)
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 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)
[38] OrderQty Reqd Optional OptionalMandatory
[40] OrdType Reqd Optional OptionalMandatory
[40] OrdType Values 1 = Market
2 = Limit
3 = Stop / Stop Loss
4 = Stop Limit
5 = Market On Close (No longer used)
6 = With Or Without
7 = Limit Or Better
8 = Limit With Or Without
9 = On Basis
A = On Close (No longer used)
B = Limit On Close (No longer used)
C = Forex Market (No longer used)
D = Previously Quoted
E = Previously Indicated
F = Forex Limit (No longer used)
G = Forex Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J = Market If Touched (MIT)
K = Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L = Previous Fund Valuation Point (Historic pricing; for CIV)
M = Next Fund Valuation Point (Forward pricing; for CIV)
P = Pegged
Q = Counter-order selection
1 = Market
2 = Limit
3 = Stop / Stop Loss
Stop
4 = Stop Limit
limit
5 = Market On Close (No longer used)
on close
6 = With Or Without
or without
7 = Limit Or Better
or better
8 = Limit With Or Without
with or without
9 = On Basis
basis
A = On Close (No longer used)
close
B = Limit On Close (No longer used)
on close
C = Forex Market (No longer used)
Forex
D = Previously Quoted
quoted
E = Previously Indicated
F = Forex Limit (No longer used)
G = Forex Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J = Market If Touched (MIT)
K = Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L = Previous Fund Valuation Point (Historic pricing; for CIV)
M = Next Fund Valuation Point (Forward pricing; for CIV)
indicated
P = Pegged
Q
Pegged (requires ExecInst = Counter-order selection
L, R, M, P or O)
[59] TimeInForce Values 0 = Day (or session)
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate Or Cancel (IOC)
4 = Fill Or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date (GTD)
7 = At the Close
8 = Good Through Crossing
9 = At Crossing
0 = Day (or session)
Day
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate Or or Cancel (IOC)
(OC)
4 = Fill Or or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date (GTD)
7 = At the Close
8 = Good Through Crossing
9 = At Crossing
Date

Additional (Mandatory) Fields

FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original FIX Protocol - FIX 4.0 Standards - Original
[394] BidType (Mandatory)
[73] NoOrders (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.0 Standards - Original [Blacklined]
[41] OrigClOrdID Reqd Optional OptionalMandatory
[55] Symbol Reqd Optional OptionalMandatory
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[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 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)
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 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)
[38] OrderQty Reqd Optional OptionalMandatory

Additional (Mandatory) Fields

FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original FIX Protocol - FIX 4.0 Standards - Original
[60] TransactTime (Mandatory) [125] CxlType (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.0 Standards - Original [Blacklined]
[11] ClOrdID Reqd Optional OptionalMandatory
[55] Symbol Reqd Optional OptionalMandatory
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[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 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)
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 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)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.0 Standards - Original [Blacklined]
[71] AllocTransType Values 0 = New
1 = Replace
2 = Cancel
3 = Preliminary (without MiscFees and NetMoney) (Removed/Replaced)
4 = Calculated (includes MiscFees and NetMoney) (Removed/Replaced)
5 = Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney) (Removed/Replaced)
6 = Reversal
0 = New
1 = Replace
2 = Cancel
3 = Preliminary (without MiscFees and NetMoney) (Removed/Replaced)
4 = Calculated (includes MiscFees and NetMoney) (Removed/Replaced)
5 = Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney) (Removed/Replaced)
6 = Reversal
[73] NoOrders Reqd Optional OptionalMandatory
[11] ClOrdID Reqd Optional OptionalMandatory
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short 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)
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 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)
[55] Symbol Reqd Optional OptionalMandatory
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[6] AvgPx Reqd Optional OptionalMandatory
[63] SettlmntTyp Values 0 = Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1 = Cash (TOD / T+0)
2 = Next Day (TOM / T+1)
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When And If Issued
8 = Sellers Option
9 = T+5
B = Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
0 = Regular / FX Spot settlement (T+1 or T+2 depending on currency)
Regular
1 = Cash (TOD / T+0)
Cash
2 = Next Day (TOM / T+1)
Day
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When And If Issued
8 = Sellers Option
9 = T+5
B = Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
T+ 5
[77] OpenClose Values C = Close
F = FIFO
O = Open
R = Rolled
N = Close but notify on open
D = Default
C = Close
F = FIFO
O = Open
R = Rolled
N = Close but notify on open
D = Default
[78] NoAllocs Reqd Optional OptionalMandatory
[79] AllocAccount Reqd Optional OptionalMandatory
[80] AllocShares Reqd Optional OptionalMandatory
[139] MiscFeeType Values 1 = Regulatory (e.g. SEC)
2 = Tax
3 = Local Commission
4 = Exchange Fees
5 = Stamp
6 = Levy
7 = Other
8 = Markup
9 = Consumption Tax
10 = Per transaction
11 = Conversion
12 = Agent
13 = Transfer Fee
14 = Security Lending
1 = Regulatory (e.g. SEC)
2 = Tax
3 = Local Commission
4 = Exchange Fees
5 = Stamp
6 = Levy
7 = Other
8 = Markup
9 = Consumption Tax
10 = Per transaction
11 = Conversion
12 = Agent
13 = Transfer Fee
14 = Security Lending

Additional (Mandatory) Fields

FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original FIX Protocol - FIX 4.0 Standards - Original
[626] AllocType (Mandatory)

Additional (Mandatory) Fields

FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original FIX Protocol - FIX 4.0 Standards - Original
[60] TransactTime (Mandatory)

Additional (Mandatory) Fields

FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original FIX Protocol - FIX 4.0 Standards - Original
[60] TransactTime (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.0 Standards - Original [Blacklined]
[11] ClOrdID Reqd Optional OptionalMandatory

Additional (Mandatory) Fields

FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original FIX Protocol - FIX 4.0 Standards - Original
[429] ListStatusType (Mandatory)
[431] ListOrderStatus (Mandatory)
[68] TotNoOrders (Mandatory)
[39] OrdStatus (Mandatory)
[151] LeavesQty (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.0 Standards - Original [Blacklined]
[127] DKReason Values A = Unknown Symbol
B = Wrong Side
C = Quantity Exceeds Order
D = No Matching Order
E = Price Exceeds Limit
F = Calculation Difference
Z = Other
A = Unknown Symbol
symbol
B = Wrong Side
side
C = Quantity Exceeds Order
exceeds order
D = No Matching Order
matching order
E = Price Exceeds Limit
F = Calculation Difference
exceeds limit
Z = Other
[55] Symbol Reqd Optional OptionalMandatory
[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 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)
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 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)
[38] OrderQty Reqd Optional OptionalMandatory
[32] LastShares Reqd Optional OptionalMandatory
[31] LastPx Reqd Optional OptionalMandatory

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.0 Standards - Original [Blacklined]
[55] Symbol Reqd Optional OptionalMandatory
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[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 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)
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 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 (Mandatory) Fields

FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original FIX Protocol - FIX 4.0 Standards - Original
[146] NoRelatedSym (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.0 Standards - Original [Blacklined]
[55] Symbol Reqd Optional OptionalMandatory
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[132] BidPx Reqd Optional OptionalMandatory

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.0 Standards - Original [Blacklined]
[39] OrdStatus Values 0 = New
1 = Partially filled
2 = Filled
3 = Done for day
4 = Canceled
5 = Replaced (No longer used)
6 = Pending Cancel (i.e. result of Order Cancel Request)
7 = Stopped
8 = Rejected
9 = Suspended
A = Pending New
B = Calculated
C = Expired
D = Accepted for Bidding
E = Pending Replace (i.e. result of Order Cancel/Replace Request)
0 = New
1 = Partially filled
2 = Filled
3 = Done for day
4 = Canceled
5 = Replaced (No longer used)
Replaced
6 = Pending Cancel (i.e. result of Order Cancel Request)
Cancel/Replace
7 = Stopped
8 = Rejected
9 = Suspended
A = Pending New
B = Calculated
C = Expired
D = Accepted for Bidding
E = Pending Replace (i.e. result of Order Cancel/Replace Request)
[103] OrdRejReason Values 0 = Broker / Exchange option
1 = Unknown symbol
2 = Exchange closed
3 = Order exceeds limit
4 = Too late to enter
5 = Unknown order
6 = Duplicate Order (e.g. dupe ClOrdID)
7 = Duplicate of a verbally communicated order
8 = Stale order
9 = Trade along required
10 = Invalid Investor ID
11 = Unsupported order characteristic
12 = Surveillence Option
13 = Incorrect quantity
14 = Incorrect allocated quantity
15 = Unknown account(s)
16 = Price exceeds current price band
18 = Invalid price increment
99 = Other
0 = Broker / Exchange option
1 = Unknown symbol
2 = Exchange closed
3 = Order exceeds limit
4 = Too late to enter
5 = Unknown order
6 = Duplicate Order (e.g. dupe ClOrdID)
7 = Duplicate of a verbally communicated order
8 = Stale order
9 = Trade along required
10 = Invalid Investor ID
11 = Unsupported order characteristic
12 = Surveillence Option
13 = Incorrect quantity
14 = Incorrect allocated quantity
15 = Unknown account(s)
16 = Price exceeds current price band
18 = Invalid price increment
99 = Other
[63] SettlmntTyp Values 0 = Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1 = Cash (TOD / T+0)
2 = Next Day (TOM / T+1)
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When And If Issued
8 = Sellers Option
9 = T+5
B = Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
0 = Regular / FX Spot settlement (T+1 or T+2 depending on currency)
Regular
1 = Cash (TOD / T+0)
Cash
2 = Next Day (TOM / T+1)
Day
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When And If Issued
8 = Sellers Option
9 = T+5
B = Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
T+ 5
[55] Symbol Reqd Optional OptionalMandatory
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[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 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)
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 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)
[38] OrderQty Reqd Optional OptionalMandatory
[40] OrdType Values 1 = Market
2 = Limit
3 = Stop / Stop Loss
4 = Stop Limit
5 = Market On Close (No longer used)
6 = With Or Without
7 = Limit Or Better
8 = Limit With Or Without
9 = On Basis
A = On Close (No longer used)
B = Limit On Close (No longer used)
C = Forex Market (No longer used)
D = Previously Quoted
E = Previously Indicated
F = Forex Limit (No longer used)
G = Forex Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J = Market If Touched (MIT)
K = Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L = Previous Fund Valuation Point (Historic pricing; for CIV)
M = Next Fund Valuation Point (Forward pricing; for CIV)
P = Pegged
Q = Counter-order selection
1 = Market
2 = Limit
3 = Stop / Stop Loss
Stop
4 = Stop Limit
limit
5 = Market On Close (No longer used)
on close
6 = With Or Without
or without
7 = Limit Or Better
or better
8 = Limit With Or Without
with or without
9 = On Basis
basis
A = On Close (No longer used)
close
B = Limit On Close (No longer used)
on close
C = Forex Market (No longer used)
Forex
D = Previously Quoted
quoted
E = Previously Indicated
F = Forex Limit (No longer used)
G = Forex Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J = Market If Touched (MIT)
K = Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L = Previous Fund Valuation Point (Historic pricing; for CIV)
M = Next Fund Valuation Point (Forward pricing; for CIV)
indicated
P = Pegged
Q
Pegged (requires ExecInst = Counter-order selection
L, R, M, P or O)
[59] TimeInForce Values 0 = Day (or session)
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate Or Cancel (IOC)
4 = Fill Or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date (GTD)
7 = At the Close
8 = Good Through Crossing
9 = At Crossing
0 = Day (or session)
Day
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate Or or Cancel (IOC)
(OC)
4 = Fill Or or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date (GTD)
7 = At the Close
8 = Good Through Crossing
9 = At Crossing
Date
[18] ExecInst Values 0 = Stay on offer side
1 = Not held
2 = Work
3 = Go along
4 = Over the day
5 = Held
6 = Participate don't initiate
7 = Strict scale
8 = Try to scale
9 = Stay on bid side
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
H = Reinstate on system failure (mutually exclusive with Q and l)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K and m)
K = Cancel on Trading Halt (mutually exclusive with J and m)
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
Q = Cancel on system failure (mutually exclusive with H and l)
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
T = Fixed Peg to Local best bid or offer at time of order
U = Customer Display Instruction (Rule 11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try To Stop
Z = Cancel if not best
a = Trailing Stop Peg
b = Strict Limit (No price improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
f = Intermarket Sweep
g = External Routing Allowed
h = External Routing Not Allowed
i = Imbalance Only
j = Single execution requested for block trade
k = Best Execution
l = Suspend on system failure (mutually exclusive with H and Q)
m = Suspend on Trading Halt (mutually exclusive with J and K)
n = Reinstate on connection loss (mutually exclusive with o and p)
o = Cancel on connection loss (mutually exclusive with n and p)
p = Suspend on connection loss (mutually exclusive with n and o)
q = Release from suspension (mutually exclusive with S)
r = Execute as delta neutral using volatility provided
s = Execute as duration neutral
t = Execute as FX neutral
0 = Stay on offer side
offerside
1 = Not held
2 = Work
3 = Go along
4 = Over the day
5 = Held
6 = Participate don't initiate
7 = Strict scale
8 = Try to scale
9 = Stay on bid side
bidside
A = No cross (cross is forbidden)
cross
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)
volume
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
H = Reinstate on system failure (mutually exclusive with Q and l)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K and m)
K = Cancel on Trading Halt (mutually exclusive with J and m)
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
Q = Cancel on system failure (mutually exclusive with H and l)
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
T = Fixed Peg to Local best bid or offer at time of order
U = Customer Display Instruction (Rule 11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try To Stop
Z = Cancel if not best
a = Trailing Stop Peg
b = Strict Limit (No price improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
f = Intermarket Sweep
g = External Routing Allowed
h = External Routing Not Allowed
i = Imbalance Only
j = Single execution requested for block trade
k = Best Execution
l = Suspend on system failure (mutually exclusive with H and Q)
m = Suspend on Trading Halt (mutually exclusive with J and K)
n = Reinstate on connection loss (mutually exclusive with o and p)
o = Cancel on connection loss (mutually exclusive with n and p)
p = Suspend on connection loss (mutually exclusive with n and o)
q = Release from suspension (mutually exclusive with S)
r = Execute as delta neutral using volatility provided
s = Execute as duration neutral
t = Execute as FX neutral
[32] LastShares Reqd Optional OptionalMandatory
[31] LastPx Reqd Optional OptionalMandatory
[6] AvgPx Reqd Optional OptionalMandatory
[139] MiscFeeType Values 1 = Regulatory (e.g. SEC)
2 = Tax
3 = Local Commission
4 = Exchange Fees
5 = Stamp
6 = Levy
7 = Other
8 = Markup
9 = Consumption Tax
10 = Per transaction
11 = Conversion
12 = Agent
13 = Transfer Fee
14 = Security Lending
1 = Regulatory (e.g. SEC)
2 = Tax
3 = Local Commission
4 = Exchange Fees
5 = Stamp
6 = Levy
7 = Other
8 = Markup
9 = Consumption Tax
10 = Per transaction
11 = Conversion
12 = Agent
13 = Transfer Fee
14 = Security Lending

