Spec Comparison Results

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

- vs -

Important Differences (Look closely - development may be required)

Additional (Mandatory) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 5.0 Standards - Original
[1137] DefaultApplVerID (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
[235] YieldType Values TRUE = True Yield The yield calculated with coupon dates moved from a weekend or holiday to the next valid settlement date.
PREVCLOSE = Previous Close Yield The yield of a bond based on the closing price 1 day ago.
LONGEST = Yield to Longest Average (Sinking Fund Bonds) The yield assuming only mandatory sinks are taken. This results in a slower paydown of debt; the yield is then calculated to the final payment date.
LONGAVGLIF = Yield to Longest Average Life The yield assuming only mandatory sinks are taken. This results in a lower paydown of debt; the yield is then calculated to the final payment date.
MATURITY = Yield to Maturity The yield of a bond to its maturity date.
MARK = Mark To Market Yield An adjustment in the valuation of a securities portfolio to reflect the current market values of the respective securities in the portfolio.
OPENAVG = Open Average Yield The average yield of the respective securities in the portfolio.
PUT = Yield to Next Put The yield to the date at which the bond holder can next put the bond to the issuer.
PROCEEDS = Proceeds Yield The CD equivalent yield when the remaining time to maturity is less than two years.
SEMIANNUAL = Semi-annual Yield The yield of a bond whose coupon payments are reinvested semi-annually
SHORTAVGLI = Yield to Shortest Average Life same as AVGLIFE above.
SHORTEST = Yield to Shortest Average (Sinking Fund Bonds) The yield assuming that all sinks (mandatory and voluntary) are taken. This results in a faster paydown of debt; the yield is then calculated to the final payment date.
SIMPLE = Simple Yield The yield of a bond assuming no reinvestment of coupon payments. (Act/360 day count)
TENDER = Yield to Tender Date The yield on a Municipal bond to its mandatory tender date.
VALUE1/32 = Yield Value Of 1/32 The amount that the yield will change for a 1/32nd change in price.
WORST = Yield To Worst Convention The lowest yield to all possible redemption date scenarios.
TAXEQUIV = Tax Equivalent Yield The after tax yield grossed up by the maximum federal tax rate of 39.6%. For comparison to taxable yields.
ANNUAL = Annual Yield The annual interest or dividend income an investment earns, expressed as a percentage of the investments total value.
LASTYEAR = Closing Yield Most Recent Year The yield of a bond based on the closing price as of the most recent years end.
NEXTREFUND = Yield To Next Refund (Sinking Fund Bonds) Yield assuming all bonds are redeemed at the next refund date at the redemption price.
AFTERTAX = After Tax Yield (Municipals) The yield on the bond net of any tax consequences from holding the bond. The discount on municipal securities can be subject to both capital gains taxes and ordinary income taxes. Calculated from dollar price.
ATISSUE = Yield At Issue (Municipals) The yield of the bond offered on the issue date.
AVGLIFE = Yield To Average Life The yield assuming that all sinks (mandatory and voluntary) are taken at par. This results in a faster paydown of debt; the yield is then calculated to the average life date.
AVGMATURIT = Yield To Average Maturity The yield achieved by substituting a bond's average maturity for the issue's final maturity date.
BOOK = Book Yield The yield of a security calculated by using its book value instead of the current market price. This term is typically used in the US domestic market.
CALL = Yield to Next Call The yield of a bond to the next possible call date.
CHANGE = Yield Change Since Close The change in the yield since the previous day's closing yield.
COMPOUND = Compound Yield The yield of certain Japanese bonds based on its price. Certain Japanese bonds have irregular first or last coupons, and the yield is calculated compound for these irregular periods.
CURRENT = Current Yield Annual interest on a bond divided by the market value. The actual income rate of return as opposed to the coupon rate expressed as a percentage.
GROSS = True Gross Yield Yield calculated using the price including accrued interest, where coupon dates are moved from holidays and weekends to the next trading day.
GOVTEQUIV = Government Equivalent Yield Ask yield based on semi-annual coupons compounding in all periods and actual/actual calendar.
INFLATION = Yield with Inflation Assumption Based on price, the return an investor would require on a normal bond that would make the real return equal to that of the inflation-indexed bond, assuming a constant inflation rate.
INVERSEFLO = Inverse Floater Bond Yield Inverse floater semi-annual bond equivalent rate.
LASTQUARTE = Closing Yield Most Recent Quarter The yield of a bond based on the closing price as of the most recent quarters end.
LASTCLOSE = Most Recent Closing Yield The last available yield stored in history, computed using price.
LASTMONTH = Closing Yield Most Recent Month The yield of a bond based on the closing price as of the most recent month's end.
CLOSE = Closing Yield The yield of a bond based on the closing price.
TRUE AFTERTAX = True After Tax Yield The yield calculated with coupon dates moved from a weekend or holiday to the next valid settlement date.
PREVCLOSE
(Municipals)
ANNUAL
= Previous Close Annual Yield
ATISSUE =
Yield The yield of a bond based on the closing price 1 day ago.
LONGEST
At Issue (Municipals)
AVGMATURIT = Yield To Avg Maturity
BOOK = Book Yield
CALL
= Yield to Longest Average (Sinking Fund Bonds) The yield assuming only mandatory sinks are taken. This results in a slower paydown of debt; the yield is then calculated to the final payment date.
Next Call
CHANGE = Yield Change Since Close
CLOSE = Closing Yield
COMPOUND = Compound Yield
CURRENT = Current Yield
GOVTEQUIV = Gvnt Equivalent Yield
GROSS = True Gross Yield
INFLATION = Yield with Inflation Assumption
INVERSEFLO = Inverse Floater Bond Yield
LASTCLOSE = Most Recent Closing Yield
LASTMONTH = Closing Yield Most Recent Month
LASTQUARTE = Closing Yield Most Recent Quarter
LASTYEAR = Closing Yield Most Recent Year
LONGAVGLIF = Yield to Longest Average Life The yield assuming only mandatory sinks are taken. This results in a lower paydown of debt; the yield is then calculated Life
MARK = Mark
to the final payment date.
Market Yield
MATURITY = Yield to Maturity The yield of a bond to its maturity date.
MARK
Maturity
NEXTREFUND
= Mark To Market Yield An adjustment in the valuation of a securities portfolio to reflect the current market values of the respective securities in the portfolio.
Next Refund (Sinking Fund Bonds)
OPENAVG = Open Average Yield The average yield of the respective securities in the portfolio.
Yield
PREVCLOSE = Previous Close Yield
PROCEEDS = Proceeds Yield
PUT = Yield to Next Put The yield to the date at which the bond holder can next put the bond to the issuer.
PROCEEDS = Proceeds Yield The CD equivalent yield when the remaining time to maturity is less than two years.
Put
SEMIANNUAL = Semi-annual Yield The yield of a bond whose coupon payments are reinvested semi-annually
Yield
SHORTAVGLI = Yield to Shortest Average Life same as AVGLIFE above.
SHORTEST = Yield to Shortest Average (Sinking Fund Bonds) The yield assuming that all sinks (mandatory and voluntary) are taken. This results in a faster paydown of debt; the yield is then calculated to the final payment date.
Life
SIMPLE = Simple Yield The yield of a bond assuming no reinvestment of coupon payments. (Act/360 day count)
TENDER = Yield to Tender Date The yield on a Municipal bond to its mandatory tender date.
VALUE1/32 = Yield Value Of 1/32 The amount that the yield will change for a 1/32nd change in price.
WORST = Yield To Worst Convention The lowest yield to all possible redemption date scenarios.
Yield
TAXEQUIV = Tax Equivalent Yield
TENDER =
Yield The after tax yield grossed up by the maximum federal tax rate of 39.6%. For comparison to taxable yields.
ANNUAL
Tender Date
TRUE
= Annual True Yield
VALUE1_32 =
Yield The annual interest or dividend income an investment earns, expressed as a percentage of the investments total value.
LASTYEAR = Closing Yield Most Recent Year The yield of a bond based on the closing price as of the most recent years end.
NEXTREFUND
Value Of 1/32
WORST
= Yield To Next Refund (Sinking Fund Bonds) Yield assuming all bonds are redeemed at the next refund date at the redemption price.
AFTERTAX = After Tax Yield (Municipals) The yield on the bond net of any tax consequences from holding the bond. The discount on municipal securities can be subject to both capital gains taxes and ordinary income taxes. Calculated from dollar price.
ATISSUE = Yield At Issue (Municipals) The yield of the bond offered on the issue date.
AVGLIFE = Yield To Average Life The yield assuming that all sinks (mandatory and voluntary) are taken at par. This results in a faster paydown of debt; the yield is then calculated to the average life date.
AVGMATURIT = Yield To Average Maturity The yield achieved by substituting a bond's average maturity for the issue's final maturity date.
BOOK = Book Yield The yield of a security calculated by using its book value instead of the current market price. This term is typically used in the US domestic market.
CALL = Yield to Next Call The yield of a bond to the next possible call date.
CHANGE = Yield Change Since Close The change in the yield since the previous day's closing yield.
COMPOUND = Compound Yield The yield of certain Japanese bonds based on its price. Certain Japanese bonds have irregular first or last coupons, and the yield is calculated compound for these irregular periods.
CURRENT = Current Yield Annual interest on a bond divided by the market value. The actual income rate of return as opposed to the coupon rate expressed as a percentage.
GROSS = True Gross Yield Yield calculated using the price including accrued interest, where coupon dates are moved from holidays and weekends to the next trading day.
GOVTEQUIV = Government Equivalent Yield Ask yield based on semi-annual coupons compounding in all periods and actual/actual calendar.
INFLATION = Yield with Inflation Assumption Based on price, the return an investor would require on a normal bond that would make the real return equal to that of the inflation-indexed bond, assuming a constant inflation rate.
INVERSEFLO = Inverse Floater Bond Yield Inverse floater semi-annual bond equivalent rate.
LASTQUARTE = Closing Yield Most Recent Quarter The yield of a bond based on the closing price as of the most recent quarters end.
LASTCLOSE = Most Recent Closing Yield The last available yield stored in history, computed using price.
LASTMONTH = Closing Yield Most Recent Month The yield of a bond based on the closing price as of the most recent month's end.
CLOSE = Closing Yield The yield of a bond based on the closing price.
Worst

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
[235] YieldType Values TRUE = True Yield The yield calculated with coupon dates moved from a weekend or holiday to the next valid settlement date.
PREVCLOSE = Previous Close Yield The yield of a bond based on the closing price 1 day ago.
LONGEST = Yield to Longest Average (Sinking Fund Bonds) The yield assuming only mandatory sinks are taken. This results in a slower paydown of debt; the yield is then calculated to the final payment date.
LONGAVGLIF = Yield to Longest Average Life The yield assuming only mandatory sinks are taken. This results in a lower paydown of debt; the yield is then calculated to the final payment date.
MATURITY = Yield to Maturity The yield of a bond to its maturity date.
MARK = Mark To Market Yield An adjustment in the valuation of a securities portfolio to reflect the current market values of the respective securities in the portfolio.
OPENAVG = Open Average Yield The average yield of the respective securities in the portfolio.
PUT = Yield to Next Put The yield to the date at which the bond holder can next put the bond to the issuer.
PROCEEDS = Proceeds Yield The CD equivalent yield when the remaining time to maturity is less than two years.
SEMIANNUAL = Semi-annual Yield The yield of a bond whose coupon payments are reinvested semi-annually
SHORTAVGLI = Yield to Shortest Average Life same as AVGLIFE above.
SHORTEST = Yield to Shortest Average (Sinking Fund Bonds) The yield assuming that all sinks (mandatory and voluntary) are taken. This results in a faster paydown of debt; the yield is then calculated to the final payment date.
SIMPLE = Simple Yield The yield of a bond assuming no reinvestment of coupon payments. (Act/360 day count)
TENDER = Yield to Tender Date The yield on a Municipal bond to its mandatory tender date.
VALUE1/32 = Yield Value Of 1/32 The amount that the yield will change for a 1/32nd change in price.
WORST = Yield To Worst Convention The lowest yield to all possible redemption date scenarios.
TAXEQUIV = Tax Equivalent Yield The after tax yield grossed up by the maximum federal tax rate of 39.6%. For comparison to taxable yields.
ANNUAL = Annual Yield The annual interest or dividend income an investment earns, expressed as a percentage of the investments total value.
LASTYEAR = Closing Yield Most Recent Year The yield of a bond based on the closing price as of the most recent years end.
NEXTREFUND = Yield To Next Refund (Sinking Fund Bonds) Yield assuming all bonds are redeemed at the next refund date at the redemption price.
AFTERTAX = After Tax Yield (Municipals) The yield on the bond net of any tax consequences from holding the bond. The discount on municipal securities can be subject to both capital gains taxes and ordinary income taxes. Calculated from dollar price.
ATISSUE = Yield At Issue (Municipals) The yield of the bond offered on the issue date.
AVGLIFE = Yield To Average Life The yield assuming that all sinks (mandatory and voluntary) are taken at par. This results in a faster paydown of debt; the yield is then calculated to the average life date.
AVGMATURIT = Yield To Average Maturity The yield achieved by substituting a bond's average maturity for the issue's final maturity date.
BOOK = Book Yield The yield of a security calculated by using its book value instead of the current market price. This term is typically used in the US domestic market.
CALL = Yield to Next Call The yield of a bond to the next possible call date.
CHANGE = Yield Change Since Close The change in the yield since the previous day's closing yield.
COMPOUND = Compound Yield The yield of certain Japanese bonds based on its price. Certain Japanese bonds have irregular first or last coupons, and the yield is calculated compound for these irregular periods.
CURRENT = Current Yield Annual interest on a bond divided by the market value. The actual income rate of return as opposed to the coupon rate expressed as a percentage.
GROSS = True Gross Yield Yield calculated using the price including accrued interest, where coupon dates are moved from holidays and weekends to the next trading day.
GOVTEQUIV = Government Equivalent Yield Ask yield based on semi-annual coupons compounding in all periods and actual/actual calendar.
INFLATION = Yield with Inflation Assumption Based on price, the return an investor would require on a normal bond that would make the real return equal to that of the inflation-indexed bond, assuming a constant inflation rate.
INVERSEFLO = Inverse Floater Bond Yield Inverse floater semi-annual bond equivalent rate.
LASTQUARTE = Closing Yield Most Recent Quarter The yield of a bond based on the closing price as of the most recent quarters end.
LASTCLOSE = Most Recent Closing Yield The last available yield stored in history, computed using price.
LASTMONTH = Closing Yield Most Recent Month The yield of a bond based on the closing price as of the most recent month's end.
CLOSE = Closing Yield The yield of a bond based on the closing price.
TRUE AFTERTAX = True After Tax Yield The yield calculated with coupon dates moved from a weekend or holiday to the next valid settlement date.
PREVCLOSE
(Municipals)
ANNUAL
= Previous Close Annual Yield
ATISSUE =
Yield The yield of a bond based on the closing price 1 day ago.
LONGEST
At Issue (Municipals)
AVGMATURIT = Yield To Avg Maturity
BOOK = Book Yield
CALL
= Yield to Longest Average (Sinking Fund Bonds) The yield assuming only mandatory sinks are taken. This results in a slower paydown of debt; the yield is then calculated to the final payment date.
Next Call
CHANGE = Yield Change Since Close
CLOSE = Closing Yield
COMPOUND = Compound Yield
CURRENT = Current Yield
GOVTEQUIV = Gvnt Equivalent Yield
GROSS = True Gross Yield
INFLATION = Yield with Inflation Assumption
INVERSEFLO = Inverse Floater Bond Yield
LASTCLOSE = Most Recent Closing Yield
LASTMONTH = Closing Yield Most Recent Month
LASTQUARTE = Closing Yield Most Recent Quarter
LASTYEAR = Closing Yield Most Recent Year
LONGAVGLIF = Yield to Longest Average Life The yield assuming only mandatory sinks are taken. This results in a lower paydown of debt; the yield is then calculated Life
MARK = Mark
to the final payment date.
Market Yield
MATURITY = Yield to Maturity The yield of a bond to its maturity date.
MARK
Maturity
NEXTREFUND
= Mark To Market Yield An adjustment in the valuation of a securities portfolio to reflect the current market values of the respective securities in the portfolio.
Next Refund (Sinking Fund Bonds)
OPENAVG = Open Average Yield The average yield of the respective securities in the portfolio.
Yield
PREVCLOSE = Previous Close Yield
PROCEEDS = Proceeds Yield
PUT = Yield to Next Put The yield to the date at which the bond holder can next put the bond to the issuer.
PROCEEDS = Proceeds Yield The CD equivalent yield when the remaining time to maturity is less than two years.
Put
SEMIANNUAL = Semi-annual Yield The yield of a bond whose coupon payments are reinvested semi-annually
Yield
SHORTAVGLI = Yield to Shortest Average Life same as AVGLIFE above.
SHORTEST = Yield to Shortest Average (Sinking Fund Bonds) The yield assuming that all sinks (mandatory and voluntary) are taken. This results in a faster paydown of debt; the yield is then calculated to the final payment date.
Life
SIMPLE = Simple Yield The yield of a bond assuming no reinvestment of coupon payments. (Act/360 day count)
TENDER = Yield to Tender Date The yield on a Municipal bond to its mandatory tender date.
VALUE1/32 = Yield Value Of 1/32 The amount that the yield will change for a 1/32nd change in price.
WORST = Yield To Worst Convention The lowest yield to all possible redemption date scenarios.
Yield
TAXEQUIV = Tax Equivalent Yield
TENDER =
Yield The after tax yield grossed up by the maximum federal tax rate of 39.6%. For comparison to taxable yields.
ANNUAL
Tender Date
TRUE
= Annual True Yield
VALUE1_32 =
Yield The annual interest or dividend income an investment earns, expressed as a percentage of the investments total value.
LASTYEAR = Closing Yield Most Recent Year The yield of a bond based on the closing price as of the most recent years end.
NEXTREFUND
Value Of 1/32
WORST
= Yield To Next Refund (Sinking Fund Bonds) Yield assuming all bonds are redeemed at the next refund date at the redemption price.
AFTERTAX = After Tax Yield (Municipals) The yield on the bond net of any tax consequences from holding the bond. The discount on municipal securities can be subject to both capital gains taxes and ordinary income taxes. Calculated from dollar price.
ATISSUE = Yield At Issue (Municipals) The yield of the bond offered on the issue date.
AVGLIFE = Yield To Average Life The yield assuming that all sinks (mandatory and voluntary) are taken at par. This results in a faster paydown of debt; the yield is then calculated to the average life date.
AVGMATURIT = Yield To Average Maturity The yield achieved by substituting a bond's average maturity for the issue's final maturity date.
BOOK = Book Yield The yield of a security calculated by using its book value instead of the current market price. This term is typically used in the US domestic market.
CALL = Yield to Next Call The yield of a bond to the next possible call date.
CHANGE = Yield Change Since Close The change in the yield since the previous day's closing yield.
COMPOUND = Compound Yield The yield of certain Japanese bonds based on its price. Certain Japanese bonds have irregular first or last coupons, and the yield is calculated compound for these irregular periods.
CURRENT = Current Yield Annual interest on a bond divided by the market value. The actual income rate of return as opposed to the coupon rate expressed as a percentage.
GROSS = True Gross Yield Yield calculated using the price including accrued interest, where coupon dates are moved from holidays and weekends to the next trading day.
GOVTEQUIV = Government Equivalent Yield Ask yield based on semi-annual coupons compounding in all periods and actual/actual calendar.
INFLATION = Yield with Inflation Assumption Based on price, the return an investor would require on a normal bond that would make the real return equal to that of the inflation-indexed bond, assuming a constant inflation rate.
INVERSEFLO = Inverse Floater Bond Yield Inverse floater semi-annual bond equivalent rate.
LASTQUARTE = Closing Yield Most Recent Quarter The yield of a bond based on the closing price as of the most recent quarters end.
LASTCLOSE = Most Recent Closing Yield The last available yield stored in history, computed using price.
LASTMONTH = Closing Yield Most Recent Month The yield of a bond based on the closing price as of the most recent month's end.
CLOSE = Closing Yield The yield of a bond based on the closing price.
Worst

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
[235] YieldType Values TRUE = True Yield The yield calculated with coupon dates moved from a weekend or holiday to the next valid settlement date.
PREVCLOSE = Previous Close Yield The yield of a bond based on the closing price 1 day ago.
LONGEST = Yield to Longest Average (Sinking Fund Bonds) The yield assuming only mandatory sinks are taken. This results in a slower paydown of debt; the yield is then calculated to the final payment date.
LONGAVGLIF = Yield to Longest Average Life The yield assuming only mandatory sinks are taken. This results in a lower paydown of debt; the yield is then calculated to the final payment date.
MATURITY = Yield to Maturity The yield of a bond to its maturity date.
MARK = Mark To Market Yield An adjustment in the valuation of a securities portfolio to reflect the current market values of the respective securities in the portfolio.
OPENAVG = Open Average Yield The average yield of the respective securities in the portfolio.
PUT = Yield to Next Put The yield to the date at which the bond holder can next put the bond to the issuer.
PROCEEDS = Proceeds Yield The CD equivalent yield when the remaining time to maturity is less than two years.
SEMIANNUAL = Semi-annual Yield The yield of a bond whose coupon payments are reinvested semi-annually
SHORTAVGLI = Yield to Shortest Average Life same as AVGLIFE above.
SHORTEST = Yield to Shortest Average (Sinking Fund Bonds) The yield assuming that all sinks (mandatory and voluntary) are taken. This results in a faster paydown of debt; the yield is then calculated to the final payment date.
SIMPLE = Simple Yield The yield of a bond assuming no reinvestment of coupon payments. (Act/360 day count)
TENDER = Yield to Tender Date The yield on a Municipal bond to its mandatory tender date.
VALUE1/32 = Yield Value Of 1/32 The amount that the yield will change for a 1/32nd change in price.
WORST = Yield To Worst Convention The lowest yield to all possible redemption date scenarios.
TAXEQUIV = Tax Equivalent Yield The after tax yield grossed up by the maximum federal tax rate of 39.6%. For comparison to taxable yields.
ANNUAL = Annual Yield The annual interest or dividend income an investment earns, expressed as a percentage of the investments total value.
LASTYEAR = Closing Yield Most Recent Year The yield of a bond based on the closing price as of the most recent years end.
NEXTREFUND = Yield To Next Refund (Sinking Fund Bonds) Yield assuming all bonds are redeemed at the next refund date at the redemption price.
AFTERTAX = After Tax Yield (Municipals) The yield on the bond net of any tax consequences from holding the bond. The discount on municipal securities can be subject to both capital gains taxes and ordinary income taxes. Calculated from dollar price.
ATISSUE = Yield At Issue (Municipals) The yield of the bond offered on the issue date.
AVGLIFE = Yield To Average Life The yield assuming that all sinks (mandatory and voluntary) are taken at par. This results in a faster paydown of debt; the yield is then calculated to the average life date.
AVGMATURIT = Yield To Average Maturity The yield achieved by substituting a bond's average maturity for the issue's final maturity date.
BOOK = Book Yield The yield of a security calculated by using its book value instead of the current market price. This term is typically used in the US domestic market.
CALL = Yield to Next Call The yield of a bond to the next possible call date.
CHANGE = Yield Change Since Close The change in the yield since the previous day's closing yield.
COMPOUND = Compound Yield The yield of certain Japanese bonds based on its price. Certain Japanese bonds have irregular first or last coupons, and the yield is calculated compound for these irregular periods.
CURRENT = Current Yield Annual interest on a bond divided by the market value. The actual income rate of return as opposed to the coupon rate expressed as a percentage.
GROSS = True Gross Yield Yield calculated using the price including accrued interest, where coupon dates are moved from holidays and weekends to the next trading day.
GOVTEQUIV = Government Equivalent Yield Ask yield based on semi-annual coupons compounding in all periods and actual/actual calendar.
INFLATION = Yield with Inflation Assumption Based on price, the return an investor would require on a normal bond that would make the real return equal to that of the inflation-indexed bond, assuming a constant inflation rate.
INVERSEFLO = Inverse Floater Bond Yield Inverse floater semi-annual bond equivalent rate.
LASTQUARTE = Closing Yield Most Recent Quarter The yield of a bond based on the closing price as of the most recent quarters end.
LASTCLOSE = Most Recent Closing Yield The last available yield stored in history, computed using price.
LASTMONTH = Closing Yield Most Recent Month The yield of a bond based on the closing price as of the most recent month's end.
CLOSE = Closing Yield The yield of a bond based on the closing price.
TRUE AFTERTAX = True After Tax Yield The yield calculated with coupon dates moved from a weekend or holiday to the next valid settlement date.
PREVCLOSE
(Municipals)
ANNUAL
= Previous Close Annual Yield
ATISSUE =
Yield The yield of a bond based on the closing price 1 day ago.
LONGEST
At Issue (Municipals)
AVGMATURIT = Yield To Avg Maturity
BOOK = Book Yield
CALL
= Yield to Longest Average (Sinking Fund Bonds) The yield assuming only mandatory sinks are taken. This results in a slower paydown of debt; the yield is then calculated to the final payment date.
Next Call
CHANGE = Yield Change Since Close
CLOSE = Closing Yield
COMPOUND = Compound Yield
CURRENT = Current Yield
GOVTEQUIV = Gvnt Equivalent Yield
GROSS = True Gross Yield
INFLATION = Yield with Inflation Assumption
INVERSEFLO = Inverse Floater Bond Yield
LASTCLOSE = Most Recent Closing Yield
LASTMONTH = Closing Yield Most Recent Month
LASTQUARTE = Closing Yield Most Recent Quarter
LASTYEAR = Closing Yield Most Recent Year
LONGAVGLIF = Yield to Longest Average Life The yield assuming only mandatory sinks are taken. This results in a lower paydown of debt; the yield is then calculated Life
MARK = Mark
to the final payment date.
Market Yield
MATURITY = Yield to Maturity The yield of a bond to its maturity date.
MARK
Maturity
NEXTREFUND
= Mark To Market Yield An adjustment in the valuation of a securities portfolio to reflect the current market values of the respective securities in the portfolio.
Next Refund (Sinking Fund Bonds)
OPENAVG = Open Average Yield The average yield of the respective securities in the portfolio.
Yield
PREVCLOSE = Previous Close Yield
PROCEEDS = Proceeds Yield
PUT = Yield to Next Put The yield to the date at which the bond holder can next put the bond to the issuer.
PROCEEDS = Proceeds Yield The CD equivalent yield when the remaining time to maturity is less than two years.
Put
SEMIANNUAL = Semi-annual Yield The yield of a bond whose coupon payments are reinvested semi-annually
Yield
SHORTAVGLI = Yield to Shortest Average Life same as AVGLIFE above.
SHORTEST = Yield to Shortest Average (Sinking Fund Bonds) The yield assuming that all sinks (mandatory and voluntary) are taken. This results in a faster paydown of debt; the yield is then calculated to the final payment date.
Life
SIMPLE = Simple Yield The yield of a bond assuming no reinvestment of coupon payments. (Act/360 day count)
TENDER = Yield to Tender Date The yield on a Municipal bond to its mandatory tender date.
VALUE1/32 = Yield Value Of 1/32 The amount that the yield will change for a 1/32nd change in price.
WORST = Yield To Worst Convention The lowest yield to all possible redemption date scenarios.
Yield
TAXEQUIV = Tax Equivalent Yield
TENDER =
Yield The after tax yield grossed up by the maximum federal tax rate of 39.6%. For comparison to taxable yields.
ANNUAL
Tender Date
TRUE
= Annual True Yield
VALUE1_32 =
Yield The annual interest or dividend income an investment earns, expressed as a percentage of the investments total value.
LASTYEAR = Closing Yield Most Recent Year The yield of a bond based on the closing price as of the most recent years end.
NEXTREFUND
Value Of 1/32
WORST
= Yield To Next Refund (Sinking Fund Bonds) Yield assuming all bonds are redeemed at the next refund date at the redemption price.
AFTERTAX = After Tax Yield (Municipals) The yield on the bond net of any tax consequences from holding the bond. The discount on municipal securities can be subject to both capital gains taxes and ordinary income taxes. Calculated from dollar price.
ATISSUE = Yield At Issue (Municipals) The yield of the bond offered on the issue date.
AVGLIFE = Yield To Average Life The yield assuming that all sinks (mandatory and voluntary) are taken at par. This results in a faster paydown of debt; the yield is then calculated to the average life date.
AVGMATURIT = Yield To Average Maturity The yield achieved by substituting a bond's average maturity for the issue's final maturity date.
BOOK = Book Yield The yield of a security calculated by using its book value instead of the current market price. This term is typically used in the US domestic market.
CALL = Yield to Next Call The yield of a bond to the next possible call date.
CHANGE = Yield Change Since Close The change in the yield since the previous day's closing yield.
COMPOUND = Compound Yield The yield of certain Japanese bonds based on its price. Certain Japanese bonds have irregular first or last coupons, and the yield is calculated compound for these irregular periods.
CURRENT = Current Yield Annual interest on a bond divided by the market value. The actual income rate of return as opposed to the coupon rate expressed as a percentage.
GROSS = True Gross Yield Yield calculated using the price including accrued interest, where coupon dates are moved from holidays and weekends to the next trading day.
GOVTEQUIV = Government Equivalent Yield Ask yield based on semi-annual coupons compounding in all periods and actual/actual calendar.
INFLATION = Yield with Inflation Assumption Based on price, the return an investor would require on a normal bond that would make the real return equal to that of the inflation-indexed bond, assuming a constant inflation rate.
INVERSEFLO = Inverse Floater Bond Yield Inverse floater semi-annual bond equivalent rate.
LASTQUARTE = Closing Yield Most Recent Quarter The yield of a bond based on the closing price as of the most recent quarters end.
LASTCLOSE = Most Recent Closing Yield The last available yield stored in history, computed using price.
LASTMONTH = Closing Yield Most Recent Month The yield of a bond based on the closing price as of the most recent month's end.
CLOSE = Closing Yield The yield of a bond based on the closing price.
Worst

