Spec Comparison Results

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata

- vs -

Important Differences (Look closely - development may be required)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[373] SessionRejectReason Values 12 = XML Validation error
17 = Non data value includes field delimiter (SOH character)
16 = Incorrect NumInGroup count for repeating group
15 = Repeating group fields out of order
14 = Tag specified out of required order
11 = Invalid MsgType
0 = Invalid tag number
9 = CompID problem
8 = Signature problem
7 = Decryption problem
6 = Incorrect data format for value
5 = Value is incorrect (out of range) for this tag
4 = Tag specified without a value
3 = Undefined Tag
10 = SendingTime accuracy problem
13 = Tag appears more than once
2 = Tag not defined for this message type
1 = Required tag missing
12 = XML Validation error
17 = Non data value includes field delimiter (SOH character)
16 = Incorrect NumInGroup count for repeating group
15 = Repeating group fields out of order
14 = Tag specified out of required order
11 = Invalid MsgType
0 = Invalid tag number
9 1 = CompID Required tag missing
10 = SendingTime accuracy
problem
8 11 = Signature problem
7
Invalid MsgType
2
= Decryption problem
6 = Incorrect data format
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
4 6 = Tag specified without a Incorrect data format for value
3 7 = Undefined Tag
10 = SendingTime accuracy
Decryption problem
13 8 = Tag appears more than once
2
Signature problem
9
= Tag not defined for this message type
1 = Required tag missing
CompID problem

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[55] Symbol Reqd Optional OptionalMandatory
[22] IDSource Values E = Sicovam
2 = SEDOL
1 = CUSIP
3 = QUIK
F = Belgian
D = Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
E 1 = Sicovam
CUSIP
2 = SEDOL
1 = CUSIP
3 = QUIK
F 4 = Belgian
D
ISIN number
5
= Valoren
C
RIC code
6
= Dutch
B
ISO Currency Code
7
= Wertpapier
A
ISO Country Code
8
= Bloomberg Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
[167] SecurityType Values CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR BA = Warrant
Bankers Acceptance
CB = Convertible Bond (Note not part of ISITC spec)
CD = Certificate Of Deposit
CMO = Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CS = Common Stock
FHA = Federal Housing Authority
FHL = Federal Home Loan
FN = Federal National Mortgage Association
FOR = Foreign Exchange Contract
FUT = Future
GN = Government National Mortgage Association
GOVT = Treasuries + Agency Debenture
IET = Mortgage IOETTE
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG
Fund
MIO
= Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-Thru
MUNI = Municipal Bond
NONE = No ISITC Security Type
OPT = Option
PS = Preferred Stock
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR SL = Foreign Exchange Contract
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
Time Deposit
USTB = US Treasury Bill
TERM WAR = Term Loan
STRUCT
Warrant
ZOO
= Structured Notes
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[54] Side Values 6 = Sell short exempt
B = As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
5 = Sell short
7 = Undisclosed (valid for IOI and List Order messages only)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
B 7 = As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
5 = Sell short
7 = Undisclosed (valid for IOI and List Order messages only)
[104] IOIQualifier Values O = At the open
X = Crossing opportunity
W = Indication - Working away
V = Versus
T = Through the day
S = Portfolio shown
R = Ready to trade
A = All or none
P = Taking a position
M = More behind
L = Limit
I = In touch with
D = VWAP (Volume Weighted Avg Price)
C = At the close (around/not held to close)
B = Market On Close (MOC) (held to close)
Q = At the Market (previously called Current Quote)
Y = At the Midpoint
Z = Pre-open
A = All or none
C = At the close
I = In touch with
L = Limit
M = More behind
O = At the open
X = Crossing opportunity
W = Indication - Working away
V = Versus
T = Through the day
S = Portfolio shown
R = Ready to trade
A = All or none
P = Taking a position
M = More behind
L = Limit
I = In touch with
D = VWAP (Volume Weighted Avg Price)
C = At the close (around/not held to close)
B = Market On Close (MOC) (held to close)
Q = At the Market (previously called Current Quote)
R = Ready to trade
S = Portfolio show-n
T = Through the day
V = Versus
W = Indication - Working away
X = Crossing opportunity
Y = At the Midpoint
Z = Pre-open

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[55] Symbol Reqd Optional OptionalMandatory
[22] IDSource Values E = Sicovam
2 = SEDOL
1 = CUSIP
3 = QUIK
F = Belgian
D = Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
E 1 = Sicovam
CUSIP
2 = SEDOL
1 = CUSIP
3 = QUIK
F 4 = Belgian
D
ISIN number
5
= Valoren
C
RIC code
6
= Dutch
B
ISO Currency Code
7
= Wertpapier
A
ISO Country Code
8
= Bloomberg Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
[167] SecurityType Values CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR BA = Warrant
Bankers Acceptance
CB = Convertible Bond (Note not part of ISITC spec)
CD = Certificate Of Deposit
CMO = Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CS = Common Stock
FHA = Federal Housing Authority
FHL = Federal Home Loan
FN = Federal National Mortgage Association
FOR = Foreign Exchange Contract
FUT = Future
GN = Government National Mortgage Association
GOVT = Treasuries + Agency Debenture
IET = Mortgage IOETTE
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG
Fund
MIO
= Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-Thru
MUNI = Municipal Bond
NONE = No ISITC Security Type
OPT = Option
PS = Preferred Stock
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR SL = Foreign Exchange Contract
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
Time Deposit
USTB = US Treasury Bill
TERM WAR = Term Loan
STRUCT
Warrant
ZOO
= Structured Notes
Cats, Tigers & Lions (a real code: US Treasury Receipts)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[102] CxlRejReason Values 1 = Unknown order
0 = Too late to cancel
6 = Duplicate ClOrdID received
5 = OrigOrdModTime did not match last TransactTime of order
4 = Unable to process Order Mass Cancel Request
3 = Order already in Pending Cancel or Pending Replace status
2 = Broker / Exchange Option
1 = Unknown order
0 = Too late to cancel
6 1 = Duplicate ClOrdID received
5 = OrigOrdModTime did not match last TransactTime of
Unknown order
4 2 = Unable to process Order Mass Cancel Request
Broker Option
3 = Order already in Pending Cancel or Pending Replace status
2 = Broker / Exchange Option

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[22] IDSource Values E = Sicovam
2 = SEDOL
1 = CUSIP
3 = QUIK
F = Belgian
D = Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
E 1 = Sicovam
CUSIP
2 = SEDOL
1 = CUSIP
3 = QUIK
F 4 = Belgian
D
ISIN number
5
= Valoren
C
RIC code
6
= Dutch
B
ISO Currency Code
7
= Wertpapier
A
ISO Country Code
8
= Bloomberg Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
[167] SecurityType Values CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR BA = Warrant
Bankers Acceptance
CB = Convertible Bond (Note not part of ISITC spec)
CD = Certificate Of Deposit
CMO = Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CS = Common Stock
FHA = Federal Housing Authority
FHL = Federal Home Loan
FN = Federal National Mortgage Association
FOR = Foreign Exchange Contract
FUT = Future
GN = Government National Mortgage Association
GOVT = Treasuries + Agency Debenture
IET = Mortgage IOETTE
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG
Fund
MIO
= Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-Thru
MUNI = Municipal Bond
NONE = No ISITC Security Type
OPT = Option
PS = Preferred Stock
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR SL = Foreign Exchange Contract
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
Time Deposit
USTB = US Treasury Bill
TERM WAR = Term Loan
STRUCT
Warrant
ZOO
= Structured Notes
Cats, Tigers & Lions (a real code: US Treasury Receipts)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[297] QuoteAckStatus Values 6 = Removed from Market
1 = Canceled for Symbol(s)
10 = Pending
9 = Quote Not Found
8 = Query
7 = Expired
5 = Rejected
4 = Canceled All
3 = Canceled for Underlying
2 = Canceled for Security Type(s)
0 = Accepted
6 0 = Removed from Market
Accepted
1 = Canceled for Symbol(s)
10 = Pending
9 = Quote Not Found
8 = Query
7 = Expired
5 = Rejected
4 = Canceled All
3 = Canceled for Underlying
2 = Canceled for Security Type(s)
0 3 = Accepted
Canceled for Underlying
4 = Canceled All
5 = Rejected
[22] IDSource Values E = Sicovam
2 = SEDOL
1 = CUSIP
3 = QUIK
F = Belgian
D = Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
E 1 = Sicovam
CUSIP
2 = SEDOL
1 = CUSIP
3 = QUIK
F 4 = Belgian
D
ISIN number
5
= Valoren
C
RIC code
6
= Dutch
B
ISO Currency Code
7
= Wertpapier
A
ISO Country Code
8
= Bloomberg Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
[167] SecurityType Values CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR BA = Warrant
Bankers Acceptance
CB = Convertible Bond (Note not part of ISITC spec)
CD = Certificate Of Deposit
CMO = Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CS = Common Stock
FHA = Federal Housing Authority
FHL = Federal Home Loan
FN = Federal National Mortgage Association
FOR = Foreign Exchange Contract
FUT = Future
GN = Government National Mortgage Association
GOVT = Treasuries + Agency Debenture
IET = Mortgage IOETTE
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG
Fund
MIO
= Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-Thru
MUNI = Municipal Bond
NONE = No ISITC Security Type
OPT = Option
PS = Preferred Stock
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR SL = Foreign Exchange Contract
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
Time Deposit
USTB = US Treasury Bill
TERM WAR = Term Loan
STRUCT
Warrant
ZOO
= Structured Notes
Cats, Tigers & Lions (a real code: US Treasury Receipts)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[22] IDSource Values E = Sicovam
2 = SEDOL
1 = CUSIP
3 = QUIK
F = Belgian
D = Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
E 1 = Sicovam
CUSIP
2 = SEDOL
1 = CUSIP
3 = QUIK
F 4 = Belgian
D
ISIN number
5
= Valoren
C
RIC code
6
= Dutch
B
ISO Currency Code
7
= Wertpapier
A
ISO Country Code
8
= Bloomberg Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
[167] SecurityType Values CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR BA = Warrant
Bankers Acceptance
CB = Convertible Bond (Note not part of ISITC spec)
CD = Certificate Of Deposit
CMO = Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CS = Common Stock
FHA = Federal Housing Authority
FHL = Federal Home Loan
FN = Federal National Mortgage Association
FOR = Foreign Exchange Contract
FUT = Future
GN = Government National Mortgage Association
GOVT = Treasuries + Agency Debenture
IET = Mortgage IOETTE
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG
Fund
MIO
= Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-Thru
MUNI = Municipal Bond
NONE = No ISITC Security Type
OPT = Option
PS = Preferred Stock
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR SL = Foreign Exchange Contract
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
Time Deposit
USTB = US Treasury Bill
TERM WAR = Term Loan
STRUCT
Warrant
ZOO
= Structured Notes
Cats, Tigers & Lions (a real code: US Treasury Receipts)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[63] SettlmntTyp Values 5 = T+4
A = T+1
6 = Future
3 = T+2
2 = Next Day
8 = Sellers Option
1 = Cash
7 = When And If Issued
0 = Regular
9 = T+ 5
4 = T+3
5 0 = T+4
A
Regular
1
= T+1
6 = Future
3 = T+2
Cash
2 = Next Day
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When Issued
8 = Sellers Option
1 = Cash
7 = When And If Issued
0 = Regular
9 = T+ 5
4 = T+3
[18] ExecInst Values Y = TryToStop
M = MidPrcPeg
P = MarkPeg
Q = CancelOnSysFail
R = PrimPeg
S = Suspend
U = CustDispInst
V = Netting
W = PegVWAP
X = TradeAlong
D = PercVol
0 = StayOffer
2 = Work
4 = OverDay
5 = Held
6 = PartNotInit
7 = StrictScale
8 = TryToScale
9 = StayBid
A = NoCross
O = OpenPeg
C = CallFirst
N = NonNego
E = DNI
F = DNR
G = AON
H = RestateOnSysFail
I = InstitOnly
J = RestateOnTradingHalt
K = CancelOnTradingHalt
L = LastPeg
3 = GoAlong
B = OkCross
1 = NotHeld
Y = TryToStop
M = MidPrcPeg
P = MarkPeg
Q = CancelOnSysFail
R = PrimPeg
S = Suspend
U = CustDispInst
V = Netting
W = PegVWAP
X = TradeAlong
D = PercVol
0 = StayOffer
Stay on offerside
1 = Not held
2 = Work
3 = Go along
4 = OverDay
Over the day
5 = Held
6 = PartNotInit
Participate don't initiate
7 = StrictScale
Strict scale
8 = TryToScale
Try to scale
9 = StayBid
Stay on bidside
A = NoCross
O
No cross (cross is forbidden)
B
= OpenPeg
OK to cross
C = CallFirst
N
Call first
D
= NonNego
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 = RestateOnSysFail
I = InstitOnly
J = RestateOnTradingHalt
K = CancelOnTradingHalt
Institutions only
L = LastPeg
3
Last peg (last sale)
M
= GoAlong
B
Mid-price peg (midprice of inside quote)
N
= OkCross
1
Non-negotiable
O
= NotHeld
Opening peg
P = Market peg
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
T = Fixed Peg to Local best bid or offer at time of order
U = Customer Display Instruction (Rule11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
[55] Symbol Reqd Optional OptionalMandatory
[22] IDSource Values E = Sicovam
2 = SEDOL
1 = CUSIP
3 = QUIK
F = Belgian
D = Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
E 1 = Sicovam
CUSIP
2 = SEDOL
1 = CUSIP
3 = QUIK
F 4 = Belgian
D
ISIN number
5
= Valoren
C
RIC code
6
= Dutch
B
ISO Currency Code
7
= Wertpapier
A
ISO Country Code
8
= Bloomberg Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
[167] SecurityType Values CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR BA = Warrant
Bankers Acceptance
CB = Convertible Bond (Note not part of ISITC spec)
CD = Certificate Of Deposit
CMO = Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CS = Common Stock
FHA = Federal Housing Authority
FHL = Federal Home Loan
FN = Federal National Mortgage Association
FOR = Foreign Exchange Contract
FUT = Future
GN = Government National Mortgage Association
GOVT = Treasuries + Agency Debenture
IET = Mortgage IOETTE
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG
Fund
MIO
= Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-Thru
MUNI = Municipal Bond
NONE = No ISITC Security Type
OPT = Option
PS = Preferred Stock
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR SL = Foreign Exchange Contract
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
Time Deposit
USTB = US Treasury Bill
TERM WAR = Term Loan
STRUCT
Warrant
ZOO
= Structured Notes
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[54] Side Values 6 = Sell short exempt
B = As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
5 = Sell short
7 = Undisclosed (valid for IOI and List Order messages only)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
B 7 = As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
5 = Sell short
7 = Undisclosed (valid for IOI and List Order messages only)
[40] OrdType Values D = Previously quoted
2 = Limit
3 = Stop
4 = Stop limit
5 = Market on close (Deprecated)
6 = With or without
7 = Limit or better
8 = Limit with or without
9 = On basis
A = On close (Deprecated)
1 = Market
C = Forex - Market (Deprecated)
F = Forex - Limit (Deprecated)
E = Previously indicated
G = Forex - Swap
I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan)
J = Market If Touched (MIT)
K = Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price)
L = Previous Fund Valuation Point (Historic pricing) (for CIV)
M = Next Fund Valuation Point (Forward pricing) (for CIV)
P = Pegged
B = Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)
D 1 = Previously quoted
Market
2 = Limit
3 = Stop
4 = Stop limit
5 = Market on close (Deprecated)
close
6 = With or without
7 = Limit or better
8 = Limit with or without
9 = On basis
A = On close (Deprecated)
1
close
B
= Market
Limit on close
C = Forex - Market (Deprecated)
F
Market
D
= Forex - Limit (Deprecated)
Previously quoted
E = Previously indicated
F = Forex - Limit
G = Forex - Swap
H = Forex - Previously Quoted
I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan)
J = Market If Touched (MIT)
K = Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price)
L = Previous Fund Valuation Point (Historic pricing) (for CIV)
M = Next Fund Valuation Point (Forward pricing) (for CIV)
P = Pegged
B = Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)
[59] TimeInForce Values 7 = At the Close
0 = Day
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate or Cancel (IOC)
4 = Fill or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date
7 = At the Close
0 = Day
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate or Cancel (IOC)
4 = Fill or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date
[77] OpenClose Values F = FIFO
R = Rolled
C = Close
O = Open
F = FIFO
R = Rolled
C = Close
O = Open

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[394] BidType Values 1 = Non Disclosed Style (e.g. US/European)
2 = Disclosed Style (e.g. Japanese)
3 = No Bidding Process
1 = Non Disclosed Style (e.g. US/European)
2 = Disclosed Style (e.g. Japanese)
3 = No Bidding Process
[433] ListExecInstType Values 5 = Exchange/switch CIV order Buy driven, cash withdraw (i.e. additional cash will not be provided to fulfil the order)
4 = Exchange/switch CIV order Buy driven, cash top-up (i.e. additional cash will be provided to fulfil the order)
2 = Wait for Execute Instruction (e.g. a List Execute message or phone call before proceeding with execution of the list)
1 = Immediate
3 = Exchange/switch CIV order Sell driven
5 1 = Exchange/switch CIV order Buy driven, cash withdraw (i.e. additional cash will not be provided to fulfil the order)
4 = Exchange/switch CIV order Buy driven, cash top-up (i.e. additional cash will be provided to fulfil the order)
Immediate
2 = Wait for Execute Instruction (e.g. a List Execute message or phone call before proceeding with execution of the list)
1 = Immediate
3 = Exchange/switch CIV order Sell driven
[160] SettlInstMode Values 0 = Default
4 = Specific Order for a single account (for CIV)
3 = Specific Allocation Account Standing
1 = Standing Instructions Provided
2 = Specific Allocation Account Overriding
0 = Default
4 = Specific Order for a single account (for CIV)
3 = Specific Allocation Account Standing
1 = Standing Instructions Provided
2 = Specific Allocation Account Overriding
3 = Specific Allocation Account Standing
[63] SettlmntTyp Values 5 = T+4
A = T+1
6 = Future
3 = T+2
2 = Next Day
8 = Sellers Option
1 = Cash
7 = When And If Issued
0 = Regular
9 = T+ 5
4 = T+3
5 0 = T+4
A
Regular
1
= T+1
6 = Future
3 = T+2
Cash
2 = Next Day
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When Issued
8 = Sellers Option
1 = Cash
7 = When And If Issued
0 = Regular
9 = T+ 5
4 = T+3
[18] ExecInst Values Y = TryToStop
M = MidPrcPeg
P = MarkPeg
Q = CancelOnSysFail
R = PrimPeg
S = Suspend
U = CustDispInst
V = Netting
W = PegVWAP
X = TradeAlong
D = PercVol
0 = StayOffer
2 = Work
4 = OverDay
5 = Held
6 = PartNotInit
7 = StrictScale
8 = TryToScale
9 = StayBid
A = NoCross
O = OpenPeg
C = CallFirst
N = NonNego
E = DNI
F = DNR
G = AON
H = RestateOnSysFail
I = InstitOnly
J = RestateOnTradingHalt
K = CancelOnTradingHalt
L = LastPeg
3 = GoAlong
B = OkCross
1 = NotHeld
Y = TryToStop
M = MidPrcPeg
P = MarkPeg
Q = CancelOnSysFail
R = PrimPeg
S = Suspend
U = CustDispInst
V = Netting
W = PegVWAP
X = TradeAlong
D = PercVol
0 = StayOffer
Stay on offerside
1 = Not held
2 = Work
3 = Go along
4 = OverDay
Over the day
5 = Held
6 = PartNotInit
Participate don't initiate
7 = StrictScale
Strict scale
8 = TryToScale
Try to scale
9 = StayBid
Stay on bidside
A = NoCross
O
No cross (cross is forbidden)
B
= OpenPeg
OK to cross
C = CallFirst
N
Call first
D
= NonNego
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 = RestateOnSysFail
I = InstitOnly
J = RestateOnTradingHalt
K = CancelOnTradingHalt
Institutions only
L = LastPeg
3
Last peg (last sale)
M
= GoAlong
B
Mid-price peg (midprice of inside quote)
N
= OkCross
1
Non-negotiable
O
= NotHeld
Opening peg
P = Market peg
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
T = Fixed Peg to Local best bid or offer at time of order
U = Customer Display Instruction (Rule11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
[55] Symbol Reqd Optional OptionalMandatory
[22] IDSource Values E = Sicovam
2 = SEDOL
1 = CUSIP
3 = QUIK
F = Belgian
D = Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
E 1 = Sicovam
CUSIP
2 = SEDOL
1 = CUSIP
3 = QUIK
F 4 = Belgian
D
ISIN number
5
= Valoren
C
RIC code
6
= Dutch
B
ISO Currency Code
7
= Wertpapier
A
ISO Country Code
8
= Bloomberg Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
[167] SecurityType Values CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR BA = Warrant
Bankers Acceptance
CB = Convertible Bond (Note not part of ISITC spec)
CD = Certificate Of Deposit
CMO = Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CS = Common Stock
FHA = Federal Housing Authority
FHL = Federal Home Loan
FN = Federal National Mortgage Association
FOR = Foreign Exchange Contract
FUT = Future
GN = Government National Mortgage Association
GOVT = Treasuries + Agency Debenture
IET = Mortgage IOETTE
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG
Fund
MIO
= Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-Thru
MUNI = Municipal Bond
NONE = No ISITC Security Type
OPT = Option
PS = Preferred Stock
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR SL = Foreign Exchange Contract
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
Time Deposit
USTB = US Treasury Bill
TERM WAR = Term Loan
STRUCT
Warrant
ZOO
= Structured Notes
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[54] Side Values 6 = Sell short exempt
B = As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
5 = Sell short
7 = Undisclosed (valid for IOI and List Order messages only)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
B 7 = As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
5 = Sell short
7 = Undisclosed (valid for IOI and List Order messages only)
[401] SideValueInd Values 1 = SideValue1
2 = SideValue 2
1 = SideValue1
2 = SideValue 2
[40] OrdType Values D = Previously quoted
2 = Limit
3 = Stop
4 = Stop limit
5 = Market on close (Deprecated)
6 = With or without
7 = Limit or better
8 = Limit with or without
9 = On basis
A = On close (Deprecated)
1 = Market
C = Forex - Market (Deprecated)
F = Forex - Limit (Deprecated)
E = Previously indicated
G = Forex - Swap
I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan)
J = Market If Touched (MIT)
K = Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price)
L = Previous Fund Valuation Point (Historic pricing) (for CIV)
M = Next Fund Valuation Point (Forward pricing) (for CIV)
P = Pegged
B = Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)
D 1 = Previously quoted
Market
2 = Limit
3 = Stop
4 = Stop limit
5 = Market on close (Deprecated)
close
6 = With or without
7 = Limit or better
8 = Limit with or without
9 = On basis
A = On close (Deprecated)
1
close
B
= Market
Limit on close
C = Forex - Market (Deprecated)
F
Market
D
= Forex - Limit (Deprecated)
Previously quoted
E = Previously indicated
F = Forex - Limit
G = Forex - Swap
H = Forex - Previously Quoted
I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan)
J = Market If Touched (MIT)
K = Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price)
L = Previous Fund Valuation Point (Historic pricing) (for CIV)
M = Next Fund Valuation Point (Forward pricing) (for CIV)
P = Pegged
B = Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)
[59] TimeInForce Values 7 = At the Close
0 = Day
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate or Cancel (IOC)
4 = Fill or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date
7 = At the Close
0 = Day
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate or Cancel (IOC)
4 = Fill or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date
[77] OpenClose Values F = FIFO
R = Rolled
C = Close
O = Open
F = FIFO
R = Rolled
C = Close
O = Open

