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

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (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)
Specification
J = Option Options Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
UST FUT = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Future
OPT
= US Treasury Bill (Deprecated Value Use TBILL)
Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)

COFO = Certificate Of of Obligation
COFP = Certificate Of of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multileg Instrument
Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
[854] QtyType Values 0 = Units (shares, par, currency)
1 = Contracts (if used - must specify ContractMultiplier (tag 231))
2 = Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997))
0 = Units (shares, par, currency)
1 = Contracts (if used - must should specify ContractMultiplier (tag 231))
2 = Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997))
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
[625] TradingSessionSubID Values 1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent
1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[41] OrigClOrdID Reqd Optional OptionalMandatory
[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)
6 = Pending Cancel (i.e. (e.g. result of Order Cancel Request)
7 = Stopped
8 = Rejected
9 = Suspended
A = Pending New
B = Calculated
C = Expired
D = Accepted for Bidding
bidding
E = Pending Replace (i.e.(e.g. result of Order Cancel/Replace Request)
[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 4.4 Standards - 18th June 2003 errata
[98] EncryptMethod (Mandatory)
[108] HeartBtInt (Mandatory)
[1137] DefaultApplVerID (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[320] SecurityReqID Reqd Optional OptionalMandatory
[560] SecurityRequestResult Reqd Optional OptionalMandatory
[827] ExpirationCycle Values 0 = Expire on trading session close (default)
1 = Expire on trading session open
2 = Trading eligibility expiration specified in the date and time fields [EventDate(866) and EventTime(1145)] associated with EventType(865)=7(Last Eligible Trade Date)
0 = Expire on trading session close (default)
1 = Expire on trading session open
2 = Trading eligibility expiration specified in the date and time fields [EventDate(866) and EventTime(1145)] associated with EventType(865)=7(Last Eligible Trade Date)
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
[625] TradingSessionSubID Values 1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent
1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent
[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] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (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)
Specification
J = Option Options Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
UST FUT = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Future
OPT
= US Treasury Bill (Deprecated Value Use TBILL)
Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)

COFO = Certificate Of of Obligation
COFP = Certificate Of of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multileg Instrument
Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
[871] InstrAttribType Values 1 = Flat (securities pay interest on a current basis but are traded without interest)
2 = Zero coupon
3 = Interest bearing (for Euro commercial paper when not issued at discount)
4 = No periodic payments
5 = Variable rate
6 = Less fee for put
7 = Stepped coupon
8 = Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue (872) field.
9 = When [and if] issued
10 = Original issue discount
11 = Callable, puttable
12 = Escrowed to Maturity
13 = Escrowed to redemption date - callable. Supply redemption date in the InstrAttribValue (872) field
14 = Pre-refunded
15 = In default
16 = Unrated
17 = Taxable
18 = Indexed
19 = Subject To Alternative Minimum Tax
20 = Original issue discount price. Supply price in the InstrAttribValue (872) field
21 = Callable below maturity value
22 = Callable without notice by mail to holder unless registered
23 = Price tick rules for security.
24 = Trade type eligibility details for security.
25 = Instrument Denominator
26 = Instrument Numerator
27 = Instrument Price Precision
28 = Instrument Strike Price
29 = Tradeable Indicator
99 = Text. Supply the text of the attribute or disclaimer in the InstrAttribValue (872) field.
1 = Flat (securities pay interest on a current basis but are traded without interest)
2 = Zero coupon
3 = Interest bearing (for Euro commercial paper when not issued at discount)
4 = No periodic payments
5 = Variable rate
6 = Less fee for put
7 = Stepped coupon
8 = Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue (872) field.
field
9 = When [and if] issued
10 = Original issue discount
11 = Callable, puttable
12 = Escrowed to Maturity
13 = Escrowed to redemption date - callable. Supply redemption date in the InstrAttribValue (872) field
14 = Pre-refunded
Prerefunded
15 = In default
16 = Unrated
17 = Taxable
18 = Indexed
19 = Subject To to Alternative Minimum Tax
20 = Original issue discount price. Supply price in the InstrAttribValue (872) field
21 = Callable below maturity value
22 = Callable without notice by mail to holder unless registered
23 = Price tick rules for security.
24 = Trade type eligibility details for security.
25 = Instrument Denominator
26 = Instrument Numerator
27 = Instrument Price Precision
28 = Instrument Strike Price
29 = Tradeable Indicator
99 = Text. Supply the text of the attribute or disclaimer in the InstrAttribValue (872) field.
field

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Locate/Lending Firm (for short-sales)
9 = Fund Manager manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side buyside firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
Sub custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
Trader
37 = Contra trader
Trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra
Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
[803] PartySubIDType Values 1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
18 = Registered address
19 = Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
address (inclusive of street address, location, and postal code)
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18 = Registered address
19 = Fund account Fund/account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
/ Desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
Account Type
[63] SettlType 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)
(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)
T+ 5
[18] ExecInst Values 0 = Stay on offer side
1 = Not held
2 = Work
3 = Go along
4 = Over the day
5 = Held
6 = Participate don't initiate
7 = Strict scale
8 = Try to scale
9 = Stay on bid side
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
H = Reinstate on system failure (mutually exclusive with Q and l)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K and m)
K = Cancel on Trading Halt (mutually exclusive with J and m)
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
Q = Cancel on system failure (mutually exclusive with H and l)
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
T = Fixed Peg to Local best bid or offer at time of order
U = Customer Display Instruction (Rule 11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try To Stop
Z = Cancel if not best
a = Trailing Stop Peg
b = Strict Limit (No price improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
f = Intermarket Sweep
g = External Routing Allowed
h = External Routing Not Allowed
i = Imbalance Only
j = Single execution requested for block trade
k = Best Execution
l = Suspend on system failure (mutually exclusive with H and Q)
m = Suspend on Trading Halt (mutually exclusive with J and K)
n = Reinstate on connection loss (mutually exclusive with o and p)
o = Cancel on connection loss (mutually exclusive with n and p)
p = Suspend on connection loss (mutually exclusive with n and o)
q = Release from suspension (mutually exclusive with S)
r = Execute as delta neutral using volatility provided
s = Execute as duration neutral
t = Execute as FX neutral
0 = Stay on offer side
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
0 = Stay on offerside
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of volume (indicates "(indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)
percentage)"
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
H = Reinstate on system failure System Failure (mutually exclusive with Q and l)
Q)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K and m)
K)
K = Cancel on Trading Halt (mutually exclusive with J and m)
L)
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
Q = Cancel on system failure System Failure (mutually exclusive with H and l)
H)
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
T = Fixed Peg to Local best bid or offer at time of order
U = Customer Display Instruction (Rule 11Ac1-1/4)
(Rule11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try To to Stop
Z = Cancel if not best
Not Best
a = Trailing Stop Peg
b = Strict Limit (No price improvement)
Price Improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
f = Intermarket Sweep
g = External Routing Allowed
h = External Routing Not Allowed
i = Imbalance Only
j = Single execution requested for block trade
k = Best Execution
l = Suspend on system failure (mutually exclusive with H and Q)
m = Suspend on Trading Halt (mutually exclusive with J and K)
n = Reinstate on connection loss (mutually exclusive with o and p)
o = Cancel on connection loss (mutually exclusive with n and p)
p = Suspend on connection loss (mutually exclusive with n and o)
q = Release from suspension (mutually exclusive with S)
r = Execute as delta neutral using volatility provided
s = Execute as duration neutral
t = Execute as FX neutral
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
[625] TradingSessionSubID Values 1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent
1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent
[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] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (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)
Specification
J = Option Options Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
UST FUT = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Future
OPT
= US Treasury Bill (Deprecated Value Use TBILL)
Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)

COFO = Certificate Of of Obligation
COFP = Certificate Of of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multileg Instrument
Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
[854] QtyType Values 0 = Units (shares, par, currency)
1 = Contracts (if used - must specify ContractMultiplier (tag 231))
2 = Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997))
0 = Units (shares, par, currency)
1 = Contracts (if used - must should specify ContractMultiplier (tag 231))
2 = Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997))
[40] OrdType Values 1 = Market
2 = Limit
3 = Stop / 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
5 = Market On Close (No longer used)
limit
6 = With Or Without
or without
7 = Limit Or Better
or better (Deprecated)
8 = Limit With Or Without
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)
basis
D = Previously Quoted
quoted
E = Previously Indicated
F = Forex Limit (No longer used)
indicated
G = Forex - Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit day order Day Order with unexecuted portion handles handled as Market On Close. E.g. Japan)
J = Market If Touched (MIT)
K = Market With Left Over with Leftover as Limit (market order with then unexecuted quantity becoming becomes limit order at last price)
L = Previous Fund Valuation Point (Historic pricing; for pricing) (for CIV)
M = Next Fund Valuation Point (Forward pricing; for –(Forward pricing) (for CIV)
P = Pegged
Q = Counter-order selection
[423] PriceType Values 1 = Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed amount (absolute value)
4 = Discount - percentage points below par
5 = Premium - percentage points over par
6 = Spread (basis points spread)
7 = TED Price
8 = TED Yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
1 = Percentage (i.e.(e.g. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed amount Amount (absolute value)
4 = Discount - percentage points below par
5 = Premium - percentage points over par
6 = Spread (basis points spread)
Spread
7 = TED Price
price
8 = TED Yield
yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
[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)
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate Or or Cancel (IOC)
4 = Fill Or or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date (GTD)
Date
7 = At the Close
8 = Good Through Crossing
9 = At Crossing
[529] OrderRestrictions Values 1 = Program Trade
2 = Index Arbitrage
3 = Non-Index Arbitrage
4 = Competing Market Maker
5 = Acting as Market Maker or Specialist in the security
6 = Acting as Market Maker of Specialist in the underlying security of a derivative seucirty
7 = Foreign Entity (of foreign government or regulatory jurisdiction)
8 = External Market Participant
9 = Extneral Inter-connected Market Linkage
A = Riskless Arbitrage
B = Issuer Holding
C = Issue Price Stabilization
D = Non-algorithmic
E = Algorithmic
1 = Program Trade
2 = Index Arbitrage
3 = Non-Index Arbitrage
4 = Competing Market Maker
5 = Acting as Market Maker or Specialist in the security
6 = Acting as Market Maker of or Specialist in the underlying security of a derivative seucirty
security
7 = Foreign Entity (of foreign government governmnet or regulatory jurisdiction)
8 = External Market Participant
9 = Extneral External Inter-connected Market Linkage
A = Riskless Arbitrage
B = Issuer Holding
C = Issue Price Stabilization
D = Non-algorithmic
E = Algorithmic
[77] PositionEffect Values C = Close
F = FIFO
O = Open
R = Rolled
N = Close but notify on open
D = Default
O = Open
C = Close
F = FIFO
O = Open
R = Rolled
N F = Close but notify on open
D = Default
FIFO
[388] DiscretionInst Values 0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP
7 = Average Price Guarantee
0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP
7 = Average Price Guarantee

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[41] OrigClOrdID Reqd Optional OptionalMandatory
[11] ClOrdID Reqd Optional OptionalMandatory
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Locate/Lending Firm (for short-sales)
9 = Fund Manager manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side buyside firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
Sub custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
Trader
37 = Contra trader
Trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra
Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
[803] PartySubIDType Values 1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
18 = Registered address
19 = Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
address (inclusive of street address, location, and postal code)
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18 = Registered address
19 = Fund account Fund/account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
/ Desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
Account Type
[63] SettlType 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)
(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)
T+ 5
[18] ExecInst Values 0 = Stay on offer side
1 = Not held
2 = Work
3 = Go along
4 = Over the day
5 = Held
6 = Participate don't initiate
7 = Strict scale
8 = Try to scale
9 = Stay on bid side
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
H = Reinstate on system failure (mutually exclusive with Q and l)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K and m)
K = Cancel on Trading Halt (mutually exclusive with J and m)
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
Q = Cancel on system failure (mutually exclusive with H and l)
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
T = Fixed Peg to Local best bid or offer at time of order
U = Customer Display Instruction (Rule 11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try To Stop
Z = Cancel if not best
a = Trailing Stop Peg
b = Strict Limit (No price improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
f = Intermarket Sweep
g = External Routing Allowed
h = External Routing Not Allowed
i = Imbalance Only
j = Single execution requested for block trade
k = Best Execution
l = Suspend on system failure (mutually exclusive with H and Q)
m = Suspend on Trading Halt (mutually exclusive with J and K)
n = Reinstate on connection loss (mutually exclusive with o and p)
o = Cancel on connection loss (mutually exclusive with n and p)
p = Suspend on connection loss (mutually exclusive with n and o)
q = Release from suspension (mutually exclusive with S)
r = Execute as delta neutral using volatility provided
s = Execute as duration neutral
t = Execute as FX neutral
0 = Stay on offer side
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
0 = Stay on offerside
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of volume (indicates "(indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)
percentage)"
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
H = Reinstate on system failure System Failure (mutually exclusive with Q and l)
Q)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K and m)
K)
K = Cancel on Trading Halt (mutually exclusive with J and m)
L)
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
Q = Cancel on system failure System Failure (mutually exclusive with H and l)
H)
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
T = Fixed Peg to Local best bid or offer at time of order
U = Customer Display Instruction (Rule 11Ac1-1/4)
(Rule11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try To to Stop
Z = Cancel if not best
Not Best
a = Trailing Stop Peg
b = Strict Limit (No price improvement)
Price Improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
f = Intermarket Sweep
g = External Routing Allowed
h = External Routing Not Allowed
i = Imbalance Only
j = Single execution requested for block trade
k = Best Execution
l = Suspend on system failure (mutually exclusive with H and Q)
m = Suspend on Trading Halt (mutually exclusive with J and K)
n = Reinstate on connection loss (mutually exclusive with o and p)
o = Cancel on connection loss (mutually exclusive with n and p)
p = Suspend on connection loss (mutually exclusive with n and o)
q = Release from suspension (mutually exclusive with S)
r = Execute as delta neutral using volatility provided
s = Execute as duration neutral
t = Execute as FX neutral
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
[625] TradingSessionSubID Values 1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent
1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent
[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] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (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)
Specification
J = Option Options Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
UST FUT = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Future
OPT
= US Treasury Bill (Deprecated Value Use TBILL)
Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)

COFO = Certificate Of of Obligation
COFP = Certificate Of of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multileg Instrument
Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
[854] QtyType Values 0 = Units (shares, par, currency)
1 = Contracts (if used - must specify ContractMultiplier (tag 231))
2 = Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997))
0 = Units (shares, par, currency)
1 = Contracts (if used - must should specify ContractMultiplier (tag 231))
2 = Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997))
[40] OrdType Values 1 = Market
2 = Limit
3 = Stop / 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
5 = Market On Close (No longer used)
limit
6 = With Or Without
or without
7 = Limit Or Better
or better (Deprecated)
8 = Limit With Or Without
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)
basis
D = Previously Quoted
quoted
E = Previously Indicated
F = Forex Limit (No longer used)
indicated
G = Forex - Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit day order Day Order with unexecuted portion handles handled as Market On Close. E.g. Japan)
J = Market If Touched (MIT)
K = Market With Left Over with Leftover as Limit (market order with then unexecuted quantity becoming becomes limit order at last price)
L = Previous Fund Valuation Point (Historic pricing; for pricing) (for CIV)
M = Next Fund Valuation Point (Forward pricing; for –(Forward pricing) (for CIV)
P = Pegged
Q = Counter-order selection
[423] PriceType Values 1 = Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed amount (absolute value)
4 = Discount - percentage points below par
5 = Premium - percentage points over par
6 = Spread (basis points spread)
7 = TED Price
8 = TED Yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
1 = Percentage (i.e.(e.g. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed amount Amount (absolute value)
4 = Discount - percentage points below par
5 = Premium - percentage points over par
6 = Spread (basis points spread)
Spread
7 = TED Price
price
8 = TED Yield
yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
[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)
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate Or or Cancel (IOC)
4 = Fill Or or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date (GTD)
Date
7 = At the Close
8 = Good Through Crossing
9 = At Crossing
[529] OrderRestrictions Values 1 = Program Trade
2 = Index Arbitrage
3 = Non-Index Arbitrage
4 = Competing Market Maker
5 = Acting as Market Maker or Specialist in the security
6 = Acting as Market Maker of Specialist in the underlying security of a derivative seucirty
7 = Foreign Entity (of foreign government or regulatory jurisdiction)
8 = External Market Participant
9 = Extneral Inter-connected Market Linkage
A = Riskless Arbitrage
B = Issuer Holding
C = Issue Price Stabilization
D = Non-algorithmic
E = Algorithmic
1 = Program Trade
2 = Index Arbitrage
3 = Non-Index Arbitrage
4 = Competing Market Maker
5 = Acting as Market Maker or Specialist in the security
6 = Acting as Market Maker of or Specialist in the underlying security of a derivative seucirty
security
7 = Foreign Entity (of foreign government governmnet or regulatory jurisdiction)
8 = External Market Participant
9 = Extneral External Inter-connected Market Linkage
A = Riskless Arbitrage
B = Issuer Holding
C = Issue Price Stabilization
D = Non-algorithmic
E = Algorithmic
[77] PositionEffect Values C = Close
F = FIFO
O = Open
R = Rolled
N = Close but notify on open
D = Default
O = Open
C = Close
F = FIFO
O = Open
R = Rolled
N F = Close but notify on open
D = Default
FIFO
[388] DiscretionInst Values 0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP
7 = Average Price Guarantee
0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP
7 = Average Price Guarantee

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Locate/Lending Firm (for short-sales)
9 = Fund Manager manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side buyside firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
Sub custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
Trader
37 = Contra trader
Trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra
Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
[803] PartySubIDType Values 1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
18 = Registered address
19 = Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
address (inclusive of street address, location, and postal code)
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18 = Registered address
19 = Fund account Fund/account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
/ Desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
Account Type
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
[625] TradingSessionSubID Values 1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent
1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent
[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] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (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)
Specification
J = Option Options Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
UST FUT = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Future
OPT
= US Treasury Bill (Deprecated Value Use TBILL)
Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)

COFO = Certificate Of of Obligation
COFP = Certificate Of of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multileg Instrument
Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[658] QuoteRequestRejectReason Values 1 = Unknown Symbol (Security)
2 = Exchange (Security) Closed
3 = Quote Request Exceeds Limit
4 = Too Late to enter
5 = Invalid Price
6 = Not Authorized To Request Quote
7 = No Match For Inquiry
8 = No Market For Instrument
9 = No Inventory
10 = Pass
11 = Insufficient credit
99 = Other
1 = Unknown Symbol symbol (Security)
2 = Exchange (Security) Closed
closed
3 = Quote Request Exceeds Limit
exceeds limit
4 = Too Late late to enter
5 = Invalid Price
price
6 = Not Authorized To Request Quote
authorized to request quote
7 = No Match For Inquiry
match for inquiry
8 = No Market For Instrument
market for instrument
9 = No Inventory
inventory
10 = Pass
11 = Insufficient credit
99 = Other
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (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)
Specification
J = Option Options Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
UST FUT = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Future
OPT
= US Treasury Bill (Deprecated Value Use TBILL)
Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)