Additional (Mandatory) Fields

FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original FIX Protocol - FIX 4.0 Standards - Original
[150] ExecType (Mandatory) [20] ExecTransType (Mandatory)
[151] LeavesQty (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.0 Standards - Original [Blacklined]
[41] OrigClOrdID Reqd Optional OptionalMandatory
[63] SettlmntTyp Values 0 = Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1 = Cash (TOD / T+0)
2 = Next Day (TOM / T+1)
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When And If Issued
8 = Sellers Option
9 = T+5
B = Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
0 = Regular / FX Spot settlement (T+1 or T+2 depending on currency)
Regular
1 = Cash (TOD / T+0)
Cash
2 = Next Day (TOM / T+1)
Day
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When And If Issued
8 = Sellers Option
9 = T+5
B = Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
T+ 5
[21] HandlInst Reqd Optional OptionalMandatory
[18] ExecInst Values 0 = Stay on offer side
1 = Not held
2 = Work
3 = Go along
4 = Over the day
5 = Held
6 = Participate don't initiate
7 = Strict scale
8 = Try to scale
9 = Stay on bid side
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
H = Reinstate on system failure (mutually exclusive with Q and l)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K and m)
K = Cancel on Trading Halt (mutually exclusive with J and m)
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
Q = Cancel on system failure (mutually exclusive with H and l)
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
T = Fixed Peg to Local best bid or offer at time of order
U = Customer Display Instruction (Rule 11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try To Stop
Z = Cancel if not best
a = Trailing Stop Peg
b = Strict Limit (No price improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
f = Intermarket Sweep
g = External Routing Allowed
h = External Routing Not Allowed
i = Imbalance Only
j = Single execution requested for block trade
k = Best Execution
l = Suspend on system failure (mutually exclusive with H and Q)
m = Suspend on Trading Halt (mutually exclusive with J and K)
n = Reinstate on connection loss (mutually exclusive with o and p)
o = Cancel on connection loss (mutually exclusive with n and p)
p = Suspend on connection loss (mutually exclusive with n and o)
q = Release from suspension (mutually exclusive with S)
r = Execute as delta neutral using volatility provided
s = Execute as duration neutral
t = Execute as FX neutral
0 = Stay on offer side
offerside
1 = Not held
2 = Work
3 = Go along
4 = Over the day
5 = Held
6 = Participate don't initiate
7 = Strict scale
8 = Try to scale
9 = Stay on bid side
bidside
A = No cross (cross is forbidden)
cross
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)
volume
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
H = Reinstate on system failure (mutually exclusive with Q and l)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K and m)
K = Cancel on Trading Halt (mutually exclusive with J and m)
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
Q = Cancel on system failure (mutually exclusive with H and l)
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
T = Fixed Peg to Local best bid or offer at time of order
U = Customer Display Instruction (Rule 11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try To Stop
Z = Cancel if not best
a = Trailing Stop Peg
b = Strict Limit (No price improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
f = Intermarket Sweep
g = External Routing Allowed
h = External Routing Not Allowed
i = Imbalance Only
j = Single execution requested for block trade
k = Best Execution
l = Suspend on system failure (mutually exclusive with H and Q)
m = Suspend on Trading Halt (mutually exclusive with J and K)
n = Reinstate on connection loss (mutually exclusive with o and p)
o = Cancel on connection loss (mutually exclusive with n and p)
p = Suspend on connection loss (mutually exclusive with n and o)
q = Release from suspension (mutually exclusive with S)
r = Execute as delta neutral using volatility provided
s = Execute as duration neutral
t = Execute as FX neutral
[55] Symbol Reqd Optional OptionalMandatory
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[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 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)
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 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)
[38] OrderQty Reqd Optional OptionalMandatory
[40] OrdType Values 1 = Market
2 = Limit
3 = Stop / Stop Loss
4 = Stop Limit
5 = Market On Close (No longer used)
6 = With Or Without
7 = Limit Or Better
8 = Limit With Or Without
9 = On Basis
A = On Close (No longer used)
B = Limit On Close (No longer used)
C = Forex Market (No longer used)
D = Previously Quoted
E = Previously Indicated
F = Forex Limit (No longer used)
G = Forex Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J = Market If Touched (MIT)
K = Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L = Previous Fund Valuation Point (Historic pricing; for CIV)
M = Next Fund Valuation Point (Forward pricing; for CIV)
P = Pegged
Q = Counter-order selection
1 = Market
2 = Limit
3 = Stop / Stop Loss
Stop
4 = Stop Limit
limit
5 = Market On Close (No longer used)
on close
6 = With Or Without
or without
7 = Limit Or Better
or better
8 = Limit With Or Without
with or without
9 = On Basis
basis
A = On Close (No longer used)
close
B = Limit On Close (No longer used)
on close
C = Forex Market (No longer used)
Forex
D = Previously Quoted
quoted
E = Previously Indicated
F = Forex Limit (No longer used)
G = Forex Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J = Market If Touched (MIT)
K = Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L = Previous Fund Valuation Point (Historic pricing; for CIV)
M = Next Fund Valuation Point (Forward pricing; for CIV)
indicated
P = Pegged
Q
Pegged (requires ExecInst = Counter-order selection
L, R, M, P or O)
[59] TimeInForce Values 0 = Day (or session)
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate Or Cancel (IOC)
4 = Fill Or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date (GTD)
7 = At the Close
8 = Good Through Crossing
9 = At Crossing
0 = Day (or session)
Day
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate Or or Cancel (IOC)
(OC)
4 = Fill Or or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date (GTD)
7 = At the Close
8 = Good Through Crossing
9 = At Crossing
Date

Additional (Mandatory) Fields

FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original FIX Protocol - FIX 4.0 Standards - Original
[60] TransactTime (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.0 Standards - Original [Blacklined]
[75] TradeDate Reqd Optional OptionalMandatory
[87] AllocStatus Values 0 = accepted (successfully processed)
1 = block level reject
2 = account level reject
3 = received (received, not yet processed)
4 = incomplete
5 = rejected by intermediary
6 = allocation pending
7 = reversed
0 = accepted (successfully processed)
1 = block level reject
rejected
2 = account level reject
partial accept
3 = received (received, not yet processed)
4 = incomplete
5 = rejected by intermediary
6 = allocation pending
7 = reversed
[88] AllocRejCode Values 0 = Unknown account(s)
1 = Incorrect quantity
2 = Incorrect averageg price
3 = Unknown executing broker mnemonic
4 = Commission difference
5 = Unknown OrderID (37)
6 = Unknown ListID (66)
7 = Other (further in Text (58))
8 = Incorrect allocated quantity
9 = Calculation difference
10 = Unknown or stale ExecID
11 = Mismatched data
12 = Unknown ClOrdID
13 = Warehouse request rejected
0 = Unknown unknown account(s)
1 = Incorrect incorrect quantity
2 = Incorrect averageg incorrect average price
3 = Unknown unknown executing broker mnemonic
4 = Commission commission difference
5 = Unknown OrderID (37)
unknown OrderID
6 = Unknown ListID (66)
unknown ListID
7 = Other (further in Text (58))
8 = Incorrect allocated quantity
9 = Calculation difference
10 = Unknown or stale ExecID
11 = Mismatched data
12 = Unknown ClOrdID
13 = Warehouse request rejected
other

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.0 Standards - Original [Blacklined]
[63] SettlmntTyp Values 0 = Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1 = Cash (TOD / T+0)
2 = Next Day (TOM / T+1)
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When And If Issued
8 = Sellers Option
9 = T+5
B = Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
0 = Regular / FX Spot settlement (T+1 or T+2 depending on currency)
Regular
1 = Cash (TOD / T+0)
Cash
2 = Next Day (TOM / T+1)
Day
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When And If Issued
8 = Sellers Option
9 = T+5
B = Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
T+ 5
[21] HandlInst Reqd Optional OptionalMandatory
[18] ExecInst Values 0 = Stay on offer side
1 = Not held
2 = Work
3 = Go along
4 = Over the day
5 = Held
6 = Participate don't initiate
7 = Strict scale
8 = Try to scale
9 = Stay on bid side
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
H = Reinstate on system failure (mutually exclusive with Q and l)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K and m)
K = Cancel on Trading Halt (mutually exclusive with J and m)
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
Q = Cancel on system failure (mutually exclusive with H and l)
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
T = Fixed Peg to Local best bid or offer at time of order
U = Customer Display Instruction (Rule 11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try To Stop
Z = Cancel if not best
a = Trailing Stop Peg
b = Strict Limit (No price improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
f = Intermarket Sweep
g = External Routing Allowed
h = External Routing Not Allowed
i = Imbalance Only
j = Single execution requested for block trade
k = Best Execution
l = Suspend on system failure (mutually exclusive with H and Q)
m = Suspend on Trading Halt (mutually exclusive with J and K)
n = Reinstate on connection loss (mutually exclusive with o and p)
o = Cancel on connection loss (mutually exclusive with n and p)
p = Suspend on connection loss (mutually exclusive with n and o)
q = Release from suspension (mutually exclusive with S)
r = Execute as delta neutral using volatility provided
s = Execute as duration neutral
t = Execute as FX neutral
0 = Stay on offer side
offerside
1 = Not held
2 = Work
3 = Go along
4 = Over the day
5 = Held
6 = Participate don't initiate
7 = Strict scale
8 = Try to scale
9 = Stay on bid side
bidside
A = No cross (cross is forbidden)
cross
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)
volume
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
H = Reinstate on system failure (mutually exclusive with Q and l)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K and m)
K = Cancel on Trading Halt (mutually exclusive with J and m)
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
Q = Cancel on system failure (mutually exclusive with H and l)
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
T = Fixed Peg to Local best bid or offer at time of order
U = Customer Display Instruction (Rule 11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try To Stop
Z = Cancel if not best
a = Trailing Stop Peg
b = Strict Limit (No price improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
f = Intermarket Sweep
g = External Routing Allowed
h = External Routing Not Allowed
i = Imbalance Only
j = Single execution requested for block trade
k = Best Execution
l = Suspend on system failure (mutually exclusive with H and Q)
m = Suspend on Trading Halt (mutually exclusive with J and K)
n = Reinstate on connection loss (mutually exclusive with o and p)
o = Cancel on connection loss (mutually exclusive with n and p)
p = Suspend on connection loss (mutually exclusive with n and o)
q = Release from suspension (mutually exclusive with S)
r = Execute as delta neutral using volatility provided
s = Execute as duration neutral
t = Execute as FX neutral
[55] Symbol Reqd Optional OptionalMandatory
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[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 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)
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 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)
[38] OrderQty Reqd Optional OptionalMandatory
[40] OrdType Values 1 = Market
2 = Limit
3 = Stop / Stop Loss
4 = Stop Limit
5 = Market On Close (No longer used)
6 = With Or Without
7 = Limit Or Better
8 = Limit With Or Without
9 = On Basis
A = On Close (No longer used)
B = Limit On Close (No longer used)
C = Forex Market (No longer used)
D = Previously Quoted
E = Previously Indicated
F = Forex Limit (No longer used)
G = Forex Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J = Market If Touched (MIT)
K = Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L = Previous Fund Valuation Point (Historic pricing; for CIV)
M = Next Fund Valuation Point (Forward pricing; for CIV)
P = Pegged
Q = Counter-order selection
1 = Market
2 = Limit
3 = Stop / Stop Loss
Stop
4 = Stop Limit
limit
5 = Market On Close (No longer used)
on close
6 = With Or Without
or without
7 = Limit Or Better
or better
8 = Limit With Or Without
with or without
9 = On Basis
basis
A = On Close (No longer used)
close
B = Limit On Close (No longer used)
on close
C = Forex Market (No longer used)
Forex
D = Previously Quoted
quoted
E = Previously Indicated
F = Forex Limit (No longer used)
G = Forex Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J = Market If Touched (MIT)
K = Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L = Previous Fund Valuation Point (Historic pricing; for CIV)
M = Next Fund Valuation Point (Forward pricing; for CIV)
indicated
P = Pegged
Q
Pegged (requires ExecInst = Counter-order selection
L, R, M, P or O)
[59] TimeInForce Values 0 = Day (or session)
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate Or Cancel (IOC)
4 = Fill Or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date (GTD)
7 = At the Close
8 = Good Through Crossing
9 = At Crossing
0 = Day (or session)
Day
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate Or or Cancel (IOC)
(OC)
4 = Fill Or or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date (GTD)
7 = At the Close
8 = Good Through Crossing
9 = At Crossing
Date

