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

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
[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)
J = Option 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
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
TBILL = US Treasury Bill
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
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 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
? OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry for use Entry (was "?" in 4.4, used on Security Definition Request
Request message)
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 5.0 Standards - Original [Blacklined]
[41] OrigClOrdID Reqd Optional OptionalMandatory
[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

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Standards - Original [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
[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)
J = Option 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
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
TBILL = US Treasury Bill
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
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 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
? OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry for use Entry (was "?" in 4.4, used on Security Definition Request
Request message)
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.
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.

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Standards - Original [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 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
[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
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
[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
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 failue (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)
J)
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
Q = Cancel on system failure (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)
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
[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
[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)
J = Option 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
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
TBILL = US Treasury Bill
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
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 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
? OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry for use Entry (was "?" in 4.4, used on Security Definition Request
Request message)
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
[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 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
[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 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
[77] PositionEffect Values C = Close
F = FIFO
O = Open
R = Rolled
N = Close but notify on open
D = Default
C = Close
F = FIFO
O = Open
R = Rolled
N = Close but notify on open
D = Default

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Standards - Original [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 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
[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
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
[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
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 failue (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)
J)
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
Q = Cancel on system failure (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)
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
[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
[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)
J = Option 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
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
TBILL = US Treasury Bill
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
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 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
? OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry for use Entry (was "?" in 4.4, used on Security Definition Request
Request message)
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
[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 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
[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 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
[77] PositionEffect Values C = Close
F = FIFO
O = Open
R = Rolled
N = Close but notify on open
D = Default
C = Close
F = FIFO
O = Open
R = Rolled
N = Close but notify on open
D = Default

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Standards - Original [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 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
[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
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
[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
[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)
J = Option 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
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
TBILL = US Treasury Bill
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
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 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
? OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry for use Entry (was "?" in 4.4, used on Security Definition Request
Request message)
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 5.0 Standards - Original [Blacklined]
[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)
J = Option 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
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
TBILL = US Treasury Bill
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
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 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
? OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry for use Entry (was "?" in 4.4, used on Security Definition Request
Request message)
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
[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)
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
[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 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
[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
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

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
[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)
J = Option 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
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
TBILL = US Treasury Bill
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
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 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
? OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry for use Entry (was "?" in 4.4, used on Security Definition Request
Request message)
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 5.0 Standards - Original [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 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
[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
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
[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
[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)
J = Option 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
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
TBILL = US Treasury Bill
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
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 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
? OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry for use Entry (was "?" in 4.4, used on Security Definition Request
Request message)
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)
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

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Standards - Original [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 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
[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
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
[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)
J = Option 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
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
TBILL = US Treasury Bill
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
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 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
? OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry for use Entry (was "?" in 4.4, used on Security Definition Request
Request message)
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.
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.
[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 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
[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)
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