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
[235] YieldType Values TRUE = True Yield The yield calculated with coupon dates moved from a weekend or holiday to the next valid settlement date.
PREVCLOSE = Previous Close Yield The yield of a bond based on the closing price 1 day ago.
LONGEST = Yield to Longest Average (Sinking Fund Bonds) The yield assuming only mandatory sinks are taken. This results in a slower paydown of debt; the yield is then calculated to the final payment date.
LONGAVGLIF = Yield to Longest Average Life The yield assuming only mandatory sinks are taken. This results in a lower paydown of debt; the yield is then calculated to the final payment date.
MATURITY = Yield to Maturity The yield of a bond to its maturity date.
MARK = Mark To Market Yield An adjustment in the valuation of a securities portfolio to reflect the current market values of the respective securities in the portfolio.
OPENAVG = Open Average Yield The average yield of the respective securities in the portfolio.
PUT = Yield to Next Put The yield to the date at which the bond holder can next put the bond to the issuer.
PROCEEDS = Proceeds Yield The CD equivalent yield when the remaining time to maturity is less than two years.
SEMIANNUAL = Semi-annual Yield The yield of a bond whose coupon payments are reinvested semi-annually
SHORTAVGLI = Yield to Shortest Average Life same as AVGLIFE above.
SHORTEST = Yield to Shortest Average (Sinking Fund Bonds) The yield assuming that all sinks (mandatory and voluntary) are taken. This results in a faster paydown of debt; the yield is then calculated to the final payment date.
SIMPLE = Simple Yield The yield of a bond assuming no reinvestment of coupon payments. (Act/360 day count)
TENDER = Yield to Tender Date The yield on a Municipal bond to its mandatory tender date.
VALUE1/32 = Yield Value Of 1/32 The amount that the yield will change for a 1/32nd change in price.
WORST = Yield To Worst Convention The lowest yield to all possible redemption date scenarios.
TAXEQUIV = Tax Equivalent Yield The after tax yield grossed up by the maximum federal tax rate of 39.6%. For comparison to taxable yields.
ANNUAL = Annual Yield The annual interest or dividend income an investment earns, expressed as a percentage of the investments total value.
LASTYEAR = Closing Yield Most Recent Year The yield of a bond based on the closing price as of the most recent years end.
NEXTREFUND = Yield To Next Refund (Sinking Fund Bonds) Yield assuming all bonds are redeemed at the next refund date at the redemption price.
AFTERTAX = After Tax Yield (Municipals) The yield on the bond net of any tax consequences from holding the bond. The discount on municipal securities can be subject to both capital gains taxes and ordinary income taxes. Calculated from dollar price.
ATISSUE = Yield At Issue (Municipals) The yield of the bond offered on the issue date.
AVGLIFE = Yield To Average Life The yield assuming that all sinks (mandatory and voluntary) are taken at par. This results in a faster paydown of debt; the yield is then calculated to the average life date.
AVGMATURIT = Yield To Average Maturity The yield achieved by substituting a bond's average maturity for the issue's final maturity date.
BOOK = Book Yield The yield of a security calculated by using its book value instead of the current market price. This term is typically used in the US domestic market.
CALL = Yield to Next Call The yield of a bond to the next possible call date.
CHANGE = Yield Change Since Close The change in the yield since the previous day's closing yield.
COMPOUND = Compound Yield The yield of certain Japanese bonds based on its price. Certain Japanese bonds have irregular first or last coupons, and the yield is calculated compound for these irregular periods.
CURRENT = Current Yield Annual interest on a bond divided by the market value. The actual income rate of return as opposed to the coupon rate expressed as a percentage.
GROSS = True Gross Yield Yield calculated using the price including accrued interest, where coupon dates are moved from holidays and weekends to the next trading day.
GOVTEQUIV = Government Equivalent Yield Ask yield based on semi-annual coupons compounding in all periods and actual/actual calendar.
INFLATION = Yield with Inflation Assumption Based on price, the return an investor would require on a normal bond that would make the real return equal to that of the inflation-indexed bond, assuming a constant inflation rate.
INVERSEFLO = Inverse Floater Bond Yield Inverse floater semi-annual bond equivalent rate.
LASTQUARTE = Closing Yield Most Recent Quarter The yield of a bond based on the closing price as of the most recent quarters end.
LASTCLOSE = Most Recent Closing Yield The last available yield stored in history, computed using price.
LASTMONTH = Closing Yield Most Recent Month The yield of a bond based on the closing price as of the most recent month's end.
CLOSE = Closing Yield The yield of a bond based on the closing price.
TRUE AFTERTAX = True After Tax Yield The yield calculated with coupon dates moved from a weekend or holiday to the next valid settlement date.
PREVCLOSE
(Municipals)
ANNUAL
= Previous Close Annual Yield
ATISSUE =
Yield The yield of a bond based on the closing price 1 day ago.
LONGEST
At Issue (Municipals)
AVGMATURIT = Yield To Avg Maturity
BOOK = Book Yield
CALL
= Yield to Longest Average (Sinking Fund Bonds) The yield assuming only mandatory sinks are taken. This results in a slower paydown of debt; the yield is then calculated to the final payment date.
Next Call
CHANGE = Yield Change Since Close
CLOSE = Closing Yield
COMPOUND = Compound Yield
CURRENT = Current Yield
GOVTEQUIV = Gvnt Equivalent Yield
GROSS = True Gross Yield
INFLATION = Yield with Inflation Assumption
INVERSEFLO = Inverse Floater Bond Yield
LASTCLOSE = Most Recent Closing Yield
LASTMONTH = Closing Yield Most Recent Month
LASTQUARTE = Closing Yield Most Recent Quarter
LASTYEAR = Closing Yield Most Recent Year
LONGAVGLIF = Yield to Longest Average Life The yield assuming only mandatory sinks are taken. This results in a lower paydown of debt; the yield is then calculated Life
MARK = Mark
to the final payment date.
Market Yield
MATURITY = Yield to Maturity The yield of a bond to its maturity date.
MARK
Maturity
NEXTREFUND
= Mark To Market Yield An adjustment in the valuation of a securities portfolio to reflect the current market values of the respective securities in the portfolio.
Next Refund (Sinking Fund Bonds)
OPENAVG = Open Average Yield The average yield of the respective securities in the portfolio.
Yield
PREVCLOSE = Previous Close Yield
PROCEEDS = Proceeds Yield
PUT = Yield to Next Put The yield to the date at which the bond holder can next put the bond to the issuer.
PROCEEDS = Proceeds Yield The CD equivalent yield when the remaining time to maturity is less than two years.
Put
SEMIANNUAL = Semi-annual Yield The yield of a bond whose coupon payments are reinvested semi-annually
Yield
SHORTAVGLI = Yield to Shortest Average Life same as AVGLIFE above.
SHORTEST = Yield to Shortest Average (Sinking Fund Bonds) The yield assuming that all sinks (mandatory and voluntary) are taken. This results in a faster paydown of debt; the yield is then calculated to the final payment date.
Life
SIMPLE = Simple Yield The yield of a bond assuming no reinvestment of coupon payments. (Act/360 day count)
TENDER = Yield to Tender Date The yield on a Municipal bond to its mandatory tender date.
VALUE1/32 = Yield Value Of 1/32 The amount that the yield will change for a 1/32nd change in price.
WORST = Yield To Worst Convention The lowest yield to all possible redemption date scenarios.
Yield
TAXEQUIV = Tax Equivalent Yield
TENDER =
Yield The after tax yield grossed up by the maximum federal tax rate of 39.6%. For comparison to taxable yields.
ANNUAL
Tender Date
TRUE
= Annual True Yield
VALUE1_32 =
Yield The annual interest or dividend income an investment earns, expressed as a percentage of the investments total value.
LASTYEAR = Closing Yield Most Recent Year The yield of a bond based on the closing price as of the most recent years end.
NEXTREFUND
Value Of 1/32
WORST
= Yield To Next Refund (Sinking Fund Bonds) Yield assuming all bonds are redeemed at the next refund date at the redemption price.
AFTERTAX = After Tax Yield (Municipals) The yield on the bond net of any tax consequences from holding the bond. The discount on municipal securities can be subject to both capital gains taxes and ordinary income taxes. Calculated from dollar price.
ATISSUE = Yield At Issue (Municipals) The yield of the bond offered on the issue date.
AVGLIFE = Yield To Average Life The yield assuming that all sinks (mandatory and voluntary) are taken at par. This results in a faster paydown of debt; the yield is then calculated to the average life date.
AVGMATURIT = Yield To Average Maturity The yield achieved by substituting a bond's average maturity for the issue's final maturity date.
BOOK = Book Yield The yield of a security calculated by using its book value instead of the current market price. This term is typically used in the US domestic market.
CALL = Yield to Next Call The yield of a bond to the next possible call date.
CHANGE = Yield Change Since Close The change in the yield since the previous day's closing yield.
COMPOUND = Compound Yield The yield of certain Japanese bonds based on its price. Certain Japanese bonds have irregular first or last coupons, and the yield is calculated compound for these irregular periods.
CURRENT = Current Yield Annual interest on a bond divided by the market value. The actual income rate of return as opposed to the coupon rate expressed as a percentage.
GROSS = True Gross Yield Yield calculated using the price including accrued interest, where coupon dates are moved from holidays and weekends to the next trading day.
GOVTEQUIV = Government Equivalent Yield Ask yield based on semi-annual coupons compounding in all periods and actual/actual calendar.
INFLATION = Yield with Inflation Assumption Based on price, the return an investor would require on a normal bond that would make the real return equal to that of the inflation-indexed bond, assuming a constant inflation rate.
INVERSEFLO = Inverse Floater Bond Yield Inverse floater semi-annual bond equivalent rate.
LASTQUARTE = Closing Yield Most Recent Quarter The yield of a bond based on the closing price as of the most recent quarters end.
LASTCLOSE = Most Recent Closing Yield The last available yield stored in history, computed using price.
LASTMONTH = Closing Yield Most Recent Month The yield of a bond based on the closing price as of the most recent month's end.
CLOSE = Closing Yield The yield of a bond based on the closing price.
Worst

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
[235] YieldType Values TRUE = True Yield The yield calculated with coupon dates moved from a weekend or holiday to the next valid settlement date.
PREVCLOSE = Previous Close Yield The yield of a bond based on the closing price 1 day ago.
LONGEST = Yield to Longest Average (Sinking Fund Bonds) The yield assuming only mandatory sinks are taken. This results in a slower paydown of debt; the yield is then calculated to the final payment date.
LONGAVGLIF = Yield to Longest Average Life The yield assuming only mandatory sinks are taken. This results in a lower paydown of debt; the yield is then calculated to the final payment date.
MATURITY = Yield to Maturity The yield of a bond to its maturity date.
MARK = Mark To Market Yield An adjustment in the valuation of a securities portfolio to reflect the current market values of the respective securities in the portfolio.
OPENAVG = Open Average Yield The average yield of the respective securities in the portfolio.
PUT = Yield to Next Put The yield to the date at which the bond holder can next put the bond to the issuer.
PROCEEDS = Proceeds Yield The CD equivalent yield when the remaining time to maturity is less than two years.
SEMIANNUAL = Semi-annual Yield The yield of a bond whose coupon payments are reinvested semi-annually
SHORTAVGLI = Yield to Shortest Average Life same as AVGLIFE above.
SHORTEST = Yield to Shortest Average (Sinking Fund Bonds) The yield assuming that all sinks (mandatory and voluntary) are taken. This results in a faster paydown of debt; the yield is then calculated to the final payment date.
SIMPLE = Simple Yield The yield of a bond assuming no reinvestment of coupon payments. (Act/360 day count)
TENDER = Yield to Tender Date The yield on a Municipal bond to its mandatory tender date.
VALUE1/32 = Yield Value Of 1/32 The amount that the yield will change for a 1/32nd change in price.
WORST = Yield To Worst Convention The lowest yield to all possible redemption date scenarios.
TAXEQUIV = Tax Equivalent Yield The after tax yield grossed up by the maximum federal tax rate of 39.6%. For comparison to taxable yields.
ANNUAL = Annual Yield The annual interest or dividend income an investment earns, expressed as a percentage of the investments total value.
LASTYEAR = Closing Yield Most Recent Year The yield of a bond based on the closing price as of the most recent years end.
NEXTREFUND = Yield To Next Refund (Sinking Fund Bonds) Yield assuming all bonds are redeemed at the next refund date at the redemption price.
AFTERTAX = After Tax Yield (Municipals) The yield on the bond net of any tax consequences from holding the bond. The discount on municipal securities can be subject to both capital gains taxes and ordinary income taxes. Calculated from dollar price.
ATISSUE = Yield At Issue (Municipals) The yield of the bond offered on the issue date.
AVGLIFE = Yield To Average Life The yield assuming that all sinks (mandatory and voluntary) are taken at par. This results in a faster paydown of debt; the yield is then calculated to the average life date.
AVGMATURIT = Yield To Average Maturity The yield achieved by substituting a bond's average maturity for the issue's final maturity date.
BOOK = Book Yield The yield of a security calculated by using its book value instead of the current market price. This term is typically used in the US domestic market.
CALL = Yield to Next Call The yield of a bond to the next possible call date.
CHANGE = Yield Change Since Close The change in the yield since the previous day's closing yield.
COMPOUND = Compound Yield The yield of certain Japanese bonds based on its price. Certain Japanese bonds have irregular first or last coupons, and the yield is calculated compound for these irregular periods.
CURRENT = Current Yield Annual interest on a bond divided by the market value. The actual income rate of return as opposed to the coupon rate expressed as a percentage.
GROSS = True Gross Yield Yield calculated using the price including accrued interest, where coupon dates are moved from holidays and weekends to the next trading day.
GOVTEQUIV = Government Equivalent Yield Ask yield based on semi-annual coupons compounding in all periods and actual/actual calendar.
INFLATION = Yield with Inflation Assumption Based on price, the return an investor would require on a normal bond that would make the real return equal to that of the inflation-indexed bond, assuming a constant inflation rate.
INVERSEFLO = Inverse Floater Bond Yield Inverse floater semi-annual bond equivalent rate.
LASTQUARTE = Closing Yield Most Recent Quarter The yield of a bond based on the closing price as of the most recent quarters end.
LASTCLOSE = Most Recent Closing Yield The last available yield stored in history, computed using price.
LASTMONTH = Closing Yield Most Recent Month The yield of a bond based on the closing price as of the most recent month's end.
CLOSE = Closing Yield The yield of a bond based on the closing price.
TRUE AFTERTAX = True After Tax Yield The yield calculated with coupon dates moved from a weekend or holiday to the next valid settlement date.
PREVCLOSE
(Municipals)
ANNUAL
= Previous Close Annual Yield
ATISSUE =
Yield The yield of a bond based on the closing price 1 day ago.
LONGEST
At Issue (Municipals)
AVGMATURIT = Yield To Avg Maturity
BOOK = Book Yield
CALL
= Yield to Longest Average (Sinking Fund Bonds) The yield assuming only mandatory sinks are taken. This results in a slower paydown of debt; the yield is then calculated to the final payment date.
Next Call
CHANGE = Yield Change Since Close
CLOSE = Closing Yield
COMPOUND = Compound Yield
CURRENT = Current Yield
GOVTEQUIV = Gvnt Equivalent Yield
GROSS = True Gross Yield
INFLATION = Yield with Inflation Assumption
INVERSEFLO = Inverse Floater Bond Yield
LASTCLOSE = Most Recent Closing Yield
LASTMONTH = Closing Yield Most Recent Month
LASTQUARTE = Closing Yield Most Recent Quarter
LASTYEAR = Closing Yield Most Recent Year
LONGAVGLIF = Yield to Longest Average Life The yield assuming only mandatory sinks are taken. This results in a lower paydown of debt; the yield is then calculated Life
MARK = Mark
to the final payment date.
Market Yield
MATURITY = Yield to Maturity The yield of a bond to its maturity date.
MARK
Maturity
NEXTREFUND
= Mark To Market Yield An adjustment in the valuation of a securities portfolio to reflect the current market values of the respective securities in the portfolio.
Next Refund (Sinking Fund Bonds)
OPENAVG = Open Average Yield The average yield of the respective securities in the portfolio.
Yield
PREVCLOSE = Previous Close Yield
PROCEEDS = Proceeds Yield
PUT = Yield to Next Put The yield to the date at which the bond holder can next put the bond to the issuer.
PROCEEDS = Proceeds Yield The CD equivalent yield when the remaining time to maturity is less than two years.
Put
SEMIANNUAL = Semi-annual Yield The yield of a bond whose coupon payments are reinvested semi-annually
Yield
SHORTAVGLI = Yield to Shortest Average Life same as AVGLIFE above.
SHORTEST = Yield to Shortest Average (Sinking Fund Bonds) The yield assuming that all sinks (mandatory and voluntary) are taken. This results in a faster paydown of debt; the yield is then calculated to the final payment date.
Life
SIMPLE = Simple Yield The yield of a bond assuming no reinvestment of coupon payments. (Act/360 day count)
TENDER = Yield to Tender Date The yield on a Municipal bond to its mandatory tender date.
VALUE1/32 = Yield Value Of 1/32 The amount that the yield will change for a 1/32nd change in price.
WORST = Yield To Worst Convention The lowest yield to all possible redemption date scenarios.
Yield
TAXEQUIV = Tax Equivalent Yield
TENDER =
Yield The after tax yield grossed up by the maximum federal tax rate of 39.6%. For comparison to taxable yields.
ANNUAL
Tender Date
TRUE
= Annual True Yield
VALUE1_32 =
Yield The annual interest or dividend income an investment earns, expressed as a percentage of the investments total value.
LASTYEAR = Closing Yield Most Recent Year The yield of a bond based on the closing price as of the most recent years end.
NEXTREFUND
Value Of 1/32
WORST
= Yield To Next Refund (Sinking Fund Bonds) Yield assuming all bonds are redeemed at the next refund date at the redemption price.
AFTERTAX = After Tax Yield (Municipals) The yield on the bond net of any tax consequences from holding the bond. The discount on municipal securities can be subject to both capital gains taxes and ordinary income taxes. Calculated from dollar price.
ATISSUE = Yield At Issue (Municipals) The yield of the bond offered on the issue date.
AVGLIFE = Yield To Average Life The yield assuming that all sinks (mandatory and voluntary) are taken at par. This results in a faster paydown of debt; the yield is then calculated to the average life date.
AVGMATURIT = Yield To Average Maturity The yield achieved by substituting a bond's average maturity for the issue's final maturity date.
BOOK = Book Yield The yield of a security calculated by using its book value instead of the current market price. This term is typically used in the US domestic market.
CALL = Yield to Next Call The yield of a bond to the next possible call date.
CHANGE = Yield Change Since Close The change in the yield since the previous day's closing yield.
COMPOUND = Compound Yield The yield of certain Japanese bonds based on its price. Certain Japanese bonds have irregular first or last coupons, and the yield is calculated compound for these irregular periods.
CURRENT = Current Yield Annual interest on a bond divided by the market value. The actual income rate of return as opposed to the coupon rate expressed as a percentage.
GROSS = True Gross Yield Yield calculated using the price including accrued interest, where coupon dates are moved from holidays and weekends to the next trading day.
GOVTEQUIV = Government Equivalent Yield Ask yield based on semi-annual coupons compounding in all periods and actual/actual calendar.
INFLATION = Yield with Inflation Assumption Based on price, the return an investor would require on a normal bond that would make the real return equal to that of the inflation-indexed bond, assuming a constant inflation rate.
INVERSEFLO = Inverse Floater Bond Yield Inverse floater semi-annual bond equivalent rate.
LASTQUARTE = Closing Yield Most Recent Quarter The yield of a bond based on the closing price as of the most recent quarters end.
LASTCLOSE = Most Recent Closing Yield The last available yield stored in history, computed using price.
LASTMONTH = Closing Yield Most Recent Month The yield of a bond based on the closing price as of the most recent month's end.
CLOSE = Closing Yield The yield of a bond based on the closing price.
Worst