Additional (Mandatory) Fields

FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original FIX Protocol - FIX 4.0 Standards - Original
[60] TransactTime (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.0 Standards - Original [Blacklined]
[55] Symbol Reqd Optional OptionalMandatory
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[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 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)
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 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)
[27] IOIShares Values S = Small
M = Medium
L = Large
U = Undisclosed Quantity
S L = Small
Large
M = Medium
L S = Large
U = Undisclosed Quantity
Small
[104] IOIQualifier Values A = All or None (AON)
B = Market On Close (MOC) (held to close)
C = At the close (around/not held to close)
D = VWAP (Volume Weighted Average Price)
I = In touch with
L = Limit
M = More Behind
O = At the Open
P = Taking a Position
Q = At the Market (previously called Current Quote)
R = Ready to Trade
S = Portfolio Shown
T = Through the Day
V = Versus
W = Indidcation - Working Away
X = Crossing Opportunity
Y = At the Midpoint
Z = Pre-open
A = All or None (AON)
B = Market On Close (MOC) (held to close)
none
C = At the close (around/not held to close)
D = VWAP (Volume Weighted Average Price)
close
I = In touch with
L = Limit
M = More Behind
behind
O = At the Open
open
P = Taking a Position
position
Q = At the Market (previously called Current Quote)
R = Ready to Trade
quote
S = Portfolio Shown
show-n
T = Through the Day
day
V = Versus
W = Indidcation Indication - Working Away
away
X = Crossing Opportunity
Y = At the Midpoint
Z = Pre-open
opportunity

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.0 Standards - Original [Blacklined]
[97] PossResend Values N = Original Transmission
Y = Possible Resend
N = Original Transmission
Y = Possible Resend

Minor Differences (Just a quick look - development unlikely)

Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.0 Standards - Original [Blacklined]
Intro

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

  • Improved functionality for exchange quotation models and order routing practices
  • Enhanced Listed Derivatives reference data support for Options, Futures, and Options on Futures
  • New set of messages for Market Structure definition
  • Support for trading listed Interest Rate Swaps
  • Application level sequencing with advanced support for market data recovery
  • Foreign Exchange OTC settlement obligations
  • Changes to Rule80A, OrderCapacity, and Order Restrictions to reflect revised NYSE regulations

The FIX 5.4.0 Service Pack 1 specification delivered a number of extension packs to enhance enhancements over FIX 5.3.0 in the following areas:

  • Improved functionality for exchange quotation models and order routing practices
  • Enhanced Listed Derivatives reference data areas:

    • Session layer
    • Header information
    • Supported encryption
    • Date fields were modified
    • Allocation support for Options, Futures, and Options on Futures
    • New set of messages for Market Structure definition
    • Support for trading listed Interest Rate Swaps
    • Application level sequencing with advanced support for market data recovery
    • Foreign Exchange OTC settlement obligations
    • Changes to Rule80A, OrderCapacity, and Order Restrictions to reflect revised NYSE regulations
    was significantly improved

Additional (Optional) Fields

FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original FIX Protocol - FIX 4.0 Standards - Original
[371] RefTagID (Optional)
[372] RefMsgType (Optional)
[1130] RefApplVerID (Optional)
[1406] RefApplExtID (Optional)
[1131] RefCstmApplVerID (Optional)
[373] SessionRejectReason (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.0 Standards - Original [Blacklined]
[123] GapFillFlag Values N = Sequence Reset, Ignore Msg Seq Num (N/A For FIXML - Not Used)
Y = Gap Fill Message, Msg Seq Num Field Valid
N = Sequence Reset, Ignore Msg Seq Num (N/A For FIXML - Not Used)
ignore MsgSeqNum
Y = Gap Fill Message, Msg Seq Num Field Valid
message, MsgSeqNum field valid

Additional (Optional) Fields

FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original FIX Protocol - FIX 4.0 Standards - Original
[1409] SessionStatus (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.0 Standards - Original [Blacklined]
Intro Advertisement messages are used to announce completed transactions. The advertisement message can be transmitted in various transaction types; NEW, CANCEL and REPLACE. All message types other than NEW modify the state of a previously transmitted advertisement identified in AdvRefID. Advertisement messages are used to announce completed transactions. The advertisement message can be transmitted in various transaction types; NEW, CANCEL and REPLACE. All message types other than NEW modify the state of a previously transmitted advertisement identified in AdvRefID.

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.0 Standards - Original [Blacklined]
[5] AdvTransType Values N = New
C = Cancel
R = Replace
N = New
C = Cancel
N = New
R = Replace

Additional (Optional) Fields

FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original FIX Protocol - FIX 4.0 Standards - Original
[454] NoSecurityAltID (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[1227] ProductComplex (Optional)
[1151] SecurityGroup (Optional)
[461] CFICode (Optional)
[167] SecurityType (Optional)
[762] SecuritySubType (Optional)
[200] MaturityMonthYear (Optional)
[541] MaturityDate (Optional)
[1079] MaturityTime (Optional)
[966] SettleOnOpenFlag (Optional)
[1049] InstrmtAssignmentMethod (Optional)
[965] SecurityStatus (Optional)
[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)
[1192] PriceUnitOfMeasureQty (Optional)
[1193] SettlMethod (Optional)
[1194] ExerciseStyle (Optional)
[1195] OptPayAmount (Optional)
[1196] PriceQuoteMethod (Optional)
[1197] FuturesValuationMethod (Optional)
[1198] ListMethod (Optional)
[1199] CapPrice (Optional)
[1200] FloorPrice (Optional)
[201] PutOrCall (Optional)
[1244] FlexibleIndicator (Optional)
[1242] FlexProductEligibilityIndicator (Optional)
[997] TimeUnit (Optional)
[231] ContractMultiplier (Optional)
[969] MinPriceIncrement (Optional)
[1146] MinPriceIncrementAmount (Optional)
[996] UnitOfMeasure (Optional)
[1147] UnitOfMeasureQty (Optional)
[1191] PriceUnitOfMeasure (Optional)
[223] CouponRate (Optional)
[207] SecurityExchange (Optional)
[970] PositionLimit (Optional)
[971] NTPositionLimit (Optional)
[348] EncodedIssuerLen (Optional)
[349] EncodedIssuer (Optional)
[350] EncodedSecurityDescLen (Optional)
[351] EncodedSecurityDesc (Optional)
[1184] SecurityXMLLen (Optional)
[1185] SecurityXML (Optional)
[1186] SecurityXMLSchema (Optional)
[691] Pool (Optional)
[667] ContractSettlMonth (Optional)
[875] CPProgram (Optional)
[876] CPRegType (Optional)
[864] NoEvents (Optional)
[865] EventType (Optional)
[866] EventDate (Optional)
[1145] EventTime (Optional)
[867] EventPx (Optional)
[868] EventText (Optional)
[873] DatedDate (Optional)
[874] InterestAccrualDate (Optional)
[1018] NoInstrumentParties (Optional)
[1019] InstrumentPartyID (Optional)
[1050] InstrumentPartyIDSource (Optional)
[1051] InstrumentPartyRole (Optional)
[1052] NoInstrumentPartySubIDs (Optional)
[1053] InstrumentPartySubID (Optional)
[1054] InstrumentPartySubIDType (Optional)
[555] NoLegs (Optional)
[600] LegSymbol (Optional)
[601] LegSymbolSfx (Optional)
[602] LegSecurityID (Optional)
[603] LegSecurityIDSource (Optional)
[604] NoLegSecurityAltID (Optional)
[605] LegSecurityAltID (Optional)
[606] LegSecurityAltIDSource (Optional)
[607] LegProduct (Optional)
[608] LegCFICode (Optional)
[609] LegSecurityType (Optional)
[764] LegSecuritySubType (Optional)
[610] LegMaturityMonthYear (Optional)
[611] LegMaturityDate (Optional)
[1212] LegMaturityTime (Optional)
[248] LegCouponPaymentDate (Optional)
[249] LegIssueDate (Optional)
[250] LegRepoCollateralSecurityType (Optional)
[251] LegRepurchaseTerm (Optional)
[252] LegRepurchaseRate (Optional)
[253] LegFactor (Optional)
[257] LegCreditRating (Optional)
[599] LegInstrRegistry (Optional)
[596] LegCountryOfIssue (Optional)
[597] LegStateOrProvinceOfIssue (Optional)
[598] LegLocaleOfIssue (Optional)
[254] LegRedemptionDate (Optional)
[612] LegStrikePrice (Optional)
[942] LegStrikeCurrency (Optional)
[613] LegOptAttribute (Optional)
[614] LegContractMultiplier (Optional)
[999] LegUnitOfMeasure (Optional)
[1224] LegUnitOfMeasureQty (Optional)
[1421] LegPriceUnitOfMeasure (Optional)
[1422] LegPriceUnitOfMeasureQty (Optional)
[1001] LegTimeUnit (Optional)
[1420] LegExerciseStyle (Optional)
[615] LegCouponRate (Optional)
[616] LegSecurityExchange (Optional)
[617] LegIssuer (Optional)
[618] EncodedLegIssuerLen (Optional)
[619] EncodedLegIssuer (Optional)
[620] LegSecurityDesc (Optional)
[621] EncodedLegSecurityDescLen (Optional)
[622] EncodedLegSecurityDesc (Optional)
[623] LegRatioQty (Optional)
[624] LegSide (Optional)
[556] LegCurrency (Optional)
[740] LegPool (Optional)
[739] LegDatedDate (Optional)
[955] LegContractSettlMonth (Optional)
[956] LegInterestAccrualDate (Optional)
[1358] LegPutOrCall (Optional)
[1017] LegOptionRatio (Optional)
[566] LegPrice (Optional)
[711] NoUnderlyings (Optional)
[311] UnderlyingSymbol (Optional)
[312] UnderlyingSymbolSfx (Optional)
[309] UnderlyingSecurityID (Optional)
[305] UnderlyingSecurityIDSource (Optional)
[457] NoUnderlyingSecurityAltID (Optional)
[458] UnderlyingSecurityAltID (Optional)
[459] UnderlyingSecurityAltIDSource (Optional)
[462] UnderlyingProduct (Optional)
[463] UnderlyingCFICode (Optional)
[310] UnderlyingSecurityType (Optional)
[763] UnderlyingSecuritySubType (Optional)
[313] UnderlyingMaturityMonthYear (Optional)
[542] UnderlyingMaturityDate (Optional)
[1213] UnderlyingMaturityTime (Optional)
[241] UnderlyingCouponPaymentDate (Optional)
[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)
[1423] UnderlyingUnitOfMeasureQty (Optional)
[1424] UnderlyingPriceUnitOfMeasure (Optional)
[1425] UnderlyingPriceUnitOfMeasureQty (Optional)
[1000] UnderlyingTimeUnit (Optional)
[1419] UnderlyingExerciseStyle (Optional)
[435] UnderlyingCouponRate (Optional)
[308] UnderlyingSecurityExchange (Optional)
[306] UnderlyingIssuer (Optional)
[362] EncodedUnderlyingIssuerLen (Optional)
[363] EncodedUnderlyingIssuer (Optional)
[307] UnderlyingSecurityDesc (Optional)
[364] EncodedUnderlyingSecurityDescLen (Optional)
[365] EncodedUnderlyingSecurityDesc (Optional)
[877] UnderlyingCPProgram (Optional)
[878] UnderlyingCPRegType (Optional)
[972] UnderlyingAllocationPercent (Optional)
[318] UnderlyingCurrency (Optional)
[879] UnderlyingQty (Optional)
[975] UnderlyingSettlementType (Optional)
[973] UnderlyingCashAmount (Optional)
[974] UnderlyingCashType (Optional)
[810] UnderlyingPx (Optional)
[882] UnderlyingDirtyPrice (Optional)
[883] UnderlyingEndPrice (Optional)
[884] UnderlyingStartValue (Optional)
[885] UnderlyingCurrentValue (Optional)
[886] UnderlyingEndValue (Optional)
[887] NoUnderlyingStips (Optional)
[888] UnderlyingStipType (Optional)
[889] UnderlyingStipValue (Optional)
[1044] UnderlyingAdjustedQuantity (Optional)
[1045] UnderlyingFXRate (Optional)
[1046] UnderlyingFXRateCalc (Optional)
[1038] UnderlyingCapValue (Optional)
[1058] NoUndlyInstrumentParties (Optional)
[1059] UndlyInstrumentPartyID (Optional)
[1060] UndlyInstrumentPartyIDSource (Optional)
[1061] UndlyInstrumentPartyRole (Optional)
[1062] NoUndlyInstrumentPartySubIDs (Optional)
[1063] UndlyInstrumentPartySubID (Optional)
[1064] UndlyInstrumentPartySubIDType (Optional)
[1039] UnderlyingSettlMethod (Optional)
[315] UnderlyingPutOrCall (Optional)
[854] QtyType (Optional)
[75] TradeDate (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)
[149] URLLink (Optional)
[30] LastMkt (Optional)
[336] TradingSessionID (Optional)
[625] TradingSessionSubID (Optional)