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Standards - Original [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 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
[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
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
[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)
J = Option 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
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
TBILL = US Treasury Bill
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
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 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
? OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry for use Entry (was "?" in 4.4, used on Security Definition Request
Request message)
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
[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)
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)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Standards - Original [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 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
[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
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
[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)
J = Option 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
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
TBILL = US Treasury Bill
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
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 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
? OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry for use Entry (was "?" in 4.4, used on Security Definition Request
Request message)
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
[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)
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)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Standards - Original [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 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
[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
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
[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)
J = Option 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
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
TBILL = US Treasury Bill
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
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 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
? OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry for use Entry (was "?" in 4.4, used on Security Definition Request
Request message)
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 5.0 Standards - Original [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 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
[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
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
[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)
J = Option 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
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
TBILL = US Treasury Bill
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
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 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
? OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry for use Entry (was "?" in 4.4, used on Security Definition Request
Request message)
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 5.0 Standards - Original [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 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
[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
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
[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)
J = Option 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
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
TBILL = US Treasury Bill
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
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 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
? OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry for use Entry (was "?" in 4.4, used on Security Definition Request
Request message)
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)
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)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
[828] TrdType Values 0 = Regular Trade
1 = Block Trade
2 = EFP (Exchange for physical)
3 = Transfer
4 = Late Trade
5 = T Trade
6 = Weighted Average Price Trade
7 = Bunched Trade
8 = Late Bunched Trade
9 = Prior Reference Price Trade
10 = After Hours Trade
11 = Exchange for Risk (EFR)
12 = Exchange for Swap (EFS )
13 = Exchange of Futures for (in Market) Futures (EFM ) (e,g, full sized for mini)
14 = Exchange of Options for Options (EOO)
15 = Trading at Settlement
16 = All or None
17 = Futures Large Order Execution
18 = Exchange of Futures for Futures (external market) (EFF)
19 = Option Interim Trade
20 = Option Cabinet Trade
22 = Privately Negotiated Trades
23 = Substitution of Futures for Forwards
48 = Non-standard settlement
49 = Derivative Related Transaction
50 = Portfolio Trade
51 = Volume Weighted Average Trade
52 = Exchange Granted Trade
53 = Repurchase Agreement
54 = OTC
55 = Exchange Basis Facility (EBF)
24 = Error trade
25 = Special cum dividend (CD)
26 = Special ex dividend (XD)
27 = Special cum coupon (CC)
28 = Special ex coupon (XC)
29 = Cash settlement (CS)
30 = Special price (usually net- or all-in price) (SP)
31 = Guaranteed delivery (GD)
32 = Special cum rights (CR)
33 = Special ex rights (XR)
34 = Special cum capital repayments (CP)
35 = Special ex capital repayments (XP)
36 = Special cum bonus (CB)
37 = Special ex bonus (XB)
38 = Block trade (same as large trade)
39 = Worked principal trade (UK-specific)
40 = Block Trades - after market
41 = Name change
42 = Portfolio transfer
43 = Prorogation buy - Euronext Paris only. Is used to defer settlement under French SRD (deferred settlement system) . Trades must be reported as crosses at zero price
44 = Prorogation sell - see prorogation buy
45 = Option exercise
46 = Delta neutral transaction
47 = Financing transaction (includes repo and stock lending)
0 = Regular Trade
1 = Block Trade
2 = EFP (Exchange for physical)
3 = Transfer
4 = Late Trade
5 = T Trade
6 = Weighted Average Price Trade
7 = Bunched Trade
8 = Late Bunched Trade
9 = Prior Reference Price Trade
10 = After Hours Trade
11 = Exchange for Risk (EFR)
12 = Exchange for Swap (EFS )
13 = Exchange of Futures for (in Market) Futures (EFM ) (e,g, full sized for mini)
14 = Exchange of Options for Options (EOO)
15 = Trading at Settlement
16 = All or None
17 = Futures Large Order Execution
18 = Exchange of Futures for Futures (external market) (EFF)
19 = Option Interim Trade
20 = Option Cabinet Trade
22 = Privately Negotiated Trades
23 = Substitution of Futures for Forwards
48 = Non-standard settlement
49 = Derivative Related Transaction
50 = Portfolio Trade
51 = Volume Weighted Average Trade
52 = Exchange Granted Trade
53 = Repurchase Agreement
54 = OTC
55 = Exchange Basis Facility (EBF)
24 = Error trade
25 = Special cum dividend (CD)
26 = Special ex dividend (XD)
27 = Special cum coupon (CC)
28 = Special ex coupon (XC)
29 = Cash settlement (CS)