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[55] Symbol Reqd Optional OptionalMandatory
[22] IDSource Values E = Sicovam
2 = SEDOL
1 = CUSIP
3 = QUIK
F = Belgian
D = Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
E 1 = Sicovam
CUSIP
2 = SEDOL
1 = CUSIP
3 = QUIK
F 4 = Belgian
D
ISIN number
5
= Valoren
C
RIC code
6
= Dutch
B
ISO Currency Code
7
= Wertpapier
A
ISO Country Code
8
= Bloomberg Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
[167] SecurityType Values CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR BA = Warrant
Bankers Acceptance
CB = Convertible Bond (Note not part of ISITC spec)
CD = Certificate Of Deposit
CMO = Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CS = Common Stock
FHA = Federal Housing Authority
FHL = Federal Home Loan
FN = Federal National Mortgage Association
FOR = Foreign Exchange Contract
FUT = Future
GN = Government National Mortgage Association
GOVT = Treasuries + Agency Debenture
IET = Mortgage IOETTE
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG
Fund
MIO
= Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-Thru
MUNI = Municipal Bond
NONE = No ISITC Security Type
OPT = Option
PS = Preferred Stock
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR SL = Foreign Exchange Contract
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
Time Deposit
USTB = US Treasury Bill
TERM WAR = Term Loan
STRUCT
Warrant
ZOO
= Structured Notes
Cats, Tigers & Lions (a real code: US Treasury Receipts)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[55] Symbol Reqd Optional OptionalMandatory
[22] IDSource Values E = Sicovam
2 = SEDOL
1 = CUSIP
3 = QUIK
F = Belgian
D = Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
E 1 = Sicovam
CUSIP
2 = SEDOL
1 = CUSIP
3 = QUIK
F 4 = Belgian
D
ISIN number
5
= Valoren
C
RIC code
6
= Dutch
B
ISO Currency Code
7
= Wertpapier
A
ISO Country Code
8
= Bloomberg Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
[167] SecurityType Values CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR BA = Warrant
Bankers Acceptance
CB = Convertible Bond (Note not part of ISITC spec)
CD = Certificate Of Deposit
CMO = Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CS = Common Stock
FHA = Federal Housing Authority
FHL = Federal Home Loan
FN = Federal National Mortgage Association
FOR = Foreign Exchange Contract
FUT = Future
GN = Government National Mortgage Association
GOVT = Treasuries + Agency Debenture
IET = Mortgage IOETTE
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG
Fund
MIO
= Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-Thru
MUNI = Municipal Bond
NONE = No ISITC Security Type
OPT = Option
PS = Preferred Stock
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR SL = Foreign Exchange Contract
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
Time Deposit
USTB = US Treasury Bill
TERM WAR = Term Loan
STRUCT
Warrant
ZOO
= Structured Notes
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[326] SecurityTradingStatus Values 20 = Unknown or Invalid
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)
19 = Not Traded on this Market
22 = Opening Rotation
21 = Pre-Open
12 = No Market Imbalance
18 = Not Available for trading (end of session)
10 = Market On Close Imbalance Sell
9 = Market On Close Imbalance Buy
8 = Market Imbalance Sell
7 = Market Imbalance Buy
6 = Trading Range Indication
5 = Price Indication
4 = No Open/No Resume
3 = Resume
1 = Opening Delay
2 = Trading Halt
23 = Fast Market
20 1 = Unknown or Invalid
Opening Delay
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)
19 = Not Traded on this Market
22 = Opening Rotation
21 = Pre-Open
12 = No Market Imbalance
18 = Not Available for trading (end of session)
10 19 = Not Traded on this Market
2 = Trading Halt
20 = Unknown or Invalid
3 = Resume
4 = No Open/No Resume
5 = Price Indication
6 = Trading Range Indication
7
= Market On Close Imbalance Buy
8 = Market
Imbalance Sell
9 = Market On Close Imbalance Buy
8 = Market Imbalance Sell
7 = Market Imbalance Buy
6 = Trading Range Indication
5 = Price Indication
4 = No Open/No Resume
3 = Resume
1 = Opening Delay
2 = Trading Halt
23 = Fast Market
[291] FinancialStatus Values 1 = Bankrupt
2 = Pending delisting
1 = Bankrupt
2 = Pending delisting

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[55] Symbol Reqd Optional OptionalMandatory
[22] IDSource Values E = Sicovam
2 = SEDOL
1 = CUSIP
3 = QUIK
F = Belgian
D = Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
E 1 = Sicovam
CUSIP
2 = SEDOL
1 = CUSIP
3 = QUIK
F 4 = Belgian
D
ISIN number
5
= Valoren
C
RIC code
6
= Dutch
B
ISO Currency Code
7
= Wertpapier
A
ISO Country Code
8
= Bloomberg Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
[167] SecurityType Values CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR BA = Warrant
Bankers Acceptance
CB = Convertible Bond (Note not part of ISITC spec)
CD = Certificate Of Deposit
CMO = Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CS = Common Stock
FHA = Federal Housing Authority
FHL = Federal Home Loan
FN = Federal National Mortgage Association
FOR = Foreign Exchange Contract
FUT = Future
GN = Government National Mortgage Association
GOVT = Treasuries + Agency Debenture
IET = Mortgage IOETTE
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG
Fund
MIO
= Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-Thru
MUNI = Municipal Bond
NONE = No ISITC Security Type
OPT = Option
PS = Preferred Stock
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR SL = Foreign Exchange Contract
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
Time Deposit
USTB = US Treasury Bill
TERM WAR = Term Loan
STRUCT
Warrant
ZOO
= Structured Notes
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[54] Side Values 6 = Sell short exempt
B = As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
5 = Sell short
7 = Undisclosed (valid for IOI and List Order messages only)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
B 7 = As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
5 = Sell short
7 = Undisclosed (valid for IOI and List Order messages only)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[63] SettlmntTyp Values 5 = T+4
A = T+1
6 = Future
3 = T+2
2 = Next Day
8 = Sellers Option
1 = Cash
7 = When And If Issued
0 = Regular
9 = T+ 5
4 = T+3
5 0 = T+4
A
Regular
1
= T+1
6 = Future
3 = T+2
Cash
2 = Next Day
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When Issued
8 = Sellers Option
1 = Cash
7 = When And If Issued
0 = Regular
9 = T+ 5
4 = T+3
[18] ExecInst Values Y = TryToStop
M = MidPrcPeg
P = MarkPeg
Q = CancelOnSysFail
R = PrimPeg
S = Suspend
U = CustDispInst
V = Netting
W = PegVWAP
X = TradeAlong
D = PercVol
0 = StayOffer
2 = Work
4 = OverDay
5 = Held
6 = PartNotInit
7 = StrictScale
8 = TryToScale
9 = StayBid
A = NoCross
O = OpenPeg
C = CallFirst
N = NonNego
E = DNI
F = DNR
G = AON
H = RestateOnSysFail
I = InstitOnly
J = RestateOnTradingHalt
K = CancelOnTradingHalt
L = LastPeg
3 = GoAlong
B = OkCross
1 = NotHeld
Y = TryToStop
M = MidPrcPeg
P = MarkPeg
Q = CancelOnSysFail
R = PrimPeg
S = Suspend
U = CustDispInst
V = Netting
W = PegVWAP
X = TradeAlong
D = PercVol
0 = StayOffer
Stay on offerside
1 = Not held
2 = Work
3 = Go along
4 = OverDay
Over the day
5 = Held
6 = PartNotInit
Participate don't initiate
7 = StrictScale
Strict scale
8 = TryToScale
Try to scale
9 = StayBid
Stay on bidside
A = NoCross
O
No cross (cross is forbidden)
B
= OpenPeg
OK to cross
C = CallFirst
N
Call first
D
= NonNego
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 = RestateOnSysFail
I = InstitOnly
J = RestateOnTradingHalt
K = CancelOnTradingHalt
Institutions only
L = LastPeg
3
Last peg (last sale)
M
= GoAlong
B
Mid-price peg (midprice of inside quote)
N
= OkCross
1
Non-negotiable
O
= NotHeld
Opening peg
P = Market peg
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
T = Fixed Peg to Local best bid or offer at time of order
U = Customer Display Instruction (Rule11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
[55] Symbol Reqd Optional OptionalMandatory
[22] IDSource Values E = Sicovam
2 = SEDOL
1 = CUSIP
3 = QUIK
F = Belgian
D = Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
E 1 = Sicovam
CUSIP
2 = SEDOL
1 = CUSIP
3 = QUIK
F 4 = Belgian
D
ISIN number
5
= Valoren
C
RIC code
6
= Dutch
B
ISO Currency Code
7
= Wertpapier
A
ISO Country Code
8
= Bloomberg Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
[167] SecurityType Values CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR BA = Warrant
Bankers Acceptance
CB = Convertible Bond (Note not part of ISITC spec)
CD = Certificate Of Deposit
CMO = Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CS = Common Stock
FHA = Federal Housing Authority
FHL = Federal Home Loan
FN = Federal National Mortgage Association
FOR = Foreign Exchange Contract
FUT = Future
GN = Government National Mortgage Association
GOVT = Treasuries + Agency Debenture
IET = Mortgage IOETTE
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG
Fund
MIO
= Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-Thru
MUNI = Municipal Bond
NONE = No ISITC Security Type
OPT = Option
PS = Preferred Stock
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR SL = Foreign Exchange Contract
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
Time Deposit
USTB = US Treasury Bill
TERM WAR = Term Loan
STRUCT
Warrant
ZOO
= Structured Notes
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[54] Side Values 6 = Sell short exempt
B = As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
5 = Sell short
7 = Undisclosed (valid for IOI and List Order messages only)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
B 7 = As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
5 = Sell short
7 = Undisclosed (valid for IOI and List Order messages only)
[40] OrdType Values D = Previously quoted
2 = Limit
3 = Stop
4 = Stop limit
5 = Market on close (Deprecated)
6 = With or without
7 = Limit or better
8 = Limit with or without
9 = On basis
A = On close (Deprecated)
1 = Market
C = Forex - Market (Deprecated)
F = Forex - Limit (Deprecated)
E = Previously indicated
G = Forex - Swap
I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan)
J = Market If Touched (MIT)
K = Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price)
L = Previous Fund Valuation Point (Historic pricing) (for CIV)
M = Next Fund Valuation Point (Forward pricing) (for CIV)
P = Pegged
B = Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)
D 1 = Previously quoted
Market
2 = Limit
3 = Stop
4 = Stop limit
5 = Market on close (Deprecated)
close
6 = With or without
7 = Limit or better
8 = Limit with or without
9 = On basis
A = On close (Deprecated)
1
close
B
= Market
Limit on close
C = Forex - Market (Deprecated)
F
Market
D
= Forex - Limit (Deprecated)
Previously quoted
E = Previously indicated
F = Forex - Limit
G = Forex - Swap
H = Forex - Previously Quoted
I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan)
J = Market If Touched (MIT)
K = Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price)
L = Previous Fund Valuation Point (Historic pricing) (for CIV)
M = Next Fund Valuation Point (Forward pricing) (for CIV)
P = Pegged
B = Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)
[59] TimeInForce Values 7 = At the Close
0 = Day
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate or Cancel (IOC)
4 = Fill or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date
7 = At the Close
0 = Day
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate or Cancel (IOC)
4 = Fill or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date
[77] OpenClose Values F = FIFO
R = Rolled
C = Close
O = Open
F = FIFO
R = Rolled
C = Close
O = Open

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[340] TradSesStatus Values 5 = Pre-Close
6 = Request Rejected
4 = Pre-Open
3 = Closed
2 = Open
1 = Halted
0 = Unknown
1 = Halted
2 = Open
3 = Closed
4 = Pre-Open
5 = Pre-Close
6 = Request Rejected
4 = Pre-Open
3 = Closed
2 = Open
1 = Halted
0 = Unknown

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[55] Symbol Reqd Optional OptionalMandatory
[22] IDSource Values E = Sicovam
2 = SEDOL
1 = CUSIP
3 = QUIK
F = Belgian
D = Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
E 1 = Sicovam
CUSIP
2 = SEDOL
1 = CUSIP
3 = QUIK
F 4 = Belgian
D
ISIN number
5
= Valoren
C
RIC code
6
= Dutch
B
ISO Currency Code
7
= Wertpapier
A
ISO Country Code
8
= Bloomberg Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
[167] SecurityType Values CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR BA = Warrant
Bankers Acceptance
CB = Convertible Bond (Note not part of ISITC spec)
CD = Certificate Of Deposit
CMO = Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CS = Common Stock
FHA = Federal Housing Authority
FHL = Federal Home Loan
FN = Federal National Mortgage Association
FOR = Foreign Exchange Contract
FUT = Future
GN = Government National Mortgage Association
GOVT = Treasuries + Agency Debenture
IET = Mortgage IOETTE
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG
Fund
MIO
= Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-Thru
MUNI = Municipal Bond
NONE = No ISITC Security Type
OPT = Option
PS = Preferred Stock
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR SL = Foreign Exchange Contract
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
Time Deposit
USTB = US Treasury Bill
TERM WAR = Term Loan
STRUCT
Warrant
ZOO
= Structured Notes
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[54] Side Values 6 = Sell short exempt
B = As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
5 = Sell short
7 = Undisclosed (valid for IOI and List Order messages only)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
B 7 = As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
5 = Sell short
7 = Undisclosed (valid for IOI and List Order messages only)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[311] UnderlyingSymbol Reqd Optional OptionalMandatory
[22] IDSource Values E = Sicovam
2 = SEDOL
1 = CUSIP
3 = QUIK
F = Belgian
D = Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
E 1 = Sicovam
CUSIP
2 = SEDOL
1 = CUSIP
3 = QUIK
F 4 = Belgian
D
ISIN number
5
= Valoren
C
RIC code
6
= Dutch
B
ISO Currency Code
7
= Wertpapier
A
ISO Country Code
8
= Bloomberg Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
[167] SecurityType Values CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR BA = Warrant
Bankers Acceptance
CB = Convertible Bond (Note not part of ISITC spec)
CD = Certificate Of Deposit
CMO = Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CS = Common Stock
FHA = Federal Housing Authority
FHL = Federal Home Loan
FN = Federal National Mortgage Association
FOR = Foreign Exchange Contract
FUT = Future
GN = Government National Mortgage Association
GOVT = Treasuries + Agency Debenture
IET = Mortgage IOETTE
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG
Fund
MIO
= Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-Thru
MUNI = Municipal Bond
NONE = No ISITC Security Type
OPT = Option
PS = Preferred Stock
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR SL = Foreign Exchange Contract
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
Time Deposit
USTB = US Treasury Bill
TERM WAR = Term Loan
STRUCT
Warrant
ZOO
= Structured Notes
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[40] OrdType Values D = Previously quoted
2 = Limit
3 = Stop
4 = Stop limit
5 = Market on close (Deprecated)
6 = With or without
7 = Limit or better
8 = Limit with or without
9 = On basis
A = On close (Deprecated)
1 = Market
C = Forex - Market (Deprecated)
F = Forex - Limit (Deprecated)
E = Previously indicated
G = Forex - Swap
I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan)
J = Market If Touched (MIT)
K = Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price)
L = Previous Fund Valuation Point (Historic pricing) (for CIV)
M = Next Fund Valuation Point (Forward pricing) (for CIV)
P = Pegged
B = Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)
D 1 = Previously quoted
Market
2 = Limit
3 = Stop
4 = Stop limit
5 = Market on close (Deprecated)
close
6 = With or without
7 = Limit or better
8 = Limit with or without
9 = On basis
A = On close (Deprecated)
1
close
B
= Market
Limit on close
C = Forex - Market (Deprecated)
F
Market
D
= Forex - Limit (Deprecated)
Previously quoted
E = Previously indicated
F = Forex - Limit
G = Forex - Swap
H = Forex - Previously Quoted
I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan)
J = Market If Touched (MIT)
K = Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price)
L = Previous Fund Valuation Point (Historic pricing) (for CIV)
M = Next Fund Valuation Point (Forward pricing) (for CIV)
P = Pegged
B = Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[54] Side Values 6 = Sell short exempt
B = As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
5 = Sell short
7 = Undisclosed (valid for IOI and List Order messages only)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
B 7 = As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
5 = Sell short
7 = Undisclosed (valid for IOI and List Order messages only)
[55] Symbol Reqd Optional OptionalMandatory
[22] IDSource Values E = Sicovam
2 = SEDOL
1 = CUSIP
3 = QUIK
F = Belgian
D = Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
E 1 = Sicovam
CUSIP
2 = SEDOL
1 = CUSIP
3 = QUIK
F 4 = Belgian
D
ISIN number
5
= Valoren
C
RIC code
6
= Dutch
B
ISO Currency Code
7
= Wertpapier
A
ISO Country Code
8
= Bloomberg Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
[167] SecurityType Values CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR BA = Warrant
Bankers Acceptance
CB = Convertible Bond (Note not part of ISITC spec)
CD = Certificate Of Deposit
CMO = Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CS = Common Stock
FHA = Federal Housing Authority
FHL = Federal Home Loan
FN = Federal National Mortgage Association
FOR = Foreign Exchange Contract
FUT = Future
GN = Government National Mortgage Association
GOVT = Treasuries + Agency Debenture
IET = Mortgage IOETTE
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG
Fund
MIO
= Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-Thru
MUNI = Municipal Bond
NONE = No ISITC Security Type
OPT = Option
PS = Preferred Stock
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR SL = Foreign Exchange Contract
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
Time Deposit
USTB = US Treasury Bill
TERM WAR = Term Loan
STRUCT
Warrant
ZOO
= Structured Notes
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[63] SettlmntTyp Values 5 = T+4
A = T+1
6 = Future
3 = T+2
2 = Next Day
8 = Sellers Option
1 = Cash
7 = When And If Issued
0 = Regular
9 = T+ 5
4 = T+3
5 0 = T+4
A
Regular
1
= T+1
6 = Future
3 = T+2
Cash
2 = Next Day
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When Issued
8 = Sellers Option
1 = Cash
7 = When And If Issued
0 = Regular
9 = T+ 5
4 = T+3
[77] OpenClose Values F = FIFO
R = Rolled
C = Close
O = Open
F = FIFO
R = Rolled
C = Close
O = Open
[80] AllocShares Reqd Optional OptionalMandatory
[156] SettlCurrFxRateCalc Values D = Divide
M = Multiply
D = Divide
M = Multiply
[160] SettlInstMode Values 0 = Default
4 = Specific Order for a single account (for CIV)
3 = Specific Allocation Account Standing
1 = Standing Instructions Provided
2 = Specific Allocation Account Overriding
0 = Default
4 = Specific Order for a single account (for CIV)
3 = Specific Allocation Account Standing
1 = Standing Instructions Provided
2 = Specific Allocation Account Overriding
3 = Specific Allocation Account Standing