COFO = Certificate Of of Obligation
COFP = Certificate Of of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multileg Instrument
Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
[625] TradingSessionSubID Values 1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent
1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent
[854] QtyType Values 0 = Units (shares, par, currency)
1 = Contracts (if used - must specify ContractMultiplier (tag 231))
2 = Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997))
0 = Units (shares, par, currency)
1 = Contracts (if used - must should specify ContractMultiplier (tag 231))
2 = Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997))
[63] SettlType Values 0 = Regular / 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)
(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)
T+ 5
[233] StipulationType Values AMT = Alternative Minimum Tax (Y/N)
AUTOREINV = Auto Reinvestment at or better
BANKQUAL = Bank qualified (Y/N)
BGNCON = Bargain conditions (see StipulationValue (234) for values)
COUPON = Coupon range
CURRENCY = ISO Currency Code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT = Valuation Discount
INSURED = Insured (Y/N)
ISSUE = Year Or Year/Month of Issue (ex. 234=2002/09)
ISSUER = Issuer's ticker
ISSUESIZE = issue size range
LOOKBACK = Lookback Days
LOT = Explicit lot identifier
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT = Maturity Year And Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINDNOM = Minimum denomination
MININCR = Minimum increment
MINQTY = Minimum quantity
PAYFREQ = Payment frequency, calendar
PIECES = Number Of Pieces
PMAX = Pools Maximum
PPL = Pools per Lot
PPM = Pools per Million
PPT = Pools per Trade
PRICE = Price Range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (Y/N)
SECTOR = Market Sector
SECTYPE = Security Type included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform Text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC = Weighted Average Coupon - value in percent (exact or range) plus "Gross" or "Net" of servicing spread (the default) (ex. 234=6.5-Net [minimum of 6.5% net of servicing fee])
WAL = Weighted Average Life Coupon - value in percent (exact or range)
WALA = Weighted Average Loan Age - value in months (exact or range)
WAM = Weighted Average Maturity - value in months (exact or range)
WHOLE = Whole Pool (Y/N)
YIELD = Yield Range
AVFICO = Average FICO Score
AVSIZE = Average Loan Size
MAXBAL = Maximum Loan Balance
POOL = Pool Identifier
ROLLTYPE = Type of Roll trade
REFTRADE = reference to rolling or closing trade
REFPRIN = principal of rolling or closing trade
REFINT = interest of rolling or closing trade
AVAILQTY = Available offer quantity to be shown to the street
BROKERCRED = Broker's sales credit
INTERNALPX = Offer price to be shown to internal brokers
INTERNALQT = Offer quantity to be shown to internal brokers
LEAVEQTY = The minimum residual offer quantity
MAXORDQTY = Maximum order size
ORDRINCR = Order quantity increment
PRIMARY = Primary or Secondary market indicator
SALESCREDI = Broker sales credit override
TRADERCRED = Trader's credit
DISCOUNT = Discount Rate (when price is denominated in percent of par)
YTM = Yield to Maturity (when YieldType(235) and Yield(236) show a different yield)
ABS = Absolute Prepayment Speed
CPP = Constant Prepayment Penalty
CPR = Constant Prepayment Rate
CPY = Constant Prepayment Yield
HEP = final CPR of Home Equity Prepayment Curve
MHP = Percent of Manufactured Housing Prepayment Curve
MPR = Monthly Prepayment Rate
PPC = Percent of Prospectus Prepayment Curve
PSA = Percent of BMA Prepayment Curve
SMM = Single Monthly Mortality
AMT = Alternative Minimum Tax (Y/N)
AMT (y/n)
AUTOREINV = Auto Reinvestment at or better
BANKQUAL = Bank qualified (Y/N)
(y/n)
BGNCON = Bargain conditions (see StipulationValue Conditions– see (234) for values)
values
COUPON = Coupon range
CURRENCY = ISO Currency Code
code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % range Range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT = Valuation Discount
discount
INSURED = Insured (Y/N)
(y/n)
ISSUE = Year Or or Year/Month of Issue (ex. 234=2002/09)
ISSUER = Issuer's Issuer’s ticker
ISSUESIZE = issue size range
LOOKBACK = Lookback Days
days
LOT = Explicit lot identifier
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT = Maturity Year And and Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINQTY = Minimum quantity
MININCR = Minimum increment
MINDNOM = Minimum denomination
MININCR = Minimum increment
MINQTY = Minimum quantity
PAYFREQ = Payment frequency, calendar
PIECES = Number Of of Pieces
PMAX = Pools Maximum
PPL = Pools per Lot
PPM = Pools per Million
PPL = Pools per Lot
PPT = Pools per Trade
PRICE = Price Range
range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type Of Redemption - of redemption – values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (Y/N)
(y/n)
SECTOR = Market Sector
sector
SECTYPE = Security Type SecurityType included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform Text
text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC = Weighted Average Coupon - value Coupon:value in percent (exact or range) plus "Gross" ‘Gross’ or "Net" ‘Net’ of servicing spread (the default) (ex. 234=6.5-Net 5- Net [minimum of 6.5% net of servicing fee])
WAL = Weighted Average Life Coupon - Coupon: value in percent (exact or range)
WALA = Weighted Average Loan Age - Age: value in months (exact or range)
WAM = Weighted Average Maturity - : value in months (exact or range)
WHOLE = Whole Pool (Y/N)
(y/n)
YIELD = Yield Range
AVFICO = Average FICO Score
AVSIZE = Average Loan Size
MAXBAL = Maximum Loan Balance
POOL = Pool Identifier
ROLLTYPE = Type of Roll trade
REFTRADE = reference to rolling or closing trade
REFPRIN = principal of rolling or closing trade
REFINT = interest of rolling or closing trade
AVAILQTY = Available offer quantity to be shown to the street
BROKERCRED = Broker's sales credit
INTERNALPX = Offer price to be shown to internal brokers
INTERNALQT = Offer quantity to be shown to internal brokers
LEAVEQTY = The minimum residual offer quantity
MAXORDQTY = Maximum order size
ORDRINCR = Order quantity increment
PRIMARY = Primary or Secondary market indicator
SALESCREDI = Broker sales credit override
TRADERCRED = Trader's credit
DISCOUNT = Discount Rate (when price is denominated in percent of par)
YTM = Yield to Maturity (when YieldType(235) and Yield(236) show a different yield)
ABS = Absolute Prepayment Speed
CPP = Constant Prepayment Penalty
CPR = Constant Prepayment Rate
CPY = Constant Prepayment Yield
HEP = final CPR of Home Equity Prepayment Curve
MHP = Percent of Manufactured Housing Prepayment Curve
MPR = Monthly Prepayment Rate
PPC = Percent of Prospectus Prepayment Curve
PSA = Percent of BMA Prepayment Curve
SMM = Single Monthly Mortality
range
[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
5 = Market On Close (No longer used)
limit
6 = With Or Without
or without
7 = Limit Or Better
or better (Deprecated)
8 = Limit With Or Without
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)
basis
D = Previously Quoted
quoted
E = Previously Indicated
F = Forex Limit (No longer used)
indicated
G = Forex - Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit day order Day Order with unexecuted portion handles handled as Market On Close. E.g. Japan)
J = Market If Touched (MIT)
K = Market With Left Over with Leftover as Limit (market order with then unexecuted quantity becoming becomes limit order at last price)
L = Previous Fund Valuation Point (Historic pricing; for pricing) (for CIV)
M = Next Fund Valuation Point (Forward pricing; for –(Forward pricing) (for CIV)
P = Pegged
Q = Counter-order selection
[221] BenchmarkCurveName Values EONIA = EONIA
EUREPO = EUREPO
Euribor = Euribor
FutureSWAP = FutureSWAP
LIBID = LIBID
LIBOR = LIBOR (London Inter-Bank Offer)
MuniAAA = MuniAAA
OTHER = OTHER
Pfandbrief = Pfandbriefe
SONIA = SONIA
SWAP = SWAP
Treasury = Treasury
EONIA = EONIA
EUREPO = EUREPO
Euribor = Euribor
FutureSWAP = FutureSWAP
LIBID = LIBID
LIBOR = LIBOR (London Inter-Bank Offer)
MuniAAA = MuniAAA
OTHER = OTHER
Pfandbrief = Pfandbriefe
SONIA = SONIA
SWAP = SWAP
Treasury = Treasury
[423] PriceType Values 1 = Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed amount (absolute value)
4 = Discount - percentage points below par
5 = Premium - percentage points over par
6 = Spread (basis points spread)
7 = TED Price
8 = TED Yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
1 = Percentage (i.e.(e.g. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed amount Amount (absolute value)
4 = Discount - percentage points below par
5 = Premium - percentage points over par
6 = Spread (basis points spread)
Spread
7 = TED Price
price
8 = TED Yield
yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Locate/Lending Firm (for short-sales)
9 = Fund Manager manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side buyside firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
Sub custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
Trader
37 = Contra trader
Trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra
Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
[803] PartySubIDType Values 1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
18 = Registered address
19 = Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
address (inclusive of street address, location, and postal code)
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18 = Registered address
19 = Fund account Fund/account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
/ Desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
Account Type

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (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)
Specification
J = Option Options Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
UST FUT = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Future
OPT
= US Treasury Bill (Deprecated Value Use TBILL)
Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)

COFO = Certificate Of of Obligation
COFP = Certificate Of of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multileg Instrument
Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
[625] TradingSessionSubID Values 1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent
1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[694] QuoteRespType Values 1 = Hit/Lift
2 = Counter
3 = Expired
4 = Cover
5 = Done Away
6 = Pass
7 = End Trade
8 = Timed Out
1 = Hit/Lift
2 = Counter
3 = Expired
4 = Cover
5 = Done Away
6 = Pass
7 = End Trade
8 = Timed Out
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Locate/Lending Firm (for short-sales)
9 = Fund Manager manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side buyside firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
Sub custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
Trader
37 = Contra trader
Trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra
Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
[803] PartySubIDType Values 1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
18 = Registered address
19 = Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
address (inclusive of street address, location, and postal code)
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18 = Registered address
19 = Fund account Fund/account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
/ Desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
Account Type
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
[625] TradingSessionSubID Values 1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent
1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent
[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] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (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)
Specification
J = Option Options Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
UST FUT = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Future
OPT
= US Treasury Bill (Deprecated Value Use TBILL)
Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)

COFO = Certificate Of of Obligation
COFP = Certificate Of of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multileg Instrument
Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
[63] SettlType 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)
(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)
T+ 5
[233] StipulationType Values AMT = Alternative Minimum Tax (Y/N)
AUTOREINV = Auto Reinvestment at or better
BANKQUAL = Bank qualified (Y/N)
BGNCON = Bargain conditions (see StipulationValue (234) for values)
COUPON = Coupon range
CURRENCY = ISO Currency Code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT = Valuation Discount
INSURED = Insured (Y/N)
ISSUE = Year Or Year/Month of Issue (ex. 234=2002/09)
ISSUER = Issuer's ticker
ISSUESIZE = issue size range
LOOKBACK = Lookback Days
LOT = Explicit lot identifier
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT = Maturity Year And Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINDNOM = Minimum denomination
MININCR = Minimum increment
MINQTY = Minimum quantity
PAYFREQ = Payment frequency, calendar
PIECES = Number Of Pieces
PMAX = Pools Maximum
PPL = Pools per Lot
PPM = Pools per Million
PPT = Pools per Trade
PRICE = Price Range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (Y/N)
SECTOR = Market Sector
SECTYPE = Security Type included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform Text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC = Weighted Average Coupon - value in percent (exact or range) plus "Gross" or "Net" of servicing spread (the default) (ex. 234=6.5-Net [minimum of 6.5% net of servicing fee])
WAL = Weighted Average Life Coupon - value in percent (exact or range)
WALA = Weighted Average Loan Age - value in months (exact or range)
WAM = Weighted Average Maturity - value in months (exact or range)
WHOLE = Whole Pool (Y/N)
YIELD = Yield Range
AVFICO = Average FICO Score
AVSIZE = Average Loan Size
MAXBAL = Maximum Loan Balance
POOL = Pool Identifier
ROLLTYPE = Type of Roll trade
REFTRADE = reference to rolling or closing trade
REFPRIN = principal of rolling or closing trade
REFINT = interest of rolling or closing trade
AVAILQTY = Available offer quantity to be shown to the street
BROKERCRED = Broker's sales credit
INTERNALPX = Offer price to be shown to internal brokers
INTERNALQT = Offer quantity to be shown to internal brokers
LEAVEQTY = The minimum residual offer quantity
MAXORDQTY = Maximum order size
ORDRINCR = Order quantity increment
PRIMARY = Primary or Secondary market indicator
SALESCREDI = Broker sales credit override
TRADERCRED = Trader's credit
DISCOUNT = Discount Rate (when price is denominated in percent of par)
YTM = Yield to Maturity (when YieldType(235) and Yield(236) show a different yield)
ABS = Absolute Prepayment Speed
CPP = Constant Prepayment Penalty
CPR = Constant Prepayment Rate
CPY = Constant Prepayment Yield
HEP = final CPR of Home Equity Prepayment Curve
MHP = Percent of Manufactured Housing Prepayment Curve
MPR = Monthly Prepayment Rate
PPC = Percent of Prospectus Prepayment Curve
PSA = Percent of BMA Prepayment Curve
SMM = Single Monthly Mortality
AMT = Alternative Minimum Tax (Y/N)
AMT (y/n)
AUTOREINV = Auto Reinvestment at or better
BANKQUAL = Bank qualified (Y/N)
(y/n)
BGNCON = Bargain conditions (see StipulationValue Conditions– see (234) for values)
values
COUPON = Coupon range
CURRENCY = ISO Currency Code
code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % range Range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT = Valuation Discount
discount
INSURED = Insured (Y/N)
(y/n)
ISSUE = Year Or or Year/Month of Issue (ex. 234=2002/09)
ISSUER = Issuer's Issuer’s ticker
ISSUESIZE = issue size range
LOOKBACK = Lookback Days
days
LOT = Explicit lot identifier
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT = Maturity Year And and Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINQTY = Minimum quantity
MININCR = Minimum increment
MINDNOM = Minimum denomination
MININCR = Minimum increment
MINQTY = Minimum quantity
PAYFREQ = Payment frequency, calendar
PIECES = Number Of of Pieces
PMAX = Pools Maximum
PPL = Pools per Lot
PPM = Pools per Million
PPL = Pools per Lot
PPT = Pools per Trade
PRICE = Price Range
range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type Of Redemption - of redemption – values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (Y/N)
(y/n)
SECTOR = Market Sector
sector
SECTYPE = Security Type SecurityType included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform Text
text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC = Weighted Average Coupon - value Coupon:value in percent (exact or range) plus "Gross" ‘Gross’ or "Net" ‘Net’ of servicing spread (the default) (ex. 234=6.5-Net 5- Net [minimum of 6.5% net of servicing fee])
WAL = Weighted Average Life Coupon - Coupon: value in percent (exact or range)
WALA = Weighted Average Loan Age - Age: value in months (exact or range)
WAM = Weighted Average Maturity - : value in months (exact or range)
WHOLE = Whole Pool (Y/N)
(y/n)
YIELD = Yield Range
AVFICO = Average FICO Score
AVSIZE = Average Loan Size
MAXBAL = Maximum Loan Balance
POOL = Pool Identifier
ROLLTYPE = Type of Roll trade
REFTRADE = reference to rolling or closing trade
REFPRIN = principal of rolling or closing trade
REFINT = interest of rolling or closing trade
AVAILQTY = Available offer quantity to be shown to the street
BROKERCRED = Broker's sales credit
INTERNALPX = Offer price to be shown to internal brokers
INTERNALQT = Offer quantity to be shown to internal brokers
LEAVEQTY = The minimum residual offer quantity
MAXORDQTY = Maximum order size
ORDRINCR = Order quantity increment
PRIMARY = Primary or Secondary market indicator
SALESCREDI = Broker sales credit override
TRADERCRED = Trader's credit
DISCOUNT = Discount Rate (when price is denominated in percent of par)
YTM = Yield to Maturity (when YieldType(235) and Yield(236) show a different yield)
ABS = Absolute Prepayment Speed
CPP = Constant Prepayment Penalty
CPR = Constant Prepayment Rate
CPY = Constant Prepayment Yield
HEP = final CPR of Home Equity Prepayment Curve
MHP = Percent of Manufactured Housing Prepayment Curve
MPR = Monthly Prepayment Rate
PPC = Percent of Prospectus Prepayment Curve
PSA = Percent of BMA Prepayment Curve
SMM = Single Monthly Mortality
range
[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
5 = Market On Close (No longer used)
limit
6 = With Or Without
or without
7 = Limit Or Better
or better (Deprecated)
8 = Limit With Or Without
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)
basis
D = Previously Quoted
quoted
E = Previously Indicated
F = Forex Limit (No longer used)
indicated
G = Forex - Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit day order Day Order with unexecuted portion handles handled as Market On Close. E.g. Japan)
J = Market If Touched (MIT)
K = Market With Left Over with Leftover as Limit (market order with then unexecuted quantity becoming becomes limit order at last price)
L = Previous Fund Valuation Point (Historic pricing; for pricing) (for CIV)
M = Next Fund Valuation Point (Forward pricing; for –(Forward pricing) (for CIV)
P = Pegged
Q = Counter-order selection
[423] PriceType Values 1 = Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed amount (absolute value)
4 = Discount - percentage points below par
5 = Premium - percentage points over par
6 = Spread (basis points spread)
7 = TED Price
8 = TED Yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
1 = Percentage (i.e.(e.g. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed amount Amount (absolute value)
4 = Discount - percentage points below par
5 = Premium - percentage points over par
6 = Spread (basis points spread)
Spread
7 = TED Price
price
8 = TED Yield
yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
[221] BenchmarkCurveName Values EONIA = EONIA
EUREPO = EUREPO
Euribor = Euribor
FutureSWAP = FutureSWAP
LIBID = LIBID
LIBOR = LIBOR (London Inter-Bank Offer)
MuniAAA = MuniAAA
OTHER = OTHER
Pfandbrief = Pfandbriefe
SONIA = SONIA
SWAP = SWAP
Treasury = Treasury
EONIA = EONIA
EUREPO = EUREPO
Euribor = Euribor
FutureSWAP = FutureSWAP
LIBID = LIBID
LIBOR = LIBOR (London Inter-Bank Offer)
MuniAAA = MuniAAA
OTHER = OTHER
Pfandbrief = Pfandbriefe
SONIA = SONIA
SWAP = SWAP
Treasury = Treasury

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Locate/Lending Firm (for short-sales)
9 = Fund Manager manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side buyside firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
Sub custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
Trader
37 = Contra trader
Trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra
Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
[803] PartySubIDType Values 1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
18 = Registered address
19 = Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
address (inclusive of street address, location, and postal code)
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18 = Registered address
19 = Fund account Fund/account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
/ Desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
Account Type
[770] TrdRegTimestampType Values 1 = Execution Time
2 = Time In
3 = Time Out
4 = Broker Receipt
5 = Broker Execution
6 = Desk Receipt
1 = Execution Time
2 = Time In
3 = Time Out
4 = Broker Receipt
5 = Broker Execution
6 = Desk Receipt
[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] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (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)
Specification
J = Option Options Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
UST FUT = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Future
OPT
= US Treasury Bill (Deprecated Value Use TBILL)
Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)

