Spec Comparison Results

FIX Protocol - FIX 5.0 Standards - Original

- vs -

Important Differences (Look closely - development may be required)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Blacklined]
[1094] PegPriceType Values 1 = Last peg (last sale)
2 = Mid-price peg (midprice of inside quote)
3 = Opening peg
4 = Market peg
5 = Primary peg (primary market - buy at bid or sell at offer)
6 = Fixed Peg to Local best bid or offer at time of order
7 = Peg to VWAP
8 = Trailing Stop Peg
9 = Peg to Limit Price
1 = Last peg (last sale)
2 = Mid-price peg (midprice of inside quote)
3 = Opening peg
4 = Market peg
5 = Primary peg (primary market - buy at bid or sell at offer)
6 = Fixed Peg to Local best bid or offer at time of order
7 = Peg to VWAP
8 = Trailing Stop Peg
9 = Peg to Limit Price

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Blacklined]
[1094] PegPriceType Values 1 = Last peg (last sale)
2 = Mid-price peg (midprice of inside quote)
3 = Opening peg
4 = Market peg
5 = Primary peg (primary market - buy at bid or sell at offer)
6 = Fixed Peg to Local best bid or offer at time of order
7 = Peg to VWAP
8 = Trailing Stop Peg
9 = Peg to Limit Price
1 = Last peg (last sale)
2 = Mid-price peg (midprice of inside quote)
3 = Opening peg
4 = Market peg
5 = Primary peg (primary market - buy at bid or sell at offer)
6 = Fixed Peg to Local best bid or offer at time of order
7 = Peg to VWAP
8 = Trailing Stop Peg
9 = Peg to Limit Price

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Blacklined]
[574] MatchType Values 60 = One-Party Privately Negotiated Trade Report
61 = Two-Party Privately Negotiated Trade Report
62 = Continuous Auto-match
63 = Cross Auction
64 = Counter-Order Selection
65 = Call Auction
M3 = ACT Accepted Trade
M4 = ACT Default Trade
M5 = ACT Default After M2
M6 = ACT M6 Match
A1 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window)
A2 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus four badges
A3 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges and execution time (within two-minute window)
A4 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges
A5 = Exact match on Trade Date, Stock Symbol, Quantity, Price, TradeType, and Special Trade Indicator plus execution time (within two-minute window)
AQ = Compared records resulting from stamped advisories or specialist accepts/pair-offs
S1 = Summarized match using A1 exact match criteria except quantity is summaried
S2 = Summarized match using A2 exact match criteria except quantity is summarized
S3 = Summarized match using A3 exact match criteria except quantity is summarized
S4 = Summarized match using A4 exact match criteria except quantity is summarized
S5 = Summarized match using A5 exact match criteria except quantity is summarized
M1 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match
M2 = Summarized match minus badges and times: ACT M2 Match
MT = OCS Locked In: Non-ACT
1 = One-Party Trade Report (privately negotiated trade)
2 = Two-Party Trade Report (privately negotiated trade)
3 = Confirmed Trade Report (reporting from recognized markets)
4 = Auto-match
5 = Cross Auction
6 = Counter-Order Selection
7 = Call Auction
60 1 = One-Party Privately Negotiated Trade Report
61
Report (privately negotiated trade)
2
= Two-Party Privately Negotiated Trade Report
62
Report (privately negotiated trade)
3
= Continuous Confirmed Trade Report (reporting from recognized markets)
4 =
Auto-match
63 5 = Cross Auction
64 6 = Counter-Order Selection
65 7 = Call Auction
8 = Issuing/Buy Back
Auction
M3 = ACT Accepted Trade
M4 = ACT Default Trade
M5 = ACT Default After M2
M6 = ACT M6 Match
A1 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window)
A2 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus four badges
A3 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges and execution time (within two-minute window)
A4 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges
A5 = Exact match on Trade Date, Stock Symbol, Quantity, Price, TradeType, and Special Trade Indicator plus execution time (within two-minute window)
AQ = Compared records resulting from stamped advisories or specialist accepts/pair-offs
S1 = Summarized match using A1 exact match criteria except quantity is summaried
S2 = Summarized match using A2 exact match criteria except quantity is summarized
S3 = Summarized match using A3 exact match criteria except quantity is summarized
S4 = Summarized match using A4 exact match criteria except quantity is summarized
S5 = Summarized match using A5 exact match criteria except quantity is summarized
M1 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match
M2 = Summarized match minus badges and times: ACT M2 Match
MT = OCS Locked In: Non-ACT
1 = One-Party Trade Report (privately negotiated trade)
2 = Two-Party Trade Report (privately negotiated trade)
3 = Confirmed Trade Report (reporting from recognized markets)
4 = Auto-match
5 = Cross Auction
6 = Counter-Order Selection
7 = Call Auction

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Blacklined]
[909] CollInquiryID Reqd Optional OptionalMandatory

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Blacklined]
[574] MatchType Values 60 = One-Party Privately Negotiated Trade Report
61 = Two-Party Privately Negotiated Trade Report
62 = Continuous Auto-match
63 = Cross Auction
64 = Counter-Order Selection
65 = Call Auction
M3 = ACT Accepted Trade
M4 = ACT Default Trade
M5 = ACT Default After M2
M6 = ACT M6 Match
A1 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window)
A2 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus four badges
A3 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges and execution time (within two-minute window)
A4 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges
A5 = Exact match on Trade Date, Stock Symbol, Quantity, Price, TradeType, and Special Trade Indicator plus execution time (within two-minute window)
AQ = Compared records resulting from stamped advisories or specialist accepts/pair-offs
S1 = Summarized match using A1 exact match criteria except quantity is summaried
S2 = Summarized match using A2 exact match criteria except quantity is summarized
S3 = Summarized match using A3 exact match criteria except quantity is summarized
S4 = Summarized match using A4 exact match criteria except quantity is summarized
S5 = Summarized match using A5 exact match criteria except quantity is summarized
M1 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match
M2 = Summarized match minus badges and times: ACT M2 Match
MT = OCS Locked In: Non-ACT
1 = One-Party Trade Report (privately negotiated trade)
2 = Two-Party Trade Report (privately negotiated trade)
3 = Confirmed Trade Report (reporting from recognized markets)
4 = Auto-match
5 = Cross Auction
6 = Counter-Order Selection
7 = Call Auction
60 1 = One-Party Privately Negotiated Trade Report
61
Report (privately negotiated trade)
2
= Two-Party Privately Negotiated Trade Report
62
Report (privately negotiated trade)
3
= Continuous Confirmed Trade Report (reporting from recognized markets)
4 =
Auto-match
63 5 = Cross Auction
64 6 = Counter-Order Selection
65 7 = Call Auction
8 = Issuing/Buy Back
Auction
M3 = ACT Accepted Trade
M4 = ACT Default Trade
M5 = ACT Default After M2
M6 = ACT M6 Match
A1 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window)
A2 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus four badges
A3 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges and execution time (within two-minute window)
A4 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges
A5 = Exact match on Trade Date, Stock Symbol, Quantity, Price, TradeType, and Special Trade Indicator plus execution time (within two-minute window)
AQ = Compared records resulting from stamped advisories or specialist accepts/pair-offs
S1 = Summarized match using A1 exact match criteria except quantity is summaried
S2 = Summarized match using A2 exact match criteria except quantity is summarized
S3 = Summarized match using A3 exact match criteria except quantity is summarized
S4 = Summarized match using A4 exact match criteria except quantity is summarized
S5 = Summarized match using A5 exact match criteria except quantity is summarized
M1 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match
M2 = Summarized match minus badges and times: ACT M2 Match
MT = OCS Locked In: Non-ACT
1 = One-Party Trade Report (privately negotiated trade)
2 = Two-Party Trade Report (privately negotiated trade)
3 = Confirmed Trade Report (reporting from recognized markets)
4 = Auto-match
5 = Cross Auction
6 = Counter-Order Selection
7 = Call Auction

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Blacklined]
[1094] PegPriceType Values 1 = Last peg (last sale)
2 = Mid-price peg (midprice of inside quote)
3 = Opening peg
4 = Market peg
5 = Primary peg (primary market - buy at bid or sell at offer)
6 = Fixed Peg to Local best bid or offer at time of order
7 = Peg to VWAP
8 = Trailing Stop Peg
9 = Peg to Limit Price
1 = Last peg (last sale)
2 = Mid-price peg (midprice of inside quote)
3 = Opening peg
4 = Market peg
5 = Primary peg (primary market - buy at bid or sell at offer)
6 = Fixed Peg to Local best bid or offer at time of order
7 = Peg to VWAP
8 = Trailing Stop Peg
9 = Peg to Limit Price

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Blacklined]
[574] MatchType Values 60 = One-Party Privately Negotiated Trade Report
61 = Two-Party Privately Negotiated Trade Report
62 = Continuous Auto-match
63 = Cross Auction
64 = Counter-Order Selection
65 = Call Auction
M3 = ACT Accepted Trade
M4 = ACT Default Trade
M5 = ACT Default After M2
M6 = ACT M6 Match
A1 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window)
A2 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus four badges
A3 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges and execution time (within two-minute window)
A4 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges
A5 = Exact match on Trade Date, Stock Symbol, Quantity, Price, TradeType, and Special Trade Indicator plus execution time (within two-minute window)
AQ = Compared records resulting from stamped advisories or specialist accepts/pair-offs
S1 = Summarized match using A1 exact match criteria except quantity is summaried
S2 = Summarized match using A2 exact match criteria except quantity is summarized
S3 = Summarized match using A3 exact match criteria except quantity is summarized
S4 = Summarized match using A4 exact match criteria except quantity is summarized
S5 = Summarized match using A5 exact match criteria except quantity is summarized
M1 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match
M2 = Summarized match minus badges and times: ACT M2 Match
MT = OCS Locked In: Non-ACT
1 = One-Party Trade Report (privately negotiated trade)
2 = Two-Party Trade Report (privately negotiated trade)
3 = Confirmed Trade Report (reporting from recognized markets)
4 = Auto-match
5 = Cross Auction
6 = Counter-Order Selection
7 = Call Auction
60 1 = One-Party Privately Negotiated Trade Report
61
Report (privately negotiated trade)
2
= Two-Party Privately Negotiated Trade Report
62
Report (privately negotiated trade)
3
= Continuous Confirmed Trade Report (reporting from recognized markets)
4 =
Auto-match
63 5 = Cross Auction
64 6 = Counter-Order Selection
65 7 = Call Auction
8 = Issuing/Buy Back
Auction
M3 = ACT Accepted Trade
M4 = ACT Default Trade
M5 = ACT Default After M2
M6 = ACT M6 Match
A1 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window)
A2 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus four badges
A3 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges and execution time (within two-minute window)
A4 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges
A5 = Exact match on Trade Date, Stock Symbol, Quantity, Price, TradeType, and Special Trade Indicator plus execution time (within two-minute window)
AQ = Compared records resulting from stamped advisories or specialist accepts/pair-offs
S1 = Summarized match using A1 exact match criteria except quantity is summaried
S2 = Summarized match using A2 exact match criteria except quantity is summarized
S3 = Summarized match using A3 exact match criteria except quantity is summarized
S4 = Summarized match using A4 exact match criteria except quantity is summarized
S5 = Summarized match using A5 exact match criteria except quantity is summarized
M1 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match
M2 = Summarized match minus badges and times: ACT M2 Match
MT = OCS Locked In: Non-ACT
1 = One-Party Trade Report (privately negotiated trade)
2 = Two-Party Trade Report (privately negotiated trade)
3 = Confirmed Trade Report (reporting from recognized markets)
4 = Auto-match
5 = Cross Auction
6 = Counter-Order Selection
7 = Call Auction

Additional (Mandatory) Fields

FIX Protocol - FIX 5.0 Standards - Original FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original
[1369] MassActionReportID (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Blacklined]
[1094] PegPriceType Values 1 = Last peg (last sale)
2 = Mid-price peg (midprice of inside quote)
3 = Opening peg
4 = Market peg
5 = Primary peg (primary market - buy at bid or sell at offer)
6 = Fixed Peg to Local best bid or offer at time of order
7 = Peg to VWAP
8 = Trailing Stop Peg
9 = Peg to Limit Price
1 = Last peg (last sale)
2 = Mid-price peg (midprice of inside quote)
3 = Opening peg
4 = Market peg
5 = Primary peg (primary market - buy at bid or sell at offer)
6 = Fixed Peg to Local best bid or offer at time of order
7 = Peg to VWAP
8 = Trailing Stop Peg
9 = Peg to Limit Price

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Blacklined]
[1094] PegPriceType Values 1 = Last peg (last sale)
2 = Mid-price peg (midprice of inside quote)
3 = Opening peg
4 = Market peg
5 = Primary peg (primary market - buy at bid or sell at offer)
6 = Fixed Peg to Local best bid or offer at time of order
7 = Peg to VWAP
8 = Trailing Stop Peg
9 = Peg to Limit Price
1 = Last peg (last sale)
2 = Mid-price peg (midprice of inside quote)
3 = Opening peg
4 = Market peg
5 = Primary peg (primary market - buy at bid or sell at offer)
6 = Fixed Peg to Local best bid or offer at time of order
7 = Peg to VWAP
8 = Trailing Stop Peg
9 = Peg to Limit Price

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Blacklined]
[574] MatchType Values 60 = One-Party Privately Negotiated Trade Report
61 = Two-Party Privately Negotiated Trade Report
62 = Continuous Auto-match
63 = Cross Auction
64 = Counter-Order Selection
65 = Call Auction
M3 = ACT Accepted Trade
M4 = ACT Default Trade
M5 = ACT Default After M2
M6 = ACT M6 Match
A1 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window)
A2 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus four badges
A3 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges and execution time (within two-minute window)
A4 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges
A5 = Exact match on Trade Date, Stock Symbol, Quantity, Price, TradeType, and Special Trade Indicator plus execution time (within two-minute window)
AQ = Compared records resulting from stamped advisories or specialist accepts/pair-offs
S1 = Summarized match using A1 exact match criteria except quantity is summaried
S2 = Summarized match using A2 exact match criteria except quantity is summarized
S3 = Summarized match using A3 exact match criteria except quantity is summarized
S4 = Summarized match using A4 exact match criteria except quantity is summarized
S5 = Summarized match using A5 exact match criteria except quantity is summarized
M1 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match
M2 = Summarized match minus badges and times: ACT M2 Match
MT = OCS Locked In: Non-ACT
1 = One-Party Trade Report (privately negotiated trade)
2 = Two-Party Trade Report (privately negotiated trade)
3 = Confirmed Trade Report (reporting from recognized markets)
4 = Auto-match
5 = Cross Auction
6 = Counter-Order Selection
7 = Call Auction
60 1 = One-Party Privately Negotiated Trade Report
61
Report (privately negotiated trade)
2
= Two-Party Privately Negotiated Trade Report
62
Report (privately negotiated trade)
3
= Continuous Confirmed Trade Report (reporting from recognized markets)
4 =
Auto-match
63 5 = Cross Auction
64 6 = Counter-Order Selection
65 7 = Call Auction
8 = Issuing/Buy Back
Auction
M3 = ACT Accepted Trade
M4 = ACT Default Trade
M5 = ACT Default After M2
M6 = ACT M6 Match
A1 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window)
A2 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus four badges
A3 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges and execution time (within two-minute window)
A4 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges
A5 = Exact match on Trade Date, Stock Symbol, Quantity, Price, TradeType, and Special Trade Indicator plus execution time (within two-minute window)
AQ = Compared records resulting from stamped advisories or specialist accepts/pair-offs
S1 = Summarized match using A1 exact match criteria except quantity is summaried
S2 = Summarized match using A2 exact match criteria except quantity is summarized
S3 = Summarized match using A3 exact match criteria except quantity is summarized
S4 = Summarized match using A4 exact match criteria except quantity is summarized
S5 = Summarized match using A5 exact match criteria except quantity is summarized
M1 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match
M2 = Summarized match minus badges and times: ACT M2 Match
MT = OCS Locked In: Non-ACT
1 = One-Party Trade Report (privately negotiated trade)
2 = Two-Party Trade Report (privately negotiated trade)
3 = Confirmed Trade Report (reporting from recognized markets)
4 = Auto-match
5 = Cross Auction
6 = Counter-Order Selection
7 = Call Auction
[1094] PegPriceType Values 1 = Last peg (last sale)
2 = Mid-price peg (midprice of inside quote)
3 = Opening peg
4 = Market peg
5 = Primary peg (primary market - buy at bid or sell at offer)
6 = Fixed Peg to Local best bid or offer at time of order
7 = Peg to VWAP
8 = Trailing Stop Peg
9 = Peg to Limit Price
1 = Last peg (last sale)
2 = Mid-price peg (midprice of inside quote)
3 = Opening peg
4 = Market peg
5 = Primary peg (primary market - buy at bid or sell at offer)
6 = Fixed Peg to Local best bid or offer at time of order
7 = Peg to VWAP
8 = Trailing Stop Peg
9 = Peg to Limit Price