Additional (Mandatory) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[626] AllocType (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[380] BusinessRejectReason Values 3 = Unsupported Message Type
7 = DeliverTo firm not available at this time
4 = Application not available
6 = Not authorized
0 = Other
5 = Conditionally Required Field Missing
1 = Unkown ID
2 = Unknown Security
0 = Other
1 = Unkown ID
2 = Unknown Security
3 = Unsupported Message Type
7 = DeliverTo firm not available at this time
4 = Application not available
6 = Not authorized
0 = Other
5 = Conditionally Required Field Missing
1 = Unkown ID
2 = Unknown Security

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[394] BidType Values 1 = Non Disclosed Style (e.g. US/European)
2 = Disclosed Style (e.g. Japanese)
3 = No Bidding Process
1 = Non Disclosed Style (e.g. US/European)
2 = Disclosed Style (e.g. Japanese)
3 = No Bidding Process
[399] BidDescriptorType Values 3 = Index
2 = Country
1 = Sector
3 = Index
2 = Country
1 = Sector
[401] SideValueInd Values 1 = SideValue1
2 = SideValue 2
1 = SideValue1
2 = SideValue 2
[54] Side Values 6 = Sell short exempt
B = As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
5 = Sell short
7 = Undisclosed (valid for IOI and List Order messages only)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
B 7 = As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
5 = Sell short
7 = Undisclosed (valid for IOI and List Order messages only)
[63] SettlmntTyp Values 5 = T+4
A = T+1
6 = Future
3 = T+2
2 = Next Day
8 = Sellers Option
1 = Cash
7 = When And If Issued
0 = Regular
9 = T+ 5
4 = T+3
5 0 = T+4
A
Regular
1
= T+1
6 = Future
3 = T+2
Cash
2 = Next Day
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When Issued
8 = Sellers Option
1 = Cash
7 = When And If Issued
0 = Regular
9 = T+ 5
4 = T+3

Additional (Mandatory) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[66] ListID (Mandatory)

Additional (Mandatory) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[66] ListID (Mandatory)
[422] TotNoStrikes (Mandatory)
[428] NoStrikes (Mandatory)
[44] Price (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[429] ListStatusType Values 6 = Alert
4 = ExecStarted
3 = Timed
2 = Response
1 = Ack
5 = AllDone
6 = Alert
4 = ExecStarted
3 = Timed
2 = Response
1 = Ack
5 = AllDone
[431] ListOrderStatus Values 4 = Canceling
3 = Executing
7 = Reject
6 = All Done
5 = Alert
2 = ReceivedForExecution
1 = InBiddingProcess
4 = Canceling
3 = Executing
7 = Reject
6 = All Done
5 = Alert
2 = ReceivedForExecution
1 = InBiddingProcess
[103] OrdRejReason Values 2 = Exchange closed
1 = Unknown symbol
3 = Order exceeds limit
4 = Too late to enter
5 = Unknown Order
7 = Duplicate of a verbally communicated order
9 = Trade Along required
10 = Invalid Investor ID
6 = Duplicate Order (e.g. dupe ClOrdID)
11 = Unsupported order characteristic
12 = Surveillence Option
0 = Broker / Exchange option
8 = Stale Order
0 = Broker option
1 = Unknown symbol
2 = Exchange closed
1 = Unknown symbol
3 = Order exceeds limit
4 = Too late to enter
5 = Unknown Order
7 = Duplicate of a verbally communicated order
9 = Trade Along required
10 = Invalid Investor ID
6 = Duplicate Order (e.g. dupe ClOrdID)
11 7 = Unsupported order characteristic
12 = Surveillence Option
0 = Broker / Exchange option
Duplicate of a verbally communicated order
8 = Stale Order

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[55] Symbol Reqd Optional OptionalMandatory
[22] IDSource Values E = Sicovam
2 = SEDOL
1 = CUSIP
3 = QUIK
F = Belgian
D = Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
E 1 = Sicovam
CUSIP
2 = SEDOL
1 = CUSIP
3 = QUIK
F 4 = Belgian
D
ISIN number
5
= Valoren
C
RIC code
6
= Dutch
B
ISO Currency Code
7
= Wertpapier
A
ISO Country Code
8
= Bloomberg Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
[167] SecurityType Values CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR BA = Warrant
Bankers Acceptance
CB = Convertible Bond (Note not part of ISITC spec)
CD = Certificate Of Deposit
CMO = Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CS = Common Stock
FHA = Federal Housing Authority
FHL = Federal Home Loan
FN = Federal National Mortgage Association
FOR = Foreign Exchange Contract
FUT = Future
GN = Government National Mortgage Association
GOVT = Treasuries + Agency Debenture
IET = Mortgage IOETTE
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG
Fund
MIO
= Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-Thru
MUNI = Municipal Bond
NONE = No ISITC Security Type
OPT = Option
PS = Preferred Stock
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR SL = Foreign Exchange Contract
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
Time Deposit
USTB = US Treasury Bill
TERM WAR = Term Loan
STRUCT
Warrant
ZOO
= Structured Notes
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[54] Side Values 6 = Sell short exempt
B = As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
5 = Sell short
7 = Undisclosed (valid for IOI and List Order messages only)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
B 7 = As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
5 = Sell short
7 = Undisclosed (valid for IOI and List Order messages only)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[55] Symbol Reqd Optional OptionalMandatory
[22] IDSource Values E = Sicovam
2 = SEDOL
1 = CUSIP
3 = QUIK
F = Belgian
D = Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
E 1 = Sicovam
CUSIP
2 = SEDOL
1 = CUSIP
3 = QUIK
F 4 = Belgian
D
ISIN number
5
= Valoren
C
RIC code
6
= Dutch
B
ISO Currency Code
7
= Wertpapier
A
ISO Country Code
8
= Bloomberg Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
[167] SecurityType Values CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR BA = Warrant
Bankers Acceptance
CB = Convertible Bond (Note not part of ISITC spec)
CD = Certificate Of Deposit
CMO = Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CS = Common Stock
FHA = Federal Housing Authority
FHL = Federal Home Loan
FN = Federal National Mortgage Association
FOR = Foreign Exchange Contract
FUT = Future
GN = Government National Mortgage Association
GOVT = Treasuries + Agency Debenture
IET = Mortgage IOETTE
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG
Fund
MIO
= Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-Thru
MUNI = Municipal Bond
NONE = No ISITC Security Type
OPT = Option
PS = Preferred Stock
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR SL = Foreign Exchange Contract
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
Time Deposit
USTB = US Treasury Bill
TERM WAR = Term Loan
STRUCT
Warrant
ZOO
= Structured Notes
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[54] Side Values 6 = Sell short exempt
B = As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
5 = Sell short
7 = Undisclosed (valid for IOI and List Order messages only)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
B 7 = As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
5 = Sell short
7 = Undisclosed (valid for IOI and List Order messages only)
[40] OrdType Values D = Previously quoted
2 = Limit
3 = Stop
4 = Stop limit
5 = Market on close (Deprecated)
6 = With or without
7 = Limit or better
8 = Limit with or without
9 = On basis
A = On close (Deprecated)
1 = Market
C = Forex - Market (Deprecated)
F = Forex - Limit (Deprecated)
E = Previously indicated
G = Forex - Swap
I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan)
J = Market If Touched (MIT)
K = Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price)
L = Previous Fund Valuation Point (Historic pricing) (for CIV)
M = Next Fund Valuation Point (Forward pricing) (for CIV)
P = Pegged
B = Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)
D 1 = Previously quoted
Market
2 = Limit
3 = Stop
4 = Stop limit
5 = Market on close (Deprecated)
close
6 = With or without
7 = Limit or better
8 = Limit with or without
9 = On basis
A = On close (Deprecated)
1
close
B
= Market
Limit on close
C = Forex - Market (Deprecated)
F
Market
D
= Forex - Limit (Deprecated)
Previously quoted
E = Previously indicated
F = Forex - Limit
G = Forex - Swap
H = Forex - Previously Quoted
I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan)
J = Market If Touched (MIT)
K = Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price)
L = Previous Fund Valuation Point (Historic pricing) (for CIV)
M = Next Fund Valuation Point (Forward pricing) (for CIV)
P = Pegged
B = Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[55] Symbol Reqd Optional OptionalMandatory
[22] IDSource Values E = Sicovam
2 = SEDOL
1 = CUSIP
3 = QUIK
F = Belgian
D = Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
E 1 = Sicovam
CUSIP
2 = SEDOL
1 = CUSIP
3 = QUIK
F 4 = Belgian
D
ISIN number
5
= Valoren
C
RIC code
6
= Dutch
B
ISO Currency Code
7
= Wertpapier
A
ISO Country Code
8
= Bloomberg Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
[167] SecurityType Values CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR BA = Warrant
Bankers Acceptance
CB = Convertible Bond (Note not part of ISITC spec)
CD = Certificate Of Deposit
CMO = Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CS = Common Stock
FHA = Federal Housing Authority
FHL = Federal Home Loan
FN = Federal National Mortgage Association
FOR = Foreign Exchange Contract
FUT = Future
GN = Government National Mortgage Association
GOVT = Treasuries + Agency Debenture
IET = Mortgage IOETTE
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG
Fund
MIO
= Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-Thru
MUNI = Municipal Bond
NONE = No ISITC Security Type
OPT = Option
PS = Preferred Stock
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR SL = Foreign Exchange Contract
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
Time Deposit
USTB = US Treasury Bill
TERM WAR = Term Loan
STRUCT
Warrant
ZOO
= Structured Notes
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[40] OrdType Values D = Previously quoted
2 = Limit
3 = Stop
4 = Stop limit
5 = Market on close (Deprecated)
6 = With or without
7 = Limit or better
8 = Limit with or without
9 = On basis
A = On close (Deprecated)
1 = Market
C = Forex - Market (Deprecated)
F = Forex - Limit (Deprecated)
E = Previously indicated
G = Forex - Swap
I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan)
J = Market If Touched (MIT)
K = Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price)
L = Previous Fund Valuation Point (Historic pricing) (for CIV)
M = Next Fund Valuation Point (Forward pricing) (for CIV)
P = Pegged
B = Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)
D 1 = Previously quoted
Market
2 = Limit
3 = Stop
4 = Stop limit
5 = Market on close (Deprecated)
close
6 = With or without
7 = Limit or better
8 = Limit with or without
9 = On basis
A = On close (Deprecated)
1
close
B
= Market
Limit on close
C = Forex - Market (Deprecated)
F
Market
D
= Forex - Limit (Deprecated)
Previously quoted
E = Previously indicated
F = Forex - Limit
G = Forex - Swap
H = Forex - Previously Quoted
I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan)
J = Market If Touched (MIT)
K = Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price)
L = Previous Fund Valuation Point (Historic pricing) (for CIV)
M = Next Fund Valuation Point (Forward pricing) (for CIV)
P = Pegged
B = Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[160] SettlInstMode Values 0 = Default
4 = Specific Order for a single account (for CIV)
3 = Specific Allocation Account Standing
1 = Standing Instructions Provided
2 = Specific Allocation Account Overriding
0 = Default
4 = Specific Order for a single account (for CIV)
3 = Specific Allocation Account Standing
1 = Standing Instructions Provided
2 = Specific Allocation Account Overriding
3 = Specific Allocation Account Standing
[165] SettlInstSource Values 2 = Institutions Instructions
3 = Investor (e.g. CIV use)
1 = Brokers Instructions
1 = Brokers Instructions
2 = Institutions Instructions
3 = Investor (e.g. CIV use)
1 = Brokers Instructions
[54] Side Values 6 = Sell short exempt
B = As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
5 = Sell short
7 = Undisclosed (valid for IOI and List Order messages only)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
B 7 = As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
5 = Sell short
7 = Undisclosed (valid for IOI and List Order messages only)
[167] SecurityType Values CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR BA = Warrant
Bankers Acceptance
CB = Convertible Bond (Note not part of ISITC spec)
CD = Certificate Of Deposit
CMO = Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CS = Common Stock
FHA = Federal Housing Authority
FHL = Federal Home Loan
FN = Federal National Mortgage Association
FOR = Foreign Exchange Contract
FUT = Future
GN = Government National Mortgage Association
GOVT = Treasuries + Agency Debenture
IET = Mortgage IOETTE
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG
Fund
MIO
= Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-Thru
MUNI = Municipal Bond
NONE = No ISITC Security Type
OPT = Option
PS = Preferred Stock
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR SL = Foreign Exchange Contract
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
Time Deposit
USTB = US Treasury Bill
TERM WAR = Term Loan
STRUCT
Warrant
ZOO
= Structured Notes
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[172] SettlDeliveryType Values 1 = Free
0 = Versus Payment
1 = Free
0 = Versus Payment