30 = Special price (usually net- or all-in price) (SP)
31 = Guaranteed delivery (GD)
32 = Special cum rights (CR)
33 = Special ex rights (XR)
34 = Special cum capital repayments (CP)
35 = Special ex capital repayments (XP)
36 = Special cum bonus (CB)
37 = Special ex bonus (XB)
38 = Block trade (same as large trade)
39 = Worked principal trade (UK-specific)
40 = Block Trades - after market
41 = Name change
42 = Portfolio transfer
43 = Prorogation buy - Euronext Paris only. Is used to defer settlement under French SRD (deferred settlement system) . Trades must be reported as crosses at zero price
44 = Prorogation sell - see prorogation buy
45 = Option exercise
46 = Delta neutral transaction
47 = Financing transaction (includes repo and stock lending)
[829] TrdSubType Values 0 = CMTA
1 = Internal transfer or adjustment
2 = External transfer or transfer of account
3 = Reject for submitting side
4 = Advisory for contra side
5 = Offset due to an allocation
6 = Onset dut to an allocation
7 = Differential spread
8 = Implied spread leg executed against an outright
9 = Transaction from exercise
10 = Transaction from assignment
11 = ACATS
33 = Off Hours Trade
34 = On Hours Trade
35 = OTC Quote
36 = Converted SWAP
14 = AI (Automated input facility disabled in response to an exchange request.)
15 = B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.)
16 = K (Transaction using block trade facility.)
17 = LC (Correction submitted more than three days after publication of the original trade report.)
18 = M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.)
19 = N (Non-protected portfolio transaction or a fully disclosed portfolio transaction)
20 = NM ( i) transaction where Exchange has granted permission for non-publication ii)IDB is reporting as seller iii) submitting a transaction report to the Exchange, where the transaction report is not also a trade report.)
21 = NR (Non-risk transaction in a SEATS security other than an AIM security)
22 = P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities)
23 = PA (Protected transaction notification)
24 = PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system)
25 = PN (Worked principal notification for a portfolio transaction which includes order book securities)
26 = R ( (i) riskless principal transaction between non-members where the buying and selling transactions are executed at different prices or on different terms (requires a trade report with trade type indicator R for each transaction) (ii) market maker is reporting all the legs of a riskless principal transaction where the buying and selling transactions are executed at different prices (requires a trade report with trade type indicator R for each transaction)or (iii) market maker is reporting the onward leg of a riskless principal transaction where the legs are executed at different prices, and another market maker has submitted a trade report using trade type indicator M for the first leg (this requires a single trade report with trade type indicator R).)
27 = RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant)
28 = RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security)
29 = SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock))
30 = T (If reporting a single protected transaction)
31 = WN (Worked principal notification for a single order book security)
32 = WT (Worked principal transaction (other than a portfolio transaction))
37 = Crossed Trade (X)
38 = Interim Protected Trade (I)
39 = Large in Scale (L)
0 = CMTA
1 = Internal transfer or adjustment
2 = External transfer or transfer of account
3 = Reject for submitting side
4 = Advisory for contra side
5 = Offset due to an allocation
6 = Onset dut to an allocation
7 = Differential spread
8 = Implied spread leg executed against an outright
9 = Transaction from exercise
10 = Transaction from assignment
11 = ACATS
33 = Off Hours Trade
34 = On Hours Trade
35 = OTC Quote
36 = Converted SWAP
14 = AI (Automated input facility disabled in response to an exchange request.)
15 = B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.)
16 = K (Transaction using block trade facility.)
17 = LC (Correction submitted more than three days after publication of the original trade report.)
18 = M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.)
19 = N (Non-protected portfolio transaction or a fully disclosed portfolio transaction)
20 = NM ( i) transaction where Exchange has granted permission for non-publication ii)IDB is reporting as seller iii) submitting a transaction report to the Exchange, where the transaction report is not also a trade report.)
21 = NR (Non-risk transaction in a SEATS security other than an AIM security)
22 = P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities)
23 = PA (Protected transaction notification)
24 = PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system)
25 = PN (Worked principal notification for a portfolio transaction which includes order book securities)
26 = R ( (i) riskless principal transaction between non-members where the buying and selling transactions are executed at different prices or on different terms (requires a trade report with trade type indicator R for each transaction) (ii) market maker is reporting all the legs of a riskless principal transaction where the buying and selling transactions are executed at different prices (requires a trade report with trade type indicator R for each transaction)or (iii) market maker is reporting the onward leg of a riskless principal transaction where the legs are executed at different prices, and another market maker has submitted a trade report using trade type indicator M for the first leg (this requires a single trade report with trade type indicator R).)
27 = RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant)
28 = RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security)
29 = SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock))
30 = T (If reporting a single protected transaction)
31 = WN (Worked principal notification for a single order book security)
32 = WT (Worked principal transaction (other than a portfolio transaction))
37 = Crossed Trade (X)
38 = Interim Protected Trade (I)
39 = Large in Scale (L)
[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)
J = Option 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
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
TBILL = US Treasury Bill
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
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 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
? OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry for use Entry (was "?" in 4.4, used on Security Definition Request
Request message)
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.
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.
[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
[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 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
[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
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
[77] PositionEffect Values C = Close
F = FIFO
O = Open
R = Rolled
N = Close but notify on open
D = Default
C = Close
F = FIFO
O = Open
R = Rolled
N = Close but notify on open
D = Default
[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)
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