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Blacklined]
[574] MatchType Values 60 = One-Party Privately Negotiated Trade Report
61 = Two-Party Privately Negotiated Trade Report
62 = Continuous Auto-match
63 = Cross Auction
64 = Counter-Order Selection
65 = Call Auction
M3 = ACT Accepted Trade
M4 = ACT Default Trade
M5 = ACT Default After M2
M6 = ACT M6 Match
A1 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window)
A2 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus four badges
A3 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges and execution time (within two-minute window)
A4 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges
A5 = Exact match on Trade Date, Stock Symbol, Quantity, Price, TradeType, and Special Trade Indicator plus execution time (within two-minute window)
AQ = Compared records resulting from stamped advisories or specialist accepts/pair-offs
S1 = Summarized match using A1 exact match criteria except quantity is summaried
S2 = Summarized match using A2 exact match criteria except quantity is summarized
S3 = Summarized match using A3 exact match criteria except quantity is summarized
S4 = Summarized match using A4 exact match criteria except quantity is summarized
S5 = Summarized match using A5 exact match criteria except quantity is summarized
M1 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match
M2 = Summarized match minus badges and times: ACT M2 Match
MT = OCS Locked In: Non-ACT
1 = One-Party Trade Report (privately negotiated trade)
2 = Two-Party Trade Report (privately negotiated trade)
3 = Confirmed Trade Report (reporting from recognized markets)
4 = Auto-match
5 = Cross Auction
6 = Counter-Order Selection
7 = Call Auction
60 1 = One-Party Privately Negotiated Trade Report
61
Report (privately negotiated trade)
2
= Two-Party Privately Negotiated Trade Report
62
Report (privately negotiated trade)
3
= Continuous Confirmed Trade Report (reporting from recognized markets)
4 =
Auto-match
63 5 = Cross Auction
64 6 = Counter-Order Selection
65 7 = Call Auction
8 = Issuing/Buy Back
Auction
M3 = ACT Accepted Trade
M4 = ACT Default Trade
M5 = ACT Default After M2
M6 = ACT M6 Match
A1 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window)
A2 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus four badges
A3 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges and execution time (within two-minute window)
A4 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges
A5 = Exact match on Trade Date, Stock Symbol, Quantity, Price, TradeType, and Special Trade Indicator plus execution time (within two-minute window)
AQ = Compared records resulting from stamped advisories or specialist accepts/pair-offs
S1 = Summarized match using A1 exact match criteria except quantity is summaried
S2 = Summarized match using A2 exact match criteria except quantity is summarized
S3 = Summarized match using A3 exact match criteria except quantity is summarized
S4 = Summarized match using A4 exact match criteria except quantity is summarized
S5 = Summarized match using A5 exact match criteria except quantity is summarized
M1 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match
M2 = Summarized match minus badges and times: ACT M2 Match
MT = OCS Locked In: Non-ACT
1 = One-Party Trade Report (privately negotiated trade)
2 = Two-Party Trade Report (privately negotiated trade)
3 = Confirmed Trade Report (reporting from recognized markets)
4 = Auto-match
5 = Cross Auction
6 = Counter-Order Selection
7 = Call Auction

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Blacklined]
[574] MatchType Values 60 = One-Party Privately Negotiated Trade Report
61 = Two-Party Privately Negotiated Trade Report
62 = Continuous Auto-match
63 = Cross Auction
64 = Counter-Order Selection
65 = Call Auction
M3 = ACT Accepted Trade
M4 = ACT Default Trade
M5 = ACT Default After M2
M6 = ACT M6 Match
A1 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window)
A2 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus four badges
A3 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges and execution time (within two-minute window)
A4 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges
A5 = Exact match on Trade Date, Stock Symbol, Quantity, Price, TradeType, and Special Trade Indicator plus execution time (within two-minute window)
AQ = Compared records resulting from stamped advisories or specialist accepts/pair-offs
S1 = Summarized match using A1 exact match criteria except quantity is summaried
S2 = Summarized match using A2 exact match criteria except quantity is summarized
S3 = Summarized match using A3 exact match criteria except quantity is summarized
S4 = Summarized match using A4 exact match criteria except quantity is summarized
S5 = Summarized match using A5 exact match criteria except quantity is summarized
M1 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match
M2 = Summarized match minus badges and times: ACT M2 Match
MT = OCS Locked In: Non-ACT
1 = One-Party Trade Report (privately negotiated trade)
2 = Two-Party Trade Report (privately negotiated trade)
3 = Confirmed Trade Report (reporting from recognized markets)
4 = Auto-match
5 = Cross Auction
6 = Counter-Order Selection
7 = Call Auction
60 1 = One-Party Privately Negotiated Trade Report
61
Report (privately negotiated trade)
2
= Two-Party Privately Negotiated Trade Report
62
Report (privately negotiated trade)
3
= Continuous Confirmed Trade Report (reporting from recognized markets)
4 =
Auto-match
63 5 = Cross Auction
64 6 = Counter-Order Selection
65 7 = Call Auction
8 = Issuing/Buy Back
Auction
M3 = ACT Accepted Trade
M4 = ACT Default Trade
M5 = ACT Default After M2
M6 = ACT M6 Match
A1 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window)
A2 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus four badges
A3 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges and execution time (within two-minute window)
A4 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges
A5 = Exact match on Trade Date, Stock Symbol, Quantity, Price, TradeType, and Special Trade Indicator plus execution time (within two-minute window)
AQ = Compared records resulting from stamped advisories or specialist accepts/pair-offs
S1 = Summarized match using A1 exact match criteria except quantity is summaried
S2 = Summarized match using A2 exact match criteria except quantity is summarized
S3 = Summarized match using A3 exact match criteria except quantity is summarized
S4 = Summarized match using A4 exact match criteria except quantity is summarized
S5 = Summarized match using A5 exact match criteria except quantity is summarized
M1 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match
M2 = Summarized match minus badges and times: ACT M2 Match
MT = OCS Locked In: Non-ACT
1 = One-Party Trade Report (privately negotiated trade)
2 = Two-Party Trade Report (privately negotiated trade)
3 = Confirmed Trade Report (reporting from recognized markets)
4 = Auto-match
5 = Cross Auction
6 = Counter-Order Selection
7 = Call Auction

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Blacklined]
[1094] PegPriceType Values 1 = Last peg (last sale)
2 = Mid-price peg (midprice of inside quote)
3 = Opening peg
4 = Market peg
5 = Primary peg (primary market - buy at bid or sell at offer)
6 = Fixed Peg to Local best bid or offer at time of order
7 = Peg to VWAP
8 = Trailing Stop Peg
9 = Peg to Limit Price
1 = Last peg (last sale)
2 = Mid-price peg (midprice of inside quote)
3 = Opening peg
4 = Market peg
5 = Primary peg (primary market - buy at bid or sell at offer)
6 = Fixed Peg to Local best bid or offer at time of order
7 = Peg to VWAP
8 = Trailing Stop Peg
9 = Peg to Limit Price

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Blacklined]
[1094] PegPriceType Values 1 = Last peg (last sale)
2 = Mid-price peg (midprice of inside quote)
3 = Opening peg
4 = Market peg
5 = Primary peg (primary market - buy at bid or sell at offer)
6 = Fixed Peg to Local best bid or offer at time of order
7 = Peg to VWAP
8 = Trailing Stop Peg
9 = Peg to Limit Price
1 = Last peg (last sale)
2 = Mid-price peg (midprice of inside quote)
3 = Opening peg
4 = Market peg
5 = Primary peg (primary market - buy at bid or sell at offer)
6 = Fixed Peg to Local best bid or offer at time of order
7 = Peg to VWAP
8 = Trailing Stop Peg
9 = Peg to Limit Price

Minor Differences (Just a quick look - development unlikely)

Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Blacklined]
Intro

The FIX 5.0 specification delivered enhancements over FIX 4.4 in the following 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 market data book management and data optimization
  • Better support for order routing, trade capture, and external routing in an exchange environment.
  • Enhancements to trade capture reporting to better support exchange reporting models.
  • New Execution Acknowledgement message allowing order initiator to explicitly acknowledge an execution report.
  • Chinese STEP 1.0 support
  • Algorithmic Trading extensions to provide a better framework to flexibly express algorithmic parameters.

The FIX 5.0 specification Service Pack 2 delivered enhancements over a number of extension packs to enhance FIX 4.4 5.0 Service Pack 1 in the following areas:

  • Introduction of new Transport Independence Framework (FIXT) to separate FIX Session from Application Protocol
  • Extensions areas:

    • Functionality 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 market data book management and data optimization
    • Better support for order routing, trade capture, and external routing in an exchange environment.
    • Enhancements to stream assignments by price makers when distributed via 3rd party channels
    • CFTC trade capture reporting requirements
    • Options Clearing Corporation (OCC) delta position limit functionality
    • NYMEX energy products identification and Unit of Measure
    • London Stock Exchange FIX enhancements
    • Identification of standardised credit default swaps for clearing
    • Enhancements to better support exchange reporting models.
    • New Execution Acknowledgement message allowing order initiator Foreign Exchange non-deliverable forwards
    • Exhancements to explicitly acknowledge an execution report.
    • Chinese STEP 1.0 support
    • Algorithmic Trading extensions to provide support exotic options products

    The data presented here includes the 20110818 Errata which corrected a better framework to flexibly express algorithmic parameters.

number of typographical errors or ambiguities in the original specification. The errata also removed the Parties Reference Data messages.

Field-Level Differences

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

Additional (Optional) Fields

FIX Protocol - FIX 5.0 Standards - Original FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original
[1130] RefApplVerID (Optional)
[1406] RefApplExtID (Optional)
[1131] RefCstmApplVerID (Optional)

Additional (Optional) Fields

FIX Protocol - FIX 5.0 Standards - Original FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original
[1409] SessionStatus (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Blacklined]
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = 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 Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill Of Exchanges
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
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
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
OOF = Options on Futures
OOP = Options on Physical
WLD = Wildcard Entry (was "?" in 4.4, used on Security Definition Request message)
CASH = Cash
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TBILL = US Treasury Bill
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
OOF = Options on Futures
OOP = Options on Physical
WLD
? = Wildcard Entry (was "?" in 4.4, used entry for use on Security Definition Request message)
Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bbl = Barrels
Bcf = Billion cubic feet
Bu = Bushels
lbs = pounds
Gal = Gallons
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Bbl = Barrels
Bcf = Billion cubic feet
Bu = Bushels
lbs = pounds
Gal = Gallons
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
[625] TradingSessionSubID Values 1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent

Additional (Optional) Fields

FIX Protocol - FIX 5.0 Standards - Original FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original
[1227] ProductComplex (Optional)
[1151] SecurityGroup (Optional)
[1449] RestructuringType (Optional)
[1450] Seniority (Optional)
[1451] NotionalPercentageOutstanding (Optional)
[1452] OriginalNotionalPercentageOutstanding (Optional)
[1457] AttachmentPoint (Optional)
[1458] DetachmentPoint (Optional)
[1478] StrikePriceDeterminationMethod (Optional)
[1479] StrikePriceBoundaryMethod (Optional)
[1480] StrikePriceBoundaryPrecision (Optional)
[1481] UnderlyingPriceDeterminationMethod (Optional)
[1435] ContractMultiplierUnit (Optional)
[1439] FlowScheduleType (Optional)
[1482] OptPayoutType (Optional)
[1146] MinPriceIncrementAmount (Optional)
[1147] UnitOfMeasureQty (Optional)
[1191] PriceUnitOfMeasure (Optional)
[1192] PriceUnitOfMeasureQty (Optional)
[1193] SettlMethod (Optional)
[1194] ExerciseStyle (Optional)
[1195] OptPayoutAmount (Optional)
[1196] PriceQuoteMethod (Optional)
[1197] ValuationMethod (Optional)
[1198] ListMethod (Optional)
[1199] CapPrice (Optional)
[1200] FloorPrice (Optional)
[1244] FlexibleIndicator (Optional)
[1242] FlexProductEligibilityIndicator (Optional)
[1184] SecurityXMLLen (Optional)
[1185] SecurityXML (Optional)
[1186] SecurityXMLSchema (Optional)
[1145] EventTime (Optional)
[1483] NoComplexEvents (Optional)
[1484] ComplexEventType (Optional)
[1485] ComplexOptPayoutAmount (Optional)
[1486] ComplexEventPrice (Optional)
[1487] ComplexEventPriceBoundaryMethod (Optional)
[1488] ComplexEventPriceBoundaryPrecision (Optional)
[1489] ComplexEventPriceTimeType (Optional)
[1490] ComplexEventCondition (Optional)
[1491] NoComplexEventDates (Optional)
[1492] ComplexEventStartDate (Optional)
[1493] ComplexEventEndDate (Optional)
[1494] NoComplexEventTimes (Optional)
[1495] ComplexEventStartTime (Optional)
[1496] ComplexEventEndTime (Optional)
[1212] LegMaturityTime (Optional)
[1224] LegUnitOfMeasureQty (Optional)
[1421] LegPriceUnitOfMeasure (Optional)
[1422] LegPriceUnitOfMeasureQty (Optional)
[1420] LegExerciseStyle (Optional)
[1436] LegContractMultiplierUnit (Optional)
[1440] LegFlowScheduleType (Optional)
[1358] LegPutOrCall (Optional)
[1213] UnderlyingMaturityTime (Optional)
[1453] UnderlyingRestructuringType (Optional)
[1454] UnderlyingSeniority (Optional)
[1455] UnderlyingNotionalPercentageOutstanding (Optional)
[1456] UnderlyingOriginalNotionalPercentageOutstanding (Optional)
[1459] UnderlyingAttachmentPoint (Optional)
[1460] UnderlyingDetachmentPoint (Optional)
[1437] UnderlyingContractMultiplierUnit (Optional)
[1441] UnderlyingFlowScheduleType (Optional)
[1423] UnderlyingUnitOfMeasureQty (Optional)
[1424] UnderlyingPriceUnitOfMeasure (Optional)
[1425] UnderlyingPriceUnitOfMeasureQty (Optional)
[1419] UnderlyingExerciseStyle (Optional)

Field-Level Differences

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

Additional (Optional) Fields

FIX Protocol - FIX 5.0 Standards - Original FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original
[1406] RefApplExtID (Optional)
[1410] DefaultVerIndicator (Optional)
[925] NewPassword (Optional)
[1400] EncryptedPasswordMethod (Optional)
[1401] EncryptedPasswordLen (Optional)
[1402] EncryptedPassword (Optional)
[1403] EncryptedNewPasswordLen (Optional)
[1404] EncryptedNewPassword (Optional)
[1409] SessionStatus (Optional)
[1407] DefaultApplExtID (Optional)
[1408] DefaultCstmApplVerID (Optional)
[58] Text (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Blacklined]
[320] SecurityReqID Reqd Mandatory MandatoryOptional
[322] SecurityResponseID Reqd Mandatory MandatoryOptional
[560] SecurityRequestResult Reqd Mandatory MandatoryOptional
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = 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 Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill Of Exchanges
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
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
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
OOF = Options on Futures
OOP = Options on Physical
WLD = Wildcard Entry (was "?" in 4.4, used on Security Definition Request message)
CASH = Cash
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TBILL = US Treasury Bill
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
OOF = Options on Futures
OOP = Options on Physical
WLD
? = Wildcard Entry (was "?" in 4.4, used entry for use on Security Definition Request message)
Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bbl = Barrels
Bcf = Billion cubic feet
Bu = Bushels
lbs = pounds
Gal = Gallons
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Bbl = Barrels
Bcf = Billion cubic feet
Bu = Bushels
lbs = pounds
Gal = Gallons
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
[827] ExpirationCycle Values 0 = Expire on trading session close (default)
1 = Expire on trading session open
0 = Expire on trading session close (default)
1 = Expire on trading session open
2 = Trading eligibility expiration specified in the date and time fields [EventDate(866) and EventTime(1145)] associated with EventType(865)=7(Last Eligible Trade Date)
[871] InstrAttribType Values 1 = Flat (securities pay interest on a current basis but are traded without interest)
2 = Zero coupon
3 = Interest bearing (for Euro commercial paper when not issued at discount)
4 = No periodic payments
5 = Variable rate
6 = Less fee for put
7 = Stepped coupon
8 = Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue (872) field.
9 = When [and if] issued
10 = Original issue discount
11 = Callable, puttable
12 = Escrowed to Maturity
13 = Escrowed to redemption date - callable. Supply redemption date in the InstrAttribValue (872) field
14 = Pre-refunded
15 = In default
16 = Unrated
17 = Taxable
18 = Indexed
19 = Subject To Alternative Minimum Tax
20 = Original issue discount price. Supply price in the InstrAttribValue (872) field
21 = Callable below maturity value
22 = Callable without notice by mail to holder unless registered
99 = Text. Supply the text of the attribute or disclaimer in the InstrAttribValue (872) field.
1 = Flat (securities pay interest on a current basis but are traded without interest)
2 = Zero coupon
3 = Interest bearing (for Euro commercial paper when not issued at discount)
4 = No periodic payments
5 = Variable rate
6 = Less fee for put
7 = Stepped coupon
8 = Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue (872) field.
9 = When [and if] issued
10 = Original issue discount
11 = Callable, puttable
12 = Escrowed to Maturity
13 = Escrowed to redemption date - callable. Supply redemption date in the InstrAttribValue (872) field
14 = Pre-refunded
15 = In default
16 = Unrated
17 = Taxable
18 = Indexed
19 = Subject To Alternative Minimum Tax
20 = Original issue discount price. Supply price in the InstrAttribValue (872) field
21 = Callable below maturity value
22 = Callable without notice by mail to holder unless registered
23 = Price tick rules for security.
24 = Trade type eligibility details for security.
25 = Instrument Denominator
26 = Instrument Numerator
27 = Instrument Price Precision
28 = Instrument Strike Price
29 = Tradeable Indicator
99 = Text. Supply the text of the attribute or disclaimer in the InstrAttribValue (872) field.
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
[625] TradingSessionSubID Values 1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent

Additional (Optional) Fields

FIX Protocol - FIX 5.0 Standards - Original FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original
[1180] ApplID (Optional)
[1181] ApplSeqNum (Optional)
[1350] ApplLastSeqNum (Optional)
[1352] ApplResendFlag (Optional)
[964] SecurityReportID (Optional)
[715] ClearingBusinessDate (Optional)
[1213] UnderlyingMaturityTime (Optional)
[1453] UnderlyingRestructuringType (Optional)
[1454] UnderlyingSeniority (Optional)
[1455] UnderlyingNotionalPercentageOutstanding (Optional)
[1456] UnderlyingOriginalNotionalPercentageOutstanding (Optional)
[1459] UnderlyingAttachmentPoint (Optional)
[1460] UnderlyingDetachmentPoint (Optional)
[1437] UnderlyingContractMultiplierUnit (Optional)
[1441] UnderlyingFlowScheduleType (Optional)
[1423] UnderlyingUnitOfMeasureQty (Optional)
[1424] UnderlyingPriceUnitOfMeasure (Optional)
[1425] UnderlyingPriceUnitOfMeasureQty (Optional)
[1419] UnderlyingExerciseStyle (Optional)
[1214] DerivativeSymbol (Optional)
[1215] DerivativeSymbolSfx (Optional)
[1216] DerivativeSecurityID (Optional)
[1217] DerivativeSecurityIDSource (Optional)
[1218] NoDerivativeSecurityAltID (Optional)
[1219] DerivativeSecurityAltID (Optional)
[1220] DerivativeSecurityAltIDSource (Optional)
[1246] DerivativeProduct (Optional)
[1228] DerivativeProductComplex (Optional)
[1243] DerivFlexProductEligibilityIndicator (Optional)
[1247] DerivativeSecurityGroup (Optional)
[1248] DerivativeCFICode (Optional)
[1249] DerivativeSecurityType (Optional)
[1250] DerivativeSecuritySubType (Optional)
[1251] DerivativeMaturityMonthYear (Optional)
[1252] DerivativeMaturityDate (Optional)
[1253] DerivativeMaturityTime (Optional)
[1254] DerivativeSettleOnOpenFlag (Optional)
[1255] DerivativeInstrmtAssignmentMethod (Optional)
[1256] DerivativeSecurityStatus (Optional)
[1276] DerivativeIssueDate (Optional)
[1257] DerivativeInstrRegistry (Optional)
[1258] DerivativeCountryOfIssue (Optional)
[1259] DerivativeStateOrProvinceOfIssue (Optional)
[1260] DerivativeLocaleOfIssue (Optional)
[1261] DerivativeStrikePrice (Optional)
[1262] DerivativeStrikeCurrency (Optional)
[1263] DerivativeStrikeMultiplier (Optional)
[1264] DerivativeStrikeValue (Optional)
[1265] DerivativeOptAttribute (Optional)
[1266] DerivativeContractMultiplier (Optional)
[1267] DerivativeMinPriceIncrement (Optional)
[1268] DerivativeMinPriceIncrementAmount (Optional)
[1438] DerivativeContractMultiplierUnit (Optional)
[1442] DerivativeFlowScheduleType (Optional)
[1269] DerivativeUnitOfMeasure (Optional)
[1270] DerivativeUnitOfMeasureQty (Optional)
[1315] DerivativePriceUnitOfMeasure (Optional)
[1316] DerivativePriceUnitOfMeasureQty (Optional)
[1317] DerivativeSettlMethod (Optional)
[1318] DerivativePriceQuoteMethod (Optional)
[1319] DerivativeValuationMethod (Optional)
[1320] DerivativeListMethod (Optional)
[1321] DerivativeCapPrice (Optional)
[1322] DerivativeFloorPrice (Optional)
[1323] DerivativePutOrCall (Optional)
[1299] DerivativeExerciseStyle (Optional)
[1225] DerivativeOptPayAmount (Optional)
[1271] DerivativeTimeUnit (Optional)
[1272] DerivativeSecurityExchange (Optional)
[1273] DerivativePositionLimit (Optional)
[1274] DerivativeNTPositionLimit (Optional)
[1275] DerivativeIssuer (Optional)
[1277] DerivativeEncodedIssuerLen (Optional)
[1278] DerivativeEncodedIssuer (Optional)
[1279] DerivativeSecurityDesc (Optional)
[1280] DerivativeEncodedSecurityDescLen (Optional)
[1281] DerivativeEncodedSecurityDesc (Optional)
[1282] DerivativeSecurityXMLLen (Optional)
[1283] DerivativeSecurityXML (Optional)
[1284] DerivativeSecurityXMLSchema (Optional)
[1285] DerivativeContractSettlMonth (Optional)
[1286] NoDerivativeEvents (Optional)
[1287] DerivativeEventType (Optional)
[1288] DerivativeEventDate (Optional)
[1289] DerivativeEventTime (Optional)
[1290] DerivativeEventPx (Optional)
[1291] DerivativeEventText (Optional)
[1292] NoDerivativeInstrumentParties (Optional)
[1293] DerivativeInstrumentPartyID (Optional)
[1294] DerivativeInstrumentPartyIDSource (Optional)
[1295] DerivativeInstrumentPartyRole (Optional)
[1296] NoDerivativeInstrumentPartySubIDs (Optional)
[1297] DerivativeInstrumentPartySubID (Optional)
[1298] DerivativeInstrumentPartySubIDType (Optional)
[1311] NoDerivativeInstrAttrib (Optional)
[1313] DerivativeInstrAttribType (Optional)
[1314] DerivativeInstrAttribValue (Optional)
[1310] NoMarketSegments (Optional)
[1301] MarketID (Optional)
[1300] MarketSegmentID (Optional)
[1205] NoTickRules (Optional)
[1206] StartTickPriceRange (Optional)
[1207] EndTickPriceRange (Optional)
[1208] TickIncrement (Optional)
[1209] TickRuleType (Optional)
[1234] NoLotTypeRules (Optional)
[1093] LotType (Optional)
[1231] MinLotSize (Optional)
[1306] PriceLimitType (Optional)
[1148] LowLimitPrice (Optional)
[1149] HighLimitPrice (Optional)
[1150] TradingReferencePrice (Optional)
[562] MinTradeVol (Optional)
[1140] MaxTradeVol (Optional)
[1143] MaxPriceVariation (Optional)
[1144] ImpliedMarketIndicator (Optional)
[1245] TradingCurrency (Optional)
[561] RoundLot (Optional)
[1377] MultilegModel (Optional)
[1378] MultilegPriceMethod (Optional)
[423] PriceType (Optional)
[1309] NoTradingSessionRules (Optional)
[1237] NoOrdTypeRules (Optional)
[40] OrdType (Optional)
[1239] NoTimeInForceRules (Optional)
[59] TimeInForce (Optional)
[1232] NoExecInstRules (Optional)
[1308] ExecInstValue (Optional)
[1235] NoMatchRules (Optional)
[1142] MatchAlgorithm (Optional)
[574] MatchType (Optional)
[1141] NoMDFeedTypes (Optional)
[1022] MDFeedType (Optional)
[264] MarketDepth (Optional)
[1021] MDBookType (Optional)
[1312] NoNestedInstrAttrib (Optional)
[1210] NestedInstrAttribType (Optional)
[1211] NestedInstrAttribValue (Optional)
[1201] NoStrikeRules (Optional)
[1223] StrikeRuleID (Optional)
[1202] StartStrikePxRange (Optional)
[1203] EndStrikePxRange (Optional)
[1204] StrikeIncrement (Optional)
[1304] StrikeExerciseStyle (Optional)
[1236] NoMaturityRules (Optional)
[1222] MaturityRuleID (Optional)
[1303] MaturityMonthYearFormat (Optional)
[1302] MaturityMonthYearIncrementUnits (Optional)
[1241] StartMaturityMonthYear (Optional)
[1226] EndMaturityMonthYear (Optional)
[1229] MaturityMonthYearIncrement (Optional)
[60] TransactTime (Optional)
[1227] ProductComplex (Optional)
[1151] SecurityGroup (Optional)
[1449] RestructuringType (Optional)
[1450] Seniority (Optional)
[1451] NotionalPercentageOutstanding (Optional)
[1452] OriginalNotionalPercentageOutstanding (Optional)
[1457] AttachmentPoint (Optional)
[1458] DetachmentPoint (Optional)
[1478] StrikePriceDeterminationMethod (Optional)
[1479] StrikePriceBoundaryMethod (Optional)
[1480] StrikePriceBoundaryPrecision (Optional)
[1481] UnderlyingPriceDeterminationMethod (Optional)
[1435] ContractMultiplierUnit (Optional)
[1439] FlowScheduleType (Optional)
[1482] OptPayoutType (Optional)
[1146] MinPriceIncrementAmount (Optional)
[1147] UnitOfMeasureQty (Optional)
[1191] PriceUnitOfMeasure (Optional)
[1192] PriceUnitOfMeasureQty (Optional)
[1193] SettlMethod (Optional)
[1194] ExerciseStyle (Optional)
[1195] OptPayoutAmount (Optional)
[1196] PriceQuoteMethod (Optional)
[1197] ValuationMethod (Optional)
[1198] ListMethod (Optional)
[1199] CapPrice (Optional)
[1200] FloorPrice (Optional)
[1244] FlexibleIndicator (Optional)
[1242] FlexProductEligibilityIndicator (Optional)
[1184] SecurityXMLLen (Optional)
[1185] SecurityXML (Optional)
[1186] SecurityXMLSchema (Optional)
[1145] EventTime (Optional)
[1483] NoComplexEvents (Optional)
[1484] ComplexEventType (Optional)
[1485] ComplexOptPayoutAmount (Optional)
[1486] ComplexEventPrice (Optional)
[1487] ComplexEventPriceBoundaryMethod (Optional)
[1488] ComplexEventPriceBoundaryPrecision (Optional)
[1489] ComplexEventPriceTimeType (Optional)
[1490] ComplexEventCondition (Optional)
[1491] NoComplexEventDates (Optional)
[1492] ComplexEventStartDate (Optional)
[1493] ComplexEventEndDate (Optional)
[1494] NoComplexEventTimes (Optional)
[1495] ComplexEventStartTime (Optional)
[1496] ComplexEventEndTime (Optional)
[1305] SecondaryPriceLimitType (Optional)
[1221] SecondaryLowLimitPrice (Optional)
[1230] SecondaryHighLimitPrice (Optional)
[1240] SecondaryTradingReferencePrice (Optional)
[292] CorporateAction (Optional)
[1212] LegMaturityTime (Optional)
[1224] LegUnitOfMeasureQty (Optional)
[1421] LegPriceUnitOfMeasure (Optional)
[1422] LegPriceUnitOfMeasureQty (Optional)
[1420] LegExerciseStyle (Optional)
[1436] LegContractMultiplierUnit (Optional)
[1440] LegFlowScheduleType (Optional)
[1358] LegPutOrCall (Optional)
[1504] RelSymTransactTime (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Blacklined]
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
[803] PartySubIDType Values 1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
18 = Registered address
19 = Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
18 = Registered address
19 = Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
[18] ExecInst Values 0 = Stay on offer side
1 = Not held
2 = Work
3 = Go along
4 = Over the day
5 = Held
6 = Participate don't initiate
7 = Strict scale
8 = Try to scale
9 = Stay on bid side
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
H = Reinstate on system failue (mutually exclusive with Q)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K)
K = Cancel on Trading Halt (mutually exclusive with J)
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
Q = Cancel on system failure (mutually exclusive with H)
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
0 = Stay on offer side
1 = Not held
2 = Work
3 = Go along
4 = Over the day
5 = Held
6 = Participate don't initiate
7 = Strict scale
8 = Try to scale
9 = Stay on bid side
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
H = Reinstate on system failue failure (mutually exclusive with Q)
Q and l)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K)
K and m)
K = Cancel on Trading Halt (mutually exclusive with J)
J and m)
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
Q = Cancel on system failure (mutually exclusive with H)
H and l)
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
T = Fixed Peg to Local best bid or offer at time of order
U = Customer Display Instruction (Rule 11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try To Stop
Z = Cancel if not best
a = Trailing Stop Peg
b = Strict Limit (No price improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
f = Intermarket Sweep
g = External Routing Allowed
h = External Routing Not Allowed
i = Imbalance Only
j = Single execution requested for block trade
k = Best Execution
l = Suspend on system failure (mutually exclusive with H and Q)
m = Suspend on Trading Halt (mutually exclusive with J and K)
n = Reinstate on connection loss (mutually exclusive with o and p)
o = Cancel on connection loss (mutually exclusive with n and p)
p = Suspend on connection loss (mutually exclusive with n and o)
q = Release from suspension (mutually exclusive with S)
r = Execute as delta neutral using volatility provided
s = Execute as duration neutral
t = Execute as FX neutral
[1084] DisplayMethod Values 1 = Initial (use original DisplayQty)
2 = New (use RefreshQty)
3 = Random (randomize value)
1 = Initial (use original DisplayQty)
2 = New (use RefreshQty)
3 = Random (randomize value)
4 = Undisclosed (invisible order)
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
[625] TradingSessionSubID Values 1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exxmpt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exxmpt
exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = 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 Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill Of Exchanges
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
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
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
OOF = Options on Futures
OOP = Options on Physical
WLD = Wildcard Entry (was "?" in 4.4, used on Security Definition Request message)
CASH = Cash
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TBILL = US Treasury Bill
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
OOF = Options on Futures
OOP = Options on Physical
WLD
? = Wildcard Entry (was "?" in 4.4, used entry for use on Security Definition Request message)
Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bbl = Barrels
Bcf = Billion cubic feet
Bu = Bushels
lbs = pounds
Gal = Gallons
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Bbl = Barrels
Bcf = Billion cubic feet
Bu = Bushels
lbs = pounds
Gal = Gallons
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
[1081] RefOrderIDSource Values 0 = SecondaryOrdeID (198)
1 = OrdeID (37)
2 = MEntryID (278)
3 = QuotEntryID (299)
0 = SecondaryOrdeID (198)
SecondaryOrderID(198)
1 = OrdeID (37)
OrderID(37)
2 = MEntryID (278)
MDEntryID(278)
3 = QuotEntryID (299)
QuoteEntryID(299)
4 = Original order ID
[59] TimeInForce Values 0 = Day (or session)
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate Or Cancel (IOC)
4 = Fill Or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date (GTD)
7 = At the Close
0 = Day (or session)
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate Or Cancel (IOC)
4 = Fill Or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date (GTD)
7 = At the Close
8 = Good Through Crossing
9 = At Crossing
[529] OrderRestrictions Values 1 = Program Trade
2 = Index Arbitrage
3 = Non-Index Arbitrage
4 = Competing Market Maker
5 = Acting as Market Maker or Specialist in the security
6 = Acting as Market Maker of Specialist in the underlying security of a derivative seucirty
7 = Foreign Entity (of foreign government or regulatory jurisdiction)
8 = External Market Participant
9 = Extneral Inter-connected Market Linkage
A = Riskless Arbitrage
1 = Program Trade
2 = Index Arbitrage
3 = Non-Index Arbitrage
4 = Competing Market Maker
5 = Acting as Market Maker or Specialist in the security
6 = Acting as Market Maker of or Specialist in the underlying security of a derivative seucirty
security
7 = Foreign Entity (of foreign government or regulatory jurisdiction)
8 = External Market Participant
9 = Extneral External Inter-connected Market Linkage
A = Riskless Arbitrage
B = Issuer Holding
C = Issue Price Stabilization
D = Non-algorithmic
E = Algorithmic
F = Cross
[77] PositionEffect Values C = Close
F = FIFO
O = Open
R = Rolled
C = Close
F = FIFO
O = Open
R = Rolled
N = Close but notify on open
D = Default
[840] PegScope Values 1 = Local (Exchange, ECN, ATS)
2 = National
3 = Global
4 = National xxcluding local
1 = Local (Exchange, ECN, ATS)
2 = National
3 = Global
4 = National xxcluding excluding local
[959] StrategyParameterType Values 1 = Int
2 = Length
3 = NumInGroup
4 = SeqNum
5 = TagNum
6 = Float
7 = Qty
8 = Price
9 = PriceOffset
10 = Amt
11 = Percentage
12 = Char
13 = Boolean
14 = String
15 = MultipleCharValue
16 = Currency
17 = Exchange
18 = MonthYear
19 = UTCTimeStamp
20 = UTCTimeOnly
21 = LocalMktTime
22 = UTCDate
23 = Data
24 = MultipleStringValue
1 = Int
2 = Length
3 = NumInGroup
4 = SeqNum
5 = TagNum
6 = Float
float
7 = Qty
8 = Price
9 = PriceOffset
10 = Amt
11 = Percentage
12 = Char
13 = Boolean
14 = String
15 = MultipleCharValue
16 = Currency
17 = Exchange
18 = MonthYear
19 = UTCTimeStamp
UTCTimestamp
20 = UTCTimeOnly
21 = LocalMktTime
LocalMktDate
22 = UTCDate
UTCDateOnly
23 = Data
data
24 = MultipleStringValue
25 = Country
26 = Language
27 = TZTimeOnly
28 = TZTimestamp
29 = Tenor