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[269] MDEntryType Values 7 = Trading Session High Price
1 = Offer
A = Imbalance
9 = Trading Session VWAP Price
8 = Trading Session Low Price
5 = Closing Price
4 = Opening Price
0 = Bid
2 = Trade
3 = Index Value
6 = Settlement Price
0 = Bid
1 = Offer
2 = Trade
3 = Index Value
4 = Opening Price
5 = Closing Price
6 = Settlement Price
7 = Trading Session High Price
1 = Offer
A = Imbalance
9 = Trading Session VWAP
Price
8 = Trading Session Low Price
5 9 = Closing Trading Session VWAP Price
4 = Opening Price
0 = Bid
2 = Trade
3 = Index Value
6 = Settlement Price
[55] Symbol Reqd Optional OptionalMandatory
[22] IDSource Values E = Sicovam
2 = SEDOL
1 = CUSIP
3 = QUIK
F = Belgian
D = Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
E 1 = Sicovam
CUSIP
2 = SEDOL
1 = CUSIP
3 = QUIK
F 4 = Belgian
D
ISIN number
5
= Valoren
C
RIC code
6
= Dutch
B
ISO Currency Code
7
= Wertpapier
A
ISO Country Code
8
= Bloomberg Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
[167] SecurityType Values CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR BA = Warrant
Bankers Acceptance
CB = Convertible Bond (Note not part of ISITC spec)
CD = Certificate Of Deposit
CMO = Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CS = Common Stock
FHA = Federal Housing Authority
FHL = Federal Home Loan
FN = Federal National Mortgage Association
FOR = Foreign Exchange Contract
FUT = Future
GN = Government National Mortgage Association
GOVT = Treasuries + Agency Debenture
IET = Mortgage IOETTE
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG
Fund
MIO
= Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-Thru
MUNI = Municipal Bond
NONE = No ISITC Security Type
OPT = Option
PS = Preferred Stock
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR SL = Foreign Exchange Contract
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
Time Deposit
USTB = US Treasury Bill
TERM WAR = Term Loan
STRUCT
Warrant
ZOO
= Structured Notes
Cats, Tigers & Lions (a real code: US Treasury Receipts)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[55] Symbol Reqd Optional OptionalMandatory
[22] IDSource Values E = Sicovam
2 = SEDOL
1 = CUSIP
3 = QUIK
F = Belgian
D = Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
E 1 = Sicovam
CUSIP
2 = SEDOL
1 = CUSIP
3 = QUIK
F 4 = Belgian
D
ISIN number
5
= Valoren
C
RIC code
6
= Dutch
B
ISO Currency Code
7
= Wertpapier
A
ISO Country Code
8
= Bloomberg Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
[167] SecurityType Values CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR BA = Warrant
Bankers Acceptance
CB = Convertible Bond (Note not part of ISITC spec)
CD = Certificate Of Deposit
CMO = Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CS = Common Stock
FHA = Federal Housing Authority
FHL = Federal Home Loan
FN = Federal National Mortgage Association
FOR = Foreign Exchange Contract
FUT = Future
GN = Government National Mortgage Association
GOVT = Treasuries + Agency Debenture
IET = Mortgage IOETTE
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG
Fund
MIO
= Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-Thru
MUNI = Municipal Bond
NONE = No ISITC Security Type
OPT = Option
PS = Preferred Stock
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR SL = Foreign Exchange Contract
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
Time Deposit
USTB = US Treasury Bill
TERM WAR = Term Loan
STRUCT
Warrant
ZOO
= Structured Notes
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[291] FinancialStatus Values 1 = Bankrupt
2 = Pending delisting
1 = Bankrupt
2 = Pending delisting
[269] MDEntryType Values 7 = Trading Session High Price
1 = Offer
A = Imbalance
9 = Trading Session VWAP Price
8 = Trading Session Low Price
5 = Closing Price
4 = Opening Price
0 = Bid
2 = Trade
3 = Index Value
6 = Settlement Price
0 = Bid
1 = Offer
2 = Trade
3 = Index Value
4 = Opening Price
5 = Closing Price
6 = Settlement Price
7 = Trading Session High Price
1 = Offer
A = Imbalance
9 = Trading Session VWAP
Price
8 = Trading Session Low Price
5 9 = Closing Trading Session VWAP Price
4 = Opening Price
0 = Bid
2 = Trade
3 = Index Value
6 = Settlement Price
[270] MDEntryPx Reqd Optional OptionalMandatory
[277] TradeCondition Values J = Next Day Trade (next day clearing)
K = Opened (late report of opened trade)
L = Seller
B = Average Price Trade
M = Sold (out of sequence)
H = Rule 155 Trade (Amex)
N = Stopped Stock (guarantee of price but does not execute the order)
P = Imbalance More Buyers (Cannot be used in combination with Q)
Q = Imbalance More Sellers (Cannot be used in combination with P)
R = Opening Price
I = Sold Last (late reporting)
A = Cash (only) Market
C = Cash Trade (same day clearing)
E = Opening / Reopening Trade Detail
F = Intraday Trade Detail
G = Rule 127 Trade (NYSE)
D = Next Day (only) Market
A = Cash (only) Market
B = Average Price Trade
C = Cash Trade (same day clearing)
D = Next Day (only) Market
E = Opening / Reopening Trade Detail
F = Intraday Trade Detail
G = Rule 127 Trade (NYSE)
H = Rule 155 Trade (Amex)
I = Sold Last (late reporting)
J = Next Day Trade (next day clearing)
K = Opened (late report of opened trade)
L = Seller
B = Average Price Trade
M = Sold (out of sequence)
H = Rule 155 Trade (Amex)
N = Stopped Stock (guarantee of price but does not execute the order)
P = Imbalance More Buyers (Cannot be used in combination with Q)
Q = Imbalance More Sellers (Cannot be used in combination with P)
R = Opening Price
I = Sold Last (late reporting)
A = Cash (only) Market
C = Cash Trade (same day clearing)
E = Opening / Reopening Trade Detail
F = Intraday Trade Detail
G = Rule 127 Trade (NYSE)
D = Next Day (only) Market
[286] OpenCloseSettleFlag Values 1 = Session Open / Close / Settlement price
2 = Delivery Settlement price
3 = Expected price
4 = Price from previous business day
0 = Daily Open / Close / Settlement price
0 = Daily Open / Close / Settlement price
1 = Session Open / Close / Settlement price
2 = Delivery Settlement price
3 = Expected price
4 = Price from previous business day
0 = Daily Open / Close / Settlement price
[59] TimeInForce Values 7 = At the Close
0 = Day
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate or Cancel (IOC)
4 = Fill or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date
7 = At the Close
0 = Day
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate or Cancel (IOC)
4 = Fill or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date
[18] ExecInst Values Y = TryToStop
M = MidPrcPeg
P = MarkPeg
Q = CancelOnSysFail
R = PrimPeg
S = Suspend
U = CustDispInst
V = Netting
W = PegVWAP
X = TradeAlong
D = PercVol
0 = StayOffer
2 = Work
4 = OverDay
5 = Held
6 = PartNotInit
7 = StrictScale
8 = TryToScale
9 = StayBid
A = NoCross
O = OpenPeg
C = CallFirst
N = NonNego
E = DNI
F = DNR
G = AON
H = RestateOnSysFail
I = InstitOnly
J = RestateOnTradingHalt
K = CancelOnTradingHalt
L = LastPeg
3 = GoAlong
B = OkCross
1 = NotHeld
Y = TryToStop
M = MidPrcPeg
P = MarkPeg
Q = CancelOnSysFail
R = PrimPeg
S = Suspend
U = CustDispInst
V = Netting
W = PegVWAP
X = TradeAlong
D = PercVol
0 = StayOffer
Stay on offerside
1 = Not held
2 = Work
3 = Go along
4 = OverDay
Over the day
5 = Held
6 = PartNotInit
Participate don't initiate
7 = StrictScale
Strict scale
8 = TryToScale
Try to scale
9 = StayBid
Stay on bidside
A = NoCross
O
No cross (cross is forbidden)
B
= OpenPeg
OK to cross
C = CallFirst
N
Call first
D
= NonNego
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 = RestateOnSysFail
I = InstitOnly
J = RestateOnTradingHalt
K = CancelOnTradingHalt
Institutions only
L = LastPeg
3
Last peg (last sale)
M
= GoAlong
B
Mid-price peg (midprice of inside quote)
N
= OkCross
1
Non-negotiable
O
= NotHeld
Opening peg
P = Market peg
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
T = Fixed Peg to Local best bid or offer at time of order
U = Customer Display Instruction (Rule11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[269] MDEntryType Values 7 = Trading Session High Price
1 = Offer
A = Imbalance
9 = Trading Session VWAP Price
8 = Trading Session Low Price
5 = Closing Price
4 = Opening Price
0 = Bid
2 = Trade
3 = Index Value
6 = Settlement Price
0 = Bid
1 = Offer
2 = Trade
3 = Index Value
4 = Opening Price
5 = Closing Price
6 = Settlement Price
7 = Trading Session High Price
1 = Offer
A = Imbalance
9 = Trading Session VWAP
Price
8 = Trading Session Low Price
5 9 = Closing Trading Session VWAP Price
4 = Opening Price
0 = Bid
2 = Trade
3 = Index Value
6 = Settlement Price
[22] IDSource Values E = Sicovam
2 = SEDOL
1 = CUSIP
3 = QUIK
F = Belgian
D = Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
E 1 = Sicovam
CUSIP
2 = SEDOL
1 = CUSIP
3 = QUIK
F 4 = Belgian
D
ISIN number
5
= Valoren
C
RIC code
6
= Dutch
B
ISO Currency Code
7
= Wertpapier
A
ISO Country Code
8
= Bloomberg Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
[167] SecurityType Values CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR BA = Warrant
Bankers Acceptance
CB = Convertible Bond (Note not part of ISITC spec)
CD = Certificate Of Deposit
CMO = Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CS = Common Stock
FHA = Federal Housing Authority
FHL = Federal Home Loan
FN = Federal National Mortgage Association
FOR = Foreign Exchange Contract
FUT = Future
GN = Government National Mortgage Association
GOVT = Treasuries + Agency Debenture
IET = Mortgage IOETTE
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG
Fund
MIO
= Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-Thru
MUNI = Municipal Bond
NONE = No ISITC Security Type
OPT = Option
PS = Preferred Stock
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR SL = Foreign Exchange Contract
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
Time Deposit
USTB = US Treasury Bill
TERM WAR = Term Loan
STRUCT
Warrant
ZOO
= Structured Notes
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[291] FinancialStatus Values 1 = Bankrupt
2 = Pending delisting
1 = Bankrupt
2 = Pending delisting
[277] TradeCondition Values J = Next Day Trade (next day clearing)
K = Opened (late report of opened trade)
L = Seller
B = Average Price Trade
M = Sold (out of sequence)
H = Rule 155 Trade (Amex)
N = Stopped Stock (guarantee of price but does not execute the order)
P = Imbalance More Buyers (Cannot be used in combination with Q)
Q = Imbalance More Sellers (Cannot be used in combination with P)
R = Opening Price
I = Sold Last (late reporting)
A = Cash (only) Market
C = Cash Trade (same day clearing)
E = Opening / Reopening Trade Detail
F = Intraday Trade Detail
G = Rule 127 Trade (NYSE)
D = Next Day (only) Market
A = Cash (only) Market
B = Average Price Trade
C = Cash Trade (same day clearing)
D = Next Day (only) Market
E = Opening / Reopening Trade Detail
F = Intraday Trade Detail
G = Rule 127 Trade (NYSE)
H = Rule 155 Trade (Amex)
I = Sold Last (late reporting)
J = Next Day Trade (next day clearing)
K = Opened (late report of opened trade)
L = Seller
B = Average Price Trade
M = Sold (out of sequence)
H = Rule 155 Trade (Amex)
N = Stopped Stock (guarantee of price but does not execute the order)
P = Imbalance More Buyers (Cannot be used in combination with Q)
Q = Imbalance More Sellers (Cannot be used in combination with P)
R = Opening Price
I = Sold Last (late reporting)
A = Cash (only) Market
C = Cash Trade (same day clearing)
E = Opening / Reopening Trade Detail
F = Intraday Trade Detail
G = Rule 127 Trade (NYSE)
D = Next Day (only) Market
[286] OpenCloseSettleFlag Values 1 = Session Open / Close / Settlement price
2 = Delivery Settlement price
3 = Expected price
4 = Price from previous business day
0 = Daily Open / Close / Settlement price
0 = Daily Open / Close / Settlement price
1 = Session Open / Close / Settlement price
2 = Delivery Settlement price
3 = Expected price
4 = Price from previous business day
0 = Daily Open / Close / Settlement price
[59] TimeInForce Values 7 = At the Close
0 = Day
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate or Cancel (IOC)
4 = Fill or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date
7 = At the Close
0 = Day
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate or Cancel (IOC)
4 = Fill or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date
[18] ExecInst Values Y = TryToStop
M = MidPrcPeg
P = MarkPeg
Q = CancelOnSysFail
R = PrimPeg
S = Suspend
U = CustDispInst
V = Netting
W = PegVWAP
X = TradeAlong
D = PercVol
0 = StayOffer
2 = Work
4 = OverDay
5 = Held
6 = PartNotInit
7 = StrictScale
8 = TryToScale
9 = StayBid
A = NoCross
O = OpenPeg
C = CallFirst
N = NonNego
E = DNI
F = DNR
G = AON
H = RestateOnSysFail
I = InstitOnly
J = RestateOnTradingHalt
K = CancelOnTradingHalt
L = LastPeg
3 = GoAlong
B = OkCross
1 = NotHeld
Y = TryToStop
M = MidPrcPeg
P = MarkPeg
Q = CancelOnSysFail
R = PrimPeg
S = Suspend
U = CustDispInst
V = Netting
W = PegVWAP
X = TradeAlong
D = PercVol
0 = StayOffer
Stay on offerside
1 = Not held
2 = Work
3 = Go along
4 = OverDay
Over the day
5 = Held
6 = PartNotInit
Participate don't initiate
7 = StrictScale
Strict scale
8 = TryToScale
Try to scale
9 = StayBid
Stay on bidside
A = NoCross
O
No cross (cross is forbidden)
B
= OpenPeg
OK to cross
C = CallFirst
N
Call first
D
= NonNego
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 = RestateOnSysFail
I = InstitOnly
J = RestateOnTradingHalt
K = CancelOnTradingHalt
Institutions only
L = LastPeg
3
Last peg (last sale)
M
= GoAlong
B
Mid-price peg (midprice of inside quote)
N
= OkCross
1
Non-negotiable
O
= NotHeld
Opening peg
P = Market peg
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
T = Fixed Peg to Local best bid or offer at time of order
U = Customer Display Instruction (Rule11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[281] MDReqRejReason Values 7 = Unsupported AggregatedBook
1 = Duplicate MDReqID
C = Unsupported MDImplicitDelete
B = Unsupported OpenCloseSettleFlag
A = Unsupported Scope
9 = Unsupported TradingSessionID
8 = Unsupported MDEntryType
6 = Unsupported MDUpdateType
5 = Unsupported MarketDepth
4 = Unsupported SubscriptionRequestType
2 = Insufficient Bandwidth
0 = Unknown symbol
3 = Insufficient Permissions
7 0 = Unsupported AggregatedBook
Unknown symbol
1 = Duplicate MDReqID
C 2 = Unsupported MDImplicitDelete
B
Insufficient Bandwidth
3
= Unsupported OpenCloseSettleFlag
A = Unsupported Scope
9 = Unsupported TradingSessionID
8 = Unsupported MDEntryType
6 = Unsupported MDUpdateType
5 = Unsupported MarketDepth
Insufficient Permissions
4 = Unsupported SubscriptionRequestType
2 5 = Insufficient Bandwidth
0
Unsupported MarketDepth
6
= Unknown symbol
3
Unsupported MDUpdateType
7
= Insufficient Permissions
Unsupported AggregatedBook
8 = Unsupported MDEntryType

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[295] NoQuoteEntries Reqd Optional OptionalMandatory
[55] Symbol Reqd Optional OptionalMandatory
[22] IDSource Values E = Sicovam
2 = SEDOL
1 = CUSIP
3 = QUIK
F = Belgian
D = Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
E 1 = Sicovam
CUSIP
2 = SEDOL
1 = CUSIP
3 = QUIK
F 4 = Belgian
D
ISIN number
5
= Valoren
C
RIC code
6
= Dutch
B
ISO Currency Code
7
= Wertpapier
A
ISO Country Code
8
= Bloomberg Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
[167] SecurityType Values CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR BA = Warrant
Bankers Acceptance
CB = Convertible Bond (Note not part of ISITC spec)
CD = Certificate Of Deposit
CMO = Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CS = Common Stock
FHA = Federal Housing Authority
FHL = Federal Home Loan
FN = Federal National Mortgage Association
FOR = Foreign Exchange Contract
FUT = Future
GN = Government National Mortgage Association
GOVT = Treasuries + Agency Debenture
IET = Mortgage IOETTE
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG
Fund
MIO
= Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-Thru
MUNI = Municipal Bond
NONE = No ISITC Security Type
OPT = Option
PS = Preferred Stock
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR SL = Foreign Exchange Contract
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
Time Deposit
USTB = US Treasury Bill
TERM WAR = Term Loan
STRUCT
Warrant
ZOO
= Structured Notes
Cats, Tigers & Lions (a real code: US Treasury Receipts)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[150] ExecType Values 6 = Pending Cancel (e.g. result of Order Cancel Request)
0 = New
1 = Partial fill (Replaced)
2 = Fill (Replaced)
4 = Canceled
5 = Replace
8 = Rejected
9 = Suspended
A = Pending New
B = Calculated
C = Expired
D = Restated (ExecutionRpt sent unsolicited by sellside, with ExecRestatementReason set)
E = Pending Replace (e.g. result of Order Cancel/Replace Request)
F = Trade (partial fill or fill)
G = Trade Correct (formerly an ExecTransType)
H = Trade Cancel (formerly an ExecTransType)
I = Order Status (formerly an ExecTransType)
3 = Done for day
7 = Stopped
0 = New
1 = Partial fill
2 = Fill
3 = Done for day
4 = Canceled
5 = Replace
6 = Pending Cancel (e.g. result of Order Cancel Request)
0 7 = New
1 = Partial fill (Replaced)
2 = Fill (Replaced)
4 = Canceled
5 = Replace
Stopped
8 = Rejected
9 = Suspended
A = Pending New
B = Calculated
C = Expired
D = Restated (ExecutionRpt sent unsolicited by sellside, with ExecRestatementReason set)
E = Pending Replace (e.g. result of Order Cancel/Replace Request)
F = Trade (partial fill or fill)
G = Trade Correct (formerly an ExecTransType)
H = Trade Cancel (formerly an ExecTransType)
I = Order Status (formerly an ExecTransType)
3 = Done for day
7 = Stopped
[103] OrdRejReason Values 2 = Exchange closed
1 = Unknown symbol
3 = Order exceeds limit
4 = Too late to enter
5 = Unknown Order
7 = Duplicate of a verbally communicated order
9 = Trade Along required
10 = Invalid Investor ID
6 = Duplicate Order (e.g. dupe ClOrdID)
11 = Unsupported order characteristic
12 = Surveillence Option
0 = Broker / Exchange option
8 = Stale Order
0 = Broker option
1 = Unknown symbol
2 = Exchange closed
1 = Unknown symbol
3 = Order exceeds limit
4 = Too late to enter
5 = Unknown Order
7 = Duplicate of a verbally communicated order
9 = Trade Along required
10 = Invalid Investor ID
6 = Duplicate Order (e.g. dupe ClOrdID)
11 7 = Unsupported order characteristic
12 = Surveillence Option
0 = Broker / Exchange option
Duplicate of a verbally communicated order
8 = Stale Order
[378] ExecRestatementReason Values 7 = Cancel on System Failure
0 = GT Corporate action
8 = Market (Exchange) Option
6 = Cancel on Trading Halt
5 = Partial decline of OrderQty (e.g. exchange-initiated partial cancel)
4 = Broker option
3 = Repricing of order
1 = GT renewal / restatement (no corporate action)
2 = Verbal change
7 = Cancel on System Failure
0 = GT Corporate action
8 1 = Market (Exchange) Option
6
GT renewal / restatement (no corporate action)
2
= Cancel on Trading Halt
Verbal change
3 = Repricing of order
4 = Broker option
5 = Partial decline of OrderQty (e.g. exchange-initiated partial cancel)
4 = Broker option
3 = Repricing of order
1 = GT renewal / restatement (no corporate action)
2 = Verbal change
[63] SettlmntTyp Values 5 = T+4
A = T+1
6 = Future
3 = T+2
2 = Next Day
8 = Sellers Option
1 = Cash
7 = When And If Issued
0 = Regular
9 = T+ 5
4 = T+3
5 0 = T+4
A
Regular
1
= T+1
6 = Future
3 = T+2
Cash
2 = Next Day
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When Issued
8 = Sellers Option
1 = Cash
7 = When And If Issued
0 = Regular
9 = T+ 5
4 = T+3
[55] Symbol Reqd Optional OptionalMandatory
[22] IDSource Values E = Sicovam
2 = SEDOL
1 = CUSIP
3 = QUIK
F = Belgian
D = Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
E 1 = Sicovam
CUSIP
2 = SEDOL
1 = CUSIP
3 = QUIK
F 4 = Belgian
D
ISIN number
5
= Valoren
C
RIC code
6
= Dutch
B
ISO Currency Code
7
= Wertpapier
A
ISO Country Code
8
= Bloomberg Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
[167] SecurityType Values CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR BA = Warrant
Bankers Acceptance
CB = Convertible Bond (Note not part of ISITC spec)
CD = Certificate Of Deposit
CMO = Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CS = Common Stock
FHA = Federal Housing Authority
FHL = Federal Home Loan
FN = Federal National Mortgage Association
FOR = Foreign Exchange Contract
FUT = Future
GN = Government National Mortgage Association
GOVT = Treasuries + Agency Debenture
IET = Mortgage IOETTE
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG
Fund
MIO
= Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-Thru
MUNI = Municipal Bond
NONE = No ISITC Security Type
OPT = Option
PS = Preferred Stock
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR SL = Foreign Exchange Contract
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
Time Deposit
USTB = US Treasury Bill
TERM WAR = Term Loan
STRUCT
Warrant
ZOO
= Structured Notes
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[54] Side Values 6 = Sell short exempt
B = As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
5 = Sell short
7 = Undisclosed (valid for IOI and List Order messages only)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
B 7 = As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
5 = Sell short
7 = Undisclosed (valid for IOI and List Order messages only)
[40] OrdType Values D = Previously quoted
2 = Limit
3 = Stop
4 = Stop limit
5 = Market on close (Deprecated)
6 = With or without
7 = Limit or better
8 = Limit with or without
9 = On basis
A = On close (Deprecated)
1 = Market
C = Forex - Market (Deprecated)
F = Forex - Limit (Deprecated)
E = Previously indicated
G = Forex - Swap
I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan)
J = Market If Touched (MIT)
K = Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price)
L = Previous Fund Valuation Point (Historic pricing) (for CIV)
M = Next Fund Valuation Point (Forward pricing) (for CIV)
P = Pegged
B = Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)
D 1 = Previously quoted
Market
2 = Limit
3 = Stop
4 = Stop limit
5 = Market on close (Deprecated)
close
6 = With or without
7 = Limit or better
8 = Limit with or without
9 = On basis
A = On close (Deprecated)
1
close
B
= Market
Limit on close
C = Forex - Market (Deprecated)
F
Market
D
= Forex - Limit (Deprecated)
Previously quoted
E = Previously indicated
F = Forex - Limit
G = Forex - Swap
H = Forex - Previously Quoted
I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan)
J = Market If Touched (MIT)
K = Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price)
L = Previous Fund Valuation Point (Historic pricing) (for CIV)
M = Next Fund Valuation Point (Forward pricing) (for CIV)
P = Pegged
B = Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)
[59] TimeInForce Values 7 = At the Close
0 = Day
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate or Cancel (IOC)
4 = Fill or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date
7 = At the Close
0 = Day
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate or Cancel (IOC)
4 = Fill or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date
[18] ExecInst Values Y = TryToStop
M = MidPrcPeg
P = MarkPeg
Q = CancelOnSysFail
R = PrimPeg
S = Suspend
U = CustDispInst
V = Netting
W = PegVWAP
X = TradeAlong
D = PercVol
0 = StayOffer
2 = Work
4 = OverDay
5 = Held
6 = PartNotInit
7 = StrictScale
8 = TryToScale
9 = StayBid
A = NoCross
O = OpenPeg
C = CallFirst
N = NonNego
E = DNI
F = DNR
G = AON
H = RestateOnSysFail
I = InstitOnly
J = RestateOnTradingHalt
K = CancelOnTradingHalt
L = LastPeg
3 = GoAlong
B = OkCross
1 = NotHeld
Y = TryToStop
M = MidPrcPeg
P = MarkPeg
Q = CancelOnSysFail
R = PrimPeg
S = Suspend
U = CustDispInst
V = Netting
W = PegVWAP
X = TradeAlong
D = PercVol
0 = StayOffer
Stay on offerside
1 = Not held
2 = Work
3 = Go along
4 = OverDay
Over the day
5 = Held
6 = PartNotInit
Participate don't initiate
7 = StrictScale
Strict scale
8 = TryToScale
Try to scale
9 = StayBid
Stay on bidside
A = NoCross
O
No cross (cross is forbidden)
B
= OpenPeg
OK to cross
C = CallFirst
N
Call first
D
= NonNego
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 = RestateOnSysFail
I = InstitOnly
J = RestateOnTradingHalt
K = CancelOnTradingHalt
Institutions only
L = LastPeg
3
Last peg (last sale)
M
= GoAlong
B
Mid-price peg (midprice of inside quote)
N
= OkCross
1
Non-negotiable
O
= NotHeld
Opening peg
P = Market peg
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
T = Fixed Peg to Local best bid or offer at time of order
U = Customer Display Instruction (Rule11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
[156] SettlCurrFxRateCalc Values D = Divide
M = Multiply
D = Divide
M = Multiply
[77] OpenClose Values F = FIFO
R = Rolled
C = Close
O = Open
F = FIFO
R = Rolled
C = Close
O = Open

Additional (Mandatory) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[20] ExecTransType (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[22] IDSource Values E = Sicovam
2 = SEDOL
1 = CUSIP
3 = QUIK
F = Belgian
D = Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
E 1 = Sicovam
CUSIP
2 = SEDOL
1 = CUSIP
3 = QUIK
F 4 = Belgian
D
ISIN number
5
= Valoren
C
RIC code
6
= Dutch
B
ISO Currency Code
7
= Wertpapier
A
ISO Country Code
8
= Bloomberg Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
[167] SecurityType Values CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR BA = Warrant
Bankers Acceptance
CB = Convertible Bond (Note not part of ISITC spec)
CD = Certificate Of Deposit
CMO = Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CS = Common Stock
FHA = Federal Housing Authority
FHL = Federal Home Loan
FN = Federal National Mortgage Association
FOR = Foreign Exchange Contract
FUT = Future
GN = Government National Mortgage Association
GOVT = Treasuries + Agency Debenture
IET = Mortgage IOETTE
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG
Fund
MIO
= Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-Thru
MUNI = Municipal Bond
NONE = No ISITC Security Type
OPT = Option
PS = Preferred Stock
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR SL = Foreign Exchange Contract
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
Time Deposit
USTB = US Treasury Bill
TERM WAR = Term Loan
STRUCT
Warrant
ZOO
= Structured Notes
Cats, Tigers & Lions (a real code: US Treasury Receipts)