COFO = Certificate Of of Obligation
COFP = Certificate Of of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multileg Instrument
Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
[871] InstrAttribType Values 1 = Flat (securities pay interest on a current basis but are traded without interest)
2 = Zero coupon
3 = Interest bearing (for Euro commercial paper when not issued at discount)
4 = No periodic payments
5 = Variable rate
6 = Less fee for put
7 = Stepped coupon
8 = Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue (872) field.
9 = When [and if] issued
10 = Original issue discount
11 = Callable, puttable
12 = Escrowed to Maturity
13 = Escrowed to redemption date - callable. Supply redemption date in the InstrAttribValue (872) field
14 = Pre-refunded
15 = In default
16 = Unrated
17 = Taxable
18 = Indexed
19 = Subject To Alternative Minimum Tax
20 = Original issue discount price. Supply price in the InstrAttribValue (872) field
21 = Callable below maturity value
22 = Callable without notice by mail to holder unless registered
23 = Price tick rules for security.
24 = Trade type eligibility details for security.
25 = Instrument Denominator
26 = Instrument Numerator
27 = Instrument Price Precision
28 = Instrument Strike Price
29 = Tradeable Indicator
99 = Text. Supply the text of the attribute or disclaimer in the InstrAttribValue (872) field.
1 = Flat (securities pay interest on a current basis but are traded without interest)
2 = Zero coupon
3 = Interest bearing (for Euro commercial paper when not issued at discount)
4 = No periodic payments
5 = Variable rate
6 = Less fee for put
7 = Stepped coupon
8 = Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue (872) field.
field
9 = When [and if] issued
10 = Original issue discount
11 = Callable, puttable
12 = Escrowed to Maturity
13 = Escrowed to redemption date - callable. Supply redemption date in the InstrAttribValue (872) field
14 = Pre-refunded
Prerefunded
15 = In default
16 = Unrated
17 = Taxable
18 = Indexed
19 = Subject To to Alternative Minimum Tax
20 = Original issue discount price. Supply price in the InstrAttribValue (872) field
21 = Callable below maturity value
22 = Callable without notice by mail to holder unless registered
23 = Price tick rules for security.
24 = Trade type eligibility details for security.
25 = Instrument Denominator
26 = Instrument Numerator
27 = Instrument Price Precision
28 = Instrument Strike Price
29 = Tradeable Indicator
99 = Text. Supply the text of the attribute or disclaimer in the InstrAttribValue (872) field.
field
[854] QtyType Values 0 = Units (shares, par, currency)
1 = Contracts (if used - must specify ContractMultiplier (tag 231))
2 = Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997))
0 = Units (shares, par, currency)
1 = Contracts (if used - must should specify ContractMultiplier (tag 231))
2 = Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997))
[529] OrderRestrictions Values 1 = Program Trade
2 = Index Arbitrage
3 = Non-Index Arbitrage
4 = Competing Market Maker
5 = Acting as Market Maker or Specialist in the security
6 = Acting as Market Maker of Specialist in the underlying security of a derivative seucirty
7 = Foreign Entity (of foreign government or regulatory jurisdiction)
8 = External Market Participant
9 = Extneral Inter-connected Market Linkage
A = Riskless Arbitrage
B = Issuer Holding
C = Issue Price Stabilization
D = Non-algorithmic
E = Algorithmic
1 = Program Trade
2 = Index Arbitrage
3 = Non-Index Arbitrage
4 = Competing Market Maker
5 = Acting as Market Maker or Specialist in the security
6 = Acting as Market Maker of or Specialist in the underlying security of a derivative seucirty
security
7 = Foreign Entity (of foreign government governmnet or regulatory jurisdiction)
8 = External Market Participant
9 = Extneral External Inter-connected Market Linkage
A = Riskless Arbitrage
B = Issuer Holding
C = Issue Price Stabilization
D = Non-algorithmic
E = Algorithmic
[423] PriceType Values 1 = Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed amount (absolute value)
4 = Discount - percentage points below par
5 = Premium - percentage points over par
6 = Spread (basis points spread)
7 = TED Price
8 = TED Yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
1 = Percentage (i.e.(e.g. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed amount Amount (absolute value)
4 = Discount - percentage points below par
5 = Premium - percentage points over par
6 = Spread (basis points spread)
Spread
7 = TED Price
price
8 = TED Yield
yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
[221] BenchmarkCurveName Values EONIA = EONIA
EUREPO = EUREPO
Euribor = Euribor
FutureSWAP = FutureSWAP
LIBID = LIBID
LIBOR = LIBOR (London Inter-Bank Offer)
MuniAAA = MuniAAA
OTHER = OTHER
Pfandbrief = Pfandbriefe
SONIA = SONIA
SWAP = SWAP
Treasury = Treasury
EONIA = EONIA
EUREPO = EUREPO
Euribor = Euribor
FutureSWAP = FutureSWAP
LIBID = LIBID
LIBOR = LIBOR (London Inter-Bank Offer)
MuniAAA = MuniAAA
OTHER = OTHER
Pfandbrief = Pfandbriefe
SONIA = SONIA
SWAP = SWAP
Treasury = Treasury
[63] SettlType 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)
(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)
T+ 5
[233] StipulationType Values AMT = Alternative Minimum Tax (Y/N)
AUTOREINV = Auto Reinvestment at or better
BANKQUAL = Bank qualified (Y/N)
BGNCON = Bargain conditions (see StipulationValue (234) for values)
COUPON = Coupon range
CURRENCY = ISO Currency Code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT = Valuation Discount
INSURED = Insured (Y/N)
ISSUE = Year Or Year/Month of Issue (ex. 234=2002/09)
ISSUER = Issuer's ticker
ISSUESIZE = issue size range
LOOKBACK = Lookback Days
LOT = Explicit lot identifier
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT = Maturity Year And Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINDNOM = Minimum denomination
MININCR = Minimum increment
MINQTY = Minimum quantity
PAYFREQ = Payment frequency, calendar
PIECES = Number Of Pieces
PMAX = Pools Maximum
PPL = Pools per Lot
PPM = Pools per Million
PPT = Pools per Trade
PRICE = Price Range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (Y/N)
SECTOR = Market Sector
SECTYPE = Security Type included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform Text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC = Weighted Average Coupon - value in percent (exact or range) plus "Gross" or "Net" of servicing spread (the default) (ex. 234=6.5-Net [minimum of 6.5% net of servicing fee])
WAL = Weighted Average Life Coupon - value in percent (exact or range)
WALA = Weighted Average Loan Age - value in months (exact or range)
WAM = Weighted Average Maturity - value in months (exact or range)
WHOLE = Whole Pool (Y/N)
YIELD = Yield Range
AVFICO = Average FICO Score
AVSIZE = Average Loan Size
MAXBAL = Maximum Loan Balance
POOL = Pool Identifier
ROLLTYPE = Type of Roll trade
REFTRADE = reference to rolling or closing trade
REFPRIN = principal of rolling or closing trade
REFINT = interest of rolling or closing trade
AVAILQTY = Available offer quantity to be shown to the street
BROKERCRED = Broker's sales credit
INTERNALPX = Offer price to be shown to internal brokers
INTERNALQT = Offer quantity to be shown to internal brokers
LEAVEQTY = The minimum residual offer quantity
MAXORDQTY = Maximum order size
ORDRINCR = Order quantity increment
PRIMARY = Primary or Secondary market indicator
SALESCREDI = Broker sales credit override
TRADERCRED = Trader's credit
DISCOUNT = Discount Rate (when price is denominated in percent of par)
YTM = Yield to Maturity (when YieldType(235) and Yield(236) show a different yield)
ABS = Absolute Prepayment Speed
CPP = Constant Prepayment Penalty
CPR = Constant Prepayment Rate
CPY = Constant Prepayment Yield
HEP = final CPR of Home Equity Prepayment Curve
MHP = Percent of Manufactured Housing Prepayment Curve
MPR = Monthly Prepayment Rate
PPC = Percent of Prospectus Prepayment Curve
PSA = Percent of BMA Prepayment Curve
SMM = Single Monthly Mortality
AMT = Alternative Minimum Tax (Y/N)
AMT (y/n)
AUTOREINV = Auto Reinvestment at or better
BANKQUAL = Bank qualified (Y/N)
(y/n)
BGNCON = Bargain conditions (see StipulationValue Conditions– see (234) for values)
values
COUPON = Coupon range
CURRENCY = ISO Currency Code
code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % range Range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT = Valuation Discount
discount
INSURED = Insured (Y/N)
(y/n)
ISSUE = Year Or or Year/Month of Issue (ex. 234=2002/09)
ISSUER = Issuer's Issuer’s ticker
ISSUESIZE = issue size range
LOOKBACK = Lookback Days
days
LOT = Explicit lot identifier
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT = Maturity Year And and Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINQTY = Minimum quantity
MININCR = Minimum increment
MINDNOM = Minimum denomination
MININCR = Minimum increment
MINQTY = Minimum quantity
PAYFREQ = Payment frequency, calendar
PIECES = Number Of of Pieces
PMAX = Pools Maximum
PPL = Pools per Lot
PPM = Pools per Million
PPL = Pools per Lot
PPT = Pools per Trade
PRICE = Price Range
range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type Of Redemption - of redemption – values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (Y/N)
(y/n)
SECTOR = Market Sector
sector
SECTYPE = Security Type SecurityType included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform Text
text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC = Weighted Average Coupon - value Coupon:value in percent (exact or range) plus "Gross" ‘Gross’ or "Net" ‘Net’ of servicing spread (the default) (ex. 234=6.5-Net 5- Net [minimum of 6.5% net of servicing fee])
WAL = Weighted Average Life Coupon - Coupon: value in percent (exact or range)
WALA = Weighted Average Loan Age - Age: value in months (exact or range)
WAM = Weighted Average Maturity - : value in months (exact or range)
WHOLE = Whole Pool (Y/N)
(y/n)
YIELD = Yield Range
AVFICO = Average FICO Score
AVSIZE = Average Loan Size
MAXBAL = Maximum Loan Balance
POOL = Pool Identifier
ROLLTYPE = Type of Roll trade
REFTRADE = reference to rolling or closing trade
REFPRIN = principal of rolling or closing trade
REFINT = interest of rolling or closing trade
AVAILQTY = Available offer quantity to be shown to the street
BROKERCRED = Broker's sales credit
INTERNALPX = Offer price to be shown to internal brokers
INTERNALQT = Offer quantity to be shown to internal brokers
LEAVEQTY = The minimum residual offer quantity
MAXORDQTY = Maximum order size
ORDRINCR = Order quantity increment
PRIMARY = Primary or Secondary market indicator
SALESCREDI = Broker sales credit override
TRADERCRED = Trader's credit
DISCOUNT = Discount Rate (when price is denominated in percent of par)
YTM = Yield to Maturity (when YieldType(235) and Yield(236) show a different yield)
ABS = Absolute Prepayment Speed
CPP = Constant Prepayment Penalty
CPR = Constant Prepayment Rate
CPY = Constant Prepayment Yield
HEP = final CPR of Home Equity Prepayment Curve
MHP = Percent of Manufactured Housing Prepayment Curve
MPR = Monthly Prepayment Rate
PPC = Percent of Prospectus Prepayment Curve
PSA = Percent of BMA Prepayment Curve
SMM = Single Monthly Mortality
range
[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

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[710] PosReqID Reqd Optional OptionalMandatory
[709] PosTransType Values 1 = Exercise
2 = Do Not Exercise
3 = Position Adjustment
4 = Position Change Submission/Margin Disposition
5 = Pledge
6 = Large Trader Submission
1 = Exercise
2 = Do Not Exercise
3 = Position Adjustment
4 = Position Change Submission/Margin Disposition
5 = Pledge
6 = Large Trader Submission
[712] PosMaintAction Values 1 = New - used to increment the overall transaction quantity
2 = Replace - used to override the overall transaction quantity or specifi add messages based on the reference ID
3 = Cancel - used to remove the overall transaction or specific add messages based on reference ID
4 = Reverse - used to completelly back-out the transaction such that the transaction never existed
1 = New - New: used to increment the overall transaction quantity
2 = Replace - Replace: used to override the overall transaction quantity or specifi specific add messages based on the reference ID
id
3 = Cancel - Cancel: used to remove the overall transaction or specific add messages based on reference ID
4 = Reverse - used to completelly back-out the transaction such that the transaction never existed
id
[716] SettlSessID Values ITD = Intraday
RTH = Regular Trading Hours
ETH = Electronic Trading Hours
EOD = End Of Day
ITD = Intraday
RTH = Regular Trading Hours
ETH = Electronic Trading Hours
EOD = End Of Day
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Locate/Lending Firm (for short-sales)
9 = Fund Manager manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side buyside firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
Sub custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
Trader
37 = Contra trader
Trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra
Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
[803] PartySubIDType Values 1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
18 = Registered address
19 = Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
address (inclusive of street address, location, and postal code)
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18 = Registered address
19 = Fund account Fund/account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
/ Desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
Account Type
[1] Account Reqd Optional OptionalMandatory
[581] AccountType 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] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (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)
Specification
J = Option Options Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
UST FUT = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Future
OPT
= US Treasury Bill (Deprecated Value Use TBILL)
Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)

COFO = Certificate Of of Obligation
COFP = Certificate Of of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multileg Instrument
Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
[625] TradingSessionSubID Values 1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent
1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent
[60] TransactTime Reqd Optional OptionalMandatory
[703] PosType Values ALC = Allocation Trade Qty
AS = Option Assignment
ASF = As-of Trade Qty
DLV = Delivery Qty
ETR = Electronic Trade Qty
EX = Option Exercise Qty
FIN = End-of-Day Qty
IAS = Intra-spread Qty
IES = Inter-spread Qty
PA = Adjustment Qty
PIT = Pit Trade Qty
SOD = Start-of-Day Qty
SPL = Integral Split
TA = Transaction from Assignment
TOT = Total Transaction Qty
TQ = Transaction Quantity
TRF = Transfer Trade Qty
TX = Transaction from Exercise
XM = Cross Margin Qty
RCV = Receive Quantity
CAA = Corporate Action Adjustment
DN = Delivery Notice Qty
EP = Exchange for Physical Qty
PNTN = Privately negotiated Trade Qty (Non-regulated)
TQ = Transaction Quantity
IAS = Intra-Spread Qty
IES = Inter-Spread Qty
FIN = End-of-Day Qty
SOD = Start-of-Day Qty
EX = Option Exercise Qty
AS = Option Assignment
TX = Transaction from Exercise
TA = Transaction from Assignment
PIT = Pit Trade Qty
TRF = Transfer Trade Qty
ETR = Electronic Trade Qty
ALC = Allocation Trade Qty
AS PA = Option Assignment
Adjustment Qty
ASF = As-of Trade Qty
DLV = Delivery Qty
ETR = Electronic Trade Qty
EX = Option Exercise Qty
FIN = End-of-Day Qty
IAS = Intra-spread Qty
IES = Inter-spread Qty
PA = Adjustment Qty
PIT = Pit Trade Qty
SOD = Start-of-Day Qty
SPL = Integral Split
TA = Transaction from Assignment
TOT = Total Transaction Qty
TQ = Transaction Quantity
TRF = Transfer Trade Qty
TX = Transaction from Exercise
XM = Cross Margin Qty
RCV SPL = Receive Quantity
CAA = Corporate Action Adjustment
DN = Delivery Notice Qty
EP = Exchange for Physical Qty
PNTN = Privately negotiated Trade Qty (Non-regulated)
Integral Split

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[709] PosTransType Values 1 = Exercise
2 = Do Not Exercise
3 = Position Adjustment
4 = Position Change Submission/Margin Disposition
5 = Pledge
6 = Large Trader Submission
1 = Exercise
2 = Do Not Exercise
3 = Position Adjustment
4 = Position Change Submission/Margin Disposition
5 = Pledge
6 = Large Trader Submission
[712] PosMaintAction Values 1 = New - used to increment the overall transaction quantity
2 = Replace - used to override the overall transaction quantity or specifi add messages based on the reference ID
3 = Cancel - used to remove the overall transaction or specific add messages based on reference ID
4 = Reverse - used to completelly back-out the transaction such that the transaction never existed
1 = New - New: used to increment the overall transaction quantity
2 = Replace - Replace: used to override the overall transaction quantity or specifi specific add messages based on the reference ID
id
3 = Cancel - Cancel: used to remove the overall transaction or specific add messages based on reference ID
4 = Reverse - used to completelly back-out the transaction such that the transaction never existed
id
[713] OrigPosReqRefID Reqd Optional OptionalMandatory
[716] SettlSessID Values ITD = Intraday
RTH = Regular Trading Hours
ETH = Electronic Trading Hours
EOD = End Of Day
ITD = Intraday
RTH = Regular Trading Hours
ETH = Electronic Trading Hours
EOD = End Of Day
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Locate/Lending Firm (for short-sales)
9 = Fund Manager manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side buyside firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
Sub custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
Trader
37 = Contra trader
Trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra
Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
[803] PartySubIDType Values 1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
18 = Registered address
19 = Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
address (inclusive of street address, location, and postal code)
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18 = Registered address
19 = Fund account Fund/account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
/ Desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
Account Type
[1] Account Reqd Optional OptionalMandatory
[581] AccountType 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] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (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)
Specification
J = Option Options Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
UST FUT = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Future
OPT
= US Treasury Bill (Deprecated Value Use TBILL)
Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)

COFO = Certificate Of of Obligation
COFP = Certificate Of of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multileg Instrument
Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
[625] TradingSessionSubID Values 1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent
1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent
[60] TransactTime Reqd Optional OptionalMandatory
[703] PosType Values ALC = Allocation Trade Qty
AS = Option Assignment
ASF = As-of Trade Qty
DLV = Delivery Qty
ETR = Electronic Trade Qty
EX = Option Exercise Qty
FIN = End-of-Day Qty
IAS = Intra-spread Qty
IES = Inter-spread Qty
PA = Adjustment Qty
PIT = Pit Trade Qty
SOD = Start-of-Day Qty
SPL = Integral Split
TA = Transaction from Assignment
TOT = Total Transaction Qty
TQ = Transaction Quantity
TRF = Transfer Trade Qty
TX = Transaction from Exercise
XM = Cross Margin Qty
RCV = Receive Quantity
CAA = Corporate Action Adjustment
DN = Delivery Notice Qty
EP = Exchange for Physical Qty
PNTN = Privately negotiated Trade Qty (Non-regulated)
TQ = Transaction Quantity
IAS = Intra-Spread Qty
IES = Inter-Spread Qty
FIN = End-of-Day Qty
SOD = Start-of-Day Qty
EX = Option Exercise Qty
AS = Option Assignment
TX = Transaction from Exercise
TA = Transaction from Assignment
PIT = Pit Trade Qty
TRF = Transfer Trade Qty
ETR = Electronic Trade Qty
ALC = Allocation Trade Qty
AS PA = Option Assignment
Adjustment Qty
ASF = As-of Trade Qty
DLV = Delivery Qty
ETR = Electronic Trade Qty
EX = Option Exercise Qty
FIN = End-of-Day Qty
IAS = Intra-spread Qty
IES = Inter-spread Qty
PA = Adjustment Qty
PIT = Pit Trade Qty
SOD = Start-of-Day Qty
SPL = Integral Split
TA = Transaction from Assignment
TOT = Total Transaction Qty
TQ = Transaction Quantity
TRF = Transfer Trade Qty
TX = Transaction from Exercise
XM = Cross Margin Qty
RCV SPL = Receive Quantity
CAA = Corporate Action Adjustment
DN = Delivery Notice Qty
EP = Exchange for Physical Qty
PNTN = Privately negotiated Trade Qty (Non-regulated)
Integral Split
[707] PosAmtType Values CASH = Cash Amount (Corporate Event)
CRES = Cash Residual Amount
FMTM = Final Mark-to-Market Amount
IMTM = Incremental Mark-to-Market Amount
PREM = Premium Amount
SMTM = Start-of-Day Mark-to-Market Amount
TVAR = Trade Variation Amount
VADJ = Value Adjusted Amount
SETL = Settlement Value
CASH = Cash Amount (Corporate Event)
CRES = Cash Residual Amount
FMTM = Final Mark-to-Market Amount
IMTM = Incremental Mark-to-Market Amount
PREM TVAR = Premium Trade Variation Amount
SMTM = Start-of-Day Mark-to-Market Amount
TVAR PREM = Trade Variation Premium Amount
CRES = Cash Residual Amount
CASH = Cash Amount (Corporate Event)
VADJ = Value Adjusted Amount
SETL = Settlement Value

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[724] PosReqType Values 0 = Positions
1 = Trades
2 = Exercises
3 = Assignments
4 = Settlement Activity
5 = Backout Message
0 = Positions
1 = Trades
2 = Exercises
3 = Assignments
4 = Settlement Activity
5 = Backout Message
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Locate/Lending Firm (for short-sales)
9 = Fund Manager manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side buyside firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
Sub custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
Trader
37 = Contra trader
Trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra
Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
[803] PartySubIDType Values 1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
18 = Registered address
19 = Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
address (inclusive of street address, location, and postal code)
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18 = Registered address
19 = Fund account Fund/account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
/ Desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
Account Type
[1] Account Reqd Optional OptionalMandatory
[581] AccountType 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] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (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)
Specification
J = Option Options Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
UST FUT = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Future
OPT
= US Treasury Bill (Deprecated Value Use TBILL)
Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)