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Standards - Original [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 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
[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
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
[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
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
TBILL = US Treasury Bill
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
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 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
? OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry for use Entry (was "?" in 4.4, used on Security Definition Request
Request message)
CASH = Cash

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Standards - Original [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 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
[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
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
[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
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
TBILL = US Treasury Bill
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
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 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
? OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry for use Entry (was "?" in 4.4, used on Security Definition Request
Request message)
CASH = Cash

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Standards - Original [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 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
[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
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
[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)
J = Option 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
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
TBILL = US Treasury Bill
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
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 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
? OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry for use Entry (was "?" in 4.4, used on Security Definition Request
Request message)
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)
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)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Standards - Original [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 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
[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
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
[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)
J = Option 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
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
TBILL = US Treasury Bill
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
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 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
? OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry for use Entry (was "?" in 4.4, used on Security Definition Request
Request message)
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)
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
[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 5.0 Standards - Original [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 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
[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
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
[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)
J = Option 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
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
TBILL = US Treasury Bill
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
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 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
? OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry for use Entry (was "?" in 4.4, used on Security Definition Request
Request message)
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)
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
[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 5.0 Standards - Original [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 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
[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
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
[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)
J = Option 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
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
TBILL = US Treasury Bill
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
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 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
? OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry for use Entry (was "?" in 4.4, used on Security Definition Request
Request message)
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)
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

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
[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)
J = Option 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
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
TBILL = US Treasury Bill
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
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 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
? OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry for use Entry (was "?" in 4.4, used on Security Definition Request
Request message)
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 5.0 Standards - Original [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 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
[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)
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 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
[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
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
[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)
J = Option 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
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
TBILL = US Treasury Bill
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
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 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
? OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry for use Entry (was "?" in 4.4, used on Security Definition Request
Request message)
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 5.0 Standards - Original [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 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
[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
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
[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)
J = Option 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
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
TBILL = US Treasury Bill
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
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 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
? OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry for use Entry (was "?" in 4.4, used on Security Definition Request
Request message)
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)
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
[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 5.0 Standards - Original [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 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
[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
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
[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)
J = Option 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
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
TBILL = US Treasury Bill
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
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 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
? OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry for use Entry (was "?" in 4.4, used on Security Definition Request
Request message)
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)
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
[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 5.0 Standards - Original [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 5.0 Standards - Original [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 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 5.0 Standards - Original [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 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 5.0 Standards - Original [Blacklined]
[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
[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)
J = Option 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
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
TBILL = US Treasury Bill
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
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 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
? OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry for use Entry (was "?" in 4.4, used on Security Definition Request
Request message)
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.
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.
[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
[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)
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