Additional (Mandatory) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[393] TotalNumSecurities (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[22] IDSource Values E = Sicovam
2 = SEDOL
1 = CUSIP
3 = QUIK
F = Belgian
D = Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
E 1 = Sicovam
CUSIP
2 = SEDOL
1 = CUSIP
3 = QUIK
F 4 = Belgian
D
ISIN number
5
= Valoren
C
RIC code
6
= Dutch
B
ISO Currency Code
7
= Wertpapier
A
ISO Country Code
8
= Bloomberg Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
[167] SecurityType Values CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR BA = Warrant
Bankers Acceptance
CB = Convertible Bond (Note not part of ISITC spec)
CD = Certificate Of Deposit
CMO = Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CS = Common Stock
FHA = Federal Housing Authority
FHL = Federal Home Loan
FN = Federal National Mortgage Association
FOR = Foreign Exchange Contract
FUT = Future
GN = Government National Mortgage Association
GOVT = Treasuries + Agency Debenture
IET = Mortgage IOETTE
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG
Fund
MIO
= Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-Thru
MUNI = Municipal Bond
NONE = No ISITC Security Type
OPT = Option
PS = Preferred Stock
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR SL = Foreign Exchange Contract
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
Time Deposit
USTB = US Treasury Bill
TERM WAR = Term Loan
STRUCT
Warrant
ZOO
= Structured Notes
Cats, Tigers & Lions (a real code: US Treasury Receipts)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[54] Side Values 6 = Sell short exempt
B = As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
5 = Sell short
7 = Undisclosed (valid for IOI and List Order messages only)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
B 7 = As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
5 = Sell short
7 = Undisclosed (valid for IOI and List Order messages only)
[423] PriceType Values 3 = Fixed Amount (absolute value)
1 = Percentage
4 = discount - percentage points below par
6 = basis points relative to benchmark
7 = TED price (see "Volume 1 - Glossary")
8 = TED yield (see "Volume 1 - Glossary")
5 = premium - percentage points over par
2 = per share (e.g. cents per share)
3 = Fixed Amount (absolute value)
1 = Percentage
4 = discount - percentage points below par
6 = basis points relative to benchmark
7 = TED price (see "Volume 1 - Glossary")
8 = TED yield (see "Volume 1 - Glossary")
5 = premium - percentage points over par
2 = per share (e.g. cents per share)
3 = Fixed Amount (absolute value)
[63] SettlmntTyp Values 5 = T+4
A = T+1
6 = Future
3 = T+2
2 = Next Day
8 = Sellers Option
1 = Cash
7 = When And If Issued
0 = Regular
9 = T+ 5
4 = T+3
5 0 = T+4
A
Regular
1
= T+1
6 = Future
3 = T+2
Cash
2 = Next Day
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When Issued
8 = Sellers Option
1 = Cash
7 = When And If Issued
0 = Regular
9 = T+ 5
4 = T+3

Additional (Mandatory) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[12] Commission (Mandatory)
[13] CommType (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[55] Symbol Reqd Optional OptionalMandatory
[22] IDSource Values E = Sicovam
2 = SEDOL
1 = CUSIP
3 = QUIK
F = Belgian
D = Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
E 1 = Sicovam
CUSIP
2 = SEDOL
1 = CUSIP
3 = QUIK
F 4 = Belgian
D
ISIN number
5
= Valoren
C
RIC code
6
= Dutch
B
ISO Currency Code
7
= Wertpapier
A
ISO Country Code
8
= Bloomberg Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
[167] SecurityType Values CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR BA = Warrant
Bankers Acceptance
CB = Convertible Bond (Note not part of ISITC spec)
CD = Certificate Of Deposit
CMO = Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CS = Common Stock
FHA = Federal Housing Authority
FHL = Federal Home Loan
FN = Federal National Mortgage Association
FOR = Foreign Exchange Contract
FUT = Future
GN = Government National Mortgage Association
GOVT = Treasuries + Agency Debenture
IET = Mortgage IOETTE
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG
Fund
MIO
= Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-Thru
MUNI = Municipal Bond
NONE = No ISITC Security Type
OPT = Option
PS = Preferred Stock
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR SL = Foreign Exchange Contract
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
Time Deposit
USTB = US Treasury Bill
TERM WAR = Term Loan
STRUCT
Warrant
ZOO
= Structured Notes
Cats, Tigers & Lions (a real code: US Treasury Receipts)

Minor Differences (Just a quick look - development unlikely)

Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
Intro

The FIX 4.3 specification delivered enhancements over FIX 4.2 in the following areas:

  • Fixed Income product support
  • Collective Investment Vehicles (CIV) product (Mutual Funds, Unit Trusts, etc) support
  • Enhanced support for Derivatives products
  • Expanded support for Cross orders
  • Support for swaps and multi-leg instrument orders
  • 'Streetside' trade capture reporting (e.g. sellside to DTC in U.S.)
  • Enhancements to security and trading session definition and requestsAdditional support for Asia/Pacific and Japanese requirements

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

The FIX 4.3 2 specification delivered enhancements over FIX 4.2 1 in the following areas:

  • Fixed Income product support
  • Collective Investment Vehicles (CIV) product (Mutual Funds, Unit Trusts, etc) support
  • Enhanced areas:

    • Enhancements to better support exchanges and ECNs (Market Data, Security Definition and Status etc.)
    • Program/Basket Trading support
    • 'Mass quoting' support for Derivatives products
    • Expanded support equity options
    • Support for Cross orders
    • Support for swaps and multi-leg instrument orders
    • 'Streetside' trade capture reporting (e.g. sellside to DTC in U.S.)
    • Enhancements to security and trading session definition and requestsAdditional support for Asia/Pacific and Japanese requirements

    The requirements (Japanese character sets, order handling, and allocation support)

  • Enhanced foreign exchange capability
  • Fixed Income IOI capability for High Yield and High Grade corporate bonds
  • Order pre-allocation functionality.
  • Other enhancements and clarifications

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

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[123] GapFillFlag Values Y = Gap Fill message, MsgSeqNum field valid
N = Sequence Reset, ignore MsgSeqNum
N = Sequence Reset, ignore MsgSeqNum
Y = Gap Fill message, MsgSeqNum field valid
N = Sequence Reset, ignore MsgSeqNum

Message-Level Differences

Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
Intro Indication of interest messages are used to market merchandise which the broker is buying or selling in either a proprietary or agency capacity. Indication of interest messages are used to market merchandise which the broker is buying or selling in either a proprietary or agency capacity.

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[25] IOIQltyInd Values M = Medium
H = High
L = Low
M = Medium
H = High
L = Low
M = Medium
[130] IOINaturalFlag Values Y = Natural
N = Not natural
Y = Natural
N = Not natural
Y = Natural

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[454] NoSecurityAltID (Optional) [205] MaturityDay (Optional)
[455] SecurityAltID (Optional) [201] PutOrCall (Optional)
[456] SecurityAltIDSource (Optional) [219] Benchmark (Optional)
[460] Product (Optional)
[461] CFICode (Optional)
[541] MaturityDate (Optional)
[224] CouponPaymentDate (Optional)
[225] IssueDate (Optional)
[239] RepoCollateralSecurityType (Optional)
[226] RepurchaseTerm (Optional)
[227] RepurchaseRate (Optional)
[228] Factor (Optional)
[255] CreditRating (Optional)
[543] InstrRegistry (Optional)
[470] CountryOfIssue (Optional)
[471] StateOrProvinceOfIssue (Optional)
[472] LocaleOfIssue (Optional)
[240] RedemptionDate (Optional)
[465] QuantityType (Optional)
[423] PriceType (Optional)
[220] BenchmarkCurveCurrency (Optional)
[221] BenchmarkCurveName (Optional)
[222] BenchmarkCurvePoint (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[5] AdvTransType Values N = New
C = Cancel
R = Replace
N = New
C = Cancel
N = New
R = Replace
[4] AdvSide Values B = Buy
S = Sell
X = Cross
T = Trade
B = Buy
S = Sell
T = Trade
X = Cross
T = Trade

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[454] NoSecurityAltID (Optional) [205] MaturityDay (Optional)
[455] SecurityAltID (Optional) [201] PutOrCall (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[461] CFICode (Optional)
[541] MaturityDate (Optional)
[224] CouponPaymentDate (Optional)
[225] IssueDate (Optional)
[239] RepoCollateralSecurityType (Optional)
[226] RepurchaseTerm (Optional)
[227] RepurchaseRate (Optional)
[228] Factor (Optional)
[255] CreditRating (Optional)
[543] InstrRegistry (Optional)
[470] CountryOfIssue (Optional)
[471] StateOrProvinceOfIssue (Optional)
[472] LocaleOfIssue (Optional)
[240] RedemptionDate (Optional)
[625] TradingSessionSubID (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[39] OrdStatus Values 0 = New
1 = Partially filled
5 = Replaced (Removed/Replaced)
2 = Filled
6 = Pending Cancel (e.g. result of Order Cancel Request)
7 = Stopped
8 = Rejected
9 = Suspended
A = Pending New
B = Calculated
C = Expired
D = Accepted for bidding
E = Pending Replace (e.g. result of Order Cancel/Replace Request)
3 = Done for day
4 = Canceled
0 = New
1 = Partially filled
5 = Replaced (Removed/Replaced)
2 = Filled
3 = Done for day
4 = Canceled
5 = Replaced
6 = Pending Cancel (e.g. result of Order Cancel Request)
7 = Stopped
8 = Rejected
9 = Suspended
A = Pending New
B = Calculated
C = Expired
D = Accepted for bidding
E = Pending Replace (e.g. result of Order Cancel/Replace Request)
3 = Done for day
4 = Canceled
[434] CxlRejResponseTo Values 2 = Order Cancel/Replace Request
1 = Order Cancel Request
1 = Order Cancel Request
2 = Order Cancel/Replace Request
1 = Order Cancel Request

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[526] SecondaryClOrdID (Optional) [109] ClientID (Optional)
[583] ClOrdLinkID (Optional) [76] ExecBroker (Optional)
[636] WorkingIndicator (Optional)
[586] OrigOrdModTime (Optional)
[581] AccountType (Optional)
[229] TradeOriginationDate (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[98] EncryptMethod Values 2 = DES (ECB mode)
6 = PEM/DES-MD5 (see app note on FIX web site)
5 = PGP/DES-MD5 (see app note on FIX web site)
3 = PKCS/DES (proprietary)
0 = None / other
1 = PKCS (proprietary)
4 = PGP/DES (defunct)
0 = None / other
1 = PKCS (proprietary)
2 = DES (ECB mode)
3 = PKCS/DES (proprietary)
4 = PGP/DES (defunct)
5 = PGP/DES-MD5 (see app note on FIX web site)
6 = PEM/DES-MD5 (see app note on FIX web site)
5 = PGP/DES-MD5 (see app note on FIX web site)
3 = PKCS/DES (proprietary)
0 = None / other
1 = PKCS (proprietary)
4 = PGP/DES (defunct)
[141] ResetSeqNumFlag Values Y = Yes, reset sequence numbers
N = No
N = No
Y = Yes, reset sequence numbers
N = No
[385] MsgDirection Values S = Send
R = Receive
S = Send
R = Receive
S = Send

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[464] TestMessageIndicator (Optional)
[553] Username (Optional)
[554] Password (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[61] Urgency Values 1 = Flash
2 = Background
0 = Normal
0 = Normal
1 = Flash
2 = Background
0 = Normal

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[55] Symbol (Optional) [46] RelatdSym (Optional)
[454] NoSecurityAltID (Optional) [205] MaturityDay (Optional)
[455] SecurityAltID (Optional) [201] PutOrCall (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[461] CFICode (Optional)
[541] MaturityDate (Optional)
[224] CouponPaymentDate (Optional)
[225] IssueDate (Optional)
[239] RepoCollateralSecurityType (Optional)
[226] RepurchaseTerm (Optional)
[227] RepurchaseRate (Optional)
[228] Factor (Optional)
[255] CreditRating (Optional)
[543] InstrRegistry (Optional)
[470] CountryOfIssue (Optional)
[471] StateOrProvinceOfIssue (Optional)
[472] LocaleOfIssue (Optional)
[240] RedemptionDate (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
Name MassQuoteAcknowledgement MassQuoteAcknowledgementQuoteAcknowledgement
Intro Mass Quote Acknowledgement is used as the application level response to a Mass Quote message. An optional response to Quote, Mass Quote, Quote Cancel, and Quote Request message is the Quote Acknowledgement is used as the application level response to a Mass Quote message.

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[300] QuoteRejectReason Values 9 = Not authorized to quote security
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
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
[301] QuoteResponseLevel Values 1 = Acknowledge only negative or erroneous quotes
0 = No Acknowledgement (Default)
2 = Acknowledge each quote messages
0 = No Acknowledgement (Default)
1 = Acknowledge only negative or erroneous quotes
0 = No Acknowledgement (Default)
2 = Acknowledge each quote messages
[368] QuoteEntryRejectReason Values 1 = Unknown symbol (Security)
2 = Exchange (Security) closed
3 = Quote exceeds limit
4 = Too late to enter
5 = Unknown Quote
6 = Duplicate Quote
7 = Invalid bid/ask spread
8 = Invalid price
9 = Not authorized to quote security

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[537] QuoteType (Optional) [314] UnderlyingMaturityDay (Optional)
[453] NoPartyIDs (Optional) [205] MaturityDay (Optional)
[448] PartyID (Optional) [201] PutOrCall (Optional)
[447] PartyIDSource (Optional)
[452] PartyRole (Optional)
[523] PartySubID (Optional)
[1] Account (Optional)
[581] AccountType (Optional)
[457] NoUnderlyingSecurityAltID (Optional)
[458] UnderlyingSecurityAltID (Optional)
[459] UnderlyingSecurityAltIDSource (Optional)
[462] UnderlyingProduct (Optional)
[463] UnderlyingCFICode (Optional)
[542] UnderlyingMaturityDate (Optional)
[241] UnderlyingCouponPaymentDate (Optional)
[242] UnderlyingIssueDate (Optional)
[243] UnderlyingRepoCollateralSecurityType (Optional)
[244] UnderlyingRepurchaseTerm (Optional)
[245] UnderlyingRepurchaseRate (Optional)
[246] UnderlyingFactor (Optional)
[256] UnderlyingCreditRating (Optional)
[595] UnderlyingInstrRegistry (Optional)
[592] UnderlyingCountryOfIssue (Optional)
[593] UnderlyingStateOrProvinceOfIssue (Optional)
[594] UnderlyingLocaleOfIssue (Optional)
[247] UnderlyingRedemptionDate (Optional)
[454] NoSecurityAltID (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[461] CFICode (Optional)
[541] MaturityDate (Optional)
[224] CouponPaymentDate (Optional)
[225] IssueDate (Optional)
[239] RepoCollateralSecurityType (Optional)
[226] RepurchaseTerm (Optional)
[227] RepurchaseRate (Optional)
[228] Factor (Optional)
[255] CreditRating (Optional)
[543] InstrRegistry (Optional)
[470] CountryOfIssue (Optional)
[471] StateOrProvinceOfIssue (Optional)
[472] LocaleOfIssue (Optional)
[240] RedemptionDate (Optional)
[132] BidPx (Optional)
[133] OfferPx (Optional)
[134] BidSize (Optional)
[135] OfferSize (Optional)
[62] ValidUntilTime (Optional)
[188] BidSpotRate (Optional)
[190] OfferSpotRate (Optional)
[189] BidForwardPoints (Optional)
[191] OfferForwardPoints (Optional)
[631] MidPx (Optional)
[632] BidYield (Optional)
[633] MidYield (Optional)
[634] OfferYield (Optional)
[60] TransactTime (Optional)
[625] TradingSessionSubID (Optional)
[64] FutSettDate (Optional)
[40] OrdType (Optional)
[193] FutSettDate2 (Optional)
[192] OrderQty2 (Optional)
[642] BidForwardPoints2 (Optional)
[643] OfferForwardPoints2 (Optional)
[15] Currency (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
Intro The email message is similar to the format and purpose of the News message, however, it is intended for private use between two parties. The email message is similar to the format and purpose of to the News message, however, it is intended for private use between two parties.

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[55] Symbol (Optional) [46] RelatdSym (Optional)
[454] NoSecurityAltID (Optional) [205] MaturityDay (Optional)
[455] SecurityAltID (Optional) [201] PutOrCall (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[461] CFICode (Optional)
[541] MaturityDate (Optional)
[224] CouponPaymentDate (Optional)
[225] IssueDate (Optional)
[239] RepoCollateralSecurityType (Optional)
[226] RepurchaseTerm (Optional)
[227] RepurchaseRate (Optional)
[228] Factor (Optional)
[255] CreditRating (Optional)
[543] InstrRegistry (Optional)
[470] CountryOfIssue (Optional)
[471] StateOrProvinceOfIssue (Optional)
[472] LocaleOfIssue (Optional)
[240] RedemptionDate (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
Name NewOrderSingle NewOrderSingleOrderSingle

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[81] ProcessCode Values 6 = plan sponsor
0 = regular
1 = soft dollar
2 = step-in
3 = step-out
4 = soft-dollar step-in
5 = soft-dollar step-out
6 = plan sponsor
0 = regular
1 = soft dollar
2 = step-in
3 = step-out
4 = soft-dollar step-in
5 = soft-dollar step-out
6 = plan sponsor
[114] LocateReqd Values Y = Indicates the broker is responsible for locating the stock
N = Indicates the broker is not required to locate
N = Indicates the broker is not required to locate
Y = Indicates the broker is responsible for locating the stock
N = Indicates the broker is not required to locate
[427] GTBookingInst Values 0 = book out all trades on day of execution
2 = accumulate until verbally notified otherwise
1 = accumulate executions until order is filled or expires
0 = book out all trades on day of execution
2 = accumulate until verbally notified otherwise
1 = accumulate executions until order is filled or expires
2 = accumulate until verbally notified otherwise
[47] Rule80A Values N = Program Order, non-index arb, for other member
B = Short exempt transaction (refer to A type)
D = Program Order, index arb, for Member firm/org
E = Short Exempt Transaction for Principal (was incorrectly identified in the FIX spec as Registered Equity Market Maker trades)
F = Short exempt transaction (refer to W type)
H = Short exempt transaction (refer to I type)
I = Individual Investor, single order
J = Program Order, index arb, for individual customer
K = Program Order, non-index arb, for individual customer
M = Program Order, index arb, for other member
A = Agency single order
O = Proprietary transactions for competing market-maker that is affiliated with the clearing member (was incorrectly identified in the FIX spec as Competing dealer trades)
P = Principal
R = Transactions for the account of a non-member competing market maker (was incorrectly identified in the FIX spec as Competing dealer trades)
S = Specialist trades
T = Transactions for the account of an unaffiliated members competing market maker (was incorrectly identified in the FIX spec as Competing dealer trades)
U = Program Order, index arb, for other agency
W = All other orders as agent for other member
X = Short exempt transaction for member competing market-maker not affiliated with the firm clearing the trade (refer to W and T types)
Y = Program Order, non-index arb, for other agency
Z = Short exempt transaction for non-member competing market-maker (refer to A and R types)
L = Short exempt transaction for member competing market-maker affiliated with the firm clearing the trade (refer to P and O types)
C = Program Order, non-index arb, for Member firm/org
N A = Program Order, non-index arb, for other member
Agency single order
B = Short exempt transaction (refer to A type)
C = Program Order, non-index arb, for Member firm/org
D = Program Order, index arb, for Member firm/org
E = Short Exempt Transaction for Principal (was incorrectly identified in the FIX spec as Registered Equity Market Maker trades)
trades
F = Short exempt transaction (refer to W type)
H = Short exempt transaction (refer to I type)
I = Individual Investor, single order
J = Program Order, index arb, for individual customer
K = Program Order, non-index arb, for individual customer
L = Short exempt transaction for member competing market-maker affiliated with the firm clearing the trade (refer to P and O types)
M = Program Order, index arb, for other member
A N = Agency single order
Program Order, non-index arb, for other member
O = Proprietary transactions for competing market-maker that is affiliated with the clearing member (was incorrectly identified in the FIX spec as Competing dealer trades)
trades
P = Principal
R = Transactions for the account of a non-member competing market maker (was incorrectly identified in the FIX spec as Competing dealer trades)
trades
S = Specialist trades
T = Transactions for the account of an unaffiliated members competing market maker (was incorrectly identified in the FIX spec as Competing dealer trades)
trades
U = Program Order, index arb, for other agency
W = All other orders as agent for other member
X = Short exempt transaction for member competing market-maker not affiliated with the firm clearing the trade (refer to W and T types)
Y = Program Order, non-index arb, for other agency
Z = Short exempt transaction for non-member competing market-maker (refer to A and R types)
L = Short exempt transaction for member competing market-maker affiliated with the firm clearing the trade (refer to P and O types)
C = Program Order, non-index arb, for Member firm/org
[121] ForexReq Values Y = Execute Forex after security trade
N = Do not execute Forex after security trade
Y = Execute Forex after security trade
N = Do not execute Forex after security trade
Y = Execute Forex after security trade
[203] CoveredOrUncovered Values 1 = Uncovered
0 = Covered
0 = Covered
1 = Uncovered
0 = Covered

