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

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[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 CP = Future
OPT
Commercial Paper
VRDN
= 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
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= 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
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill Of of Exchanges
CD = Certificate Of of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= 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
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)
COFO

MIO
= Certificate Of Obligation
Mortgage Interest Only
COFP = Certificate Of of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax Revenue Anticipation Note
VRDN
Time Deposit
GO
= 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
General Obligation Bonds
?
= Wildcard Entry (was "?" in 4.4, used entry (used on Security Definition Request message)
CASH WAR = Cash
Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[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
1 = Unknown order
0 = Too late to cancel
1 6 = Unknown Duplicate ClOrdID received
5 = OrigOrdModTime did not match last TransactTime of
order
2 4 = Broker / Exchange Option
Unable to process Order Mass Cancel Request
3 = Order already in Pending Cancel or Pending Replace status
4 2 = 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
Broker / Exchange Option

Additional (Mandatory) Fields

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

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[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 CP = Future
OPT
Commercial Paper
VRDN
= 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
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= 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
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill Of of Exchanges
CD = Certificate Of of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= 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
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)
COFO

MIO
= Certificate Of Obligation
Mortgage Interest Only
COFP = Certificate Of of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax Revenue Anticipation Note
VRDN
Time Deposit
GO
= 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
General Obligation Bonds
?
= Wildcard Entry (was "?" in 4.4, used entry (used on Security Definition Request message)
CASH WAR = Cash
Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[447] PartyIDSource Values 6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer or Tax ID Number
9 = Australian Business Number
A = Australian Tax File Number
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII/FID
3 = Taiwanese Trading Acct
4 = Malaysian Central Depository (MCD) number
5 = Chinese Investor ID
I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B = BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary / Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)
6 5 = UK National Insurance or Pension Number
7 = US Social Security Number
Chinese B Share (Shezhen and Shanghai)
8 = US Employer or Identification Number
A = Australian
Tax ID File Number
9 = Australian Business Number
A E = Australian Tax File ISO Country Code
B = BIC (Bank Identification CodeSwift managed) code (ISO 9362 - See Appendix 6-B)
7 = US Social Security
Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII/FID
QFII / FID
3 = Taiwanese Trading Acct
Account
4 = Malaysian Central Depository (MCD) number
5 6 = Chinese Investor ID
I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B = BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
UK National Insurance or Pension Number
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary / Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)
[452] PartyRole Values 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
15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 14 = Entering Firm
Giveup Clearing Firm (firm to which trade is given up)
8 = Locate / Lending Locate/Lending Firm (for short-sales)
9 = Fund Manager manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side buyside firm)
14 4 = 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
(formerly FIX 4.2 ClearingFirm)
[589] DayBookingInst Values 0 = Can trigger booking without reference to the order initiator ("auto")
1 = Speak with order initiator before booking ("speak first")
2 = Accumulate
0 = Can trigger booking without reference to the order initiator ("auto")
1 = Speak with order initiator before booking ("speak first")
2 = Accumulate
[63] SettlmntTyp Values 0 = Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1 = Cash (TOD / T+0)
2 = Next Day (TOM / T+1)
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When And If Issued
8 = Sellers Option
9 = T+5
B = Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
0 = Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1 = Cash (TOD / T+0)
2 = Next Day (TOM / T+1)
3 = T+2
4 = T+3
5 = T+4
A = T+1
6 = Future
3 = T+2
2 = Next Day
8 = Sellers Option
1 = Cash
7 = When And If Issued
8 0 = Sellers Option
Regular
9 = T+5
B
T+ 5
4
= Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
T+3
[21] HandlInst Reqd Optional OptionalMandatory
[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
Y = TryToStop
M = MidPrcPeg
P = MarkPeg
Q = CancelOnSysFail
R = PrimPeg
S = Suspend
U = CustDispInst
V = Netting
W = PegVWAP
X = TradeAlong
D = PercVol
0 = Stay on offer side
1 = Not held
StayOffer
2 = Work
3 = Go along
4 = Over the day
OverDay
5 = Held
6 = Participate don't initiate
PartNotInit
7 = Strict scale
StrictScale
8 = Try to scale
TryToScale
9 = Stay on bid side
StayBid
A = No cross (cross is forbidden)
B
NoCross
O
= OK to cross
OpenPeg
C = Call first
D
CallFirst
N
= Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)
NonNego
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
H = Reinstate on system failue (mutually exclusive with Q)
RestateOnSysFail
I = Institutions only
InstitOnly
J = Reinstate on Trading Halt (mutually exclusive with K)
RestateOnTradingHalt
K = Cancel on Trading Halt (mutually exclusive with J)
CancelOnTradingHalt
L = Last peg (last sale)
M
LastPeg
3
= Mid-price peg (midprice of inside quote)
N
GoAlong
B
= Non-negotiable
O
OkCross
1
= 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
NotHeld
[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 B = Undisclosed (valid for IOI and List Order messages only)
As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exxmpt
B
exempt
5
= "As Defined" (for use with multileg instruments)
C
Sell short
7
= "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)
Undisclosed (valid for IOI and List Order messages only)
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[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 CP = Future
OPT
Commercial Paper
VRDN
= 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
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= 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
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill Of of Exchanges
CD = Certificate Of of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= 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
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)
COFO

MIO
= Certificate Of Obligation
Mortgage Interest Only
COFP = Certificate Of of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax Revenue Anticipation Note
VRDN
Time Deposit
GO
= 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
General Obligation Bonds
?
= Wildcard Entry (was "?" in 4.4, used entry (used on Security Definition Request message)
CASH WAR = Cash
Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[40] OrdType Values 1 = Market
2 = Limit
3 = Stop / Stop Loss
4 = Stop Limit
5 = Market On Close (No longer used)
6 = With Or Without
7 = Limit Or Better
8 = Limit With Or Without
9 = On Basis
A = On Close (No longer used)
B = Limit On Close (No longer used)
C = Forex Market (No longer used)
D = Previously Quoted
E = Previously Indicated
F = Forex Limit (No longer used)
G = Forex Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J = Market If Touched (MIT)
K = Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L = Previous Fund Valuation Point (Historic pricing; for CIV)
M = Next Fund Valuation Point (Forward pricing; for CIV)
P = Pegged
Q = Counter-order selection
1 D = Market
Previously quoted
2 = Limit
3 = Stop / Stop Loss
Stop
4 = Stop Limit
limit
5 = Market On Close (No longer used)
on close (Deprecated)
6 = With Or Without
or without
7 = Limit Or Better
or better
8 = Limit With Or Without
with or without
9 = On Basis
basis
A = On Close (No longer used)
B
close (Deprecated)
1
= Limit On Close (No longer used)
Market
C = Forex - Market (No longer used)
D
(Deprecated)
F
= Previously Quoted
Forex - Limit (Deprecated)
E = Previously Indicated
F = Forex Limit (No longer used)
indicated
G = Forex - Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit day order Day Order with unexecuted portion handles handled as Market On Close. E.e.g. Japan)
J = Market If Touched (MIT)
K = Market With Left Over with Leftover as Limit (market order with then unexecuted quantity becoming becomes limit order at last price)
L = Previous Fund Valuation Point (Historic pricing; for pricing) (for CIV)
M = Next Fund Valuation Point (Forward pricing; for pricing) (for CIV)
P = Pegged
Q B = Counter-order selection
Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)
[423] PriceType Values 1 = Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed amount (absolute value)
4 = Discount - percentage points below par
5 = Premium - percentage points over par
6 = Spread (basis points spread)
7 = TED Price
8 = TED Yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
1 = Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed amount Amount (absolute value)
1 = Percentage
4 = Discount discount - percentage points below par
6 = basis points relative to benchmark
7 = TED price (see "Volume 1 - Glossary")
8 = TED yield (see "Volume 1 - Glossary")
5 = Premium premium - percentage points over par
6 2 = Spread (basis points spread)
7 = TED Price
8 = TED Yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
per share (e.g. cents per share)
[388] DiscretionInst Values 0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP
7 = Average Price Guarantee
0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP
7 = Average Price Guarantee