Additional (Optional) Fields

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

Field-Level Differences

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

Additional (Optional) Fields

FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original FIX Protocol - FIX 4.0 Standards - Original
[141] ResetSeqNumFlag (Optional)
[789] NextExpectedMsgSeqNum (Optional)
[383] MaxMessageSize (Optional)
[384] NoMsgTypes (Optional)
[372] RefMsgType (Optional)
[385] MsgDirection (Optional)
[1130] RefApplVerID (Optional)
[1406] RefApplExtID (Optional)
[1131] RefCstmApplVerID (Optional)
[1410] DefaultVerIndicator (Optional)
[464] TestMessageIndicator (Optional)
[553] Username (Optional)
[554] Password (Optional)
[925] NewPassword (Optional)
[1400] EncryptedPasswordMethod (Optional)
[1401] EncryptedPasswordLen (Optional)
[1402] EncryptedPassword (Optional)
[1403] EncryptedNewPasswordLen (Optional)
[1404] EncryptedNewPassword (Optional)
[1409] SessionStatus (Optional)
[1407] DefaultApplExtID (Optional)
[1408] DefaultCstmApplVerID (Optional)
[58] Text (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.0 Standards - Original [Blacklined]
Intro The news message is a general free format message between the broker and institution. The message contains flags to identify the news item's urgency and to allow sorting by subject company (symbol). The News message can be originated at either the broker or institution side, or exchanges and other marketplace venues. The news message is intended for use as a general free format message between the broker and institution. The message contains flags to identify the news item's urgency and to allow sorting by subject company (symbol). The News message can be originated at either the broker or institution side, or exchanges and other marketplace venues.institution.

Additional (Optional) Fields

FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original FIX Protocol - FIX 4.0 Standards - Original
[1180] ApplID (Optional) [46] RelatdSym (Optional)
[1181] ApplSeqNum (Optional)
[1350] ApplLastSeqNum (Optional)
[1352] ApplResendFlag (Optional)
[358] EncodedHeadlineLen (Optional)
[359] EncodedHeadline (Optional)
[215] NoRoutingIDs (Optional)
[216] RoutingType (Optional)
[217] RoutingID (Optional)
[146] NoRelatedSym (Optional)
[55] Symbol (Optional)
[65] SymbolSfx (Optional)
[48] SecurityID (Optional)
[22] SecurityIDSource (Optional)
[454] NoSecurityAltID (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[1227] ProductComplex (Optional)
[1151] SecurityGroup (Optional)
[461] CFICode (Optional)
[167] SecurityType (Optional)
[762] SecuritySubType (Optional)
[200] MaturityMonthYear (Optional)
[541] MaturityDate (Optional)
[1079] MaturityTime (Optional)
[966] SettleOnOpenFlag (Optional)
[1049] InstrmtAssignmentMethod (Optional)
[965] SecurityStatus (Optional)
[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)
[1192] PriceUnitOfMeasureQty (Optional)
[1193] SettlMethod (Optional)
[1194] ExerciseStyle (Optional)
[1195] OptPayAmount (Optional)
[1196] PriceQuoteMethod (Optional)
[1197] FuturesValuationMethod (Optional)
[1198] ListMethod (Optional)
[1199] CapPrice (Optional)
[1200] FloorPrice (Optional)
[201] PutOrCall (Optional)
[1244] FlexibleIndicator (Optional)
[1242] FlexProductEligibilityIndicator (Optional)
[997] TimeUnit (Optional)
[231] ContractMultiplier (Optional)
[969] MinPriceIncrement (Optional)
[1146] MinPriceIncrementAmount (Optional)
[996] UnitOfMeasure (Optional)
[1147] UnitOfMeasureQty (Optional)
[1191] PriceUnitOfMeasure (Optional)
[223] CouponRate (Optional)
[207] SecurityExchange (Optional)
[970] PositionLimit (Optional)
[971] NTPositionLimit (Optional)
[106] Issuer (Optional)
[348] EncodedIssuerLen (Optional)
[349] EncodedIssuer (Optional)
[107] SecurityDesc (Optional)
[350] EncodedSecurityDescLen (Optional)
[351] EncodedSecurityDesc (Optional)
[1184] SecurityXMLLen (Optional)
[1185] SecurityXML (Optional)
[1186] SecurityXMLSchema (Optional)
[691] Pool (Optional)
[667] ContractSettlMonth (Optional)
[875] CPProgram (Optional)
[876] CPRegType (Optional)
[864] NoEvents (Optional)
[865] EventType (Optional)
[866] EventDate (Optional)
[1145] EventTime (Optional)
[867] EventPx (Optional)
[868] EventText (Optional)
[873] DatedDate (Optional)
[874] InterestAccrualDate (Optional)
[1018] NoInstrumentParties (Optional)
[1019] InstrumentPartyID (Optional)
[1050] InstrumentPartyIDSource (Optional)
[1051] InstrumentPartyRole (Optional)
[1052] NoInstrumentPartySubIDs (Optional)
[1053] InstrumentPartySubID (Optional)
[1054] InstrumentPartySubIDType (Optional)
[555] NoLegs (Optional)
[600] LegSymbol (Optional)
[601] LegSymbolSfx (Optional)
[602] LegSecurityID (Optional)
[603] LegSecurityIDSource (Optional)
[604] NoLegSecurityAltID (Optional)
[605] LegSecurityAltID (Optional)
[606] LegSecurityAltIDSource (Optional)
[607] LegProduct (Optional)
[608] LegCFICode (Optional)
[609] LegSecurityType (Optional)
[764] LegSecuritySubType (Optional)
[610] LegMaturityMonthYear (Optional)
[611] LegMaturityDate (Optional)
[1212] LegMaturityTime (Optional)
[248] LegCouponPaymentDate (Optional)
[249] LegIssueDate (Optional)
[250] LegRepoCollateralSecurityType (Optional)
[251] LegRepurchaseTerm (Optional)
[252] LegRepurchaseRate (Optional)
[253] LegFactor (Optional)
[257] LegCreditRating (Optional)
[599] LegInstrRegistry (Optional)
[596] LegCountryOfIssue (Optional)
[597] LegStateOrProvinceOfIssue (Optional)
[598] LegLocaleOfIssue (Optional)
[254] LegRedemptionDate (Optional)
[612] LegStrikePrice (Optional)
[942] LegStrikeCurrency (Optional)
[613] LegOptAttribute (Optional)
[614] LegContractMultiplier (Optional)
[999] LegUnitOfMeasure (Optional)
[1224] LegUnitOfMeasureQty (Optional)
[1421] LegPriceUnitOfMeasure (Optional)
[1422] LegPriceUnitOfMeasureQty (Optional)
[1001] LegTimeUnit (Optional)
[1420] LegExerciseStyle (Optional)
[615] LegCouponRate (Optional)
[616] LegSecurityExchange (Optional)
[617] LegIssuer (Optional)
[618] EncodedLegIssuerLen (Optional)
[619] EncodedLegIssuer (Optional)
[620] LegSecurityDesc (Optional)
[621] EncodedLegSecurityDescLen (Optional)
[622] EncodedLegSecurityDesc (Optional)
[623] LegRatioQty (Optional)
[624] LegSide (Optional)
[556] LegCurrency (Optional)
[740] LegPool (Optional)
[739] LegDatedDate (Optional)
[955] LegContractSettlMonth (Optional)
[956] LegInterestAccrualDate (Optional)
[1358] LegPutOrCall (Optional)
[1017] LegOptionRatio (Optional)
[566] LegPrice (Optional)
[711] NoUnderlyings (Optional)
[311] UnderlyingSymbol (Optional)
[312] UnderlyingSymbolSfx (Optional)
[309] UnderlyingSecurityID (Optional)
[305] UnderlyingSecurityIDSource (Optional)
[457] NoUnderlyingSecurityAltID (Optional)
[458] UnderlyingSecurityAltID (Optional)
[459] UnderlyingSecurityAltIDSource (Optional)
[462] UnderlyingProduct (Optional)
[463] UnderlyingCFICode (Optional)
[310] UnderlyingSecurityType (Optional)
[763] UnderlyingSecuritySubType (Optional)
[313] UnderlyingMaturityMonthYear (Optional)
[542] UnderlyingMaturityDate (Optional)
[1213] UnderlyingMaturityTime (Optional)
[241] UnderlyingCouponPaymentDate (Optional)
[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)
[1423] UnderlyingUnitOfMeasureQty (Optional)
[1424] UnderlyingPriceUnitOfMeasure (Optional)
[1425] UnderlyingPriceUnitOfMeasureQty (Optional)
[1000] UnderlyingTimeUnit (Optional)
[1419] UnderlyingExerciseStyle (Optional)
[435] UnderlyingCouponRate (Optional)
[308] UnderlyingSecurityExchange (Optional)
[306] UnderlyingIssuer (Optional)
[362] EncodedUnderlyingIssuerLen (Optional)
[363] EncodedUnderlyingIssuer (Optional)
[307] UnderlyingSecurityDesc (Optional)
[364] EncodedUnderlyingSecurityDescLen (Optional)
[365] EncodedUnderlyingSecurityDesc (Optional)
[877] UnderlyingCPProgram (Optional)
[878] UnderlyingCPRegType (Optional)
[972] UnderlyingAllocationPercent (Optional)
[318] UnderlyingCurrency (Optional)
[879] UnderlyingQty (Optional)
[975] UnderlyingSettlementType (Optional)
[973] UnderlyingCashAmount (Optional)
[974] UnderlyingCashType (Optional)
[810] UnderlyingPx (Optional)
[882] UnderlyingDirtyPrice (Optional)
[883] UnderlyingEndPrice (Optional)
[884] UnderlyingStartValue (Optional)
[885] UnderlyingCurrentValue (Optional)
[886] UnderlyingEndValue (Optional)
[887] NoUnderlyingStips (Optional)
[888] UnderlyingStipType (Optional)
[889] UnderlyingStipValue (Optional)
[1044] UnderlyingAdjustedQuantity (Optional)
[1045] UnderlyingFXRate (Optional)
[1046] UnderlyingFXRateCalc (Optional)
[1038] UnderlyingCapValue (Optional)
[1058] NoUndlyInstrumentParties (Optional)
[1059] UndlyInstrumentPartyID (Optional)
[1060] UndlyInstrumentPartyIDSource (Optional)
[1061] UndlyInstrumentPartyRole (Optional)
[1062] NoUndlyInstrumentPartySubIDs (Optional)
[1063] UndlyInstrumentPartySubID (Optional)
[1064] UndlyInstrumentPartySubIDType (Optional)
[1039] UnderlyingSettlMethod (Optional)
[315] UnderlyingPutOrCall (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)
[149] URLLink (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.0 Standards - Original [Blacklined]
Intro The email message is similar to the format and purpose of the News message, however, it is intended for private use between two parties. The email message is similar to the format Format and purpose of the similar to News message, however, it is intended for private use between two parties.