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[526] SecondaryClOrdID (Optional) [109] ClientID (Optional)
[583] ClOrdLinkID (Optional) [76] ExecBroker (Optional)
[453] NoPartyIDs (Optional) [205] MaturityDay (Optional)
[448] PartyID (Optional) [201] PutOrCall (Optional)
[447] PartyIDSource (Optional) [12] Commission (Optional)
[452] PartyRole (Optional) [13] CommType (Optional)
[523] PartySubID (Optional) [204] CustomerOrFirm (Optional)
[229] TradeOriginationDate (Optional) [439] ClearingFirm (Optional)
[581] AccountType (Optional) [440] ClearingAccount (Optional)
[589] DayBookingInst (Optional)
[590] BookingUnit (Optional)
[591] PreallocMethod (Optional)
[467] IndividualAllocID (Optional)
[539] NoNestedPartyIDs (Optional)
[524] NestedPartyID (Optional)
[525] NestedPartyIDSource (Optional)
[538] NestedPartyRole (Optional)
[545] NestedPartySubID (Optional)
[544] CashMargin (Optional)
[635] ClearingFeeIndicator (Optional)
[625] TradingSessionSubID (Optional)
[454] NoSecurityAltID (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[461] CFICode (Optional)
[541] MaturityDate (Optional)
[224] CouponPaymentDate (Optional)
[225] IssueDate (Optional)
[239] RepoCollateralSecurityType (Optional)
[226] RepurchaseTerm (Optional)
[227] RepurchaseRate (Optional)
[228] Factor (Optional)
[255] CreditRating (Optional)
[543] InstrRegistry (Optional)
[470] CountryOfIssue (Optional)
[471] StateOrProvinceOfIssue (Optional)
[472] LocaleOfIssue (Optional)
[240] RedemptionDate (Optional)
[232] NoStipulations (Optional)
[233] StipulationType (Optional)
[234] StipulationValue (Optional)
[465] QuantityType (Optional)
[516] OrderPercent (Optional)
[468] RoundingDirection (Optional)
[469] RoundingModulus (Optional)
[423] PriceType (Optional)
[218] Spread (Optional)
[220] BenchmarkCurveCurrency (Optional)
[221] BenchmarkCurveName (Optional)
[222] BenchmarkCurvePoint (Optional)
[235] YieldType (Optional)
[236] Yield (Optional)
[528] OrderCapacity (Optional)
[529] OrderRestrictions (Optional)
[582] CustOrderCapacity (Optional)
[640] Price2 (Optional)
[480] CancellationRights (Optional)
[481] MoneyLaunderingStatus (Optional)
[513] RegistID (Optional)
[494] Designation (Optional)
[158] AccruedInterestRate (Optional)
[159] AccruedInterestAmt (Optional)
[118] NetMoney (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
Name NewOrderList NewOrderListOrderList
Intro The NewOrderList Message can be used in one of two ways depending on which market conventions are being followed. The NewOrderList Message can Login Response message is sent by Aquis to acknowledge a Login request, and either accept or reject it.Note that if the senderId field is not recognised as a valid id for a session assigned to a known trading Member then Aquis will drop the connection without sending any response.If the Login request is re-establishing the connection after a break, there may be used messages that the trading Member has missed (cancellation of any open orders or potentially any trade reports that were in one process at the time of two ways depending the disconnect).Aquis will compare its current business message sequence number with the atpSeqNo provided on the Login request to detect any gap. The Login Response to the trading Member will carry the current (next expected) Aquis sequence number in its header, which market conventions are being followed.will also notify the trading Member of any gap. Aquis will then resend the missed messages to the trading Member.

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[414] ProgRptReqs Values 3 = Real-time execution reports (to be discouraged)
2 = SellSide periodically sends status using ListStatus. Period optionally specified in ProgressPeriod
1 = BuySide explicitly requests status using StatusRequest (Default) The sell-side firm can however, send a DONE status List Status Response in an unsolicited fashion
3 = Real-time execution reports (to be discouraged)
2 = SellSide periodically sends status using ListStatus. Period optionally specified in ProgressPeriod
1 = BuySide explicitly requests status using StatusRequest (Default) The sell-side firm can however, send a DONE status List Status Response in an unsolicited fashion
2 = SellSide periodically sends status using ListStatus. Period optionally specified in ProgressPeriod
3 = Real-time execution reports (to be discouraged)
[81] ProcessCode Values 6 = plan sponsor
0 = regular
1 = soft dollar
2 = step-in
3 = step-out
4 = soft-dollar step-in
5 = soft-dollar step-out
6 = plan sponsor
0 = regular
1 = soft dollar
2 = step-in
3 = step-out
4 = soft-dollar step-in
5 = soft-dollar step-out
6 = plan sponsor
[114] LocateReqd Values Y = Indicates the broker is responsible for locating the stock
N = Indicates the broker is not required to locate
N = Indicates the broker is not required to locate
Y = Indicates the broker is responsible for locating the stock
N = Indicates the broker is not required to locate
[427] GTBookingInst Values 0 = book out all trades on day of execution
2 = accumulate until verbally notified otherwise
1 = accumulate executions until order is filled or expires
0 = book out all trades on day of execution
2 = accumulate until verbally notified otherwise
1 = accumulate executions until order is filled or expires
2 = accumulate until verbally notified otherwise
[47] Rule80A Values N = Program Order, non-index arb, for other member
B = Short exempt transaction (refer to A type)
D = Program Order, index arb, for Member firm/org
E = Short Exempt Transaction for Principal (was incorrectly identified in the FIX spec as Registered Equity Market Maker trades)
F = Short exempt transaction (refer to W type)
H = Short exempt transaction (refer to I type)
I = Individual Investor, single order
J = Program Order, index arb, for individual customer
K = Program Order, non-index arb, for individual customer
M = Program Order, index arb, for other member
A = Agency single order
O = Proprietary transactions for competing market-maker that is affiliated with the clearing member (was incorrectly identified in the FIX spec as Competing dealer trades)
P = Principal
R = Transactions for the account of a non-member competing market maker (was incorrectly identified in the FIX spec as Competing dealer trades)
S = Specialist trades
T = Transactions for the account of an unaffiliated members competing market maker (was incorrectly identified in the FIX spec as Competing dealer trades)
U = Program Order, index arb, for other agency
W = All other orders as agent for other member
X = Short exempt transaction for member competing market-maker not affiliated with the firm clearing the trade (refer to W and T types)
Y = Program Order, non-index arb, for other agency
Z = Short exempt transaction for non-member competing market-maker (refer to A and R types)
L = Short exempt transaction for member competing market-maker affiliated with the firm clearing the trade (refer to P and O types)
C = Program Order, non-index arb, for Member firm/org
N A = Program Order, non-index arb, for other member
Agency single order
B = Short exempt transaction (refer to A type)
C = Program Order, non-index arb, for Member firm/org
D = Program Order, index arb, for Member firm/org
E = Short Exempt Transaction for Principal (was incorrectly identified in the FIX spec as Registered Equity Market Maker trades)
trades
F = Short exempt transaction (refer to W type)
H = Short exempt transaction (refer to I type)
I = Individual Investor, single order
J = Program Order, index arb, for individual customer
K = Program Order, non-index arb, for individual customer
L = Short exempt transaction for member competing market-maker affiliated with the firm clearing the trade (refer to P and O types)
M = Program Order, index arb, for other member
A N = Agency single order
Program Order, non-index arb, for other member
O = Proprietary transactions for competing market-maker that is affiliated with the clearing member (was incorrectly identified in the FIX spec as Competing dealer trades)
trades
P = Principal
R = Transactions for the account of a non-member competing market maker (was incorrectly identified in the FIX spec as Competing dealer trades)
trades
S = Specialist trades
T = Transactions for the account of an unaffiliated members competing market maker (was incorrectly identified in the FIX spec as Competing dealer trades)
trades
U = Program Order, index arb, for other agency
W = All other orders as agent for other member
X = Short exempt transaction for member competing market-maker not affiliated with the firm clearing the trade (refer to W and T types)
Y = Program Order, non-index arb, for other agency
Z = Short exempt transaction for non-member competing market-maker (refer to A and R types)
L = Short exempt transaction for member competing market-maker affiliated with the firm clearing the trade (refer to P and O types)
C = Program Order, non-index arb, for Member firm/org
[121] ForexReq Values Y = Execute Forex after security trade
N = Do not execute Forex after security trade
Y = Execute Forex after security trade
N = Do not execute Forex after security trade
Y = Execute Forex after security trade
[203] CoveredOrUncovered Values 1 = Uncovered
0 = Covered
0 = Covered
1 = Uncovered
0 = Covered

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[480] CancellationRights (Optional) [109] ClientID (Optional)
[481] MoneyLaunderingStatus (Optional) [76] ExecBroker (Optional)
[513] RegistID (Optional) [205] MaturityDay (Optional)
[526] SecondaryClOrdID (Optional) [201] PutOrCall (Optional)
[583] ClOrdLinkID (Optional) [12] Commission (Optional)
[453] NoPartyIDs (Optional) [13] CommType (Optional)
[448] PartyID (Optional) [204] CustomerOrFirm (Optional)
[447] PartyIDSource (Optional) [439] ClearingFirm (Optional)
[452] PartyRole (Optional) [440] ClearingAccount (Optional)
[523] PartySubID (Optional)
[229] TradeOriginationDate (Optional)
[581] AccountType (Optional)
[589] DayBookingInst (Optional)
[590] BookingUnit (Optional)
[591] PreallocMethod (Optional)
[467] IndividualAllocID (Optional)
[539] NoNestedPartyIDs (Optional)
[524] NestedPartyID (Optional)
[525] NestedPartyIDSource (Optional)
[538] NestedPartyRole (Optional)
[545] NestedPartySubID (Optional)
[544] CashMargin (Optional)
[635] ClearingFeeIndicator (Optional)
[625] TradingSessionSubID (Optional)
[454] NoSecurityAltID (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[461] CFICode (Optional)
[541] MaturityDate (Optional)
[224] CouponPaymentDate (Optional)
[225] IssueDate (Optional)
[239] RepoCollateralSecurityType (Optional)
[226] RepurchaseTerm (Optional)
[227] RepurchaseRate (Optional)
[228] Factor (Optional)
[255] CreditRating (Optional)
[543] InstrRegistry (Optional)
[470] CountryOfIssue (Optional)
[471] StateOrProvinceOfIssue (Optional)
[472] LocaleOfIssue (Optional)
[240] RedemptionDate (Optional)
[232] NoStipulations (Optional)
[233] StipulationType (Optional)
[234] StipulationValue (Optional)
[465] QuantityType (Optional)
[516] OrderPercent (Optional)
[468] RoundingDirection (Optional)
[469] RoundingModulus (Optional)
[423] PriceType (Optional)
[218] Spread (Optional)
[220] BenchmarkCurveCurrency (Optional)
[221] BenchmarkCurveName (Optional)
[222] BenchmarkCurvePoint (Optional)
[235] YieldType (Optional)
[236] Yield (Optional)
[528] OrderCapacity (Optional)
[529] OrderRestrictions (Optional)
[582] CustOrderCapacity (Optional)
[640] Price2 (Optional)
[494] Designation (Optional)
[158] AccruedInterestRate (Optional)
[159] AccruedInterestAmt (Optional)
[118] NetMoney (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
Intro The Security Status Request message provides for the ability to request the status of a security. The Security Status Request A Heartbeat message provides for is simply a message header with a heartbeat id as the ability message content. For a heartbeat, msgType is set to request 0 and msgSeqNo is set to the status sequence number that will be set on the next business message.For example, pre-market, before any orders have been sent each Heartbeat message will carry msgSeqNo = 1. The value does not increment because the heartbeat is an unsequenced, session level message.Aquis will respond to a Heartbeat message with an outbound Heartbeat message to confirm receipt and the reliability of a security.the connection.

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[263] SubscriptionRequestType Values 1 = Snapshot + Updates (Subscribe)
2 = Disable previous Snapshot + Update Request (Unsubscribe)
0 = Snapshot
0 = Snapshot
1 = Snapshot + Updates (Subscribe)
2 = Disable previous Snapshot + Update Request (Unsubscribe)
0 = Snapshot

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[454] NoSecurityAltID (Optional) [205] MaturityDay (Optional)
[455] SecurityAltID (Optional) [201] PutOrCall (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[461] CFICode (Optional)
[541] MaturityDate (Optional)
[224] CouponPaymentDate (Optional)
[225] IssueDate (Optional)
[239] RepoCollateralSecurityType (Optional)
[226] RepurchaseTerm (Optional)
[227] RepurchaseRate (Optional)
[228] Factor (Optional)
[255] CreditRating (Optional)
[543] InstrRegistry (Optional)
[470] CountryOfIssue (Optional)
[471] StateOrProvinceOfIssue (Optional)
[472] LocaleOfIssue (Optional)
[240] RedemptionDate (Optional)
[625] TradingSessionSubID (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[325] UnsolicitedIndicator Values Y = Message is being sent unsolicited
N = Message is being sent as a result of a prior request
Y = Message is being sent unsolicited
N = Message is being sent as a result of a prior request
Y = Message is being sent unsolicited
[292] CorporateAction Values B = Ex-Distribution
E = Ex-Interest
C = Ex-Rights
A = Ex-Dividend
D = New
A = Ex-Dividend
B = Ex-Distribution
C = Ex-Rights
D = New
E = Ex-Interest
C = Ex-Rights
A = Ex-Dividend
D = New
[327] HaltReason Values X = Equipment Changeover
M = Additional Information
E = Order Influx
P = News Pending
I = Order Imbalance
D = News Dissemination
X D = Equipment Changeover
News Dissemination
E = Order Influx
I = Order Imbalance
M = Additional Information
E = Order Influx
P = News Pending
I X = Order Imbalance
D = News Dissemination
Equipment Changeover
[328] InViewOfCommon Values Y = Halt was due to common stock being halted
N = Halt was not related to a halt of the common stock
Y = Halt was due to common stock being halted
N = Halt was not related to a halt of the common stock
Y = Halt was due to common stock being halted
[329] DueToRelated Values Y = Halt was due to related security being halted
N = Halt was not related to a halt of the related security
Y = Halt was due to related security being halted
N = Halt was not related to a halt of the related security
Y = Halt was due to related security being halted

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[454] NoSecurityAltID (Optional) [205] MaturityDay (Optional)
[455] SecurityAltID (Optional) [201] PutOrCall (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[461] CFICode (Optional)
[541] MaturityDate (Optional)
[224] CouponPaymentDate (Optional)
[225] IssueDate (Optional)
[239] RepoCollateralSecurityType (Optional)
[226] RepurchaseTerm (Optional)
[227] RepurchaseRate (Optional)
[228] Factor (Optional)
[255] CreditRating (Optional)
[543] InstrRegistry (Optional)
[470] CountryOfIssue (Optional)
[471] StateOrProvinceOfIssue (Optional)
[472] LocaleOfIssue (Optional)
[240] RedemptionDate (Optional)
[625] TradingSessionSubID (Optional)
[58] Text (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[338] TradSesMethod Values 3 = Two Party
1 = Electronic
2 = Open Outcry
3 = Two Party
1 = Electronic
2 = Open Outcry
3 = Two Party
[339] TradSesMode Values 3 = Production
1 = Testing
2 = Simulated
3 = Production
1 = Testing
2 = Simulated
3 = Production
[263] SubscriptionRequestType Values 1 = Snapshot + Updates (Subscribe)
2 = Disable previous Snapshot + Update Request (Unsubscribe)
0 = Snapshot
0 = Snapshot
1 = Snapshot + Updates (Subscribe)
2 = Disable previous Snapshot + Update Request (Unsubscribe)
0 = Snapshot

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[625] TradingSessionSubID (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[427] GTBookingInst Values 0 = book out all trades on day of execution
2 = accumulate until verbally notified otherwise
1 = accumulate executions until order is filled or expires
0 = book out all trades on day of execution
2 = accumulate until verbally notified otherwise
1 = accumulate executions until order is filled or expires
2 = accumulate until verbally notified otherwise
[47] Rule80A Values N = Program Order, non-index arb, for other member
B = Short exempt transaction (refer to A type)
D = Program Order, index arb, for Member firm/org
E = Short Exempt Transaction for Principal (was incorrectly identified in the FIX spec as Registered Equity Market Maker trades)
F = Short exempt transaction (refer to W type)
H = Short exempt transaction (refer to I type)
I = Individual Investor, single order
J = Program Order, index arb, for individual customer
K = Program Order, non-index arb, for individual customer
M = Program Order, index arb, for other member
A = Agency single order
O = Proprietary transactions for competing market-maker that is affiliated with the clearing member (was incorrectly identified in the FIX spec as Competing dealer trades)
P = Principal
R = Transactions for the account of a non-member competing market maker (was incorrectly identified in the FIX spec as Competing dealer trades)
S = Specialist trades
T = Transactions for the account of an unaffiliated members competing market maker (was incorrectly identified in the FIX spec as Competing dealer trades)
U = Program Order, index arb, for other agency
W = All other orders as agent for other member
X = Short exempt transaction for member competing market-maker not affiliated with the firm clearing the trade (refer to W and T types)
Y = Program Order, non-index arb, for other agency
Z = Short exempt transaction for non-member competing market-maker (refer to A and R types)
L = Short exempt transaction for member competing market-maker affiliated with the firm clearing the trade (refer to P and O types)
C = Program Order, non-index arb, for Member firm/org
N A = Program Order, non-index arb, for other member
Agency single order
B = Short exempt transaction (refer to A type)
C = Program Order, non-index arb, for Member firm/org
D = Program Order, index arb, for Member firm/org
E = Short Exempt Transaction for Principal (was incorrectly identified in the FIX spec as Registered Equity Market Maker trades)
trades
F = Short exempt transaction (refer to W type)
H = Short exempt transaction (refer to I type)
I = Individual Investor, single order
J = Program Order, index arb, for individual customer
K = Program Order, non-index arb, for individual customer
L = Short exempt transaction for member competing market-maker affiliated with the firm clearing the trade (refer to P and O types)
M = Program Order, index arb, for other member
A N = Agency single order
Program Order, non-index arb, for other member
O = Proprietary transactions for competing market-maker that is affiliated with the clearing member (was incorrectly identified in the FIX spec as Competing dealer trades)
trades
P = Principal
R = Transactions for the account of a non-member competing market maker (was incorrectly identified in the FIX spec as Competing dealer trades)
trades
S = Specialist trades
T = Transactions for the account of an unaffiliated members competing market maker (was incorrectly identified in the FIX spec as Competing dealer trades)
trades
U = Program Order, index arb, for other agency
W = All other orders as agent for other member
X = Short exempt transaction for member competing market-maker not affiliated with the firm clearing the trade (refer to W and T types)
Y = Program Order, non-index arb, for other agency
Z = Short exempt transaction for non-member competing market-maker (refer to A and R types)
L = Short exempt transaction for member competing market-maker affiliated with the firm clearing the trade (refer to P and O types)
C = Program Order, non-index arb, for Member firm/org
[121] ForexReq Values Y = Execute Forex after security trade
N = Do not execute Forex after security trade
Y = Execute Forex after security trade
N = Do not execute Forex after security trade
Y = Execute Forex after security trade
[203] CoveredOrUncovered Values 1 = Uncovered
0 = Covered
0 = Covered
1 = Uncovered
0 = Covered
[114] LocateReqd Values Y = Indicates the broker is responsible for locating the stock
N = Indicates the broker is not required to locate
N = Indicates the broker is not required to locate
Y = Indicates the broker is responsible for locating the stock
N = Indicates the broker is not required to locate

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[453] NoPartyIDs (Optional) [109] ClientID (Optional)
[448] PartyID (Optional) [76] ExecBroker (Optional)
[447] PartyIDSource (Optional) [205] MaturityDay (Optional)
[452] PartyRole (Optional) [201] PutOrCall (Optional)
[523] PartySubID (Optional) [12] Commission (Optional)
[229] TradeOriginationDate (Optional) [13] CommType (Optional)
[526] SecondaryClOrdID (Optional) [204] CustomerOrFirm (Optional)
[583] ClOrdLinkID (Optional) [439] ClearingFirm (Optional)
[586] OrigOrdModTime (Optional) [440] ClearingAccount (Optional)
[581] AccountType (Optional)
[589] DayBookingInst (Optional)
[590] BookingUnit (Optional)
[591] PreallocMethod (Optional)
[467] IndividualAllocID (Optional)
[539] NoNestedPartyIDs (Optional)
[524] NestedPartyID (Optional)
[525] NestedPartyIDSource (Optional)
[538] NestedPartyRole (Optional)
[545] NestedPartySubID (Optional)
[544] CashMargin (Optional)
[635] ClearingFeeIndicator (Optional)
[625] TradingSessionSubID (Optional)
[454] NoSecurityAltID (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[461] CFICode (Optional)
[541] MaturityDate (Optional)
[224] CouponPaymentDate (Optional)
[225] IssueDate (Optional)
[239] RepoCollateralSecurityType (Optional)
[226] RepurchaseTerm (Optional)
[227] RepurchaseRate (Optional)
[228] Factor (Optional)
[255] CreditRating (Optional)
[543] InstrRegistry (Optional)
[470] CountryOfIssue (Optional)
[471] StateOrProvinceOfIssue (Optional)
[472] LocaleOfIssue (Optional)
[240] RedemptionDate (Optional)
[465] QuantityType (Optional)
[516] OrderPercent (Optional)
[468] RoundingDirection (Optional)
[469] RoundingModulus (Optional)
[423] PriceType (Optional)
[218] Spread (Optional)
[220] BenchmarkCurveCurrency (Optional)
[221] BenchmarkCurveName (Optional)
[222] BenchmarkCurvePoint (Optional)
[235] YieldType (Optional)
[236] Yield (Optional)
[528] OrderCapacity (Optional)
[529] OrderRestrictions (Optional)
[582] CustOrderCapacity (Optional)
[640] Price2 (Optional)
[480] CancellationRights (Optional)
[481] MoneyLaunderingStatus (Optional)
[513] RegistID (Optional)
[494] Designation (Optional)
[158] AccruedInterestRate (Optional)
[159] AccruedInterestAmt (Optional)
[118] NetMoney (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[338] TradSesMethod Values 3 = Two Party
1 = Electronic
2 = Open Outcry
3 = Two Party
1 = Electronic
2 = Open Outcry
3 = Two Party
[339] TradSesMode Values 3 = Production
1 = Testing
2 = Simulated
3 = Production
1 = Testing
2 = Simulated
3 = Production
[325] UnsolicitedIndicator Values Y = Message is being sent unsolicited
N = Message is being sent as a result of a prior request
Y = Message is being sent unsolicited
N = Message is being sent as a result of a prior request
Y = Message is being sent unsolicited

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[625] TradingSessionSubID (Optional)
[567] TradSesStatusRejReason (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
Intro The order status request message is used by the institution to generate an order status message back from the broker. Aquis sends an Add Order Response message to acknowledge the receipt of an Order Add message. The order status request message is used by to notify the institution to generate an trading Member whether or not their order status was accepted and, if so, whether it executed (partially or fully) and whether any residual quantity has been added to the book or has been cancelled. If the order traded, this message back from will be followed by the broker.related Trade message(s).