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Standards - Original [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 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
[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
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
[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)
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)
[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)
J = Option 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
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
TBILL = US Treasury Bill
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
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 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
? OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry for use Entry (was "?" in 4.4, used on Security Definition Request
Request message)
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 5.0 Standards - Original [Blacklined]
[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)
J = Option 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
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
TBILL = US Treasury Bill
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
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 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
? OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry for use Entry (was "?" in 4.4, used on Security Definition Request
Request message)
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.
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.
[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
[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 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
[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
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
[77] PositionEffect Values C = Close
F = FIFO
O = Open
R = Rolled
N = Close but notify on open
D = Default
C = Close
F = FIFO
O = Open
R = Rolled
N = Close but notify on open
D = Default
[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)
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
[828] TrdType Values 0 = Regular Trade
1 = Block Trade
2 = EFP (Exchange for physical)
3 = Transfer
4 = Late Trade
5 = T Trade
6 = Weighted Average Price Trade
7 = Bunched Trade
8 = Late Bunched Trade
9 = Prior Reference Price Trade
10 = After Hours Trade
11 = Exchange for Risk (EFR)
12 = Exchange for Swap (EFS )
13 = Exchange of Futures for (in Market) Futures (EFM ) (e,g, full sized for mini)
14 = Exchange of Options for Options (EOO)
15 = Trading at Settlement
16 = All or None
17 = Futures Large Order Execution
18 = Exchange of Futures for Futures (external market) (EFF)
19 = Option Interim Trade
20 = Option Cabinet Trade
22 = Privately Negotiated Trades
23 = Substitution of Futures for Forwards
48 = Non-standard settlement
49 = Derivative Related Transaction
50 = Portfolio Trade
51 = Volume Weighted Average Trade
52 = Exchange Granted Trade
53 = Repurchase Agreement
54 = OTC
55 = Exchange Basis Facility (EBF)
24 = Error trade
25 = Special cum dividend (CD)
26 = Special ex dividend (XD)
27 = Special cum coupon (CC)
28 = Special ex coupon (XC)
29 = Cash settlement (CS)
30 = Special price (usually net- or all-in price) (SP)
31 = Guaranteed delivery (GD)
32 = Special cum rights (CR)
33 = Special ex rights (XR)
34 = Special cum capital repayments (CP)
35 = Special ex capital repayments (XP)
36 = Special cum bonus (CB)
37 = Special ex bonus (XB)
38 = Block trade (same as large trade)
39 = Worked principal trade (UK-specific)
40 = Block Trades - after market
41 = Name change
42 = Portfolio transfer
43 = Prorogation buy - Euronext Paris only. Is used to defer settlement under French SRD (deferred settlement system) . Trades must be reported as crosses at zero price
44 = Prorogation sell - see prorogation buy
45 = Option exercise
46 = Delta neutral transaction
47 = Financing transaction (includes repo and stock lending)
0 = Regular Trade
1 = Block Trade
2 = EFP (Exchange for physical)
3 = Transfer
4 = Late Trade
5 = T Trade
6 = Weighted Average Price Trade
7 = Bunched Trade
8 = Late Bunched Trade
9 = Prior Reference Price Trade
10 = After Hours Trade
11 = Exchange for Risk (EFR)
12 = Exchange for Swap (EFS )
13 = Exchange of Futures for (in Market) Futures (EFM ) (e,g, full sized for mini)
14 = Exchange of Options for Options (EOO)
15 = Trading at Settlement
16 = All or None
17 = Futures Large Order Execution
18 = Exchange of Futures for Futures (external market) (EFF)
19 = Option Interim Trade
20 = Option Cabinet Trade
22 = Privately Negotiated Trades
23 = Substitution of Futures for Forwards
48 = Non-standard settlement
49 = Derivative Related Transaction
50 = Portfolio Trade
51 = Volume Weighted Average Trade
52 = Exchange Granted Trade
53 = Repurchase Agreement
54 = OTC
55 = Exchange Basis Facility (EBF)
24 = Error trade
25 = Special cum dividend (CD)
26 = Special ex dividend (XD)
27 = Special cum coupon (CC)
28 = Special ex coupon (XC)
29 = Cash settlement (CS)
30 = Special price (usually net- or all-in price) (SP)
31 = Guaranteed delivery (GD)
32 = Special cum rights (CR)
33 = Special ex rights (XR)
34 = Special cum capital repayments (CP)
35 = Special ex capital repayments (XP)
36 = Special cum bonus (CB)
37 = Special ex bonus (XB)
38 = Block trade (same as large trade)
39 = Worked principal trade (UK-specific)
40 = Block Trades - after market
41 = Name change
42 = Portfolio transfer
43 = Prorogation buy - Euronext Paris only. Is used to defer settlement under French SRD (deferred settlement system) . Trades must be reported as crosses at zero price
44 = Prorogation sell - see prorogation buy
45 = Option exercise
46 = Delta neutral transaction
47 = Financing transaction (includes repo and stock lending)
[829] TrdSubType Values 0 = CMTA
1 = Internal transfer or adjustment
2 = External transfer or transfer of account
3 = Reject for submitting side
4 = Advisory for contra side
5 = Offset due to an allocation
6 = Onset dut to an allocation
7 = Differential spread
8 = Implied spread leg executed against an outright
9 = Transaction from exercise
10 = Transaction from assignment
11 = ACATS
33 = Off Hours Trade
34 = On Hours Trade
35 = OTC Quote
36 = Converted SWAP
14 = AI (Automated input facility disabled in response to an exchange request.)
15 = B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.)
16 = K (Transaction using block trade facility.)
17 = LC (Correction submitted more than three days after publication of the original trade report.)
18 = M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.)