Additional (Optional) Fields

FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original FIX Protocol - FIX 4.0 Standards - Original
[356] EncodedSubjectLen (Optional) [46] RelatdSym (Optional)
[357] EncodedSubject (Optional)
[215] NoRoutingIDs (Optional)
[216] RoutingType (Optional)
[217] RoutingID (Optional)
[146] NoRelatedSym (Optional)
[55] Symbol (Optional)
[65] SymbolSfx (Optional)
[48] SecurityID (Optional)
[22] SecurityIDSource (Optional)
[454] NoSecurityAltID (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[1227] ProductComplex (Optional)
[1151] SecurityGroup (Optional)
[461] CFICode (Optional)
[167] SecurityType (Optional)
[762] SecuritySubType (Optional)
[200] MaturityMonthYear (Optional)
[541] MaturityDate (Optional)
[1079] MaturityTime (Optional)
[966] SettleOnOpenFlag (Optional)
[1049] InstrmtAssignmentMethod (Optional)
[965] SecurityStatus (Optional)
[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)
[1192] PriceUnitOfMeasureQty (Optional)
[1193] SettlMethod (Optional)
[1194] ExerciseStyle (Optional)
[1195] OptPayAmount (Optional)
[1196] PriceQuoteMethod (Optional)
[1197] FuturesValuationMethod (Optional)
[1198] ListMethod (Optional)
[1199] CapPrice (Optional)
[1200] FloorPrice (Optional)
[201] PutOrCall (Optional)
[1244] FlexibleIndicator (Optional)
[1242] FlexProductEligibilityIndicator (Optional)
[997] TimeUnit (Optional)
[231] ContractMultiplier (Optional)
[969] MinPriceIncrement (Optional)
[1146] MinPriceIncrementAmount (Optional)
[996] UnitOfMeasure (Optional)
[1147] UnitOfMeasureQty (Optional)
[1191] PriceUnitOfMeasure (Optional)
[223] CouponRate (Optional)
[207] SecurityExchange (Optional)
[970] PositionLimit (Optional)
[971] NTPositionLimit (Optional)
[106] Issuer (Optional)
[348] EncodedIssuerLen (Optional)
[349] EncodedIssuer (Optional)
[107] SecurityDesc (Optional)
[350] EncodedSecurityDescLen (Optional)
[351] EncodedSecurityDesc (Optional)
[1184] SecurityXMLLen (Optional)
[1185] SecurityXML (Optional)
[1186] SecurityXMLSchema (Optional)
[691] Pool (Optional)
[667] ContractSettlMonth (Optional)
[875] CPProgram (Optional)
[876] CPRegType (Optional)
[864] NoEvents (Optional)
[865] EventType (Optional)
[866] EventDate (Optional)
[1145] EventTime (Optional)
[867] EventPx (Optional)
[868] EventText (Optional)
[873] DatedDate (Optional)
[874] InterestAccrualDate (Optional)
[1018] NoInstrumentParties (Optional)
[1019] InstrumentPartyID (Optional)
[1050] InstrumentPartyIDSource (Optional)
[1051] InstrumentPartyRole (Optional)
[1052] NoInstrumentPartySubIDs (Optional)
[1053] InstrumentPartySubID (Optional)
[1054] InstrumentPartySubIDType (Optional)
[711] NoUnderlyings (Optional)
[311] UnderlyingSymbol (Optional)
[312] UnderlyingSymbolSfx (Optional)
[309] UnderlyingSecurityID (Optional)
[305] UnderlyingSecurityIDSource (Optional)
[457] NoUnderlyingSecurityAltID (Optional)
[458] UnderlyingSecurityAltID (Optional)
[459] UnderlyingSecurityAltIDSource (Optional)
[462] UnderlyingProduct (Optional)
[463] UnderlyingCFICode (Optional)
[310] UnderlyingSecurityType (Optional)
[763] UnderlyingSecuritySubType (Optional)
[313] UnderlyingMaturityMonthYear (Optional)
[542] UnderlyingMaturityDate (Optional)
[1213] UnderlyingMaturityTime (Optional)
[241] UnderlyingCouponPaymentDate (Optional)
[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)
[1423] UnderlyingUnitOfMeasureQty (Optional)
[1424] UnderlyingPriceUnitOfMeasure (Optional)
[1425] UnderlyingPriceUnitOfMeasureQty (Optional)
[1000] UnderlyingTimeUnit (Optional)
[1419] UnderlyingExerciseStyle (Optional)
[435] UnderlyingCouponRate (Optional)
[308] UnderlyingSecurityExchange (Optional)
[306] UnderlyingIssuer (Optional)
[362] EncodedUnderlyingIssuerLen (Optional)
[363] EncodedUnderlyingIssuer (Optional)
[307] UnderlyingSecurityDesc (Optional)
[364] EncodedUnderlyingSecurityDescLen (Optional)
[365] EncodedUnderlyingSecurityDesc (Optional)
[877] UnderlyingCPProgram (Optional)
[878] UnderlyingCPRegType (Optional)
[972] UnderlyingAllocationPercent (Optional)
[318] UnderlyingCurrency (Optional)
[879] UnderlyingQty (Optional)
[975] UnderlyingSettlementType (Optional)
[973] UnderlyingCashAmount (Optional)
[974] UnderlyingCashType (Optional)
[810] UnderlyingPx (Optional)
[882] UnderlyingDirtyPrice (Optional)
[883] UnderlyingEndPrice (Optional)
[884] UnderlyingStartValue (Optional)
[885] UnderlyingCurrentValue (Optional)
[886] UnderlyingEndValue (Optional)
[887] NoUnderlyingStips (Optional)
[888] UnderlyingStipType (Optional)
[889] UnderlyingStipValue (Optional)
[1044] UnderlyingAdjustedQuantity (Optional)
[1045] UnderlyingFXRate (Optional)
[1046] UnderlyingFXRateCalc (Optional)
[1038] UnderlyingCapValue (Optional)
[1058] NoUndlyInstrumentParties (Optional)
[1059] UndlyInstrumentPartyID (Optional)
[1060] UndlyInstrumentPartyIDSource (Optional)
[1061] UndlyInstrumentPartyRole (Optional)
[1062] NoUndlyInstrumentPartySubIDs (Optional)
[1063] UndlyInstrumentPartySubID (Optional)
[1064] UndlyInstrumentPartySubIDType (Optional)
[1039] UnderlyingSettlMethod (Optional)
[315] UnderlyingPutOrCall (Optional)
[555] NoLegs (Optional)
[600] LegSymbol (Optional)
[601] LegSymbolSfx (Optional)
[602] LegSecurityID (Optional)
[603] LegSecurityIDSource (Optional)
[604] NoLegSecurityAltID (Optional)
[605] LegSecurityAltID (Optional)
[606] LegSecurityAltIDSource (Optional)
[607] LegProduct (Optional)
[608] LegCFICode (Optional)
[609] LegSecurityType (Optional)
[764] LegSecuritySubType (Optional)
[610] LegMaturityMonthYear (Optional)
[611] LegMaturityDate (Optional)
[1212] LegMaturityTime (Optional)
[248] LegCouponPaymentDate (Optional)
[249] LegIssueDate (Optional)
[250] LegRepoCollateralSecurityType (Optional)
[251] LegRepurchaseTerm (Optional)
[252] LegRepurchaseRate (Optional)
[253] LegFactor (Optional)
[257] LegCreditRating (Optional)
[599] LegInstrRegistry (Optional)
[596] LegCountryOfIssue (Optional)
[597] LegStateOrProvinceOfIssue (Optional)
[598] LegLocaleOfIssue (Optional)
[254] LegRedemptionDate (Optional)
[612] LegStrikePrice (Optional)
[942] LegStrikeCurrency (Optional)
[613] LegOptAttribute (Optional)
[614] LegContractMultiplier (Optional)
[999] LegUnitOfMeasure (Optional)
[1224] LegUnitOfMeasureQty (Optional)
[1421] LegPriceUnitOfMeasure (Optional)
[1422] LegPriceUnitOfMeasureQty (Optional)
[1001] LegTimeUnit (Optional)
[1420] LegExerciseStyle (Optional)
[615] LegCouponRate (Optional)
[616] LegSecurityExchange (Optional)
[617] LegIssuer (Optional)
[618] EncodedLegIssuerLen (Optional)
[619] EncodedLegIssuer (Optional)
[620] LegSecurityDesc (Optional)
[621] EncodedLegSecurityDescLen (Optional)
[622] EncodedLegSecurityDesc (Optional)
[623] LegRatioQty (Optional)
[624] LegSide (Optional)
[556] LegCurrency (Optional)
[740] LegPool (Optional)
[739] LegDatedDate (Optional)
[955] LegContractSettlMonth (Optional)
[956] LegInterestAccrualDate (Optional)
[1358] LegPutOrCall (Optional)
[1017] LegOptionRatio (Optional)
[566] LegPrice (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.0 Standards - Original [Blacklined]
Name NewOrderList NewOrderListOrderList
Intro The NewOrderList Message can be used in one of two ways depending on which market conventions are being followed. The NewOrderList Message can be new order list message type is used in one by institutions wishing to electronically submit lists of two ways depending on which market conventions are being followed.related orders to a broker for execution.

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.0 Standards - Original [Blacklined]
[100] ExDestination Values 0 = none
4 = POSIT
[81] ProcessCode Values 0 = Regular
1 = Soft Dollar
2 = Step-In
3 = Step-Out
4 = Soft-dollar Step-In
5 = Soft-dollar Step-Out
6 = Plan Sponsor
0 = Regular
regular
1 = Soft Dollar
soft dollar
2 = Step-In
step-in
3 = Step-Out
step-out
4 = Soft-dollar Step-In
soft-dollar step-in
5 = Soft-dollar Step-Out
soft-dollar step-out
6 = Plan Sponsor
plan sponsor
[121] ForexReq Values N = Do Not Execute Forex After Security Trade
Y = Execute Forex After Security Trade
N = Do Not Execute not execute Forex After Security Trade
after security trade
Y = Execute Forex After Security Trade
after security trade