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
[235] YieldType Values TRUE = True Yield The yield calculated with coupon dates moved from a weekend or holiday to the next valid settlement date.
PREVCLOSE = Previous Close Yield The yield of a bond based on the closing price 1 day ago.
LONGEST = Yield to Longest Average (Sinking Fund Bonds) The yield assuming only mandatory sinks are taken. This results in a slower paydown of debt; the yield is then calculated to the final payment date.
LONGAVGLIF = Yield to Longest Average Life The yield assuming only mandatory sinks are taken. This results in a lower paydown of debt; the yield is then calculated to the final payment date.
MATURITY = Yield to Maturity The yield of a bond to its maturity date.
MARK = Mark To Market Yield An adjustment in the valuation of a securities portfolio to reflect the current market values of the respective securities in the portfolio.
OPENAVG = Open Average Yield The average yield of the respective securities in the portfolio.
PUT = Yield to Next Put The yield to the date at which the bond holder can next put the bond to the issuer.
PROCEEDS = Proceeds Yield The CD equivalent yield when the remaining time to maturity is less than two years.
SEMIANNUAL = Semi-annual Yield The yield of a bond whose coupon payments are reinvested semi-annually
SHORTAVGLI = Yield to Shortest Average Life same as AVGLIFE above.
SHORTEST = Yield to Shortest Average (Sinking Fund Bonds) The yield assuming that all sinks (mandatory and voluntary) are taken. This results in a faster paydown of debt; the yield is then calculated to the final payment date.
SIMPLE = Simple Yield The yield of a bond assuming no reinvestment of coupon payments. (Act/360 day count)
TENDER = Yield to Tender Date The yield on a Municipal bond to its mandatory tender date.
VALUE1/32 = Yield Value Of 1/32 The amount that the yield will change for a 1/32nd change in price.
WORST = Yield To Worst Convention The lowest yield to all possible redemption date scenarios.
TAXEQUIV = Tax Equivalent Yield The after tax yield grossed up by the maximum federal tax rate of 39.6%. For comparison to taxable yields.
ANNUAL = Annual Yield The annual interest or dividend income an investment earns, expressed as a percentage of the investments total value.
LASTYEAR = Closing Yield Most Recent Year The yield of a bond based on the closing price as of the most recent years end.
NEXTREFUND = Yield To Next Refund (Sinking Fund Bonds) Yield assuming all bonds are redeemed at the next refund date at the redemption price.
AFTERTAX = After Tax Yield (Municipals) The yield on the bond net of any tax consequences from holding the bond. The discount on municipal securities can be subject to both capital gains taxes and ordinary income taxes. Calculated from dollar price.
ATISSUE = Yield At Issue (Municipals) The yield of the bond offered on the issue date.
AVGLIFE = Yield To Average Life The yield assuming that all sinks (mandatory and voluntary) are taken at par. This results in a faster paydown of debt; the yield is then calculated to the average life date.
AVGMATURIT = Yield To Average Maturity The yield achieved by substituting a bond's average maturity for the issue's final maturity date.
BOOK = Book Yield The yield of a security calculated by using its book value instead of the current market price. This term is typically used in the US domestic market.
CALL = Yield to Next Call The yield of a bond to the next possible call date.
CHANGE = Yield Change Since Close The change in the yield since the previous day's closing yield.
COMPOUND = Compound Yield The yield of certain Japanese bonds based on its price. Certain Japanese bonds have irregular first or last coupons, and the yield is calculated compound for these irregular periods.
CURRENT = Current Yield Annual interest on a bond divided by the market value. The actual income rate of return as opposed to the coupon rate expressed as a percentage.
GROSS = True Gross Yield Yield calculated using the price including accrued interest, where coupon dates are moved from holidays and weekends to the next trading day.
GOVTEQUIV = Government Equivalent Yield Ask yield based on semi-annual coupons compounding in all periods and actual/actual calendar.
INFLATION = Yield with Inflation Assumption Based on price, the return an investor would require on a normal bond that would make the real return equal to that of the inflation-indexed bond, assuming a constant inflation rate.
INVERSEFLO = Inverse Floater Bond Yield Inverse floater semi-annual bond equivalent rate.
LASTQUARTE = Closing Yield Most Recent Quarter The yield of a bond based on the closing price as of the most recent quarters end.
LASTCLOSE = Most Recent Closing Yield The last available yield stored in history, computed using price.
LASTMONTH = Closing Yield Most Recent Month The yield of a bond based on the closing price as of the most recent month's end.
CLOSE = Closing Yield The yield of a bond based on the closing price.
TRUE AFTERTAX = True After Tax Yield The yield calculated with coupon dates moved from a weekend or holiday to the next valid settlement date.
PREVCLOSE
(Municipals)
ANNUAL
= Previous Close Annual Yield
ATISSUE =
Yield The yield of a bond based on the closing price 1 day ago.
LONGEST
At Issue (Municipals)
AVGMATURIT = Yield To Avg Maturity
BOOK = Book Yield
CALL
= Yield to Longest Average (Sinking Fund Bonds) The yield assuming only mandatory sinks are taken. This results in a slower paydown of debt; the yield is then calculated to the final payment date.
Next Call
CHANGE = Yield Change Since Close
CLOSE = Closing Yield
COMPOUND = Compound Yield
CURRENT = Current Yield
GOVTEQUIV = Gvnt Equivalent Yield
GROSS = True Gross Yield
INFLATION = Yield with Inflation Assumption
INVERSEFLO = Inverse Floater Bond Yield
LASTCLOSE = Most Recent Closing Yield
LASTMONTH = Closing Yield Most Recent Month
LASTQUARTE = Closing Yield Most Recent Quarter
LASTYEAR = Closing Yield Most Recent Year
LONGAVGLIF = Yield to Longest Average Life The yield assuming only mandatory sinks are taken. This results in a lower paydown of debt; the yield is then calculated Life
MARK = Mark
to the final payment date.
Market Yield
MATURITY = Yield to Maturity The yield of a bond to its maturity date.
MARK
Maturity
NEXTREFUND
= Mark To Market Yield An adjustment in the valuation of a securities portfolio to reflect the current market values of the respective securities in the portfolio.
Next Refund (Sinking Fund Bonds)
OPENAVG = Open Average Yield The average yield of the respective securities in the portfolio.
Yield
PREVCLOSE = Previous Close Yield
PROCEEDS = Proceeds Yield
PUT = Yield to Next Put The yield to the date at which the bond holder can next put the bond to the issuer.
PROCEEDS = Proceeds Yield The CD equivalent yield when the remaining time to maturity is less than two years.
Put
SEMIANNUAL = Semi-annual Yield The yield of a bond whose coupon payments are reinvested semi-annually
Yield
SHORTAVGLI = Yield to Shortest Average Life same as AVGLIFE above.
SHORTEST = Yield to Shortest Average (Sinking Fund Bonds) The yield assuming that all sinks (mandatory and voluntary) are taken. This results in a faster paydown of debt; the yield is then calculated to the final payment date.
Life
SIMPLE = Simple Yield The yield of a bond assuming no reinvestment of coupon payments. (Act/360 day count)
TENDER = Yield to Tender Date The yield on a Municipal bond to its mandatory tender date.
VALUE1/32 = Yield Value Of 1/32 The amount that the yield will change for a 1/32nd change in price.
WORST = Yield To Worst Convention The lowest yield to all possible redemption date scenarios.
Yield
TAXEQUIV = Tax Equivalent Yield
TENDER =
Yield The after tax yield grossed up by the maximum federal tax rate of 39.6%. For comparison to taxable yields.
ANNUAL
Tender Date
TRUE
= Annual True Yield
VALUE1_32 =
Yield The annual interest or dividend income an investment earns, expressed as a percentage of the investments total value.
LASTYEAR = Closing Yield Most Recent Year The yield of a bond based on the closing price as of the most recent years end.
NEXTREFUND
Value Of 1/32
WORST
= Yield To Next Refund (Sinking Fund Bonds) Yield assuming all bonds are redeemed at the next refund date at the redemption price.
AFTERTAX = After Tax Yield (Municipals) The yield on the bond net of any tax consequences from holding the bond. The discount on municipal securities can be subject to both capital gains taxes and ordinary income taxes. Calculated from dollar price.
ATISSUE = Yield At Issue (Municipals) The yield of the bond offered on the issue date.
AVGLIFE = Yield To Average Life The yield assuming that all sinks (mandatory and voluntary) are taken at par. This results in a faster paydown of debt; the yield is then calculated to the average life date.
AVGMATURIT = Yield To Average Maturity The yield achieved by substituting a bond's average maturity for the issue's final maturity date.
BOOK = Book Yield The yield of a security calculated by using its book value instead of the current market price. This term is typically used in the US domestic market.
CALL = Yield to Next Call The yield of a bond to the next possible call date.
CHANGE = Yield Change Since Close The change in the yield since the previous day's closing yield.
COMPOUND = Compound Yield The yield of certain Japanese bonds based on its price. Certain Japanese bonds have irregular first or last coupons, and the yield is calculated compound for these irregular periods.
CURRENT = Current Yield Annual interest on a bond divided by the market value. The actual income rate of return as opposed to the coupon rate expressed as a percentage.
GROSS = True Gross Yield Yield calculated using the price including accrued interest, where coupon dates are moved from holidays and weekends to the next trading day.
GOVTEQUIV = Government Equivalent Yield Ask yield based on semi-annual coupons compounding in all periods and actual/actual calendar.
INFLATION = Yield with Inflation Assumption Based on price, the return an investor would require on a normal bond that would make the real return equal to that of the inflation-indexed bond, assuming a constant inflation rate.
INVERSEFLO = Inverse Floater Bond Yield Inverse floater semi-annual bond equivalent rate.
LASTQUARTE = Closing Yield Most Recent Quarter The yield of a bond based on the closing price as of the most recent quarters end.
LASTCLOSE = Most Recent Closing Yield The last available yield stored in history, computed using price.
LASTMONTH = Closing Yield Most Recent Month The yield of a bond based on the closing price as of the most recent month's end.
CLOSE = Closing Yield The yield of a bond based on the closing price.
Worst

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
[235] YieldType Values TRUE = True Yield The yield calculated with coupon dates moved from a weekend or holiday to the next valid settlement date.
PREVCLOSE = Previous Close Yield The yield of a bond based on the closing price 1 day ago.
LONGEST = Yield to Longest Average (Sinking Fund Bonds) The yield assuming only mandatory sinks are taken. This results in a slower paydown of debt; the yield is then calculated to the final payment date.
LONGAVGLIF = Yield to Longest Average Life The yield assuming only mandatory sinks are taken. This results in a lower paydown of debt; the yield is then calculated to the final payment date.
MATURITY = Yield to Maturity The yield of a bond to its maturity date.
MARK = Mark To Market Yield An adjustment in the valuation of a securities portfolio to reflect the current market values of the respective securities in the portfolio.
OPENAVG = Open Average Yield The average yield of the respective securities in the portfolio.
PUT = Yield to Next Put The yield to the date at which the bond holder can next put the bond to the issuer.
PROCEEDS = Proceeds Yield The CD equivalent yield when the remaining time to maturity is less than two years.
SEMIANNUAL = Semi-annual Yield The yield of a bond whose coupon payments are reinvested semi-annually
SHORTAVGLI = Yield to Shortest Average Life same as AVGLIFE above.
SHORTEST = Yield to Shortest Average (Sinking Fund Bonds) The yield assuming that all sinks (mandatory and voluntary) are taken. This results in a faster paydown of debt; the yield is then calculated to the final payment date.
SIMPLE = Simple Yield The yield of a bond assuming no reinvestment of coupon payments. (Act/360 day count)
TENDER = Yield to Tender Date The yield on a Municipal bond to its mandatory tender date.
VALUE1/32 = Yield Value Of 1/32 The amount that the yield will change for a 1/32nd change in price.
WORST = Yield To Worst Convention The lowest yield to all possible redemption date scenarios.
TAXEQUIV = Tax Equivalent Yield The after tax yield grossed up by the maximum federal tax rate of 39.6%. For comparison to taxable yields.
ANNUAL = Annual Yield The annual interest or dividend income an investment earns, expressed as a percentage of the investments total value.
LASTYEAR = Closing Yield Most Recent Year The yield of a bond based on the closing price as of the most recent years end.
NEXTREFUND = Yield To Next Refund (Sinking Fund Bonds) Yield assuming all bonds are redeemed at the next refund date at the redemption price.
AFTERTAX = After Tax Yield (Municipals) The yield on the bond net of any tax consequences from holding the bond. The discount on municipal securities can be subject to both capital gains taxes and ordinary income taxes. Calculated from dollar price.
ATISSUE = Yield At Issue (Municipals) The yield of the bond offered on the issue date.
AVGLIFE = Yield To Average Life The yield assuming that all sinks (mandatory and voluntary) are taken at par. This results in a faster paydown of debt; the yield is then calculated to the average life date.
AVGMATURIT = Yield To Average Maturity The yield achieved by substituting a bond's average maturity for the issue's final maturity date.
BOOK = Book Yield The yield of a security calculated by using its book value instead of the current market price. This term is typically used in the US domestic market.
CALL = Yield to Next Call The yield of a bond to the next possible call date.
CHANGE = Yield Change Since Close The change in the yield since the previous day's closing yield.
COMPOUND = Compound Yield The yield of certain Japanese bonds based on its price. Certain Japanese bonds have irregular first or last coupons, and the yield is calculated compound for these irregular periods.
CURRENT = Current Yield Annual interest on a bond divided by the market value. The actual income rate of return as opposed to the coupon rate expressed as a percentage.
GROSS = True Gross Yield Yield calculated using the price including accrued interest, where coupon dates are moved from holidays and weekends to the next trading day.
GOVTEQUIV = Government Equivalent Yield Ask yield based on semi-annual coupons compounding in all periods and actual/actual calendar.
INFLATION = Yield with Inflation Assumption Based on price, the return an investor would require on a normal bond that would make the real return equal to that of the inflation-indexed bond, assuming a constant inflation rate.
INVERSEFLO = Inverse Floater Bond Yield Inverse floater semi-annual bond equivalent rate.
LASTQUARTE = Closing Yield Most Recent Quarter The yield of a bond based on the closing price as of the most recent quarters end.
LASTCLOSE = Most Recent Closing Yield The last available yield stored in history, computed using price.
LASTMONTH = Closing Yield Most Recent Month The yield of a bond based on the closing price as of the most recent month's end.
CLOSE = Closing Yield The yield of a bond based on the closing price.
TRUE AFTERTAX = True After Tax Yield The yield calculated with coupon dates moved from a weekend or holiday to the next valid settlement date.
PREVCLOSE
(Municipals)
ANNUAL
= Previous Close Annual Yield
ATISSUE =
Yield The yield of a bond based on the closing price 1 day ago.
LONGEST
At Issue (Municipals)
AVGMATURIT = Yield To Avg Maturity
BOOK = Book Yield
CALL
= Yield to Longest Average (Sinking Fund Bonds) The yield assuming only mandatory sinks are taken. This results in a slower paydown of debt; the yield is then calculated to the final payment date.
Next Call
CHANGE = Yield Change Since Close
CLOSE = Closing Yield
COMPOUND = Compound Yield
CURRENT = Current Yield
GOVTEQUIV = Gvnt Equivalent Yield
GROSS = True Gross Yield
INFLATION = Yield with Inflation Assumption
INVERSEFLO = Inverse Floater Bond Yield
LASTCLOSE = Most Recent Closing Yield
LASTMONTH = Closing Yield Most Recent Month
LASTQUARTE = Closing Yield Most Recent Quarter
LASTYEAR = Closing Yield Most Recent Year
LONGAVGLIF = Yield to Longest Average Life The yield assuming only mandatory sinks are taken. This results in a lower paydown of debt; the yield is then calculated Life
MARK = Mark
to the final payment date.
Market Yield
MATURITY = Yield to Maturity The yield of a bond to its maturity date.
MARK
Maturity
NEXTREFUND
= Mark To Market Yield An adjustment in the valuation of a securities portfolio to reflect the current market values of the respective securities in the portfolio.
Next Refund (Sinking Fund Bonds)
OPENAVG = Open Average Yield The average yield of the respective securities in the portfolio.
Yield
PREVCLOSE = Previous Close Yield
PROCEEDS = Proceeds Yield
PUT = Yield to Next Put The yield to the date at which the bond holder can next put the bond to the issuer.
PROCEEDS = Proceeds Yield The CD equivalent yield when the remaining time to maturity is less than two years.
Put
SEMIANNUAL = Semi-annual Yield The yield of a bond whose coupon payments are reinvested semi-annually
Yield
SHORTAVGLI = Yield to Shortest Average Life same as AVGLIFE above.
SHORTEST = Yield to Shortest Average (Sinking Fund Bonds) The yield assuming that all sinks (mandatory and voluntary) are taken. This results in a faster paydown of debt; the yield is then calculated to the final payment date.
Life
SIMPLE = Simple Yield The yield of a bond assuming no reinvestment of coupon payments. (Act/360 day count)
TENDER = Yield to Tender Date The yield on a Municipal bond to its mandatory tender date.
VALUE1/32 = Yield Value Of 1/32 The amount that the yield will change for a 1/32nd change in price.
WORST = Yield To Worst Convention The lowest yield to all possible redemption date scenarios.
Yield
TAXEQUIV = Tax Equivalent Yield
TENDER =
Yield The after tax yield grossed up by the maximum federal tax rate of 39.6%. For comparison to taxable yields.
ANNUAL
Tender Date
TRUE
= Annual True Yield
VALUE1_32 =
Yield The annual interest or dividend income an investment earns, expressed as a percentage of the investments total value.
LASTYEAR = Closing Yield Most Recent Year The yield of a bond based on the closing price as of the most recent years end.
NEXTREFUND
Value Of 1/32
WORST
= Yield To Next Refund (Sinking Fund Bonds) Yield assuming all bonds are redeemed at the next refund date at the redemption price.
AFTERTAX = After Tax Yield (Municipals) The yield on the bond net of any tax consequences from holding the bond. The discount on municipal securities can be subject to both capital gains taxes and ordinary income taxes. Calculated from dollar price.
ATISSUE = Yield At Issue (Municipals) The yield of the bond offered on the issue date.
AVGLIFE = Yield To Average Life The yield assuming that all sinks (mandatory and voluntary) are taken at par. This results in a faster paydown of debt; the yield is then calculated to the average life date.
AVGMATURIT = Yield To Average Maturity The yield achieved by substituting a bond's average maturity for the issue's final maturity date.
BOOK = Book Yield The yield of a security calculated by using its book value instead of the current market price. This term is typically used in the US domestic market.
CALL = Yield to Next Call The yield of a bond to the next possible call date.
CHANGE = Yield Change Since Close The change in the yield since the previous day's closing yield.
COMPOUND = Compound Yield The yield of certain Japanese bonds based on its price. Certain Japanese bonds have irregular first or last coupons, and the yield is calculated compound for these irregular periods.
CURRENT = Current Yield Annual interest on a bond divided by the market value. The actual income rate of return as opposed to the coupon rate expressed as a percentage.
GROSS = True Gross Yield Yield calculated using the price including accrued interest, where coupon dates are moved from holidays and weekends to the next trading day.
GOVTEQUIV = Government Equivalent Yield Ask yield based on semi-annual coupons compounding in all periods and actual/actual calendar.
INFLATION = Yield with Inflation Assumption Based on price, the return an investor would require on a normal bond that would make the real return equal to that of the inflation-indexed bond, assuming a constant inflation rate.
INVERSEFLO = Inverse Floater Bond Yield Inverse floater semi-annual bond equivalent rate.
LASTQUARTE = Closing Yield Most Recent Quarter The yield of a bond based on the closing price as of the most recent quarters end.
LASTCLOSE = Most Recent Closing Yield The last available yield stored in history, computed using price.
LASTMONTH = Closing Yield Most Recent Month The yield of a bond based on the closing price as of the most recent month's end.
CLOSE = Closing Yield The yield of a bond based on the closing price.
Worst

Additional (Mandatory) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 5.0 Standards - Original
[41] OrigClOrdID (Mandatory)

Additional (Mandatory) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 5.0 Standards - Original
[79] AllocAccount (Mandatory) [777] SettlInstMsgID (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
[235] YieldType Values TRUE = True Yield The yield calculated with coupon dates moved from a weekend or holiday to the next valid settlement date.
PREVCLOSE = Previous Close Yield The yield of a bond based on the closing price 1 day ago.
LONGEST = Yield to Longest Average (Sinking Fund Bonds) The yield assuming only mandatory sinks are taken. This results in a slower paydown of debt; the yield is then calculated to the final payment date.
LONGAVGLIF = Yield to Longest Average Life The yield assuming only mandatory sinks are taken. This results in a lower paydown of debt; the yield is then calculated to the final payment date.
MATURITY = Yield to Maturity The yield of a bond to its maturity date.
MARK = Mark To Market Yield An adjustment in the valuation of a securities portfolio to reflect the current market values of the respective securities in the portfolio.
OPENAVG = Open Average Yield The average yield of the respective securities in the portfolio.
PUT = Yield to Next Put The yield to the date at which the bond holder can next put the bond to the issuer.
PROCEEDS = Proceeds Yield The CD equivalent yield when the remaining time to maturity is less than two years.
SEMIANNUAL = Semi-annual Yield The yield of a bond whose coupon payments are reinvested semi-annually
SHORTAVGLI = Yield to Shortest Average Life same as AVGLIFE above.
SHORTEST = Yield to Shortest Average (Sinking Fund Bonds) The yield assuming that all sinks (mandatory and voluntary) are taken. This results in a faster paydown of debt; the yield is then calculated to the final payment date.
SIMPLE = Simple Yield The yield of a bond assuming no reinvestment of coupon payments. (Act/360 day count)
TENDER = Yield to Tender Date The yield on a Municipal bond to its mandatory tender date.
VALUE1/32 = Yield Value Of 1/32 The amount that the yield will change for a 1/32nd change in price.
WORST = Yield To Worst Convention The lowest yield to all possible redemption date scenarios.
TAXEQUIV = Tax Equivalent Yield The after tax yield grossed up by the maximum federal tax rate of 39.6%. For comparison to taxable yields.
ANNUAL = Annual Yield The annual interest or dividend income an investment earns, expressed as a percentage of the investments total value.
LASTYEAR = Closing Yield Most Recent Year The yield of a bond based on the closing price as of the most recent years end.
NEXTREFUND = Yield To Next Refund (Sinking Fund Bonds) Yield assuming all bonds are redeemed at the next refund date at the redemption price.
AFTERTAX = After Tax Yield (Municipals) The yield on the bond net of any tax consequences from holding the bond. The discount on municipal securities can be subject to both capital gains taxes and ordinary income taxes. Calculated from dollar price.
ATISSUE = Yield At Issue (Municipals) The yield of the bond offered on the issue date.
AVGLIFE = Yield To Average Life The yield assuming that all sinks (mandatory and voluntary) are taken at par. This results in a faster paydown of debt; the yield is then calculated to the average life date.
AVGMATURIT = Yield To Average Maturity The yield achieved by substituting a bond's average maturity for the issue's final maturity date.
BOOK = Book Yield The yield of a security calculated by using its book value instead of the current market price. This term is typically used in the US domestic market.
CALL = Yield to Next Call The yield of a bond to the next possible call date.
CHANGE = Yield Change Since Close The change in the yield since the previous day's closing yield.
COMPOUND = Compound Yield The yield of certain Japanese bonds based on its price. Certain Japanese bonds have irregular first or last coupons, and the yield is calculated compound for these irregular periods.
CURRENT = Current Yield Annual interest on a bond divided by the market value. The actual income rate of return as opposed to the coupon rate expressed as a percentage.
GROSS = True Gross Yield Yield calculated using the price including accrued interest, where coupon dates are moved from holidays and weekends to the next trading day.
GOVTEQUIV = Government Equivalent Yield Ask yield based on semi-annual coupons compounding in all periods and actual/actual calendar.
INFLATION = Yield with Inflation Assumption Based on price, the return an investor would require on a normal bond that would make the real return equal to that of the inflation-indexed bond, assuming a constant inflation rate.
INVERSEFLO = Inverse Floater Bond Yield Inverse floater semi-annual bond equivalent rate.
LASTQUARTE = Closing Yield Most Recent Quarter The yield of a bond based on the closing price as of the most recent quarters end.
LASTCLOSE = Most Recent Closing Yield The last available yield stored in history, computed using price.
LASTMONTH = Closing Yield Most Recent Month The yield of a bond based on the closing price as of the most recent month's end.
CLOSE = Closing Yield The yield of a bond based on the closing price.
TRUE AFTERTAX = True After Tax Yield The yield calculated with coupon dates moved from a weekend or holiday to the next valid settlement date.
PREVCLOSE
(Municipals)
ANNUAL
= Previous Close Annual Yield
ATISSUE =
Yield The yield of a bond based on the closing price 1 day ago.
LONGEST
At Issue (Municipals)
AVGMATURIT = Yield To Avg Maturity
BOOK = Book Yield
CALL
= Yield to Longest Average (Sinking Fund Bonds) The yield assuming only mandatory sinks are taken. This results in a slower paydown of debt; the yield is then calculated to the final payment date.
Next Call
CHANGE = Yield Change Since Close
CLOSE = Closing Yield
COMPOUND = Compound Yield
CURRENT = Current Yield
GOVTEQUIV = Gvnt Equivalent Yield
GROSS = True Gross Yield
INFLATION = Yield with Inflation Assumption
INVERSEFLO = Inverse Floater Bond Yield
LASTCLOSE = Most Recent Closing Yield
LASTMONTH = Closing Yield Most Recent Month
LASTQUARTE = Closing Yield Most Recent Quarter
LASTYEAR = Closing Yield Most Recent Year
LONGAVGLIF = Yield to Longest Average Life The yield assuming only mandatory sinks are taken. This results in a lower paydown of debt; the yield is then calculated Life
MARK = Mark
to the final payment date.
Market Yield
MATURITY = Yield to Maturity The yield of a bond to its maturity date.
MARK
Maturity
NEXTREFUND
= Mark To Market Yield An adjustment in the valuation of a securities portfolio to reflect the current market values of the respective securities in the portfolio.
Next Refund (Sinking Fund Bonds)
OPENAVG = Open Average Yield The average yield of the respective securities in the portfolio.
Yield
PREVCLOSE = Previous Close Yield
PROCEEDS = Proceeds Yield
PUT = Yield to Next Put The yield to the date at which the bond holder can next put the bond to the issuer.
PROCEEDS = Proceeds Yield The CD equivalent yield when the remaining time to maturity is less than two years.
Put
SEMIANNUAL = Semi-annual Yield The yield of a bond whose coupon payments are reinvested semi-annually
Yield
SHORTAVGLI = Yield to Shortest Average Life same as AVGLIFE above.
SHORTEST = Yield to Shortest Average (Sinking Fund Bonds) The yield assuming that all sinks (mandatory and voluntary) are taken. This results in a faster paydown of debt; the yield is then calculated to the final payment date.
Life
SIMPLE = Simple Yield The yield of a bond assuming no reinvestment of coupon payments. (Act/360 day count)
TENDER = Yield to Tender Date The yield on a Municipal bond to its mandatory tender date.
VALUE1/32 = Yield Value Of 1/32 The amount that the yield will change for a 1/32nd change in price.
WORST = Yield To Worst Convention The lowest yield to all possible redemption date scenarios.
Yield
TAXEQUIV = Tax Equivalent Yield
TENDER =
Yield The after tax yield grossed up by the maximum federal tax rate of 39.6%. For comparison to taxable yields.
ANNUAL
Tender Date
TRUE
= Annual True Yield
VALUE1_32 =
Yield The annual interest or dividend income an investment earns, expressed as a percentage of the investments total value.
LASTYEAR = Closing Yield Most Recent Year The yield of a bond based on the closing price as of the most recent years end.
NEXTREFUND
Value Of 1/32
WORST
= Yield To Next Refund (Sinking Fund Bonds) Yield assuming all bonds are redeemed at the next refund date at the redemption price.
AFTERTAX = After Tax Yield (Municipals) The yield on the bond net of any tax consequences from holding the bond. The discount on municipal securities can be subject to both capital gains taxes and ordinary income taxes. Calculated from dollar price.
ATISSUE = Yield At Issue (Municipals) The yield of the bond offered on the issue date.
AVGLIFE = Yield To Average Life The yield assuming that all sinks (mandatory and voluntary) are taken at par. This results in a faster paydown of debt; the yield is then calculated to the average life date.
AVGMATURIT = Yield To Average Maturity The yield achieved by substituting a bond's average maturity for the issue's final maturity date.
BOOK = Book Yield The yield of a security calculated by using its book value instead of the current market price. This term is typically used in the US domestic market.
CALL = Yield to Next Call The yield of a bond to the next possible call date.
CHANGE = Yield Change Since Close The change in the yield since the previous day's closing yield.
COMPOUND = Compound Yield The yield of certain Japanese bonds based on its price. Certain Japanese bonds have irregular first or last coupons, and the yield is calculated compound for these irregular periods.
CURRENT = Current Yield Annual interest on a bond divided by the market value. The actual income rate of return as opposed to the coupon rate expressed as a percentage.
GROSS = True Gross Yield Yield calculated using the price including accrued interest, where coupon dates are moved from holidays and weekends to the next trading day.
GOVTEQUIV = Government Equivalent Yield Ask yield based on semi-annual coupons compounding in all periods and actual/actual calendar.
INFLATION = Yield with Inflation Assumption Based on price, the return an investor would require on a normal bond that would make the real return equal to that of the inflation-indexed bond, assuming a constant inflation rate.
INVERSEFLO = Inverse Floater Bond Yield Inverse floater semi-annual bond equivalent rate.
LASTQUARTE = Closing Yield Most Recent Quarter The yield of a bond based on the closing price as of the most recent quarters end.
LASTCLOSE = Most Recent Closing Yield The last available yield stored in history, computed using price.
LASTMONTH = Closing Yield Most Recent Month The yield of a bond based on the closing price as of the most recent month's end.
CLOSE = Closing Yield The yield of a bond based on the closing price.
Worst