19 = N (Non-protected portfolio transaction or a fully disclosed portfolio transaction)
20 = NM ( i) transaction where Exchange has granted permission for non-publication ii)IDB is reporting as seller iii) submitting a transaction report to the Exchange, where the transaction report is not also a trade report.)
21 = NR (Non-risk transaction in a SEATS security other than an AIM security)
22 = P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities)
23 = PA (Protected transaction notification)
24 = PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system)
25 = PN (Worked principal notification for a portfolio transaction which includes order book securities)
26 = R ( (i) riskless principal transaction between non-members where the buying and selling transactions are executed at different prices or on different terms (requires a trade report with trade type indicator R for each transaction) (ii) market maker is reporting all the legs of a riskless principal transaction where the buying and selling transactions are executed at different prices (requires a trade report with trade type indicator R for each transaction)or (iii) market maker is reporting the onward leg of a riskless principal transaction where the legs are executed at different prices, and another market maker has submitted a trade report using trade type indicator M for the first leg (this requires a single trade report with trade type indicator R).)
27 = RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant)
28 = RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security)
29 = SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock))
30 = T (If reporting a single protected transaction)
31 = WN (Worked principal notification for a single order book security)
32 = WT (Worked principal transaction (other than a portfolio transaction))
37 = Crossed Trade (X)
38 = Interim Protected Trade (I)
39 = Large in Scale (L)
0 = CMTA
1 = Internal transfer or adjustment
2 = External transfer or transfer of account
3 = Reject for submitting side
4 = Advisory for contra side
5 = Offset due to an allocation
6 = Onset dut to an allocation
7 = Differential spread
8 = Implied spread leg executed against an outright
9 = Transaction from exercise
10 = Transaction from assignment
11 = ACATS
33 = Off Hours Trade
34 = On Hours Trade
35 = OTC Quote
36 = Converted SWAP
14 = AI (Automated input facility disabled in response to an exchange request.)
15 = B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.)
16 = K (Transaction using block trade facility.)
17 = LC (Correction submitted more than three days after publication of the original trade report.)
18 = M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.)
19 = N (Non-protected portfolio transaction or a fully disclosed portfolio transaction)
20 = NM ( i) transaction where Exchange has granted permission for non-publication ii)IDB is reporting as seller iii) submitting a transaction report to the Exchange, where the transaction report is not also a trade report.)
21 = NR (Non-risk transaction in a SEATS security other than an AIM security)
22 = P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities)
23 = PA (Protected transaction notification)
24 = PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system)
25 = PN (Worked principal notification for a portfolio transaction which includes order book securities)
26 = R ( (i) riskless principal transaction between non-members where the buying and selling transactions are executed at different prices or on different terms (requires a trade report with trade type indicator R for each transaction) (ii) market maker is reporting all the legs of a riskless principal transaction where the buying and selling transactions are executed at different prices (requires a trade report with trade type indicator R for each transaction)or (iii) market maker is reporting the onward leg of a riskless principal transaction where the legs are executed at different prices, and another market maker has submitted a trade report using trade type indicator M for the first leg (this requires a single trade report with trade type indicator R).)
27 = RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant)
28 = RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security)
29 = SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock))
30 = T (If reporting a single protected transaction)
31 = WN (Worked principal notification for a single order book security)
32 = WT (Worked principal transaction (other than a portfolio transaction))
37 = Crossed Trade (X)
38 = Interim Protected Trade (I)
39 = Large in Scale (L)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
[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)
J = Option 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
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
TBILL = US Treasury Bill
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
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 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
? OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry for use Entry (was "?" in 4.4, used on Security Definition Request
Request message)
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 5.0 Standards - Original [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 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
[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
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
[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)
J = Option 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
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
TBILL = US Treasury Bill
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
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 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
? OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry for use Entry (was "?" in 4.4, used on Security Definition Request
Request message)
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 5.0 Standards - Original [Blacklined]
[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
[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)
J = Option 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
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
TBILL = US Treasury Bill
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
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 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
? OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry for use Entry (was "?" in 4.4, used on Security Definition Request
Request message)
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
[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