COFO = Certificate Of of Obligation
COFP = Certificate Of of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multileg Instrument
Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
[716] SettlSessID Values ITD = Intraday
RTH = Regular Trading Hours
ETH = Electronic Trading Hours
EOD = End Of Day
ITD = Intraday
RTH = Regular Trading Hours
ETH = Electronic Trading Hours
EOD = End Of Day
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
[625] TradingSessionSubID Values 1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent
1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Locate/Lending Firm (for short-sales)
9 = Fund Manager manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side buyside firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
Sub custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
Trader
37 = Contra trader
Trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra
Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
[803] PartySubIDType Values 1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
18 = Registered address
19 = Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
address (inclusive of street address, location, and postal code)
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18 = Registered address
19 = Fund account Fund/account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
/ Desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
Account Type
[1] Account Reqd Optional OptionalMandatory
[581] AccountType 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] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (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)
Specification
J = Option Options Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
UST FUT = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Future
OPT
= US Treasury Bill (Deprecated Value Use TBILL)
Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)

COFO = Certificate Of of Obligation
COFP = Certificate Of of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multileg Instrument
Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[724] PosReqType Values 0 = Positions
1 = Trades
2 = Exercises
3 = Assignments
4 = Settlement Activity
5 = Backout Message
0 = Positions
1 = Trades
2 = Exercises
3 = Assignments
4 = Settlement Activity
5 = Backout Message
[728] PosReqResult Reqd Optional OptionalMandatory
[716] SettlSessID Values ITD = Intraday
RTH = Regular Trading Hours
ETH = Electronic Trading Hours
EOD = End Of Day
ITD = Intraday
RTH = Regular Trading Hours
ETH = Electronic Trading Hours
EOD = End Of Day
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Locate/Lending Firm (for short-sales)
9 = Fund Manager manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side buyside firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
Sub custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
Trader
37 = Contra trader
Trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra
Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
[803] PartySubIDType Values 1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
18 = Registered address
19 = Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
address (inclusive of street address, location, and postal code)
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18 = Registered address
19 = Fund account Fund/account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
/ Desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
Account Type
[1] Account Reqd Optional OptionalMandatory
[581] AccountType 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] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (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)
Specification
J = Option Options Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
UST FUT = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Future
OPT
= US Treasury Bill (Deprecated Value Use TBILL)
Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)

COFO = Certificate Of of Obligation
COFP = Certificate Of of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multileg Instrument
Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
[730] SettlPrice Reqd Optional OptionalMandatory
[731] SettlPriceType Reqd Optional OptionalMandatory
[734] PriorSettlPrice Reqd Optional OptionalMandatory
[732] UnderlyingSettlPrice Reqd Optional OptionalMandatory
[733] UnderlyingSettlPriceType Reqd Optional OptionalMandatory
[703] PosType Values ALC = Allocation Trade Qty
AS = Option Assignment
ASF = As-of Trade Qty
DLV = Delivery Qty
ETR = Electronic Trade Qty
EX = Option Exercise Qty
FIN = End-of-Day Qty
IAS = Intra-spread Qty
IES = Inter-spread Qty
PA = Adjustment Qty
PIT = Pit Trade Qty
SOD = Start-of-Day Qty
SPL = Integral Split
TA = Transaction from Assignment
TOT = Total Transaction Qty
TQ = Transaction Quantity
TRF = Transfer Trade Qty
TX = Transaction from Exercise
XM = Cross Margin Qty
RCV = Receive Quantity
CAA = Corporate Action Adjustment
DN = Delivery Notice Qty
EP = Exchange for Physical Qty
PNTN = Privately negotiated Trade Qty (Non-regulated)
TQ = Transaction Quantity
IAS = Intra-Spread Qty
IES = Inter-Spread Qty
FIN = End-of-Day Qty
SOD = Start-of-Day Qty
EX = Option Exercise Qty
AS = Option Assignment
TX = Transaction from Exercise
TA = Transaction from Assignment
PIT = Pit Trade Qty
TRF = Transfer Trade Qty
ETR = Electronic Trade Qty
ALC = Allocation Trade Qty
AS PA = Option Assignment
Adjustment Qty
ASF = As-of Trade Qty
DLV = Delivery Qty
ETR = Electronic Trade Qty
EX = Option Exercise Qty
FIN = End-of-Day Qty
IAS = Intra-spread Qty
IES = Inter-spread Qty
PA = Adjustment Qty
PIT = Pit Trade Qty
SOD = Start-of-Day Qty
SPL = Integral Split
TA = Transaction from Assignment
TOT = Total Transaction Qty
TQ = Transaction Quantity
TRF = Transfer Trade Qty
TX = Transaction from Exercise
XM = Cross Margin Qty
RCV SPL = Receive Quantity
CAA = Corporate Action Adjustment
DN = Delivery Notice Qty
EP = Exchange for Physical Qty
PNTN = Privately negotiated Trade Qty (Non-regulated)
Integral Split
[707] PosAmtType Values CASH = Cash Amount (Corporate Event)
CRES = Cash Residual Amount
FMTM = Final Mark-to-Market Amount
IMTM = Incremental Mark-to-Market Amount
PREM = Premium Amount
SMTM = Start-of-Day Mark-to-Market Amount
TVAR = Trade Variation Amount
VADJ = Value Adjusted Amount
SETL = Settlement Value
CASH = Cash Amount (Corporate Event)
CRES = Cash Residual Amount
FMTM = Final Mark-to-Market Amount
IMTM = Incremental Mark-to-Market Amount
PREM TVAR = Premium Trade Variation Amount
SMTM = Start-of-Day Mark-to-Market Amount
TVAR PREM = Trade Variation Premium Amount
CRES = Cash Residual Amount
CASH = Cash Amount (Corporate Event)
VADJ = Value Adjusted Amount
SETL = Settlement Value

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[71] AllocTransType Values 0 = New
1 = Replace
2 = Cancel
3 = Preliminary (without MiscFees and NetMoney) (Removed/Replaced)
4 = Calculated (includes MiscFees and NetMoney) (Removed/Replaced)
5 = Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney) (Removed/Replaced)
6 = Reversal
0 = New
1 = Replace
2 = Cancel
3 = Preliminary (without MiscFees and NetMoney) (Removed/Replaced)
4 = Calculated (includes MiscFees and NetMoney) (Removed/Replaced)
5 = Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney) (Removed/Replaced)
6 = Reversal
[794] AllocReportType Values 2 = Preliminary Request to Intermediary
3 = Sellside Calculated Using Preliminary (includes MiscFees and NetMoney)
4 = Sellside Calculated Without Preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney)
5 = Warehouse Recap
8 = Request to Intermediary
9 = Accept
10 = Reject
11 = Accept Pending
12 = Complete
14 = Reverse Pending
2 = Preliminary Request to Intermediary
3 = Sellside Calculated Using Preliminary (includes MiscFees and NetMoney)
4 = Sellside Calculated Without Preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney)
5 = Warehouse Recap
recap
8 = Request to Intermediary
9 = Accept
10 = Reject
11 = Accept Pending
12 = Complete
14 = Reverse Pending
[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
2 = account level reject
3 = received (received, not yet processed)
4 = incomplete
5 = rejected by intermediary
6 = allocation pending
7 = reversed
[857] AllocNoOrdersType Reqd Optional OptionalMandatory
[574] MatchType Values 1 = One-Party Trade Report (privately negotiated trade)
2 = Two-Party Trade Report (privately negotiated trade)
3 = Confirmed Trade Report (reporting from recognized markets)
4 = Auto-match
5 = Cross Auction
6 = Counter-Order Selection
7 = Call Auction
8 = Issuing/Buy Back Auction
M3 = ACT Accepted Trade
M4 = ACT Default Trade
M5 = ACT Default After M2
M6 = ACT M6 Match
A1 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window)
A2 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus four badges
A3 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges and execution time (within two-minute window)
A4 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges
A5 = Exact match on Trade Date, Stock Symbol, Quantity, Price, TradeType, and Special Trade Indicator plus execution time (within two-minute window)
AQ = Compared records resulting from stamped advisories or specialist accepts/pair-offs
S1 = Summarized match using A1 exact match criteria except quantity is summaried
S2 = Summarized match using A2 exact match criteria except quantity is summarized
S3 = Summarized match using A3 exact match criteria except quantity is summarized
S4 = Summarized match using A4 exact match criteria except quantity is summarized
S5 = Summarized match using A5 exact match criteria except quantity is summarized
M1 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match
M2 = Summarized match minus badges and times: ACT M2 Match
MT = OCS Locked In: Non-ACT
1 = One-Party Trade Report (privately negotiated trade)
2 = Two-Party Trade Report (privately negotiated trade)
3 = Confirmed Trade Report (reporting from recognized markets)
4 = Auto-match
5 = Cross Auction
6 = Counter-Order Selection
7 = Call Auction
8 = Issuing/Buy Back Auction
M3 = ACT Accepted Trade
M4 = ACT Default Trade
M5 = ACT Default After M2
M6 = ACT M6 Match
A1 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window)
A2 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, Indicator plus four badges
A3 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, Indicator plus two badges and execution time (within two-minute window)
A4 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, Indicator plus two badges
A5 = Exact match on Trade Date, Stock Symbol, Quantity, Price, TradeType, Trade Type, and Special Trade Indicator plus execution time (within two-minute window)
AQ = Compared records resulting from stamped advisories or specialist accepts/pair-offs
S1 = Summarized match Match using A1 exact match criteria except quantity is summaried
summarized
S2 = Summarized match Match using A2 exact match criteria except quantity is summarized
S3 = Summarized match Match using A3 exact match criteria except quantity is summarized
S4 = Summarized match Match using A4 exact match criteria except quantity is summarized
S5 = Summarized match Match using A5 exact match criteria except quantity is summarized
M1 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match
M2 = Summarized match minus badges and times: ACT M2 Match
MT = OCS Locked In: Non-ACT
M3 = ACT Accepted Trade
M4 = ACT Default Trade
M5 = ACT Default After M2
M6 = ACT M6 Match
[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] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (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)
Specification
J = Option Options Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
UST FUT = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Future
OPT
= US Treasury Bill (Deprecated Value Use TBILL)
Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)

COFO = Certificate Of of Obligation
COFP = Certificate Of of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multileg Instrument
Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
[871] InstrAttribType Values 1 = Flat (securities pay interest on a current basis but are traded without interest)
2 = Zero coupon
3 = Interest bearing (for Euro commercial paper when not issued at discount)
4 = No periodic payments
5 = Variable rate
6 = Less fee for put
7 = Stepped coupon
8 = Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue (872) field.
9 = When [and if] issued
10 = Original issue discount
11 = Callable, puttable
12 = Escrowed to Maturity
13 = Escrowed to redemption date - callable. Supply redemption date in the InstrAttribValue (872) field
14 = Pre-refunded
15 = In default
16 = Unrated
17 = Taxable
18 = Indexed
19 = Subject To Alternative Minimum Tax
20 = Original issue discount price. Supply price in the InstrAttribValue (872) field
21 = Callable below maturity value
22 = Callable without notice by mail to holder unless registered
23 = Price tick rules for security.
24 = Trade type eligibility details for security.
25 = Instrument Denominator
26 = Instrument Numerator
27 = Instrument Price Precision
28 = Instrument Strike Price
29 = Tradeable Indicator
99 = Text. Supply the text of the attribute or disclaimer in the InstrAttribValue (872) field.
1 = Flat (securities pay interest on a current basis but are traded without interest)
2 = Zero coupon
3 = Interest bearing (for Euro commercial paper when not issued at discount)
4 = No periodic payments
5 = Variable rate
6 = Less fee for put
7 = Stepped coupon
8 = Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue (872) field.
field
9 = When [and if] issued
10 = Original issue discount
11 = Callable, puttable
12 = Escrowed to Maturity
13 = Escrowed to redemption date - callable. Supply redemption date in the InstrAttribValue (872) field
14 = Pre-refunded
Prerefunded
15 = In default
16 = Unrated
17 = Taxable
18 = Indexed
19 = Subject To to Alternative Minimum Tax
20 = Original issue discount price. Supply price in the InstrAttribValue (872) field
21 = Callable below maturity value
22 = Callable without notice by mail to holder unless registered
23 = Price tick rules for security.
24 = Trade type eligibility details for security.
25 = Instrument Denominator
26 = Instrument Numerator
27 = Instrument Price Precision
28 = Instrument Strike Price
29 = Tradeable Indicator
99 = Text. Supply the text of the attribute or disclaimer in the InstrAttribValue (872) field.
field
[854] QtyType Values 0 = Units (shares, par, currency)
1 = Contracts (if used - must specify ContractMultiplier (tag 231))
2 = Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997))
0 = Units (shares, par, currency)
1 = Contracts (if used - must should specify ContractMultiplier (tag 231))
2 = Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997))
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
[625] TradingSessionSubID Values 1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent
1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent
[423] PriceType Values 1 = Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed amount (absolute value)
4 = Discount - percentage points below par
5 = Premium - percentage points over par
6 = Spread (basis points spread)
7 = TED Price
8 = TED Yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
1 = Percentage (i.e.(e.g. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed amount Amount (absolute value)
4 = Discount - percentage points below par
5 = Premium - percentage points over par
6 = Spread (basis points spread)
Spread
7 = TED Price
price
8 = TED Yield
yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
[221] BenchmarkCurveName Values EONIA = EONIA
EUREPO = EUREPO
Euribor = Euribor
FutureSWAP = FutureSWAP
LIBID = LIBID
LIBOR = LIBOR (London Inter-Bank Offer)
MuniAAA = MuniAAA
OTHER = OTHER
Pfandbrief = Pfandbriefe
SONIA = SONIA
SWAP = SWAP
Treasury = Treasury
EONIA = EONIA
EUREPO = EUREPO
Euribor = Euribor
FutureSWAP = FutureSWAP
LIBID = LIBID
LIBOR = LIBOR (London Inter-Bank Offer)
MuniAAA = MuniAAA
OTHER = OTHER
Pfandbrief = Pfandbriefe
SONIA = SONIA
SWAP = SWAP
Treasury = Treasury
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Locate/Lending Firm (for short-sales)
9 = Fund Manager manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side buyside firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
Sub custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
Trader
37 = Contra trader
Trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra
Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
[803] PartySubIDType Values 1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
18 = Registered address
19 = Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
address (inclusive of street address, location, and postal code)
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18 = Registered address
19 = Fund account Fund/account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
/ Desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
Account Type
[63] SettlType 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)
(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)
T+ 5
[77] PositionEffect Values C = Close
F = FIFO
O = Open
R = Rolled
N = Close but notify on open
D = Default
O = Open
C = Close
F = FIFO
O = Open
R = Rolled
N F = Close but notify on open
D = Default
FIFO
[233] StipulationType Values AMT = Alternative Minimum Tax (Y/N)
AUTOREINV = Auto Reinvestment at or better
BANKQUAL = Bank qualified (Y/N)
BGNCON = Bargain conditions (see StipulationValue (234) for values)
COUPON = Coupon range
CURRENCY = ISO Currency Code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT = Valuation Discount
INSURED = Insured (Y/N)
ISSUE = Year Or Year/Month of Issue (ex. 234=2002/09)
ISSUER = Issuer's ticker
ISSUESIZE = issue size range
LOOKBACK = Lookback Days
LOT = Explicit lot identifier
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT = Maturity Year And Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINDNOM = Minimum denomination
MININCR = Minimum increment
MINQTY = Minimum quantity
PAYFREQ = Payment frequency, calendar
PIECES = Number Of Pieces
PMAX = Pools Maximum
PPL = Pools per Lot
PPM = Pools per Million
PPT = Pools per Trade
PRICE = Price Range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (Y/N)
SECTOR = Market Sector
SECTYPE = Security Type included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform Text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC = Weighted Average Coupon - value in percent (exact or range) plus "Gross" or "Net" of servicing spread (the default) (ex. 234=6.5-Net [minimum of 6.5% net of servicing fee])
WAL = Weighted Average Life Coupon - value in percent (exact or range)
WALA = Weighted Average Loan Age - value in months (exact or range)
WAM = Weighted Average Maturity - value in months (exact or range)
WHOLE = Whole Pool (Y/N)
YIELD = Yield Range
AVFICO = Average FICO Score
AVSIZE = Average Loan Size
MAXBAL = Maximum Loan Balance
POOL = Pool Identifier
ROLLTYPE = Type of Roll trade
REFTRADE = reference to rolling or closing trade
REFPRIN = principal of rolling or closing trade
REFINT = interest of rolling or closing trade
AVAILQTY = Available offer quantity to be shown to the street
BROKERCRED = Broker's sales credit
INTERNALPX = Offer price to be shown to internal brokers
INTERNALQT = Offer quantity to be shown to internal brokers
LEAVEQTY = The minimum residual offer quantity
MAXORDQTY = Maximum order size
ORDRINCR = Order quantity increment
PRIMARY = Primary or Secondary market indicator
SALESCREDI = Broker sales credit override
TRADERCRED = Trader's credit
DISCOUNT = Discount Rate (when price is denominated in percent of par)
YTM = Yield to Maturity (when YieldType(235) and Yield(236) show a different yield)
ABS = Absolute Prepayment Speed
CPP = Constant Prepayment Penalty
CPR = Constant Prepayment Rate
CPY = Constant Prepayment Yield
HEP = final CPR of Home Equity Prepayment Curve
MHP = Percent of Manufactured Housing Prepayment Curve
MPR = Monthly Prepayment Rate
PPC = Percent of Prospectus Prepayment Curve
PSA = Percent of BMA Prepayment Curve
SMM = Single Monthly Mortality
AMT = Alternative Minimum Tax (Y/N)
AMT (y/n)
AUTOREINV = Auto Reinvestment at or better
BANKQUAL = Bank qualified (Y/N)
(y/n)
BGNCON = Bargain conditions (see StipulationValue Conditions– see (234) for values)
values
COUPON = Coupon range
CURRENCY = ISO Currency Code
code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % range Range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT = Valuation Discount
discount
INSURED = Insured (Y/N)
(y/n)
ISSUE = Year Or or Year/Month of Issue (ex. 234=2002/09)
ISSUER = Issuer's Issuer’s ticker
ISSUESIZE = issue size range
LOOKBACK = Lookback Days
days
LOT = Explicit lot identifier
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT = Maturity Year And and Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINQTY = Minimum quantity
MININCR = Minimum increment
MINDNOM = Minimum denomination
MININCR = Minimum increment
MINQTY = Minimum quantity
PAYFREQ = Payment frequency, calendar
PIECES = Number Of of Pieces
PMAX = Pools Maximum
PPL = Pools per Lot
PPM = Pools per Million
PPL = Pools per Lot
PPT = Pools per Trade
PRICE = Price Range
range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type Of Redemption - of redemption – values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (Y/N)
(y/n)
SECTOR = Market Sector
sector
SECTYPE = Security Type SecurityType included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform Text
text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC = Weighted Average Coupon - value Coupon:value in percent (exact or range) plus "Gross" ‘Gross’ or "Net" ‘Net’ of servicing spread (the default) (ex. 234=6.5-Net 5- Net [minimum of 6.5% net of servicing fee])
WAL = Weighted Average Life Coupon - Coupon: value in percent (exact or range)
WALA = Weighted Average Loan Age - Age: value in months (exact or range)
WAM = Weighted Average Maturity - : value in months (exact or range)
WHOLE = Whole Pool (Y/N)
(y/n)
YIELD = Yield Range
AVFICO = Average FICO Score
AVSIZE = Average Loan Size
MAXBAL = Maximum Loan Balance
POOL = Pool Identifier
ROLLTYPE = Type of Roll trade
REFTRADE = reference to rolling or closing trade
REFPRIN = principal of rolling or closing trade
REFINT = interest of rolling or closing trade
AVAILQTY = Available offer quantity to be shown to the street
BROKERCRED = Broker's sales credit
INTERNALPX = Offer price to be shown to internal brokers
INTERNALQT = Offer quantity to be shown to internal brokers
LEAVEQTY = The minimum residual offer quantity
MAXORDQTY = Maximum order size
ORDRINCR = Order quantity increment
PRIMARY = Primary or Secondary market indicator
SALESCREDI = Broker sales credit override
TRADERCRED = Trader's credit
DISCOUNT = Discount Rate (when price is denominated in percent of par)
YTM = Yield to Maturity (when YieldType(235) and Yield(236) show a different yield)
ABS = Absolute Prepayment Speed
CPP = Constant Prepayment Penalty
CPR = Constant Prepayment Rate
CPY = Constant Prepayment Yield
HEP = final CPR of Home Equity Prepayment Curve
MHP = Percent of Manufactured Housing Prepayment Curve
MPR = Monthly Prepayment Rate
PPC = Percent of Prospectus Prepayment Curve
PSA = Percent of BMA Prepayment Curve
SMM = Single Monthly Mortality
range
[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