Additional (Optional) Fields

FIX Protocol - FIX 5.0 Standards - Original FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original
[1227] ProductComplex (Optional)
[1151] SecurityGroup (Optional)
[1449] RestructuringType (Optional)
[1450] Seniority (Optional)
[1451] NotionalPercentageOutstanding (Optional)
[1452] OriginalNotionalPercentageOutstanding (Optional)
[1457] AttachmentPoint (Optional)
[1458] DetachmentPoint (Optional)
[1478] StrikePriceDeterminationMethod (Optional)
[1479] StrikePriceBoundaryMethod (Optional)
[1480] StrikePriceBoundaryPrecision (Optional)
[1481] UnderlyingPriceDeterminationMethod (Optional)
[1435] ContractMultiplierUnit (Optional)
[1439] FlowScheduleType (Optional)
[1482] OptPayoutType (Optional)
[1146] MinPriceIncrementAmount (Optional)
[1147] UnitOfMeasureQty (Optional)
[1191] PriceUnitOfMeasure (Optional)
[1192] PriceUnitOfMeasureQty (Optional)
[1193] SettlMethod (Optional)
[1194] ExerciseStyle (Optional)
[1195] OptPayoutAmount (Optional)
[1196] PriceQuoteMethod (Optional)
[1197] ValuationMethod (Optional)
[1198] ListMethod (Optional)
[1199] CapPrice (Optional)
[1200] FloorPrice (Optional)
[1244] FlexibleIndicator (Optional)
[1242] FlexProductEligibilityIndicator (Optional)
[1184] SecurityXMLLen (Optional)
[1185] SecurityXML (Optional)
[1186] SecurityXMLSchema (Optional)
[1145] EventTime (Optional)
[1483] NoComplexEvents (Optional)
[1484] ComplexEventType (Optional)
[1485] ComplexOptPayoutAmount (Optional)
[1486] ComplexEventPrice (Optional)
[1487] ComplexEventPriceBoundaryMethod (Optional)
[1488] ComplexEventPriceBoundaryPrecision (Optional)
[1489] ComplexEventPriceTimeType (Optional)
[1490] ComplexEventCondition (Optional)
[1491] NoComplexEventDates (Optional)
[1492] ComplexEventStartDate (Optional)
[1493] ComplexEventEndDate (Optional)
[1494] NoComplexEventTimes (Optional)
[1495] ComplexEventStartTime (Optional)
[1496] ComplexEventEndTime (Optional)
[1213] UnderlyingMaturityTime (Optional)
[1453] UnderlyingRestructuringType (Optional)
[1454] UnderlyingSeniority (Optional)
[1455] UnderlyingNotionalPercentageOutstanding (Optional)
[1456] UnderlyingOriginalNotionalPercentageOutstanding (Optional)
[1459] UnderlyingAttachmentPoint (Optional)
[1460] UnderlyingDetachmentPoint (Optional)
[1437] UnderlyingContractMultiplierUnit (Optional)
[1441] UnderlyingFlowScheduleType (Optional)
[1423] UnderlyingUnitOfMeasureQty (Optional)
[1424] UnderlyingPriceUnitOfMeasure (Optional)
[1425] UnderlyingPriceUnitOfMeasureQty (Optional)
[1419] UnderlyingExerciseStyle (Optional)
[1212] LegMaturityTime (Optional)
[1224] LegUnitOfMeasureQty (Optional)
[1421] LegPriceUnitOfMeasure (Optional)
[1422] LegPriceUnitOfMeasureQty (Optional)
[1420] LegExerciseStyle (Optional)
[1436] LegContractMultiplierUnit (Optional)
[1440] LegFlowScheduleType (Optional)
[1358] LegPutOrCall (Optional)
[1366] LegAllocID (Optional)
[1367] LegAllocSettlCurrency (Optional)
[1379] LegVolatility (Optional)
[1381] LegDividendYield (Optional)
[1383] LegCurrencyRatio (Optional)
[1384] LegExecInst (Optional)
[1377] MultilegModel (Optional)
[1378] MultilegPriceMethod (Optional)
[1190] RiskFreeRate (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Blacklined]
[41] OrigClOrdID Reqd Mandatory MandatoryOptional
[11] ClOrdID Reqd Mandatory MandatoryOptional
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
[803] PartySubIDType Values 1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
18 = Registered address
19 = Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
18 = Registered address
19 = Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
[18] ExecInst Values 0 = Stay on offer side
1 = Not held
2 = Work
3 = Go along
4 = Over the day
5 = Held
6 = Participate don't initiate
7 = Strict scale
8 = Try to scale
9 = Stay on bid side
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
H = Reinstate on system failue (mutually exclusive with Q)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K)
K = Cancel on Trading Halt (mutually exclusive with J)
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
Q = Cancel on system failure (mutually exclusive with H)
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
0 = Stay on offer side
1 = Not held
2 = Work
3 = Go along
4 = Over the day
5 = Held
6 = Participate don't initiate
7 = Strict scale
8 = Try to scale
9 = Stay on bid side
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
H = Reinstate on system failue failure (mutually exclusive with Q)
Q and l)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K)
K and m)
K = Cancel on Trading Halt (mutually exclusive with J)
J and m)
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
Q = Cancel on system failure (mutually exclusive with H)
H and l)
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
T = Fixed Peg to Local best bid or offer at time of order
U = Customer Display Instruction (Rule 11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try To Stop
Z = Cancel if not best
a = Trailing Stop Peg
b = Strict Limit (No price improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
f = Intermarket Sweep
g = External Routing Allowed
h = External Routing Not Allowed
i = Imbalance Only
j = Single execution requested for block trade
k = Best Execution
l = Suspend on system failure (mutually exclusive with H and Q)
m = Suspend on Trading Halt (mutually exclusive with J and K)
n = Reinstate on connection loss (mutually exclusive with o and p)
o = Cancel on connection loss (mutually exclusive with n and p)
p = Suspend on connection loss (mutually exclusive with n and o)
q = Release from suspension (mutually exclusive with S)
r = Execute as delta neutral using volatility provided
s = Execute as duration neutral
t = Execute as FX neutral
[1084] DisplayMethod Values 1 = Initial (use original DisplayQty)
2 = New (use RefreshQty)
3 = Random (randomize value)
1 = Initial (use original DisplayQty)
2 = New (use RefreshQty)
3 = Random (randomize value)
4 = Undisclosed (invisible order)
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
[625] TradingSessionSubID Values 1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exxmpt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exxmpt
exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = 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 Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill Of Exchanges
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
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
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
OOF = Options on Futures
OOP = Options on Physical
WLD = Wildcard Entry (was "?" in 4.4, used on Security Definition Request message)
CASH = Cash
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TBILL = US Treasury Bill
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
OOF = Options on Futures
OOP = Options on Physical
WLD
? = Wildcard Entry (was "?" in 4.4, used entry for use on Security Definition Request message)
Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bbl = Barrels
Bcf = Billion cubic feet
Bu = Bushels
lbs = pounds
Gal = Gallons
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Bbl = Barrels
Bcf = Billion cubic feet
Bu = Bushels
lbs = pounds
Gal = Gallons
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
[59] TimeInForce Values 0 = Day (or session)
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate Or Cancel (IOC)
4 = Fill Or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date (GTD)
7 = At the Close
0 = Day (or session)
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate Or Cancel (IOC)
4 = Fill Or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date (GTD)
7 = At the Close
8 = Good Through Crossing
9 = At Crossing
[529] OrderRestrictions Values 1 = Program Trade
2 = Index Arbitrage
3 = Non-Index Arbitrage
4 = Competing Market Maker
5 = Acting as Market Maker or Specialist in the security
6 = Acting as Market Maker of Specialist in the underlying security of a derivative seucirty
7 = Foreign Entity (of foreign government or regulatory jurisdiction)
8 = External Market Participant
9 = Extneral Inter-connected Market Linkage
A = Riskless Arbitrage
1 = Program Trade
2 = Index Arbitrage
3 = Non-Index Arbitrage
4 = Competing Market Maker
5 = Acting as Market Maker or Specialist in the security
6 = Acting as Market Maker of or Specialist in the underlying security of a derivative seucirty
security
7 = Foreign Entity (of foreign government or regulatory jurisdiction)
8 = External Market Participant
9 = Extneral External Inter-connected Market Linkage
A = Riskless Arbitrage
B = Issuer Holding
C = Issue Price Stabilization
D = Non-algorithmic
E = Algorithmic
F = Cross
[77] PositionEffect Values C = Close
F = FIFO
O = Open
R = Rolled
C = Close
F = FIFO
O = Open
R = Rolled
N = Close but notify on open
D = Default
[840] PegScope Values 1 = Local (Exchange, ECN, ATS)
2 = National
3 = Global
4 = National xxcluding local
1 = Local (Exchange, ECN, ATS)
2 = National
3 = Global
4 = National xxcluding excluding local
[959] StrategyParameterType Values 1 = Int
2 = Length
3 = NumInGroup
4 = SeqNum
5 = TagNum
6 = Float
7 = Qty
8 = Price
9 = PriceOffset
10 = Amt
11 = Percentage
12 = Char
13 = Boolean
14 = String
15 = MultipleCharValue
16 = Currency
17 = Exchange
18 = MonthYear
19 = UTCTimeStamp
20 = UTCTimeOnly
21 = LocalMktTime
22 = UTCDate
23 = Data
24 = MultipleStringValue
1 = Int
2 = Length
3 = NumInGroup
4 = SeqNum
5 = TagNum
6 = Float
float
7 = Qty
8 = Price
9 = PriceOffset
10 = Amt
11 = Percentage
12 = Char
13 = Boolean
14 = String
15 = MultipleCharValue
16 = Currency
17 = Exchange
18 = MonthYear
19 = UTCTimeStamp
UTCTimestamp
20 = UTCTimeOnly
21 = LocalMktTime
LocalMktDate
22 = UTCDate
UTCDateOnly
23 = Data
data
24 = MultipleStringValue
25 = Country
26 = Language
27 = TZTimeOnly
28 = TZTimestamp
29 = Tenor

Additional (Optional) Fields

FIX Protocol - FIX 5.0 Standards - Original FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original
[1227] ProductComplex (Optional)
[1151] SecurityGroup (Optional)
[1449] RestructuringType (Optional)
[1450] Seniority (Optional)
[1451] NotionalPercentageOutstanding (Optional)
[1452] OriginalNotionalPercentageOutstanding (Optional)
[1457] AttachmentPoint (Optional)
[1458] DetachmentPoint (Optional)
[1478] StrikePriceDeterminationMethod (Optional)
[1479] StrikePriceBoundaryMethod (Optional)
[1480] StrikePriceBoundaryPrecision (Optional)
[1481] UnderlyingPriceDeterminationMethod (Optional)
[1435] ContractMultiplierUnit (Optional)
[1439] FlowScheduleType (Optional)
[1482] OptPayoutType (Optional)
[1146] MinPriceIncrementAmount (Optional)
[1147] UnitOfMeasureQty (Optional)
[1191] PriceUnitOfMeasure (Optional)
[1192] PriceUnitOfMeasureQty (Optional)
[1193] SettlMethod (Optional)
[1194] ExerciseStyle (Optional)
[1195] OptPayoutAmount (Optional)
[1196] PriceQuoteMethod (Optional)
[1197] ValuationMethod (Optional)
[1198] ListMethod (Optional)
[1199] CapPrice (Optional)
[1200] FloorPrice (Optional)
[1244] FlexibleIndicator (Optional)
[1242] FlexProductEligibilityIndicator (Optional)
[1184] SecurityXMLLen (Optional)
[1185] SecurityXML (Optional)
[1186] SecurityXMLSchema (Optional)
[1145] EventTime (Optional)
[1483] NoComplexEvents (Optional)
[1484] ComplexEventType (Optional)
[1485] ComplexOptPayoutAmount (Optional)
[1486] ComplexEventPrice (Optional)
[1487] ComplexEventPriceBoundaryMethod (Optional)
[1488] ComplexEventPriceBoundaryPrecision (Optional)
[1489] ComplexEventPriceTimeType (Optional)
[1490] ComplexEventCondition (Optional)
[1491] NoComplexEventDates (Optional)
[1492] ComplexEventStartDate (Optional)
[1493] ComplexEventEndDate (Optional)
[1494] NoComplexEventTimes (Optional)
[1495] ComplexEventStartTime (Optional)
[1496] ComplexEventEndTime (Optional)
[1213] UnderlyingMaturityTime (Optional)
[1453] UnderlyingRestructuringType (Optional)
[1454] UnderlyingSeniority (Optional)
[1455] UnderlyingNotionalPercentageOutstanding (Optional)
[1456] UnderlyingOriginalNotionalPercentageOutstanding (Optional)
[1459] UnderlyingAttachmentPoint (Optional)
[1460] UnderlyingDetachmentPoint (Optional)
[1437] UnderlyingContractMultiplierUnit (Optional)
[1441] UnderlyingFlowScheduleType (Optional)
[1423] UnderlyingUnitOfMeasureQty (Optional)
[1424] UnderlyingPriceUnitOfMeasure (Optional)
[1425] UnderlyingPriceUnitOfMeasureQty (Optional)
[1419] UnderlyingExerciseStyle (Optional)
[1212] LegMaturityTime (Optional)
[1224] LegUnitOfMeasureQty (Optional)
[1421] LegPriceUnitOfMeasure (Optional)
[1422] LegPriceUnitOfMeasureQty (Optional)
[1420] LegExerciseStyle (Optional)
[1436] LegContractMultiplierUnit (Optional)
[1440] LegFlowScheduleType (Optional)
[1358] LegPutOrCall (Optional)
[1366] LegAllocID (Optional)
[1367] LegAllocSettlCurrency (Optional)
[1379] LegVolatility (Optional)
[1381] LegDividendYield (Optional)
[1383] LegCurrencyRatio (Optional)
[1384] LegExecInst (Optional)
[1377] MultilegModel (Optional)
[1378] MultilegPriceMethod (Optional)
[1190] RiskFreeRate (Optional)

Field-Level Differences

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

Additional (Optional) Fields

FIX Protocol - FIX 5.0 Standards - Original FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original
[1461] NoTargetPartyIDs (Optional)
[1462] TargetPartyID (Optional)
[1463] TargetPartyIDSource (Optional)
[1464] TargetPartyRole (Optional)
[1227] ProductComplex (Optional)
[1151] SecurityGroup (Optional)
[1449] RestructuringType (Optional)
[1450] Seniority (Optional)
[1451] NotionalPercentageOutstanding (Optional)
[1452] OriginalNotionalPercentageOutstanding (Optional)
[1457] AttachmentPoint (Optional)
[1458] DetachmentPoint (Optional)
[1478] StrikePriceDeterminationMethod (Optional)
[1479] StrikePriceBoundaryMethod (Optional)
[1480] StrikePriceBoundaryPrecision (Optional)
[1481] UnderlyingPriceDeterminationMethod (Optional)
[1435] ContractMultiplierUnit (Optional)
[1439] FlowScheduleType (Optional)
[1482] OptPayoutType (Optional)
[1146] MinPriceIncrementAmount (Optional)
[1147] UnitOfMeasureQty (Optional)
[1191] PriceUnitOfMeasure (Optional)
[1192] PriceUnitOfMeasureQty (Optional)
[1193] SettlMethod (Optional)
[1194] ExerciseStyle (Optional)
[1195] OptPayoutAmount (Optional)
[1196] PriceQuoteMethod (Optional)
[1197] ValuationMethod (Optional)
[1198] ListMethod (Optional)
[1199] CapPrice (Optional)
[1200] FloorPrice (Optional)
[1244] FlexibleIndicator (Optional)
[1242] FlexProductEligibilityIndicator (Optional)
[1184] SecurityXMLLen (Optional)
[1185] SecurityXML (Optional)
[1186] SecurityXMLSchema (Optional)
[1145] EventTime (Optional)
[1483] NoComplexEvents (Optional)
[1484] ComplexEventType (Optional)
[1485] ComplexOptPayoutAmount (Optional)
[1486] ComplexEventPrice (Optional)
[1487] ComplexEventPriceBoundaryMethod (Optional)
[1488] ComplexEventPriceBoundaryPrecision (Optional)
[1489] ComplexEventPriceTimeType (Optional)
[1490] ComplexEventCondition (Optional)
[1491] NoComplexEventDates (Optional)
[1492] ComplexEventStartDate (Optional)
[1493] ComplexEventEndDate (Optional)
[1494] NoComplexEventTimes (Optional)
[1495] ComplexEventStartTime (Optional)
[1496] ComplexEventEndTime (Optional)
[1213] UnderlyingMaturityTime (Optional)
[1453] UnderlyingRestructuringType (Optional)
[1454] UnderlyingSeniority (Optional)
[1455] UnderlyingNotionalPercentageOutstanding (Optional)
[1456] UnderlyingOriginalNotionalPercentageOutstanding (Optional)
[1459] UnderlyingAttachmentPoint (Optional)
[1460] UnderlyingDetachmentPoint (Optional)
[1437] UnderlyingContractMultiplierUnit (Optional)
[1441] UnderlyingFlowScheduleType (Optional)
[1423] UnderlyingUnitOfMeasureQty (Optional)
[1424] UnderlyingPriceUnitOfMeasure (Optional)
[1425] UnderlyingPriceUnitOfMeasureQty (Optional)
[1419] UnderlyingExerciseStyle (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Blacklined]
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = 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 Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill Of Exchanges
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
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
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
OOF = Options on Futures
OOP = Options on Physical
WLD = Wildcard Entry (was "?" in 4.4, used on Security Definition Request message)
CASH = Cash
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TBILL = US Treasury Bill
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
OOF = Options on Futures
OOP = Options on Physical
WLD
? = Wildcard Entry (was "?" in 4.4, used entry for use on Security Definition Request message)
Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bbl = Barrels
Bcf = Billion cubic feet
Bu = Bushels
lbs = pounds
Gal = Gallons
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Bbl = Barrels
Bcf = Billion cubic feet
Bu = Bushels
lbs = pounds
Gal = Gallons
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
[625] TradingSessionSubID Values 1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exxmpt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exxmpt
exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
[233] StipulationType Values AMT = Alternative Minimum Tax (Y/N)
AUTOREINV = Auto Reinvestment at or better
BANKQUAL = Bank qualified (Y/N)
BGNCON = Bargain conditions (see StipulationValue (234) for values)
COUPON = Coupon range
CURRENCY = ISO Currency Code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT = Valuation Discount
INSURED = Insured (Y/N)
ISSUE = Year Or Year/Month of Issue (ex. 234=2002/09)
ISSUER = Issuer's ticker
ISSUESIZE = issue size range
LOOKBACK = Lookback Days
LOT = Explicit lot identifier
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT = Maturity Year And Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINDNOM = Minimum denomination
MININCR = Minimum increment
MINQTY = Minimum quantity
PAYFREQ = Payment frequency, calendar
PIECES = Number Of Pieces
PMAX = Pools Maximum
PPL = Pools per Lot
PPM = Pools per Million
PPT = Pools per Trade
PRICE = Price Range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (Y/N)
SECTOR = Market Sector
SECTYPE = Security Type included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform Text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC = Weighted Average Coupon - value in percent (exact or range) plus "Gross" or "Net" of servicing spread (the default) (ex. 234=6.5-Net [minimum of 6.5% net of servicing fee])
WAL = Weighted Average Life Coupon - value in percent (exact or range)
WALA = Weighted Average Loan Age - value in months (exact or range)
WAM = Weighted Average Maturity - value in months (exact or range)
WHOLE = Whole Pool (Y/N)
YIELD = Yield Range
ABS = Absolute Prepayment Speed
CPP = Constant Prepayment Penalty
CPR = Constant Prepayment Rate
CPY = Constant Prepayment Yield
HEP = final CPR of Home Equity Prepayment Curve
MHP = Percent of Manufactured Housing Prepayment Curve
MPR = Monthly Prepayment Rate
PPC = Percent of Prospectus Prepayment Curve
PSA = Percent of BMA Prepayment Curve
SMM = Single Monthly Mortality
AMT = Alternative Minimum Tax (Y/N)
AUTOREINV = Auto Reinvestment at or better
BANKQUAL = Bank qualified (Y/N)
BGNCON = Bargain conditions (see StipulationValue (234) for values)
COUPON = Coupon range
CURRENCY = ISO Currency Code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT = Valuation Discount
INSURED = Insured (Y/N)
ISSUE = Year Or Year/Month of Issue (ex. 234=2002/09)
ISSUER = Issuer's ticker
ISSUESIZE = issue size range
LOOKBACK = Lookback Days
LOT = Explicit lot identifier
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT = Maturity Year And Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINDNOM = Minimum denomination
MININCR = Minimum increment
MINQTY = Minimum quantity
PAYFREQ = Payment frequency, calendar
PIECES = Number Of Pieces
PMAX = Pools Maximum
PPL = Pools per Lot
PPM = Pools per Million
PPT = Pools per Trade
PRICE = Price Range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (Y/N)
SECTOR = Market Sector
SECTYPE = Security Type included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform Text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC = Weighted Average Coupon - value in percent (exact or range) plus "Gross" or "Net" of servicing spread (the default) (ex. 234=6.5-Net [minimum of 6.5% net of servicing fee])
WAL = Weighted Average Life Coupon - value in percent (exact or range)
WALA = Weighted Average Loan Age - value in months (exact or range)
WAM = Weighted Average Maturity - value in months (exact or range)
WHOLE = Whole Pool (Y/N)
YIELD = Yield Range
AVFICO = Average FICO Score
AVSIZE = Average Loan Size
MAXBAL = Maximum Loan Balance
POOL = Pool Identifier
ROLLTYPE = Type of Roll trade
REFTRADE = reference to rolling or closing trade
REFPRIN = principal of rolling or closing trade
REFINT = interest of rolling or closing trade
AVAILQTY = Available offer quantity to be shown to the street
BROKERCRED = Broker's sales credit
INTERNALPX = Offer price to be shown to internal brokers
INTERNALQT = Offer quantity to be shown to internal brokers
LEAVEQTY = The minimum residual offer quantity
MAXORDQTY = Maximum order size
ORDRINCR = Order quantity increment
PRIMARY = Primary or Secondary market indicator
SALESCREDI = Broker sales credit override
TRADERCRED = Trader's credit
DISCOUNT = Discount Rate (when price is denominated in percent of par)
YTM = Yield to Maturity (when YieldType(235) and Yield(236) show a different yield)
ABS = Absolute Prepayment Speed
CPP = Constant Prepayment Penalty
CPR = Constant Prepayment Rate
CPY = Constant Prepayment Yield
HEP = final CPR of Home Equity Prepayment Curve
MHP = Percent of Manufactured Housing Prepayment Curve
MPR = Monthly Prepayment Rate
PPC = Percent of Prospectus Prepayment Curve
PSA = Percent of BMA Prepayment Curve
SMM = Single Monthly Mortality
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
[803] PartySubIDType Values 1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
18 = Registered address
19 = Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
18 = Registered address
19 = Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier

Additional (Optional) Fields

FIX Protocol - FIX 5.0 Standards - Original FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original
[1171] PrivateQuote (Optional)
[1172] RespondentType (Optional)
[1091] PreTradeAnonymity (Optional)
[1116] NoRootPartyIDs (Optional)
[1117] RootPartyID (Optional)
[1118] RootPartyIDSource (Optional)
[1119] RootPartyRole (Optional)
[1120] NoRootPartySubIDs (Optional)
[1121] RootPartySubID (Optional)
[1122] RootPartySubIDType (Optional)
[1227] ProductComplex (Optional)
[1151] SecurityGroup (Optional)
[1449] RestructuringType (Optional)
[1450] Seniority (Optional)
[1451] NotionalPercentageOutstanding (Optional)
[1452] OriginalNotionalPercentageOutstanding (Optional)
[1457] AttachmentPoint (Optional)
[1458] DetachmentPoint (Optional)
[1478] StrikePriceDeterminationMethod (Optional)
[1479] StrikePriceBoundaryMethod (Optional)
[1480] StrikePriceBoundaryPrecision (Optional)
[1481] UnderlyingPriceDeterminationMethod (Optional)
[1435] ContractMultiplierUnit (Optional)
[1439] FlowScheduleType (Optional)
[1482] OptPayoutType (Optional)
[1146] MinPriceIncrementAmount (Optional)
[1147] UnitOfMeasureQty (Optional)
[1191] PriceUnitOfMeasure (Optional)
[1192] PriceUnitOfMeasureQty (Optional)
[1193] SettlMethod (Optional)
[1194] ExerciseStyle (Optional)
[1195] OptPayoutAmount (Optional)
[1196] PriceQuoteMethod (Optional)
[1197] ValuationMethod (Optional)
[1198] ListMethod (Optional)
[1199] CapPrice (Optional)
[1200] FloorPrice (Optional)
[1244] FlexibleIndicator (Optional)
[1242] FlexProductEligibilityIndicator (Optional)
[1184] SecurityXMLLen (Optional)
[1185] SecurityXML (Optional)
[1186] SecurityXMLSchema (Optional)
[1145] EventTime (Optional)
[1483] NoComplexEvents (Optional)
[1484] ComplexEventType (Optional)
[1485] ComplexOptPayoutAmount (Optional)
[1486] ComplexEventPrice (Optional)
[1487] ComplexEventPriceBoundaryMethod (Optional)
[1488] ComplexEventPriceBoundaryPrecision (Optional)
[1489] ComplexEventPriceTimeType (Optional)
[1490] ComplexEventCondition (Optional)
[1491] NoComplexEventDates (Optional)
[1492] ComplexEventStartDate (Optional)
[1493] ComplexEventEndDate (Optional)
[1494] NoComplexEventTimes (Optional)
[1495] ComplexEventStartTime (Optional)
[1496] ComplexEventEndTime (Optional)
[1213] UnderlyingMaturityTime (Optional)
[1453] UnderlyingRestructuringType (Optional)
[1454] UnderlyingSeniority (Optional)
[1455] UnderlyingNotionalPercentageOutstanding (Optional)
[1456] UnderlyingOriginalNotionalPercentageOutstanding (Optional)
[1459] UnderlyingAttachmentPoint (Optional)
[1460] UnderlyingDetachmentPoint (Optional)
[1437] UnderlyingContractMultiplierUnit (Optional)
[1441] UnderlyingFlowScheduleType (Optional)
[1423] UnderlyingUnitOfMeasureQty (Optional)
[1424] UnderlyingPriceUnitOfMeasure (Optional)
[1425] UnderlyingPriceUnitOfMeasureQty (Optional)
[1419] UnderlyingExerciseStyle (Optional)
[1212] LegMaturityTime (Optional)
[1224] LegUnitOfMeasureQty (Optional)
[1421] LegPriceUnitOfMeasure (Optional)
[1422] LegPriceUnitOfMeasureQty (Optional)
[1420] LegExerciseStyle (Optional)
[1436] LegContractMultiplierUnit (Optional)
[1440] LegFlowScheduleType (Optional)
[1358] LegPutOrCall (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Blacklined]
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = 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 Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill Of Exchanges
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
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
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
OOF = Options on Futures
OOP = Options on Physical
WLD = Wildcard Entry (was "?" in 4.4, used on Security Definition Request message)
CASH = Cash
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TBILL = US Treasury Bill
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
OOF = Options on Futures
OOP = Options on Physical
WLD
? = Wildcard Entry (was "?" in 4.4, used entry for use on Security Definition Request message)
Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bbl = Barrels
Bcf = Billion cubic feet
Bu = Bushels
lbs = pounds
Gal = Gallons
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Bbl = Barrels
Bcf = Billion cubic feet
Bu = Bushels
lbs = pounds
Gal = Gallons
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
[625] TradingSessionSubID Values 1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent

Additional (Optional) Fields

FIX Protocol - FIX 5.0 Standards - Original FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original
[453] NoPartyIDs (Optional)
[448] PartyID (Optional)
[447] PartyIDSource (Optional)
[452] PartyRole (Optional)
[802] NoPartySubIDs (Optional)
[523] PartySubID (Optional)
[803] PartySubIDType (Optional)
[1227] ProductComplex (Optional)
[1151] SecurityGroup (Optional)
[1449] RestructuringType (Optional)
[1450] Seniority (Optional)
[1451] NotionalPercentageOutstanding (Optional)
[1452] OriginalNotionalPercentageOutstanding (Optional)
[1457] AttachmentPoint (Optional)
[1458] DetachmentPoint (Optional)
[1478] StrikePriceDeterminationMethod (Optional)
[1479] StrikePriceBoundaryMethod (Optional)
[1480] StrikePriceBoundaryPrecision (Optional)
[1481] UnderlyingPriceDeterminationMethod (Optional)
[1435] ContractMultiplierUnit (Optional)
[1439] FlowScheduleType (Optional)
[1482] OptPayoutType (Optional)
[1146] MinPriceIncrementAmount (Optional)
[1147] UnitOfMeasureQty (Optional)
[1191] PriceUnitOfMeasure (Optional)
[1192] PriceUnitOfMeasureQty (Optional)
[1193] SettlMethod (Optional)
[1194] ExerciseStyle (Optional)
[1195] OptPayoutAmount (Optional)
[1196] PriceQuoteMethod (Optional)
[1197] ValuationMethod (Optional)
[1198] ListMethod (Optional)
[1199] CapPrice (Optional)
[1200] FloorPrice (Optional)
[1244] FlexibleIndicator (Optional)
[1242] FlexProductEligibilityIndicator (Optional)
[1184] SecurityXMLLen (Optional)
[1185] SecurityXML (Optional)
[1186] SecurityXMLSchema (Optional)
[1145] EventTime (Optional)
[1483] NoComplexEvents (Optional)
[1484] ComplexEventType (Optional)
[1485] ComplexOptPayoutAmount (Optional)
[1486] ComplexEventPrice (Optional)
[1487] ComplexEventPriceBoundaryMethod (Optional)
[1488] ComplexEventPriceBoundaryPrecision (Optional)
[1489] ComplexEventPriceTimeType (Optional)
[1490] ComplexEventCondition (Optional)
[1491] NoComplexEventDates (Optional)
[1492] ComplexEventStartDate (Optional)
[1493] ComplexEventEndDate (Optional)
[1494] NoComplexEventTimes (Optional)
[1495] ComplexEventStartTime (Optional)
[1496] ComplexEventEndTime (Optional)
[1213] UnderlyingMaturityTime (Optional)
[1453] UnderlyingRestructuringType (Optional)
[1454] UnderlyingSeniority (Optional)
[1455] UnderlyingNotionalPercentageOutstanding (Optional)
[1456] UnderlyingOriginalNotionalPercentageOutstanding (Optional)
[1459] UnderlyingAttachmentPoint (Optional)
[1460] UnderlyingDetachmentPoint (Optional)
[1437] UnderlyingContractMultiplierUnit (Optional)
[1441] UnderlyingFlowScheduleType (Optional)
[1423] UnderlyingUnitOfMeasureQty (Optional)
[1424] UnderlyingPriceUnitOfMeasure (Optional)
[1425] UnderlyingPriceUnitOfMeasureQty (Optional)
[1419] UnderlyingExerciseStyle (Optional)
[1212] LegMaturityTime (Optional)
[1224] LegUnitOfMeasureQty (Optional)
[1421] LegPriceUnitOfMeasure (Optional)
[1422] LegPriceUnitOfMeasureQty (Optional)
[1420] LegExerciseStyle (Optional)
[1436] LegContractMultiplierUnit (Optional)
[1440] LegFlowScheduleType (Optional)
[1358] LegPutOrCall (Optional)
[1171] PrivateQuote (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Blacklined]
[694] QuoteRespType Values 1 = Hit/Lift
2 = Counter
3 = Expired
4 = Cover
5 = Done Away
6 = Pass
1 = Hit/Lift
2 = Counter
3 = Expired
4 = Cover
5 = Done Away
6 = Pass
7 = End Trade
8 = Timed Out
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
[803] PartySubIDType Values 1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
18 = Registered address
19 = Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
18 = Registered address
19 = Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
[625] TradingSessionSubID Values 1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = 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 Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill Of Exchanges
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
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
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
OOF = Options on Futures
OOP = Options on Physical
WLD = Wildcard Entry (was "?" in 4.4, used on Security Definition Request message)
CASH = Cash
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TBILL = US Treasury Bill
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
OOF = Options on Futures
OOP = Options on Physical
WLD
? = Wildcard Entry (was "?" in 4.4, used entry for use on Security Definition Request message)
Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bbl = Barrels
Bcf = Billion cubic feet
Bu = Bushels
lbs = pounds
Gal = Gallons
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Bbl = Barrels
Bcf = Billion cubic feet
Bu = Bushels
lbs = pounds
Gal = Gallons
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exxmpt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exxmpt
exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
[233] StipulationType Values AMT = Alternative Minimum Tax (Y/N)
AUTOREINV = Auto Reinvestment at or better
BANKQUAL = Bank qualified (Y/N)
BGNCON = Bargain conditions (see StipulationValue (234) for values)
COUPON = Coupon range
CURRENCY = ISO Currency Code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT = Valuation Discount
INSURED = Insured (Y/N)
ISSUE = Year Or Year/Month of Issue (ex. 234=2002/09)
ISSUER = Issuer's ticker
ISSUESIZE = issue size range
LOOKBACK = Lookback Days
LOT = Explicit lot identifier
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT = Maturity Year And Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINDNOM = Minimum denomination
MININCR = Minimum increment
MINQTY = Minimum quantity
PAYFREQ = Payment frequency, calendar
PIECES = Number Of Pieces
PMAX = Pools Maximum
PPL = Pools per Lot
PPM = Pools per Million
PPT = Pools per Trade
PRICE = Price Range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (Y/N)
SECTOR = Market Sector
SECTYPE = Security Type included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform Text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC = Weighted Average Coupon - value in percent (exact or range) plus "Gross" or "Net" of servicing spread (the default) (ex. 234=6.5-Net [minimum of 6.5% net of servicing fee])
WAL = Weighted Average Life Coupon - value in percent (exact or range)
WALA = Weighted Average Loan Age - value in months (exact or range)
WAM = Weighted Average Maturity - value in months (exact or range)
WHOLE = Whole Pool (Y/N)
YIELD = Yield Range
ABS = Absolute Prepayment Speed
CPP = Constant Prepayment Penalty
CPR = Constant Prepayment Rate
CPY = Constant Prepayment Yield
HEP = final CPR of Home Equity Prepayment Curve
MHP = Percent of Manufactured Housing Prepayment Curve
MPR = Monthly Prepayment Rate
PPC = Percent of Prospectus Prepayment Curve
PSA = Percent of BMA Prepayment Curve
SMM = Single Monthly Mortality
AMT = Alternative Minimum Tax (Y/N)
AUTOREINV = Auto Reinvestment at or better
BANKQUAL = Bank qualified (Y/N)
BGNCON = Bargain conditions (see StipulationValue (234) for values)
COUPON = Coupon range
CURRENCY = ISO Currency Code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT = Valuation Discount
INSURED = Insured (Y/N)
ISSUE = Year Or Year/Month of Issue (ex. 234=2002/09)
ISSUER = Issuer's ticker
ISSUESIZE = issue size range
LOOKBACK = Lookback Days
LOT = Explicit lot identifier
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT = Maturity Year And Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINDNOM = Minimum denomination
MININCR = Minimum increment
MINQTY = Minimum quantity
PAYFREQ = Payment frequency, calendar
PIECES = Number Of Pieces
PMAX = Pools Maximum
PPL = Pools per Lot
PPM = Pools per Million
PPT = Pools per Trade
PRICE = Price Range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (Y/N)
SECTOR = Market Sector
SECTYPE = Security Type included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform Text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC = Weighted Average Coupon - value in percent (exact or range) plus "Gross" or "Net" of servicing spread (the default) (ex. 234=6.5-Net [minimum of 6.5% net of servicing fee])
WAL = Weighted Average Life Coupon - value in percent (exact or range)
WALA = Weighted Average Loan Age - value in months (exact or range)
WAM = Weighted Average Maturity - value in months (exact or range)
WHOLE = Whole Pool (Y/N)
YIELD = Yield Range
AVFICO = Average FICO Score
AVSIZE = Average Loan Size
MAXBAL = Maximum Loan Balance
POOL = Pool Identifier
ROLLTYPE = Type of Roll trade
REFTRADE = reference to rolling or closing trade
REFPRIN = principal of rolling or closing trade
REFINT = interest of rolling or closing trade
AVAILQTY = Available offer quantity to be shown to the street
BROKERCRED = Broker's sales credit
INTERNALPX = Offer price to be shown to internal brokers
INTERNALQT = Offer quantity to be shown to internal brokers
LEAVEQTY = The minimum residual offer quantity
MAXORDQTY = Maximum order size
ORDRINCR = Order quantity increment
PRIMARY = Primary or Secondary market indicator
SALESCREDI = Broker sales credit override
TRADERCRED = Trader's credit
DISCOUNT = Discount Rate (when price is denominated in percent of par)
YTM = Yield to Maturity (when YieldType(235) and Yield(236) show a different yield)
ABS = Absolute Prepayment Speed
CPP = Constant Prepayment Penalty
CPR = Constant Prepayment Rate
CPY = Constant Prepayment Yield
HEP = final CPR of Home Equity Prepayment Curve
MHP = Percent of Manufactured Housing Prepayment Curve
MPR = Monthly Prepayment Rate
PPC = Percent of Prospectus Prepayment Curve
PSA = Percent of BMA Prepayment Curve
SMM = Single Monthly Mortality