Additional (Optional) Fields

FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original FIX Protocol - FIX 4.0 Standards - Original
[390] BidID (Optional) [105] WaveNo (Optional)
[391] ClientBidID (Optional) [109] ClientID (Optional)
[414] ProgRptReqs (Optional) [76] ExecBroker (Optional)
[415] ProgPeriodInterval (Optional) [12] Commission (Optional)
[480] CancellationRights (Optional) [13] CommType (Optional)
[481] MoneyLaunderingStatus (Optional) [47] Rule80A (Optional)
[513] RegistID (Optional)
[433] ListExecInstType (Optional)
[1385] ContingencyType (Optional)
[352] EncodedListExecInstLen (Optional)
[353] EncodedListExecInst (Optional)
[765] AllowableOneSidednessPct (Optional)
[766] AllowableOneSidednessValue (Optional)
[767] AllowableOneSidednessCurr (Optional)
[893] LastFragment (Optional)
[1116] NoRootPartyIDs (Optional)
[1117] RootPartyID (Optional)
[1118] RootPartyIDSource (Optional)
[1119] RootPartyRole (Optional)
[1120] NoRootPartySubIDs (Optional)
[1121] RootPartySubID (Optional)
[1122] RootPartySubIDType (Optional)
[526] SecondaryClOrdID (Optional)
[583] ClOrdLinkID (Optional)
[160] SettlInstMode (Optional)
[453] NoPartyIDs (Optional)
[448] PartyID (Optional)
[447] PartyIDSource (Optional)
[452] PartyRole (Optional)
[802] NoPartySubIDs (Optional)
[523] PartySubID (Optional)
[803] PartySubIDType (Optional)
[229] TradeOriginationDate (Optional)
[75] TradeDate (Optional)
[660] AcctIDSource (Optional)
[581] AccountType (Optional)
[589] DayBookingInst (Optional)
[590] BookingUnit (Optional)
[70] AllocID (Optional)
[591] PreallocMethod (Optional)
[78] NoAllocs (Optional)
[79] AllocAccount (Optional)
[661] AllocAcctIDSource (Optional)
[736] AllocSettlCurrency (Optional)
[467] IndividualAllocID (Optional)
[539] NoNestedPartyIDs (Optional)
[524] NestedPartyID (Optional)
[525] NestedPartyIDSource (Optional)
[538] NestedPartyRole (Optional)
[804] NoNestedPartySubIDs (Optional)
[545] NestedPartySubID (Optional)
[805] NestedPartySubIDType (Optional)
[80] AllocQty (Optional)
[544] CashMargin (Optional)
[635] ClearingFeeIndicator (Optional)
[1089] MatchIncrement (Optional)
[1090] MaxPriceLevels (Optional)
[1138] DisplayQty (Optional)
[1082] SecondaryDisplayQty (Optional)
[1083] DisplayWhen (Optional)
[1084] DisplayMethod (Optional)
[1085] DisplayLowQty (Optional)
[1086] DisplayHighQty (Optional)
[1087] DisplayMinIncr (Optional)
[1088] RefreshQty (Optional)
[1133] ExDestinationIDSource (Optional)
[386] NoTradingSessions (Optional)
[336] TradingSessionID (Optional)
[625] TradingSessionSubID (Optional)
[454] NoSecurityAltID (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[1227] ProductComplex (Optional)
[1151] SecurityGroup (Optional)
[461] CFICode (Optional)
[167] SecurityType (Optional)
[762] SecuritySubType (Optional)
[200] MaturityMonthYear (Optional)
[541] MaturityDate (Optional)
[1079] MaturityTime (Optional)
[966] SettleOnOpenFlag (Optional)
[1049] InstrmtAssignmentMethod (Optional)
[965] SecurityStatus (Optional)
[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)
[1192] PriceUnitOfMeasureQty (Optional)
[1193] SettlMethod (Optional)
[1194] ExerciseStyle (Optional)
[1195] OptPayAmount (Optional)
[1196] PriceQuoteMethod (Optional)
[1197] FuturesValuationMethod (Optional)
[1198] ListMethod (Optional)
[1199] CapPrice (Optional)
[1200] FloorPrice (Optional)
[201] PutOrCall (Optional)
[1244] FlexibleIndicator (Optional)
[1242] FlexProductEligibilityIndicator (Optional)
[997] TimeUnit (Optional)
[231] ContractMultiplier (Optional)
[969] MinPriceIncrement (Optional)
[1146] MinPriceIncrementAmount (Optional)
[996] UnitOfMeasure (Optional)
[1147] UnitOfMeasureQty (Optional)
[1191] PriceUnitOfMeasure (Optional)
[223] CouponRate (Optional)
[207] SecurityExchange (Optional)
[970] PositionLimit (Optional)
[971] NTPositionLimit (Optional)
[348] EncodedIssuerLen (Optional)
[349] EncodedIssuer (Optional)
[350] EncodedSecurityDescLen (Optional)
[351] EncodedSecurityDesc (Optional)
[1184] SecurityXMLLen (Optional)
[1185] SecurityXML (Optional)
[1186] SecurityXMLSchema (Optional)
[691] Pool (Optional)
[667] ContractSettlMonth (Optional)
[875] CPProgram (Optional)
[876] CPRegType (Optional)
[864] NoEvents (Optional)
[865] EventType (Optional)
[866] EventDate (Optional)
[1145] EventTime (Optional)
[867] EventPx (Optional)
[868] EventText (Optional)
[873] DatedDate (Optional)
[874] InterestAccrualDate (Optional)
[1018] NoInstrumentParties (Optional)
[1019] InstrumentPartyID (Optional)
[1050] InstrumentPartyIDSource (Optional)
[1051] InstrumentPartyRole (Optional)
[1052] NoInstrumentPartySubIDs (Optional)
[1053] InstrumentPartySubID (Optional)
[1054] InstrumentPartySubIDType (Optional)
[711] NoUnderlyings (Optional)
[311] UnderlyingSymbol (Optional)
[312] UnderlyingSymbolSfx (Optional)
[309] UnderlyingSecurityID (Optional)
[305] UnderlyingSecurityIDSource (Optional)
[457] NoUnderlyingSecurityAltID (Optional)
[458] UnderlyingSecurityAltID (Optional)
[459] UnderlyingSecurityAltIDSource (Optional)
[462] UnderlyingProduct (Optional)
[463] UnderlyingCFICode (Optional)
[310] UnderlyingSecurityType (Optional)
[763] UnderlyingSecuritySubType (Optional)
[313] UnderlyingMaturityMonthYear (Optional)
[542] UnderlyingMaturityDate (Optional)
[1213] UnderlyingMaturityTime (Optional)
[241] UnderlyingCouponPaymentDate (Optional)
[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)
[1423] UnderlyingUnitOfMeasureQty (Optional)
[1424] UnderlyingPriceUnitOfMeasure (Optional)
[1425] UnderlyingPriceUnitOfMeasureQty (Optional)
[1000] UnderlyingTimeUnit (Optional)
[1419] UnderlyingExerciseStyle (Optional)
[435] UnderlyingCouponRate (Optional)
[308] UnderlyingSecurityExchange (Optional)
[306] UnderlyingIssuer (Optional)
[362] EncodedUnderlyingIssuerLen (Optional)
[363] EncodedUnderlyingIssuer (Optional)
[307] UnderlyingSecurityDesc (Optional)
[364] EncodedUnderlyingSecurityDescLen (Optional)
[365] EncodedUnderlyingSecurityDesc (Optional)
[877] UnderlyingCPProgram (Optional)
[878] UnderlyingCPRegType (Optional)
[972] UnderlyingAllocationPercent (Optional)
[318] UnderlyingCurrency (Optional)
[879] UnderlyingQty (Optional)
[975] UnderlyingSettlementType (Optional)
[973] UnderlyingCashAmount (Optional)
[974] UnderlyingCashType (Optional)
[810] UnderlyingPx (Optional)
[882] UnderlyingDirtyPrice (Optional)
[883] UnderlyingEndPrice (Optional)
[884] UnderlyingStartValue (Optional)
[885] UnderlyingCurrentValue (Optional)
[886] UnderlyingEndValue (Optional)
[887] NoUnderlyingStips (Optional)
[888] UnderlyingStipType (Optional)
[889] UnderlyingStipValue (Optional)
[1044] UnderlyingAdjustedQuantity (Optional)
[1045] UnderlyingFXRate (Optional)
[1046] UnderlyingFXRateCalc (Optional)
[1038] UnderlyingCapValue (Optional)
[1058] NoUndlyInstrumentParties (Optional)
[1059] UndlyInstrumentPartyID (Optional)
[1060] UndlyInstrumentPartyIDSource (Optional)
[1061] UndlyInstrumentPartyRole (Optional)
[1062] NoUndlyInstrumentPartySubIDs (Optional)
[1063] UndlyInstrumentPartySubID (Optional)
[1064] UndlyInstrumentPartySubIDType (Optional)
[1039] UnderlyingSettlMethod (Optional)
[315] UnderlyingPutOrCall (Optional)
[401] SideValueInd (Optional)
[60] TransactTime (Optional)
[232] NoStipulations (Optional)
[233] StipulationType (Optional)
[234] StipulationValue (Optional)
[854] QtyType (Optional)
[152] CashOrderQty (Optional)
[516] OrderPercent (Optional)
[468] RoundingDirection (Optional)
[469] RoundingModulus (Optional)
[423] PriceType (Optional)
[1092] PriceProtectionScope (Optional)
[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)
[218] Spread (Optional)
[220] BenchmarkCurveCurrency (Optional)
[221] BenchmarkCurveName (Optional)
[222] BenchmarkCurvePoint (Optional)
[662] BenchmarkPrice (Optional)
[663] BenchmarkPriceType (Optional)
[699] BenchmarkSecurityID (Optional)
[761] BenchmarkSecurityIDSource (Optional)
[235] YieldType (Optional)
[236] Yield (Optional)
[701] YieldCalcDate (Optional)
[696] YieldRedemptionDate (Optional)
[697] YieldRedemptionPrice (Optional)
[698] YieldRedemptionPriceType (Optional)
[376] ComplianceID (Optional)
[377] SolicitedFlag (Optional)
[23] IOIID (Optional)
[117] QuoteID (Optional)
[1080] RefOrderID (Optional)
[1081] RefOrderIDSource (Optional)
[168] EffectiveTime (Optional)
[432] ExpireDate (Optional)
[427] GTBookingInst (Optional)
[528] OrderCapacity (Optional)
[529] OrderRestrictions (Optional)
[1091] PreTradeAnonymity (Optional)
[582] CustOrderCapacity (Optional)
[775] BookingType (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)
[193] SettlDate2 (Optional)
[192] OrderQty2 (Optional)
[640] Price2 (Optional)
[77] PositionEffect (Optional)
[203] CoveredOrUncovered (Optional)
[210] MaxShow (Optional)
[211] PegOffsetValue (Optional)
[1094] PegPriceType (Optional)
[835] PegMoveType (Optional)
[836] PegOffsetType (Optional)
[837] PegLimitType (Optional)
[838] PegRoundDirection (Optional)
[840] PegScope (Optional)
[1096] PegSecurityIDSource (Optional)
[1097] PegSecurityID (Optional)
[1098] PegSymbol (Optional)
[1099] PegSecurityDesc (Optional)
[388] DiscretionInst (Optional)
[389] DiscretionOffsetValue (Optional)
[841] DiscretionMoveType (Optional)
[842] DiscretionOffsetType (Optional)
[843] DiscretionLimitType (Optional)
[844] DiscretionRoundDirection (Optional)
[846] DiscretionScope (Optional)
[847] TargetStrategy (Optional)
[957] NoStrategyParameters (Optional)
[958] StrategyParameterName (Optional)
[959] StrategyParameterType (Optional)
[960] StrategyParameterValue (Optional)
[848] TargetStrategyParameters (Optional)
[849] ParticipationRate (Optional)
[494] Designation (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.0 Standards - Original [Blacklined]
Intro The order cancel request message requests the cancellation of all of the remaining quantity of an existing order. Note that the Order Cancel/Replace Request should be used to partially cancel (reduce) an order). The order cancel request message requests is used to request the cancellation of all or part of the remaining quantity of an existing order. Note that the Order Cancel/Replace Request should be used to partially cancel (reduce) an order).order.

Additional (Optional) Fields

FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original FIX Protocol - FIX 4.0 Standards - Original
[526] SecondaryClOrdID (Optional) [109] ClientID (Optional)
[583] ClOrdLinkID (Optional) [76] ExecBroker (Optional)
[586] OrigOrdModTime (Optional)
[1] Account (Optional)
[660] AcctIDSource (Optional)
[581] AccountType (Optional)
[453] NoPartyIDs (Optional)
[448] PartyID (Optional)
[447] PartyIDSource (Optional)
[452] PartyRole (Optional)
[802] NoPartySubIDs (Optional)
[523] PartySubID (Optional)
[803] PartySubIDType (Optional)
[454] NoSecurityAltID (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[1227] ProductComplex (Optional)
[1151] SecurityGroup (Optional)
[461] CFICode (Optional)
[167] SecurityType (Optional)
[762] SecuritySubType (Optional)
[200] MaturityMonthYear (Optional)
[541] MaturityDate (Optional)
[1079] MaturityTime (Optional)
[966] SettleOnOpenFlag (Optional)
[1049] InstrmtAssignmentMethod (Optional)
[965] SecurityStatus (Optional)
[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)
[1192] PriceUnitOfMeasureQty (Optional)
[1193] SettlMethod (Optional)
[1194] ExerciseStyle (Optional)
[1195] OptPayAmount (Optional)
[1196] PriceQuoteMethod (Optional)
[1197] FuturesValuationMethod (Optional)
[1198] ListMethod (Optional)
[1199] CapPrice (Optional)
[1200] FloorPrice (Optional)
[201] PutOrCall (Optional)
[1244] FlexibleIndicator (Optional)
[1242] FlexProductEligibilityIndicator (Optional)
[997] TimeUnit (Optional)
[231] ContractMultiplier (Optional)
[969] MinPriceIncrement (Optional)
[1146] MinPriceIncrementAmount (Optional)
[996] UnitOfMeasure (Optional)
[1147] UnitOfMeasureQty (Optional)
[1191] PriceUnitOfMeasure (Optional)
[223] CouponRate (Optional)
[207] SecurityExchange (Optional)
[970] PositionLimit (Optional)
[971] NTPositionLimit (Optional)
[348] EncodedIssuerLen (Optional)
[349] EncodedIssuer (Optional)
[350] EncodedSecurityDescLen (Optional)
[351] EncodedSecurityDesc (Optional)
[1184] SecurityXMLLen (Optional)
[1185] SecurityXML (Optional)
[1186] SecurityXMLSchema (Optional)
[691] Pool (Optional)
[667] ContractSettlMonth (Optional)
[875] CPProgram (Optional)
[876] CPRegType (Optional)
[864] NoEvents (Optional)
[865] EventType (Optional)
[866] EventDate (Optional)
[1145] EventTime (Optional)
[867] EventPx (Optional)
[868] EventText (Optional)
[873] DatedDate (Optional)
[874] InterestAccrualDate (Optional)
[1018] NoInstrumentParties (Optional)
[1019] InstrumentPartyID (Optional)
[1050] InstrumentPartyIDSource (Optional)
[1051] InstrumentPartyRole (Optional)
[1052] NoInstrumentPartySubIDs (Optional)
[1053] InstrumentPartySubID (Optional)
[1054] InstrumentPartySubIDType (Optional)
[913] AgreementDesc (Optional)
[914] AgreementID (Optional)
[915] AgreementDate (Optional)
[918] AgreementCurrency (Optional)
[788] TerminationType (Optional)
[916] StartDate (Optional)
[917] EndDate (Optional)
[919] DeliveryType (Optional)
[898] MarginRatio (Optional)
[711] NoUnderlyings (Optional)
[311] UnderlyingSymbol (Optional)
[312] UnderlyingSymbolSfx (Optional)
[309] UnderlyingSecurityID (Optional)
[305] UnderlyingSecurityIDSource (Optional)
[457] NoUnderlyingSecurityAltID (Optional)
[458] UnderlyingSecurityAltID (Optional)
[459] UnderlyingSecurityAltIDSource (Optional)
[462] UnderlyingProduct (Optional)
[463] UnderlyingCFICode (Optional)
[310] UnderlyingSecurityType (Optional)
[763] UnderlyingSecuritySubType (Optional)
[313] UnderlyingMaturityMonthYear (Optional)
[542] UnderlyingMaturityDate (Optional)
[1213] UnderlyingMaturityTime (Optional)
[241] UnderlyingCouponPaymentDate (Optional)
[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)
[1423] UnderlyingUnitOfMeasureQty (Optional)
[1424] UnderlyingPriceUnitOfMeasure (Optional)
[1425] UnderlyingPriceUnitOfMeasureQty (Optional)
[1000] UnderlyingTimeUnit (Optional)
[1419] UnderlyingExerciseStyle (Optional)
[435] UnderlyingCouponRate (Optional)
[308] UnderlyingSecurityExchange (Optional)
[306] UnderlyingIssuer (Optional)
[362] EncodedUnderlyingIssuerLen (Optional)
[363] EncodedUnderlyingIssuer (Optional)
[307] UnderlyingSecurityDesc (Optional)
[364] EncodedUnderlyingSecurityDescLen (Optional)
[365] EncodedUnderlyingSecurityDesc (Optional)
[877] UnderlyingCPProgram (Optional)
[878] UnderlyingCPRegType (Optional)
[972] UnderlyingAllocationPercent (Optional)
[318] UnderlyingCurrency (Optional)
[879] UnderlyingQty (Optional)
[975] UnderlyingSettlementType (Optional)
[973] UnderlyingCashAmount (Optional)
[974] UnderlyingCashType (Optional)
[810] UnderlyingPx (Optional)
[882] UnderlyingDirtyPrice (Optional)
[883] UnderlyingEndPrice (Optional)
[884] UnderlyingStartValue (Optional)
[885] UnderlyingCurrentValue (Optional)
[886] UnderlyingEndValue (Optional)
[887] NoUnderlyingStips (Optional)
[888] UnderlyingStipType (Optional)
[889] UnderlyingStipValue (Optional)
[1044] UnderlyingAdjustedQuantity (Optional)
[1045] UnderlyingFXRate (Optional)
[1046] UnderlyingFXRateCalc (Optional)
[1038] UnderlyingCapValue (Optional)
[1058] NoUndlyInstrumentParties (Optional)
[1059] UndlyInstrumentPartyID (Optional)
[1060] UndlyInstrumentPartyIDSource (Optional)
[1061] UndlyInstrumentPartyRole (Optional)
[1062] NoUndlyInstrumentPartySubIDs (Optional)
[1063] UndlyInstrumentPartySubID (Optional)
[1064] UndlyInstrumentPartySubIDType (Optional)
[1039] UnderlyingSettlMethod (Optional)
[315] UnderlyingPutOrCall (Optional)
[152] CashOrderQty (Optional)
[516] OrderPercent (Optional)
[468] RoundingDirection (Optional)
[469] RoundingModulus (Optional)
[376] ComplianceID (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)