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
[347] MessageEncoding Values UTF-8 = (for using Unicode)
ISO-2022-J = (for using JIS)
EUC-JP = (for using EUC)
Shift_JIS = (for using SJIS)
UTF-8 = (for using Unicode)
ISO-2022-J = (for using JIS)
EUC-JP = (for using EUC)
Shift_JIS = (for using SJIS)

Minor Differences (Just a quick look - development unlikely)

Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [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 5.0 specification delivered enhancements over FIX 4.2 4 in the following areas:

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

    • Introduction of new Transport Independence Framework (FIXT) to separate FIX Session from Application Protocol
    • Extensions to support Derivatives post-trade processing
    • Foreign Exchange trading support including RFQ, streaming executable prices, and multiple instrument types
    • Support for US OATS Phase 2 and RegNMS regulations, and Europe's MiFID directive
    • Better support for Derivatives products
    • Expanded market data book management and data optimization
    • Better support for Cross orders
    • Support for swaps order routing, trade capture, and multi-leg instrument orders
    • 'Streetside' external routing in an exchange environment.
    • Enhancements to trade capture reporting (e.g. sellside to DTC in U.S.)
    • Enhancements to security and trading session definition and requestsAdditional better 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 exchange reporting models.

  • New Execution Acknowledgement message allowing order initiator to address various omissions.

    explicitly acknowledge an execution report.
  • Chinese STEP 1.0 support
  • Algorithmic Trading extensions to provide a better framework to flexibly express algorithmic parameters.

Message-Level Differences

Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
Intro The test request message forces a heartbeat from the opposing application. The test request message forces a heartbeat from the opposing application. The test request message checks sequence numbers or verifies communication line status. The opposite application responds to the Test Request with a Heartbeat containing the TestReqID.

Message-Level Differences

Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
Intro The reject message should be issued when a message is received but cannot be properly processed due to a session-level rule violation. The reject message should be issued when a message is received but cannot be properly processed due to a session-level rule violation. An example of when a reject may be appropriate would be the receipt of a message with invalid basic data which successfully passes de-encryption, CheckSum and BodyLength checks.

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [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 0 = XML Validation error
17
Invalid Tag Number
1
= Non data value includes field delimiter (SOH character)
16
Required Tag Missing
2
= Incorrect NumInGroup count Tag not defined for repeating group
15
this message type
3
= Repeating group fields out of order
14
Undefined tag
4
= 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
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
Decryption problem
8 = Signature problem
9 = CompID problem
10 = SendingTime accuracy problem
Accuracy Problem
11 = Invalid MsgType
12 = XML Validation Error
13 = Tag appears more than once
2 14 = Tag not defined specified out of required order
15 = Repeating group fields out of order
16 = Incorrect NumInGroup count
for this message type
1
repeating group
17
= Required tag missing
Non "Data" value includes field delimiter ( character)
99 = Other

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
[123] GapFillFlag Values Y = Gap Fill message, MsgSeqNum field valid
N = Sequence Reset, ignore MsgSeqNum
Y = Gap Fill message, MsgSeqNum field valid
N = Sequence Reset, ignore MsgSeqNum
Ignore Msg Seq Num (N/A For FIXML - Not Used)
Y = Gap Fill Message, Msg Seq Num Field Valid

Message-Level Differences

Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
Intro The logout message initiates or confirms the termination of a FIX session. The logout message initiates or confirms the termination of a FIX session. Disconnection without the exchange of logout messages should be interpreted as an abnormal condition.

Message-Level Differences

Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
Intro Indication of interest messages are used to market merchandise which the broker is buying or selling in either a proprietary or agency capacity. Indication of interest messages are used to market merchandise which the broker is buying or selling in either a proprietary or agency capacity. The indications can be time bound with a specific expiration value. Indications are distributed with the understanding that other firms may react to the message first and that the merchandise may no longer be available due to prior trade.Indication messages can be transmitted in various transaction types; NEW, CANCEL, and REPLACE. All message types other than NEW modify the state of the message identified in IOIRefID.

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
[28] IOITransType Values C = Cancel
N = New
R = Replace
N = New
C = Cancel
N = New
R = Replace
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 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 A = Exchange Bloomberg Symbol
7 B = ISO Country Code
6
Wertpapier
C
= ISO Currency Code
5
Dutch
D
= RIC code
4
Valoren
E
= ISIN number
Sicovam
F = Belgian
G = Common "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[460] Product Values 8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
3 = CORPORATE
4 = CURRENCY
2 = COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
9 = MONEYMARKET
5 = EQUITY
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
2 5 = COMMODITY
EQUITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
5 10 = EQUITY
MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
[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 FUT = Commercial Paper
VRDN
Future
OPT
= Variable Rate Demand Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Note
PZFJ PEF = Plazos Fijos
PN
Private Export Funding *
SUPRA
= Promissory Note
ONITE
USD Supranational Coupons *
CORP
= Overnight
MTN
Corporate Bond
CPP
= Medium Term Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Notes
TECP YANK = Tax Exempt Commercial Paper
AMENDED
Yankee Corporate Bond
FOR
= Amended & Restated
Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TBILL = US Treasury Bill
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Of Credit
SWING = Swing Line Facility
DINP = Debtor in In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN REPLACD = Liquidity Note
Replaced
MATURED = Matured
DN AMENDED = Deposit Notes
Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Of Exchanges
CD = Certificate of Of Deposit
CL = Call Loans
REPLACD CP = Replaced
MT
Commercial Paper
DN
= Mandatory Tender
RVLVTRM
Deposit Notes
EUCD
= Revolver/Term Loan
Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Be Announced
AN = Other Anticipation Notes BAN, (BAN, GAN, etc.
MIO
)
COFO
= Mortgage Interest Only
Certificate Of Obligation
COFP = Certificate of Of Participation
MBS GO = Mortgage-backed Securities
General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO TECP = Certificate of Obligation
TD
Tax Exempt Commercial Paper
TRAN
= Time Deposit
GO
Tax Revenue Anticipation Note
VRDN
= General Obligation Bonds
?
Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry (used Entry (was "?" in 4.4, used on Security Definition Request message)
WAR CASH = 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
Cash
[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
exxmpt
B
= Sell short
7
"As Defined" (for use with multileg instruments)
C
= Undisclosed (valid for IOI and List Order messages only)
"Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
[27] IOIQty Values L = Large
M = Medium
S = Small
L S = Large
Small
M = Medium
S L = Small
Large
U = Undisclosed Quantity
[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)
1 = Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed Amount amount (absolute value)
1 = Percentage
4 = discount 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 Premium - percentage points over par
2 6 = per share (e.g. cents per share)
Spread (basis points spread)
7 = TED Price
8 = TED Yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
[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
N = Not Natural
Y = Natural
N = Not natural
[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
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
None (AON)
B
= Taking a position
M = More behind
L = Limit
I = In touch with
D = VWAP (Volume Weighted Avg Price)
Market On Close (MOC) (held to close)
C = At the close (around/not held to close)
B D = Market On Close (MOC) (held to close)
VWAP (Volume Weighted Average Price)
I = In touch with
L = Limit
M = More Behind
O = At the Open
P = Taking a Position
Q = At the Market (previously called Current Quote)
R = Ready to Trade
S = Portfolio Shown
T = Through the Day
V = Versus
W = Indidcation - Working Away
X = Crossing Opportunity
Y = At the Midpoint
Z = Pre-open
[221] BenchmarkCurveName Values SWAP = SWAP
LIBID = LIBID
OTHER = OTHER
Treasury = Treasury
Euribor = Euribor
Pfandbrief = Pfandbriefe
FutureSWAP = FutureSWAP
MuniAAA = MuniAAA
LIBOR = LIBOR (London Inter-Bank Offers)
SWAP EONIA = SWAP
LIBID
EONIA
EUREPO
= LIBID
OTHER = OTHER
Treasury = Treasury
EUREPO
Euribor = Euribor
Pfandbrief = Pfandbriefe
FutureSWAP = FutureSWAP
MuniAAA LIBID = MuniAAA
LIBID
LIBOR = LIBOR (London Inter-Bank Offers)
Offer)
MuniAAA = MuniAAA
OTHER = OTHER
Pfandbrief = Pfandbriefe
SONIA = SONIA
SWAP = SWAP
Treasury = Treasury

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 5.0 Standards - Original
[465] QuantityType (Optional) [762] SecuritySubType (Optional)
[1079] MaturityTime (Optional)
[201] PutOrCall (Optional)
[966] SettleOnOpenFlag (Optional)
[1049] InstrmtAssignmentMethod (Optional)
[965] SecurityStatus (Optional)
[947] StrikeCurrency (Optional)
[967] StrikeMultiplier (Optional)
[968] StrikeValue (Optional)
[969] MinPriceIncrement (Optional)
[996] UnitofMeasure (Optional)
[997] TimeUnit (Optional)
[970] PositionLimit (Optional)
[971] NTPositionLimit (Optional)
[691] Pool (Optional)
[667] ContractSettlMonth (Optional)
[875] CPProgram (Optional)
[876] CPRegType (Optional)
[864] NoEvents (Optional)
[865] EventType (Optional)
[866] EventDate (Optional)
[867] EventPx (Optional)
[868] EventText (Optional)
[873] DatedDate (Optional)
[874] InterestAccrualDate (Optional)
[1018] NoInstrumentParties (Optional)
[1019] InstrumentPartyID (Optional)
[1050] InstrumentPartyIDSource (Optional)
[1051] InstrumentPartyRole (Optional)
[1052] NoInstrumentPartySubIDs (Optional)
[1053] InstrumentPartySubID (Optional)
[1054] InstrumentPartySubIDType (Optional)
[453] NoPartyIDs (Optional)
[448] PartyID (Optional)
[447] PartyIDSource (Optional)
[452] PartyRole (Optional)
[802] NoPartySubIDs (Optional)
[523] PartySubID (Optional)
[803] PartySubIDType (Optional)
[913] AgreementDesc (Optional)
[914] AgreementID (Optional)
[915] AgreementDate (Optional)
[918] AgreementCurrency (Optional)
[788] TerminationType (Optional)
[916] StartDate (Optional)
[917] EndDate (Optional)
[919] DeliveryType (Optional)
[898] MarginRatio (Optional)
[711] NoUnderlyings (Optional)
[311] UnderlyingSymbol (Optional)
[312] UnderlyingSymbolSfx (Optional)
[309] UnderlyingSecurityID (Optional)
[305] UnderlyingSecurityIDSource (Optional)
[457] NoUnderlyingSecurityAltID (Optional)
[458] UnderlyingSecurityAltID (Optional)
[459] UnderlyingSecurityAltIDSource (Optional)
[462] UnderlyingProduct (Optional)
[463] UnderlyingCFICode (Optional)
[310] UnderlyingSecurityType (Optional)
[763] UnderlyingSecuritySubType (Optional)
[313] UnderlyingMaturityMonthYear (Optional)
[542] UnderlyingMaturityDate (Optional)
[315] UnderlyingPutOrCall (Optional)
[241] UnderlyingCouponPaymentDate (Optional)
[242] UnderlyingIssueDate (Optional)
[243] UnderlyingRepoCollateralSecurityType (Optional)
[244] UnderlyingRepurchaseTerm (Optional)
[245] UnderlyingRepurchaseRate (Optional)
[246] UnderlyingFactor (Optional)
[256] UnderlyingCreditRating (Optional)
[595] UnderlyingInstrRegistry (Optional)
[592] UnderlyingCountryOfIssue (Optional)
[593] UnderlyingStateOrProvinceOfIssue (Optional)
[594] UnderlyingLocaleOfIssue (Optional)
[247] UnderlyingRedemptionDate (Optional)
[316] UnderlyingStrikePrice (Optional)
[941] UnderlyingStrikeCurrency (Optional)
[317] UnderlyingOptAttribute (Optional)
[436] UnderlyingContractMultiplier (Optional)
[998] UnderlyingUnitofMeasure (Optional)
[1000] UnderlyingTimeUnit (Optional)
[435] UnderlyingCouponRate (Optional)
[308] UnderlyingSecurityExchange (Optional)
[306] UnderlyingIssuer (Optional)
[362] EncodedUnderlyingIssuerLen (Optional)
[363] EncodedUnderlyingIssuer (Optional)
[307] UnderlyingSecurityDesc (Optional)
[364] EncodedUnderlyingSecurityDescLen (Optional)
[365] EncodedUnderlyingSecurityDesc (Optional)
[877] UnderlyingCPProgram (Optional)
[878] UnderlyingCPRegType (Optional)
[972] UnderlyingAllocationPercent (Optional)
[318] UnderlyingCurrency (Optional)
[879] UnderlyingQty (Optional)
[975] UnderlyingSettlementType (Optional)
[973] UnderlyingCashAmount (Optional)
[974] UnderlyingCashType (Optional)
[810] UnderlyingPx (Optional)
[882] UnderlyingDirtyPrice (Optional)
[883] UnderlyingEndPrice (Optional)
[884] UnderlyingStartValue (Optional)
[885] UnderlyingCurrentValue (Optional)
[886] UnderlyingEndValue (Optional)
[887] NoUnderlyingStips (Optional)
[888] UnderlyingStipType (Optional)
[889] UnderlyingStipValue (Optional)
[1044] UnderlyingAdjustedQuantity (Optional)
[1045] UnderlyingFXRate (Optional)
[1046] UnderlyingFXRateCalc (Optional)
[1038] UnderlyingCapValue (Optional)
[1058] NoUndlyInstrumentParties (Optional)
[1059] UndlyInstrumentPartyID (Optional)
[1060] UndlyInstrumentPartyIDSource (Optional)
[1061] UndlyInstrumentPartyRole (Optional)
[1062] NoUndlyInstrumentPartySubIDs (Optional)
[1063] UndlyInstrumentPartySubID (Optional)
[1064] UndlyInstrumentPartySubIDType (Optional)
[1039] UnderlyingSettlMethod (Optional)
[854] QtyType (Optional)
[38] OrderQty (Optional)
[152] CashOrderQty (Optional)
[516] OrderPercent (Optional)
[468] RoundingDirection (Optional)
[469] RoundingModulus (Optional)
[232] NoStipulations (Optional)
[233] StipulationType (Optional)
[234] StipulationValue (Optional)
[555] NoLegs (Optional)
[600] LegSymbol (Optional)
[601] LegSymbolSfx (Optional)
[602] LegSecurityID (Optional)
[603] LegSecurityIDSource (Optional)
[604] NoLegSecurityAltID (Optional)
[605] LegSecurityAltID (Optional)
[606] LegSecurityAltIDSource (Optional)
[607] LegProduct (Optional)
[608] LegCFICode (Optional)
[609] LegSecurityType (Optional)
[764] LegSecuritySubType (Optional)
[610] LegMaturityMonthYear (Optional)
[611] LegMaturityDate (Optional)
[248] LegCouponPaymentDate (Optional)
[249] LegIssueDate (Optional)
[250] LegRepoCollateralSecurityType (Optional)
[251] LegRepurchaseTerm (Optional)
[252] LegRepurchaseRate (Optional)
[253] LegFactor (Optional)
[257] LegCreditRating (Optional)
[599] LegInstrRegistry (Optional)
[596] LegCountryOfIssue (Optional)
[597] LegStateOrProvinceOfIssue (Optional)
[598] LegLocaleOfIssue (Optional)
[254] LegRedemptionDate (Optional)
[612] LegStrikePrice (Optional)
[942] LegStrikeCurrency (Optional)
[613] LegOptAttribute (Optional)
[614] LegContractMultiplier (Optional)
[999] LegUnitofMeasure (Optional)
[1001] LegTimeUnit (Optional)
[615] LegCouponRate (Optional)
[616] LegSecurityExchange (Optional)
[617] LegIssuer (Optional)
[618] EncodedLegIssuerLen (Optional)
[619] EncodedLegIssuer (Optional)
[620] LegSecurityDesc (Optional)
[621] EncodedLegSecurityDescLen (Optional)
[622] EncodedLegSecurityDesc (Optional)
[623] LegRatioQty (Optional)
[624] LegSide (Optional)
[556] LegCurrency (Optional)
[740] LegPool (Optional)
[739] LegDatedDate (Optional)
[955] LegContractSettlMonth (Optional)
[956] LegInterestAccrualDate (Optional)
[1017] LegOptionRatio (Optional)
[566] LegPrice (Optional)
[682] LegIOIQty (Optional)
[683] NoLegStipulations (Optional)
[688] LegStipulationType (Optional)
[689] LegStipulationValue (Optional)
[662] BenchmarkPrice (Optional)
[663] BenchmarkPriceType (Optional)
[699] BenchmarkSecurityID (Optional)
[761] BenchmarkSecurityIDSource (Optional)
[235] YieldType (Optional)
[236] Yield (Optional)
[701] YieldCalcDate (Optional)
[696] YieldRedemptionDate (Optional)
[697] YieldRedemptionPrice (Optional)
[698] YieldRedemptionPriceType (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
Intro Advertisement messages are used to announce completed transactions. Advertisement messages are used to announce completed transactions. The advertisement message can be transmitted in various transaction types; NEW, CANCEL and REPLACE. All message types other than NEW modify the state of a previously transmitted advertisement identified in AdvRefID.