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
[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)
J = Option 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
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
TBILL = US Treasury Bill
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
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 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
? OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry for use Entry (was "?" in 4.4, used on Security Definition Request
Request message)
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 5.0 Standards - Original [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 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
[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
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
[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
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 failue (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)
J)
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
Q = Cancel on system failure (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)
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
[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
[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)
J = Option 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
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
TBILL = US Treasury Bill
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
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 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
? OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry for use Entry (was "?" in 4.4, used on Security Definition Request
Request message)
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)
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
[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 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
[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 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
[77] PositionEffect Values C = Close
F = FIFO
O = Open
R = Rolled
N = Close but notify on open
D = Default
C = Close
F = FIFO
O = Open
R = Rolled
N = Close but notify on open
D = Default

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
[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)
J = Option 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
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
TBILL = US Treasury Bill
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
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 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
? OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry for use Entry (was "?" in 4.4, used on Security Definition Request
Request message)
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.
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.
[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 5.0 Standards - Original [Blacklined]
[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)
J = Option 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
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
TBILL = US Treasury Bill
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
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 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
? OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry for use Entry (was "?" in 4.4, used on Security Definition Request
Request message)
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.
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.
[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
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
[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 5.0 Standards - Original [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 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
[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
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
[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)
J = Option 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
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
TBILL = US Treasury Bill
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
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 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
? OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry for use Entry (was "?" in 4.4, used on Security Definition Request
Request message)
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 5.0 Standards - Original [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 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 5.0 Standards - Original [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 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
[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)
J = Option 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
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
TBILL = US Treasury Bill
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
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 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
? OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry for use Entry (was "?" in 4.4, used on Security Definition Request
Request message)
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 5.0 Standards - Original [Blacklined]
[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 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
[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
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
[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)
J = Option 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
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
TBILL = US Treasury Bill
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
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 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
? OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry for use Entry (was "?" in 4.4, used on Security Definition Request
Request message)
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 5.0 Standards - Original [Blacklined]
[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 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
[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
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
[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)
J = Option 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
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
TBILL = US Treasury Bill
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
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 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
? OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry for use Entry (was "?" in 4.4, used on Security Definition Request
Request message)
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 5.0 Standards - Original [Blacklined]
[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)
J = Option 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
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
TBILL = US Treasury Bill
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
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 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
? OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry for use Entry (was "?" in 4.4, used on Security Definition Request
Request message)
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.
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.
[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