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Locate/Lending Firm (for short-sales)
9 = Fund Manager manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side buyside firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
Sub custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
Trader
37 = Contra trader
Trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra
Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
[803] PartySubIDType Values 1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
18 = Registered address
19 = Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
address (inclusive of street address, location, and postal code)
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18 = Registered address
19 = Fund account Fund/account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
/ Desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
Account Type
[60] TransactTime Reqd Optional OptionalMandatory
[87] AllocStatus 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
2 = account level reject
3 = received (received, not yet processed)
4 = incomplete
5 = rejected by intermediary
6 = allocation pending
7 = reversed
[794] AllocReportType Values 2 = Preliminary Request to Intermediary
3 = Sellside Calculated Using Preliminary (includes MiscFees and NetMoney)
4 = Sellside Calculated Without Preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney)
5 = Warehouse Recap
8 = Request to Intermediary
9 = Accept
10 = Reject
11 = Accept Pending
12 = Complete
14 = Reverse Pending
2 = Preliminary Request to Intermediary
3 = Sellside Calculated Using Preliminary (includes MiscFees and NetMoney)
4 = Sellside Calculated Without Preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney)
5 = Warehouse Recap
recap
8 = Request to Intermediary
9 = Accept
10 = Reject
11 = Accept Pending
12 = Complete
14 = Reverse Pending
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
UST FUT = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Future
OPT
= US Treasury Bill (Deprecated Value Use TBILL)
Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)

COFO = Certificate Of of Obligation
COFP = Certificate Of of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multileg Instrument
Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Locate/Lending Firm (for short-sales)
9 = Fund Manager manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side buyside firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
Sub custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
Trader
37 = Contra trader
Trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra
Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
[803] PartySubIDType Values 1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
18 = Registered address
19 = Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
address (inclusive of street address, location, and postal code)
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18 = Registered address
19 = Fund account Fund/account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
/ Desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
Account Type
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
UST FUT = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Future
OPT
= US Treasury Bill (Deprecated Value Use TBILL)
Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)

COFO = Certificate Of of Obligation
COFP = Certificate Of of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multileg Instrument
Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[912] LastRptRequested Values N = Not last message
Y = Last message
N = Not last message
Y = Last message
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Locate/Lending Firm (for short-sales)
9 = Fund Manager manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side buyside firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
Sub custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
Trader
37 = Contra trader
Trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra
Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
[803] PartySubIDType Values 1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
18 = Registered address
19 = Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
address (inclusive of street address, location, and postal code)
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18 = Registered address
19 = Fund account Fund/account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
/ Desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
Account Type
[581] AccountType 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] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (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)
Specification
J = Option Options Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
UST FUT = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Future
OPT
= US Treasury Bill (Deprecated Value Use TBILL)
Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)

COFO = Certificate Of of Obligation
COFP = Certificate Of of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multileg Instrument
Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
[703] PosType Values ALC = Allocation Trade Qty
AS = Option Assignment
ASF = As-of Trade Qty
DLV = Delivery Qty
ETR = Electronic Trade Qty
EX = Option Exercise Qty
FIN = End-of-Day Qty
IAS = Intra-spread Qty
IES = Inter-spread Qty
PA = Adjustment Qty
PIT = Pit Trade Qty
SOD = Start-of-Day Qty
SPL = Integral Split
TA = Transaction from Assignment
TOT = Total Transaction Qty
TQ = Transaction Quantity
TRF = Transfer Trade Qty
TX = Transaction from Exercise
XM = Cross Margin Qty
RCV = Receive Quantity
CAA = Corporate Action Adjustment
DN = Delivery Notice Qty
EP = Exchange for Physical Qty
PNTN = Privately negotiated Trade Qty (Non-regulated)
TQ = Transaction Quantity
IAS = Intra-Spread Qty
IES = Inter-Spread Qty
FIN = End-of-Day Qty
SOD = Start-of-Day Qty
EX = Option Exercise Qty
AS = Option Assignment
TX = Transaction from Exercise
TA = Transaction from Assignment
PIT = Pit Trade Qty
TRF = Transfer Trade Qty
ETR = Electronic Trade Qty
ALC = Allocation Trade Qty
AS PA = Option Assignment
Adjustment Qty
ASF = As-of Trade Qty
DLV = Delivery Qty
ETR = Electronic Trade Qty
EX = Option Exercise Qty
FIN = End-of-Day Qty
IAS = Intra-spread Qty
IES = Inter-spread Qty
PA = Adjustment Qty
PIT = Pit Trade Qty
SOD = Start-of-Day Qty
SPL = Integral Split
TA = Transaction from Assignment
TOT = Total Transaction Qty
TQ = Transaction Quantity
TRF = Transfer Trade Qty
TX = Transaction from Exercise
XM = Cross Margin Qty
RCV SPL = Receive Quantity
CAA = Corporate Action Adjustment
DN = Delivery Notice Qty
EP = Exchange for Physical Qty
PNTN = Privately negotiated Trade Qty (Non-regulated)
Integral Split
[707] PosAmtType Values CASH = Cash Amount (Corporate Event)
CRES = Cash Residual Amount
FMTM = Final Mark-to-Market Amount
IMTM = Incremental Mark-to-Market Amount
PREM = Premium Amount
SMTM = Start-of-Day Mark-to-Market Amount
TVAR = Trade Variation Amount
VADJ = Value Adjusted Amount
SETL = Settlement Value
CASH = Cash Amount (Corporate Event)
CRES = Cash Residual Amount
FMTM = Final Mark-to-Market Amount
IMTM = Incremental Mark-to-Market Amount
PREM TVAR = Premium Trade Variation Amount
SMTM = Start-of-Day Mark-to-Market Amount
TVAR PREM = Trade Variation Premium Amount
CRES = Cash Residual Amount
CASH = Cash Amount (Corporate Event)
VADJ = Value Adjusted Amount
SETL = Settlement Value
[730] SettlPrice Reqd Optional OptionalMandatory
[731] SettlPriceType Reqd Optional OptionalMandatory
[732] UnderlyingSettlPrice Reqd Optional OptionalMandatory
[744] AssignmentMethod Reqd Optional OptionalMandatory
[746] OpenInterest Reqd Optional OptionalMandatory
[747] ExerciseMethod Reqd Optional OptionalMandatory
[716] SettlSessID Reqd Optional OptionalMandatory
[716] SettlSessID Values ITD = Intraday
RTH = Regular Trading Hours
ETH = Electronic Trading Hours
EOD = End Of Day
ITD = Intraday
RTH = Regular Trading Hours
ETH = Electronic Trading Hours
EOD = End Of Day
[717] SettlSessSubID Reqd Optional OptionalMandatory

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Locate/Lending Firm (for short-sales)
9 = Fund Manager manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side buyside firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
Sub custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
Trader
37 = Contra trader
Trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra
Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
[803] PartySubIDType Values 1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
18 = Registered address
19 = Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
address (inclusive of street address, location, and postal code)
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18 = Registered address
19 = Fund account Fund/account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
/ Desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
Account Type
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (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)
Specification
J = Option Options Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
UST FUT = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Future
OPT
= US Treasury Bill (Deprecated Value Use TBILL)
Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)

COFO = Certificate Of of Obligation
COFP = Certificate Of of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multileg Instrument
Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
[854] QtyType Values 0 = Units (shares, par, currency)
1 = Contracts (if used - must specify ContractMultiplier (tag 231))
2 = Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997))
0 = Units (shares, par, currency)
1 = Contracts (if used - must should specify ContractMultiplier (tag 231))
2 = Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997))
[770] TrdRegTimestampType Values 1 = Execution Time
2 = Time In
3 = Time Out
4 = Broker Receipt
5 = Broker Execution
6 = Desk Receipt
1 = Execution Time
2 = Time In
3 = Time Out
4 = Broker Receipt
5 = Broker Execution
6 = Desk Receipt
[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
[423] PriceType Values 1 = Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed amount (absolute value)
4 = Discount - percentage points below par
5 = Premium - percentage points over par
6 = Spread (basis points spread)
7 = TED Price
8 = TED Yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
1 = Percentage (i.e.(e.g. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed amount Amount (absolute value)
4 = Discount - percentage points below par
5 = Premium - percentage points over par
6 = Spread (basis points spread)
Spread
7 = TED Price
price
8 = TED Yield
yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
[221] BenchmarkCurveName Values EONIA = EONIA
EUREPO = EUREPO
Euribor = Euribor
FutureSWAP = FutureSWAP
LIBID = LIBID
LIBOR = LIBOR (London Inter-Bank Offer)
MuniAAA = MuniAAA
OTHER = OTHER
Pfandbrief = Pfandbriefe
SONIA = SONIA
SWAP = SWAP
Treasury = Treasury
EONIA = EONIA
EUREPO = EUREPO
Euribor = Euribor
FutureSWAP = FutureSWAP
LIBID = LIBID
LIBOR = LIBOR (London Inter-Bank Offer)
MuniAAA = MuniAAA
OTHER = OTHER
Pfandbrief = Pfandbriefe
SONIA = SONIA
SWAP = SWAP
Treasury = Treasury
[233] StipulationType Values AMT = Alternative Minimum Tax (Y/N)
AUTOREINV = Auto Reinvestment at or better
BANKQUAL = Bank qualified (Y/N)
BGNCON = Bargain conditions (see StipulationValue (234) for values)
COUPON = Coupon range
CURRENCY = ISO Currency Code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT = Valuation Discount
INSURED = Insured (Y/N)
ISSUE = Year Or Year/Month of Issue (ex. 234=2002/09)
ISSUER = Issuer's ticker
ISSUESIZE = issue size range
LOOKBACK = Lookback Days
LOT = Explicit lot identifier
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT = Maturity Year And Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINDNOM = Minimum denomination
MININCR = Minimum increment
MINQTY = Minimum quantity
PAYFREQ = Payment frequency, calendar
PIECES = Number Of Pieces
PMAX = Pools Maximum
PPL = Pools per Lot
PPM = Pools per Million
PPT = Pools per Trade
PRICE = Price Range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (Y/N)
SECTOR = Market Sector
SECTYPE = Security Type included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform Text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC = Weighted Average Coupon - value in percent (exact or range) plus "Gross" or "Net" of servicing spread (the default) (ex. 234=6.5-Net [minimum of 6.5% net of servicing fee])
WAL = Weighted Average Life Coupon - value in percent (exact or range)
WALA = Weighted Average Loan Age - value in months (exact or range)
WAM = Weighted Average Maturity - value in months (exact or range)
WHOLE = Whole Pool (Y/N)
YIELD = Yield Range
AVFICO = Average FICO Score
AVSIZE = Average Loan Size
MAXBAL = Maximum Loan Balance
POOL = Pool Identifier
ROLLTYPE = Type of Roll trade
REFTRADE = reference to rolling or closing trade
REFPRIN = principal of rolling or closing trade
REFINT = interest of rolling or closing trade
AVAILQTY = Available offer quantity to be shown to the street
BROKERCRED = Broker's sales credit
INTERNALPX = Offer price to be shown to internal brokers
INTERNALQT = Offer quantity to be shown to internal brokers
LEAVEQTY = The minimum residual offer quantity
MAXORDQTY = Maximum order size
ORDRINCR = Order quantity increment
PRIMARY = Primary or Secondary market indicator
SALESCREDI = Broker sales credit override
TRADERCRED = Trader's credit
DISCOUNT = Discount Rate (when price is denominated in percent of par)
YTM = Yield to Maturity (when YieldType(235) and Yield(236) show a different yield)
ABS = Absolute Prepayment Speed
CPP = Constant Prepayment Penalty
CPR = Constant Prepayment Rate
CPY = Constant Prepayment Yield
HEP = final CPR of Home Equity Prepayment Curve
MHP = Percent of Manufactured Housing Prepayment Curve
MPR = Monthly Prepayment Rate
PPC = Percent of Prospectus Prepayment Curve
PSA = Percent of BMA Prepayment Curve
SMM = Single Monthly Mortality
AMT = Alternative Minimum Tax (Y/N)
AMT (y/n)
AUTOREINV = Auto Reinvestment at or better
BANKQUAL = Bank qualified (Y/N)
(y/n)
BGNCON = Bargain conditions (see StipulationValue Conditions– see (234) for values)
values
COUPON = Coupon range
CURRENCY = ISO Currency Code
code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % range Range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT = Valuation Discount
discount
INSURED = Insured (Y/N)
(y/n)
ISSUE = Year Or or Year/Month of Issue (ex. 234=2002/09)
ISSUER = Issuer's Issuer’s ticker
ISSUESIZE = issue size range
LOOKBACK = Lookback Days
days
LOT = Explicit lot identifier
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT = Maturity Year And and Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINQTY = Minimum quantity
MININCR = Minimum increment
MINDNOM = Minimum denomination
MININCR = Minimum increment
MINQTY = Minimum quantity
PAYFREQ = Payment frequency, calendar
PIECES = Number Of of Pieces
PMAX = Pools Maximum
PPL = Pools per Lot
PPM = Pools per Million
PPL = Pools per Lot
PPT = Pools per Trade
PRICE = Price Range
range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type Of Redemption - of redemption – values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (Y/N)
(y/n)
SECTOR = Market Sector
sector
SECTYPE = Security Type SecurityType included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform Text
text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC = Weighted Average Coupon - value Coupon:value in percent (exact or range) plus "Gross" ‘Gross’ or "Net" ‘Net’ of servicing spread (the default) (ex. 234=6.5-Net 5- Net [minimum of 6.5% net of servicing fee])
WAL = Weighted Average Life Coupon - Coupon: value in percent (exact or range)
WALA = Weighted Average Loan Age - Age: value in months (exact or range)
WAM = Weighted Average Maturity - : value in months (exact or range)
WHOLE = Whole Pool (Y/N)
(y/n)
YIELD = Yield Range
AVFICO = Average FICO Score
AVSIZE = Average Loan Size
MAXBAL = Maximum Loan Balance
POOL = Pool Identifier
ROLLTYPE = Type of Roll trade
REFTRADE = reference to rolling or closing trade
REFPRIN = principal of rolling or closing trade
REFINT = interest of rolling or closing trade
AVAILQTY = Available offer quantity to be shown to the street
BROKERCRED = Broker's sales credit
INTERNALPX = Offer price to be shown to internal brokers
INTERNALQT = Offer quantity to be shown to internal brokers
LEAVEQTY = The minimum residual offer quantity
MAXORDQTY = Maximum order size
ORDRINCR = Order quantity increment
PRIMARY = Primary or Secondary market indicator
SALESCREDI = Broker sales credit override
TRADERCRED = Trader's credit
DISCOUNT = Discount Rate (when price is denominated in percent of par)
YTM = Yield to Maturity (when YieldType(235) and Yield(236) show a different yield)
ABS = Absolute Prepayment Speed
CPP = Constant Prepayment Penalty
CPR = Constant Prepayment Rate
CPY = Constant Prepayment Yield
HEP = final CPR of Home Equity Prepayment Curve
MHP = Percent of Manufactured Housing Prepayment Curve
MPR = Monthly Prepayment Rate
PPC = Percent of Prospectus Prepayment Curve
PSA = Percent of BMA Prepayment Curve
SMM = Single Monthly Mortality
range
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
[625] TradingSessionSubID Values 1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent
1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent
[716] SettlSessID Values ITD = Intraday
RTH = Regular Trading Hours
ETH = Electronic Trading Hours
EOD = End Of Day
ITD = Intraday
RTH = Regular Trading Hours
ETH = Electronic Trading Hours
EOD = End Of Day

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Locate/Lending Firm (for short-sales)
9 = Fund Manager manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side buyside firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
Sub custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
Trader
37 = Contra trader
Trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra
Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
[803] PartySubIDType Values 1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
18 = Registered address
19 = Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
address (inclusive of street address, location, and postal code)
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18 = Registered address
19 = Fund account Fund/account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
/ Desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
Account Type
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (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)
Specification
J = Option Options Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
UST FUT = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Future
OPT
= US Treasury Bill (Deprecated Value Use TBILL)
Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)