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 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 A = Exchange Bloomberg Symbol
7 B = ISO Country Code
6
Wertpapier
C
= ISO Currency Code
5
Dutch
D
= RIC code
4
Valoren
E
= ISIN number
Sicovam
F = Belgian
G = Common "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[460] Product Values 8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
3 = CORPORATE
4 = CURRENCY
2 = COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
9 = MONEYMARKET
5 = EQUITY
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
2 5 = COMMODITY
EQUITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
5 10 = EQUITY
MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
[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 FUT = Commercial Paper
VRDN
Future
OPT
= Variable Rate Demand Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Note
PZFJ PEF = Plazos Fijos
PN
Private Export Funding *
SUPRA
= Promissory Note
ONITE
USD Supranational Coupons *
CORP
= Overnight
MTN
Corporate Bond
CPP
= Medium Term Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Notes
TECP YANK = Tax Exempt Commercial Paper
AMENDED
Yankee Corporate Bond
FOR
= Amended & Restated
Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TBILL = US Treasury Bill
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Of Credit
SWING = Swing Line Facility
DINP = Debtor in In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN REPLACD = Liquidity Note
Replaced
MATURED = Matured
DN AMENDED = Deposit Notes
Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Of Exchanges
CD = Certificate of Of Deposit
CL = Call Loans
REPLACD CP = Replaced
MT
Commercial Paper
DN
= Mandatory Tender
RVLVTRM
Deposit Notes
EUCD
= Revolver/Term Loan
Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Be Announced
AN = Other Anticipation Notes BAN, (BAN, GAN, etc.
MIO
)
COFO
= Mortgage Interest Only
Certificate Of Obligation
COFP = Certificate of Of Participation
MBS GO = Mortgage-backed Securities
General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO TECP = Certificate of Obligation
TD
Tax Exempt Commercial Paper
TRAN
= Time Deposit
GO
Tax Revenue Anticipation Note
VRDN
= General Obligation Bonds
?
Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry (used Entry (was "?" in 4.4, used on Security Definition Request message)
WAR CASH = 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
Cash
[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 5.0 Standards - Original
[762] SecuritySubType (Optional)
[1079] MaturityTime (Optional)
[201] PutOrCall (Optional)
[966] SettleOnOpenFlag (Optional)
[1049] InstrmtAssignmentMethod (Optional)
[965] SecurityStatus (Optional)
[947] StrikeCurrency (Optional)
[967] StrikeMultiplier (Optional)
[968] StrikeValue (Optional)
[969] MinPriceIncrement (Optional)
[996] UnitofMeasure (Optional)
[997] TimeUnit (Optional)
[970] PositionLimit (Optional)
[971] NTPositionLimit (Optional)
[691] Pool (Optional)
[667] ContractSettlMonth (Optional)
[875] CPProgram (Optional)
[876] CPRegType (Optional)
[864] NoEvents (Optional)
[865] EventType (Optional)
[866] EventDate (Optional)
[867] EventPx (Optional)
[868] EventText (Optional)
[873] DatedDate (Optional)
[874] InterestAccrualDate (Optional)
[1018] NoInstrumentParties (Optional)
[1019] InstrumentPartyID (Optional)
[1050] InstrumentPartyIDSource (Optional)
[1051] InstrumentPartyRole (Optional)
[1052] NoInstrumentPartySubIDs (Optional)
[1053] InstrumentPartySubID (Optional)
[1054] InstrumentPartySubIDType (Optional)
[555] NoLegs (Optional)
[600] LegSymbol (Optional)
[601] LegSymbolSfx (Optional)
[602] LegSecurityID (Optional)
[603] LegSecurityIDSource (Optional)
[604] NoLegSecurityAltID (Optional)
[605] LegSecurityAltID (Optional)
[606] LegSecurityAltIDSource (Optional)
[607] LegProduct (Optional)
[608] LegCFICode (Optional)
[609] LegSecurityType (Optional)
[764] LegSecuritySubType (Optional)
[610] LegMaturityMonthYear (Optional)
[611] LegMaturityDate (Optional)
[248] LegCouponPaymentDate (Optional)
[249] LegIssueDate (Optional)
[250] LegRepoCollateralSecurityType (Optional)
[251] LegRepurchaseTerm (Optional)
[252] LegRepurchaseRate (Optional)
[253] LegFactor (Optional)
[257] LegCreditRating (Optional)
[599] LegInstrRegistry (Optional)
[596] LegCountryOfIssue (Optional)
[597] LegStateOrProvinceOfIssue (Optional)
[598] LegLocaleOfIssue (Optional)
[254] LegRedemptionDate (Optional)
[612] LegStrikePrice (Optional)
[942] LegStrikeCurrency (Optional)
[613] LegOptAttribute (Optional)
[614] LegContractMultiplier (Optional)
[999] LegUnitofMeasure (Optional)
[1001] LegTimeUnit (Optional)
[615] LegCouponRate (Optional)
[616] LegSecurityExchange (Optional)
[617] LegIssuer (Optional)
[618] EncodedLegIssuerLen (Optional)
[619] EncodedLegIssuer (Optional)
[620] LegSecurityDesc (Optional)
[621] EncodedLegSecurityDescLen (Optional)
[622] EncodedLegSecurityDesc (Optional)
[623] LegRatioQty (Optional)
[624] LegSide (Optional)
[556] LegCurrency (Optional)
[740] LegPool (Optional)
[739] LegDatedDate (Optional)
[955] LegContractSettlMonth (Optional)
[956] LegInterestAccrualDate (Optional)
[1017] LegOptionRatio (Optional)
[566] LegPrice (Optional)
[711] NoUnderlyings (Optional)
[311] UnderlyingSymbol (Optional)
[312] UnderlyingSymbolSfx (Optional)
[309] UnderlyingSecurityID (Optional)
[305] UnderlyingSecurityIDSource (Optional)
[457] NoUnderlyingSecurityAltID (Optional)
[458] UnderlyingSecurityAltID (Optional)
[459] UnderlyingSecurityAltIDSource (Optional)
[462] UnderlyingProduct (Optional)
[463] UnderlyingCFICode (Optional)
[310] UnderlyingSecurityType (Optional)
[763] UnderlyingSecuritySubType (Optional)
[313] UnderlyingMaturityMonthYear (Optional)
[542] UnderlyingMaturityDate (Optional)
[315] UnderlyingPutOrCall (Optional)
[241] UnderlyingCouponPaymentDate (Optional)
[242] UnderlyingIssueDate (Optional)
[243] UnderlyingRepoCollateralSecurityType (Optional)
[244] UnderlyingRepurchaseTerm (Optional)
[245] UnderlyingRepurchaseRate (Optional)
[246] UnderlyingFactor (Optional)
[256] UnderlyingCreditRating (Optional)
[595] UnderlyingInstrRegistry (Optional)
[592] UnderlyingCountryOfIssue (Optional)
[593] UnderlyingStateOrProvinceOfIssue (Optional)
[594] UnderlyingLocaleOfIssue (Optional)
[247] UnderlyingRedemptionDate (Optional)
[316] UnderlyingStrikePrice (Optional)
[941] UnderlyingStrikeCurrency (Optional)
[317] UnderlyingOptAttribute (Optional)
[436] UnderlyingContractMultiplier (Optional)
[998] UnderlyingUnitofMeasure (Optional)
[1000] UnderlyingTimeUnit (Optional)
[435] UnderlyingCouponRate (Optional)
[308] UnderlyingSecurityExchange (Optional)
[306] UnderlyingIssuer (Optional)
[362] EncodedUnderlyingIssuerLen (Optional)
[363] EncodedUnderlyingIssuer (Optional)
[307] UnderlyingSecurityDesc (Optional)
[364] EncodedUnderlyingSecurityDescLen (Optional)
[365] EncodedUnderlyingSecurityDesc (Optional)
[877] UnderlyingCPProgram (Optional)
[878] UnderlyingCPRegType (Optional)
[972] UnderlyingAllocationPercent (Optional)
[318] UnderlyingCurrency (Optional)
[879] UnderlyingQty (Optional)
[975] UnderlyingSettlementType (Optional)
[973] UnderlyingCashAmount (Optional)
[974] UnderlyingCashType (Optional)
[810] UnderlyingPx (Optional)
[882] UnderlyingDirtyPrice (Optional)
[883] UnderlyingEndPrice (Optional)
[884] UnderlyingStartValue (Optional)
[885] UnderlyingCurrentValue (Optional)
[886] UnderlyingEndValue (Optional)
[887] NoUnderlyingStips (Optional)
[888] UnderlyingStipType (Optional)
[889] UnderlyingStipValue (Optional)
[1044] UnderlyingAdjustedQuantity (Optional)
[1045] UnderlyingFXRate (Optional)
[1046] UnderlyingFXRateCalc (Optional)
[1038] UnderlyingCapValue (Optional)
[1058] NoUndlyInstrumentParties (Optional)
[1059] UndlyInstrumentPartyID (Optional)
[1060] UndlyInstrumentPartyIDSource (Optional)
[1061] UndlyInstrumentPartyRole (Optional)
[1062] NoUndlyInstrumentPartySubIDs (Optional)
[1063] UndlyInstrumentPartySubID (Optional)
[1064] UndlyInstrumentPartySubIDType (Optional)
[1039] UnderlyingSettlMethod (Optional)
[854] QtyType (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [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
2 = Filled
3 = Done for day
4 = Canceled
5 = Replaced (Removed/Replaced)
2 = Filled
(No longer used)
6 = Pending Cancel (e.g. (i.e. result of Order Cancel Request)
7 = Stopped
8 = Rejected
9 = Suspended
A = Pending New
B = Calculated
C = Expired
D = Accepted for bidding
Bidding
E = Pending Replace (e.g. (i.e. result of Order Cancel/Replace Request)
3 = Done for day
4 = Canceled
[581] AccountType Values 3 = House Trader
7 = Account is house trader and is cross margined
6 = Account is carried on non-customer side of books and is cross margined
4 = Floor Trader
2 = Account is carried on non-Customer Side of books
1 = Account is carried on customer Side of Books
8 = Joint Backoffice Account (JBO)
1 = Account is carried on customer side of the books
2 = Account is carried on non-customer side of books
3 = House Trader
7 4 = Account is house trader and is cross margined
Floor Trader
6 = Account is carried on non-customer side of books and is cross margined
4 = Floor Trader
2
7 = Account is carried on non-Customer Side of books
1 = Account
house trader and is carried on customer Side of Books
cross margined
8 = Joint Backoffice Account back office account (JBO)
[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
cancel/replace request
[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 / Exchange Option
3 = Order already in Pending Cancel or Pending Replace status
2 4 = Broker / Exchange Option
Unable to process Order Mass Cancel Request
5 = OrigOrdModTime (586) did not match last TransactTime (60) of order
6 = Duplicate ClOrdID (11) received
18 = Invalid price increment
99 = Other

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 5.0 Standards - Original
[660] AcctIDSource (Optional)
[75] TradeDate (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
Intro The logon message authenticates a user establishing a connection to a remote system. The logon message authenticates a user establishing a connection to a remote system. The logon message must be the first message sent by the application requesting to initiate a FIX session.

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [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)
Mode)
3 = PKCS / DES (Proprietary)
4 = PGP / DES (Defunct)
5 = PGP / DES-MD5 (See app note on FIX web site)
6 = PEM/DES-MD5 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
[464] TestMessageIndicator Values Y = True (Test)
N = False (Production)
N = Fales (Production)
Y = True (Test)
N = False (Production)

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 5.0 Standards - Original
[789] NextExpectedMsgSeqNum (Optional)
[1130] RefApplVerID (Optional)
[1131] RefCstmApplVerID (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
[560] SecurityRequestResult Values 4 = Instrument data temporarily unavailable
0 = Valid request
1 = Invalid or unsupported request
5 = Request for instrument data not supported
3 = Not authorized to retrieve instrument data
2 = No instruments found that match selection criteria
4 = Instrument data temporarily unavailable
0 = Valid request
1 = Invalid or unsupported request
5 = Request for instrument data not supported
3 = Not authorized to retrieve instrument data
2 = No instruments found that match selection criteria
3 = Not authorized to retrieve instrument data
4 = Instrument data temporarily unavailable
5 = Request for instrument data not supported
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 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 A = Exchange Bloomberg Symbol
7 B = ISO Country Code
6
Wertpapier
C
= ISO Currency Code
5
Dutch
D
= RIC code
4
Valoren
E
= ISIN number
Sicovam
F = Belgian
G = Common "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[460] Product Values 8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
3 = CORPORATE
4 = CURRENCY
2 = COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
9 = MONEYMARKET
5 = EQUITY
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
2 5 = COMMODITY
EQUITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
5 10 = EQUITY
MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
[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 FUT = Commercial Paper
VRDN
Future
OPT
= Variable Rate Demand Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Note
PZFJ PEF = Plazos Fijos
PN
Private Export Funding *
SUPRA
= Promissory Note
ONITE
USD Supranational Coupons *
CORP
= Overnight
MTN
Corporate Bond
CPP
= Medium Term Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Notes
TECP YANK = Tax Exempt Commercial Paper
AMENDED
Yankee Corporate Bond
FOR
= Amended & Restated
Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TBILL = US Treasury Bill
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Of Credit
SWING = Swing Line Facility
DINP = Debtor in In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN REPLACD = Liquidity Note
Replaced
MATURED = Matured
DN AMENDED = Deposit Notes
Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Of Exchanges
CD = Certificate of Of Deposit
CL = Call Loans
REPLACD CP = Replaced
MT
Commercial Paper
DN
= Mandatory Tender
RVLVTRM
Deposit Notes
EUCD
= Revolver/Term Loan
Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Be Announced
AN = Other Anticipation Notes BAN, (BAN, GAN, etc.
MIO
)
COFO
= Mortgage Interest Only
Certificate Of Obligation
COFP = Certificate of Of Participation
MBS GO = Mortgage-backed Securities
General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO TECP = Certificate of Obligation
TD
Tax Exempt Commercial Paper
TRAN
= Time Deposit
GO
Tax Revenue Anticipation Note
VRDN
= General Obligation Bonds
?
Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry (used Entry (was "?" in 4.4, used on Security Definition Request message)
WAR CASH = 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
Cash

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 5.0 Standards - Original
[763] UnderlyingSecuritySubType (Optional)
[941] UnderlyingStrikeCurrency (Optional)
[998] UnderlyingUnitofMeasure (Optional)
[1000] UnderlyingTimeUnit (Optional)
[877] UnderlyingCPProgram (Optional)
[878] UnderlyingCPRegType (Optional)
[972] UnderlyingAllocationPercent (Optional)
[318] UnderlyingCurrency (Optional)
[879] UnderlyingQty (Optional)
[975] UnderlyingSettlementType (Optional)
[973] UnderlyingCashAmount (Optional)
[974] UnderlyingCashType (Optional)
[810] UnderlyingPx (Optional)
[882] UnderlyingDirtyPrice (Optional)
[883] UnderlyingEndPrice (Optional)
[884] UnderlyingStartValue (Optional)
[885] UnderlyingCurrentValue (Optional)
[886] UnderlyingEndValue (Optional)
[887] NoUnderlyingStips (Optional)
[888] UnderlyingStipType (Optional)
[889] UnderlyingStipValue (Optional)
[1044] UnderlyingAdjustedQuantity (Optional)
[1045] UnderlyingFXRate (Optional)
[1046] UnderlyingFXRateCalc (Optional)
[1038] UnderlyingCapValue (Optional)
[1058] NoUndlyInstrumentParties (Optional)
[1059] UndlyInstrumentPartyID (Optional)
[1060] UndlyInstrumentPartyIDSource (Optional)
[1061] UndlyInstrumentPartyRole (Optional)
[1062] NoUndlyInstrumentPartySubIDs (Optional)
[1063] UndlyInstrumentPartySubID (Optional)
[1064] UndlyInstrumentPartySubIDType (Optional)
[1039] UnderlyingSettlMethod (Optional)
[893] LastFragment (Optional)
[762] SecuritySubType (Optional)
[1079] MaturityTime (Optional)
[201] PutOrCall (Optional)
[966] SettleOnOpenFlag (Optional)
[1049] InstrmtAssignmentMethod (Optional)
[965] SecurityStatus (Optional)
[947] StrikeCurrency (Optional)
[967] StrikeMultiplier (Optional)
[968] StrikeValue (Optional)
[969] MinPriceIncrement (Optional)
[996] UnitofMeasure (Optional)
[997] TimeUnit (Optional)
[970] PositionLimit (Optional)
[971] NTPositionLimit (Optional)
[691] Pool (Optional)
[667] ContractSettlMonth (Optional)
[875] CPProgram (Optional)
[876] CPRegType (Optional)
[864] NoEvents (Optional)
[865] EventType (Optional)
[866] EventDate (Optional)
[867] EventPx (Optional)
[868] EventText (Optional)
[873] DatedDate (Optional)
[874] InterestAccrualDate (Optional)
[1018] NoInstrumentParties (Optional)
[1019] InstrumentPartyID (Optional)
[1050] InstrumentPartyIDSource (Optional)
[1051] InstrumentPartyRole (Optional)
[1052] NoInstrumentPartySubIDs (Optional)
[1053] InstrumentPartySubID (Optional)
[1054] InstrumentPartySubIDType (Optional)
[827] ExpirationCycle (Optional)
[668] DeliveryForm (Optional)
[869] PctAtRisk (Optional)
[870] NoInstrAttrib (Optional)
[871] InstrAttribType (Optional)
[872] InstrAttribValue (Optional)
[764] LegSecuritySubType (Optional)
[942] LegStrikeCurrency (Optional)
[999] LegUnitofMeasure (Optional)
[1001] LegTimeUnit (Optional)
[740] LegPool (Optional)
[739] LegDatedDate (Optional)
[955] LegContractSettlMonth (Optional)
[956] LegInterestAccrualDate (Optional)
[1017] LegOptionRatio (Optional)
[566] LegPrice (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
[447] PartyIDSource Values 5 = Chinese B Share (Shezhen and Shanghai)
8 = US Employer Identification Number
A = Australian Tax File Number
9 = Australian Business Number
E = ISO Country Code
B = BIC (Bank Identification CodeSwift managed) code (ISO 9362 - See Appendix 6-B)
7 = US Social Security Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
6 = UK National Insurance or Pension Number
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
5 6 = Chinese B Share (Shezhen and Shanghai)
UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification or Tax ID Number
9 = Australian Business
Number
A = Australian Tax File Number
9 = Australian Business Number
E = ISO Country Code
B = BIC (Bank Identification CodeSwift managed) code (ISO 9362 - See Appendix 6-B)
7 = US Social Security Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
QFII/FID
3 = Taiwanese Trading Account
Acct
4 = Malaysian Central Depository (MCD) number
6 5 = UK National Insurance or Pension Number
Chinese Investor ID
I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B = BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary / Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)
[452] PartyRole Values 15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
5 = Investor ID
6 = Introducing Firm
14 = Giveup Clearing Firm (firm to which trade is given up)
8 = Locate/Lending Firm (for short-sales)
9 = Fund manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside firm)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
14 7 = Giveup Clearing Firm (firm to which trade is given up)
Entering Firm
8 = Locate/Lending Locate / Lending Firm (for short-sales)
9 = Fund manager Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside buy-side firm)
4 14 = Giveup Clearing Firm (formerly FIX 4.2 ClearingFirm)
(firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
[581] AccountType Values 3 = House Trader
7 = Account is house trader and is cross margined
6 = Account is carried on non-customer side of books and is cross margined
4 = Floor Trader
2 = Account is carried on non-Customer Side of books
1 = Account is carried on customer Side of Books
8 = Joint Backoffice Account (JBO)
1 = Account is carried on customer side of the books
2 = Account is carried on non-customer side of books
3 = House Trader
7 4 = Account is house trader and is cross margined
Floor Trader
6 = Account is carried on non-customer side of books and is cross margined
4 = Floor Trader
2
7 = Account is carried on non-Customer Side of books
1 = Account
house trader and is carried on customer Side of Books
cross margined
8 = Joint Backoffice Account back office account (JBO)
[589] DayBookingInst Values 0 = Can trigger booking without reference to the order initiator ("auto")
1 = Speak with order initiator before booking ("speak first")
0 = Can trigger booking without reference to the order initiator ("auto")
1 = Speak with order initiator before booking ("speak first")
2 = Accumulate
[590] BookingUnit Values 1 = Aggregate partial executions on this order, and book one trade per order
2 = Aggregate executions for this symbol, side, and settlement date
0 = Each partial execution is a bookable unit
0 = Each partial execution is a bookable unit
1 = Aggregate partial executions on this order, and book one trade per order
2 = Aggregate executions for this symbol, side, and settlement date
0 = Each partial execution is a bookable unit
[591] PreallocMethod Values 0 = Pro-rata
1 = Do not pro-rata = discuss first
0 = Pro-rata
1 = Do not pro-rata = - discuss first
[63] SettlType Values 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
0 = Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1 = Cash (TOD / T+0)
2 = Next Day (TOM / T+1)
3 = T+2
4 = T+3
5 = T+4
A = T+1
6 = Future
3 = T+2
2 = Next Day
8 = Sellers Option
1 = Cash
7 = When And If Issued
0 8 = Regular
Sellers Option
9 = T+ 5
4
T+5
B
= T+3
Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
[544] CashMargin Values 2 = Margin Open
3 = Margin Close
1 = Cash
1 = Cash
2 = Margin Open
3 = Margin Close
1 = Cash
[635] ClearingFeeIndicator Values H = 106.H and 106.J Firms
5 = 5th year delegate trading for his own account
4 = 4th year delegate trading for his own account
3 = 3rd year delegate trading for his own account
2 = 2nd year delegate trading for his own account
1 = 1st year delegate trading for his own account
M = All other ownership types
I = GIM, IDEM and COM Membership Interest Holders
9 = 6th year and beyond delegate trading for his own account
F = Full and Associate Member trading for own account and as floor
E = Equity Member and Clearing Member
C = Non-member and Customer
B = CBOE Member
L = Lessee and 106.F Employees
1 = 1st year delegate trading for own account
2 = 2nd year delegate trading for own account
3 = 3rd year delegate trading for own account
4 = 4th year delegate trading for own account
5 = 5th year delegate trading for own account
9 = 6th year delegate trading for own account
B = CBOE Member
C = Non-member and Customer
E = Equity Member and Clearing Member
F = Full and Associate Member trading for own account and as floor brokers
H = 106.H and 106.J Firms
5 = 5th year delegate trading for his own account
4 = 4th year delegate trading for his own account
3 = 3rd year delegate trading for his own account
2 = 2nd year delegate trading for his own account
1 = 1st year delegate trading for his own account
M = All other ownership types
firms
I = GIM, IDEM and COM Membership Interest Holders
9 = 6th year and beyond delegate trading for his own account
F = Full and Associate Member trading for own account and as floor
E = Equity Member and Clearing Member
C = Non-member and Customer
B = CBOE Member
L = Lessee and 106.F Employees
M = All other ownership types
[21] HandlInst Reqd Mandatory MandatoryOptional
[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 offer side
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 bid side
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
Reinstate on system failue (mutually exclusive with Q)
I = InstitOnly
Institutions only
J = RestateOnTradingHalt
Reinstate on Trading Halt (mutually exclusive with K)
K = CancelOnTradingHalt
Cancel on Trading Halt (mutually exclusive with J)
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
Q = Cancel on system failure (mutually exclusive with H)
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
T = Fixed Peg to Local best bid or offer at time of order
U = Customer Display Instruction (Rule 11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try To Stop
Z = Cancel if not best
a = Trailing Stop Peg
b = Strict Limit (No price improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
f = Intermarket Sweep
g = External Routing Allowed
h = External Routing Not Allowed
i = Imbalance Only
j = Single execution requested for block trade
k = Best Execution
[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
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
Plan Sponsor
[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
exxmpt
B
= Sell short
7
"As Defined" (for use with multileg instruments)
C
= Undisclosed (valid for IOI and List Order messages only)
"Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 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 A = Exchange Bloomberg Symbol
7 B = ISO Country Code
6
Wertpapier
C
= ISO Currency Code
5
Dutch
D
= RIC code
4
Valoren
E
= ISIN number
Sicovam
F = Belgian
G = Common "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[460] Product Values 8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
3 = CORPORATE
4 = CURRENCY
2 = COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
9 = MONEYMARKET
5 = EQUITY
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
2 5 = COMMODITY
EQUITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
5 10 = EQUITY
MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
[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 FUT = Commercial Paper
VRDN
Future
OPT
= Variable Rate Demand Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Note
PZFJ PEF = Plazos Fijos
PN
Private Export Funding *
SUPRA
= Promissory Note
ONITE
USD Supranational Coupons *
CORP
= Overnight
MTN
Corporate Bond
CPP
= Medium Term Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Notes
TECP YANK = Tax Exempt Commercial Paper
AMENDED
Yankee Corporate Bond
FOR
= Amended & Restated
Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TBILL = US Treasury Bill
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Of Credit
SWING = Swing Line Facility
DINP = Debtor in In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN REPLACD = Liquidity Note
Replaced
MATURED = Matured
DN AMENDED = Deposit Notes
Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Of Exchanges
CD = Certificate of Of Deposit
CL = Call Loans
REPLACD CP = Replaced
MT
Commercial Paper
DN
= Mandatory Tender
RVLVTRM
Deposit Notes
EUCD
= Revolver/Term Loan
Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Be Announced
AN = Other Anticipation Notes BAN, (BAN, GAN, etc.
MIO
)
COFO
= Mortgage Interest Only
Certificate Of Obligation
COFP = Certificate of Of Participation
MBS GO = Mortgage-backed Securities
General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO TECP = Certificate of Obligation
TD
Tax Exempt Commercial Paper
TRAN
= Time Deposit
GO
Tax Revenue Anticipation Note
VRDN
= General Obligation Bonds
?
Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry (used Entry (was "?" in 4.4, used on Security Definition Request message)
WAR CASH = 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
Cash
[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
[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
Stop / Stop Loss
4 = Stop limit
Limit
5 = Market on close (Deprecated)
On Close (No longer used)
6 = With or without
Or Without
7 = Limit or better
Or Better
8 = Limit with or without
With Or Without
9 = On basis
Basis
A = On close (Deprecated)
1
Close (No longer used)
B
= Market
Limit On Close (No longer used)
C = Forex - Market (Deprecated)
F
(No longer used)
D
= Forex - Limit (Deprecated)
Previously Quoted
E = Previously indicated
Indicated
F = Forex Limit (No longer used)
G = Forex - Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit Day Order day order with unexecuted portion handled handles as Market On Close. e.E.g. Japan)
J = Market If Touched (MIT)
K = Market with Leftover With Left Over as Limit (market order then with unexecuted quantity becomes becoming limit order at last price)
L = Previous Fund Valuation Point (Historic pricing) (for pricing; for CIV)
M = Next Fund Valuation Point (Forward pricing) (for pricing; for CIV)
P = Pegged
B Q = Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)
Counter-order selection
[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)
1 = Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed Amount amount (absolute value)
1 = Percentage
4 = discount 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 Premium - percentage points over par
2 6 = per share (e.g. cents per share)
Spread (basis points spread)
7 = TED Price
8 = TED Yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
[377] SolicitedFlag Values N = Was not solicited
Y = Was solcitied
N = Was not solicited
Y = Was solcitied
solicited
[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
Day (or session)
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate or Or Cancel (IOC)
4 = Fill or Or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date
Date (GTD)
7 = At the Close
[427] GTBookingInst Values 0 = book out all trades on day of execution
2 = accumulate until verbally notified otherwise
1 = accumulate executions until order is filled or expires
0 = book Book out all trades on day of execution
2 1 = accumulate Accumulate exectuions until verbally notified otherwise
1 = accumulate executions until order
forder is filled or expires
2 = Accumulate until verballly notified otherwise
[528] OrderCapacity Values R = Riskless Principal
I = Individual
P = Principal (Note for CMS purposes, Principal includes Proprietary)
W = Agent for Other Member
A = Agency
G = Proprietary
R A = Riskless Principal
Agency
G = Proprietary
I = Individual
P = Principal (Note for CMS purposes, Principal "Principal" includes Proprietary)
"Proprietary")
R = Riskless Principal
W = Agent for Other Member
A = Agency
G = Proprietary
[529] OrderRestrictions Values 7 = Foreign Entity (of foreign governmnet or regulatory jurisdiction)
A = Riskless Arbitrage
1 = Program Trade
8 = External Market Participant
6 = Acting as Market Maker or Specialist in the underlying security of a derivative security
5 = Acting as Market Maker or Specialist in the security
3 = Non-Index Arbitrage
2 = Index Arbitrage
4 = Competing Market Maker
9 = External Inter-connected Market Linkage
7 = Foreign Entity (of foreign governmnet or regulatory jurisdiction)
A = Riskless Arbitrage
1 = Program Trade
8 2 = External Index Arbitrage
3 = Non-Index Arbitrage
4 = Competing
Market Participant
6 = Acting as Market Maker or Specialist in the underlying security of a derivative security
Maker
5 = Acting as Market Maker or Specialist in the security
3 6 = Non-Index Arbitrage
2 = Index Arbitrage
4 = Competing
Acting as Market Maker
9
Maker of Specialist in the underlying security of a derivative seucirty
7 = Foreign Entity (of foreign government or regulatory jurisdiction)
8
= External Market Participant
9 = Extneral
Inter-connected Market Linkage
A = Riskless Arbitrage
[582] CustOrderCapacity Values 1 = MemberTradingForTheirOwnAccount
2 = ClearingFirmTradingForItsProprietaryAccount
3 = MemberTradingForAnotherMember
4 = AllOther
1 = MemberTradingForTheirOwnAccount
Member trading for their own account
2 = ClearingFirmTradingForItsProprietaryAccount
Clearing Firm trading for its proprietary account
3 = MemberTradingForAnotherMember
Member trading for another member
4 = AllOther
All other
[121] ForexReq Values Y = Execute Forex after security trade
N = Do not execute Forex after security trade
N = Do Not Execute Forex After Security Trade
Y = Execute Forex after security trade
N = Do not execute Forex after security trade
After Security Trade
[77] PositionEffect Values F = FIFO
R = Rolled
C = Close
O = Open
C = Close
F = FIFO
O = Open
R = Rolled
C = Close
O = Open
[203] CoveredOrUncovered Values 1 = Uncovered
0 = Covered
0 = Covered
1 = Uncovered
0 = Covered
[388] DiscretionInst Values 0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP
7 = Average Price Guarantee
[480] CancellationRights Values M = No waiver agreement
N = No execution only
Y = Yes
O = No institutional.
Y = Yes
N = No - Execution Only
M = No waiver - Waiver agreement
N = No execution only
Y = Yes
O = No institutional.
- Institutional
[481] MoneyLaunderingStatus Values 3 = Exempt Authorised Credit or Financial Institution.
2 = Exempt Client Money Type Exemption
1 = Exempt Below The Limit
Y = Passed
N = Not checked
Y = Passed
N = Not Checked
1 = Exempt - Below the Limit
2 = Exempt - Client Money Type exemption
3 = Exempt - Authorised Credit or Financial Institution.
2 = Exempt Client Money Type Exemption
1 = Exempt Below The Limit
Y = Passed
N = Not checked
financial institution
[563] MultiLegRptTypeReq Values 0 = ReportByMulitlegSecurityOnly
1 = ReportByMultilegSecurityAndInstrumentLegs
2 = ReportByInstrumentLegsOnly
0 = ReportByMulitlegSecurityOnly
Report by mulitleg security only (do not report legs)
1 = ReportByMultilegSecurityAndInstrumentLegs
Report by multileg security and by instrument legs belonging to the multileg security
2 = ReportByInstrumentLegsOnly
Report by instrument legs belonging to the multileg security only (do not report status of multileg security)