Additional (Optional) Fields

FIX Protocol - FIX 5.0 Standards - Original FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original
[1166] QuoteMsgID (Optional)
[529] OrderRestrictions (Optional)
[1091] PreTradeAnonymity (Optional)
[1227] ProductComplex (Optional)
[1151] SecurityGroup (Optional)
[1449] RestructuringType (Optional)
[1450] Seniority (Optional)
[1451] NotionalPercentageOutstanding (Optional)
[1452] OriginalNotionalPercentageOutstanding (Optional)
[1457] AttachmentPoint (Optional)
[1458] DetachmentPoint (Optional)
[1478] StrikePriceDeterminationMethod (Optional)
[1479] StrikePriceBoundaryMethod (Optional)
[1480] StrikePriceBoundaryPrecision (Optional)
[1481] UnderlyingPriceDeterminationMethod (Optional)
[1435] ContractMultiplierUnit (Optional)
[1439] FlowScheduleType (Optional)
[1482] OptPayoutType (Optional)
[1146] MinPriceIncrementAmount (Optional)
[1147] UnitOfMeasureQty (Optional)
[1191] PriceUnitOfMeasure (Optional)
[1192] PriceUnitOfMeasureQty (Optional)
[1193] SettlMethod (Optional)
[1194] ExerciseStyle (Optional)
[1195] OptPayoutAmount (Optional)
[1196] PriceQuoteMethod (Optional)
[1197] ValuationMethod (Optional)
[1198] ListMethod (Optional)
[1199] CapPrice (Optional)
[1200] FloorPrice (Optional)
[1244] FlexibleIndicator (Optional)
[1242] FlexProductEligibilityIndicator (Optional)
[1184] SecurityXMLLen (Optional)
[1185] SecurityXML (Optional)
[1186] SecurityXMLSchema (Optional)
[1145] EventTime (Optional)
[1483] NoComplexEvents (Optional)
[1484] ComplexEventType (Optional)
[1485] ComplexOptPayoutAmount (Optional)
[1486] ComplexEventPrice (Optional)
[1487] ComplexEventPriceBoundaryMethod (Optional)
[1488] ComplexEventPriceBoundaryPrecision (Optional)
[1489] ComplexEventPriceTimeType (Optional)
[1490] ComplexEventCondition (Optional)
[1491] NoComplexEventDates (Optional)
[1492] ComplexEventStartDate (Optional)
[1493] ComplexEventEndDate (Optional)
[1494] NoComplexEventTimes (Optional)
[1495] ComplexEventStartTime (Optional)
[1496] ComplexEventEndTime (Optional)
[1213] UnderlyingMaturityTime (Optional)
[1453] UnderlyingRestructuringType (Optional)
[1454] UnderlyingSeniority (Optional)
[1455] UnderlyingNotionalPercentageOutstanding (Optional)
[1456] UnderlyingOriginalNotionalPercentageOutstanding (Optional)
[1459] UnderlyingAttachmentPoint (Optional)
[1460] UnderlyingDetachmentPoint (Optional)
[1437] UnderlyingContractMultiplierUnit (Optional)
[1441] UnderlyingFlowScheduleType (Optional)
[1423] UnderlyingUnitOfMeasureQty (Optional)
[1424] UnderlyingPriceUnitOfMeasure (Optional)
[1425] UnderlyingPriceUnitOfMeasureQty (Optional)
[1419] UnderlyingExerciseStyle (Optional)
[110] MinQty (Optional)
[1212] LegMaturityTime (Optional)
[1224] LegUnitOfMeasureQty (Optional)
[1421] LegPriceUnitOfMeasure (Optional)
[1422] LegPriceUnitOfMeasureQty (Optional)
[1420] LegExerciseStyle (Optional)
[1436] LegContractMultiplierUnit (Optional)
[1440] LegFlowScheduleType (Optional)
[1358] LegPutOrCall (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Blacklined]
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
[803] PartySubIDType Values 1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
18 = Registered address
19 = Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
18 = Registered address
19 = Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
[770] TrdRegTimestampType Values 1 = Execution Time
2 = Time In
3 = Time Out
4 = Broker Receipt
5 = Broker Execution
6 = Desk Receipt
1 = Execution Time
2 = Time In
3 = Time Out
4 = Broker Receipt
5 = Broker Execution
6 = Desk Receipt
7 = Submission to Clearing
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = 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 Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill Of Exchanges
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
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
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
OOF = Options on Futures
OOP = Options on Physical
WLD = Wildcard Entry (was "?" in 4.4, used on Security Definition Request message)
CASH = Cash
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TBILL = US Treasury Bill
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
OOF = Options on Futures
OOP = Options on Physical
WLD
? = Wildcard Entry (was "?" in 4.4, used entry for use on Security Definition Request message)
Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bbl = Barrels
Bcf = Billion cubic feet
Bu = Bushels
lbs = pounds
Gal = Gallons
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Bbl = Barrels
Bcf = Billion cubic feet
Bu = Bushels
lbs = pounds
Gal = Gallons
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
[871] InstrAttribType Values 1 = Flat (securities pay interest on a current basis but are traded without interest)
2 = Zero coupon
3 = Interest bearing (for Euro commercial paper when not issued at discount)
4 = No periodic payments
5 = Variable rate
6 = Less fee for put
7 = Stepped coupon
8 = Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue (872) field.
9 = When [and if] issued
10 = Original issue discount
11 = Callable, puttable
12 = Escrowed to Maturity
13 = Escrowed to redemption date - callable. Supply redemption date in the InstrAttribValue (872) field
14 = Pre-refunded
15 = In default
16 = Unrated
17 = Taxable
18 = Indexed
19 = Subject To Alternative Minimum Tax
20 = Original issue discount price. Supply price in the InstrAttribValue (872) field
21 = Callable below maturity value
22 = Callable without notice by mail to holder unless registered
99 = Text. Supply the text of the attribute or disclaimer in the InstrAttribValue (872) field.
1 = Flat (securities pay interest on a current basis but are traded without interest)
2 = Zero coupon
3 = Interest bearing (for Euro commercial paper when not issued at discount)
4 = No periodic payments
5 = Variable rate
6 = Less fee for put
7 = Stepped coupon
8 = Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue (872) field.
9 = When [and if] issued
10 = Original issue discount
11 = Callable, puttable
12 = Escrowed to Maturity
13 = Escrowed to redemption date - callable. Supply redemption date in the InstrAttribValue (872) field
14 = Pre-refunded
15 = In default
16 = Unrated
17 = Taxable
18 = Indexed
19 = Subject To Alternative Minimum Tax
20 = Original issue discount price. Supply price in the InstrAttribValue (872) field
21 = Callable below maturity value
22 = Callable without notice by mail to holder unless registered
23 = Price tick rules for security.
24 = Trade type eligibility details for security.
25 = Instrument Denominator
26 = Instrument Numerator
27 = Instrument Price Precision
28 = Instrument Strike Price
29 = Tradeable Indicator
99 = Text. Supply the text of the attribute or disclaimer in the InstrAttribValue (872) field.
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exxmpt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exxmpt
exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
[529] OrderRestrictions Values 1 = Program Trade
2 = Index Arbitrage
3 = Non-Index Arbitrage
4 = Competing Market Maker
5 = Acting as Market Maker or Specialist in the security
6 = Acting as Market Maker of Specialist in the underlying security of a derivative seucirty
7 = Foreign Entity (of foreign government or regulatory jurisdiction)
8 = External Market Participant
9 = Extneral Inter-connected Market Linkage
A = Riskless Arbitrage
1 = Program Trade
2 = Index Arbitrage
3 = Non-Index Arbitrage
4 = Competing Market Maker
5 = Acting as Market Maker or Specialist in the security
6 = Acting as Market Maker of or Specialist in the underlying security of a derivative seucirty
security
7 = Foreign Entity (of foreign government or regulatory jurisdiction)
8 = External Market Participant
9 = Extneral External Inter-connected Market Linkage
A = Riskless Arbitrage
B = Issuer Holding
C = Issue Price Stabilization
D = Non-algorithmic
E = Algorithmic
F = Cross
[233] StipulationType Values AMT = Alternative Minimum Tax (Y/N)
AUTOREINV = Auto Reinvestment at or better
BANKQUAL = Bank qualified (Y/N)
BGNCON = Bargain conditions (see StipulationValue (234) for values)
COUPON = Coupon range
CURRENCY = ISO Currency Code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT = Valuation Discount
INSURED = Insured (Y/N)
ISSUE = Year Or Year/Month of Issue (ex. 234=2002/09)
ISSUER = Issuer's ticker
ISSUESIZE = issue size range
LOOKBACK = Lookback Days
LOT = Explicit lot identifier
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT = Maturity Year And Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINDNOM = Minimum denomination
MININCR = Minimum increment
MINQTY = Minimum quantity
PAYFREQ = Payment frequency, calendar
PIECES = Number Of Pieces
PMAX = Pools Maximum
PPL = Pools per Lot
PPM = Pools per Million
PPT = Pools per Trade
PRICE = Price Range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (Y/N)
SECTOR = Market Sector
SECTYPE = Security Type included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform Text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC = Weighted Average Coupon - value in percent (exact or range) plus "Gross" or "Net" of servicing spread (the default) (ex. 234=6.5-Net [minimum of 6.5% net of servicing fee])
WAL = Weighted Average Life Coupon - value in percent (exact or range)
WALA = Weighted Average Loan Age - value in months (exact or range)
WAM = Weighted Average Maturity - value in months (exact or range)
WHOLE = Whole Pool (Y/N)
YIELD = Yield Range
ABS = Absolute Prepayment Speed
CPP = Constant Prepayment Penalty
CPR = Constant Prepayment Rate
CPY = Constant Prepayment Yield
HEP = final CPR of Home Equity Prepayment Curve
MHP = Percent of Manufactured Housing Prepayment Curve
MPR = Monthly Prepayment Rate
PPC = Percent of Prospectus Prepayment Curve
PSA = Percent of BMA Prepayment Curve
SMM = Single Monthly Mortality
AMT = Alternative Minimum Tax (Y/N)
AUTOREINV = Auto Reinvestment at or better
BANKQUAL = Bank qualified (Y/N)
BGNCON = Bargain conditions (see StipulationValue (234) for values)
COUPON = Coupon range
CURRENCY = ISO Currency Code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT = Valuation Discount
INSURED = Insured (Y/N)
ISSUE = Year Or Year/Month of Issue (ex. 234=2002/09)
ISSUER = Issuer's ticker
ISSUESIZE = issue size range
LOOKBACK = Lookback Days
LOT = Explicit lot identifier
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT = Maturity Year And Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINDNOM = Minimum denomination
MININCR = Minimum increment
MINQTY = Minimum quantity
PAYFREQ = Payment frequency, calendar
PIECES = Number Of Pieces
PMAX = Pools Maximum
PPL = Pools per Lot
PPM = Pools per Million
PPT = Pools per Trade
PRICE = Price Range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (Y/N)
SECTOR = Market Sector
SECTYPE = Security Type included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform Text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC = Weighted Average Coupon - value in percent (exact or range) plus "Gross" or "Net" of servicing spread (the default) (ex. 234=6.5-Net [minimum of 6.5% net of servicing fee])
WAL = Weighted Average Life Coupon - value in percent (exact or range)
WALA = Weighted Average Loan Age - value in months (exact or range)
WAM = Weighted Average Maturity - value in months (exact or range)
WHOLE = Whole Pool (Y/N)
YIELD = Yield Range
AVFICO = Average FICO Score
AVSIZE = Average Loan Size
MAXBAL = Maximum Loan Balance
POOL = Pool Identifier
ROLLTYPE = Type of Roll trade
REFTRADE = reference to rolling or closing trade
REFPRIN = principal of rolling or closing trade
REFINT = interest of rolling or closing trade
AVAILQTY = Available offer quantity to be shown to the street
BROKERCRED = Broker's sales credit
INTERNALPX = Offer price to be shown to internal brokers
INTERNALQT = Offer quantity to be shown to internal brokers
LEAVEQTY = The minimum residual offer quantity
MAXORDQTY = Maximum order size
ORDRINCR = Order quantity increment
PRIMARY = Primary or Secondary market indicator
SALESCREDI = Broker sales credit override
TRADERCRED = Trader's credit
DISCOUNT = Discount Rate (when price is denominated in percent of par)
YTM = Yield to Maturity (when YieldType(235) and Yield(236) show a different yield)
ABS = Absolute Prepayment Speed
CPP = Constant Prepayment Penalty
CPR = Constant Prepayment Rate
CPY = Constant Prepayment Yield
HEP = final CPR of Home Equity Prepayment Curve
MHP = Percent of Manufactured Housing Prepayment Curve
MPR = Monthly Prepayment Rate
PPC = Percent of Prospectus Prepayment Curve
PSA = Percent of BMA Prepayment Curve
SMM = Single Monthly Mortality

Additional (Optional) Fields

FIX Protocol - FIX 5.0 Standards - Original FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original
[1227] ProductComplex (Optional)
[1151] SecurityGroup (Optional)
[1449] RestructuringType (Optional)
[1450] Seniority (Optional)
[1451] NotionalPercentageOutstanding (Optional)
[1452] OriginalNotionalPercentageOutstanding (Optional)
[1457] AttachmentPoint (Optional)
[1458] DetachmentPoint (Optional)
[1478] StrikePriceDeterminationMethod (Optional)
[1479] StrikePriceBoundaryMethod (Optional)
[1480] StrikePriceBoundaryPrecision (Optional)
[1481] UnderlyingPriceDeterminationMethod (Optional)
[1435] ContractMultiplierUnit (Optional)
[1439] FlowScheduleType (Optional)
[1482] OptPayoutType (Optional)
[1146] MinPriceIncrementAmount (Optional)
[1147] UnitOfMeasureQty (Optional)
[1191] PriceUnitOfMeasure (Optional)
[1192] PriceUnitOfMeasureQty (Optional)
[1193] SettlMethod (Optional)
[1194] ExerciseStyle (Optional)
[1195] OptPayoutAmount (Optional)
[1196] PriceQuoteMethod (Optional)
[1197] ValuationMethod (Optional)
[1198] ListMethod (Optional)
[1199] CapPrice (Optional)
[1200] FloorPrice (Optional)
[1244] FlexibleIndicator (Optional)
[1242] FlexProductEligibilityIndicator (Optional)
[1184] SecurityXMLLen (Optional)
[1185] SecurityXML (Optional)
[1186] SecurityXMLSchema (Optional)
[1145] EventTime (Optional)
[1483] NoComplexEvents (Optional)
[1484] ComplexEventType (Optional)
[1485] ComplexOptPayoutAmount (Optional)
[1486] ComplexEventPrice (Optional)
[1487] ComplexEventPriceBoundaryMethod (Optional)
[1488] ComplexEventPriceBoundaryPrecision (Optional)
[1489] ComplexEventPriceTimeType (Optional)
[1490] ComplexEventCondition (Optional)
[1491] NoComplexEventDates (Optional)
[1492] ComplexEventStartDate (Optional)
[1493] ComplexEventEndDate (Optional)
[1494] NoComplexEventTimes (Optional)
[1495] ComplexEventStartTime (Optional)
[1496] ComplexEventEndTime (Optional)
[1213] UnderlyingMaturityTime (Optional)
[1453] UnderlyingRestructuringType (Optional)
[1454] UnderlyingSeniority (Optional)
[1455] UnderlyingNotionalPercentageOutstanding (Optional)
[1456] UnderlyingOriginalNotionalPercentageOutstanding (Optional)
[1459] UnderlyingAttachmentPoint (Optional)
[1460] UnderlyingDetachmentPoint (Optional)
[1437] UnderlyingContractMultiplierUnit (Optional)
[1441] UnderlyingFlowScheduleType (Optional)
[1423] UnderlyingUnitOfMeasureQty (Optional)
[1424] UnderlyingPriceUnitOfMeasure (Optional)
[1425] UnderlyingPriceUnitOfMeasureQty (Optional)
[1419] UnderlyingExerciseStyle (Optional)
[1212] LegMaturityTime (Optional)
[1224] LegUnitOfMeasureQty (Optional)
[1421] LegPriceUnitOfMeasure (Optional)
[1422] LegPriceUnitOfMeasureQty (Optional)
[1420] LegExerciseStyle (Optional)
[1436] LegContractMultiplierUnit (Optional)
[1440] LegFlowScheduleType (Optional)
[1358] LegPutOrCall (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Blacklined]
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
[803] PartySubIDType Values 1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
18 = Registered address
19 = Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
18 = Registered address
19 = Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = 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 Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill Of Exchanges
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
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
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
OOF = Options on Futures
OOP = Options on Physical
WLD = Wildcard Entry (was "?" in 4.4, used on Security Definition Request message)
CASH = Cash
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TBILL = US Treasury Bill
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
OOF = Options on Futures
OOP = Options on Physical
WLD
? = Wildcard Entry (was "?" in 4.4, used entry for use on Security Definition Request message)
Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bbl = Barrels
Bcf = Billion cubic feet
Bu = Bushels
lbs = pounds
Gal = Gallons
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Bbl = Barrels
Bcf = Billion cubic feet
Bu = Bushels
lbs = pounds
Gal = Gallons
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
[625] TradingSessionSubID Values 1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent
[703] PosType Values ALC = Allocation Trade Qty
AS = Option Assignment
ASF = As-of Trade Qty
DLV = Delivery Qty
ETR = Electronic Trade Qty
EX = Option Exercise Qty
FIN = End-of-Day Qty
IAS = Intra-spread Qty
IES = Inter-spread Qty
PA = Adjustment Qty
PIT = Pit Trade Qty
SOD = Start-of-Day Qty
SPL = Integral Split
TA = Transaction from Assignment
TOT = Total Transaction Qty
TQ = Transaction Quantity
TRF = Transfer Trade Qty
TX = Transaction from Exercise
XM = Cross Margin Qty
RCV = Receive Quantity
CAA = Corporate Action Adjustment
DN = Delivery Notice Qty
EP = Exchange for Physical Qty
ALC = Allocation Trade Qty
AS = Option Assignment
ASF = As-of Trade Qty
DLV = Delivery Qty
ETR = Electronic Trade Qty
EX = Option Exercise Qty
FIN = End-of-Day Qty
IAS = Intra-spread Qty
IES = Inter-spread Qty
PA = Adjustment Qty
PIT = Pit Trade Qty
SOD = Start-of-Day Qty
SPL = Integral Split
TA = Transaction from Assignment
TOT = Total Transaction Qty
TQ = Transaction Quantity
TRF = Transfer Trade Qty
TX = Transaction from Exercise
XM = Cross Margin Qty
RCV = Receive Quantity
CAA = Corporate Action Adjustment
DN = Delivery Notice Qty
EP = Exchange for Physical Qty
PNTN = Privately negotiated Trade Qty (Non-regulated)
DLT = Net Delta Qty
CEA = Credit Event Adjustment
SEA = Succession Event Adjustment
[707] PosAmtType Values CASH = Cash Amount (Corporate Event)
CRES = Cash Residual Amount
FMTM = Final Mark-to-Market Amount
IMTM = Incremental Mark-to-Market Amount
PREM = Premium Amount
SMTM = Start-of-Day Mark-to-Market Amount
TVAR = Trade Variation Amount
VADJ = Value Adjusted Amount
SETL = Settlement Value
CASH = Cash Amount (Corporate Event)
CRES = Cash Residual Amount
FMTM = Final Mark-to-Market Amount
IMTM = Incremental Mark-to-Market Amount
PREM = Premium Amount
SMTM = Start-of-Day Mark-to-Market Amount
TVAR = Trade Variation Amount
VADJ = Value Adjusted Amount
SETL = Settlement Value
ICPN = Initial Trade Coupon Amount
ACPN = Accrued Coupon Amount
CPN = Coupon Amount
IACPN = Incremental Accrued Coupon
CMTM = Collateralized Mark to Market
ICMTM = Incremental Collateralized Mark to market
DLV = Compensation Amount
BANK = Total Banked Amount
COLAT = Total Collateralized Amount