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[447] PartyIDSource Values 6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer or Tax ID Number
9 = Australian Business Number
A = Australian Tax File Number
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII/FID
3 = Taiwanese Trading Acct
4 = Malaysian Central Depository (MCD) number
5 = Chinese Investor ID
I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B = BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary / Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)
6 5 = UK National Insurance or Pension Number
7 = US Social Security Number
Chinese B Share (Shezhen and Shanghai)
8 = US Employer or Identification Number
A = Australian
Tax ID File Number
9 = Australian Business Number
A E = Australian Tax File ISO Country Code
B = BIC (Bank Identification CodeSwift managed) code (ISO 9362 - See Appendix 6-B)
7 = US Social Security
Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII/FID
QFII / FID
3 = Taiwanese Trading Acct
Account
4 = Malaysian Central Depository (MCD) number
5 6 = Chinese Investor ID
I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B = BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
UK National Insurance or Pension Number
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary / Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)
[452] PartyRole Values 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
15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 14 = Entering Firm
Giveup Clearing Firm (firm to which trade is given up)
8 = Locate / Lending Locate/Lending Firm (for short-sales)
9 = Fund Manager manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side buyside firm)
14 4 = 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
(formerly FIX 4.2 ClearingFirm)
[589] DayBookingInst Values 0 = Can trigger booking without reference to the order initiator ("auto")
1 = Speak with order initiator before booking ("speak first")
2 = Accumulate
0 = Can trigger booking without reference to the order initiator ("auto")
1 = Speak with order initiator before booking ("speak first")
2 = Accumulate
[63] SettlmntTyp Values 0 = Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1 = Cash (TOD / T+0)
2 = Next Day (TOM / T+1)
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When And If Issued
8 = Sellers Option
9 = T+5
B = Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
0 = Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1 = Cash (TOD / T+0)
2 = Next Day (TOM / T+1)
3 = T+2
4 = T+3
5 = T+4
A = T+1
6 = Future
3 = T+2
2 = Next Day
8 = Sellers Option
1 = Cash
7 = When And If Issued
8 0 = Sellers Option
Regular
9 = T+5
B
T+ 5
4
= Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
T+3
[21] HandlInst Reqd Optional OptionalMandatory
[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
Y = TryToStop
M = MidPrcPeg
P = MarkPeg
Q = CancelOnSysFail
R = PrimPeg
S = Suspend
U = CustDispInst
V = Netting
W = PegVWAP
X = TradeAlong
D = PercVol
0 = Stay on offer side
1 = Not held
StayOffer
2 = Work
3 = Go along
4 = Over the day
OverDay
5 = Held
6 = Participate don't initiate
PartNotInit
7 = Strict scale
StrictScale
8 = Try to scale
TryToScale
9 = Stay on bid side
StayBid
A = No cross (cross is forbidden)
B
NoCross
O
= OK to cross
OpenPeg
C = Call first
D
CallFirst
N
= Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)
NonNego
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
H = Reinstate on system failue (mutually exclusive with Q)
RestateOnSysFail
I = Institutions only
InstitOnly
J = Reinstate on Trading Halt (mutually exclusive with K)
RestateOnTradingHalt
K = Cancel on Trading Halt (mutually exclusive with J)
CancelOnTradingHalt
L = Last peg (last sale)
M
LastPeg
3
= Mid-price peg (midprice of inside quote)
N
GoAlong
B
= Non-negotiable
O
OkCross
1
= 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
NotHeld
[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 B = Undisclosed (valid for IOI and List Order messages only)
As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exxmpt
B
exempt
5
= "As Defined" (for use with multileg instruments)
C
Sell short
7
= "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)
Undisclosed (valid for IOI and List Order messages only)
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[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 CP = Future
OPT
Commercial Paper
VRDN
= 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
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= 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
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill Of of Exchanges
CD = Certificate Of of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= 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
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)
COFO

MIO
= Certificate Of Obligation
Mortgage Interest Only
COFP = Certificate Of of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax Revenue Anticipation Note
VRDN
Time Deposit
GO
= 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
General Obligation Bonds
?
= Wildcard Entry (was "?" in 4.4, used entry (used on Security Definition Request message)
CASH WAR = Cash
Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[40] OrdType Values 1 = Market
2 = Limit
3 = Stop / Stop Loss
4 = Stop Limit
5 = Market On Close (No longer used)
6 = With Or Without
7 = Limit Or Better
8 = Limit With Or Without
9 = On Basis
A = On Close (No longer used)
B = Limit On Close (No longer used)
C = Forex Market (No longer used)
D = Previously Quoted
E = Previously Indicated
F = Forex Limit (No longer used)
G = Forex Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J = Market If Touched (MIT)
K = Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L = Previous Fund Valuation Point (Historic pricing; for CIV)
M = Next Fund Valuation Point (Forward pricing; for CIV)
P = Pegged
Q = Counter-order selection
1 D = Market
Previously quoted
2 = Limit
3 = Stop / Stop Loss
Stop
4 = Stop Limit
limit
5 = Market On Close (No longer used)
on close (Deprecated)
6 = With Or Without
or without
7 = Limit Or Better
or better
8 = Limit With Or Without
with or without
9 = On Basis
basis
A = On Close (No longer used)
B
close (Deprecated)
1
= Limit On Close (No longer used)
Market
C = Forex - Market (No longer used)
D
(Deprecated)
F
= Previously Quoted
Forex - Limit (Deprecated)
E = Previously Indicated
F = Forex Limit (No longer used)
indicated
G = Forex - Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit day order Day Order with unexecuted portion handles handled as Market On Close. E.e.g. Japan)
J = Market If Touched (MIT)
K = Market With Left Over with Leftover as Limit (market order with then unexecuted quantity becoming becomes limit order at last price)
L = Previous Fund Valuation Point (Historic pricing; for pricing) (for CIV)
M = Next Fund Valuation Point (Forward pricing; for pricing) (for CIV)
P = Pegged
Q B = Counter-order selection
Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)
[423] PriceType Values 1 = Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed amount (absolute value)
4 = Discount - percentage points below par
5 = Premium - percentage points over par
6 = Spread (basis points spread)
7 = TED Price
8 = TED Yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
1 = Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed amount Amount (absolute value)
1 = Percentage
4 = Discount discount - percentage points below par
6 = basis points relative to benchmark
7 = TED price (see "Volume 1 - Glossary")
8 = TED yield (see "Volume 1 - Glossary")
5 = Premium premium - percentage points over par
6 2 = Spread (basis points spread)
7 = TED Price
8 = TED Yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
per share (e.g. cents per share)
[388] DiscretionInst Values 0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP
7 = Average Price Guarantee
0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP
7 = Average Price Guarantee

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[447] PartyIDSource Values 6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer or Tax ID Number
9 = Australian Business Number
A = Australian Tax File Number
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII/FID
3 = Taiwanese Trading Acct
4 = Malaysian Central Depository (MCD) number
5 = Chinese Investor ID
I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B = BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary / Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)
6 5 = UK National Insurance or Pension Number
7 = US Social Security Number
Chinese B Share (Shezhen and Shanghai)
8 = US Employer or Identification Number
A = Australian
Tax ID File Number
9 = Australian Business Number
A E = Australian Tax File ISO Country Code
B = BIC (Bank Identification CodeSwift managed) code (ISO 9362 - See Appendix 6-B)
7 = US Social Security
Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII/FID
QFII / FID
3 = Taiwanese Trading Acct
Account
4 = Malaysian Central Depository (MCD) number
5 6 = Chinese Investor ID
I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B = BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
UK National Insurance or Pension Number
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary / Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)
[452] PartyRole Values 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
15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 14 = Entering Firm
Giveup Clearing Firm (firm to which trade is given up)
8 = Locate / Lending Locate/Lending Firm (for short-sales)
9 = Fund Manager manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side buyside firm)
14 4 = 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
(formerly FIX 4.2 ClearingFirm)
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[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 CP = Future
OPT
Commercial Paper
VRDN
= 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
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= 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
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill Of of Exchanges
CD = Certificate Of of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= 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
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)
COFO

MIO
= Certificate Of Obligation
Mortgage Interest Only
COFP = Certificate Of of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax Revenue Anticipation Note
VRDN
Time Deposit
GO
= 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
General Obligation Bonds
?
= Wildcard Entry (was "?" in 4.4, used entry (used on Security Definition Request message)
CASH WAR = Cash
Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[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 B = Undisclosed (valid for IOI and List Order messages only)
As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exxmpt
B
exempt
5
= "As Defined" (for use with multileg instruments)
C
Sell short
7
= "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)
Undisclosed (valid for IOI and List Order messages only)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[658] QuoteRequestRejectReason Values 1 = Unknown Symbol (Security)
2 = Exchange (Security) Closed
3 = Quote Request Exceeds Limit
4 = Too Late to enter
5 = Invalid Price
6 = Not Authorized To Request Quote
7 = No Match For Inquiry
8 = No Market For Instrument
9 = No Inventory
10 = Pass
11 = Insufficient credit
99 = Other
1 = Unknown Symbol symbol (Security)
2 = Exchange (Security) Closed
closed
3 = Quote Request Exceeds Limit
exceeds limit
4 = Too Late late to enter
5 = Invalid Price
price
6 = Not Authorized To Request Quote
7 = No Match For Inquiry
8 = No Market For Instrument
9 = No Inventory
10 = Pass
11 = Insufficient credit
99 = Other
authorized to request quote
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[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 CP = Future
OPT
Commercial Paper
VRDN
= 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
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= 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
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill Of of Exchanges
CD = Certificate Of of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= 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
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)
COFO