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[526] SecondaryClOrdID (Optional) [109] ClientID (Optional)
[583] ClOrdLinkID (Optional) [76] ExecBroker (Optional)
[453] NoPartyIDs (Optional) [205] MaturityDay (Optional)
[448] PartyID (Optional) [201] PutOrCall (Optional)
[447] PartyIDSource (Optional)
[452] PartyRole (Optional)
[523] PartySubID (Optional)
[454] NoSecurityAltID (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[461] CFICode (Optional)
[541] MaturityDate (Optional)
[224] CouponPaymentDate (Optional)
[225] IssueDate (Optional)
[239] RepoCollateralSecurityType (Optional)
[226] RepurchaseTerm (Optional)
[227] RepurchaseRate (Optional)
[228] Factor (Optional)
[255] CreditRating (Optional)
[543] InstrRegistry (Optional)
[470] CountryOfIssue (Optional)
[471] StateOrProvinceOfIssue (Optional)
[472] LocaleOfIssue (Optional)
[240] RedemptionDate (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[301] QuoteResponseLevel Values 1 = Acknowledge only negative or erroneous quotes
0 = No Acknowledgement (Default)
2 = Acknowledge each quote messages
0 = No Acknowledgement (Default)
1 = Acknowledge only negative or erroneous quotes
0 = No Acknowledgement (Default)
2 = Acknowledge each quote messages

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[537] QuoteType (Optional) [314] UnderlyingMaturityDay (Optional)
[453] NoPartyIDs (Optional) [205] MaturityDay (Optional)
[448] PartyID (Optional) [201] PutOrCall (Optional)
[447] PartyIDSource (Optional)
[452] PartyRole (Optional)
[523] PartySubID (Optional)
[1] Account (Optional)
[581] AccountType (Optional)
[457] NoUnderlyingSecurityAltID (Optional)
[458] UnderlyingSecurityAltID (Optional)
[459] UnderlyingSecurityAltIDSource (Optional)
[462] UnderlyingProduct (Optional)
[463] UnderlyingCFICode (Optional)
[542] UnderlyingMaturityDate (Optional)
[241] UnderlyingCouponPaymentDate (Optional)
[242] UnderlyingIssueDate (Optional)
[243] UnderlyingRepoCollateralSecurityType (Optional)
[244] UnderlyingRepurchaseTerm (Optional)
[245] UnderlyingRepurchaseRate (Optional)
[246] UnderlyingFactor (Optional)
[256] UnderlyingCreditRating (Optional)
[595] UnderlyingInstrRegistry (Optional)
[592] UnderlyingCountryOfIssue (Optional)
[593] UnderlyingStateOrProvinceOfIssue (Optional)
[594] UnderlyingLocaleOfIssue (Optional)
[247] UnderlyingRedemptionDate (Optional)
[454] NoSecurityAltID (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[461] CFICode (Optional)
[541] MaturityDate (Optional)
[224] CouponPaymentDate (Optional)
[225] IssueDate (Optional)
[239] RepoCollateralSecurityType (Optional)
[226] RepurchaseTerm (Optional)
[227] RepurchaseRate (Optional)
[228] Factor (Optional)
[255] CreditRating (Optional)
[543] InstrRegistry (Optional)
[470] CountryOfIssue (Optional)
[471] StateOrProvinceOfIssue (Optional)
[472] LocaleOfIssue (Optional)
[240] RedemptionDate (Optional)
[631] MidPx (Optional)
[632] BidYield (Optional)
[633] MidYield (Optional)
[634] OfferYield (Optional)
[625] TradingSessionSubID (Optional)
[642] BidForwardPoints2 (Optional)
[643] OfferForwardPoints2 (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[71] AllocTransType Values 5 = Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney) (Removed/Replaced)
4 = Calculated (includes MiscFees and NetMoney) (Removed/Replaced)
3 = Preliminary (without MiscFees and NetMoney) (Removed/Replaced)
2 = Cancel
1 = Replace
0 = New
0 = New
1 = Replace
2 = Cancel
3 = Preliminary (without MiscFees and NetMoney)
4 = Calculated (includes MiscFees and NetMoney)
5 = Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney) (Removed/Replaced)
4 = Calculated (includes MiscFees and NetMoney) (Removed/Replaced)
3 = Preliminary (without MiscFees and NetMoney) (Removed/Replaced)
2 = Cancel
1 = Replace
0 = New
NetMoney)
[29] LastCapacity Values 4 = Principal
3 = Cross as principal
1 = Agent
2 = Cross as agent
4 = Principal
3 = Cross as principal
1 = Agent
2 = Cross as agent
3 = Cross as principal
4 = Principal
[81] ProcessCode Values 6 = plan sponsor
0 = regular
1 = soft dollar
2 = step-in
3 = step-out
4 = soft-dollar step-in
5 = soft-dollar step-out
6 = plan sponsor
0 = regular
1 = soft dollar
2 = step-in
3 = step-out
4 = soft-dollar step-in
5 = soft-dollar step-out
6 = plan sponsor
[209] AllocHandlInst Values 3 = Forward and Match
2 = Forward
1 = Match
1 = Match
2 = Forward
3 = Forward and Match
2 = Forward
1 = Match
[139] MiscFeeType Values 3 = Local Commission
4 = Exchange Fees
5 = Stamp
6 = Levy
7 = Other
8 = Markup
9 = Consumption Tax
1 = Regulatory (e.g. SEC)
2 = Tax
3 = Local Commission
4 = Exchange Fees
5 = Stamp
6 = Levy
7 = Other
8 = Markup
9 = Consumption Tax
1 = Regulatory (e.g. SEC)
2 = Tax
3 = Local Commission
4 = Exchange Fees
5 = Stamp
6 = Levy
7 = Other
8 = Markup
9 = Consumption Tax

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[466] BookingRefID (Optional) [105] WaveNo (Optional)
[526] SecondaryClOrdID (Optional) [205] MaturityDay (Optional)
[527] SecondaryExecID (Optional) [201] PutOrCall (Optional)
[454] NoSecurityAltID (Optional) [92] BrokerOfCredit (Optional)
[455] SecurityAltID (Optional) [76] ExecBroker (Optional)
[456] SecurityAltIDSource (Optional) [109] ClientID (Optional)
[460] Product (Optional) [12] Commission (Optional)
[461] CFICode (Optional) [13] CommType (Optional)
[541] MaturityDate (Optional)
[224] CouponPaymentDate (Optional)
[225] IssueDate (Optional)
[239] RepoCollateralSecurityType (Optional)
[226] RepurchaseTerm (Optional)
[227] RepurchaseRate (Optional)
[228] Factor (Optional)
[255] CreditRating (Optional)
[543] InstrRegistry (Optional)
[470] CountryOfIssue (Optional)
[471] StateOrProvinceOfIssue (Optional)
[472] LocaleOfIssue (Optional)
[240] RedemptionDate (Optional)
[229] TradeOriginationDate (Optional)
[625] TradingSessionSubID (Optional)
[423] PriceType (Optional)
[453] NoPartyIDs (Optional)
[448] PartyID (Optional)
[447] PartyIDSource (Optional)
[452] PartyRole (Optional)
[523] PartySubID (Optional)
[238] Concession (Optional)
[237] TotalTakedown (Optional)
[540] TotalAccruedInterestAmt (Optional)
[650] LegalConfirm (Optional)
[467] IndividualAllocID (Optional)
[539] NoNestedPartyIDs (Optional)
[524] NestedPartyID (Optional)
[525] NestedPartyIDSource (Optional)
[538] NestedPartyRole (Optional)
[545] NestedPartySubID (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
Intro The Business Message Reject message can reject an application-level message which fulfills session-level rules and cannot be rejected via any other means. Note if the message fails a session-level rule (e.g. body length is incorrect), a session-level Reject message should be issued. The Business Message Reject message can reject an application-level message which fulfills session-level rules and cannot be rejected via any other means. Note if the message fails a session-level rule (e.g. body length is incorrect), a session-level Reject message should be issued.

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[374] BidRequestTransType Values N = New
C = Cancel
N = New
C = Cancel
N = New
[409] LiquidityIndType Values 3 = Normal Market Size
4 = Other
2 = 20 day moving average
1 = 5day moving average
1 = 5 day moving average
2 = 20 day moving average
3 = Normal Market Size
4 = Other
2 = 20 day moving average
1 = 5day moving average
[414] ProgRptReqs Values 3 = Real-time execution reports (to be discouraged)
2 = SellSide periodically sends status using ListStatus. Period optionally specified in ProgressPeriod
1 = BuySide explicitly requests status using StatusRequest (Default) The sell-side firm can however, send a DONE status List Status Response in an unsolicited fashion
3 = Real-time execution reports (to be discouraged)
2 = SellSide periodically sends status using ListStatus. Period optionally specified in ProgressPeriod
1 = BuySide explicitly requests status using StatusRequest (Default) The sell-side firm can however, send a DONE status List Status Response in an unsolicited fashion
2 = SellSide periodically sends status using ListStatus. Period optionally specified in ProgressPeriod
3 = Real-time execution reports (to be discouraged)
[416] IncTaxInd Values 2 = Gross
1 = Net
1 = Net
2 = Gross
1 = Net
[121] ForexReq Values Y = Execute Forex after security trade
N = Do not execute Forex after security trade
Y = Execute Forex after security trade
N = Do not execute Forex after security trade
Y = Execute Forex after security trade
[418] TradeType Values G = VWAP Guarantee
A = Agency
J = Guaranteed Close
R = Risk Trade
A = Agency
G = VWAP Guarantee
A = Agency
J = Guaranteed Close
R = Risk Trade
[419] BasisPxType Values 8 = VWAP through an afternoon session
D = Open
Z = Others
C = Strike
B = VWAP through an afternoon session except YORI (an opening auction)
9 = VWAP through a day except YORI (an opening auction)
7 = VWAP through a morning session
6 = VWAP through a day
5 = SQ
4 = Current price
3 = Closing Price
2 = Closing Price at morning session
A = VWAP through a morning session except YORI (an opening auction)
2 = Closing Price at morning session
3 = Closing Price
4 = Current price
5 = SQ
6 = VWAP through a day
7 = VWAP through a morning session
8 = VWAP through an afternoon session
D 9 = Open
Z
VWAP through a day except YORI
A
= Others
C = Strike
VWAP through a morning session except YORI
B = VWAP through an afternoon session except YORI (an opening auction)
9
YORI
C
= VWAP through a day except YORI (an opening auction)
7
Strike
D
= VWAP through a morning session
6
Open
Z
= VWAP through a day
5 = SQ
4 = Current price
3 = Closing Price
2 = Closing Price at morning session
A = VWAP through a morning session except YORI (an opening auction)
Others

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[625] TradingSessionSubID (Optional)

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[229] TradeOriginationDate (Optional)

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[58] Text (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
Intro The strike price message is used to exchange strike price information for principal trades. The strike price message is used to exchange strike price information for principal trades. It can also be used to exchange reference prices for agency trades.

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[55] Symbol (Optional)
[65] SymbolSfx (Optional)
[48] SecurityID (Optional)
[22] SecurityIDSource (Optional)
[454] NoSecurityAltID (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[461] CFICode (Optional)
[167] SecurityType (Optional)
[200] MaturityMonthYear (Optional)
[541] MaturityDate (Optional)
[224] CouponPaymentDate (Optional)
[225] IssueDate (Optional)
[239] RepoCollateralSecurityType (Optional)
[226] RepurchaseTerm (Optional)
[227] RepurchaseRate (Optional)
[228] Factor (Optional)
[255] CreditRating (Optional)
[543] InstrRegistry (Optional)
[470] CountryOfIssue (Optional)
[471] StateOrProvinceOfIssue (Optional)
[472] LocaleOfIssue (Optional)
[240] RedemptionDate (Optional)
[202] StrikePrice (Optional)
[206] OptAttribute (Optional)
[231] ContractMultiplier (Optional)
[223] CouponRate (Optional)
[207] SecurityExchange (Optional)
[106] Issuer (Optional)
[348] EncodedIssuerLen (Optional)
[349] EncodedIssuer (Optional)
[107] SecurityDesc (Optional)
[350] EncodedSecurityDescLen (Optional)
[351] EncodedSecurityDesc (Optional)
[140] PrevClosePx (Optional)
[11] ClOrdID (Optional)
[526] SecondaryClOrdID (Optional)
[54] Side (Optional)
[15] Currency (Optional)
[58] Text (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[39] OrdStatus Values 0 = New
1 = Partially filled
5 = Replaced (Removed/Replaced)
2 = Filled
6 = Pending Cancel (e.g. result of Order Cancel Request)
7 = Stopped
8 = Rejected
9 = Suspended
A = Pending New
B = Calculated
C = Expired
D = Accepted for bidding
E = Pending Replace (e.g. result of Order Cancel/Replace Request)
3 = Done for day
4 = Canceled
0 = New
1 = Partially filled
5 = Replaced (Removed/Replaced)
2 = Filled
3 = Done for day
4 = Canceled
5 = Replaced
6 = Pending Cancel (e.g. result of Order Cancel Request)
7 = Stopped
8 = Rejected
9 = Suspended
A = Pending New
B = Calculated
C = Expired
D = Accepted for bidding
E = Pending Replace (e.g. result of Order Cancel/Replace Request)
3 = Done for day
4 = Canceled

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[526] SecondaryClOrdID (Optional)
[636] WorkingIndicator (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
Name AllocationAck AllocationAckAllocationInstructionAck
Intro The Allocation ACK message is used to acknowledge the receipt and status of an Allocation message. The Allocation allocation ACK message is used to acknowledge the receipt and status of an Allocation message.allocation message received from the institution.

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[87] AllocStatus Values 1 = rejected
2 = partial accept
3 = received (received, not yet processed)
0 = accepted (successfully processed)
0 = accepted (successfully processed)
1 = rejected
2 = partial accept
3 = received (received, not yet processed)
0 = accepted (successfully processed)
[88] AllocRejCode Values 0 = unknown account(s)
6 = unknown ListID
3 = unknown executing broker mnemonic
5 = unknown OrderID
7 = other
4 = commission difference
1 = incorrect quantity
2 = incorrect average price
0 = unknown account(s)
6 = unknown ListID
3 = unknown executing broker mnemonic
5 = unknown OrderID
7 = other
4 = commission difference
1 = incorrect quantity
2 = incorrect average price
3 = unknown executing broker mnemonic
4 = commission difference
5 = unknown OrderID
6 = unknown ListID
7 = other

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[453] NoPartyIDs (Optional) [109] ClientID (Optional)
[448] PartyID (Optional) [76] ExecBroker (Optional)
[447] PartyIDSource (Optional)
[452] PartyRole (Optional)
[523] PartySubID (Optional)
[650] LegalConfirm (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
Intro The Don’t Know Trade (DK) message notifies a trading partner that an electronically received execution has been rejected. This message can be thought of as an execution reject message. The Don’t Know Trade (DK) message notifies a trading partner that an electronically received execution has been rejected. This message can be thought of as an execution reject message.

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[127] DKReason Values B = Wrong side
C = Quantity exceeds order
D = No matching order
E = Price exceeds limit
Z = Other
A = Unknown symbol
A = Unknown symbol
B = Wrong side
C = Quantity exceeds order
D = No matching order
E = Price exceeds limit
Z = Other
A = Unknown symbol

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[454] NoSecurityAltID (Optional) [205] MaturityDay (Optional)
[455] SecurityAltID (Optional) [201] PutOrCall (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[461] CFICode (Optional)
[541] MaturityDate (Optional)
[224] CouponPaymentDate (Optional)
[225] IssueDate (Optional)
[239] RepoCollateralSecurityType (Optional)
[226] RepurchaseTerm (Optional)
[227] RepurchaseRate (Optional)
[228] Factor (Optional)
[255] CreditRating (Optional)
[543] InstrRegistry (Optional)
[470] CountryOfIssue (Optional)
[471] StateOrProvinceOfIssue (Optional)
[472] LocaleOfIssue (Optional)
[240] RedemptionDate (Optional)
[516] OrderPercent (Optional)
[468] RoundingDirection (Optional)
[469] RoundingModulus (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
Intro In some markets it is the practice to request quotes from brokers prior to placement of an order. The quote request message is used for this purpose. This message is commonly referred to as an Request For Quote (RFQ) In some markets it is the practice to request quotes from brokers prior to placement of an order. The quote request message is used for this purpose. This message is commonly referred to as an Request For Quote (RFQ)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[303] QuoteRequestType Values 2 = Automatic
1 = Manual
1 = Manual
2 = Automatic
1 = Manual

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[644] RFQReqID (Optional) [205] MaturityDay (Optional)
[454] NoSecurityAltID (Optional) [201] PutOrCall (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[461] CFICode (Optional)
[541] MaturityDate (Optional)
[224] CouponPaymentDate (Optional)
[225] IssueDate (Optional)
[239] RepoCollateralSecurityType (Optional)
[226] RepurchaseTerm (Optional)
[227] RepurchaseRate (Optional)
[228] Factor (Optional)
[255] CreditRating (Optional)
[543] InstrRegistry (Optional)
[470] CountryOfIssue (Optional)
[471] StateOrProvinceOfIssue (Optional)
[472] LocaleOfIssue (Optional)
[240] RedemptionDate (Optional)
[537] QuoteType (Optional)
[625] TradingSessionSubID (Optional)
[229] TradeOriginationDate (Optional)
[232] NoStipulations (Optional)
[233] StipulationType (Optional)
[234] StipulationValue (Optional)
[465] QuantityType (Optional)
[152] CashOrderQty (Optional)
[63] SettlmntTyp (Optional)
[218] Spread (Optional)
[220] BenchmarkCurveCurrency (Optional)
[221] BenchmarkCurveName (Optional)
[222] BenchmarkCurvePoint (Optional)
[423] PriceType (Optional)
[44] Price (Optional)
[640] Price2 (Optional)
[235] YieldType (Optional)
[236] Yield (Optional)
[58] Text (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
Intro The quote message is used as the response to a Quote Request message in both indicative, tradeable, and restricted tradeable quoting markets. The quote message is used as the response to a Quote Request message in both indicative, tradeable, and restricted tradeable quoting markets.can be used to publish unsolicited quotes.