Additional (Optional) Fields

FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original FIX Protocol - FIX 4.0 Standards - Original
[526] SecondaryClOrdID (Optional) [109] ClientID (Optional)
[583] ClOrdLinkID (Optional) [76] ExecBroker (Optional)
[453] NoPartyIDs (Optional)
[448] PartyID (Optional)
[447] PartyIDSource (Optional)
[452] PartyRole (Optional)
[802] NoPartySubIDs (Optional)
[523] PartySubID (Optional)
[803] PartySubIDType (Optional)
[790] OrdStatusReqID (Optional)
[1] Account (Optional)
[660] AcctIDSource (Optional)
[48] SecurityID (Optional)
[22] SecurityIDSource (Optional)
[454] NoSecurityAltID (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[1227] ProductComplex (Optional)
[1151] SecurityGroup (Optional)
[461] CFICode (Optional)
[167] SecurityType (Optional)
[762] SecuritySubType (Optional)
[200] MaturityMonthYear (Optional)
[541] MaturityDate (Optional)
[1079] MaturityTime (Optional)
[966] SettleOnOpenFlag (Optional)
[1049] InstrmtAssignmentMethod (Optional)
[965] SecurityStatus (Optional)
[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)
[1192] PriceUnitOfMeasureQty (Optional)
[1193] SettlMethod (Optional)
[1194] ExerciseStyle (Optional)
[1195] OptPayAmount (Optional)
[1196] PriceQuoteMethod (Optional)
[1197] FuturesValuationMethod (Optional)
[1198] ListMethod (Optional)
[1199] CapPrice (Optional)
[1200] FloorPrice (Optional)
[201] PutOrCall (Optional)
[1244] FlexibleIndicator (Optional)
[1242] FlexProductEligibilityIndicator (Optional)
[997] TimeUnit (Optional)
[231] ContractMultiplier (Optional)
[969] MinPriceIncrement (Optional)
[1146] MinPriceIncrementAmount (Optional)
[996] UnitOfMeasure (Optional)
[1147] UnitOfMeasureQty (Optional)
[1191] PriceUnitOfMeasure (Optional)
[223] CouponRate (Optional)
[207] SecurityExchange (Optional)
[970] PositionLimit (Optional)
[971] NTPositionLimit (Optional)
[348] EncodedIssuerLen (Optional)
[349] EncodedIssuer (Optional)
[350] EncodedSecurityDescLen (Optional)
[351] EncodedSecurityDesc (Optional)
[1184] SecurityXMLLen (Optional)
[1185] SecurityXML (Optional)
[1186] SecurityXMLSchema (Optional)
[691] Pool (Optional)
[667] ContractSettlMonth (Optional)
[875] CPProgram (Optional)
[876] CPRegType (Optional)
[864] NoEvents (Optional)
[865] EventType (Optional)
[866] EventDate (Optional)
[1145] EventTime (Optional)
[867] EventPx (Optional)
[868] EventText (Optional)
[873] DatedDate (Optional)
[874] InterestAccrualDate (Optional)
[1018] NoInstrumentParties (Optional)
[1019] InstrumentPartyID (Optional)
[1050] InstrumentPartyIDSource (Optional)
[1051] InstrumentPartyRole (Optional)
[1052] NoInstrumentPartySubIDs (Optional)
[1053] InstrumentPartySubID (Optional)
[1054] InstrumentPartySubIDType (Optional)
[913] AgreementDesc (Optional)
[914] AgreementID (Optional)
[915] AgreementDate (Optional)
[918] AgreementCurrency (Optional)
[788] TerminationType (Optional)
[916] StartDate (Optional)
[917] EndDate (Optional)
[919] DeliveryType (Optional)
[898] MarginRatio (Optional)
[711] NoUnderlyings (Optional)
[311] UnderlyingSymbol (Optional)
[312] UnderlyingSymbolSfx (Optional)
[309] UnderlyingSecurityID (Optional)
[305] UnderlyingSecurityIDSource (Optional)
[457] NoUnderlyingSecurityAltID (Optional)
[458] UnderlyingSecurityAltID (Optional)
[459] UnderlyingSecurityAltIDSource (Optional)
[462] UnderlyingProduct (Optional)
[463] UnderlyingCFICode (Optional)
[310] UnderlyingSecurityType (Optional)
[763] UnderlyingSecuritySubType (Optional)
[313] UnderlyingMaturityMonthYear (Optional)
[542] UnderlyingMaturityDate (Optional)
[1213] UnderlyingMaturityTime (Optional)
[241] UnderlyingCouponPaymentDate (Optional)
[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)
[1423] UnderlyingUnitOfMeasureQty (Optional)
[1424] UnderlyingPriceUnitOfMeasure (Optional)
[1425] UnderlyingPriceUnitOfMeasureQty (Optional)
[1000] UnderlyingTimeUnit (Optional)
[1419] UnderlyingExerciseStyle (Optional)
[435] UnderlyingCouponRate (Optional)
[308] UnderlyingSecurityExchange (Optional)
[306] UnderlyingIssuer (Optional)
[362] EncodedUnderlyingIssuerLen (Optional)
[363] EncodedUnderlyingIssuer (Optional)
[307] UnderlyingSecurityDesc (Optional)
[364] EncodedUnderlyingSecurityDescLen (Optional)
[365] EncodedUnderlyingSecurityDesc (Optional)
[877] UnderlyingCPProgram (Optional)
[878] UnderlyingCPRegType (Optional)
[972] UnderlyingAllocationPercent (Optional)
[318] UnderlyingCurrency (Optional)
[879] UnderlyingQty (Optional)
[975] UnderlyingSettlementType (Optional)
[973] UnderlyingCashAmount (Optional)
[974] UnderlyingCashType (Optional)
[810] UnderlyingPx (Optional)
[882] UnderlyingDirtyPrice (Optional)
[883] UnderlyingEndPrice (Optional)
[884] UnderlyingStartValue (Optional)
[885] UnderlyingCurrentValue (Optional)
[886] UnderlyingEndValue (Optional)
[887] NoUnderlyingStips (Optional)
[888] UnderlyingStipType (Optional)
[889] UnderlyingStipValue (Optional)
[1044] UnderlyingAdjustedQuantity (Optional)
[1045] UnderlyingFXRate (Optional)
[1046] UnderlyingFXRateCalc (Optional)
[1038] UnderlyingCapValue (Optional)
[1058] NoUndlyInstrumentParties (Optional)
[1059] UndlyInstrumentPartyID (Optional)
[1060] UndlyInstrumentPartyIDSource (Optional)
[1061] UndlyInstrumentPartyRole (Optional)
[1062] NoUndlyInstrumentPartySubIDs (Optional)
[1063] UndlyInstrumentPartySubID (Optional)
[1064] UndlyInstrumentPartySubIDType (Optional)
[1039] UnderlyingSettlMethod (Optional)
[315] UnderlyingPutOrCall (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.0 Standards - Original [Blacklined]
Name AllocationInstruction AllocationInstructionAllocation
Intro The Allocation Instruction message provides the ability to specify how an order or set of orders should be subdivided amongst one or more accounts. In versions of FIX prior to version 4.4, this same message was known as the Allocation message. Note in versions of FIX prior to version 4.4, the allocation message was also used to communicate fee and expense details from the Sellside to the Buyside. This role has now been removed from the Allocation Instruction and is now performed by the new (to version 4.4) Allocation Report and Confirmation messages.,The Allocation Report message should be used for the Sell-side Initiated Allocation role as defined in previous versions of the protocol. The Allocation Instruction message provides the ability to specify how an order or set of orders should be subdivided amongst one or more accounts. In versions of FIX prior to version 4.4, this same message was known as the Allocation message. Note in versions of FIX prior to version 4.4, the allocation record is used to instruct a broker on how to allocate executed shares to sub-accounts. The allocation record can also be used as a confirmation message was also used to through which third parties can communicate fee execution and expense details from the Sellside to the Buyside. This role has now been removed from the Allocation Instruction and is now performed by the new (to version 4.4) Allocation Report and Confirmation messages.,The Allocation Report message should be used for the Sell-side Initiated Allocation role as defined in previous versions of the protocol.settlement instructions between trading partners.

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.0 Standards - Original [Blacklined]
[81] ProcessCode Values 0 = Regular
1 = Soft Dollar
2 = Step-In
3 = Step-Out
4 = Soft-dollar Step-In
5 = Soft-dollar Step-Out
6 = Plan Sponsor
0 = Regular
regular
1 = Soft Dollar
soft dollar
2 = Step-In
step-in
3 = Step-Out
step-out
4 = Soft-dollar Step-In
soft-dollar step-in
5 = Soft-dollar Step-Out
soft-dollar step-out
6 = Plan Sponsor
plan sponsor