MIO
= Certificate Of Obligation
Mortgage Interest Only
COFP = Certificate Of of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax Revenue Anticipation Note
VRDN
Time Deposit
GO
= 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
General Obligation Bonds
?
= Wildcard Entry (was "?" in 4.4, used entry (used on Security Definition Request message)
CASH WAR = Cash
Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[537] QuoteType Values 0 = Indicative
1 = Tradeable
2 = Restricted Tradeable
3 = Counter (tradeable)
0 = Indicative
1 = Tradeable
2 = Restricted Tradeable
3 = Counter (tradeable)
[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 B = Undisclosed (valid for IOI and List Order messages only)
As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exxmpt
B
exempt
5
= "As Defined" (for use with multileg instruments)
C
Sell short
7
= "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)
Undisclosed (valid for IOI and List Order messages only)
[63] SettlmntTyp Values 0 = Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1 = Cash (TOD / T+0)
2 = Next Day (TOM / T+1)
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When And If Issued
8 = Sellers Option
9 = T+5
B = Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
0 = Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1 = Cash (TOD / T+0)
2 = Next Day (TOM / T+1)
3 = T+2
4 = T+3
5 = T+4
A = T+1
6 = Future
3 = T+2
2 = Next Day
8 = Sellers Option
1 = Cash
7 = When And If Issued
8 0 = Sellers Option
Regular
9 = T+5
B
T+ 5
4
= Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
T+3
[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 ABS = Alternative Minimum Tax (Y/N)
AUTOREINV
Absolute Prepayment Speed
WALA
= Auto Reinvestment at or better
BANKQUAL
Weighted Average Loan Age (value in months)
WAM
= Bank qualified (Y/N)
BGNCON
Weighted Average Maturity (value in months)
CPR
= Bargain conditions (see StipulationValue (234) for values)
COUPON
Constant Prepayment Rate
HEP
= Coupon range
CURRENCY = ISO Currency Code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % range (ex. 234=CA 0-80 [minimum
final CPR of 80% California assets])
HAIRCUT
Home Equity Prepayment Curve
WAL
= Valuation Discount
INSURED
Weighted Average Life (value in months)
MHP
= Insured (Y/N)
ISSUE = Year Or Year/Month
% of Issue (ex. 234=2002/09)
ISSUER
Manufactured Housing Prepayment Curve
SMM
= Issuer's ticker
ISSUESIZE
Single Monthly Mortality
MPR
= issue size range
LOOKBACK
Monthly Prepayment Rate
PSA
= Lookback Days
LOT
% of BMA Prepayment Curve
PPC
= Explicit lot identifier
% of Prospectus Prepayment Curve
CPP = Constant Prepayment Penalty
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
CPY = Constant Prepayment Yield
WAC = Weighted Average Coupon (value in percent)
ISSUE = Year of Issue
MAT = Maturity Year And Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINDNOM = Minimum denomination
MININCR = Minimum increment
MINQTY = Minimum quantity
PAYFREQ = Payment frequency, calendar
Year
PIECES = Number Of of Pieces
PMAX = Pools Maximum
PPL = Pools per Lot
PPM = Pools per Million
PPL = Pools per Lot
PPT = Pools per Trade
PRICE = Price Range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (Y/N)
SECTOR = Market Sector
SECTYPE = Security Type included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform Text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC GEOG = 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
Geographics
[40] OrdType Values 1 = Market
2 = Limit
3 = Stop / Stop Loss
4 = Stop Limit
5 = Market On Close (No longer used)
6 = With Or Without
7 = Limit Or Better
8 = Limit With Or Without
9 = On Basis
A = On Close (No longer used)
B = Limit On Close (No longer used)
C = Forex Market (No longer used)
D = Previously Quoted
E = Previously Indicated
F = Forex Limit (No longer used)
G = Forex Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J = Market If Touched (MIT)
K = Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L = Previous Fund Valuation Point (Historic pricing; for CIV)
M = Next Fund Valuation Point (Forward pricing; for CIV)
P = Pegged
Q = Counter-order selection
1 D = Market
Previously quoted
2 = Limit
3 = Stop / Stop Loss
Stop
4 = Stop Limit
limit
5 = Market On Close (No longer used)
on close (Deprecated)
6 = With Or Without
or without
7 = Limit Or Better
or better
8 = Limit With Or Without
with or without
9 = On Basis
basis
A = On Close (No longer used)
B
close (Deprecated)
1
= Limit On Close (No longer used)
Market
C = Forex - Market (No longer used)
D
(Deprecated)
F
= Previously Quoted
Forex - Limit (Deprecated)
E = Previously Indicated
F = Forex Limit (No longer used)
indicated
G = Forex - Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit day order Day Order with unexecuted portion handles handled as Market On Close. E.e.g. Japan)
J = Market If Touched (MIT)
K = Market With Left Over with Leftover as Limit (market order with then unexecuted quantity becoming becomes limit order at last price)
L = Previous Fund Valuation Point (Historic pricing; for pricing) (for CIV)
M = Next Fund Valuation Point (Forward pricing; for pricing) (for CIV)
P = Pegged
Q B = Counter-order selection
Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)
[221] BenchmarkCurveName Values EONIA = EONIA
EUREPO = EUREPO
Euribor = Euribor
FutureSWAP = FutureSWAP
LIBID = LIBID
LIBOR = LIBOR (London Inter-Bank Offer)
MuniAAA = MuniAAA
OTHER = OTHER
Pfandbrief = Pfandbriefe
SONIA = SONIA
SWAP = SWAP
Treasury = Treasury
EONIA SWAP = EONIA
EUREPO
SWAP
LIBID
= EUREPO
LIBID
OTHER = OTHER
Treasury = Treasury
Euribor = Euribor
Pfandbrief = Pfandbriefe
FutureSWAP = FutureSWAP
LIBID MuniAAA = LIBID
MuniAAA
LIBOR = LIBOR (London Inter-Bank Offer)
MuniAAA = MuniAAA
OTHER = OTHER
Pfandbrief = Pfandbriefe
SONIA = SONIA
SWAP = SWAP
Treasury = Treasury
Offers)
[423] PriceType Values 1 = Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed amount (absolute value)
4 = Discount - percentage points below par
5 = Premium - percentage points over par
6 = Spread (basis points spread)
7 = TED Price
8 = TED Yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
1 = Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed amount Amount (absolute value)
1 = Percentage
4 = Discount discount - percentage points below par
6 = basis points relative to benchmark
7 = TED price (see "Volume 1 - Glossary")
8 = TED yield (see "Volume 1 - Glossary")
5 = Premium premium - percentage points over par
6 2 = Spread (basis points spread)
7 = TED Price
8 = TED Yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
per share (e.g. cents per share)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[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 CP = Future
OPT
Commercial Paper
VRDN
= 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
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= 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
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill Of of Exchanges
CD = Certificate Of of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= 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
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)
COFO

MIO
= Certificate Of Obligation
Mortgage Interest Only
COFP = Certificate Of of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax Revenue Anticipation Note
VRDN
Time Deposit
GO
= 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
General Obligation Bonds
?
= Wildcard Entry (was "?" in 4.4, used entry (used on Security Definition Request message)
CASH WAR = Cash
Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[537] QuoteType Values 0 = Indicative
1 = Tradeable
2 = Restricted Tradeable
3 = Counter (tradeable)
0 = Indicative
1 = Tradeable
2 = Restricted Tradeable
3 = Counter (tradeable)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[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 CP = Future
OPT
Commercial Paper
VRDN
= 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
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= 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
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill Of of Exchanges
CD = Certificate Of of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= 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
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)
COFO

MIO
= Certificate Of Obligation
Mortgage Interest Only
COFP = Certificate Of of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax Revenue Anticipation Note
VRDN
Time Deposit
GO
= 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
General Obligation Bonds
?
= Wildcard Entry (was "?" in 4.4, used entry (used on Security Definition Request message)
CASH WAR = Cash
Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[297] QuoteStatus Values 0 = Accepted
1 = Cancel for Symbol(s)
2 = Canceled for Security Type(s)
3 = Canceled for Underlying
4 = Canceled All
5 = Rejected
6 = Removed from Market
7 = Expired
8 = Query
9 = Quote Not Found
10 = Pending
11 = Pass
12 = Locked Market Warning
13 = Cross Market Warning
14 = Canceled Due To Lock Market
15 = Canceled Due To Cross Market
0 6 = Accepted
Removed from Market
1 = Cancel Canceled for Symbol(s)
10 = Pending
9 = Quote Not Found
8 = Query
7 = Expired
5 = Rejected
4 = Canceled All
3 = Canceled for Underlying
2 = Canceled for Security Type(s)
3 0 = Canceled for Underlying
4 = Canceled All
5 = Rejected
6 = Removed from Market
7 = Expired
8 = Query
9 = Quote Not Found
10 = Pending
11 = Pass
12 = Locked Market Warning
13 = Cross Market Warning
14 = Canceled Due To Lock Market
15 = Canceled Due To Cross Market
Accepted
[300] QuoteRejectReason Values 1 = Unknown Symbol (security)
2 = Exchange (Security) closed
3 = Quote Request exceeds limit
4 = Too late to enter
5 = Unknown Quote
6 = Duplicate Quote
7 = Invalid bid/ask spread
8 = Invalid price
9 = Not authorized to quote security
99 = Other
9 = Not authorized to quote security
1 = Unknown Symbol (security)
symbol (Security)
2 = Exchange (Security) closed
3 = Quote Request exceeds limit
4 = Too late to enter
5 = Unknown Quote
6 = Duplicate Quote
7 = Invalid bid/ask spread
8 = Invalid price
9 = Not authorized to quote security
99 = Other
[537] QuoteType Values 0 = Indicative
1 = Tradeable
2 = Restricted Tradeable
3 = Counter (tradeable)
0 = Indicative
1 = Tradeable
2 = Restricted Tradeable
3 = Counter (tradeable)
[447] PartyIDSource Values 6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer or Tax ID Number
9 = Australian Business Number
A = Australian Tax File Number
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII/FID
3 = Taiwanese Trading Acct
4 = Malaysian Central Depository (MCD) number
5 = Chinese Investor ID
I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B = BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary / Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)
6 5 = UK National Insurance or Pension Number
7 = US Social Security Number
Chinese B Share (Shezhen and Shanghai)
8 = US Employer or Identification Number
A = Australian
Tax ID File Number
9 = Australian Business Number
A E = Australian Tax File ISO Country Code
B = BIC (Bank Identification CodeSwift managed) code (ISO 9362 - See Appendix 6-B)
7 = US Social Security
Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII/FID
QFII / FID
3 = Taiwanese Trading Acct
Account
4 = Malaysian Central Depository (MCD) number
5 6 = Chinese Investor ID
I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B = BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
UK National Insurance or Pension Number
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary / Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)
[452] PartyRole Values 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
15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 14 = Entering Firm
Giveup Clearing Firm (firm to which trade is given up)
8 = Locate / Lending Locate/Lending Firm (for short-sales)
9 = Fund Manager manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side buyside firm)
14 4 = 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
(formerly FIX 4.2 ClearingFirm)
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[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 CP = Future
OPT
Commercial Paper
VRDN
= 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
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= 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
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill Of of Exchanges
CD = Certificate Of of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= 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
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)
COFO