COFO = Certificate Of of Obligation
COFP = Certificate Of of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multileg Instrument
Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
[854] QtyType Values 0 = Units (shares, par, currency)
1 = Contracts (if used - must specify ContractMultiplier (tag 231))
2 = Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997))
0 = Units (shares, par, currency)
1 = Contracts (if used - must should specify ContractMultiplier (tag 231))
2 = Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997))
[770] TrdRegTimestampType Values 1 = Execution Time
2 = Time In
3 = Time Out
4 = Broker Receipt
5 = Broker Execution
6 = Desk Receipt
1 = Execution Time
2 = Time In
3 = Time Out
4 = Broker Receipt
5 = Broker Execution
6 = Desk Receipt
[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
[423] PriceType Values 1 = Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed amount (absolute value)
4 = Discount - percentage points below par
5 = Premium - percentage points over par
6 = Spread (basis points spread)
7 = TED Price
8 = TED Yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
1 = Percentage (i.e.(e.g. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed amount Amount (absolute value)
4 = Discount - percentage points below par
5 = Premium - percentage points over par
6 = Spread (basis points spread)
Spread
7 = TED Price
price
8 = TED Yield
yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
[221] BenchmarkCurveName Values EONIA = EONIA
EUREPO = EUREPO
Euribor = Euribor
FutureSWAP = FutureSWAP
LIBID = LIBID
LIBOR = LIBOR (London Inter-Bank Offer)
MuniAAA = MuniAAA
OTHER = OTHER
Pfandbrief = Pfandbriefe
SONIA = SONIA
SWAP = SWAP
Treasury = Treasury
EONIA = EONIA
EUREPO = EUREPO
Euribor = Euribor
FutureSWAP = FutureSWAP
LIBID = LIBID
LIBOR = LIBOR (London Inter-Bank Offer)
MuniAAA = MuniAAA
OTHER = OTHER
Pfandbrief = Pfandbriefe
SONIA = SONIA
SWAP = SWAP
Treasury = Treasury
[233] StipulationType Values AMT = Alternative Minimum Tax (Y/N)
AUTOREINV = Auto Reinvestment at or better
BANKQUAL = Bank qualified (Y/N)
BGNCON = Bargain conditions (see StipulationValue (234) for values)
COUPON = Coupon range
CURRENCY = ISO Currency Code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT = Valuation Discount
INSURED = Insured (Y/N)
ISSUE = Year Or Year/Month of Issue (ex. 234=2002/09)
ISSUER = Issuer's ticker
ISSUESIZE = issue size range
LOOKBACK = Lookback Days
LOT = Explicit lot identifier
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT = Maturity Year And Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINDNOM = Minimum denomination
MININCR = Minimum increment
MINQTY = Minimum quantity
PAYFREQ = Payment frequency, calendar
PIECES = Number Of Pieces
PMAX = Pools Maximum
PPL = Pools per Lot
PPM = Pools per Million
PPT = Pools per Trade
PRICE = Price Range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (Y/N)
SECTOR = Market Sector
SECTYPE = Security Type included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform Text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC = Weighted Average Coupon - value in percent (exact or range) plus "Gross" or "Net" of servicing spread (the default) (ex. 234=6.5-Net [minimum of 6.5% net of servicing fee])
WAL = Weighted Average Life Coupon - value in percent (exact or range)
WALA = Weighted Average Loan Age - value in months (exact or range)
WAM = Weighted Average Maturity - value in months (exact or range)
WHOLE = Whole Pool (Y/N)
YIELD = Yield Range
AVFICO = Average FICO Score
AVSIZE = Average Loan Size
MAXBAL = Maximum Loan Balance
POOL = Pool Identifier
ROLLTYPE = Type of Roll trade
REFTRADE = reference to rolling or closing trade
REFPRIN = principal of rolling or closing trade
REFINT = interest of rolling or closing trade
AVAILQTY = Available offer quantity to be shown to the street
BROKERCRED = Broker's sales credit
INTERNALPX = Offer price to be shown to internal brokers
INTERNALQT = Offer quantity to be shown to internal brokers
LEAVEQTY = The minimum residual offer quantity
MAXORDQTY = Maximum order size
ORDRINCR = Order quantity increment
PRIMARY = Primary or Secondary market indicator
SALESCREDI = Broker sales credit override
TRADERCRED = Trader's credit
DISCOUNT = Discount Rate (when price is denominated in percent of par)
YTM = Yield to Maturity (when YieldType(235) and Yield(236) show a different yield)
ABS = Absolute Prepayment Speed
CPP = Constant Prepayment Penalty
CPR = Constant Prepayment Rate
CPY = Constant Prepayment Yield
HEP = final CPR of Home Equity Prepayment Curve
MHP = Percent of Manufactured Housing Prepayment Curve
MPR = Monthly Prepayment Rate
PPC = Percent of Prospectus Prepayment Curve
PSA = Percent of BMA Prepayment Curve
SMM = Single Monthly Mortality
AMT = Alternative Minimum Tax (Y/N)
AMT (y/n)
AUTOREINV = Auto Reinvestment at or better
BANKQUAL = Bank qualified (Y/N)
(y/n)
BGNCON = Bargain conditions (see StipulationValue Conditions– see (234) for values)
values
COUPON = Coupon range
CURRENCY = ISO Currency Code
code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % range Range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT = Valuation Discount
discount
INSURED = Insured (Y/N)
(y/n)
ISSUE = Year Or or Year/Month of Issue (ex. 234=2002/09)
ISSUER = Issuer's Issuer’s ticker
ISSUESIZE = issue size range
LOOKBACK = Lookback Days
days
LOT = Explicit lot identifier
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT = Maturity Year And and Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINQTY = Minimum quantity
MININCR = Minimum increment
MINDNOM = Minimum denomination
MININCR = Minimum increment
MINQTY = Minimum quantity
PAYFREQ = Payment frequency, calendar
PIECES = Number Of of Pieces
PMAX = Pools Maximum
PPL = Pools per Lot
PPM = Pools per Million
PPL = Pools per Lot
PPT = Pools per Trade
PRICE = Price Range
range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type Of Redemption - of redemption – values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (Y/N)
(y/n)
SECTOR = Market Sector
sector
SECTYPE = Security Type SecurityType included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform Text
text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC = Weighted Average Coupon - value Coupon:value in percent (exact or range) plus "Gross" ‘Gross’ or "Net" ‘Net’ of servicing spread (the default) (ex. 234=6.5-Net 5- Net [minimum of 6.5% net of servicing fee])
WAL = Weighted Average Life Coupon - Coupon: value in percent (exact or range)
WALA = Weighted Average Loan Age - Age: value in months (exact or range)
WAM = Weighted Average Maturity - : value in months (exact or range)
WHOLE = Whole Pool (Y/N)
(y/n)
YIELD = Yield Range
AVFICO = Average FICO Score
AVSIZE = Average Loan Size
MAXBAL = Maximum Loan Balance
POOL = Pool Identifier
ROLLTYPE = Type of Roll trade
REFTRADE = reference to rolling or closing trade
REFPRIN = principal of rolling or closing trade
REFINT = interest of rolling or closing trade
AVAILQTY = Available offer quantity to be shown to the street
BROKERCRED = Broker's sales credit
INTERNALPX = Offer price to be shown to internal brokers
INTERNALQT = Offer quantity to be shown to internal brokers
LEAVEQTY = The minimum residual offer quantity
MAXORDQTY = Maximum order size
ORDRINCR = Order quantity increment
PRIMARY = Primary or Secondary market indicator
SALESCREDI = Broker sales credit override
TRADERCRED = Trader's credit
DISCOUNT = Discount Rate (when price is denominated in percent of par)
YTM = Yield to Maturity (when YieldType(235) and Yield(236) show a different yield)
ABS = Absolute Prepayment Speed
CPP = Constant Prepayment Penalty
CPR = Constant Prepayment Rate
CPY = Constant Prepayment Yield
HEP = final CPR of Home Equity Prepayment Curve
MHP = Percent of Manufactured Housing Prepayment Curve
MPR = Monthly Prepayment Rate
PPC = Percent of Prospectus Prepayment Curve
PSA = Percent of BMA Prepayment Curve
SMM = Single Monthly Mortality
range
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
[625] TradingSessionSubID Values 1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent
1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent
[716] SettlSessID Values ITD = Intraday
RTH = Regular Trading Hours
ETH = Electronic Trading Hours
EOD = End Of Day
ITD = Intraday
RTH = Regular Trading Hours
ETH = Electronic Trading Hours
EOD = End Of Day

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[902] CollAsgnID Reqd Optional OptionalMandatory
[895] CollAsgnReason Reqd Optional OptionalMandatory
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Locate/Lending Firm (for short-sales)
9 = Fund Manager manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side buyside firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
Sub custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
Trader
37 = Contra trader
Trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra
Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
[803] PartySubIDType Values 1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
18 = Registered address
19 = Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
address (inclusive of street address, location, and postal code)
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18 = Registered address
19 = Fund account Fund/account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
/ Desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
Account Type
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (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)
Specification
J = Option Options Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
UST FUT = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Future
OPT
= US Treasury Bill (Deprecated Value Use TBILL)
Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)

COFO = Certificate Of of Obligation
COFP = Certificate Of of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multileg Instrument
Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
[854] QtyType Values 0 = Units (shares, par, currency)
1 = Contracts (if used - must specify ContractMultiplier (tag 231))
2 = Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997))
0 = Units (shares, par, currency)
1 = Contracts (if used - must should specify ContractMultiplier (tag 231))
2 = Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997))
[770] TrdRegTimestampType Values 1 = Execution Time
2 = Time In
3 = Time Out
4 = Broker Receipt
5 = Broker Execution
6 = Desk Receipt
1 = Execution Time
2 = Time In
3 = Time Out
4 = Broker Receipt
5 = Broker Execution
6 = Desk Receipt
[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
[423] PriceType Values 1 = Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed amount (absolute value)
4 = Discount - percentage points below par
5 = Premium - percentage points over par
6 = Spread (basis points spread)
7 = TED Price
8 = TED Yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
1 = Percentage (i.e.(e.g. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed amount Amount (absolute value)
4 = Discount - percentage points below par
5 = Premium - percentage points over par
6 = Spread (basis points spread)
Spread
7 = TED Price
price
8 = TED Yield
yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
[221] BenchmarkCurveName Values EONIA = EONIA
EUREPO = EUREPO
Euribor = Euribor
FutureSWAP = FutureSWAP
LIBID = LIBID
LIBOR = LIBOR (London Inter-Bank Offer)
MuniAAA = MuniAAA
OTHER = OTHER
Pfandbrief = Pfandbriefe
SONIA = SONIA
SWAP = SWAP
Treasury = Treasury
EONIA = EONIA
EUREPO = EUREPO
Euribor = Euribor
FutureSWAP = FutureSWAP
LIBID = LIBID
LIBOR = LIBOR (London Inter-Bank Offer)
MuniAAA = MuniAAA
OTHER = OTHER
Pfandbrief = Pfandbriefe
SONIA = SONIA
SWAP = SWAP
Treasury = Treasury
[233] StipulationType Values AMT = Alternative Minimum Tax (Y/N)
AUTOREINV = Auto Reinvestment at or better
BANKQUAL = Bank qualified (Y/N)
BGNCON = Bargain conditions (see StipulationValue (234) for values)
COUPON = Coupon range
CURRENCY = ISO Currency Code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT = Valuation Discount
INSURED = Insured (Y/N)
ISSUE = Year Or Year/Month of Issue (ex. 234=2002/09)
ISSUER = Issuer's ticker
ISSUESIZE = issue size range
LOOKBACK = Lookback Days
LOT = Explicit lot identifier
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT = Maturity Year And Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINDNOM = Minimum denomination
MININCR = Minimum increment
MINQTY = Minimum quantity
PAYFREQ = Payment frequency, calendar
PIECES = Number Of Pieces
PMAX = Pools Maximum
PPL = Pools per Lot
PPM = Pools per Million
PPT = Pools per Trade
PRICE = Price Range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (Y/N)
SECTOR = Market Sector
SECTYPE = Security Type included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform Text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC = Weighted Average Coupon - value in percent (exact or range) plus "Gross" or "Net" of servicing spread (the default) (ex. 234=6.5-Net [minimum of 6.5% net of servicing fee])
WAL = Weighted Average Life Coupon - value in percent (exact or range)
WALA = Weighted Average Loan Age - value in months (exact or range)
WAM = Weighted Average Maturity - value in months (exact or range)
WHOLE = Whole Pool (Y/N)
YIELD = Yield Range
AVFICO = Average FICO Score
AVSIZE = Average Loan Size
MAXBAL = Maximum Loan Balance
POOL = Pool Identifier
ROLLTYPE = Type of Roll trade
REFTRADE = reference to rolling or closing trade
REFPRIN = principal of rolling or closing trade
REFINT = interest of rolling or closing trade
AVAILQTY = Available offer quantity to be shown to the street
BROKERCRED = Broker's sales credit
INTERNALPX = Offer price to be shown to internal brokers
INTERNALQT = Offer quantity to be shown to internal brokers
LEAVEQTY = The minimum residual offer quantity
MAXORDQTY = Maximum order size
ORDRINCR = Order quantity increment
PRIMARY = Primary or Secondary market indicator
SALESCREDI = Broker sales credit override
TRADERCRED = Trader's credit
DISCOUNT = Discount Rate (when price is denominated in percent of par)
YTM = Yield to Maturity (when YieldType(235) and Yield(236) show a different yield)
ABS = Absolute Prepayment Speed
CPP = Constant Prepayment Penalty
CPR = Constant Prepayment Rate
CPY = Constant Prepayment Yield
HEP = final CPR of Home Equity Prepayment Curve
MHP = Percent of Manufactured Housing Prepayment Curve
MPR = Monthly Prepayment Rate
PPC = Percent of Prospectus Prepayment Curve
PSA = Percent of BMA Prepayment Curve
SMM = Single Monthly Mortality
AMT = Alternative Minimum Tax (Y/N)
AMT (y/n)
AUTOREINV = Auto Reinvestment at or better
BANKQUAL = Bank qualified (Y/N)
(y/n)
BGNCON = Bargain conditions (see StipulationValue Conditions– see (234) for values)
values
COUPON = Coupon range
CURRENCY = ISO Currency Code
code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % range Range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT = Valuation Discount
discount
INSURED = Insured (Y/N)
(y/n)
ISSUE = Year Or or Year/Month of Issue (ex. 234=2002/09)
ISSUER = Issuer's Issuer’s ticker
ISSUESIZE = issue size range
LOOKBACK = Lookback Days
days
LOT = Explicit lot identifier
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT = Maturity Year And and Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINQTY = Minimum quantity
MININCR = Minimum increment
MINDNOM = Minimum denomination
MININCR = Minimum increment
MINQTY = Minimum quantity
PAYFREQ = Payment frequency, calendar
PIECES = Number Of of Pieces
PMAX = Pools Maximum
PPL = Pools per Lot
PPM = Pools per Million
PPL = Pools per Lot
PPT = Pools per Trade
PRICE = Price Range
range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type Of Redemption - of redemption – values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (Y/N)
(y/n)
SECTOR = Market Sector
sector
SECTYPE = Security Type SecurityType included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform Text
text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC = Weighted Average Coupon - value Coupon:value in percent (exact or range) plus "Gross" ‘Gross’ or "Net" ‘Net’ of servicing spread (the default) (ex. 234=6.5-Net 5- Net [minimum of 6.5% net of servicing fee])
WAL = Weighted Average Life Coupon - Coupon: value in percent (exact or range)
WALA = Weighted Average Loan Age - Age: value in months (exact or range)
WAM = Weighted Average Maturity - : value in months (exact or range)
WHOLE = Whole Pool (Y/N)
(y/n)
YIELD = Yield Range
AVFICO = Average FICO Score
AVSIZE = Average Loan Size
MAXBAL = Maximum Loan Balance
POOL = Pool Identifier
ROLLTYPE = Type of Roll trade
REFTRADE = reference to rolling or closing trade
REFPRIN = principal of rolling or closing trade
REFINT = interest of rolling or closing trade
AVAILQTY = Available offer quantity to be shown to the street
BROKERCRED = Broker's sales credit
INTERNALPX = Offer price to be shown to internal brokers
INTERNALQT = Offer quantity to be shown to internal brokers
LEAVEQTY = The minimum residual offer quantity
MAXORDQTY = Maximum order size
ORDRINCR = Order quantity increment
PRIMARY = Primary or Secondary market indicator
SALESCREDI = Broker sales credit override
TRADERCRED = Trader's credit
DISCOUNT = Discount Rate (when price is denominated in percent of par)
YTM = Yield to Maturity (when YieldType(235) and Yield(236) show a different yield)
ABS = Absolute Prepayment Speed
CPP = Constant Prepayment Penalty
CPR = Constant Prepayment Rate
CPY = Constant Prepayment Yield
HEP = final CPR of Home Equity Prepayment Curve
MHP = Percent of Manufactured Housing Prepayment Curve
MPR = Monthly Prepayment Rate
PPC = Percent of Prospectus Prepayment Curve
PSA = Percent of BMA Prepayment Curve
SMM = Single Monthly Mortality
range

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (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)
Specification
J = Option Options Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
UST FUT = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Future
OPT
= US Treasury Bill (Deprecated Value Use TBILL)
Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)

COFO = Certificate Of of Obligation
COFP = Certificate Of of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multileg Instrument
Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[297] QuoteStatus Values 0 = Accepted
1 = Cancel for Symbol(s)
2 = Canceled for Security Type(s)
3 = Canceled for Underlying
4 = Canceled All
5 = Rejected
6 = Removed from Market
7 = Expired
8 = Query
9 = Quote Not Found
10 = Pending
11 = Pass
12 = Locked Market Warning
13 = Cross Market Warning
14 = Canceled Due To Lock Market
15 = Canceled Due To Cross Market
16 = Active
17 = Canceled
18 = Unsolicited Quote Replenishment
19 = Pending End Trade
20 = Too Late to End
0 = Accepted
1 = Cancel Canceled for Symbol(s)
2 = Canceled for Security Type(s)
3 = Canceled for Underlying
4 = Canceled All
5 = Rejected
6 = Removed from Market
7 = Expired
8 = Query
9 = Quote Not Found
10 = Pending
11 = Pass
12 = Locked Market Warning
13 = Cross Market Warning
14 = Canceled Due To Lock Market
due to lock market
15 = Canceled Due To Cross Market
16 = Active
17 = Canceled
18 = Unsolicited Quote Replenishment
19 = Pending End Trade
20 = Too Late
due to End
cross market
[300] QuoteRejectReason Values 1 = Unknown Symbol (security)
2 = Exchange (Security) closed
3 = Quote Request exceeds limit
4 = Too late to enter
5 = Unknown Quote
6 = Duplicate Quote
7 = Invalid bid/ask spread
8 = Invalid price
9 = Not authorized to quote security
10 = Price exceeds current price band
11 = Quote Locked - Unable to Update/Cancel
99 = Other
1 = Unknown Symbol (security)
symbol (Security)
2 = Exchange (Security) closed
3 = Quote Request exceeds limit
4 = Too late to enter
5 = Unknown Quote
6 = Duplicate Quote
7 = Invalid bid/ask spread
8 = Invalid price
9 = Not authorized to quote security
10 = Price exceeds current price band
11 = Quote Locked - Unable to Update/Cancel
99 = Other
[301] QuoteResponseLevel Values 0 = No Acknowledgement
1 = Acknowledge only negative or erroneous quotes
2 = Acknowledge each quote messages
3 = Summary Acknowledgement
0 = No Acknowledgement
Acknowledgement (Default)
1 = Acknowledge only negative or erroneous quotes
2 = Acknowledge each quote messages
3 = Summary Acknowledgement
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Locate/Lending Firm (for short-sales)
9 = Fund Manager manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side buyside firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
Sub custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
Trader
37 = Contra trader
Trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra
Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
[803] PartySubIDType Values 1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
18 = Registered address
19 = Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
address (inclusive of street address, location, and postal code)
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18 = Registered address
19 = Fund account Fund/account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
/ Desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
Account Type
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (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)
Specification
J = Option Options Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
UST FUT = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Future
OPT
= US Treasury Bill (Deprecated Value Use TBILL)
Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)

COFO = Certificate Of of Obligation
COFP = Certificate Of of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multileg Instrument
Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
[625] TradingSessionSubID Values 1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent
1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent
[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
5 = Market On Close (No longer used)
limit
6 = With Or Without
or without
7 = Limit Or Better
or better (Deprecated)
8 = Limit With Or Without
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)
basis
D = Previously Quoted
quoted
E = Previously Indicated
F = Forex Limit (No longer used)
indicated
G = Forex - Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit day order Day Order with unexecuted portion handles handled as Market On Close. E.g. Japan)
J = Market If Touched (MIT)
K = Market With Left Over with Leftover as Limit (market order with then unexecuted quantity becoming becomes limit order at last price)
L = Previous Fund Valuation Point (Historic pricing; for pricing) (for CIV)
M = Next Fund Valuation Point (Forward pricing; for –(Forward pricing) (for CIV)
P = Pegged
Q = Counter-order selection

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[912] LastRptRequested Values N = Not last message
Y = Last message
N = Not last message
Y = Last message
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Locate/Lending Firm (for short-sales)
9 = Fund Manager manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side buyside firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
Sub custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
Trader
37 = Contra trader
Trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra
Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
[803] PartySubIDType Values 1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
18 = Registered address
19 = Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
address (inclusive of street address, location, and postal code)
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18 = Registered address
19 = Fund account Fund/account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
/ Desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
Account Type
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (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)
Specification
J = Option Options Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
UST FUT = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Future
OPT
= US Treasury Bill (Deprecated Value Use TBILL)
Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)