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[301] QuoteResponseLevel Values 1 = Acknowledge only negative or erroneous quotes
0 = No Acknowledgement (Default)
2 = Acknowledge each quote messages
0 = No Acknowledgement (Default)
1 = Acknowledge only negative or erroneous quotes
0 = No Acknowledgement (Default)
2 = Acknowledge each quote messages

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[537] QuoteType (Optional) [205] MaturityDay (Optional)
[453] NoPartyIDs (Optional) [201] PutOrCall (Optional)
[448] PartyID (Optional)
[447] PartyIDSource (Optional)
[452] PartyRole (Optional)
[523] PartySubID (Optional)
[1] Account (Optional)
[581] AccountType (Optional)
[625] TradingSessionSubID (Optional)
[454] NoSecurityAltID (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[461] CFICode (Optional)
[541] MaturityDate (Optional)
[224] CouponPaymentDate (Optional)
[225] IssueDate (Optional)
[239] RepoCollateralSecurityType (Optional)
[226] RepurchaseTerm (Optional)
[227] RepurchaseRate (Optional)
[228] Factor (Optional)
[255] CreditRating (Optional)
[543] InstrRegistry (Optional)
[470] CountryOfIssue (Optional)
[471] StateOrProvinceOfIssue (Optional)
[472] LocaleOfIssue (Optional)
[240] RedemptionDate (Optional)
[645] MktBidPx (Optional)
[646] MktOfferPx (Optional)
[647] MinBidSize (Optional)
[648] MinOfferSize (Optional)
[631] MidPx (Optional)
[632] BidYield (Optional)
[633] MidYield (Optional)
[634] OfferYield (Optional)
[63] SettlmntTyp (Optional)
[642] BidForwardPoints2 (Optional)
[643] OfferForwardPoints2 (Optional)
[656] SettlCurrBidFxRate (Optional)
[657] SettlCurrOfferFxRate (Optional)
[156] SettlCurrFxRateCalc (Optional)
[12] Commission (Optional)
[13] CommType (Optional)
[582] CustOrderCapacity (Optional)
[100] ExDestination (Optional)
[58] Text (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
Intro The Settlement Instructions message provides the broker’s, the institution’s, or the intermediary’s instructions for trade settlement. The Settlement Instructions message provides either the broker’s, the institution’s, broker’s or the intermediary’s institution’s instructions for trade settlement.

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[163] SettlInstTransType Values N = New
R = Replace
C = Cancel
C = Cancel
N = New
R = Replace
C = Cancel
[169] StandInstDbType Values 0 = Other
1 = DTC SID
3 = A Global Custodian (StandInstDbName must be provided)
2 = Thomson ALERT
0 = Other
1 = DTC SID
2 = Thomson ALERT
3 = A Global Custodian (StandInstDbName must be provided)
2 = Thomson ALERT

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[467] IndividualAllocID (Optional) [166] SettlLocation (Optional)
[11] ClOrdID (Optional) [109] ClientID (Optional)
[625] TradingSessionSubID (Optional) [76] ExecBroker (Optional)
[453] NoPartyIDs (Optional)
[448] PartyID (Optional)
[447] PartyIDSource (Optional)
[452] PartyRole (Optional)
[523] PartySubID (Optional)
[492] PaymentMethod (Optional)
[476] PaymentRef (Optional)
[488] CardHolderName (Optional)
[489] CardNumber (Optional)
[503] CardStartDate (Optional)
[490] CardExpDate (Optional)
[491] CardIssNo (Optional)
[504] PaymentDate (Optional)
[505] PaymentRemitterID (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
Intro Some systems allow the transmission of real-time quote, order, trade and/or other price information on a subscription basis. A Market Data Request is a general request for market data on specific securities or forex quotes. Some systems allow the transmission of real-time quote, order, trade and/or other price information on a subscription basis. A Market Data Request is a general request for market data on specific securities or forex quotes.

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[263] SubscriptionRequestType Values 1 = Snapshot + Updates (Subscribe)
2 = Disable previous Snapshot + Update Request (Unsubscribe)
0 = Snapshot
0 = Snapshot
1 = Snapshot + Updates (Subscribe)
2 = Disable previous Snapshot + Update Request (Unsubscribe)
0 = Snapshot
[266] AggregatedBook Values Y = one book entry per side per price
N = Multiple entries per side per price allowed
Y = one book entry per side per price
N = Multiple entries per side per price allowed
Y = one book entry per side per price

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[286] OpenCloseSettleFlag (Optional) [205] MaturityDay (Optional)
[546] Scope (Optional) [201] PutOrCall (Optional)
[547] MDImplicitDelete (Optional)
[454] NoSecurityAltID (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[461] CFICode (Optional)
[541] MaturityDate (Optional)
[224] CouponPaymentDate (Optional)
[225] IssueDate (Optional)
[239] RepoCollateralSecurityType (Optional)
[226] RepurchaseTerm (Optional)
[227] RepurchaseRate (Optional)
[228] Factor (Optional)
[255] CreditRating (Optional)
[543] InstrRegistry (Optional)
[470] CountryOfIssue (Optional)
[471] StateOrProvinceOfIssue (Optional)
[472] LocaleOfIssue (Optional)
[240] RedemptionDate (Optional)
[386] NoTradingSessions (Optional)
[625] TradingSessionSubID (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[292] CorporateAction Values B = Ex-Distribution
E = Ex-Interest
C = Ex-Rights
A = Ex-Dividend
D = New
A = Ex-Dividend
B = Ex-Distribution
C = Ex-Rights
D = New
E = Ex-Interest
C = Ex-Rights
A = Ex-Dividend
D = New
[276] QuoteCondition Values E = Locked
I = Non-Firm
H = Fast Trading
F = Crossed
D = Consolidated Best
C = Exchange Best
B = Closed / Inactive
A = Open / Active
G = Depth
E A = Locked
I
Open / Active
B
= Non-Firm
H
Closed / Inactive
C
= Fast Trading
F = Crossed
Exchange Best
D = Consolidated Best
C E = Exchange Best
B
Locked
F
= Closed / Inactive
A = Open / Active
Crossed
G = Depth
H = Fast Trading
I = Non-Firm

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[454] NoSecurityAltID (Optional) [205] MaturityDay (Optional)
[455] SecurityAltID (Optional) [201] PutOrCall (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[461] CFICode (Optional)
[541] MaturityDate (Optional)
[224] CouponPaymentDate (Optional)
[225] IssueDate (Optional)
[239] RepoCollateralSecurityType (Optional)
[226] RepurchaseTerm (Optional)
[227] RepurchaseRate (Optional)
[228] Factor (Optional)
[255] CreditRating (Optional)
[543] InstrRegistry (Optional)
[470] CountryOfIssue (Optional)
[471] StateOrProvinceOfIssue (Optional)
[472] LocaleOfIssue (Optional)
[240] RedemptionDate (Optional)
[449] TotalVolumeTradedDate (Optional)
[450] TotalVolumeTradedTime (Optional)
[451] NetChgPrevDay (Optional)
[625] TradingSessionSubID (Optional)
[546] Scope (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[292] CorporateAction Values B = Ex-Distribution
E = Ex-Interest
C = Ex-Rights
A = Ex-Dividend
D = New
A = Ex-Dividend
B = Ex-Distribution
C = Ex-Rights
D = New
E = Ex-Interest
C = Ex-Rights
A = Ex-Dividend
D = New
[276] QuoteCondition Values E = Locked
I = Non-Firm
H = Fast Trading
F = Crossed
D = Consolidated Best
C = Exchange Best
B = Closed / Inactive
A = Open / Active
G = Depth
E A = Locked
I
Open / Active
B
= Non-Firm
H
Closed / Inactive
C
= Fast Trading
F = Crossed
Exchange Best
D = Consolidated Best
C E = Exchange Best
B
Locked
F
= Closed / Inactive
A = Open / Active
Crossed
G = Depth
H = Fast Trading
I = Non-Firm

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[454] NoSecurityAltID (Optional) [205] MaturityDay (Optional)
[455] SecurityAltID (Optional) [201] PutOrCall (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[461] CFICode (Optional)
[541] MaturityDate (Optional)
[224] CouponPaymentDate (Optional)
[225] IssueDate (Optional)
[239] RepoCollateralSecurityType (Optional)
[226] RepurchaseTerm (Optional)
[227] RepurchaseRate (Optional)
[228] Factor (Optional)
[255] CreditRating (Optional)
[543] InstrRegistry (Optional)
[470] CountryOfIssue (Optional)
[471] StateOrProvinceOfIssue (Optional)
[472] LocaleOfIssue (Optional)
[240] RedemptionDate (Optional)
[625] TradingSessionSubID (Optional)
[546] Scope (Optional)
[449] TotalVolumeTradedDate (Optional)
[450] TotalVolumeTradedTime (Optional)
[451] NetChgPrevDay (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[298] QuoteCancelType Values 4 = Cancel All Quotes
2 = Cancel for Security Type(s)
1 = Cancel for Symbol(s)
3 = Cancel for Underlying Symbol
4 1 = Cancel All Quotes
for Symbol(s)
2 = Cancel for Security Type(s)
1 = Cancel for Symbol(s)
3 = Cancel for Underlying Symbol
4 = Cancel for All Quotes
[301] QuoteResponseLevel Values 1 = Acknowledge only negative or erroneous quotes
0 = No Acknowledgement (Default)
2 = Acknowledge each quote messages
0 = No Acknowledgement (Default)
1 = Acknowledge only negative or erroneous quotes
0 = No Acknowledgement (Default)
2 = Acknowledge each quote messages

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[453] NoPartyIDs (Optional) [205] MaturityDay (Optional)
[448] PartyID (Optional) [201] PutOrCall (Optional)
[447] PartyIDSource (Optional) [311] UnderlyingSymbol (Optional)
[452] PartyRole (Optional)
[523] PartySubID (Optional)
[1] Account (Optional)
[581] AccountType (Optional)
[625] TradingSessionSubID (Optional)
[454] NoSecurityAltID (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[461] CFICode (Optional)
[541] MaturityDate (Optional)
[224] CouponPaymentDate (Optional)
[225] IssueDate (Optional)
[239] RepoCollateralSecurityType (Optional)
[226] RepurchaseTerm (Optional)
[227] RepurchaseRate (Optional)
[228] Factor (Optional)
[255] CreditRating (Optional)
[543] InstrRegistry (Optional)
[470] CountryOfIssue (Optional)
[471] StateOrProvinceOfIssue (Optional)
[472] LocaleOfIssue (Optional)
[240] RedemptionDate (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[39] OrdStatus Values 0 = New
1 = Partially filled
5 = Replaced (Removed/Replaced)
2 = Filled
6 = Pending Cancel (e.g. result of Order Cancel Request)
7 = Stopped
8 = Rejected
9 = Suspended
A = Pending New
B = Calculated
C = Expired
D = Accepted for bidding
E = Pending Replace (e.g. result of Order Cancel/Replace Request)
3 = Done for day
4 = Canceled
0 = New
1 = Partially filled
5 = Replaced (Removed/Replaced)
2 = Filled
3 = Done for day
4 = Canceled
5 = Replaced
6 = Pending Cancel (e.g. result of Order Cancel Request)
7 = Stopped
8 = Rejected
9 = Suspended
A = Pending New
B = Calculated
C = Expired
D = Accepted for bidding
E = Pending Replace (e.g. result of Order Cancel/Replace Request)
3 = Done for day
4 = Canceled
[47] Rule80A Values N = Program Order, non-index arb, for other member
B = Short exempt transaction (refer to A type)
D = Program Order, index arb, for Member firm/org
E = Short Exempt Transaction for Principal (was incorrectly identified in the FIX spec as Registered Equity Market Maker trades)
F = Short exempt transaction (refer to W type)
H = Short exempt transaction (refer to I type)
I = Individual Investor, single order
J = Program Order, index arb, for individual customer
K = Program Order, non-index arb, for individual customer
M = Program Order, index arb, for other member
A = Agency single order
O = Proprietary transactions for competing market-maker that is affiliated with the clearing member (was incorrectly identified in the FIX spec as Competing dealer trades)
P = Principal
R = Transactions for the account of a non-member competing market maker (was incorrectly identified in the FIX spec as Competing dealer trades)
S = Specialist trades
T = Transactions for the account of an unaffiliated members competing market maker (was incorrectly identified in the FIX spec as Competing dealer trades)
U = Program Order, index arb, for other agency
W = All other orders as agent for other member
X = Short exempt transaction for member competing market-maker not affiliated with the firm clearing the trade (refer to W and T types)
Y = Program Order, non-index arb, for other agency
Z = Short exempt transaction for non-member competing market-maker (refer to A and R types)
L = Short exempt transaction for member competing market-maker affiliated with the firm clearing the trade (refer to P and O types)
C = Program Order, non-index arb, for Member firm/org
N A = Program Order, non-index arb, for other member
Agency single order
B = Short exempt transaction (refer to A type)
C = Program Order, non-index arb, for Member firm/org
D = Program Order, index arb, for Member firm/org
E = Short Exempt Transaction for Principal (was incorrectly identified in the FIX spec as Registered Equity Market Maker trades)
trades
F = Short exempt transaction (refer to W type)
H = Short exempt transaction (refer to I type)
I = Individual Investor, single order
J = Program Order, index arb, for individual customer
K = Program Order, non-index arb, for individual customer
L = Short exempt transaction for member competing market-maker affiliated with the firm clearing the trade (refer to P and O types)
M = Program Order, index arb, for other member
A N = Agency single order
Program Order, non-index arb, for other member
O = Proprietary transactions for competing market-maker that is affiliated with the clearing member (was incorrectly identified in the FIX spec as Competing dealer trades)
trades
P = Principal
R = Transactions for the account of a non-member competing market maker (was incorrectly identified in the FIX spec as Competing dealer trades)
trades
S = Specialist trades
T = Transactions for the account of an unaffiliated members competing market maker (was incorrectly identified in the FIX spec as Competing dealer trades)
trades
U = Program Order, index arb, for other agency
W = All other orders as agent for other member
X = Short exempt transaction for member competing market-maker not affiliated with the firm clearing the trade (refer to W and T types)
Y = Program Order, non-index arb, for other agency
Z = Short exempt transaction for non-member competing market-maker (refer to A and R types)
L = Short exempt transaction for member competing market-maker affiliated with the firm clearing the trade (refer to P and O types)
C = Program Order, non-index arb, for Member firm/org
[29] LastCapacity Values 4 = Principal
3 = Cross as principal
1 = Agent
2 = Cross as agent
4 = Principal
3 = Cross as principal
1 = Agent
2 = Cross as agent
3 = Cross as principal
4 = Principal
[427] GTBookingInst Values 0 = book out all trades on day of execution
2 = accumulate until verbally notified otherwise
1 = accumulate executions until order is filled or expires
0 = book out all trades on day of execution
2 = accumulate until verbally notified otherwise
1 = accumulate executions until order is filled or expires
2 = accumulate until verbally notified otherwise
[113] ReportToExch Values Y = Indicates that party receiving message must report trade
N = Indicates that party sending message will report trade
N = Indicates that party sending message will report trade
Y = Indicates that party receiving message must report trade
N = Indicates that party sending message will report trade

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[526] SecondaryClOrdID (Optional) [109] ClientID (Optional)
[527] SecondaryExecID (Optional) [76] ExecBroker (Optional)
[583] ClOrdLinkID (Optional) [205] MaturityDay (Optional)
[453] NoPartyIDs (Optional) [201] PutOrCall (Optional)
[448] PartyID (Optional) [12] Commission (Optional)
[447] PartyIDSource (Optional) [13] CommType (Optional)
[452] PartyRole (Optional) [439] ClearingFirm (Optional)
[523] PartySubID (Optional) [440] ClearingAccount (Optional)
[229] TradeOriginationDate (Optional)
[655] ContraLegRefID (Optional)
[548] CrossID (Optional)
[551] OrigCrossID (Optional)
[549] CrossType (Optional)
[636] WorkingIndicator (Optional)
[581] AccountType (Optional)
[589] DayBookingInst (Optional)
[590] BookingUnit (Optional)
[591] PreallocMethod (Optional)
[544] CashMargin (Optional)
[635] ClearingFeeIndicator (Optional)
[454] NoSecurityAltID (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[461] CFICode (Optional)
[541] MaturityDate (Optional)
[224] CouponPaymentDate (Optional)
[225] IssueDate (Optional)
[239] RepoCollateralSecurityType (Optional)
[226] RepurchaseTerm (Optional)
[227] RepurchaseRate (Optional)
[228] Factor (Optional)
[255] CreditRating (Optional)
[543] InstrRegistry (Optional)
[470] CountryOfIssue (Optional)
[471] StateOrProvinceOfIssue (Optional)
[472] LocaleOfIssue (Optional)
[240] RedemptionDate (Optional)
[232] NoStipulations (Optional)
[233] StipulationType (Optional)
[234] StipulationValue (Optional)
[465] QuantityType (Optional)
[516] OrderPercent (Optional)
[468] RoundingDirection (Optional)
[469] RoundingModulus (Optional)
[423] PriceType (Optional)
[528] OrderCapacity (Optional)
[529] OrderRestrictions (Optional)
[582] CustOrderCapacity (Optional)
[652] UnderlyingLastQty (Optional)
[651] UnderlyingLastPx (Optional)
[625] TradingSessionSubID (Optional)
[218] Spread (Optional)
[220] BenchmarkCurveCurrency (Optional)
[221] BenchmarkCurveName (Optional)
[222] BenchmarkCurvePoint (Optional)
[235] YieldType (Optional)
[236] Yield (Optional)
[157] NumDaysInterest (Optional)
[230] ExDate (Optional)
[158] AccruedInterestRate (Optional)
[159] AccruedInterestAmt (Optional)
[258] TradedFlatSwitch (Optional)
[259] BasisFeatureDate (Optional)
[260] BasisFeaturePrice (Optional)
[238] Concession (Optional)
[237] TotalTakedown (Optional)
[118] NetMoney (Optional)
[641] LastForwardPoints2 (Optional)
[480] CancellationRights (Optional)
[481] MoneyLaunderingStatus (Optional)
[513] RegistID (Optional)
[494] Designation (Optional)
[483] TransBkdTime (Optional)
[515] ExecValuationPoint (Optional)
[484] ExecPriceType (Optional)
[485] ExecPriceAdjustment (Optional)
[638] PriorityIndicator (Optional)
[639] PriceImprovement (Optional)
[518] NoContAmts (Optional)
[519] ContAmtType (Optional)
[520] ContAmtValue (Optional)
[521] ContAmtCurr (Optional)
[555] NoLegs (Optional)
[600] LegSymbol (Optional)
[601] LegSymbolSfx (Optional)
[602] LegSecurityID (Optional)
[603] LegSecurityIDSource (Optional)
[604] NoLegSecurityAltID (Optional)
[605] LegSecurityAltID (Optional)
[606] LegSecurityAltIDSource (Optional)
[607] LegProduct (Optional)
[608] LegCFICode (Optional)
[609] LegSecurityType (Optional)
[610] LegMaturityMonthYear (Optional)
[611] LegMaturityDate (Optional)
[248] LegCouponPaymentDate (Optional)
[249] LegIssueDate (Optional)
[250] LegRepoCollateralSecurityType (Optional)
[251] LegRepurchaseTerm (Optional)
[252] LegRepurchaseRate (Optional)
[253] LegFactor (Optional)
[257] LegCreditRating (Optional)
[599] LegInstrRegistry (Optional)
[596] LegCountryOfIssue (Optional)
[597] LegStateOrProvinceOfIssue (Optional)
[598] LegLocaleOfIssue (Optional)
[254] LegRedemptionDate (Optional)
[612] LegStrikePrice (Optional)
[613] LegOptAttribute (Optional)
[614] LegContractMultiplier (Optional)
[615] LegCouponRate (Optional)
[616] LegSecurityExchange (Optional)
[617] LegIssuer (Optional)
[618] EncodedLegIssuerLen (Optional)
[619] EncodedLegIssuer (Optional)
[620] LegSecurityDesc (Optional)
[621] EncodedLegSecurityDescLen (Optional)
[622] EncodedLegSecurityDesc (Optional)
[623] LegRatioQty (Optional)
[624] LegSide (Optional)