Additional (Optional) Fields

FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original FIX Protocol - FIX 4.0 Standards - Original
[793] SecondaryAllocID (Optional) [105] WaveNo (Optional)
[796] AllocCancReplaceReason (Optional) [76] ExecBroker (Optional)
[808] AllocIntermedReqType (Optional) [109] ClientID (Optional)
[196] AllocLinkID (Optional) [12] Commission (Optional)
[197] AllocLinkType (Optional) [13] CommType (Optional)
[466] BookingRefID (Optional) [92] BrokerOfCredit (Optional)
[857] AllocNoOrdersType (Optional) [86] DlvyInst (Optional)
[198] SecondaryOrderID (Optional)
[526] SecondaryClOrdID (Optional)
[756] NoNested2PartyIDs (Optional)
[757] Nested2PartyID (Optional)
[758] Nested2PartyIDSource (Optional)
[759] Nested2PartyRole (Optional)
[806] NoNested2PartySubIDs (Optional)
[760] Nested2PartySubID (Optional)
[807] Nested2PartySubIDType (Optional)
[38] OrderQty (Optional)
[799] OrderAvgPx (Optional)
[800] OrderBookingQty (Optional)
[527] SecondaryExecID (Optional)
[669] LastParPx (Optional)
[29] LastCapacity (Optional)
[1003] TradeID (Optional)
[1041] FirmTradeID (Optional)
[570] PreviouslyReported (Optional)
[700] ReversalIndicator (Optional)
[574] MatchType (Optional)
[454] NoSecurityAltID (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[1227] ProductComplex (Optional)
[1151] SecurityGroup (Optional)
[461] CFICode (Optional)
[167] SecurityType (Optional)
[762] SecuritySubType (Optional)
[200] MaturityMonthYear (Optional)
[541] MaturityDate (Optional)
[1079] MaturityTime (Optional)
[966] SettleOnOpenFlag (Optional)
[1049] InstrmtAssignmentMethod (Optional)
[965] SecurityStatus (Optional)
[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)
[1192] PriceUnitOfMeasureQty (Optional)
[1193] SettlMethod (Optional)
[1194] ExerciseStyle (Optional)
[1195] OptPayAmount (Optional)
[1196] PriceQuoteMethod (Optional)
[1197] FuturesValuationMethod (Optional)
[1198] ListMethod (Optional)
[1199] CapPrice (Optional)
[1200] FloorPrice (Optional)
[201] PutOrCall (Optional)
[1244] FlexibleIndicator (Optional)
[1242] FlexProductEligibilityIndicator (Optional)
[997] TimeUnit (Optional)
[231] ContractMultiplier (Optional)
[969] MinPriceIncrement (Optional)
[1146] MinPriceIncrementAmount (Optional)
[996] UnitOfMeasure (Optional)
[1147] UnitOfMeasureQty (Optional)
[1191] PriceUnitOfMeasure (Optional)
[223] CouponRate (Optional)
[207] SecurityExchange (Optional)
[970] PositionLimit (Optional)
[971] NTPositionLimit (Optional)
[348] EncodedIssuerLen (Optional)
[349] EncodedIssuer (Optional)
[350] EncodedSecurityDescLen (Optional)
[351] EncodedSecurityDesc (Optional)
[1184] SecurityXMLLen (Optional)
[1185] SecurityXML (Optional)
[1186] SecurityXMLSchema (Optional)
[691] Pool (Optional)
[667] ContractSettlMonth (Optional)
[875] CPProgram (Optional)
[876] CPRegType (Optional)
[864] NoEvents (Optional)
[865] EventType (Optional)
[866] EventDate (Optional)
[1145] EventTime (Optional)
[867] EventPx (Optional)
[868] EventText (Optional)
[873] DatedDate (Optional)
[874] InterestAccrualDate (Optional)
[1018] NoInstrumentParties (Optional)
[1019] InstrumentPartyID (Optional)
[1050] InstrumentPartyIDSource (Optional)
[1051] InstrumentPartyRole (Optional)
[1052] NoInstrumentPartySubIDs (Optional)
[1053] InstrumentPartySubID (Optional)
[1054] InstrumentPartySubIDType (Optional)
[668] DeliveryForm (Optional)
[869] PctAtRisk (Optional)
[870] NoInstrAttrib (Optional)
[871] InstrAttribType (Optional)
[872] InstrAttribValue (Optional)
[913] AgreementDesc (Optional)
[914] AgreementID (Optional)
[915] AgreementDate (Optional)
[918] AgreementCurrency (Optional)
[788] TerminationType (Optional)
[916] StartDate (Optional)
[917] EndDate (Optional)
[919] DeliveryType (Optional)
[898] MarginRatio (Optional)
[711] NoUnderlyings (Optional)
[311] UnderlyingSymbol (Optional)
[312] UnderlyingSymbolSfx (Optional)
[309] UnderlyingSecurityID (Optional)
[305] UnderlyingSecurityIDSource (Optional)
[457] NoUnderlyingSecurityAltID (Optional)
[458] UnderlyingSecurityAltID (Optional)
[459] UnderlyingSecurityAltIDSource (Optional)
[462] UnderlyingProduct (Optional)
[463] UnderlyingCFICode (Optional)
[310] UnderlyingSecurityType (Optional)
[763] UnderlyingSecuritySubType (Optional)
[313] UnderlyingMaturityMonthYear (Optional)
[542] UnderlyingMaturityDate (Optional)
[1213] UnderlyingMaturityTime (Optional)
[241] UnderlyingCouponPaymentDate (Optional)
[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)
[1423] UnderlyingUnitOfMeasureQty (Optional)
[1424] UnderlyingPriceUnitOfMeasure (Optional)
[1425] UnderlyingPriceUnitOfMeasureQty (Optional)
[1000] UnderlyingTimeUnit (Optional)
[1419] UnderlyingExerciseStyle (Optional)
[435] UnderlyingCouponRate (Optional)
[308] UnderlyingSecurityExchange (Optional)
[306] UnderlyingIssuer (Optional)
[362] EncodedUnderlyingIssuerLen (Optional)
[363] EncodedUnderlyingIssuer (Optional)
[307] UnderlyingSecurityDesc (Optional)
[364] EncodedUnderlyingSecurityDescLen (Optional)
[365] EncodedUnderlyingSecurityDesc (Optional)
[877] UnderlyingCPProgram (Optional)
[878] UnderlyingCPRegType (Optional)
[972] UnderlyingAllocationPercent (Optional)
[318] UnderlyingCurrency (Optional)
[879] UnderlyingQty (Optional)
[975] UnderlyingSettlementType (Optional)
[973] UnderlyingCashAmount (Optional)
[974] UnderlyingCashType (Optional)
[810] UnderlyingPx (Optional)
[882] UnderlyingDirtyPrice (Optional)
[883] UnderlyingEndPrice (Optional)
[884] UnderlyingStartValue (Optional)
[885] UnderlyingCurrentValue (Optional)
[886] UnderlyingEndValue (Optional)
[887] NoUnderlyingStips (Optional)
[888] UnderlyingStipType (Optional)
[889] UnderlyingStipValue (Optional)
[1044] UnderlyingAdjustedQuantity (Optional)
[1045] UnderlyingFXRate (Optional)
[1046] UnderlyingFXRateCalc (Optional)
[1038] UnderlyingCapValue (Optional)
[1058] NoUndlyInstrumentParties (Optional)
[1059] UndlyInstrumentPartyID (Optional)
[1060] UndlyInstrumentPartyIDSource (Optional)
[1061] UndlyInstrumentPartyRole (Optional)
[1062] NoUndlyInstrumentPartySubIDs (Optional)
[1063] UndlyInstrumentPartySubID (Optional)
[1064] UndlyInstrumentPartySubIDType (Optional)
[1039] UnderlyingSettlMethod (Optional)
[315] UnderlyingPutOrCall (Optional)
[555] NoLegs (Optional)
[600] LegSymbol (Optional)
[601] LegSymbolSfx (Optional)
[602] LegSecurityID (Optional)
[603] LegSecurityIDSource (Optional)
[604] NoLegSecurityAltID (Optional)
[605] LegSecurityAltID (Optional)
[606] LegSecurityAltIDSource (Optional)
[607] LegProduct (Optional)
[608] LegCFICode (Optional)
[609] LegSecurityType (Optional)
[764] LegSecuritySubType (Optional)
[610] LegMaturityMonthYear (Optional)
[611] LegMaturityDate (Optional)
[1212] LegMaturityTime (Optional)
[248] LegCouponPaymentDate (Optional)
[249] LegIssueDate (Optional)
[250] LegRepoCollateralSecurityType (Optional)
[251] LegRepurchaseTerm (Optional)
[252] LegRepurchaseRate (Optional)
[253] LegFactor (Optional)
[257] LegCreditRating (Optional)
[599] LegInstrRegistry (Optional)
[596] LegCountryOfIssue (Optional)
[597] LegStateOrProvinceOfIssue (Optional)
[598] LegLocaleOfIssue (Optional)
[254] LegRedemptionDate (Optional)
[612] LegStrikePrice (Optional)
[942] LegStrikeCurrency (Optional)
[613] LegOptAttribute (Optional)
[614] LegContractMultiplier (Optional)
[999] LegUnitOfMeasure (Optional)
[1224] LegUnitOfMeasureQty (Optional)
[1421] LegPriceUnitOfMeasure (Optional)
[1422] LegPriceUnitOfMeasureQty (Optional)
[1001] LegTimeUnit (Optional)
[1420] LegExerciseStyle (Optional)
[615] LegCouponRate (Optional)
[616] LegSecurityExchange (Optional)
[617] LegIssuer (Optional)
[618] EncodedLegIssuerLen (Optional)
[619] EncodedLegIssuer (Optional)
[620] LegSecurityDesc (Optional)
[621] EncodedLegSecurityDescLen (Optional)
[622] EncodedLegSecurityDesc (Optional)
[623] LegRatioQty (Optional)
[624] LegSide (Optional)
[556] LegCurrency (Optional)
[740] LegPool (Optional)
[739] LegDatedDate (Optional)
[955] LegContractSettlMonth (Optional)
[956] LegInterestAccrualDate (Optional)
[1358] LegPutOrCall (Optional)
[1017] LegOptionRatio (Optional)
[566] LegPrice (Optional)
[854] QtyType (Optional)
[229] TradeOriginationDate (Optional)
[336] TradingSessionID (Optional)
[625] TradingSessionSubID (Optional)
[423] PriceType (Optional)
[860] AvgParPx (Optional)
[218] Spread (Optional)
[220] BenchmarkCurveCurrency (Optional)
[221] BenchmarkCurveName (Optional)
[222] BenchmarkCurvePoint (Optional)
[662] BenchmarkPrice (Optional)
[663] BenchmarkPriceType (Optional)
[699] BenchmarkSecurityID (Optional)
[761] BenchmarkSecurityIDSource (Optional)
[453] NoPartyIDs (Optional)
[448] PartyID (Optional)
[447] PartyIDSource (Optional)
[452] PartyRole (Optional)
[802] NoPartySubIDs (Optional)
[523] PartySubID (Optional)
[803] PartySubIDType (Optional)
[775] BookingType (Optional)
[381] GrossTradeAmt (Optional)
[238] Concession (Optional)
[237] TotalTakedown (Optional)
[754] AutoAcceptIndicator (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)
[157] NumDaysInterest (Optional)
[158] AccruedInterestRate (Optional)
[159] AccruedInterestAmt (Optional)
[540] TotalAccruedInterestAmt (Optional)
[738] InterestAtMaturity (Optional)
[920] EndAccruedInterestAmt (Optional)
[921] StartCash (Optional)
[922] EndCash (Optional)
[650] LegalConfirm (Optional)
[232] NoStipulations (Optional)
[233] StipulationType (Optional)
[234] StipulationValue (Optional)
[235] YieldType (Optional)
[236] Yield (Optional)
[701] YieldCalcDate (Optional)
[696] YieldRedemptionDate (Optional)
[697] YieldRedemptionPrice (Optional)
[698] YieldRedemptionPriceType (Optional)
[753] NoPosAmt (Optional)
[707] PosAmtType (Optional)
[708] PosAmt (Optional)
[1055] PositionCurrency (Optional)
[892] TotNoAllocs (Optional)
[893] LastFragment (Optional)
[661] AllocAcctIDSource (Optional)
[573] MatchStatus (Optional)
[366] AllocPrice (Optional)
[467] IndividualAllocID (Optional)
[989] SecondaryIndividualAllocID (Optional)
[1002] AllocMethod (Optional)
[993] AllocCustomerCapacity (Optional)
[1047] AllocPositionEffect (Optional)
[992] IndividualAllocType (Optional)
[539] NoNestedPartyIDs (Optional)
[524] NestedPartyID (Optional)
[525] NestedPartyIDSource (Optional)
[538] NestedPartyRole (Optional)
[804] NoNestedPartySubIDs (Optional)
[545] NestedPartySubID (Optional)
[805] NestedPartySubIDType (Optional)
[208] NotifyBrokerOfCredit (Optional)
[209] AllocHandlInst (Optional)
[161] AllocText (Optional)
[360] EncodedAllocTextLen (Optional)
[361] EncodedAllocText (Optional)
[153] AllocAvgPx (Optional)
[154] AllocNetMoney (Optional)
[737] AllocSettlCurrAmt (Optional)
[736] AllocSettlCurrency (Optional)
[155] SettlCurrFxRate (Optional)
[156] SettlCurrFxRateCalc (Optional)
[742] AllocAccruedInterestAmt (Optional)
[741] AllocInterestAtMaturity (Optional)
[891] MiscFeeBasis (Optional)
[576] NoClearingInstructions (Optional)
[577] ClearingInstruction (Optional)
[635] ClearingFeeIndicator (Optional)
[780] AllocSettlInstType (Optional)
[172] SettlDeliveryType (Optional)
[169] StandInstDbType (Optional)
[170] StandInstDbName (Optional)
[171] StandInstDbID (Optional)
[165] SettlInstSource (Optional)
[787] DlvyInstType (Optional)
[781] NoSettlPartyIDs (Optional)
[782] SettlPartyID (Optional)
[783] SettlPartyIDSource (Optional)
[784] SettlPartyRole (Optional)
[801] NoSettlPartySubIDs (Optional)
[785] SettlPartySubID (Optional)
[786] SettlPartySubIDType (Optional)
[819] AvgPxIndicator (Optional)
[715] ClearingBusinessDate (Optional)
[828] TrdType (Optional)
[829] TrdSubType (Optional)
[582] CustOrderCapacity (Optional)
[578] TradeInputSource (Optional)
[442] MultiLegReportingType (Optional)
[1011] MessageEventSource (Optional)
[991] RndPx (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.0 Standards - Original [Blacklined]
Intro The List Cancel Request message type is used by institutions wishing to cancel previously submitted lists either before or during execution. The List Cancel Request list cancel request message type is used by institutions wishing to cancel previously submitted lists either before or during execution.

Additional (Optional) Fields

FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original FIX Protocol - FIX 4.0 Standards - Original
[453] NoPartyIDs (Optional) [105] WaveNo (Optional)
[448] PartyID (Optional)
[447] PartyIDSource (Optional)
[452] PartyRole (Optional)
[802] NoPartySubIDs (Optional)
[523] PartySubID (Optional)
[803] PartySubIDType (Optional)
[229] TradeOriginationDate (Optional)
[75] TradeDate (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.0 Standards - Original [Blacklined]
Intro The List Execute message type is used by institutions to instruct the broker to begin execution of a previously submitted list. This message may or may not be used, as it may be mirroring a phone conversation. The List Execute list execute message type is used by institutions to instruct the broker to begin execution of a previously submitted list. This message may or may not be used, as it may be mirroring a phone conversation.list.

Additional (Optional) Fields

FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original FIX Protocol - FIX 4.0 Standards - Original
[391] ClientBidID (Optional) [105] WaveNo (Optional)
[390] BidID (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)

Additional (Optional) Fields