COFO = Certificate Of of Obligation
COFP = Certificate Of of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multileg Instrument
Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
[854] QtyType Values 0 = Units (shares, par, currency)
1 = Contracts (if used - must specify ContractMultiplier (tag 231))
2 = Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997))
0 = Units (shares, par, currency)
1 = Contracts (if used - must should specify ContractMultiplier (tag 231))
2 = Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997))
[770] TrdRegTimestampType Values 1 = Execution Time
2 = Time In
3 = Time Out
4 = Broker Receipt
5 = Broker Execution
6 = Desk Receipt
1 = Execution Time
2 = Time In
3 = Time Out
4 = Broker Receipt
5 = Broker Execution
6 = Desk Receipt
[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
[423] PriceType Values 1 = Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed amount (absolute value)
4 = Discount - percentage points below par
5 = Premium - percentage points over par
6 = Spread (basis points spread)
7 = TED Price
8 = TED Yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
1 = Percentage (i.e.(e.g. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed amount Amount (absolute value)
4 = Discount - percentage points below par
5 = Premium - percentage points over par
6 = Spread (basis points spread)
Spread
7 = TED Price
price
8 = TED Yield
yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
[221] BenchmarkCurveName Values EONIA = EONIA
EUREPO = EUREPO
Euribor = Euribor
FutureSWAP = FutureSWAP
LIBID = LIBID
LIBOR = LIBOR (London Inter-Bank Offer)
MuniAAA = MuniAAA
OTHER = OTHER
Pfandbrief = Pfandbriefe
SONIA = SONIA
SWAP = SWAP
Treasury = Treasury
EONIA = EONIA
EUREPO = EUREPO
Euribor = Euribor
FutureSWAP = FutureSWAP
LIBID = LIBID
LIBOR = LIBOR (London Inter-Bank Offer)
MuniAAA = MuniAAA
OTHER = OTHER
Pfandbrief = Pfandbriefe
SONIA = SONIA
SWAP = SWAP
Treasury = Treasury
[233] StipulationType Values AMT = Alternative Minimum Tax (Y/N)
AUTOREINV = Auto Reinvestment at or better
BANKQUAL = Bank qualified (Y/N)
BGNCON = Bargain conditions (see StipulationValue (234) for values)
COUPON = Coupon range
CURRENCY = ISO Currency Code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT = Valuation Discount
INSURED = Insured (Y/N)
ISSUE = Year Or Year/Month of Issue (ex. 234=2002/09)
ISSUER = Issuer's ticker
ISSUESIZE = issue size range
LOOKBACK = Lookback Days
LOT = Explicit lot identifier
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT = Maturity Year And Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINDNOM = Minimum denomination
MININCR = Minimum increment
MINQTY = Minimum quantity
PAYFREQ = Payment frequency, calendar
PIECES = Number Of Pieces
PMAX = Pools Maximum
PPL = Pools per Lot
PPM = Pools per Million
PPT = Pools per Trade
PRICE = Price Range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (Y/N)
SECTOR = Market Sector
SECTYPE = Security Type included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform Text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC = Weighted Average Coupon - value in percent (exact or range) plus "Gross" or "Net" of servicing spread (the default) (ex. 234=6.5-Net [minimum of 6.5% net of servicing fee])
WAL = Weighted Average Life Coupon - value in percent (exact or range)
WALA = Weighted Average Loan Age - value in months (exact or range)
WAM = Weighted Average Maturity - value in months (exact or range)
WHOLE = Whole Pool (Y/N)
YIELD = Yield Range
AVFICO = Average FICO Score
AVSIZE = Average Loan Size
MAXBAL = Maximum Loan Balance
POOL = Pool Identifier
ROLLTYPE = Type of Roll trade
REFTRADE = reference to rolling or closing trade
REFPRIN = principal of rolling or closing trade
REFINT = interest of rolling or closing trade
AVAILQTY = Available offer quantity to be shown to the street
BROKERCRED = Broker's sales credit
INTERNALPX = Offer price to be shown to internal brokers
INTERNALQT = Offer quantity to be shown to internal brokers
LEAVEQTY = The minimum residual offer quantity
MAXORDQTY = Maximum order size
ORDRINCR = Order quantity increment
PRIMARY = Primary or Secondary market indicator
SALESCREDI = Broker sales credit override
TRADERCRED = Trader's credit
DISCOUNT = Discount Rate (when price is denominated in percent of par)
YTM = Yield to Maturity (when YieldType(235) and Yield(236) show a different yield)
ABS = Absolute Prepayment Speed
CPP = Constant Prepayment Penalty
CPR = Constant Prepayment Rate
CPY = Constant Prepayment Yield
HEP = final CPR of Home Equity Prepayment Curve
MHP = Percent of Manufactured Housing Prepayment Curve
MPR = Monthly Prepayment Rate
PPC = Percent of Prospectus Prepayment Curve
PSA = Percent of BMA Prepayment Curve
SMM = Single Monthly Mortality
AMT = Alternative Minimum Tax (Y/N)
AMT (y/n)
AUTOREINV = Auto Reinvestment at or better
BANKQUAL = Bank qualified (Y/N)
(y/n)
BGNCON = Bargain conditions (see StipulationValue Conditions– see (234) for values)
values
COUPON = Coupon range
CURRENCY = ISO Currency Code
code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % range Range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT = Valuation Discount
discount
INSURED = Insured (Y/N)
(y/n)
ISSUE = Year Or or Year/Month of Issue (ex. 234=2002/09)
ISSUER = Issuer's Issuer’s ticker
ISSUESIZE = issue size range
LOOKBACK = Lookback Days
days
LOT = Explicit lot identifier
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT = Maturity Year And and Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINQTY = Minimum quantity
MININCR = Minimum increment
MINDNOM = Minimum denomination
MININCR = Minimum increment
MINQTY = Minimum quantity
PAYFREQ = Payment frequency, calendar
PIECES = Number Of of Pieces
PMAX = Pools Maximum
PPL = Pools per Lot
PPM = Pools per Million
PPL = Pools per Lot
PPT = Pools per Trade
PRICE = Price Range
range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type Of Redemption - of redemption – values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (Y/N)
(y/n)
SECTOR = Market Sector
sector
SECTYPE = Security Type SecurityType included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform Text
text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC = Weighted Average Coupon - value Coupon:value in percent (exact or range) plus "Gross" ‘Gross’ or "Net" ‘Net’ of servicing spread (the default) (ex. 234=6.5-Net 5- Net [minimum of 6.5% net of servicing fee])
WAL = Weighted Average Life Coupon - Coupon: value in percent (exact or range)
WALA = Weighted Average Loan Age - Age: value in months (exact or range)
WAM = Weighted Average Maturity - : value in months (exact or range)
WHOLE = Whole Pool (Y/N)
(y/n)
YIELD = Yield Range
AVFICO = Average FICO Score
AVSIZE = Average Loan Size
MAXBAL = Maximum Loan Balance
POOL = Pool Identifier
ROLLTYPE = Type of Roll trade
REFTRADE = reference to rolling or closing trade
REFPRIN = principal of rolling or closing trade
REFINT = interest of rolling or closing trade
AVAILQTY = Available offer quantity to be shown to the street
BROKERCRED = Broker's sales credit
INTERNALPX = Offer price to be shown to internal brokers
INTERNALQT = Offer quantity to be shown to internal brokers
LEAVEQTY = The minimum residual offer quantity
MAXORDQTY = Maximum order size
ORDRINCR = Order quantity increment
PRIMARY = Primary or Secondary market indicator
SALESCREDI = Broker sales credit override
TRADERCRED = Trader's credit
DISCOUNT = Discount Rate (when price is denominated in percent of par)
YTM = Yield to Maturity (when YieldType(235) and Yield(236) show a different yield)
ABS = Absolute Prepayment Speed
CPP = Constant Prepayment Penalty
CPR = Constant Prepayment Rate
CPY = Constant Prepayment Yield
HEP = final CPR of Home Equity Prepayment Curve
MHP = Percent of Manufactured Housing Prepayment Curve
MPR = Monthly Prepayment Rate
PPC = Percent of Prospectus Prepayment Curve
PSA = Percent of BMA Prepayment Curve
SMM = Single Monthly Mortality
range
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
[625] TradingSessionSubID Values 1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent
1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent
[716] SettlSessID Values ITD = Intraday
RTH = Regular Trading Hours
ETH = Electronic Trading Hours
EOD = End Of Day
ITD = Intraday
RTH = Regular Trading Hours
ETH = Electronic Trading Hours
EOD = End Of Day

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Locate/Lending Firm (for short-sales)
9 = Fund Manager manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side buyside firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
Sub custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
Trader
37 = Contra trader
Trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra
Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
[803] PartySubIDType Values 1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
18 = Registered address
19 = Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
address (inclusive of street address, location, and postal code)
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18 = Registered address
19 = Fund account Fund/account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
/ Desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
Account Type
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (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)
Specification
J = Option Options Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
UST FUT = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Future
OPT
= US Treasury Bill (Deprecated Value Use TBILL)
Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)

COFO = Certificate Of of Obligation
COFP = Certificate Of of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multileg Instrument
Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
[854] QtyType Values 0 = Units (shares, par, currency)
1 = Contracts (if used - must specify ContractMultiplier (tag 231))
2 = Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997))
0 = Units (shares, par, currency)
1 = Contracts (if used - must should specify ContractMultiplier (tag 231))
2 = Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997))
[770] TrdRegTimestampType Values 1 = Execution Time
2 = Time In
3 = Time Out
4 = Broker Receipt
5 = Broker Execution
6 = Desk Receipt
1 = Execution Time
2 = Time In
3 = Time Out
4 = Broker Receipt
5 = Broker Execution
6 = Desk Receipt
[423] PriceType Values 1 = Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed amount (absolute value)
4 = Discount - percentage points below par
5 = Premium - percentage points over par
6 = Spread (basis points spread)
7 = TED Price
8 = TED Yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
1 = Percentage (i.e.(e.g. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed amount Amount (absolute value)
4 = Discount - percentage points below par
5 = Premium - percentage points over par
6 = Spread (basis points spread)
Spread
7 = TED Price
price
8 = TED Yield
yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
[221] BenchmarkCurveName Values EONIA = EONIA
EUREPO = EUREPO
Euribor = Euribor
FutureSWAP = FutureSWAP
LIBID = LIBID
LIBOR = LIBOR (London Inter-Bank Offer)
MuniAAA = MuniAAA
OTHER = OTHER
Pfandbrief = Pfandbriefe
SONIA = SONIA
SWAP = SWAP
Treasury = Treasury
EONIA = EONIA
EUREPO = EUREPO
Euribor = Euribor
FutureSWAP = FutureSWAP
LIBID = LIBID
LIBOR = LIBOR (London Inter-Bank Offer)
MuniAAA = MuniAAA
OTHER = OTHER
Pfandbrief = Pfandbriefe
SONIA = SONIA
SWAP = SWAP
Treasury = Treasury
[233] StipulationType Values AMT = Alternative Minimum Tax (Y/N)
AUTOREINV = Auto Reinvestment at or better
BANKQUAL = Bank qualified (Y/N)
BGNCON = Bargain conditions (see StipulationValue (234) for values)
COUPON = Coupon range
CURRENCY = ISO Currency Code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT = Valuation Discount
INSURED = Insured (Y/N)
ISSUE = Year Or Year/Month of Issue (ex. 234=2002/09)
ISSUER = Issuer's ticker
ISSUESIZE = issue size range
LOOKBACK = Lookback Days
LOT = Explicit lot identifier
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT = Maturity Year And Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINDNOM = Minimum denomination
MININCR = Minimum increment
MINQTY = Minimum quantity
PAYFREQ = Payment frequency, calendar
PIECES = Number Of Pieces
PMAX = Pools Maximum
PPL = Pools per Lot
PPM = Pools per Million
PPT = Pools per Trade
PRICE = Price Range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (Y/N)
SECTOR = Market Sector
SECTYPE = Security Type included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform Text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC = Weighted Average Coupon - value in percent (exact or range) plus "Gross" or "Net" of servicing spread (the default) (ex. 234=6.5-Net [minimum of 6.5% net of servicing fee])
WAL = Weighted Average Life Coupon - value in percent (exact or range)
WALA = Weighted Average Loan Age - value in months (exact or range)
WAM = Weighted Average Maturity - value in months (exact or range)
WHOLE = Whole Pool (Y/N)
YIELD = Yield Range
AVFICO = Average FICO Score
AVSIZE = Average Loan Size
MAXBAL = Maximum Loan Balance
POOL = Pool Identifier
ROLLTYPE = Type of Roll trade
REFTRADE = reference to rolling or closing trade
REFPRIN = principal of rolling or closing trade
REFINT = interest of rolling or closing trade
AVAILQTY = Available offer quantity to be shown to the street
BROKERCRED = Broker's sales credit
INTERNALPX = Offer price to be shown to internal brokers
INTERNALQT = Offer quantity to be shown to internal brokers
LEAVEQTY = The minimum residual offer quantity
MAXORDQTY = Maximum order size
ORDRINCR = Order quantity increment
PRIMARY = Primary or Secondary market indicator
SALESCREDI = Broker sales credit override
TRADERCRED = Trader's credit
DISCOUNT = Discount Rate (when price is denominated in percent of par)
YTM = Yield to Maturity (when YieldType(235) and Yield(236) show a different yield)
ABS = Absolute Prepayment Speed
CPP = Constant Prepayment Penalty
CPR = Constant Prepayment Rate
CPY = Constant Prepayment Yield
HEP = final CPR of Home Equity Prepayment Curve
MHP = Percent of Manufactured Housing Prepayment Curve
MPR = Monthly Prepayment Rate
PPC = Percent of Prospectus Prepayment Curve
PSA = Percent of BMA Prepayment Curve
SMM = Single Monthly Mortality
AMT = Alternative Minimum Tax (Y/N)
AMT (y/n)
AUTOREINV = Auto Reinvestment at or better
BANKQUAL = Bank qualified (Y/N)
(y/n)
BGNCON = Bargain conditions (see StipulationValue Conditions– see (234) for values)
values
COUPON = Coupon range
CURRENCY = ISO Currency Code
code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % range Range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT = Valuation Discount
discount
INSURED = Insured (Y/N)
(y/n)
ISSUE = Year Or or Year/Month of Issue (ex. 234=2002/09)
ISSUER = Issuer's Issuer’s ticker
ISSUESIZE = issue size range
LOOKBACK = Lookback Days
days
LOT = Explicit lot identifier
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT = Maturity Year And and Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINQTY = Minimum quantity
MININCR = Minimum increment
MINDNOM = Minimum denomination
MININCR = Minimum increment
MINQTY = Minimum quantity
PAYFREQ = Payment frequency, calendar
PIECES = Number Of of Pieces
PMAX = Pools Maximum
PPL = Pools per Lot
PPM = Pools per Million
PPL = Pools per Lot
PPT = Pools per Trade
PRICE = Price Range
range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type Of Redemption - of redemption – values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (Y/N)
(y/n)
SECTOR = Market Sector
sector
SECTYPE = Security Type SecurityType included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform Text
text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC = Weighted Average Coupon - value Coupon:value in percent (exact or range) plus "Gross" ‘Gross’ or "Net" ‘Net’ of servicing spread (the default) (ex. 234=6.5-Net 5- Net [minimum of 6.5% net of servicing fee])
WAL = Weighted Average Life Coupon - Coupon: value in percent (exact or range)
WALA = Weighted Average Loan Age - Age: value in months (exact or range)
WAM = Weighted Average Maturity - : value in months (exact or range)
WHOLE = Whole Pool (Y/N)
(y/n)
YIELD = Yield Range
AVFICO = Average FICO Score
AVSIZE = Average Loan Size
MAXBAL = Maximum Loan Balance
POOL = Pool Identifier
ROLLTYPE = Type of Roll trade
REFTRADE = reference to rolling or closing trade
REFPRIN = principal of rolling or closing trade
REFINT = interest of rolling or closing trade
AVAILQTY = Available offer quantity to be shown to the street
BROKERCRED = Broker's sales credit
INTERNALPX = Offer price to be shown to internal brokers
INTERNALQT = Offer quantity to be shown to internal brokers
LEAVEQTY = The minimum residual offer quantity
MAXORDQTY = Maximum order size
ORDRINCR = Order quantity increment
PRIMARY = Primary or Secondary market indicator
SALESCREDI = Broker sales credit override
TRADERCRED = Trader's credit
DISCOUNT = Discount Rate (when price is denominated in percent of par)
YTM = Yield to Maturity (when YieldType(235) and Yield(236) show a different yield)
ABS = Absolute Prepayment Speed
CPP = Constant Prepayment Penalty
CPR = Constant Prepayment Rate
CPY = Constant Prepayment Yield
HEP = final CPR of Home Equity Prepayment Curve
MHP = Percent of Manufactured Housing Prepayment Curve
MPR = Monthly Prepayment Rate
PPC = Percent of Prospectus Prepayment Curve
PSA = Percent of BMA Prepayment Curve
SMM = Single Monthly Mortality
range
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
[625] TradingSessionSubID Values 1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent
1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent
[716] SettlSessID Values ITD = Intraday
RTH = Regular Trading Hours
ETH = Electronic Trading Hours
EOD = End Of Day
ITD = Intraday
RTH = Regular Trading Hours
ETH = Electronic Trading Hours
EOD = End Of Day

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[926] UserStatus Values 1 = Logged In
2 = Not Logged In
3 = User Not Recognised
4 = Password Incorrect
5 = Password Changed
6 = Other
7 = Forced user logout by Exchange
8 = Session shutdown warning
1 = Logged In
2 = Not Logged In
3 = User Not Recognised
4 = Password Incorrect
5 = Password Changed
6 = Other
7 = Forced user logout by Exchange
8 = Session shutdown warning

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (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)
Specification
J = Option Options Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
UST FUT = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Future
OPT
= US Treasury Bill (Deprecated Value Use TBILL)
Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)

COFO = Certificate Of of Obligation
COFP = Certificate Of of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multileg Instrument
Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[160] SettlInstMode Values 0 = Default (Replaced)
1 = Standing Instructions Provided
2 = Specific Allocation Account Overriding (Replaced)
3 = Specific Allocation Account Standing (Replaced)
4 = Specific Order for a single account (for CIV)
5 = Request reject
0 = Default (Replaced)
1 = Standing Instructions Provided
2 = Specific Allocation Account Overriding (Replaced)
3 = Specific Allocation Account Standing (Replaced)
4 = Specific Order for a single account (for CIV)
5 = Request reject
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Locate/Lending Firm (for short-sales)
9 = Fund Manager manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side buyside firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
Sub custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
Trader
37 = Contra trader
Trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra
Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
[803] PartySubIDType Values 1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
18 = Registered address
19 = Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
address (inclusive of street address, location, and postal code)
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18 = Registered address
19 = Fund account Fund/account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
/ Desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
Account Type
[63] SettlType 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)
(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)
T+ 5
[18] ExecInst Values 0 = Stay on offer side
1 = Not held
2 = Work
3 = Go along
4 = Over the day
5 = Held
6 = Participate don't initiate
7 = Strict scale
8 = Try to scale
9 = Stay on bid side
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
H = Reinstate on system failure (mutually exclusive with Q and l)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K and m)
K = Cancel on Trading Halt (mutually exclusive with J and m)
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
Q = Cancel on system failure (mutually exclusive with H and l)
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
T = Fixed Peg to Local best bid or offer at time of order
U = Customer Display Instruction (Rule 11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try To Stop
Z = Cancel if not best
a = Trailing Stop Peg
b = Strict Limit (No price improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
f = Intermarket Sweep
g = External Routing Allowed
h = External Routing Not Allowed
i = Imbalance Only
j = Single execution requested for block trade
k = Best Execution
l = Suspend on system failure (mutually exclusive with H and Q)
m = Suspend on Trading Halt (mutually exclusive with J and K)
n = Reinstate on connection loss (mutually exclusive with o and p)
o = Cancel on connection loss (mutually exclusive with n and p)
p = Suspend on connection loss (mutually exclusive with n and o)
q = Release from suspension (mutually exclusive with S)
r = Execute as delta neutral using volatility provided
s = Execute as duration neutral
t = Execute as FX neutral
0 = Stay on offer side
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
0 = Stay on offerside
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of volume (indicates "(indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)
percentage)"
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
H = Reinstate on system failure System Failure (mutually exclusive with Q and l)
Q)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K and m)
K)
K = Cancel on Trading Halt (mutually exclusive with J and m)
L)
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
Q = Cancel on system failure System Failure (mutually exclusive with H and l)
H)
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
T = Fixed Peg to Local best bid or offer at time of order
U = Customer Display Instruction (Rule 11Ac1-1/4)
(Rule11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try To to Stop
Z = Cancel if not best
Not Best
a = Trailing Stop Peg
b = Strict Limit (No price improvement)
Price Improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
f = Intermarket Sweep
g = External Routing Allowed
h = External Routing Not Allowed
i = Imbalance Only
j = Single execution requested for block trade
k = Best Execution
l = Suspend on system failure (mutually exclusive with H and Q)
m = Suspend on Trading Halt (mutually exclusive with J and K)
n = Reinstate on connection loss (mutually exclusive with o and p)
o = Cancel on connection loss (mutually exclusive with n and p)
p = Suspend on connection loss (mutually exclusive with n and o)
q = Release from suspension (mutually exclusive with S)
r = Execute as delta neutral using volatility provided
s = Execute as duration neutral
t = Execute as FX neutral
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
[625] TradingSessionSubID Values 1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent
1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent
[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] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (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)
Specification
J = Option Options Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
UST FUT = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Future
OPT
= US Treasury Bill (Deprecated Value Use TBILL)
Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)