Additional (Optional) Fields

FIX Protocol - FIX 5.0 Standards - Original FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original
[1227] ProductComplex (Optional)
[1151] SecurityGroup (Optional)
[1449] RestructuringType (Optional)
[1450] Seniority (Optional)
[1451] NotionalPercentageOutstanding (Optional)
[1452] OriginalNotionalPercentageOutstanding (Optional)
[1457] AttachmentPoint (Optional)
[1458] DetachmentPoint (Optional)
[1478] StrikePriceDeterminationMethod (Optional)
[1479] StrikePriceBoundaryMethod (Optional)
[1480] StrikePriceBoundaryPrecision (Optional)
[1481] UnderlyingPriceDeterminationMethod (Optional)
[1435] ContractMultiplierUnit (Optional)
[1439] FlowScheduleType (Optional)
[1482] OptPayoutType (Optional)
[1146] MinPriceIncrementAmount (Optional)
[1147] UnitOfMeasureQty (Optional)
[1191] PriceUnitOfMeasure (Optional)
[1192] PriceUnitOfMeasureQty (Optional)
[1193] SettlMethod (Optional)
[1194] ExerciseStyle (Optional)
[1195] OptPayoutAmount (Optional)
[1196] PriceQuoteMethod (Optional)
[1197] ValuationMethod (Optional)
[1198] ListMethod (Optional)
[1199] CapPrice (Optional)
[1200] FloorPrice (Optional)
[1244] FlexibleIndicator (Optional)
[1242] FlexProductEligibilityIndicator (Optional)
[1184] SecurityXMLLen (Optional)
[1185] SecurityXML (Optional)
[1186] SecurityXMLSchema (Optional)
[1145] EventTime (Optional)
[1483] NoComplexEvents (Optional)
[1484] ComplexEventType (Optional)
[1485] ComplexOptPayoutAmount (Optional)
[1486] ComplexEventPrice (Optional)
[1487] ComplexEventPriceBoundaryMethod (Optional)
[1488] ComplexEventPriceBoundaryPrecision (Optional)
[1489] ComplexEventPriceTimeType (Optional)
[1490] ComplexEventCondition (Optional)
[1491] NoComplexEventDates (Optional)
[1492] ComplexEventStartDate (Optional)
[1493] ComplexEventEndDate (Optional)
[1494] NoComplexEventTimes (Optional)
[1495] ComplexEventStartTime (Optional)
[1496] ComplexEventEndTime (Optional)
[1212] LegMaturityTime (Optional)
[1224] LegUnitOfMeasureQty (Optional)
[1421] LegPriceUnitOfMeasure (Optional)
[1422] LegPriceUnitOfMeasureQty (Optional)
[1420] LegExerciseStyle (Optional)
[1436] LegContractMultiplierUnit (Optional)
[1440] LegFlowScheduleType (Optional)
[1358] LegPutOrCall (Optional)
[1213] UnderlyingMaturityTime (Optional)
[1453] UnderlyingRestructuringType (Optional)
[1454] UnderlyingSeniority (Optional)
[1455] UnderlyingNotionalPercentageOutstanding (Optional)
[1456] UnderlyingOriginalNotionalPercentageOutstanding (Optional)
[1459] UnderlyingAttachmentPoint (Optional)
[1460] UnderlyingDetachmentPoint (Optional)
[1437] UnderlyingContractMultiplierUnit (Optional)
[1441] UnderlyingFlowScheduleType (Optional)
[1423] UnderlyingUnitOfMeasureQty (Optional)
[1424] UnderlyingPriceUnitOfMeasure (Optional)
[1425] UnderlyingPriceUnitOfMeasureQty (Optional)
[1419] UnderlyingExerciseStyle (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Blacklined]
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
[803] PartySubIDType Values 1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
18 = Registered address
19 = Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
18 = Registered address
19 = Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = 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 Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill Of Exchanges
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
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
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
OOF = Options on Futures
OOP = Options on Physical
WLD = Wildcard Entry (was "?" in 4.4, used on Security Definition Request message)
CASH = Cash
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TBILL = US Treasury Bill
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
OOF = Options on Futures
OOP = Options on Physical
WLD
? = Wildcard Entry (was "?" in 4.4, used entry for use on Security Definition Request message)
Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bbl = Barrels
Bcf = Billion cubic feet
Bu = Bushels
lbs = pounds
Gal = Gallons
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Bbl = Barrels
Bcf = Billion cubic feet
Bu = Bushels
lbs = pounds
Gal = Gallons
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
[625] TradingSessionSubID Values 1 = Pre-Trading
2 = Opening or opening auction
3 = (Continuous) Trading
4 = Closing or closing auction
5 = Post-Trading
6 = Intraday Auction
7 = Quiescent
[703] PosType Values ALC = Allocation Trade Qty
AS = Option Assignment
ASF = As-of Trade Qty
DLV = Delivery Qty
ETR = Electronic Trade Qty
EX = Option Exercise Qty
FIN = End-of-Day Qty
IAS = Intra-spread Qty
IES = Inter-spread Qty
PA = Adjustment Qty
PIT = Pit Trade Qty
SOD = Start-of-Day Qty
SPL = Integral Split
TA = Transaction from Assignment
TOT = Total Transaction Qty
TQ = Transaction Quantity
TRF = Transfer Trade Qty
TX = Transaction from Exercise
XM = Cross Margin Qty
RCV = Receive Quantity
CAA = Corporate Action Adjustment
DN = Delivery Notice Qty
EP = Exchange for Physical Qty
ALC = Allocation Trade Qty
AS = Option Assignment
ASF = As-of Trade Qty
DLV = Delivery Qty
ETR = Electronic Trade Qty
EX = Option Exercise Qty
FIN = End-of-Day Qty
IAS = Intra-spread Qty
IES = Inter-spread Qty
PA = Adjustment Qty
PIT = Pit Trade Qty
SOD = Start-of-Day Qty
SPL = Integral Split
TA = Transaction from Assignment
TOT = Total Transaction Qty
TQ = Transaction Quantity
TRF = Transfer Trade Qty
TX = Transaction from Exercise
XM = Cross Margin Qty
RCV = Receive Quantity
CAA = Corporate Action Adjustment
DN = Delivery Notice Qty
EP = Exchange for Physical Qty
PNTN = Privately negotiated Trade Qty (Non-regulated)
DLT = Net Delta Qty
CEA = Credit Event Adjustment
SEA = Succession Event Adjustment
[707] PosAmtType Values CASH = Cash Amount (Corporate Event)
CRES = Cash Residual Amount
FMTM = Final Mark-to-Market Amount
IMTM = Incremental Mark-to-Market Amount
PREM = Premium Amount
SMTM = Start-of-Day Mark-to-Market Amount
TVAR = Trade Variation Amount
VADJ = Value Adjusted Amount
SETL = Settlement Value
CASH = Cash Amount (Corporate Event)
CRES = Cash Residual Amount
FMTM = Final Mark-to-Market Amount
IMTM = Incremental Mark-to-Market Amount
PREM = Premium Amount
SMTM = Start-of-Day Mark-to-Market Amount
TVAR = Trade Variation Amount
VADJ = Value Adjusted Amount
SETL = Settlement Value
ICPN = Initial Trade Coupon Amount
ACPN = Accrued Coupon Amount
CPN = Coupon Amount
IACPN = Incremental Accrued Coupon
CMTM = Collateralized Mark to Market
ICMTM = Incremental Collateralized Mark to market
DLV = Compensation Amount
BANK = Total Banked Amount
COLAT = Total Collateralized Amount

Additional (Optional) Fields

FIX Protocol - FIX 5.0 Standards - Original FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original
[1227] ProductComplex (Optional)
[1151] SecurityGroup (Optional)
[1449] RestructuringType (Optional)
[1450] Seniority (Optional)
[1451] NotionalPercentageOutstanding (Optional)
[1452] OriginalNotionalPercentageOutstanding (Optional)
[1457] AttachmentPoint (Optional)
[1458] DetachmentPoint (Optional)
[1478] StrikePriceDeterminationMethod (Optional)
[1479] StrikePriceBoundaryMethod (Optional)
[1480] StrikePriceBoundaryPrecision (Optional)
[1481] UnderlyingPriceDeterminationMethod (Optional)
[1435] ContractMultiplierUnit (Optional)
[1439] FlowScheduleType (Optional)
[1482] OptPayoutType (Optional)
[1146] MinPriceIncrementAmount (Optional)
[1147] UnitOfMeasureQty (Optional)
[1191] PriceUnitOfMeasure (Optional)
[1192] PriceUnitOfMeasureQty (Optional)
[1193] SettlMethod (Optional)
[1194] ExerciseStyle (Optional)
[1195] OptPayoutAmount (Optional)
[1196] PriceQuoteMethod (Optional)
[1197] ValuationMethod (Optional)
[1198] ListMethod (Optional)
[1199] CapPrice (Optional)
[1200] FloorPrice (Optional)
[1244] FlexibleIndicator (Optional)
[1242] FlexProductEligibilityIndicator (Optional)
[1184] SecurityXMLLen (Optional)
[1185] SecurityXML (Optional)
[1186] SecurityXMLSchema (Optional)
[1145] EventTime (Optional)
[1483] NoComplexEvents (Optional)
[1484] ComplexEventType (Optional)
[1485] ComplexOptPayoutAmount (Optional)
[1486] ComplexEventPrice (Optional)
[1487] ComplexEventPriceBoundaryMethod (Optional)
[1488] ComplexEventPriceBoundaryPrecision (Optional)
[1489] ComplexEventPriceTimeType (Optional)
[1490] ComplexEventCondition (Optional)
[1491] NoComplexEventDates (Optional)
[1492] ComplexEventStartDate (Optional)
[1493] ComplexEventEndDate (Optional)
[1494] NoComplexEventTimes (Optional)
[1495] ComplexEventStartTime (Optional)
[1496] ComplexEventEndTime (Optional)
[1212] LegMaturityTime (Optional)
[1224] LegUnitOfMeasureQty (Optional)
[1421] LegPriceUnitOfMeasure (Optional)
[1422] LegPriceUnitOfMeasureQty (Optional)
[1420] LegExerciseStyle (Optional)
[1436] LegContractMultiplierUnit (Optional)
[1440] LegFlowScheduleType (Optional)
[1358] LegPutOrCall (Optional)
[1213] UnderlyingMaturityTime (Optional)
[1453] UnderlyingRestructuringType (Optional)
[1454] UnderlyingSeniority (Optional)
[1455] UnderlyingNotionalPercentageOutstanding (Optional)
[1456] UnderlyingOriginalNotionalPercentageOutstanding (Optional)
[1459] UnderlyingAttachmentPoint (Optional)
[1460] UnderlyingDetachmentPoint (Optional)
[1437] UnderlyingContractMultiplierUnit (Optional)
[1441] UnderlyingFlowScheduleType (Optional)
[1423] UnderlyingUnitOfMeasureQty (Optional)
[1424] UnderlyingPriceUnitOfMeasure (Optional)
[1425] UnderlyingPriceUnitOfMeasureQty (Optional)
[1419] UnderlyingExerciseStyle (Optional)

Field-Level Differences

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

Additional (Optional) Fields

FIX Protocol - FIX 5.0 Standards - Original FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original
[1227] ProductComplex (Optional)
[1151] SecurityGroup (Optional)
[1449] RestructuringType (Optional)
[1450] Seniority (Optional)
[1451] NotionalPercentageOutstanding (Optional)
[1452] OriginalNotionalPercentageOutstanding (Optional)
[1457] AttachmentPoint (Optional)
[1458] DetachmentPoint (Optional)
[1478] StrikePriceDeterminationMethod (Optional)
[1479] StrikePriceBoundaryMethod (Optional)
[1480] StrikePriceBoundaryPrecision (Optional)
[1481] UnderlyingPriceDeterminationMethod (Optional)
[1435] ContractMultiplierUnit (Optional)
[1439] FlowScheduleType (Optional)
[1482] OptPayoutType (Optional)
[1146] MinPriceIncrementAmount (Optional)
[1147] UnitOfMeasureQty (Optional)
[1191] PriceUnitOfMeasure (Optional)
[1192] PriceUnitOfMeasureQty (Optional)
[1193] SettlMethod (Optional)
[1194] ExerciseStyle (Optional)
[1195] OptPayoutAmount (Optional)
[1196] PriceQuoteMethod (Optional)
[1197] ValuationMethod (Optional)
[1198] ListMethod (Optional)
[1199] CapPrice (Optional)
[1200] FloorPrice (Optional)
[1244] FlexibleIndicator (Optional)
[1242] FlexProductEligibilityIndicator (Optional)
[1184] SecurityXMLLen (Optional)
[1185] SecurityXML (Optional)
[1186] SecurityXMLSchema (Optional)
[1145] EventTime (Optional)
[1483] NoComplexEvents (Optional)
[1484] ComplexEventType (Optional)
[1485] ComplexOptPayoutAmount (Optional)
[1486] ComplexEventPrice (Optional)
[1487] ComplexEventPriceBoundaryMethod (Optional)
[1488] ComplexEventPriceBoundaryPrecision (Optional)
[1489] ComplexEventPriceTimeType (Optional)
[1490] ComplexEventCondition (Optional)
[1491] NoComplexEventDates (Optional)
[1492] ComplexEventStartDate (Optional)
[1493] ComplexEventEndDate (Optional)
[1494] NoComplexEventTimes (Optional)
[1495] ComplexEventStartTime (Optional)
[1496] ComplexEventEndTime (Optional)
[1212] LegMaturityTime (Optional)
[1224] LegUnitOfMeasureQty (Optional)
[1421] LegPriceUnitOfMeasure (Optional)
[1422] LegPriceUnitOfMeasureQty (Optional)
[1420] LegExerciseStyle (Optional)
[1436] LegContractMultiplierUnit (Optional)
[1440] LegFlowScheduleType (Optional)
[1358] LegPutOrCall (Optional)
[1213] UnderlyingMaturityTime (Optional)
[1453] UnderlyingRestructuringType (Optional)
[1454] UnderlyingSeniority (Optional)
[1455] UnderlyingNotionalPercentageOutstanding (Optional)
[1456] UnderlyingOriginalNotionalPercentageOutstanding (Optional)
[1459] UnderlyingAttachmentPoint (Optional)
[1460] UnderlyingDetachmentPoint (Optional)
[1437] UnderlyingContractMultiplierUnit (Optional)
[1441] UnderlyingFlowScheduleType (Optional)
[1423] UnderlyingUnitOfMeasureQty (Optional)
[1424] UnderlyingPriceUnitOfMeasure (Optional)
[1425] UnderlyingPriceUnitOfMeasureQty (Optional)
[1419] UnderlyingExerciseStyle (Optional)