MIO
= Certificate Of Obligation
Mortgage Interest Only
COFP = Certificate Of of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax Revenue Anticipation Note
VRDN
Time Deposit
GO
= 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
General Obligation Bonds
?
= Wildcard Entry (was "?" in 4.4, used entry (used on Security Definition Request message)
CASH WAR = Cash
Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[40] OrdType Values 1 = Market
2 = Limit
3 = Stop / Stop Loss
4 = Stop Limit
5 = Market On Close (No longer used)
6 = With Or Without
7 = Limit Or Better
8 = Limit With Or Without
9 = On Basis
A = On Close (No longer used)
B = Limit On Close (No longer used)
C = Forex Market (No longer used)
D = Previously Quoted
E = Previously Indicated
F = Forex Limit (No longer used)
G = Forex Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J = Market If Touched (MIT)
K = Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L = Previous Fund Valuation Point (Historic pricing; for CIV)
M = Next Fund Valuation Point (Forward pricing; for CIV)
P = Pegged
Q = Counter-order selection
1 D = Market
Previously quoted
2 = Limit
3 = Stop / Stop Loss
Stop
4 = Stop Limit
limit
5 = Market On Close (No longer used)
on close (Deprecated)
6 = With Or Without
or without
7 = Limit Or Better
or better
8 = Limit With Or Without
with or without
9 = On Basis
basis
A = On Close (No longer used)
B
close (Deprecated)
1
= Limit On Close (No longer used)
Market
C = Forex - Market (No longer used)
D
(Deprecated)
F
= Previously Quoted
Forex - Limit (Deprecated)
E = Previously Indicated
F = Forex Limit (No longer used)
indicated
G = Forex - Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit day order Day Order with unexecuted portion handles handled as Market On Close. E.e.g. Japan)
J = Market If Touched (MIT)
K = Market With Left Over with Leftover as Limit (market order with then unexecuted quantity becoming becomes limit order at last price)
L = Previous Fund Valuation Point (Historic pricing; for pricing) (for CIV)
M = Next Fund Valuation Point (Forward pricing; for pricing) (for CIV)
P = Pegged
Q B = Counter-order selection
Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[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 CP = Future
OPT
Commercial Paper
VRDN
= 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
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= 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
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill Of of Exchanges
CD = Certificate Of of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= 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
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)
COFO

MIO
= Certificate Of Obligation
Mortgage Interest Only
COFP = Certificate Of of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax Revenue Anticipation Note
VRDN
Time Deposit
GO
= 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
General Obligation Bonds
?
= Wildcard Entry (was "?" in 4.4, used entry (used on Security Definition Request message)
CASH WAR = Cash
Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[160] SettlInstMode Values 0 = Default (Replaced)
1 = Standing Instructions Provided
2 = Specific Allocation Account Overriding (Replaced)
3 = Specific Allocation Account Standing (Replaced)
4 = Specific Order for a single account (for CIV)
5 = Request reject
0 = Default (Replaced)
Default
4 = Specific Order for a single account (for CIV)
3 = Specific Allocation Account Standing
1 = Standing Instructions Provided
2 = Specific Allocation Account Overriding (Replaced)
3 = Specific Allocation Account Standing (Replaced)
4 = Specific Order for a single account (for CIV)
5 = Request reject
Overriding
[447] PartyIDSource Values 6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer or Tax ID Number
9 = Australian Business Number
A = Australian Tax File Number
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII/FID
3 = Taiwanese Trading Acct
4 = Malaysian Central Depository (MCD) number
5 = Chinese Investor ID
I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B = BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary / Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)
6 5 = UK National Insurance or Pension Number
7 = US Social Security Number
Chinese B Share (Shezhen and Shanghai)
8 = US Employer or Identification Number
A = Australian
Tax ID File Number
9 = Australian Business Number
A E = Australian Tax File ISO Country Code
B = BIC (Bank Identification CodeSwift managed) code (ISO 9362 - See Appendix 6-B)
7 = US Social Security
Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII/FID
QFII / FID
3 = Taiwanese Trading Acct
Account
4 = Malaysian Central Depository (MCD) number
5 6 = Chinese Investor ID
I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B = BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
UK National Insurance or Pension Number
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary / Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)
[452] PartyRole Values 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
15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 14 = Entering Firm
Giveup Clearing Firm (firm to which trade is given up)
8 = Locate / Lending Locate/Lending Firm (for short-sales)
9 = Fund Manager manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side buyside firm)
14 4 = 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
(formerly FIX 4.2 ClearingFirm)
[589] DayBookingInst Values 0 = Can trigger booking without reference to the order initiator ("auto")
1 = Speak with order initiator before booking ("speak first")
2 = Accumulate
0 = Can trigger booking without reference to the order initiator ("auto")
1 = Speak with order initiator before booking ("speak first")
2 = Accumulate
[63] SettlmntTyp Values 0 = Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1 = Cash (TOD / T+0)
2 = Next Day (TOM / T+1)
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When And If Issued
8 = Sellers Option
9 = T+5
B = Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
0 = Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1 = Cash (TOD / T+0)
2 = Next Day (TOM / T+1)
3 = T+2
4 = T+3
5 = T+4
A = T+1
6 = Future
3 = T+2
2 = Next Day
8 = Sellers Option
1 = Cash
7 = When And If Issued
8 0 = Sellers Option
Regular
9 = T+5
B
T+ 5
4
= Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
T+3
[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
Y = TryToStop
M = MidPrcPeg
P = MarkPeg
Q = CancelOnSysFail
R = PrimPeg
S = Suspend
U = CustDispInst
V = Netting
W = PegVWAP
X = TradeAlong
D = PercVol
0 = Stay on offer side
1 = Not held
StayOffer
2 = Work
3 = Go along
4 = Over the day
OverDay
5 = Held
6 = Participate don't initiate
PartNotInit
7 = Strict scale
StrictScale
8 = Try to scale
TryToScale
9 = Stay on bid side
StayBid
A = No cross (cross is forbidden)
B
NoCross
O
= OK to cross
OpenPeg
C = Call first
D
CallFirst
N
= Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)
NonNego
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
H = Reinstate on system failue (mutually exclusive with Q)
RestateOnSysFail
I = Institutions only
InstitOnly
J = Reinstate on Trading Halt (mutually exclusive with K)
RestateOnTradingHalt
K = Cancel on Trading Halt (mutually exclusive with J)
CancelOnTradingHalt
L = Last peg (last sale)
M
LastPeg
3
= Mid-price peg (midprice of inside quote)
N
GoAlong
B
= Non-negotiable
O
OkCross
1
= 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
NotHeld
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[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 CP = Future
OPT
Commercial Paper
VRDN
= 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
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= 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
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill Of of Exchanges
CD = Certificate Of of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= 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
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)
COFO

MIO
= Certificate Of Obligation
Mortgage Interest Only
COFP = Certificate Of of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax Revenue Anticipation Note
VRDN
Time Deposit
GO
= 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
General Obligation Bonds
?
= Wildcard Entry (was "?" in 4.4, used entry (used on Security Definition Request message)
CASH WAR = Cash
Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[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 B = Undisclosed (valid for IOI and List Order messages only)
As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exxmpt
B
exempt
5
= "As Defined" (for use with multileg instruments)
C
Sell short
7
= "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)
Undisclosed (valid for IOI and List Order messages only)
[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 ABS = Alternative Minimum Tax (Y/N)
AUTOREINV
Absolute Prepayment Speed
WALA
= Auto Reinvestment at or better
BANKQUAL
Weighted Average Loan Age (value in months)
WAM
= Bank qualified (Y/N)
BGNCON
Weighted Average Maturity (value in months)
CPR
= Bargain conditions (see StipulationValue (234) for values)
COUPON
Constant Prepayment Rate
HEP
= Coupon range
CURRENCY = ISO Currency Code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % range (ex. 234=CA 0-80 [minimum
final CPR of 80% California assets])
HAIRCUT
Home Equity Prepayment Curve
WAL
= Valuation Discount
INSURED
Weighted Average Life (value in months)
MHP
= Insured (Y/N)
ISSUE = Year Or Year/Month
% of Issue (ex. 234=2002/09)
ISSUER
Manufactured Housing Prepayment Curve
SMM
= Issuer's ticker
ISSUESIZE
Single Monthly Mortality
MPR
= issue size range
LOOKBACK
Monthly Prepayment Rate
PSA
= Lookback Days
LOT
% of BMA Prepayment Curve
PPC
= Explicit lot identifier
% of Prospectus Prepayment Curve
CPP = Constant Prepayment Penalty
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
CPY = Constant Prepayment Yield
WAC = Weighted Average Coupon (value in percent)
ISSUE = Year of Issue
MAT = Maturity Year And Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINDNOM = Minimum denomination
MININCR = Minimum increment
MINQTY = Minimum quantity
PAYFREQ = Payment frequency, calendar
Year
PIECES = Number Of of Pieces
PMAX = Pools Maximum
PPL = Pools per Lot
PPM = Pools per Million
PPL = Pools per Lot
PPT = Pools per Trade
PRICE = Price Range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (Y/N)
SECTOR = Market Sector
SECTYPE = Security Type included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform Text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC GEOG = 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
Geographics
[40] OrdType Values 1 = Market
2 = Limit
3 = Stop / Stop Loss
4 = Stop Limit
5 = Market On Close (No longer used)
6 = With Or Without
7 = Limit Or Better
8 = Limit With Or Without
9 = On Basis
A = On Close (No longer used)
B = Limit On Close (No longer used)
C = Forex Market (No longer used)
D = Previously Quoted
E = Previously Indicated
F = Forex Limit (No longer used)
G = Forex Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J = Market If Touched (MIT)
K = Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L = Previous Fund Valuation Point (Historic pricing; for CIV)
M = Next Fund Valuation Point (Forward pricing; for CIV)
P = Pegged
Q = Counter-order selection
1 D = Market
Previously quoted
2 = Limit
3 = Stop / Stop Loss
Stop
4 = Stop Limit
limit
5 = Market On Close (No longer used)
on close (Deprecated)
6 = With Or Without
or without
7 = Limit Or Better
or better
8 = Limit With Or Without
with or without
9 = On Basis
basis
A = On Close (No longer used)
B
close (Deprecated)
1
= Limit On Close (No longer used)
Market
C = Forex - Market (No longer used)
D
(Deprecated)
F
= Previously Quoted
Forex - Limit (Deprecated)
E = Previously Indicated
F = Forex Limit (No longer used)
indicated
G = Forex - Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit day order Day Order with unexecuted portion handles handled as Market On Close. E.e.g. Japan)
J = Market If Touched (MIT)
K = Market With Left Over with Leftover as Limit (market order with then unexecuted quantity becoming becomes limit order at last price)
L = Previous Fund Valuation Point (Historic pricing; for pricing) (for CIV)
M = Next Fund Valuation Point (Forward pricing; for pricing) (for CIV)
P = Pegged
Q B = Counter-order selection
Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)
[423] PriceType Values 1 = Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed amount (absolute value)
4 = Discount - percentage points below par
5 = Premium - percentage points over par
6 = Spread (basis points spread)
7 = TED Price
8 = TED Yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
1 = Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed amount Amount (absolute value)
1 = Percentage
4 = Discount discount - percentage points below par
6 = basis points relative to benchmark
7 = TED price (see "Volume 1 - Glossary")
8 = TED yield (see "Volume 1 - Glossary")
5 = Premium premium - percentage points over par
6 2 = Spread (basis points spread)
7 = TED Price
8 = TED Yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
per share (e.g. cents per share)
[221] BenchmarkCurveName Values EONIA = EONIA
EUREPO = EUREPO
Euribor = Euribor
FutureSWAP = FutureSWAP
LIBID = LIBID
LIBOR = LIBOR (London Inter-Bank Offer)
MuniAAA = MuniAAA
OTHER = OTHER
Pfandbrief = Pfandbriefe
SONIA = SONIA
SWAP = SWAP
Treasury = Treasury
EONIA SWAP = EONIA
EUREPO
SWAP
LIBID
= EUREPO
LIBID
OTHER = OTHER
Treasury = Treasury
Euribor = Euribor
Pfandbrief = Pfandbriefe
FutureSWAP = FutureSWAP
LIBID MuniAAA = LIBID
MuniAAA
LIBOR = LIBOR (London Inter-Bank Offer)
MuniAAA = MuniAAA
OTHER = OTHER
Pfandbrief = Pfandbriefe
SONIA = SONIA
SWAP = SWAP
Treasury = Treasury
Offers)
[388] DiscretionInst Values 0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP
7 = Average Price Guarantee
0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP
7 = Average Price Guarantee