COFO = Certificate Of of Obligation
COFP = Certificate Of of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multileg Instrument
Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
[233] StipulationType Values AMT = Alternative Minimum Tax (Y/N)
AUTOREINV = Auto Reinvestment at or better
BANKQUAL = Bank qualified (Y/N)
BGNCON = Bargain conditions (see StipulationValue (234) for values)
COUPON = Coupon range
CURRENCY = ISO Currency Code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT = Valuation Discount
INSURED = Insured (Y/N)
ISSUE = Year Or Year/Month of Issue (ex. 234=2002/09)
ISSUER = Issuer's ticker
ISSUESIZE = issue size range
LOOKBACK = Lookback Days
LOT = Explicit lot identifier
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT = Maturity Year And Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINDNOM = Minimum denomination
MININCR = Minimum increment
MINQTY = Minimum quantity
PAYFREQ = Payment frequency, calendar
PIECES = Number Of Pieces
PMAX = Pools Maximum
PPL = Pools per Lot
PPM = Pools per Million
PPT = Pools per Trade
PRICE = Price Range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (Y/N)
SECTOR = Market Sector
SECTYPE = Security Type included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform Text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC = Weighted Average Coupon - value in percent (exact or range) plus "Gross" or "Net" of servicing spread (the default) (ex. 234=6.5-Net [minimum of 6.5% net of servicing fee])
WAL = Weighted Average Life Coupon - value in percent (exact or range)
WALA = Weighted Average Loan Age - value in months (exact or range)
WAM = Weighted Average Maturity - value in months (exact or range)
WHOLE = Whole Pool (Y/N)
YIELD = Yield Range
AVFICO = Average FICO Score
AVSIZE = Average Loan Size
MAXBAL = Maximum Loan Balance
POOL = Pool Identifier
ROLLTYPE = Type of Roll trade
REFTRADE = reference to rolling or closing trade
REFPRIN = principal of rolling or closing trade
REFINT = interest of rolling or closing trade
AVAILQTY = Available offer quantity to be shown to the street
BROKERCRED = Broker's sales credit
INTERNALPX = Offer price to be shown to internal brokers
INTERNALQT = Offer quantity to be shown to internal brokers
LEAVEQTY = The minimum residual offer quantity
MAXORDQTY = Maximum order size
ORDRINCR = Order quantity increment
PRIMARY = Primary or Secondary market indicator
SALESCREDI = Broker sales credit override
TRADERCRED = Trader's credit
DISCOUNT = Discount Rate (when price is denominated in percent of par)
YTM = Yield to Maturity (when YieldType(235) and Yield(236) show a different yield)
ABS = Absolute Prepayment Speed
CPP = Constant Prepayment Penalty
CPR = Constant Prepayment Rate
CPY = Constant Prepayment Yield
HEP = final CPR of Home Equity Prepayment Curve
MHP = Percent of Manufactured Housing Prepayment Curve
MPR = Monthly Prepayment Rate
PPC = Percent of Prospectus Prepayment Curve
PSA = Percent of BMA Prepayment Curve
SMM = Single Monthly Mortality
AMT = Alternative Minimum Tax (Y/N)
AMT (y/n)
AUTOREINV = Auto Reinvestment at or better
BANKQUAL = Bank qualified (Y/N)
(y/n)
BGNCON = Bargain conditions (see StipulationValue Conditions– see (234) for values)
values
COUPON = Coupon range
CURRENCY = ISO Currency Code
code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % range Range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT = Valuation Discount
discount
INSURED = Insured (Y/N)
(y/n)
ISSUE = Year Or or Year/Month of Issue (ex. 234=2002/09)
ISSUER = Issuer's Issuer’s ticker
ISSUESIZE = issue size range
LOOKBACK = Lookback Days
days
LOT = Explicit lot identifier
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT = Maturity Year And and Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINQTY = Minimum quantity
MININCR = Minimum increment
MINDNOM = Minimum denomination
MININCR = Minimum increment
MINQTY = Minimum quantity
PAYFREQ = Payment frequency, calendar
PIECES = Number Of of Pieces
PMAX = Pools Maximum
PPL = Pools per Lot
PPM = Pools per Million
PPL = Pools per Lot
PPT = Pools per Trade
PRICE = Price Range
range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type Of Redemption - of redemption – values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (Y/N)
(y/n)
SECTOR = Market Sector
sector
SECTYPE = Security Type SecurityType included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform Text
text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC = Weighted Average Coupon - value Coupon:value in percent (exact or range) plus "Gross" ‘Gross’ or "Net" ‘Net’ of servicing spread (the default) (ex. 234=6.5-Net 5- Net [minimum of 6.5% net of servicing fee])
WAL = Weighted Average Life Coupon - Coupon: value in percent (exact or range)
WALA = Weighted Average Loan Age - Age: value in months (exact or range)
WAM = Weighted Average Maturity - : value in months (exact or range)
WHOLE = Whole Pool (Y/N)
(y/n)
YIELD = Yield Range
AVFICO = Average FICO Score
AVSIZE = Average Loan Size
MAXBAL = Maximum Loan Balance
POOL = Pool Identifier
ROLLTYPE = Type of Roll trade
REFTRADE = reference to rolling or closing trade
REFPRIN = principal of rolling or closing trade
REFINT = interest of rolling or closing trade
AVAILQTY = Available offer quantity to be shown to the street
BROKERCRED = Broker's sales credit
INTERNALPX = Offer price to be shown to internal brokers
INTERNALQT = Offer quantity to be shown to internal brokers
LEAVEQTY = The minimum residual offer quantity
MAXORDQTY = Maximum order size
ORDRINCR = Order quantity increment
PRIMARY = Primary or Secondary market indicator
SALESCREDI = Broker sales credit override
TRADERCRED = Trader's credit
DISCOUNT = Discount Rate (when price is denominated in percent of par)
YTM = Yield to Maturity (when YieldType(235) and Yield(236) show a different yield)
ABS = Absolute Prepayment Speed
CPP = Constant Prepayment Penalty
CPR = Constant Prepayment Rate
CPY = Constant Prepayment Yield
HEP = final CPR of Home Equity Prepayment Curve
MHP = Percent of Manufactured Housing Prepayment Curve
MPR = Monthly Prepayment Rate
PPC = Percent of Prospectus Prepayment Curve
PSA = Percent of BMA Prepayment Curve
SMM = Single Monthly Mortality
range
[854] QtyType Values 0 = Units (shares, par, currency)
1 = Contracts (if used - must specify ContractMultiplier (tag 231))
2 = Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997))
0 = Units (shares, par, currency)
1 = Contracts (if used - must should specify ContractMultiplier (tag 231))
2 = Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997))
[40] OrdType Values 1 = Market
2 = Limit
3 = Stop / 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
5 = Market On Close (No longer used)
limit
6 = With Or Without
or without
7 = Limit Or Better
or better (Deprecated)
8 = Limit With Or Without
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)
basis
D = Previously Quoted
quoted
E = Previously Indicated
F = Forex Limit (No longer used)
indicated
G = Forex - Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit day order Day Order with unexecuted portion handles handled as Market On Close. E.g. Japan)
J = Market If Touched (MIT)
K = Market With Left Over with Leftover as Limit (market order with then unexecuted quantity becoming becomes limit order at last price)
L = Previous Fund Valuation Point (Historic pricing; for pricing) (for CIV)
M = Next Fund Valuation Point (Forward pricing; for –(Forward pricing) (for CIV)
P = Pegged
Q = Counter-order selection
[423] PriceType Values 1 = Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed amount (absolute value)
4 = Discount - percentage points below par
5 = Premium - percentage points over par
6 = Spread (basis points spread)
7 = TED Price
8 = TED Yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
1 = Percentage (i.e.(e.g. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed amount Amount (absolute value)
4 = Discount - percentage points below par
5 = Premium - percentage points over par
6 = Spread (basis points spread)
Spread
7 = TED Price
price
8 = TED Yield
yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
[221] BenchmarkCurveName Values EONIA = EONIA
EUREPO = EUREPO
Euribor = Euribor
FutureSWAP = FutureSWAP
LIBID = LIBID
LIBOR = LIBOR (London Inter-Bank Offer)
MuniAAA = MuniAAA
OTHER = OTHER
Pfandbrief = Pfandbriefe
SONIA = SONIA
SWAP = SWAP
Treasury = Treasury
EONIA = EONIA
EUREPO = EUREPO
Euribor = Euribor
FutureSWAP = FutureSWAP
LIBID = LIBID
LIBOR = LIBOR (London Inter-Bank Offer)
MuniAAA = MuniAAA
OTHER = OTHER
Pfandbrief = Pfandbriefe
SONIA = SONIA
SWAP = SWAP
Treasury = Treasury
[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)
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate Or or Cancel (IOC)
4 = Fill Or or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date (GTD)
Date
7 = At the Close
8 = Good Through Crossing
9 = At Crossing
[529] OrderRestrictions Values 1 = Program Trade
2 = Index Arbitrage
3 = Non-Index Arbitrage
4 = Competing Market Maker
5 = Acting as Market Maker or Specialist in the security
6 = Acting as Market Maker of Specialist in the underlying security of a derivative seucirty
7 = Foreign Entity (of foreign government or regulatory jurisdiction)
8 = External Market Participant
9 = Extneral Inter-connected Market Linkage
A = Riskless Arbitrage
B = Issuer Holding
C = Issue Price Stabilization
D = Non-algorithmic
E = Algorithmic
1 = Program Trade
2 = Index Arbitrage
3 = Non-Index Arbitrage
4 = Competing Market Maker
5 = Acting as Market Maker or Specialist in the security
6 = Acting as Market Maker of or Specialist in the underlying security of a derivative seucirty
security
7 = Foreign Entity (of foreign government governmnet or regulatory jurisdiction)
8 = External Market Participant
9 = Extneral External Inter-connected Market Linkage
A = Riskless Arbitrage
B = Issuer Holding
C = Issue Price Stabilization
D = Non-algorithmic
E = Algorithmic
[77] PositionEffect Values C = Close
F = FIFO
O = Open
R = Rolled
N = Close but notify on open
D = Default
O = Open
C = Close
F = FIFO
O = Open
R = Rolled
N F = Close but notify on open
D = Default
FIFO
[388] DiscretionInst Values 0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP
7 = Average Price Guarantee
0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP
7 = Average Price Guarantee

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (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)
Specification
J = Option Options Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
UST FUT = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Future
OPT
= US Treasury Bill (Deprecated Value Use TBILL)
Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)

COFO = Certificate Of of Obligation
COFP = Certificate Of of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multileg Instrument
Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
[871] InstrAttribType Values 1 = Flat (securities pay interest on a current basis but are traded without interest)
2 = Zero coupon
3 = Interest bearing (for Euro commercial paper when not issued at discount)
4 = No periodic payments
5 = Variable rate
6 = Less fee for put
7 = Stepped coupon
8 = Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue (872) field.
9 = When [and if] issued
10 = Original issue discount
11 = Callable, puttable
12 = Escrowed to Maturity
13 = Escrowed to redemption date - callable. Supply redemption date in the InstrAttribValue (872) field
14 = Pre-refunded
15 = In default
16 = Unrated
17 = Taxable
18 = Indexed
19 = Subject To Alternative Minimum Tax
20 = Original issue discount price. Supply price in the InstrAttribValue (872) field
21 = Callable below maturity value
22 = Callable without notice by mail to holder unless registered
23 = Price tick rules for security.
24 = Trade type eligibility details for security.
25 = Instrument Denominator
26 = Instrument Numerator
27 = Instrument Price Precision
28 = Instrument Strike Price
29 = Tradeable Indicator
99 = Text. Supply the text of the attribute or disclaimer in the InstrAttribValue (872) field.
1 = Flat (securities pay interest on a current basis but are traded without interest)
2 = Zero coupon
3 = Interest bearing (for Euro commercial paper when not issued at discount)
4 = No periodic payments
5 = Variable rate
6 = Less fee for put
7 = Stepped coupon
8 = Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue (872) field.
field
9 = When [and if] issued
10 = Original issue discount
11 = Callable, puttable
12 = Escrowed to Maturity
13 = Escrowed to redemption date - callable. Supply redemption date in the InstrAttribValue (872) field
14 = Pre-refunded
Prerefunded
15 = In default
16 = Unrated
17 = Taxable
18 = Indexed
19 = Subject To to Alternative Minimum Tax
20 = Original issue discount price. Supply price in the InstrAttribValue (872) field
21 = Callable below maturity value
22 = Callable without notice by mail to holder unless registered
23 = Price tick rules for security.
24 = Trade type eligibility details for security.
25 = Instrument Denominator
26 = Instrument Numerator
27 = Instrument Price Precision
28 = Instrument Strike Price
29 = Tradeable Indicator
99 = Text. Supply the text of the attribute or disclaimer in the InstrAttribValue (872) field.
field
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
[625] TradingSessionSubID Values 1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent
1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (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)
Specification
J = Option Options Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
UST FUT = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Future
OPT
= US Treasury Bill (Deprecated Value Use TBILL)
Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)

COFO = Certificate Of of Obligation
COFP = Certificate Of of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multileg Instrument
Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
[871] InstrAttribType Values 1 = Flat (securities pay interest on a current basis but are traded without interest)
2 = Zero coupon
3 = Interest bearing (for Euro commercial paper when not issued at discount)
4 = No periodic payments
5 = Variable rate
6 = Less fee for put
7 = Stepped coupon
8 = Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue (872) field.
9 = When [and if] issued
10 = Original issue discount
11 = Callable, puttable
12 = Escrowed to Maturity
13 = Escrowed to redemption date - callable. Supply redemption date in the InstrAttribValue (872) field
14 = Pre-refunded
15 = In default
16 = Unrated
17 = Taxable
18 = Indexed
19 = Subject To Alternative Minimum Tax
20 = Original issue discount price. Supply price in the InstrAttribValue (872) field
21 = Callable below maturity value
22 = Callable without notice by mail to holder unless registered
23 = Price tick rules for security.
24 = Trade type eligibility details for security.
25 = Instrument Denominator
26 = Instrument Numerator
27 = Instrument Price Precision
28 = Instrument Strike Price
29 = Tradeable Indicator
99 = Text. Supply the text of the attribute or disclaimer in the InstrAttribValue (872) field.
1 = Flat (securities pay interest on a current basis but are traded without interest)
2 = Zero coupon
3 = Interest bearing (for Euro commercial paper when not issued at discount)
4 = No periodic payments
5 = Variable rate
6 = Less fee for put
7 = Stepped coupon
8 = Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue (872) field.
field
9 = When [and if] issued
10 = Original issue discount
11 = Callable, puttable
12 = Escrowed to Maturity
13 = Escrowed to redemption date - callable. Supply redemption date in the InstrAttribValue (872) field
14 = Pre-refunded
Prerefunded
15 = In default
16 = Unrated
17 = Taxable
18 = Indexed
19 = Subject To to Alternative Minimum Tax
20 = Original issue discount price. Supply price in the InstrAttribValue (872) field
21 = Callable below maturity value
22 = Callable without notice by mail to holder unless registered
23 = Price tick rules for security.
24 = Trade type eligibility details for security.
25 = Instrument Denominator
26 = Instrument Numerator
27 = Instrument Price Precision
28 = Instrument Strike Price
29 = Tradeable Indicator
99 = Text. Supply the text of the attribute or disclaimer in the InstrAttribValue (872) field.
field
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
[625] TradingSessionSubID Values 1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent
1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent
[326] SecurityTradingStatus Values 1 = Opening delay
2 = Trading halt
3 = Resume
4 = No Open / No Resume
5 = Price indication
6 = Trading Range Indication
7 = Market Imbalance Buy
8 = Market Imbalance Sell
9 = Market on Close Imbalance Buy
10 = Market on Close Imbalance Sell
12 = No Market Imbalance
13 = No Market on Close Imbalance
14 = ITS Pre-opening
15 = New Price Indication
16 = Trade Dissemination Time
17 = Ready to trade (start of session)
18 = Not available for trading (end of session)
19 = Not traded on this market
20 = Unknown or Invalid
21 = Pre-open
22 = Opening Rotation
23 = Fast Market
24 = Pre-Cross - system is in a pre-cross state allowing market to respond to either side of cross
25 = Cross - system has crossed a percentage of the orders and allows market to respond prior to crossing remaining portion
1 = Opening delay
Delay
2 = Trading halt
Halt
3 = Resume
4 = No Open / No Open/No Resume
5 = Price indication
Indication
6 = Trading Range Indication
7 = Market Imbalance Buy
8 = Market Imbalance Sell
9 = Market on On Close Imbalance Buy
10 = Market on On Close Imbalance Sell
12 = No Market Imbalance
13 = No Market on On Close Imbalance
14 = ITS Pre-opening
Pre-Opening
15 = New Price Indication
16 = Trade Dissemination Time
17 = Ready to trade (start of session)
18 = Not available Available for trading (end of session)
19 = Not traded Traded on this market
Market
20 = Unknown or Invalid
21 = Pre-open
Pre-Open
22 = Opening Rotation
23 = Fast Market
24 = Pre-Cross - system is in a pre-cross state allowing market to respond to either side of cross
25 = Cross - system has crossed a percentage of the orders and allows market to respond prior to crossing remaining portion
[291] FinancialStatus Values 1 = Bankrupt
2 = Pending delisting
3 = Restricted
1 = Bankrupt
2 = Pending delisting
3 = Restricted
[292] CorporateAction Values A = Ex-Dividend
B = Ex-Distribution
C = Ex-Rights
D = New
E = Ex-Interest
F = Cash Dividend
G = Stock Dividend
H = Non-Integer Stock Split
I = Reverse Stock Split
J = Standard-Integer Stock Split
K = Position Consolidation
L = Liquidation Reorganization
M = Merger Reorganization
N = Rights Offering
O = Shareholder Meeting
P = Spinoff
Q = Tender Offer
R = Warrant
S = Special Action
T = Symbol Conversion
U = CUSIP / Name Change
V = Leap Rollover
W = Succession Event
A = Ex-Dividend
B = Ex-Distribution
C = Ex-Rights
D = New
E = Ex-Interest
F = Cash Dividend
G = Stock Dividend
H = Non-Integer Stock Split
I = Reverse Stock Split
J = Standard-Integer Stock Split
K = Position Consolidation
L = Liquidation Reorganization
M = Merger Reorganization
N = Rights Offering
O = Shareholder Meeting
P = Spinoff
Q = Tender Offer
R = Warrant
S = Special Action
T = Symbol Conversion
U = CUSIP / Name Change
V = Leap Rollover
W = Succession Event

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[41] OrigClOrdID Reqd Optional OptionalMandatory
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Locate/Lending Firm (for short-sales)
9 = Fund Manager manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side buyside firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
Sub custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
Trader
37 = Contra trader
Trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra
Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
[803] PartySubIDType Values 1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
18 = Registered address
19 = Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
address (inclusive of street address, location, and postal code)
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18 = Registered address
19 = Fund account Fund/account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
/ Desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
Account Type
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (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)
Specification
J = Option Options Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
UST FUT = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Future
OPT
= US Treasury Bill (Deprecated Value Use TBILL)
Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)

COFO = Certificate Of of Obligation
COFP = Certificate Of of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multileg Instrument
Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
[625] TradingSessionSubID Values