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 5.0 Standards - Original
[465] QuantityType (Optional) [802] NoPartySubIDs (Optional)
[118] NetMoney (Optional) [803] PartySubIDType (Optional)
[229] TradeOriginationDate (Optional)
[75] TradeDate (Optional)
[660] AcctIDSource (Optional)
[70] AllocID (Optional)
[661] AllocAcctIDSource (Optional)
[736] AllocSettlCurrency (Optional)
[948] NoNested3PartyIDs (Optional)
[949] Nested3PartyID (Optional)
[950] Nested3PartyIDSource (Optional)
[951] Nested3PartyRole (Optional)
[952] NoNested3PartySubIDs (Optional)
[953] Nested3PartySubID (Optional)
[954] Nested3PartySubIDType (Optional)
[1089] MatchIncrement (Optional)
[1090] MaxPriceLevels (Optional)
[1138] DisplayQty (Optional)
[1082] SecondaryDisplayQty (Optional)
[1083] DisplayWhen (Optional)
[1084] DisplayMethod (Optional)
[1085] DisplayLowQty (Optional)
[1086] DisplayHighQty (Optional)
[1087] DisplayMinIncr (Optional)
[1088] RefreshQty (Optional)
[1133] ExDestinationIDSource (Optional)
[762] SecuritySubType (Optional)
[1079] MaturityTime (Optional)
[201] PutOrCall (Optional)
[966] SettleOnOpenFlag (Optional)
[1049] InstrmtAssignmentMethod (Optional)
[965] SecurityStatus (Optional)
[947] StrikeCurrency (Optional)
[967] StrikeMultiplier (Optional)
[968] StrikeValue (Optional)
[969] MinPriceIncrement (Optional)
[996] UnitofMeasure (Optional)
[997] TimeUnit (Optional)
[970] PositionLimit (Optional)
[971] NTPositionLimit (Optional)
[691] Pool (Optional)
[667] ContractSettlMonth (Optional)
[875] CPProgram (Optional)
[876] CPRegType (Optional)
[864] NoEvents (Optional)
[865] EventType (Optional)
[866] EventDate (Optional)
[867] EventPx (Optional)
[868] EventText (Optional)
[873] DatedDate (Optional)
[874] InterestAccrualDate (Optional)
[1018] NoInstrumentParties (Optional)
[1019] InstrumentPartyID (Optional)
[1050] InstrumentPartyIDSource (Optional)
[1051] InstrumentPartyRole (Optional)
[1052] NoInstrumentPartySubIDs (Optional)
[1053] InstrumentPartySubID (Optional)
[1054] InstrumentPartySubIDType (Optional)
[711] NoUnderlyings (Optional)
[311] UnderlyingSymbol (Optional)
[312] UnderlyingSymbolSfx (Optional)
[309] UnderlyingSecurityID (Optional)
[305] UnderlyingSecurityIDSource (Optional)
[457] NoUnderlyingSecurityAltID (Optional)
[458] UnderlyingSecurityAltID (Optional)
[459] UnderlyingSecurityAltIDSource (Optional)
[462] UnderlyingProduct (Optional)
[463] UnderlyingCFICode (Optional)
[310] UnderlyingSecurityType (Optional)
[763] UnderlyingSecuritySubType (Optional)
[313] UnderlyingMaturityMonthYear (Optional)
[542] UnderlyingMaturityDate (Optional)
[315] UnderlyingPutOrCall (Optional)
[241] UnderlyingCouponPaymentDate (Optional)
[242] UnderlyingIssueDate (Optional)
[243] UnderlyingRepoCollateralSecurityType (Optional)
[244] UnderlyingRepurchaseTerm (Optional)
[245] UnderlyingRepurchaseRate (Optional)
[246] UnderlyingFactor (Optional)
[256] UnderlyingCreditRating (Optional)
[595] UnderlyingInstrRegistry (Optional)
[592] UnderlyingCountryOfIssue (Optional)
[593] UnderlyingStateOrProvinceOfIssue (Optional)
[594] UnderlyingLocaleOfIssue (Optional)
[247] UnderlyingRedemptionDate (Optional)
[316] UnderlyingStrikePrice (Optional)
[941] UnderlyingStrikeCurrency (Optional)
[317] UnderlyingOptAttribute (Optional)
[436] UnderlyingContractMultiplier (Optional)
[998] UnderlyingUnitofMeasure (Optional)
[1000] UnderlyingTimeUnit (Optional)
[435] UnderlyingCouponRate (Optional)
[308] UnderlyingSecurityExchange (Optional)
[306] UnderlyingIssuer (Optional)
[362] EncodedUnderlyingIssuerLen (Optional)
[363] EncodedUnderlyingIssuer (Optional)
[307] UnderlyingSecurityDesc (Optional)
[364] EncodedUnderlyingSecurityDescLen (Optional)
[365] EncodedUnderlyingSecurityDesc (Optional)
[877] UnderlyingCPProgram (Optional)
[878] UnderlyingCPRegType (Optional)
[972] UnderlyingAllocationPercent (Optional)
[318] UnderlyingCurrency (Optional)
[879] UnderlyingQty (Optional)
[975] UnderlyingSettlementType (Optional)
[973] UnderlyingCashAmount (Optional)
[974] UnderlyingCashType (Optional)
[810] UnderlyingPx (Optional)
[882] UnderlyingDirtyPrice (Optional)
[883] UnderlyingEndPrice (Optional)
[884] UnderlyingStartValue (Optional)
[885] UnderlyingCurrentValue (Optional)
[886] UnderlyingEndValue (Optional)
[887] NoUnderlyingStips (Optional)
[888] UnderlyingStipType (Optional)
[889] UnderlyingStipValue (Optional)
[1044] UnderlyingAdjustedQuantity (Optional)
[1045] UnderlyingFXRate (Optional)
[1046] UnderlyingFXRateCalc (Optional)
[1038] UnderlyingCapValue (Optional)
[1058] NoUndlyInstrumentParties (Optional)
[1059] UndlyInstrumentPartyID (Optional)
[1060] UndlyInstrumentPartyIDSource (Optional)
[1061] UndlyInstrumentPartyRole (Optional)
[1062] NoUndlyInstrumentPartySubIDs (Optional)
[1063] UndlyInstrumentPartySubID (Optional)
[1064] UndlyInstrumentPartySubIDType (Optional)
[1039] UnderlyingSettlMethod (Optional)
[1069] SwapPoints (Optional)
[764] LegSecuritySubType (Optional)
[942] LegStrikeCurrency (Optional)
[999] LegUnitofMeasure (Optional)
[1001] LegTimeUnit (Optional)
[556] LegCurrency (Optional)
[740] LegPool (Optional)
[739] LegDatedDate (Optional)
[955] LegContractSettlMonth (Optional)
[956] LegInterestAccrualDate (Optional)
[1017] LegOptionRatio (Optional)
[1017] LegOptionRatio (Optional)
[687] LegQty (Optional)
[690] LegSwapType (Optional)
[683] NoLegStipulations (Optional)
[688] LegStipulationType (Optional)
[689] LegStipulationValue (Optional)
[670] NoLegAllocs (Optional)
[671] LegAllocAccount (Optional)
[672] LegIndividualAllocID (Optional)
[756] NoNested2PartyIDs (Optional)
[757] Nested2PartyID (Optional)
[758] Nested2PartyIDSource (Optional)
[759] Nested2PartyRole (Optional)
[806] NoNested2PartySubIDs (Optional)
[760] Nested2PartySubID (Optional)
[807] Nested2PartySubIDType (Optional)
[673] LegAllocQty (Optional)
[674] LegAllocAcctIDSource (Optional)
[675] LegSettlCurrency (Optional)
[804] NoNestedPartySubIDs (Optional)
[805] NestedPartySubIDType (Optional)
[685] LegOrderQty (Optional)
[854] QtyType (Optional)
[1092] PriceProtectionScope (Optional)
[1100] TriggerType (Optional)
[1101] TriggerAction (Optional)
[1102] TriggerPrice (Optional)
[1103] TriggerSymbol (Optional)
[1104] TriggerSecurityID (Optional)
[1105] TriggerSecurityIDSource (Optional)
[1106] TriggerSecurityDesc (Optional)
[1107] TriggerPriceType (Optional)
[1108] TriggerPriceTypeScope (Optional)
[1109] TriggerPriceDirection (Optional)
[1110] TriggerNewPrice (Optional)
[1111] TriggerOrderType (Optional)
[1112] TriggerNewQty (Optional)
[1113] TriggerTradingSessionID (Optional)
[1114] TriggerTradingSessionSubID (Optional)
[1080] RefOrderID (Optional)
[1081] RefOrderIDSource (Optional)
[1091] PreTradeAnonymity (Optional)
[775] BookingType (Optional)
[1094] PegPriceType (Optional)
[835] PegMoveType (Optional)
[836] PegOffsetType (Optional)
[837] PegLimitType (Optional)
[838] PegRoundDirection (Optional)
[840] PegScope (Optional)
[1096] PegSecurityIDSource (Optional)
[1097] PegSecurityID (Optional)
[1098] PegSymbol (Optional)
[1099] PegSecurityDesc (Optional)
[841] DiscretionMoveType (Optional)
[842] DiscretionOffsetType (Optional)
[843] DiscretionLimitType (Optional)
[844] DiscretionRoundDirection (Optional)
[846] DiscretionScope (Optional)
[847] TargetStrategy (Optional)
[957] NoStrategyParameters (Optional)
[958] StrategyParameterName (Optional)
[959] StrategyParameterType (Optional)
[960] StrategyParameterValue (Optional)
[848] TargetStrategyParameters (Optional)
[849] ParticipationRate (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
Name MultilegOrderCancelReplaceRequest MultilegOrderCancelReplaceRequestMultilegOrderCancelReplace
Intro Used to modify a multileg order previously submitted using the New Order - Multileg message. Used to modify a multileg order previously submitted using the New Order - Multileg message. See Order Cancel Replace Request for details concerning message usage.

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
[447] PartyIDSource Values 5 = Chinese B Share (Shezhen and Shanghai)
8 = US Employer Identification Number
A = Australian Tax File Number
9 = Australian Business Number
E = ISO Country Code
B = BIC (Bank Identification CodeSwift managed) code (ISO 9362 - See Appendix 6-B)
7 = US Social Security Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
6 = UK National Insurance or Pension Number
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
5 6 = Chinese B Share (Shezhen and Shanghai)
UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification or Tax ID Number
9 = Australian Business
Number
A = Australian Tax File Number
9 = Australian Business Number
E = ISO Country Code
B = BIC (Bank Identification CodeSwift managed) code (ISO 9362 - See Appendix 6-B)
7 = US Social Security Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
QFII/FID
3 = Taiwanese Trading Account
Acct
4 = Malaysian Central Depository (MCD) number
6 5 = UK National Insurance or Pension Number
Chinese Investor ID
I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B = BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary / Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)
[452] PartyRole Values 15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
5 = Investor ID
6 = Introducing Firm
14 = Giveup Clearing Firm (firm to which trade is given up)
8 = Locate/Lending Firm (for short-sales)
9 = Fund manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside firm)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
14 7 = Giveup Clearing Firm (firm to which trade is given up)
Entering Firm
8 = Locate/Lending Locate / Lending Firm (for short-sales)
9 = Fund manager Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside buy-side firm)
4 14 = Giveup Clearing Firm (formerly FIX 4.2 ClearingFirm)
(firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
[581] AccountType Values 3 = House Trader
7 = Account is house trader and is cross margined
6 = Account is carried on non-customer side of books and is cross margined
4 = Floor Trader
2 = Account is carried on non-Customer Side of books
1 = Account is carried on customer Side of Books
8 = Joint Backoffice Account (JBO)
1 = Account is carried on customer side of the books
2 = Account is carried on non-customer side of books
3 = House Trader
7 4 = Account is house trader and is cross margined
Floor Trader
6 = Account is carried on non-customer side of books and is cross margined
4 = Floor Trader
2
7 = Account is carried on non-Customer Side of books
1 = Account
house trader and is carried on customer Side of Books
cross margined
8 = Joint Backoffice Account back office account (JBO)
[589] DayBookingInst Values 0 = Can trigger booking without reference to the order initiator ("auto")
1 = Speak with order initiator before booking ("speak first")
0 = Can trigger booking without reference to the order initiator ("auto")
1 = Speak with order initiator before booking ("speak first")
2 = Accumulate
[590] BookingUnit Values 1 = Aggregate partial executions on this order, and book one trade per order
2 = Aggregate executions for this symbol, side, and settlement date
0 = Each partial execution is a bookable unit
0 = Each partial execution is a bookable unit
1 = Aggregate partial executions on this order, and book one trade per order
2 = Aggregate executions for this symbol, side, and settlement date
0 = Each partial execution is a bookable unit
[591] PreallocMethod Values 0 = Pro-rata
1 = Do not pro-rata = discuss first
0 = Pro-rata
1 = Do not pro-rata = - discuss first
[63] SettlType Values 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
0 = Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1 = Cash (TOD / T+0)
2 = Next Day (TOM / T+1)
3 = T+2
4 = T+3
5 = T+4
A = T+1
6 = Future
3 = T+2
2 = Next Day
8 = Sellers Option
1 = Cash
7 = When And If Issued
0 8 = Regular
Sellers Option
9 = T+ 5
4
T+5
B
= T+3
Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
[544] CashMargin Values 2 = Margin Open
3 = Margin Close
1 = Cash
1 = Cash
2 = Margin Open
3 = Margin Close
1 = Cash
[635] ClearingFeeIndicator Values H = 106.H and 106.J Firms
5 = 5th year delegate trading for his own account
4 = 4th year delegate trading for his own account
3 = 3rd year delegate trading for his own account
2 = 2nd year delegate trading for his own account
1 = 1st year delegate trading for his own account
M = All other ownership types
I = GIM, IDEM and COM Membership Interest Holders
9 = 6th year and beyond delegate trading for his own account
F = Full and Associate Member trading for own account and as floor
E = Equity Member and Clearing Member
C = Non-member and Customer
B = CBOE Member
L = Lessee and 106.F Employees
1 = 1st year delegate trading for own account
2 = 2nd year delegate trading for own account
3 = 3rd year delegate trading for own account
4 = 4th year delegate trading for own account
5 = 5th year delegate trading for own account
9 = 6th year delegate trading for own account
B = CBOE Member
C = Non-member and Customer
E = Equity Member and Clearing Member
F = Full and Associate Member trading for own account and as floor brokers
H = 106.H and 106.J Firms
5 = 5th year delegate trading for his own account
4 = 4th year delegate trading for his own account
3 = 3rd year delegate trading for his own account
2 = 2nd year delegate trading for his own account
1 = 1st year delegate trading for his own account
M = All other ownership types
firms
I = GIM, IDEM and COM Membership Interest Holders
9 = 6th year and beyond delegate trading for his own account
F = Full and Associate Member trading for own account and as floor
E = Equity Member and Clearing Member
C = Non-member and Customer
B = CBOE Member
L = Lessee and 106.F Employees
M = All other ownership types
[21] HandlInst Reqd Mandatory MandatoryOptional
[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 offer side
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 bid side
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
Reinstate on system failue (mutually exclusive with Q)
I = InstitOnly
Institutions only
J = RestateOnTradingHalt
Reinstate on Trading Halt (mutually exclusive with K)
K = CancelOnTradingHalt
Cancel on Trading Halt (mutually exclusive with J)
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
Q = Cancel on system failure (mutually exclusive with H)
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
T = Fixed Peg to Local best bid or offer at time of order
U = Customer Display Instruction (Rule 11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try To Stop
Z = Cancel if not best
a = Trailing Stop Peg
b = Strict Limit (No price improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
f = Intermarket Sweep
g = External Routing Allowed
h = External Routing Not Allowed
i = Imbalance Only
j = Single execution requested for block trade
k = Best Execution
[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
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
Plan Sponsor
[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
exxmpt
B
= Sell short
7
"As Defined" (for use with multileg instruments)
C
= Undisclosed (valid for IOI and List Order messages only)
"Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 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 A = Exchange Bloomberg Symbol
7 B = ISO Country Code
6
Wertpapier
C
= ISO Currency Code
5
Dutch
D
= RIC code
4
Valoren
E
= ISIN number
Sicovam
F = Belgian
G = Common "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[460] Product Values 8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
3 = CORPORATE
4 = CURRENCY
2 = COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
9 = MONEYMARKET
5 = EQUITY
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
2 5 = COMMODITY
EQUITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
5 10 = EQUITY
MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
[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 FUT = Commercial Paper
VRDN
Future
OPT
= Variable Rate Demand Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Note
PZFJ PEF = Plazos Fijos
PN
Private Export Funding *
SUPRA
= Promissory Note
ONITE
USD Supranational Coupons *
CORP
= Overnight
MTN
Corporate Bond
CPP
= Medium Term Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Notes
TECP YANK = Tax Exempt Commercial Paper
AMENDED
Yankee Corporate Bond
FOR
= Amended & Restated
Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TBILL = US Treasury Bill
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Of Credit
SWING = Swing Line Facility
DINP = Debtor in In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN REPLACD = Liquidity Note
Replaced
MATURED = Matured
DN AMENDED = Deposit Notes
Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Of Exchanges
CD = Certificate of Of Deposit
CL = Call Loans
REPLACD CP = Replaced
MT
Commercial Paper
DN
= Mandatory Tender
RVLVTRM
Deposit Notes
EUCD
= Revolver/Term Loan
Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Be Announced
AN = Other Anticipation Notes BAN, (BAN, GAN, etc.
MIO
)
COFO
= Mortgage Interest Only
Certificate Of Obligation
COFP = Certificate of Of Participation
MBS GO = Mortgage-backed Securities
General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO TECP = Certificate of Obligation
TD
Tax Exempt Commercial Paper
TRAN
= Time Deposit
GO
Tax Revenue Anticipation Note
VRDN
= General Obligation Bonds
?
Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry (used Entry (was "?" in 4.4, used on Security Definition Request message)
WAR CASH = 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
Cash
[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
[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
Stop / Stop Loss
4 = Stop limit
Limit
5 = Market on close (Deprecated)
On Close (No longer used)
6 = With or without
Or Without
7 = Limit or better
Or Better
8 = Limit with or without
With Or Without
9 = On basis
Basis
A = On close (Deprecated)
1
Close (No longer used)
B
= Market
Limit On Close (No longer used)
C = Forex - Market (Deprecated)
F
(No longer used)
D
= Forex - Limit (Deprecated)
Previously Quoted
E = Previously indicated
Indicated
F = Forex Limit (No longer used)
G = Forex - Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit Day Order day order with unexecuted portion handled handles as Market On Close. e.E.g. Japan)
J = Market If Touched (MIT)
K = Market with Leftover With Left Over as Limit (market order then with unexecuted quantity becomes becoming limit order at last price)
L = Previous Fund Valuation Point (Historic pricing) (for pricing; for CIV)
M = Next Fund Valuation Point (Forward pricing) (for pricing; for CIV)
P = Pegged
B Q = Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)
Counter-order selection
[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)
1 = Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed Amount amount (absolute value)
1 = Percentage
4 = discount 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 Premium - percentage points over par
2 6 = per share (e.g. cents per share)
Spread (basis points spread)
7 = TED Price
8 = TED Yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
[377] SolicitedFlag Values N = Was not solicited
Y = Was solcitied
N = Was not solicited
Y = Was solcitied
solicited
[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
Day (or session)
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate or Or Cancel (IOC)
4 = Fill or Or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date
Date (GTD)
7 = At the Close
[427] GTBookingInst Values 0 = book out all trades on day of execution
2 = accumulate until verbally notified otherwise
1 = accumulate executions until order is filled or expires
0 = book Book out all trades on day of execution
2 1 = accumulate Accumulate exectuions until verbally notified otherwise
1 = accumulate executions until order
forder is filled or expires
2 = Accumulate until verballly notified otherwise
[528] OrderCapacity Values R = Riskless Principal
I = Individual
P = Principal (Note for CMS purposes, Principal includes Proprietary)
W = Agent for Other Member
A = Agency
G = Proprietary
R A = Riskless Principal
Agency
G = Proprietary
I = Individual
P = Principal (Note for CMS purposes, Principal "Principal" includes Proprietary)
"Proprietary")
R = Riskless Principal
W = Agent for Other Member
A = Agency
G = Proprietary
[529] OrderRestrictions Values 7 = Foreign Entity (of foreign governmnet or regulatory jurisdiction)
A = Riskless Arbitrage
1 = Program Trade
8 = External Market Participant
6 = Acting as Market Maker or Specialist in the underlying security of a derivative security
5 = Acting as Market Maker or Specialist in the security
3 = Non-Index Arbitrage
2 = Index Arbitrage
4 = Competing Market Maker
9 = External Inter-connected Market Linkage
7 = Foreign Entity (of foreign governmnet or regulatory jurisdiction)
A = Riskless Arbitrage
1 = Program Trade
8 2 = External Index Arbitrage
3 = Non-Index Arbitrage
4 = Competing
Market Participant
6 = Acting as Market Maker or Specialist in the underlying security of a derivative security
Maker
5 = Acting as Market Maker or Specialist in the security
3 6 = Non-Index Arbitrage
2 = Index Arbitrage
4 = Competing
Acting as Market Maker
9
Maker of Specialist in the underlying security of a derivative seucirty
7 = Foreign Entity (of foreign government or regulatory jurisdiction)
8
= External Market Participant
9 = Extneral
Inter-connected Market Linkage
A = Riskless Arbitrage
[582] CustOrderCapacity Values 1 = MemberTradingForTheirOwnAccount
2 = ClearingFirmTradingForItsProprietaryAccount
3 = MemberTradingForAnotherMember
4 = AllOther
1 = MemberTradingForTheirOwnAccount
Member trading for their own account
2 = ClearingFirmTradingForItsProprietaryAccount
Clearing Firm trading for its proprietary account
3 = MemberTradingForAnotherMember
Member trading for another member
4 = AllOther
All other
[121] ForexReq Values Y = Execute Forex after security trade
N = Do not execute Forex after security trade
N = Do Not Execute Forex After Security Trade
Y = Execute Forex after security trade
N = Do not execute Forex after security trade
After Security Trade
[77] PositionEffect Values F = FIFO
R = Rolled
C = Close
O = Open
C = Close
F = FIFO
O = Open
R = Rolled
C = Close
O = Open
[203] CoveredOrUncovered Values 1 = Uncovered
0 = Covered
0 = Covered
1 = Uncovered
0 = Covered
[388] DiscretionInst Values 0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP
7 = Average Price Guarantee
[480] CancellationRights Values M = No waiver agreement
N = No execution only
Y = Yes
O = No institutional.
Y = Yes
N = No - Execution Only
M = No waiver - Waiver agreement
N = No execution only
Y = Yes
O = No institutional.
- Institutional
[481] MoneyLaunderingStatus Values 3 = Exempt Authorised Credit or Financial Institution.
2 = Exempt Client Money Type Exemption
1 = Exempt Below The Limit
Y = Passed
N = Not checked
Y = Passed
N = Not Checked
1 = Exempt - Below the Limit
2 = Exempt - Client Money Type exemption
3 = Exempt - Authorised Credit or Financial Institution.
2 = Exempt Client Money Type Exemption
1 = Exempt Below The Limit
Y = Passed
N = Not checked
financial institution
[563] MultiLegRptTypeReq Values 0 = ReportByMulitlegSecurityOnly
1 = ReportByMultilegSecurityAndInstrumentLegs
2 = ReportByInstrumentLegsOnly
0 = ReportByMulitlegSecurityOnly
Report by mulitleg security only (do not report legs)
1 = ReportByMultilegSecurityAndInstrumentLegs
Report by multileg security and by instrument legs belonging to the multileg security
2 = ReportByInstrumentLegsOnly
Report by instrument legs belonging to the multileg security only (do not report status of multileg security)