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[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 CP = Future
OPT
Commercial Paper
VRDN
= 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
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= 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
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill Of of Exchanges
CD = Certificate Of of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= 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
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)
COFO

MIO
= Certificate Of Obligation
Mortgage Interest Only
COFP = Certificate Of of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax Revenue Anticipation Note
VRDN
Time Deposit
GO
= 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
General Obligation Bonds
?
= Wildcard Entry (was "?" in 4.4, used entry (used on Security Definition Request message)
CASH WAR = Cash
Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[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 CP = Future
OPT
Commercial Paper
VRDN
= 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
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= 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
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill Of of Exchanges
CD = Certificate Of of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= 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
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)
COFO

MIO
= Certificate Of Obligation
Mortgage Interest Only
COFP = Certificate Of of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax Revenue Anticipation Note
VRDN
Time Deposit
GO
= 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
General Obligation Bonds
?
= Wildcard Entry (was "?" in 4.4, used entry (used on Security Definition Request message)
CASH WAR = Cash
Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[291] FinancialStatus Values 1 = Bankrupt
2 = Pending delisting
3 = Restricted
1 = Bankrupt
2 = Pending delisting
3 = Restricted
[292] CorporateAction Values A = Ex-Dividend
B = Ex-Distribution
C = Ex-Rights
D = New
E = Ex-Interest
F = Cash Dividend
G = Stock Dividend
H = Non-Integer Stock Split
I = Reverse Stock Split
J = Standard-Integer Stock Split
K = Position Consolidation
L = Liquidation Reorganization
M = Merger Reorganization
N = Rights Offering
O = Shareholder Meeting
P = Spinoff
Q = Tender Offer
R = Warrant
S = Special Action
T = Symbol Conversion
U = CUSIP / Name Change
V = Leap Rollover
A = Ex-Dividend
B = Ex-Distribution
C = Ex-Rights
D = New
E = Ex-Interest
F C = Cash Dividend
G
Ex-Rights
A
= Stock Dividend
H
Ex-Dividend
D
= Non-Integer Stock Split
I = Reverse Stock Split
J = Standard-Integer Stock Split
K = Position Consolidation
L = Liquidation Reorganization
M = Merger Reorganization
N = Rights Offering
O = Shareholder Meeting
P = Spinoff
Q = Tender Offer
R = Warrant
S = Special Action
T = Symbol Conversion
U = CUSIP / Name Change
V = Leap Rollover
New

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[447] PartyIDSource Values 6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer or Tax ID Number
9 = Australian Business Number
A = Australian Tax File Number
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII/FID
3 = Taiwanese Trading Acct
4 = Malaysian Central Depository (MCD) number
5 = Chinese Investor ID
I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B = BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary / Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)
6 5 = UK National Insurance or Pension Number
7 = US Social Security Number
Chinese B Share (Shezhen and Shanghai)
8 = US Employer or Identification Number
A = Australian
Tax ID File Number
9 = Australian Business Number
A E = Australian Tax File ISO Country Code
B = BIC (Bank Identification CodeSwift managed) code (ISO 9362 - See Appendix 6-B)
7 = US Social Security
Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII/FID
QFII / FID
3 = Taiwanese Trading Acct
Account
4 = Malaysian Central Depository (MCD) number
5 6 = Chinese Investor ID
I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B = BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
UK National Insurance or Pension Number
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary / Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)
[452] PartyRole Values 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
15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 14 = Entering Firm
Giveup Clearing Firm (firm to which trade is given up)
8 = Locate / Lending Locate/Lending Firm (for short-sales)
9 = Fund Manager manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side buyside firm)
14 4 = 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
(formerly FIX 4.2 ClearingFirm)
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[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 CP = Future
OPT
Commercial Paper
VRDN
= 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
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= 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
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill Of of Exchanges
CD = Certificate Of of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= 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
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)
COFO

MIO
= Certificate Of Obligation
Mortgage Interest Only
COFP = Certificate Of of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax Revenue Anticipation Note
VRDN
Time Deposit
GO
= 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
General Obligation Bonds
?
= Wildcard Entry (was "?" in 4.4, used entry (used on Security Definition Request message)
CASH WAR = Cash
Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[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 B = Undisclosed (valid for IOI and List Order messages only)
As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exxmpt
B
exempt
5
= "As Defined" (for use with multileg instruments)
C
Sell short
7
= "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)
Undisclosed (valid for IOI and List Order messages only)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[567] TradSesStatusRejReason Values 1 = Unknown or invalid TradingSessionID
99 = Other
1 = Unknown or invalid TradingSessionID
99 = Other

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[447] PartyIDSource Values 6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer or Tax ID Number
9 = Australian Business Number
A = Australian Tax File Number
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII/FID
3 = Taiwanese Trading Acct
4 = Malaysian Central Depository (MCD) number
5 = Chinese Investor ID
I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B = BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary / Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)
6 5 = UK National Insurance or Pension Number
7 = US Social Security Number
Chinese B Share (Shezhen and Shanghai)
8 = US Employer or Identification Number
A = Australian
Tax ID File Number
9 = Australian Business Number
A E = Australian Tax File ISO Country Code
B = BIC (Bank Identification CodeSwift managed) code (ISO 9362 - See Appendix 6-B)
7 = US Social Security
Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII/FID
QFII / FID
3 = Taiwanese Trading Acct
Account
4 = Malaysian Central Depository (MCD) number
5 6 = Chinese Investor ID
I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B = BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
UK National Insurance or Pension Number
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary / Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)
[452] PartyRole Values 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
15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 14 = Entering Firm
Giveup Clearing Firm (firm to which trade is given up)
8 = Locate / Lending Locate/Lending Firm (for short-sales)
9 = Fund Manager manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side buyside firm)
14 4 = 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
(formerly FIX 4.2 ClearingFirm)
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[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 CP = Future
OPT
Commercial Paper
VRDN
= 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
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= 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
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill Of of Exchanges
CD = Certificate Of of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= 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
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)
COFO