Field-Level Differences

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

Additional (Optional) Fields

FIX Protocol - FIX 5.0 Standards - Original FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original
[1227] ProductComplex (Optional)
[1151] SecurityGroup (Optional)
[1449] RestructuringType (Optional)
[1450] Seniority (Optional)
[1451] NotionalPercentageOutstanding (Optional)
[1452] OriginalNotionalPercentageOutstanding (Optional)
[1457] AttachmentPoint (Optional)
[1458] DetachmentPoint (Optional)
[1478] StrikePriceDeterminationMethod (Optional)
[1479] StrikePriceBoundaryMethod (Optional)
[1480] StrikePriceBoundaryPrecision (Optional)
[1481] UnderlyingPriceDeterminationMethod (Optional)
[1435] ContractMultiplierUnit (Optional)
[1439] FlowScheduleType (Optional)
[1482] OptPayoutType (Optional)
[1146] MinPriceIncrementAmount (Optional)
[1147] UnitOfMeasureQty (Optional)
[1191] PriceUnitOfMeasure (Optional)
[1192] PriceUnitOfMeasureQty (Optional)
[1193] SettlMethod (Optional)
[1194] ExerciseStyle (Optional)
[1195] OptPayoutAmount (Optional)
[1196] PriceQuoteMethod (Optional)
[1197] ValuationMethod (Optional)
[1198] ListMethod (Optional)
[1199] CapPrice (Optional)
[1200] FloorPrice (Optional)
[1244] FlexibleIndicator (Optional)
[1242] FlexProductEligibilityIndicator (Optional)
[1184] SecurityXMLLen (Optional)
[1185] SecurityXML (Optional)
[1186] SecurityXMLSchema (Optional)
[1145] EventTime (Optional)
[1483] NoComplexEvents (Optional)
[1484] ComplexEventType (Optional)
[1485] ComplexOptPayoutAmount (Optional)
[1486] ComplexEventPrice (Optional)
[1487] ComplexEventPriceBoundaryMethod (Optional)
[1488] ComplexEventPriceBoundaryPrecision (Optional)
[1489] ComplexEventPriceTimeType (Optional)
[1490] ComplexEventCondition (Optional)
[1491] NoComplexEventDates (Optional)
[1492] ComplexEventStartDate (Optional)
[1493] ComplexEventEndDate (Optional)
[1494] NoComplexEventTimes (Optional)
[1495] ComplexEventStartTime (Optional)
[1496] ComplexEventEndTime (Optional)
[1212] LegMaturityTime (Optional)
[1224] LegUnitOfMeasureQty (Optional)
[1421] LegPriceUnitOfMeasure (Optional)
[1422] LegPriceUnitOfMeasureQty (Optional)
[1420] LegExerciseStyle (Optional)
[1436] LegContractMultiplierUnit (Optional)
[1440] LegFlowScheduleType (Optional)
[1358] LegPutOrCall (Optional)
[1213] UnderlyingMaturityTime (Optional)
[1453] UnderlyingRestructuringType (Optional)
[1454] UnderlyingSeniority (Optional)
[1455] UnderlyingNotionalPercentageOutstanding (Optional)
[1456] UnderlyingOriginalNotionalPercentageOutstanding (Optional)
[1459] UnderlyingAttachmentPoint (Optional)
[1460] UnderlyingDetachmentPoint (Optional)
[1437] UnderlyingContractMultiplierUnit (Optional)
[1441] UnderlyingFlowScheduleType (Optional)
[1423] UnderlyingUnitOfMeasureQty (Optional)
[1424] UnderlyingPriceUnitOfMeasure (Optional)
[1425] UnderlyingPriceUnitOfMeasureQty (Optional)
[1419] UnderlyingExerciseStyle (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Blacklined]
[724] PosReqType Values 0 = Positions
1 = Trades
2 = Exercises
3 = Assignments
4 = Settlement Activity
5 = Backout Message
0 = Positions
1 = Trades
2 = Exercises
3 = Assignments
4 = Settlement Activity
5 = Backout Message
6 = Delta Positions
[325] UnsolicitedIndicator Values N = Message is being sent as a result of a prior request
Y = Message is being secnt unsolicited
N = Message is being sent as a result of a prior request
Y = Message is being secnt sent unsolicited
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
[803] PartySubIDType Values 1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
18 = Registered address
19 = Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant member code
18 = Registered address
19 = Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location desk
26 = Position account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
33 = Currency delivery identifier
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = 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 Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill Of Exchanges
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
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
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
OOF = Options on Futures
OOP = Options on Physical
WLD = Wildcard Entry (was "?" in 4.4, used on Security Definition Request message)
CASH = Cash
FUT = Future
OPT = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TBILL = US Treasury Bill
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
OOF = Options on Futures
OOP = Options on Physical
WLD
? = Wildcard Entry (was "?" in 4.4, used entry for use on Security Definition Request message)
Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bbl = Barrels
Bcf = Billion cubic feet
Bu = Bushels
lbs = pounds
Gal = Gallons
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Bbl = Barrels
Bcf = Billion cubic feet
Bu = Bushels
lbs = pounds
Gal = Gallons
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
7 = Last Eligible Trade Date
8 = Swap Start Date
9 = Swap End Date
10 = Swap Roll Date
11 = Swap Next Start Date
12 = Swap Next Roll Date
13 = First Delivery Date
14 = Last Delivery Date
15 = Initial Inventory Due Date
16 = Final Inventory Due Date
17 = First Intent Date
18 = Last Intent Date
19 = Position Removal Date
99 = Other
[573] MatchStatus Values 0 = Compared, matched or affirmed
1 = Uncompared, unmatched, or unaffired
2 = Advisory or alert
0 = Compared, matched or affirmed
1 = Uncompared, unmatched, or unaffired
unaffirmed
2 = Advisory or alert
[703] PosType Values ALC = Allocation Trade Qty
AS = Option Assignment
ASF = As-of Trade Qty
DLV = Delivery Qty
ETR = Electronic Trade Qty
EX = Option Exercise Qty
FIN = End-of-Day Qty
IAS = Intra-spread Qty
IES = Inter-spread Qty
PA = Adjustment Qty
PIT = Pit Trade Qty
SOD = Start-of-Day Qty
SPL = Integral Split
TA = Transaction from Assignment
TOT = Total Transaction Qty
TQ = Transaction Quantity
TRF = Transfer Trade Qty
TX = Transaction from Exercise
XM = Cross Margin Qty
RCV = Receive Quantity
CAA = Corporate Action Adjustment
DN = Delivery Notice Qty
EP = Exchange for Physical Qty
ALC = Allocation Trade Qty
AS = Option Assignment
ASF = As-of Trade Qty
DLV = Delivery Qty
ETR = Electronic Trade Qty
EX = Option Exercise Qty
FIN = End-of-Day Qty
IAS = Intra-spread Qty
IES = Inter-spread Qty
PA = Adjustment Qty
PIT = Pit Trade Qty
SOD = Start-of-Day Qty
SPL = Integral Split
TA = Transaction from Assignment
TOT = Total Transaction Qty
TQ = Transaction Quantity
TRF = Transfer Trade Qty
TX = Transaction from Exercise
XM = Cross Margin Qty
RCV = Receive Quantity
CAA = Corporate Action Adjustment
DN = Delivery Notice Qty
EP = Exchange for Physical Qty
PNTN = Privately negotiated Trade Qty (Non-regulated)
DLT = Net Delta Qty
CEA = Credit Event Adjustment
SEA = Succession Event Adjustment
[707] PosAmtType Values CASH = Cash Amount (Corporate Event)
CRES = Cash Residual Amount
FMTM = Final Mark-to-Market Amount
IMTM = Incremental Mark-to-Market Amount
PREM = Premium Amount
SMTM = Start-of-Day Mark-to-Market Amount
TVAR = Trade Variation Amount
VADJ = Value Adjusted Amount
SETL = Settlement Value
CASH = Cash Amount (Corporate Event)
CRES = Cash Residual Amount
FMTM = Final Mark-to-Market Amount
IMTM = Incremental Mark-to-Market Amount
PREM = Premium Amount
SMTM = Start-of-Day Mark-to-Market Amount
TVAR = Trade Variation Amount
VADJ = Value Adjusted Amount
SETL = Settlement Value
ICPN = Initial Trade Coupon Amount
ACPN = Accrued Coupon Amount
CPN = Coupon Amount
IACPN = Incremental Accrued Coupon
CMTM = Collateralized Mark to Market
ICMTM = Incremental Collateralized Mark to market
DLV = Compensation Amount
BANK = Total Banked Amount
COLAT = Total Collateralized Amount

Additional (Optional) Fields

FIX Protocol - FIX 5.0 Standards - Original FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original
[1180] ApplID (Optional)
[1181] ApplSeqNum (Optional)
[1350] ApplLastSeqNum (Optional)
[1352] ApplResendFlag (Optional)
[1227] ProductComplex (Optional)
[1151] SecurityGroup (Optional)
[1449] RestructuringType (Optional)
[1450] Seniority (Optional)
[1451] NotionalPercentageOutstanding (Optional)
[1452] OriginalNotionalPercentageOutstanding (Optional)
[1457] AttachmentPoint (Optional)
[1458] DetachmentPoint (Optional)
[1478] StrikePriceDeterminationMethod (Optional)
[1479] StrikePriceBoundaryMethod (Optional)
[1480] StrikePriceBoundaryPrecision (Optional)
[1481] UnderlyingPriceDeterminationMethod (Optional)
[1435] ContractMultiplierUnit (Optional)
[1439] FlowScheduleType (Optional)
[1482] OptPayoutType (Optional)
[1146] MinPriceIncrementAmount (Optional)
[1147] UnitOfMeasureQty (Optional)
[1191] PriceUnitOfMeasure (Optional)
[1192] PriceUnitOfMeasureQty (Optional)
[1193] SettlMethod (Optional)
[1194] ExerciseStyle (Optional)
[1195] OptPayoutAmount (Optional)
[1196] PriceQuoteMethod (Optional)
[1197] ValuationMethod (Optional)
[1198] ListMethod (Optional)
[1199] CapPrice (Optional)
[1200] FloorPrice (Optional)
[1244] FlexibleIndicator (Optional)
[1242] FlexProductEligibilityIndicator (Optional)
[1184] SecurityXMLLen (Optional)
[1185] SecurityXML (Optional)
[1186] SecurityXMLSchema (Optional)
[1145] EventTime (Optional)
[1483] NoComplexEvents (Optional)
[1484] ComplexEventType (Optional)
[1485] ComplexOptPayoutAmount (Optional)
[1486] ComplexEventPrice (Optional)
[1487] ComplexEventPriceBoundaryMethod (Optional)
[1488] ComplexEventPriceBoundaryPrecision (Optional)
[1489] ComplexEventPriceTimeType (Optional)
[1490] ComplexEventCondition (Optional)
[1491] NoComplexEventDates (Optional)
[1492] ComplexEventStartDate (Optional)
[1493] ComplexEventEndDate (Optional)
[1494] NoComplexEventTimes (Optional)
[1495] ComplexEventStartTime (Optional)
[1496] ComplexEventEndTime (Optional)
[1212] LegMaturityTime (Optional)
[1224] LegUnitOfMeasureQty (Optional)
[1421] LegPriceUnitOfMeasure (Optional)
[1422] LegPriceUnitOfMeasureQty (Optional)
[1420] LegExerciseStyle (Optional)
[1436] LegContractMultiplierUnit (Optional)
[1440] LegFlowScheduleType (Optional)
[1358] LegPutOrCall (Optional)
[1213] UnderlyingMaturityTime (Optional)
[1453] UnderlyingRestructuringType (Optional)
[1454] UnderlyingSeniority (Optional)
[1455] UnderlyingNotionalPercentageOutstanding (Optional)
[1456] UnderlyingOriginalNotionalPercentageOutstanding (Optional)
[1459] UnderlyingAttachmentPoint (Optional)
[1460] UnderlyingDetachmentPoint (Optional)
[1437] UnderlyingContractMultiplierUnit (Optional)
[1441] UnderlyingFlowScheduleType (Optional)
[1423] UnderlyingUnitOfMeasureQty (Optional)
[1424] UnderlyingPriceUnitOfMeasure (Optional)
[1425] UnderlyingPriceUnitOfMeasureQty (Optional)
[1419] UnderlyingExerciseStyle (Optional)
[1434] ModelType (Optional)
[811] PriceDelta (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Blacklined]
[88] AllocRejCode Values 0 = Unknown account(s)
1 = Incorrect quantity
2 = Incorrect averageg price
3 = Unknown executing broker mnemonic
4 = Commission difference
5 = Unknown OrderID (37)
6 = Unknown ListID (66)
7 = Other (further in Text (58))
8 = Incorrect allocated quantity
9 = Calculation difference
10 = Unknown or stale ExecID
11 = Mismatched data
12 = Unknown ClOrdID
13 = Warehouse request rejected
0 = Unknown account(s)
1 = Incorrect quantity
2 = Incorrect averageg price
3 = Unknown executing broker mnemonic
4 = Commission difference
5 = Unknown OrderID (37)
6 = Unknown ListID (66)
7 = Other (further in Text (58))
8 = Incorrect allocated quantity
9 = Calculation difference
10 = Unknown or stale ExecID
11 = Mismatched data
12 = Unknown ClOrdID
13 = Warehouse request rejected
99 = Other
[828] TrdType Values 0 = Regular Trade
1 = Block Trade
2 = EFP (Exchange for physical)
3 = Transfer
4 = Late Trade
5 = T Trade
6 = Weighted Average Price Trade
7 = Bunched Trade
8 = Late Bunched Trade
9 = Prior Reference Price Trade
10 = After Hours Trade
11 = Exchange for Risk (EFR)
12 = Exchange for Swap (EFS )
13 = Exchange of Futures for (in Market) Futures (EFM ) (e,g, full sized for mini)
14 = Exchange of Options for Options (EOO)
15 = Trading at Settlement
16 = All or None
17 = Futures Large Order Execution
18 = Exchange of Futures for Futures (external market) (EFF)
19 = Option Interim Trade
20 = Option Cabinet Trade
22 = Privately Negotiated Trades
23 = Substitution of Futures for Forwards
24 = Error trade
25 = Special cum dividend (CD)
26 = Special ex dividend (XD)
27 = Special cum coupon (CC)
28 = Special ex coupon (XC)
29 = Cash settlement (CS)
30 = Special price (usually net- or all-in price) (SP)
31 = Guaranteed delivery (GD)
32 = Special cum rights (CR)
33 = Special ex rights (XR)
34 = Special cum capital repayments (CP)
35 = Special ex capital repayments (XP)
36 = Special cum bonus (CB)
37 = Special ex bonus (XB)
38 = Block trade (same as large trade)
39 = Worked principal trade (UK-specific)
40 = Block Trades - after market
41 = Name change
42 = Portfolio transfer
43 = Prorogation buy - Euronext Paris only. Is used to defer settlement under French SRD (deferred settlement system) . Trades must be reported as crosses at zero price
44 = Prorogation sell - see prorogation buy
45 = Option exercise
46 = Delta neutral transaction
47 = Financing transaction (includes repo and stock lending)
0 = Regular Trade
1 = Block Trade
2 = EFP (Exchange for physical)
3 = Transfer
4 = Late Trade
5 = T Trade
6 = Weighted Average Price Trade
7 = Bunched Trade
8 = Late Bunched Trade
9 = Prior Reference Price Trade
10 = After Hours Trade
11 = Exchange for Risk (EFR)
12 = Exchange for Swap (EFS )
13 = Exchange of Futures for (in Market) Futures (EFM ) (e,g, full sized for mini)
14 = Exchange of Options for Options (EOO)
15 = Trading at Settlement
16 = All or None
17 = Futures Large Order Execution
18 = Exchange of Futures for Futures (external market) (EFF)
19 = Option Interim Trade
20 = Option Cabinet Trade
22 = Privately Negotiated Trades
23 = Substitution of Futures for Forwards
48 = Non-standard settlement
49 = Derivative Related Transaction
50 = Portfolio Trade
51 = Volume Weighted Average Trade
52 = Exchange Granted Trade
53 = Repurchase Agreement
54 = OTC
55 = Exchange Basis Facility (EBF)
24 = Error trade
25 = Special cum dividend (CD)
26 = Special ex dividend (XD)
27 = Special cum coupon (CC)
28 = Special ex coupon (XC)
29 = Cash settlement (CS)
30 = Special price (usually net- or all-in price) (SP)
31 = Guaranteed delivery (GD)
32 = Special cum rights (CR)
33 = Special ex rights (XR)
34 = Special cum capital repayments (CP)
35 = Special ex capital repayments (XP)
36 = Special cum bonus (CB)
37 = Special ex bonus (XB)
38 = Block trade (same as large trade)
39 = Worked principal trade (UK-specific)
40 = Block Trades - after market
41 = Name change
42 = Portfolio transfer
43 = Prorogation buy - Euronext Paris only. Is used to defer settlement under French SRD (deferred settlement system) . Trades must be reported as crosses at zero price
44 = Prorogation sell - see prorogation buy
45 = Option exercise
46 = Delta neutral transaction
47 = Financing transaction (includes repo and stock lending)
[829] TrdSubType Values 0 = CMTA
1 = Internal transfer or adjustment
2 = External transfer or transfer of account
3 = Reject for submitting side
4 = Advisory for contra side
5 = Offset due to an allocation
6 = Onset dut to an allocation
7 = Differential spread
8 = Implied spread leg executed against an outright
9 = Transaction from exercise
10 = Transaction from assignment
11 = ACATS
14 = AI (Automated input facility disabled in response to an exchange request.)
15 = B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.)
16 = K (Transaction using block trade facility.)
17 = LC (Correction submitted more than three days after publication of the original trade report.)
18 = M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.)
19 = N (Non-protected portfolio transaction or a fully disclosed portfolio transaction)
20 = NM ( i) transaction where Exchange has granted permission for non-publication ii)IDB is reporting as seller iii) submitting a transaction report to the Exchange, where the transaction report is not also a trade report.)
21 = NR (Non-risk transaction in a SEATS security other than an AIM security)
22 = P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities)
23 = PA (Protected transaction notification)
24 = PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system)
25 = PN (Worked principal notification for a portfolio transaction which includes order book securities)
26 = R ( (i) riskless principal transaction between non-members where the buying and selling transactions are executed at different prices or on different terms (requires a trade report with trade type indicator R for each transaction) (ii) market maker is reporting all the legs of