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 5.0 Standards - Original
[465] QuantityType (Optional) [802] NoPartySubIDs (Optional)
[118] NetMoney (Optional) [803] PartySubIDType (Optional)
[229] TradeOriginationDate (Optional)
[75] TradeDate (Optional)
[660] AcctIDSource (Optional)
[70] AllocID (Optional)
[661] AllocAcctIDSource (Optional)
[736] AllocSettlCurrency (Optional)
[948] NoNested3PartyIDs (Optional)
[949] Nested3PartyID (Optional)
[950] Nested3PartyIDSource (Optional)
[951] Nested3PartyRole (Optional)
[952] NoNested3PartySubIDs (Optional)
[953] Nested3PartySubID (Optional)
[954] Nested3PartySubIDType (Optional)
[1089] MatchIncrement (Optional)
[1090] MaxPriceLevels (Optional)
[1138] DisplayQty (Optional)
[1082] SecondaryDisplayQty (Optional)
[1083] DisplayWhen (Optional)
[1084] DisplayMethod (Optional)
[1085] DisplayLowQty (Optional)
[1086] DisplayHighQty (Optional)
[1087] DisplayMinIncr (Optional)
[1088] RefreshQty (Optional)
[1133] ExDestinationIDSource (Optional)
[762] SecuritySubType (Optional)
[1079] MaturityTime (Optional)
[201] PutOrCall (Optional)
[966] SettleOnOpenFlag (Optional)
[1049] InstrmtAssignmentMethod (Optional)
[965] SecurityStatus (Optional)
[947] StrikeCurrency (Optional)
[967] StrikeMultiplier (Optional)
[968] StrikeValue (Optional)
[969] MinPriceIncrement (Optional)
[996] UnitofMeasure (Optional)
[997] TimeUnit (Optional)
[970] PositionLimit (Optional)
[971] NTPositionLimit (Optional)
[691] Pool (Optional)
[667] ContractSettlMonth (Optional)
[875] CPProgram (Optional)
[876] CPRegType (Optional)
[864] NoEvents (Optional)
[865] EventType (Optional)
[866] EventDate (Optional)
[867] EventPx (Optional)
[868] EventText (Optional)
[873] DatedDate (Optional)
[874] InterestAccrualDate (Optional)
[1018] NoInstrumentParties (Optional)
[1019] InstrumentPartyID (Optional)
[1050] InstrumentPartyIDSource (Optional)
[1051] InstrumentPartyRole (Optional)
[1052] NoInstrumentPartySubIDs (Optional)
[1053] InstrumentPartySubID (Optional)
[1054] InstrumentPartySubIDType (Optional)
[711] NoUnderlyings (Optional)
[311] UnderlyingSymbol (Optional)
[312] UnderlyingSymbolSfx (Optional)
[309] UnderlyingSecurityID (Optional)
[305] UnderlyingSecurityIDSource (Optional)
[457] NoUnderlyingSecurityAltID (Optional)
[458] UnderlyingSecurityAltID (Optional)
[459] UnderlyingSecurityAltIDSource (Optional)
[462] UnderlyingProduct (Optional)
[463] UnderlyingCFICode (Optional)
[310] UnderlyingSecurityType (Optional)
[763] UnderlyingSecuritySubType (Optional)
[313] UnderlyingMaturityMonthYear (Optional)
[542] UnderlyingMaturityDate (Optional)
[315] UnderlyingPutOrCall (Optional)
[241] UnderlyingCouponPaymentDate (Optional)
[242] UnderlyingIssueDate (Optional)
[243] UnderlyingRepoCollateralSecurityType (Optional)
[244] UnderlyingRepurchaseTerm (Optional)
[245] UnderlyingRepurchaseRate (Optional)
[246] UnderlyingFactor (Optional)
[256] UnderlyingCreditRating (Optional)
[595] UnderlyingInstrRegistry (Optional)
[592] UnderlyingCountryOfIssue (Optional)
[593] UnderlyingStateOrProvinceOfIssue (Optional)
[594] UnderlyingLocaleOfIssue (Optional)
[247] UnderlyingRedemptionDate (Optional)
[316] UnderlyingStrikePrice (Optional)
[941] UnderlyingStrikeCurrency (Optional)
[317] UnderlyingOptAttribute (Optional)
[436] UnderlyingContractMultiplier (Optional)
[998] UnderlyingUnitofMeasure (Optional)
[1000] UnderlyingTimeUnit (Optional)
[435] UnderlyingCouponRate (Optional)
[308] UnderlyingSecurityExchange (Optional)
[306] UnderlyingIssuer (Optional)
[362] EncodedUnderlyingIssuerLen (Optional)
[363] EncodedUnderlyingIssuer (Optional)
[307] UnderlyingSecurityDesc (Optional)
[364] EncodedUnderlyingSecurityDescLen (Optional)
[365] EncodedUnderlyingSecurityDesc (Optional)
[877] UnderlyingCPProgram (Optional)
[878] UnderlyingCPRegType (Optional)
[972] UnderlyingAllocationPercent (Optional)
[318] UnderlyingCurrency (Optional)
[879] UnderlyingQty (Optional)
[975] UnderlyingSettlementType (Optional)
[973] UnderlyingCashAmount (Optional)
[974] UnderlyingCashType (Optional)
[810] UnderlyingPx (Optional)
[882] UnderlyingDirtyPrice (Optional)
[883] UnderlyingEndPrice (Optional)
[884] UnderlyingStartValue (Optional)
[885] UnderlyingCurrentValue (Optional)
[886] UnderlyingEndValue (Optional)
[887] NoUnderlyingStips (Optional)
[888] UnderlyingStipType (Optional)
[889] UnderlyingStipValue (Optional)
[1044] UnderlyingAdjustedQuantity (Optional)
[1045] UnderlyingFXRate (Optional)
[1046] UnderlyingFXRateCalc (Optional)
[1038] UnderlyingCapValue (Optional)
[1058] NoUndlyInstrumentParties (Optional)
[1059] UndlyInstrumentPartyID (Optional)
[1060] UndlyInstrumentPartyIDSource (Optional)
[1061] UndlyInstrumentPartyRole (Optional)
[1062] NoUndlyInstrumentPartySubIDs (Optional)
[1063] UndlyInstrumentPartySubID (Optional)
[1064] UndlyInstrumentPartySubIDType (Optional)
[1039] UnderlyingSettlMethod (Optional)
[1069] SwapPoints (Optional)
[764] LegSecuritySubType (Optional)
[942] LegStrikeCurrency (Optional)
[999] LegUnitofMeasure (Optional)
[1001] LegTimeUnit (Optional)
[556] LegCurrency (Optional)
[740] LegPool (Optional)
[739] LegDatedDate (Optional)
[955] LegContractSettlMonth (Optional)
[956] LegInterestAccrualDate (Optional)
[1017] LegOptionRatio (Optional)
[1017] LegOptionRatio (Optional)
[687] LegQty (Optional)
[690] LegSwapType (Optional)
[683] NoLegStipulations (Optional)
[688] LegStipulationType (Optional)
[689] LegStipulationValue (Optional)
[670] NoLegAllocs (Optional)
[671] LegAllocAccount (Optional)
[672] LegIndividualAllocID (Optional)
[756] NoNested2PartyIDs (Optional)
[757] Nested2PartyID (Optional)
[758] Nested2PartyIDSource (Optional)
[759] Nested2PartyRole (Optional)
[806] NoNested2PartySubIDs (Optional)
[760] Nested2PartySubID (Optional)
[807] Nested2PartySubIDType (Optional)
[673] LegAllocQty (Optional)
[674] LegAllocAcctIDSource (Optional)
[675] LegSettlCurrency (Optional)
[804] NoNestedPartySubIDs (Optional)
[805] NestedPartySubIDType (Optional)
[685] LegOrderQty (Optional)
[854] QtyType (Optional)
[1092] PriceProtectionScope (Optional)
[1100] TriggerType (Optional)
[1101] TriggerAction (Optional)
[1102] TriggerPrice (Optional)
[1103] TriggerSymbol (Optional)
[1104] TriggerSecurityID (Optional)
[1105] TriggerSecurityIDSource (Optional)
[1106] TriggerSecurityDesc (Optional)
[1107] TriggerPriceType (Optional)
[1108] TriggerPriceTypeScope (Optional)
[1109] TriggerPriceDirection (Optional)
[1110] TriggerNewPrice (Optional)
[1111] TriggerOrderType (Optional)
[1112] TriggerNewQty (Optional)
[1113] TriggerTradingSessionID (Optional)
[1114] TriggerTradingSessionSubID (Optional)
[1091] PreTradeAnonymity (Optional)
[775] BookingType (Optional)
[1094] PegPriceType (Optional)
[835] PegMoveType (Optional)
[836] PegOffsetType (Optional)
[837] PegLimitType (Optional)
[838] PegRoundDirection (Optional)
[840] PegScope (Optional)
[1096] PegSecurityIDSource (Optional)
[1097] PegSecurityID (Optional)
[1098] PegSymbol (Optional)
[1099] PegSecurityDesc (Optional)
[841] DiscretionMoveType (Optional)
[842] DiscretionOffsetType (Optional)
[843] DiscretionLimitType (Optional)
[844] DiscretionRoundDirection (Optional)
[846] DiscretionScope (Optional)
[847] TargetStrategy (Optional)
[957] NoStrategyParameters (Optional)
[958] StrategyParameterName (Optional)
[959] StrategyParameterType (Optional)
[960] StrategyParameterValue (Optional)
[848] TargetStrategyParameters (Optional)
[849] ParticipationRate (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
[585] MassStatusReqType Values 1 = Status for orders for a security
2 = Status for orders for an Underlying security
3 = Status for orders for a Product
4 = Status for orders for a CFICode
5 = Status for orders for a SecurityType
6 = Status for orders for a trading session
8 = Status for orders for a PartyID
7 = Status for all orders
1 = Status for orders for a security
Security
2 = Status for orders for an Underlying security
Security
3 = Status for orders for a Product
4 = Status for orders for a CFICode
5 = Status for orders for a SecurityType
6 = Status for orders for a trading session
7 = Status for all orders
8 = Status for orders for a PartyID
7 = Status for all orders
[447] PartyIDSource Values 5 = Chinese B Share (Shezhen and Shanghai)
8 = US Employer Identification Number
A = Australian Tax File Number
9 = Australian Business Number
E = ISO Country Code
B = BIC (Bank Identification CodeSwift managed) code (ISO 9362 - See Appendix 6-B)
7 = US Social Security Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
6 = UK National Insurance or Pension Number
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
5 6 = Chinese B Share (Shezhen and Shanghai)
UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification or Tax ID Number
9 = Australian Business
Number
A = Australian Tax File Number
9 = Australian Business Number
E = ISO Country Code
B = BIC (Bank Identification CodeSwift managed) code (ISO 9362 - See Appendix 6-B)
7 = US Social Security Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
QFII/FID
3 = Taiwanese Trading Account
Acct
4 = Malaysian Central Depository (MCD) number
6 5 = UK National Insurance or Pension Number
Chinese Investor ID
I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B = BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary / Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)
[452] PartyRole Values 15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
5 = Investor ID
6 = Introducing Firm
14 = Giveup Clearing Firm (firm to which trade is given up)
8 = Locate/Lending Firm (for short-sales)
9 = Fund manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside firm)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
14 7 = Giveup Clearing Firm (firm to which trade is given up)
Entering Firm
8 = Locate/Lending Locate / Lending Firm (for short-sales)
9 = Fund manager Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside buy-side firm)
4 14 = Giveup Clearing Firm (formerly FIX 4.2 ClearingFirm)
(firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 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 A = Exchange Bloomberg Symbol
7 B = ISO Country Code
6
Wertpapier
C
= ISO Currency Code
5
Dutch
D
= RIC code
4
Valoren
E
= ISIN number
Sicovam
F = Belgian
G = Common "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[460] Product Values 8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
3 = CORPORATE
4 = CURRENCY
2 = COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
9 = MONEYMARKET
5 = EQUITY
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
2 5 = COMMODITY
EQUITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
5 10 = EQUITY
MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
[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 FUT = Commercial Paper
VRDN
Future
OPT
= Variable Rate Demand Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Note
PZFJ PEF = Plazos Fijos
PN
Private Export Funding *
SUPRA
= Promissory Note
ONITE
USD Supranational Coupons *
CORP
= Overnight
MTN
Corporate Bond
CPP
= Medium Term Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Notes
TECP YANK = Tax Exempt Commercial Paper
AMENDED
Yankee Corporate Bond
FOR
= Amended & Restated
Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TBILL = US Treasury Bill
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Of Credit
SWING = Swing Line Facility
DINP = Debtor in In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN REPLACD = Liquidity Note
Replaced
MATURED = Matured
DN AMENDED = Deposit Notes
Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Of Exchanges
CD = Certificate of Of Deposit
CL = Call Loans
REPLACD CP = Replaced
MT
Commercial Paper
DN
= Mandatory Tender
RVLVTRM
Deposit Notes
EUCD
= Revolver/Term Loan
Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Be Announced
AN = Other Anticipation Notes BAN, (BAN, GAN, etc.
MIO
)
COFO
= Mortgage Interest Only
Certificate Of Obligation
COFP = Certificate of Of Participation
MBS GO = Mortgage-backed Securities
General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO TECP = Certificate of Obligation
TD
Tax Exempt Commercial Paper
TRAN
= Time Deposit
GO
Tax Revenue Anticipation Note
VRDN
= General Obligation Bonds
?
Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry (used Entry (was "?" in 4.4, used on Security Definition Request message)
WAR CASH = 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
Cash
[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
exxmpt
B
= Sell short
7
"As Defined" (for use with multileg instruments)
C
= Undisclosed (valid for IOI and List Order messages only)
"Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 5.0 Standards - Original
[802] NoPartySubIDs (Optional)
[803] PartySubIDType (Optional)
[660] AcctIDSource (Optional)
[762] SecuritySubType (Optional)
[1079] MaturityTime (Optional)
[201] PutOrCall (Optional)
[966] SettleOnOpenFlag (Optional)
[1049] InstrmtAssignmentMethod (Optional)
[965] SecurityStatus (Optional)
[947] StrikeCurrency (Optional)
[967] StrikeMultiplier (Optional)
[968] StrikeValue (Optional)
[969] MinPriceIncrement (Optional)
[996] UnitofMeasure (Optional)
[997] TimeUnit (Optional)
[970] PositionLimit (Optional)
[971] NTPositionLimit (Optional)
[691] Pool (Optional)
[667] ContractSettlMonth (Optional)
[875] CPProgram (Optional)
[876] CPRegType (Optional)
[864] NoEvents (Optional)
[865] EventType (Optional)
[866] EventDate (Optional)
[867] EventPx (Optional)
[868] EventText (Optional)
[873] DatedDate (Optional)
[874] InterestAccrualDate (Optional)
[1018] NoInstrumentParties (Optional)
[1019] InstrumentPartyID (Optional)
[1050] InstrumentPartyIDSource (Optional)
[1051] InstrumentPartyRole (Optional)
[1052] NoInstrumentPartySubIDs (Optional)
[1053] InstrumentPartySubID (Optional)
[1054] InstrumentPartySubIDType (Optional)
[763] UnderlyingSecuritySubType (Optional)
[941] UnderlyingStrikeCurrency (Optional)
[998] UnderlyingUnitofMeasure (Optional)
[1000] UnderlyingTimeUnit (Optional)
[877] UnderlyingCPProgram (Optional)
[878] UnderlyingCPRegType (Optional)
[972] UnderlyingAllocationPercent (Optional)
[318] UnderlyingCurrency (Optional)
[879] UnderlyingQty (Optional)
[975] UnderlyingSettlementType (Optional)
[973] UnderlyingCashAmount (Optional)
[974] UnderlyingCashType (Optional)
[810] UnderlyingPx (Optional)
[882] UnderlyingDirtyPrice (Optional)
[883] UnderlyingEndPrice (Optional)
[884] UnderlyingStartValue (Optional)
[885] UnderlyingCurrentValue (Optional)
[886] UnderlyingEndValue (Optional)
[887] NoUnderlyingStips (Optional)
[888] UnderlyingStipType (Optional)
[889] UnderlyingStipValue (Optional)
[1044] UnderlyingAdjustedQuantity (Optional)
[1045] UnderlyingFXRate (Optional)
[1046] UnderlyingFXRateCalc (Optional)
[1038] UnderlyingCapValue (Optional)
[1058] NoUndlyInstrumentParties (Optional)
[1059] UndlyInstrumentPartyID (Optional)
[1060] UndlyInstrumentPartyIDSource (Optional)
[1061] UndlyInstrumentPartyRole (Optional)
[1062] NoUndlyInstrumentPartySubIDs (Optional)
[1063] UndlyInstrumentPartySubID (Optional)
[1064] UndlyInstrumentPartySubIDType (Optional)
[1039] UnderlyingSettlMethod (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
[658] QuoteRequestRejectReason Values 1 = Unknown symbol (Security)
2 = Exchange (Security) closed
3 = Quote Request exceeds limit
4 = Too late to enter
5 = Invalid price
6 = Not authorized to request quote
1 = Unknown symbol Symbol (Security)
2 = Exchange (Security) closed
Closed
3 = Quote Request exceeds limit
Exceeds Limit
4 = Too late Late to enter
5 = Invalid price
Price
6 = Not authorized to request quote
Authorized To Request Quote
7 = No Match For Inquiry
8 = No Market For Instrument
9 = No Inventory
10 = Pass
11 = Insufficient credit
99 = Other
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 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 A = Exchange Bloomberg Symbol
7 B = ISO Country Code
6
Wertpapier
C
= ISO Currency Code
5
Dutch
D
= RIC code
4
Valoren
E
= ISIN number
Sicovam
F = Belgian
G = Common "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[460] Product Values 8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
3 = CORPORATE
4 = CURRENCY
2 = COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
9 = MONEYMARKET
5 = EQUITY
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
2 5 = COMMODITY
EQUITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
5 10 = EQUITY
MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
[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 FUT = Commercial Paper
VRDN
Future
OPT
= Variable Rate Demand Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Note
PZFJ PEF = Plazos Fijos
PN
Private Export Funding *
SUPRA
= Promissory Note
ONITE
USD Supranational Coupons *
CORP
= Overnight
MTN
Corporate Bond
CPP
= Medium Term Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Notes
TECP YANK = Tax Exempt Commercial Paper
AMENDED
Yankee Corporate Bond
FOR
= Amended & Restated
Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TBILL = US Treasury Bill
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Of Credit
SWING = Swing Line Facility
DINP = Debtor in In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN REPLACD = Liquidity Note
Replaced
MATURED = Matured
DN AMENDED = Deposit Notes
Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Of Exchanges
CD = Certificate of Of Deposit
CL = Call Loans
REPLACD CP = Replaced
MT
Commercial Paper
DN
= Mandatory Tender
RVLVTRM
Deposit Notes
EUCD
= Revolver/Term Loan
Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Be Announced
AN = Other Anticipation Notes BAN, (BAN, GAN, etc.
MIO
)
COFO
= Mortgage Interest Only
Certificate Of Obligation
COFP = Certificate of Of Participation
MBS GO = Mortgage-backed Securities
General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO TECP = Certificate of Obligation
TD
Tax Exempt Commercial Paper
TRAN
= Time Deposit
GO
Tax Revenue Anticipation Note
VRDN
= General Obligation Bonds
?
Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry (used Entry (was "?" in 4.4, used on Security Definition Request message)
WAR CASH = 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
Cash
[303] QuoteRequestType Values 2 = Automatic
1 = Manual
1 = Manual
2 = Automatic
1 = Manual
[537] QuoteType Values 0 = Indicative
1 = Tradeable
2 = Restricted Tradeable
0 = Indicative
1 = Tradeable
2 = Restricted Tradeable
3 = Counter (tradeable)
[233] StipulationType Values ABS = Absolute Prepayment Speed
WALA = Weighted Average Loan Age (value in months)
WAM = Weighted Average Maturity (value in months)
CPR = Constant Prepayment Rate
HEP = final CPR of Home Equity Prepayment Curve
WAL = Weighted Average Life (value in months)
MHP = % of Manufactured Housing Prepayment Curve
SMM = Single Monthly Mortality
MPR = Monthly Prepayment Rate
PSA = % of BMA Prepayment Curve
PPC = % of Prospectus Prepayment Curve
CPP = Constant Prepayment Penalty
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
CPY = Constant Prepayment Yield
WAC = Weighted Average Coupon (value in percent)
ISSUE = Year of Issue
MAT = Maturity Year
PIECES = Number of Pieces
PMAX = Pools Maximum
PPM = Pools per Million
PPL = Pools per Lot
PPT = Pools per Trade
PROD = Production Year
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
GEOG = Geographics
ABS AMT = Absolute Prepayment Speed
WALA
Alternative Minimum Tax (Y/N)
AUTOREINV
= Weighted Average Loan Age (value in months)
WAM
Auto Reinvestment at or better
BANKQUAL
= Weighted Average Maturity (value in months)
CPR
Bank qualified (Y/N)
BGNCON
= Constant Prepayment Rate
HEP
Bargain conditions (see StipulationValue (234) for values)
COUPON
= final CPR Coupon range
CURRENCY = ISO Currency Code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % range (ex. 234=CA 0-80 [minimum
of Home Equity Prepayment Curve
WAL
80% California assets])
HAIRCUT
= Weighted Average Life (value in months)
MHP
Valuation Discount
INSURED
= % Insured (Y/N)
ISSUE = Year Or Year/Month
of Manufactured Housing Prepayment Curve
SMM
Issue (ex. 234=2002/09)
ISSUER
= Single Monthly Mortality
MPR
Issuer's ticker
ISSUESIZE
= Monthly Prepayment Rate
PSA
issue size range
LOOKBACK
= % of BMA Prepayment Curve
PPC
Lookback Days
LOT
= % of Prospectus Prepayment Curve
CPP = Constant Prepayment Penalty
Explicit lot identifier
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
CPY = Constant Prepayment Yield
WAC = Weighted Average Coupon (value in percent)
ISSUE = Year of Issue
MAT = Maturity Year
Year And Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINDNOM = Minimum denomination
MININCR = Minimum increment
MINQTY = Minimum quantity
PAYFREQ = Payment frequency, calendar
PIECES = Number of Of Pieces
PMAX = Pools Maximum
PPL = Pools per Lot
PPM = Pools per Million
PPL = Pools per Lot
PPT = Pools per Trade
PRICE = Price Range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (Y/N)
SECTOR = Market Sector
SECTYPE = Security Type included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform Text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
GEOG WAC = Geographics
Weighted Average Coupon - value in percent (exact or range) plus "Gross" or "Net" of servicing spread (the default) (ex. 234=6.5-Net [minimum of 6.5% net of servicing fee])
WAL = Weighted Average Life Coupon - value in percent (exact or range)
WALA = Weighted Average Loan Age - value in months (exact or range)
WAM = Weighted Average Maturity - value in months (exact or range)
WHOLE = Whole Pool (Y/N)
YIELD = Yield Range
ABS = Absolute Prepayment Speed
CPP = Constant Prepayment Penalty
CPR = Constant Prepayment Rate
CPY = Constant Prepayment Yield
HEP = final CPR of Home Equity Prepayment Curve
MHP = Percent of Manufactured Housing Prepayment Curve
MPR = Monthly Prepayment Rate
PPC = Percent of Prospectus Prepayment Curve
PSA = Percent of BMA Prepayment Curve
SMM = Single Monthly Mortality
[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
exxmpt
B
= Sell short
7
"As Defined" (for use with multileg instruments)
C
= Undisclosed (valid for IOI and List Order messages only)
"Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
[63] SettlType Values 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
0 = Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1 = Cash (TOD / T+0)
2 = Next Day (TOM / T+1)
3 = T+2
4 = T+3
5 = T+4
A = T+1
6 = Future
3 = T+2
2 = Next Day
8 = Sellers Option
1 = Cash
7 = When And If Issued
0 8 = Regular
Sellers Option
9 = T+ 5
4
T+5
B
= T+3
Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
[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
Stop / Stop Loss
4 = Stop limit
Limit
5 = Market on close (Deprecated)
On Close (No longer used)
6 = With or without
Or Without
7 = Limit or better
Or Better
8 = Limit with or without
With Or Without
9 = On basis
Basis
A = On close (Deprecated)
1
Close (No longer used)
B
= Market
Limit On Close (No longer used)
C = Forex - Market (Deprecated)
F
(No longer used)
D
= Forex - Limit (Deprecated)
Previously Quoted
E = Previously indicated
Indicated
F = Forex Limit (No longer used)
G = Forex - Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit Day Order day order with unexecuted portion handled handles as Market On Close. e.E.g. Japan)
J = Market If Touched (MIT)
K = Market with Leftover With Left Over as Limit (market order then with unexecuted quantity becomes becoming limit order at last price)
L = Previous Fund Valuation Point (Historic pricing) (for pricing; for CIV)
M = Next Fund Valuation Point (Forward pricing) (for pricing; for CIV)
P = Pegged
B Q = Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)
Counter-order selection
[221] BenchmarkCurveName Values SWAP = SWAP
LIBID = LIBID
OTHER = OTHER
Treasury = Treasury
Euribor = Euribor
Pfandbrief = Pfandbriefe
FutureSWAP = FutureSWAP
MuniAAA = MuniAAA
LIBOR = LIBOR (London Inter-Bank Offers)
SWAP EONIA = SWAP
LIBID
EONIA
EUREPO
= LIBID
OTHER = OTHER
Treasury = Treasury
EUREPO
Euribor = Euribor
Pfandbrief = Pfandbriefe
FutureSWAP = FutureSWAP
MuniAAA LIBID = MuniAAA
LIBID
LIBOR = LIBOR (London Inter-Bank Offers)
Offer)
MuniAAA = MuniAAA
OTHER = OTHER
Pfandbrief = Pfandbriefe
SONIA = SONIA
SWAP = SWAP
Treasury = Treasury
[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)
1 = Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed Amount amount (absolute value)
1 = Percentage
4 = discount 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 Premium - percentage points over par
2 6 = per share (e.g. cents per share)
Spread (basis points spread)
7 = TED Price
8 = TED Yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 5.0 Standards - Original
[465] QuantityType (Optional) [762] SecuritySubType (Optional)
[1079] MaturityTime (Optional)
[201] PutOrCall (Optional)
[966] SettleOnOpenFlag (Optional)
[1049] InstrmtAssignmentMethod (Optional)
[965] SecurityStatus (Optional)
[947] StrikeCurrency (Optional)
[967] StrikeMultiplier (Optional)
[968] StrikeValue (Optional)
[969] MinPriceIncrement (Optional)
[996] UnitofMeasure (Optional)
[997] TimeUnit (Optional)
[970] PositionLimit (Optional)
[971] NTPositionLimit (Optional)
[691] Pool (Optional)
[667] ContractSettlMonth (Optional)
[875] CPProgram (Optional)
[876] CPRegType (Optional)
[864] NoEvents (Optional)
[865] EventType (Optional)
[866] EventDate (Optional)
[867] EventPx (Optional)
[868] EventText (Optional)
[873] DatedDate (Optional)
[874] InterestAccrualDate (Optional)
[1018] NoInstrumentParties (Optional)
[1019] InstrumentPartyID (Optional)
[1050] InstrumentPartyIDSource (Optional)
[1051] InstrumentPartyRole (Optional)
[1052] NoInstrumentPartySubIDs (Optional)
[1053] InstrumentPartySubID (Optional)
[1054] InstrumentPartySubIDType (Optional)
[913] AgreementDesc (Optional)
[914] AgreementID (Optional)
[915] AgreementDate (Optional)
[918] AgreementCurrency (Optional)
[788] TerminationType (Optional)
[916] StartDate (Optional)
[917] EndDate (Optional)
[919] DeliveryType (Optional)
[898] MarginRatio (Optional)
[711] NoUnderlyings (Optional)
[311] UnderlyingSymbol (Optional)
[312] UnderlyingSymbolSfx (Optional)
[309] UnderlyingSecurityID (Optional)
[305] UnderlyingSecurityIDSource (Optional)
[457] NoUnderlyingSecurityAltID (Optional)
[458] UnderlyingSecurityAltID (Optional)
[459] UnderlyingSecurityAltIDSource (Optional)
[462] UnderlyingProduct (Optional)
[463] UnderlyingCFICode (Optional)
[310] UnderlyingSecurityType (Optional)
[763] UnderlyingSecuritySubType (Optional)
[313] UnderlyingMaturityMonthYear (Optional)
[542] UnderlyingMaturityDate (Optional)
[315] UnderlyingPutOrCall (Optional)
[241] UnderlyingCouponPaymentDate (Optional)
[242] UnderlyingIssueDate (Optional)
[243] UnderlyingRepoCollateralSecurityType (Optional)
[244] UnderlyingRepurchaseTerm (Optional)
[245] UnderlyingRepurchaseRate (Optional)
[246] UnderlyingFactor (Optional)
[256] UnderlyingCreditRating (Optional)
[595] UnderlyingInstrRegistry (Optional)
[592] UnderlyingCountryOfIssue (Optional)
[593] UnderlyingStateOrProvinceOfIssue (Optional)
[594] UnderlyingLocaleOfIssue (Optional)
[247] UnderlyingRedemptionDate (Optional)
[316] UnderlyingStrikePrice (Optional)
[941] UnderlyingStrikeCurrency (Optional)
[317] UnderlyingOptAttribute (Optional)
[436] UnderlyingContractMultiplier (Optional)
[998] UnderlyingUnitofMeasure (Optional)
[1000] UnderlyingTimeUnit (Optional)
[435] UnderlyingCouponRate (Optional)
[308] UnderlyingSecurityExchange (Optional)
[306] UnderlyingIssuer (Optional)
[362] EncodedUnderlyingIssuerLen (Optional)
[363] EncodedUnderlyingIssuer (Optional)
[307] UnderlyingSecurityDesc (Optional)
[364] EncodedUnderlyingSecurityDescLen (Optional)
[365] EncodedUnderlyingSecurityDesc (Optional)
[877] UnderlyingCPProgram (Optional)
[878] UnderlyingCPRegType (Optional)
[972] UnderlyingAllocationPercent (Optional)
[318] UnderlyingCurrency (Optional)
[879] UnderlyingQty (Optional)
[975] UnderlyingSettlementType (Optional)
[973] UnderlyingCashAmount (Optional)
[974] UnderlyingCashType (Optional)
[810] UnderlyingPx (Optional)
[882] UnderlyingDirtyPrice (Optional)
[883] UnderlyingEndPrice (Optional)
[884] UnderlyingStartValue (Optional)
[885] UnderlyingCurrentValue (Optional)
[886] UnderlyingEndValue (Optional)
[887] NoUnderlyingStips (Optional)
[888] UnderlyingStipType (Optional)
[889] UnderlyingStipValue (Optional)
[1044] UnderlyingAdjustedQuantity (Optional)
[1045] UnderlyingFXRate (Optional)
[1046] UnderlyingFXRateCalc (Optional)
[1038] UnderlyingCapValue (Optional)
[1058] NoUndlyInstrumentParties (Optional)
[1059] UndlyInstrumentPartyID (Optional)
[1060] UndlyInstrumentPartyIDSource (Optional)
[1061] UndlyInstrumentPartyRole (Optional)
[1062] NoUndlyInstrumentPartySubIDs (Optional)
[1063] UndlyInstrumentPartySubID (Optional)
[1064] UndlyInstrumentPartySubIDType (Optional)
[1039] UnderlyingSettlMethod (Optional)
[854] QtyType (Optional)
[516] OrderPercent (Optional)
[468] RoundingDirection (Optional)
[469] RoundingModulus (Optional)
[1] Account (Optional)
[660] AcctIDSource (Optional)
[581] AccountType (Optional)
[555] NoLegs (Optional)
[600] LegSymbol (Optional)
[601] LegSymbolSfx (Optional)
[602] LegSecurityID (Optional)
[603] LegSecurityIDSource (Optional)
[604] NoLegSecurityAltID (Optional)
[605] LegSecurityAltID (Optional)
[606] LegSecurityAltIDSource (Optional)
[607] LegProduct (Optional)
[608] LegCFICode (Optional)
[609] LegSecurityType (Optional)
[764] LegSecuritySubType (Optional)
[610] LegMaturityMonthYear (Optional)
[611] LegMaturityDate (Optional)
[248] LegCouponPaymentDate (Optional)
[249] LegIssueDate (Optional)
[250] LegRepoCollateralSecurityType (Optional)
[251] LegRepurchaseTerm (Optional)
[252] LegRepurchaseRate (Optional)
[253] LegFactor (Optional)
[257] LegCreditRating (Optional)
[599] LegInstrRegistry (Optional)
[596] LegCountryOfIssue (Optional)
[597] LegStateOrProvinceOfIssue (Optional)
[598] LegLocaleOfIssue (Optional)
[254] LegRedemptionDate (Optional)
[612] LegStrikePrice (Optional)
[942] LegStrikeCurrency (Optional)
[613] LegOptAttribute (Optional)
[614] LegContractMultiplier (Optional)
[999] LegUnitofMeasure (Optional)
[1001] LegTimeUnit (Optional)
[615] LegCouponRate (Optional)
[616] LegSecurityExchange (Optional)
[617] LegIssuer (Optional)
[618] EncodedLegIssuerLen (Optional)
[619] EncodedLegIssuer (Optional)
[620] LegSecurityDesc (Optional)
[621] EncodedLegSecurityDescLen (Optional)
[622] EncodedLegSecurityDesc (Optional)
[623] LegRatioQty (Optional)
[624] LegSide (Optional)
[556] LegCurrency (Optional)
[740] LegPool (Optional)
[739] LegDatedDate (Optional)
[955] LegContractSettlMonth (Optional)
[956] LegInterestAccrualDate (Optional)
[1017] LegOptionRatio (Optional)
[566] LegPrice (Optional)
[1017] LegOptionRatio (Optional)
[566] LegPrice (Optional)
[687] LegQty (Optional)
[685] LegOrderQty (Optional)
[690] LegSwapType (Optional)
[587] LegSettlType (Optional)
[588] LegSettlDate (Optional)
[683] NoLegStipulations (Optional)
[688] LegStipulationType (Optional)
[689] LegStipulationValue (Optional)
[539] NoNestedPartyIDs (Optional)
[524] NestedPartyID (Optional)
[525] NestedPartyIDSource (Optional)
[538] NestedPartyRole (Optional)
[804] NoNestedPartySubIDs (Optional)
[545] NestedPartySubID (Optional)
[805] NestedPartySubIDType (Optional)
[676] LegBenchmarkCurveCurrency (Optional)
[677] LegBenchmarkCurveName (Optional)
[678] LegBenchmarkCurvePoint (Optional)
[679] LegBenchmarkPrice (Optional)
[680] LegBenchmarkPriceType (Optional)
[654] LegRefID (Optional)
[735] NoQuoteQualifiers (Optional)
[695] QuoteQualifier (Optional)
[692] QuotePriceType (Optional)
[662] BenchmarkPrice (Optional)
[663] BenchmarkPriceType (Optional)
[699] BenchmarkSecurityID (Optional)
[761] BenchmarkSecurityIDSource (Optional)
[701] YieldCalcDate (Optional)
[696] YieldRedemptionDate (Optional)
[697] YieldRedemptionPrice (Optional)
[698] YieldRedemptionPriceType (Optional)
[453] NoPartyIDs (Optional)
[448] PartyID (Optional)
[447] PartyIDSource (Optional)
[452] PartyRole (Optional)
[802] NoPartySubIDs (Optional)
[523] PartySubID (Optional)
[803] PartySubIDType (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
Intro In tradeable and restricted tradeable quoting markets – Quote Requests are issued by counterparties interested in ascertaining the market for an instrument. In tradeable and restricted tradeable quoting markets – Quote Requests are issued by counterparties interested in ascertaining the market for an instrument. Quote Requests are then distributed by the market to liquidity providers who make markets in the instrument. The RFQ Request is used by liquidity providers to indicate to the market for which instruments they are interested in receiving Quote Requests. It can be used to register interest in receiving quote requests for a single instrument or for multiple instruments