MIO
= Certificate Of Obligation
Mortgage Interest Only
COFP = Certificate Of of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax Revenue Anticipation Note
VRDN
Time Deposit
GO
= 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
General Obligation Bonds
?
= Wildcard Entry (was "?" in 4.4, used entry (used on Security Definition Request message)
CASH WAR = Cash
Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[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 B = Undisclosed (valid for IOI and List Order messages only)
As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exxmpt
B
exempt
5
= "As Defined" (for use with multileg instruments)
C
Sell short
7
= "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)
Undisclosed (valid for IOI and List Order messages only)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[537] QuoteType Values 0 = Indicative
1 = Tradeable
2 = Restricted Tradeable
3 = Counter (tradeable)
0 = Indicative
1 = Tradeable
2 = Restricted Tradeable
3 = Counter (tradeable)
[447] PartyIDSource Values 6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer or Tax ID Number
9 = Australian Business Number
A = Australian Tax File Number
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII/FID
3 = Taiwanese Trading Acct
4 = Malaysian Central Depository (MCD) number
5 = Chinese Investor ID
I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B = BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary / Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)
6 5 = UK National Insurance or Pension Number
7 = US Social Security Number
Chinese B Share (Shezhen and Shanghai)
8 = US Employer or Identification Number
A = Australian
Tax ID File Number
9 = Australian Business Number
A E = Australian Tax File ISO Country Code
B = BIC (Bank Identification CodeSwift managed) code (ISO 9362 - See Appendix 6-B)
7 = US Social Security
Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII/FID
QFII / FID
3 = Taiwanese Trading Acct
Account
4 = Malaysian Central Depository (MCD) number
5 6 = Chinese Investor ID
I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B = BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
UK National Insurance or Pension Number
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary / Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)
[452] PartyRole Values 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
15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 14 = Entering Firm
Giveup Clearing Firm (firm to which trade is given up)
8 = Locate / Lending Locate/Lending Firm (for short-sales)
9 = Fund Manager manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side buyside firm)
14 4 = 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
(formerly FIX 4.2 ClearingFirm)
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[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 CP = Future
OPT
Commercial Paper
VRDN
= 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
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= 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
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill Of of Exchanges
CD = Certificate Of of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= 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
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)
COFO

MIO
= Certificate Of Obligation
Mortgage Interest Only
COFP = Certificate Of of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax Revenue Anticipation Note
VRDN
Time Deposit
GO
= 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
General Obligation Bonds
?
= Wildcard Entry (was "?" in 4.4, used entry (used on Security Definition Request message)
CASH WAR = Cash
Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[40] OrdType Values 1 = Market
2 = Limit
3 = Stop / Stop Loss
4 = Stop Limit
5 = Market On Close (No longer used)
6 = With Or Without
7 = Limit Or Better
8 = Limit With Or Without
9 = On Basis
A = On Close (No longer used)
B = Limit On Close (No longer used)
C = Forex Market (No longer used)
D = Previously Quoted
E = Previously Indicated
F = Forex Limit (No longer used)
G = Forex Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J = Market If Touched (MIT)
K = Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L = Previous Fund Valuation Point (Historic pricing; for CIV)
M = Next Fund Valuation Point (Forward pricing; for CIV)
P = Pegged
Q = Counter-order selection
1 D = Market
Previously quoted
2 = Limit
3 = Stop / Stop Loss
Stop
4 = Stop Limit
limit
5 = Market On Close (No longer used)
on close (Deprecated)
6 = With Or Without
or without
7 = Limit Or Better
or better
8 = Limit With Or Without
with or without
9 = On Basis
basis
A = On Close (No longer used)
B
close (Deprecated)
1
= Limit On Close (No longer used)
Market
C = Forex - Market (No longer used)
D
(Deprecated)
F
= Previously Quoted
Forex - Limit (Deprecated)
E = Previously Indicated
F = Forex Limit (No longer used)
indicated
G = Forex - Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit day order Day Order with unexecuted portion handles handled as Market On Close. E.e.g. Japan)
J = Market If Touched (MIT)
K = Market With Left Over with Leftover as Limit (market order with then unexecuted quantity becoming becomes limit order at last price)
L = Previous Fund Valuation Point (Historic pricing; for pricing) (for CIV)
M = Next Fund Valuation Point (Forward pricing; for pricing) (for CIV)
P = Pegged
Q B = Counter-order selection
Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[71] AllocTransType Values 0 = New
1 = Replace
2 = Cancel
3 = Preliminary (without MiscFees and NetMoney) (Removed/Replaced)
4 = Calculated (includes MiscFees and NetMoney) (Removed/Replaced)
5 = Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney) (Removed/Replaced)
6 = Reversal
0 = New
1 = Replace
2 = Cancel
3 = Preliminary (without MiscFees and NetMoney) (Removed/Replaced)
4 = Calculated (includes MiscFees and NetMoney) (Removed/Replaced)
5 = Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney) (Removed/Replaced)
6 4 = Reversal
Calculated (includes MiscFees and NetMoney) (Removed/Replaced)
3 = Preliminary (without MiscFees and NetMoney) (Removed/Replaced)
2 = Cancel
1 = Replace
0 = New
[626] AllocType Values 1 = Calculated (includes MiscFees and NetMoney)
2 = Preliminary (without MiscFees and NetMoney)
3 = Sellside Calculated Using Preliminary (includes MiscFees and NetMoney) (Replaced)
4 = Sellside Calculated Without Preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney) (Replaced)
5 = Ready-To-Book - Single Order
6 = Buyside Ready-To-Book - Combined Set of Orders (Replaced)
7 = Warehouse Instruction
8 = Request to Intermediary
9 = Accept
10 = Reject
11 = Accept Pending
12 = Incomplete Group
13 = Complete Group
14 = Reversal Pending
1 6 = Calculated (includes MiscFees and NetMoney)
Buyside Ready-To-Book - Combined Set of Orders
2 = Buyside Preliminary (without MiscFees and NetMoney)
3 = Sellside Calculated Using Preliminary (includes MiscFees and NetMoney) (Replaced)
NetMoney)
5 = Buyside Ready-To-Book - Single Order
1 = Buyside Calculated (includes MiscFees and NetMoney)
4 = Sellside Calculated Without Preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney) (Replaced)
5 = Ready-To-Book - Single Order
6 = Buyside Ready-To-Book - Combined Set of Orders (Replaced)
7 = Warehouse Instruction
8 = Request to Intermediary
9 = Accept
10 = Reject
11 = Accept Pending
12 = Incomplete Group
13 = Complete Group
14 = Reversal Pending
NetMoney)
[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 B = Undisclosed (valid for IOI and List Order messages only)
As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exxmpt
B
exempt
5
= "As Defined" (for use with multileg instruments)
C
Sell short
7
= "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)
Undisclosed (valid for IOI and List Order messages only)
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[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 CP = Future
OPT
Commercial Paper
VRDN
= 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
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= 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
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill Of of Exchanges
CD = Certificate Of of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= 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
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)
COFO

MIO
= Certificate Of Obligation
Mortgage Interest Only
COFP = Certificate Of of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax Revenue Anticipation Note
VRDN
Time Deposit
GO
= 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
General Obligation Bonds
?
= Wildcard Entry (was "?" in 4.4, used entry (used on Security Definition Request message)
CASH WAR = Cash
Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[423] PriceType Values 1 = Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed amount (absolute value)
4 = Discount - percentage points below par
5 = Premium - percentage points over par
6 = Spread (basis points spread)
7 = TED Price
8 = TED Yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
1 = Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed amount Amount (absolute value)
1 = Percentage
4 = Discount discount - percentage points below par
6 = basis points relative to benchmark
7 = TED price (see "Volume 1 - Glossary")
8 = TED yield (see "Volume 1 - Glossary")
5 = Premium premium - percentage points over par
6 2 = Spread (basis points spread)
7 = TED Price
8 = TED Yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
per share (e.g. cents per share)
[6] AvgPx Reqd Optional OptionalMandatory
[447] PartyIDSource Values 6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer or Tax ID Number
9 = Australian Business Number
A = Australian Tax File Number
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII/FID
3 = Taiwanese Trading Acct
4 = Malaysian Central Depository (MCD) number
5 = Chinese Investor ID
I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B = BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary / Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)
6 5 = UK National Insurance or Pension Number
7 = US Social Security Number
Chinese B Share (Shezhen and Shanghai)
8 = US Employer or Identification Number
A = Australian
Tax ID File Number
9 = Australian Business Number
A E = Australian Tax File ISO Country Code
B = BIC (Bank Identification CodeSwift managed) code (ISO 9362 - See Appendix 6-B)
7 = US Social Security
Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII/FID
QFII / FID
3 = Taiwanese Trading Acct
Account
4 = Malaysian Central Depository (MCD) number
5 6 = Chinese Investor ID
I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B = BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
UK National Insurance or Pension Number
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary / Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)
[452] PartyRole Values 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
15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 14 = Entering Firm
Giveup Clearing Firm (firm to which trade is given up)
8 = Locate / Lending Locate/Lending Firm (for short-sales)
9 = Fund Manager manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side buyside firm)
14 4 = 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
(formerly FIX 4.2 ClearingFirm)
[63] SettlmntTyp Values 0 = Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1 = Cash (TOD / T+0)
2 = Next Day (TOM / T+1)
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When And If Issued
8 = Sellers Option
9 = T+5
B = Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
0 = Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1 = Cash (TOD / T+0)
2 = Next Day (TOM / T+1)
3 = T+2
4 = T+3
5 = T+4
A = T+1
6 = Future
3 = T+2
2 = Next Day
8 = Sellers Option
1 = Cash
7 = When And If Issued
8 0 = Sellers Option
Regular
9 = T+5
B
T+ 5
4
= Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
T+3
[139] MiscFeeType Values 1 = Regulatory (e.g. SEC)
2 = Tax
3 = Local Commission
4 = Exchange Fees
5 = Stamp
6 = Levy
7 = Other
8 = Markup
9 = Consumption Tax
10 = Per transaction
11 = Conversion
12 = Agent
13 = Transfer Fee
14 = Security Lending
3 = Local Commission
4 = Exchange Fees
5 = Stamp
6 = Levy
7 = Other
8 = Markup
9 = Consumption Tax
1 = Regulatory (e.g. SEC)
2 = Tax
3 = Local Commission
4 = Exchange Fees
5 = Stamp
6 = Levy
7 = Other
8 = Markup
9 = Consumption Tax
10 = Per transaction
11 = Conversion
12 = Agent
13 = Transfer Fee
14 = Security Lending

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[380] BusinessRejectReason Values 0 = Other
1 = Unknown ID
2 = Unknown Security
3 = Unknown Message Type
4 = Application not available
5 = Conditionally required field missing
6 = Not Authorized
7 = DeliverTo firm not available at this time
18 = Invalid price increment
0 = Other
1 = Unknown ID
2 = Unknown Security
3 = Unknown Unsupported Message Type
4 = Application not available
5 = Conditionally required field missing
6 = Not Authorized
7 = DeliverTo firm not available at this time
18 4 = Invalid price increment
Application not available
6 = Not authorized
0 = Other
5 = Conditionally Required Field Missing
1 = Unkown ID
2 = Unknown Security

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[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 CP = Future
OPT
Commercial Paper
VRDN
= 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
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= 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
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill Of of Exchanges
CD = Certificate Of of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= 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
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)
COFO

MIO
= Certificate Of Obligation
Mortgage Interest Only
COFP = Certificate Of of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax Revenue Anticipation Note
VRDN
Time Deposit
GO
= 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
General Obligation Bonds
?
= Wildcard Entry (was "?" in 4.4, used entry (used on Security Definition Request message)
CASH WAR = Cash
Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[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 B = Undisclosed (valid for IOI and List Order messages only)
As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exxmpt
B
exempt
5
= "As Defined" (for use with multileg instruments)
C
Sell short
7
= "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)
Undisclosed (valid for IOI and List Order messages only)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[103] OrdRejReason Values 0 = Broker / Exchange option
1 = Unknown symbol
2 = Exchange closed
3 = Order exceeds limit
4 = Too late to enter
5 = Unknown order
6 = Duplicate Order (e.g. dupe ClOrdID)
7 = Duplicate of a verbally communicated order
8 = Stale order
9 = Trade along required
10 = Invalid Investor ID
11 = Unsupported order characteristic
12 = Surveillence Option
13 = Incorrect quantity
14 = Incorrect allocated quantity
15 = Unknown account(s)
18 = Invalid price increment
99 = Other
0 = Broker / Exchange option
1 = Unknown symbol
2 = Exchange closed
1 = Unknown symbol
3 = Order exceeds limit
4 = Too late to enter
5 = Unknown Order
7 = Duplicate of a verbally communicated
order
9 = Trade Along required
10 = Invalid Investor ID
6 = Duplicate Order (e.g. dupe ClOrdID)
7 = Duplicate of a verbally communicated order
8 = Stale order
9 = Trade along required
10 = Invalid Investor ID
11 = Unsupported order characteristic
12 = Surveillence Option
13 0 = Incorrect quantity
14
Broker / Exchange option
8
= Incorrect allocated quantity
15 = Unknown account(s)
18 = Invalid price increment
99 = Other
Stale Order

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[447] PartyIDSource Values 6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer or Tax ID Number
9 = Australian Business Number
A = Australian Tax File Number
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII/FID
3 = Taiwanese Trading Acct
4 = Malaysian Central Depository (MCD) number
5 = Chinese Investor ID
I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B = BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary / Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)
6 5 = UK National Insurance or Pension Number
7 = US Social Security Number
Chinese B Share (Shezhen and Shanghai)
8 = US Employer or Identification Number
A = Australian
Tax ID File Number
9 = Australian Business Number
A E = Australian Tax File ISO Country Code
B = BIC (Bank Identification CodeSwift managed) code (ISO 9362 - See Appendix 6-B)
7 = US Social Security
Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII/FID
QFII / FID
3 = Taiwanese Trading Acct
Account
4 = Malaysian Central Depository (MCD) number
5 6 = Chinese Investor ID
I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B = BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
UK National Insurance or Pension Number
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary / Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)
[452] PartyRole Values 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
15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 14 = Entering Firm
Giveup Clearing Firm (firm to which trade is given up)
8 = Locate / Lending Locate/Lending Firm (for short-sales)
9 = Fund Manager manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side buyside firm)
14 4 = 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
(formerly FIX 4.2 ClearingFirm)
[495] TaxAdvantageType Values 0 = None/Not Applicable (default)
1 = Maxi ISA (UK)
2 = TESSA (UK)
3 = Mini Cash ISA (UK)
4 = Mini Stocks And Shares ISA (UK)
5 = Mini Insurance ISA (UK)
6 = Current Year Payment (US)
7 = Prior Year Payment (US)
8 = Asset Transfer (US)
9 = Employee - prior year (US)
10 = Employee - current year (US)
11 = Employer - prior year (US)
12 = Employer - current year (US)
13 = Non-fund prototype IRA (US)
14 = Non-fund qualified plan (US)
15 = Defined contribution plan (US)
16 = Individual Retirement Account (US)
17 = Individual Retirement Account - Rollover (US)
18 = KEOGH (US)
19 = Profit Sharing Plan (US)
20 = 401(k) (US)
21 = Self-directed IRA (US)
22 = 403(b) (US)
23 = 457 (US)
24 = Roth IRA (Fund Prototype) (US)
25 = Roth IRA (Non-prototype) (US)
26 = Roth Conversion IRA (Fund Prototype) (US)
27 = Roth Conversion IRA (Non-prototype) (US)
28 = Education IRA (Fund Prototype) (US)
29 = Education IRA (Non-prototype) (US)
999 = Other
0 19 = None/Not Applicable (default)
1 = Maxi ISA (UK)
2 = TESSA (UK)
3 = Mini Cash ISA (UK)
4 = Mini Stocks And Shares ISA (UK)
5 = Mini Insurance ISA (UK)
6 = Current Year Payment (US)
7 = Prior Year Payment (US)
8 = Asset Transfer (US)
9 = Employee - prior year (US)
10 = Employee - current year
Profit Sharing Plan (US)
11 = Employer - prior year (US)
12 = Employer - current year (US)
13 = Non-fund prototype IRA (US)
14 = Non-fund qualified plan (US)
15 = Defined contribution plan (US)
10 = Employee – current year (US)
17 = Individual Retirement Account – Rollover (US)
5 = Mini Insurance ISA (UK)
16 = Individual Retirement Account (US)
17 9 = Individual Retirement Account Employee - Rollover prior year (US)
18 8 = KEOGH Asset transfer (US)
19 21 = Profit Sharing Plan Self-Directed IRA (US)
6 = Current year payment
(US)
20 = 401(k) 401K (US)
21 4 = Self-directed IRA (US)
22
Mini Stocks and Shares ISA (UK)
3
= 403(b) Mini Cash ISA (UK)
2 = TESSA (UK)
1 = Maxi ISA (UK)
0 = None/Not Applicable (default)
7 = Prior year payment
(US)
23 = 457 (US)
24 = Roth IRA (Fund Prototype) (fund prototype) (US)
25 = Roth IRA (Non-prototype) (non-prototype) (US)
26 = Roth Conversion IRA (Fund Prototype) (fund prototype) (US)
27 = Roth Conversion IRA (Non-prototype) (non-prototype) (US)
28 = Education IRA (Fund Prototype) (fund prototype) (US)
29 = Education IRA (Non-prototype) (non-prototype) (US)
999 18 = Other
KEOGH (US)
22 = 403(b) (US)
[517] OwnershipType Values J = Joint Investors
T = Tenants in Common
2 = Joint Trustees
J = Joint Investors
T = Tenants in Common
2 = Joint Trustees
[477] DistribPaymentMethod Values 1 = CREST
2 = NSCC
3 = Euroclear
4 = Clearstream
5 = Cheque
6 = Telegraphic Transfer
7 = Fed Wire
8 = Direct Credit (BECS, BACS)
9 = ACH Credit
10 = BPAY
11 = High Value Clearing System HVACS
12 = Reinvest In Fund
1 = CREST
2 = NSCC
3 = Euroclear
4 = Clearstream
5 = Cheque
6 = Telegraphic Transfer
7 = Fed Wire
8 = Direct Credit (BECS, BACS)
9 = ACH Credit
10 = BPAY
11 = High Value Clearing System HVACS
12 = Reinvest In Fund