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 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 A = Exchange Bloomberg Symbol
7 B = ISO Country Code
6
Wertpapier
C
= ISO Currency Code
5
Dutch
D
= RIC code
4
Valoren
E
= ISIN number
Sicovam
F = Belgian
G = Common "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[460] Product Values 8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
3 = CORPORATE
4 = CURRENCY
2 = COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
9 = MONEYMARKET
5 = EQUITY
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
2 5 = COMMODITY
EQUITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
5 10 = EQUITY
MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
[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 FUT = Commercial Paper
VRDN
Future
OPT
= Variable Rate Demand Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Note
PZFJ PEF = Plazos Fijos
PN
Private Export Funding *
SUPRA
= Promissory Note
ONITE
USD Supranational Coupons *
CORP
= Overnight
MTN
Corporate Bond
CPP
= Medium Term Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Notes
TECP YANK = Tax Exempt Commercial Paper
AMENDED
Yankee Corporate Bond
FOR
= Amended & Restated
Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TBILL = US Treasury Bill
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Of Credit
SWING = Swing Line Facility
DINP = Debtor in In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN REPLACD = Liquidity Note
Replaced
MATURED = Matured
DN AMENDED = Deposit Notes
Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Of Exchanges
CD = Certificate of Of Deposit
CL = Call Loans
REPLACD CP = Replaced
MT
Commercial Paper
DN
= Mandatory Tender
RVLVTRM
Deposit Notes
EUCD
= Revolver/Term Loan
Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Be Announced
AN = Other Anticipation Notes BAN, (BAN, GAN, etc.
MIO
)
COFO
= Mortgage Interest Only
Certificate Of Obligation
COFP = Certificate of Of Participation
MBS GO = Mortgage-backed Securities
General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO TECP = Certificate of Obligation
TD
Tax Exempt Commercial Paper
TRAN
= Time Deposit
GO
Tax Revenue Anticipation Note
VRDN
= General Obligation Bonds
?
Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry (used Entry (was "?" in 4.4, used on Security Definition Request message)
WAR CASH = 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
Cash
[303] QuoteRequestType Values 2 = Automatic
1 = Manual
1 = Manual
2 = Automatic
1 = Manual
[537] QuoteType Values 0 = Indicative
1 = Tradeable
2 = Restricted Tradeable
0 = Indicative
1 = Tradeable
2 = Restricted Tradeable
3 = Counter (tradeable)
[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 5.0 Standards - Original
[762] SecuritySubType (Optional)
[1079] MaturityTime (Optional)
[201] PutOrCall (Optional)
[966] SettleOnOpenFlag (Optional)
[1049] InstrmtAssignmentMethod (Optional)
[965] SecurityStatus (Optional)
[947] StrikeCurrency (Optional)
[967] StrikeMultiplier (Optional)
[968] StrikeValue (Optional)
[969] MinPriceIncrement (Optional)
[996] UnitofMeasure (Optional)
[997] TimeUnit (Optional)
[970] PositionLimit (Optional)
[971] NTPositionLimit (Optional)
[691] Pool (Optional)
[667] ContractSettlMonth (Optional)
[875] CPProgram (Optional)
[876] CPRegType (Optional)
[864] NoEvents (Optional)
[865] EventType (Optional)
[866] EventDate (Optional)
[867] EventPx (Optional)
[868] EventText (Optional)
[873] DatedDate (Optional)
[874] InterestAccrualDate (Optional)
[1018] NoInstrumentParties (Optional)
[1019] InstrumentPartyID (Optional)
[1050] InstrumentPartyIDSource (Optional)
[1051] InstrumentPartyRole (Optional)
[1052] NoInstrumentPartySubIDs (Optional)
[1053] InstrumentPartySubID (Optional)
[1054] InstrumentPartySubIDType (Optional)
[711] NoUnderlyings (Optional)
[311] UnderlyingSymbol (Optional)
[312] UnderlyingSymbolSfx (Optional)
[309] UnderlyingSecurityID (Optional)
[305] UnderlyingSecurityIDSource (Optional)
[457] NoUnderlyingSecurityAltID (Optional)
[458] UnderlyingSecurityAltID (Optional)
[459] UnderlyingSecurityAltIDSource (Optional)
[462] UnderlyingProduct (Optional)
[463] UnderlyingCFICode (Optional)
[310] UnderlyingSecurityType (Optional)
[763] UnderlyingSecuritySubType (Optional)
[313] UnderlyingMaturityMonthYear (Optional)
[542] UnderlyingMaturityDate (Optional)
[315] UnderlyingPutOrCall (Optional)
[241] UnderlyingCouponPaymentDate (Optional)
[242] UnderlyingIssueDate (Optional)
[243] UnderlyingRepoCollateralSecurityType (Optional)
[244] UnderlyingRepurchaseTerm (Optional)
[245] UnderlyingRepurchaseRate (Optional)
[246] UnderlyingFactor (Optional)
[256] UnderlyingCreditRating (Optional)
[595] UnderlyingInstrRegistry (Optional)
[592] UnderlyingCountryOfIssue (Optional)
[593] UnderlyingStateOrProvinceOfIssue (Optional)
[594] UnderlyingLocaleOfIssue (Optional)
[247] UnderlyingRedemptionDate (Optional)
[316] UnderlyingStrikePrice (Optional)
[941] UnderlyingStrikeCurrency (Optional)
[317] UnderlyingOptAttribute (Optional)
[436] UnderlyingContractMultiplier (Optional)
[998] UnderlyingUnitofMeasure (Optional)
[1000] UnderlyingTimeUnit (Optional)
[435] UnderlyingCouponRate (Optional)
[308] UnderlyingSecurityExchange (Optional)
[306] UnderlyingIssuer (Optional)
[362] EncodedUnderlyingIssuerLen (Optional)
[363] EncodedUnderlyingIssuer (Optional)
[307] UnderlyingSecurityDesc (Optional)
[364] EncodedUnderlyingSecurityDescLen (Optional)
[365] EncodedUnderlyingSecurityDesc (Optional)
[877] UnderlyingCPProgram (Optional)
[878] UnderlyingCPRegType (Optional)
[972] UnderlyingAllocationPercent (Optional)
[318] UnderlyingCurrency (Optional)
[879] UnderlyingQty (Optional)
[975] UnderlyingSettlementType (Optional)
[973] UnderlyingCashAmount (Optional)
[974] UnderlyingCashType (Optional)
[810] UnderlyingPx (Optional)
[882] UnderlyingDirtyPrice (Optional)
[883] UnderlyingEndPrice (Optional)
[884] UnderlyingStartValue (Optional)
[885] UnderlyingCurrentValue (Optional)
[886] UnderlyingEndValue (Optional)
[887] NoUnderlyingStips (Optional)
[888] UnderlyingStipType (Optional)
[889] UnderlyingStipValue (Optional)
[1044] UnderlyingAdjustedQuantity (Optional)
[1045] UnderlyingFXRate (Optional)
[1046] UnderlyingFXRateCalc (Optional)
[1038] UnderlyingCapValue (Optional)
[1058] NoUndlyInstrumentParties (Optional)
[1059] UndlyInstrumentPartyID (Optional)
[1060] UndlyInstrumentPartyIDSource (Optional)
[1061] UndlyInstrumentPartyRole (Optional)
[1062] NoUndlyInstrumentPartySubIDs (Optional)
[1063] UndlyInstrumentPartySubID (Optional)
[1064] UndlyInstrumentPartySubIDType (Optional)
[1039] UnderlyingSettlMethod (Optional)
[555] NoLegs (Optional)
[600] LegSymbol (Optional)
[601] LegSymbolSfx (Optional)
[602] LegSecurityID (Optional)
[603] LegSecurityIDSource (Optional)
[604] NoLegSecurityAltID (Optional)
[605] LegSecurityAltID (Optional)
[606] LegSecurityAltIDSource (Optional)
[607] LegProduct (Optional)
[608] LegCFICode (Optional)
[609] LegSecurityType (Optional)
[764] LegSecuritySubType (Optional)
[610] LegMaturityMonthYear (Optional)
[611] LegMaturityDate (Optional)
[248] LegCouponPaymentDate (Optional)
[249] LegIssueDate (Optional)
[250] LegRepoCollateralSecurityType (Optional)
[251] LegRepurchaseTerm (Optional)
[252] LegRepurchaseRate (Optional)
[253] LegFactor (Optional)
[257] LegCreditRating (Optional)
[599] LegInstrRegistry (Optional)
[596] LegCountryOfIssue (Optional)
[597] LegStateOrProvinceOfIssue (Optional)
[598] LegLocaleOfIssue (Optional)
[254] LegRedemptionDate (Optional)
[612] LegStrikePrice (Optional)
[942] LegStrikeCurrency (Optional)
[613] LegOptAttribute (Optional)
[614] LegContractMultiplier (Optional)
[999] LegUnitofMeasure (Optional)
[1001] LegTimeUnit (Optional)
[615] LegCouponRate (Optional)
[616] LegSecurityExchange (Optional)
[617] LegIssuer (Optional)
[618] EncodedLegIssuerLen (Optional)
[619] EncodedLegIssuer (Optional)
[620] LegSecurityDesc (Optional)
[621] EncodedLegSecurityDescLen (Optional)
[622] EncodedLegSecurityDesc (Optional)
[623] LegRatioQty (Optional)
[624] LegSide (Optional)
[556] LegCurrency (Optional)
[740] LegPool (Optional)
[739] LegDatedDate (Optional)
[955] LegContractSettlMonth (Optional)
[956] LegInterestAccrualDate (Optional)
[1017] LegOptionRatio (Optional)
[566] LegPrice (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
Intro The news message is a general free format message between the broker and institution. The news message is a general free format message between the broker and institution. The message contains flags to identify the news item's urgency and to allow sorting by subject company (symbol). The News message can be originated at either the broker or institution side, or exchanges and other marketplace venues.

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
[61] Urgency Values 1 = Flash
2 = Background
0 = Normal
0 = Normal
1 = Flash
2 = Background
0 = Normal
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 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 A = Exchange Bloomberg Symbol
7 B = ISO Country Code
6
Wertpapier
C
= ISO Currency Code
5
Dutch
D
= RIC code
4
Valoren
E
= ISIN number
Sicovam
F = Belgian
G = Common "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[460] Product Values 8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
3 = CORPORATE
4 = CURRENCY
2 = COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
9 = MONEYMARKET
5 = EQUITY
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
2 5 = COMMODITY
EQUITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
5 10 = EQUITY
MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
[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 FUT = Commercial Paper
VRDN
Future
OPT
= Variable Rate Demand Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Note
PZFJ PEF = Plazos Fijos
PN
Private Export Funding *
SUPRA
= Promissory Note
ONITE
USD Supranational Coupons *
CORP
= Overnight
MTN
Corporate Bond
CPP
= Medium Term Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Notes
TECP YANK = Tax Exempt Commercial Paper
AMENDED
Yankee Corporate Bond
FOR
= Amended & Restated
Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TBILL = US Treasury Bill
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Of Credit
SWING = Swing Line Facility
DINP = Debtor in In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN REPLACD = Liquidity Note
Replaced
MATURED = Matured
DN AMENDED = Deposit Notes
Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Of Exchanges
CD = Certificate of Of Deposit
CL = Call Loans
REPLACD CP = Replaced
MT
Commercial Paper
DN
= Mandatory Tender
RVLVTRM
Deposit Notes
EUCD
= Revolver/Term Loan
Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Be Announced
AN = Other Anticipation Notes BAN, (BAN, GAN, etc.
MIO
)
COFO
= Mortgage Interest Only
Certificate Of Obligation
COFP = Certificate of Of Participation
MBS GO = Mortgage-backed Securities
General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO TECP = Certificate of Obligation
TD
Tax Exempt Commercial Paper
TRAN
= Time Deposit
GO
Tax Revenue Anticipation Note
VRDN
= General Obligation Bonds
?
Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
OOF = Options on Futures
OOP = Options on Physical
WLD
= Wildcard entry (used Entry (was "?" in 4.4, used on Security Definition Request message)
WAR CASH = 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
Cash

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 5.0 Standards - Original
[762] SecuritySubType (Optional)
[1079] MaturityTime (Optional)
[201] PutOrCall (Optional)
[966] SettleOnOpenFlag (Optional)
[1049] InstrmtAssignmentMethod (Optional)
[965] SecurityStatus (Optional)
[947] StrikeCurrency (Optional)
[967] StrikeMultiplier (Optional)
[968] StrikeValue (Optional)
[969] MinPriceIncrement (Optional)
[996] UnitofMeasure (Optional)
[997] TimeUnit (Optional)
[970] PositionLimit (Optional)
[971] NTPositionLimit (Optional)
[691] Pool (Optional)
[667] ContractSettlMonth (Optional)
[875] CPProgram (Optional)
[876] CPRegType (Optional)
[864] NoEvents (Optional)
[865] EventType (Optional)
[866] EventDate (Optional)
[867] EventPx (Optional)
[868] EventText (Optional)
[873] DatedDate (Optional)
[874] InterestAccrualDate (Optional)
[1018] NoInstrumentParties (Optional)
[1019] InstrumentPartyID (Optional)
[1050] InstrumentPartyIDSource (Optional)
[1051] InstrumentPartyRole (Optional)
[1052] NoInstrumentPartySubIDs (Optional)
[1053] InstrumentPartySubID (Optional)
[1054] InstrumentPartySubIDType (Optional)
[555] NoLegs (Optional)
[600] LegSymbol (Optional)
[601] LegSymbolSfx (Optional)
[602] LegSecurityID (Optional)
[603] LegSecurityIDSource (Optional)
[604] NoLegSecurityAltID (Optional)
[605] LegSecurityAltID (Optional)
[606] LegSecurityAltIDSource (Optional)
[607] LegProduct (Optional)
[608] LegCFICode (Optional)
[609] LegSecurityType (Optional)
[764] LegSecuritySubType (Optional)
[610] LegMaturityMonthYear (Optional)
[611] LegMaturityDate (Optional)
[248] LegCouponPaymentDate (Optional)
[249] LegIssueDate (Optional)
[250] LegRepoCollateralSecurityType (Optional)
[251] LegRepurchaseTerm (Optional)
[252] LegRepurchaseRate (Optional)
[253] LegFactor (Optional)
[257] LegCreditRating (Optional)
[599] LegInstrRegistry (Optional)
[596] LegCountryOfIssue (Optional)
[597] LegStateOrProvinceOfIssue (Optional)
[598] LegLocaleOfIssue (Optional)
[254] LegRedemptionDate (Optional)
[612] LegStrikePrice (Optional)
[942] LegStrikeCurrency (Optional)
[613] LegOptAttribute (Optional)
[614] LegContractMultiplier (Optional)
[999] LegUnitofMeasure (Optional)
[1001] LegTimeUnit (Optional)
[615] LegCouponRate (Optional)
[616] LegSecurityExchange (Optional)
[617] LegIssuer (Optional)
[618] EncodedLegIssuerLen (Optional)
[619] EncodedLegIssuer (Optional)
[620] LegSecurityDesc (Optional)
[621] EncodedLegSecurityDescLen (Optional)
[622] EncodedLegSecurityDesc (Optional)
[623] LegRatioQty (Optional)
[624] LegSide (Optional)
[556] LegCurrency (Optional)
[740] LegPool (Optional)