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[447] PartyIDSource Values 6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer or Tax ID Number
9 = Australian Business Number
A = Australian Tax File Number
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII/FID
3 = Taiwanese Trading Acct
4 = Malaysian Central Depository (MCD) number
5 = Chinese Investor ID
I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B = BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary / Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)
6 5 = UK National Insurance or Pension Number
7 = US Social Security Number
Chinese B Share (Shezhen and Shanghai)
8 = US Employer or Identification Number
A = Australian
Tax ID File Number
9 = Australian Business Number
A E = Australian Tax File ISO Country Code
B = BIC (Bank Identification CodeSwift managed) code (ISO 9362 - See Appendix 6-B)
7 = US Social Security
Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII/FID
QFII / FID
3 = Taiwanese Trading Acct
Account
4 = Malaysian Central Depository (MCD) number
5 6 = Chinese Investor ID
I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B = BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
UK National Insurance or Pension Number
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary / Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)
[452] PartyRole Values 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
15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 14 = Entering Firm
Giveup Clearing Firm (firm to which trade is given up)
8 = Locate / Lending Locate/Lending Firm (for short-sales)
9 = Fund Manager manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side buyside firm)
14 4 = 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
(formerly FIX 4.2 ClearingFirm)
[507] RegistRejReasonCode Values 1 = Invalid/unacceptable Account Type
2 = Invalid/unacceptable Tax Exempt Type
3 = Invalid/unacceptable Ownership Type
4 = Invalid/unacceptable No Reg Details
5 = Invalid/unacceptable Reg Seq No
6 = Invalid/unacceptable Reg Details
7 = Invalid/unacceptable Mailing Details
8 = Invalid/unacceptable Mailing Instructions
9 = Invalid/unacceptable Investor ID
10 = Invalid/unaceeptable Investor ID Source
11 = Invalid/unacceptable Date Of Birth
12 = Invalid/unacceptable Investor Country Of Residence
13 = Invalid/unacceptable No Distrib Instns
14 = Invalid/unacceptable Distrib Percentage
15 = Invalid/unacceptable Distrib Payment Method
16 = Invalid/unacceptable Cash Distrib Agent Acct Name
17 = Invalid/unacceptable Cash Distrib Agent Code
18 = Invalid/unacceptable Cash Distrib Agent Acct Num
99 = Other
1 13 = Invalid/unacceptable Account NoDistribInstns
17 = Invalid/unacceptable Cash Distrib Agent Code
16 = Invalid/unacceptable Cash Distrib Agent Acct Name
4 = Invalid/unacceptable No Reg Detls
15 = Invalid/unacceptable Distrib Payment Method
14 = Invalid/unacceptable Distrib Percentage
3 = Invalid/unacceptable Ownership
Type
2 = Invalid/unacceptable Tax Exempt Type
3 = Invalid/unacceptable Ownership Type
4 = Invalid/unacceptable No Reg Details
5 = Invalid/unacceptable Reg Seq No
6 = Invalid/unacceptable Reg Details
7 = Invalid/unacceptable Mailing Details
8 = Invalid/unacceptable Mailing Instructions
9 = Invalid/unacceptable Investor ID
10 = Invalid/unaceeptable Investor ID Source
11 = Invalid/unacceptable Date Of Birth
12 = Invalid/unacceptable Investor Country Of Residence
13 11 = Invalid/unacceptable No Distrib Instns
14
Date of Birth
10
= Invalid/unacceptable Distrib Percentage
15
Investor ID Source
9
= Invalid/unacceptable Distrib Payment Method
16
Investor ID
8
= Invalid/unacceptable Cash Distrib Agent Acct Name
17
Mailing Inst
7
= Invalid/unacceptable Cash Distrib Agent Code
Mailing Dtls
5 = Invalid/unacceptable Reg Seq No
1 = Invalid/unacceptable Account Type
18 = Invalid/unacceptable Cash Distrib Agent Acct Num
99 6 = Other
Invalid/unacceptable Reg Dtls

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[127] DKReason Values A = Unknown Symbol
B = Wrong Side
C = Quantity Exceeds Order
D = No Matching Order
E = Price Exceeds Limit
F = Calculation Difference
Z = Other
A = Unknown Symbol
B = Wrong Side
side
C = Quantity Exceeds Order
exceeds order
D = No Matching Order
matching order
E = Price Exceeds Limit
F = Calculation Difference
exceeds limit
Z = Other
A = Unknown symbol
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[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 CP = Future
OPT
Commercial Paper
VRDN
= 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
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= 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
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill Of of Exchanges
CD = Certificate Of of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= 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
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)
COFO

MIO
= Certificate Of Obligation
Mortgage Interest Only
COFP = Certificate Of of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax Revenue Anticipation Note
VRDN
Time Deposit
GO
= 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
General Obligation Bonds
?
= Wildcard Entry (was "?" in 4.4, used entry (used on Security Definition Request message)
CASH WAR = Cash
Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[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 B = Undisclosed (valid for IOI and List Order messages only)
As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exxmpt
B
exempt
5
= "As Defined" (for use with multileg instruments)
C
Sell short
7
= "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)
Undisclosed (valid for IOI and List Order messages only)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[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 CP = Future
OPT
Commercial Paper
VRDN
= 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
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= 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
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill Of of Exchanges
CD = Certificate Of of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= 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
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)
COFO

MIO
= Certificate Of Obligation
Mortgage Interest Only
COFP = Certificate Of of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax Revenue Anticipation Note
VRDN
Time Deposit
GO
= 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
General Obligation Bonds
?
= Wildcard Entry (was "?" in 4.4, used entry (used on Security Definition Request message)
CASH WAR = Cash
Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[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 B = Undisclosed (valid for IOI and List Order messages only)
As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exxmpt
B
exempt
5
= "As Defined" (for use with multileg instruments)
C
Sell short
7
= "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)
Undisclosed (valid for IOI and List Order messages only)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[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 CP = Future
OPT
Commercial Paper
VRDN
= 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
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= 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
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill Of of Exchanges
CD = Certificate Of of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= 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
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)
COFO

MIO
= Certificate Of Obligation
Mortgage Interest Only
COFP = Certificate Of of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax Revenue Anticipation Note
VRDN
Time Deposit
GO
= 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
General Obligation Bonds
?
= Wildcard Entry (was "?" in 4.4, used entry (used on Security Definition Request message)
CASH WAR = Cash
Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[537] QuoteType Values 0 = Indicative
1 = Tradeable
2 = Restricted Tradeable
3 = Counter (tradeable)
0 = Indicative
1 = Tradeable
2 = Restricted Tradeable
3 = Counter (tradeable)
[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 B = Undisclosed (valid for IOI and List Order messages only)
As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exxmpt
B
exempt
5
= "As Defined" (for use with multileg instruments)
C
Sell short
7
= "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)
Undisclosed (valid for IOI and List Order messages only)
[63] SettlmntTyp Values 0 = Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1 = Cash (TOD / T+0)
2 = Next Day (TOM / T+1)
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When And If Issued
8 = Sellers Option
9 = T+5
B = Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
0 = Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1 = Cash (TOD / T+0)
2 = Next Day (TOM / T+1)
3 = T+2
4 = T+3
5 = T+4
A = T+1
6 = Future
3 = T+2
2 = Next Day
8 = Sellers Option
1 = Cash
7 = When And If Issued
8 0 = Sellers Option
Regular
9 = T+5
B
T+ 5
4
= Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
T+3
[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 ABS = Alternative Minimum Tax (Y/N)
AUTOREINV
Absolute Prepayment Speed
WALA
= Auto Reinvestment at or better
BANKQUAL
Weighted Average Loan Age (value in months)
WAM
= Bank qualified (Y/N)
BGNCON
Weighted Average Maturity (value in months)
CPR
= Bargain conditions (see StipulationValue (234) for values)
COUPON
Constant Prepayment Rate
HEP
= Coupon range
CURRENCY = ISO Currency Code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % range (ex. 234=CA 0-80 [minimum
final CPR of 80% California assets])
HAIRCUT
Home Equity Prepayment Curve
WAL
= Valuation Discount
INSURED
Weighted Average Life (value in months)
MHP
= Insured (Y/N)
ISSUE = Year Or Year/Month
% of Issue (ex. 234=2002/09)
ISSUER
Manufactured Housing Prepayment Curve
SMM
= Issuer's ticker
ISSUESIZE
Single Monthly Mortality
MPR
= issue size range
LOOKBACK
Monthly Prepayment Rate
PSA
= Lookback Days
LOT
% of BMA Prepayment Curve
PPC
= Explicit lot identifier
% of Prospectus Prepayment Curve
CPP = Constant Prepayment Penalty
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
CPY = Constant Prepayment Yield
WAC = Weighted Average Coupon (value in percent)
ISSUE = Year of Issue
MAT = Maturity Year And Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINDNOM = Minimum denomination
MININCR = Minimum increment
MINQTY = Minimum quantity
PAYFREQ = Payment frequency, calendar
Year
PIECES = Number Of of Pieces
PMAX = Pools Maximum
PPL = Pools per Lot
PPM = Pools per Million
PPL = Pools per Lot
PPT = Pools per Trade
PRICE = Price Range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (Y/N)
SECTOR = Market Sector
SECTYPE = Security Type included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform Text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC GEOG = 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
Geographics
[40] OrdType Values 1 = Market
2 = Limit
3 = Stop / Stop Loss
4 = Stop Limit
5 = Market On Close (No longer used)
6 = With Or Without
7 = Limit Or Better
8 = Limit With Or Without
9 = On Basis
A = On Close (No longer used)
B = Limit On Close (No longer used)
C = Forex Market (No longer used)
D = Previously Quoted
E = Previously Indicated
F = Forex Limit (No longer used)
G = Forex Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J = Market If Touched (MIT)
K = Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L = Previous Fund Valuation Point (Historic pricing; for CIV)
M = Next Fund Valuation Point (Forward pricing; for CIV)
P = Pegged
Q = Counter-order selection
1 D = Market
Previously quoted
2 = Limit
3 = Stop / Stop Loss
Stop
4 = Stop Limit
limit
5 = Market On Close (No longer used)
on close (Deprecated)
6 = With Or Without
or without
7 = Limit Or Better
or better
8 = Limit With Or Without
with or without
9 = On Basis
basis
A = On Close (No longer used)
B
close (Deprecated)
1
= Limit On Close (No longer used)
Market
C = Forex - Market (No longer used)
D
(Deprecated)
F
= Previously Quoted
Forex - Limit (Deprecated)
E = Previously Indicated
F = Forex Limit (No longer used)
indicated
G = Forex - Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit day order Day Order with unexecuted portion handles handled as Market On Close. E.e.g. Japan)
J = Market If Touched (MIT)
K = Market With Left Over with Leftover as Limit (market order with then unexecuted quantity becoming becomes limit order at last price)
L = Previous Fund Valuation Point (Historic pricing; for pricing) (for CIV)
M = Next Fund Valuation Point (Forward pricing; for pricing) (for CIV)
P = Pegged
Q B = Counter-order selection
Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)
[221] BenchmarkCurveName Values EONIA = EONIA
EUREPO = EUREPO
Euribor = Euribor
FutureSWAP = FutureSWAP
LIBID = LIBID
LIBOR = LIBOR (London Inter-Bank Offer)
MuniAAA = MuniAAA
OTHER = OTHER
Pfandbrief = Pfandbriefe
SONIA = SONIA
SWAP = SWAP
Treasury = Treasury
EONIA SWAP = EONIA
EUREPO
SWAP
LIBID
= EUREPO
LIBID
OTHER = OTHER
Treasury = Treasury
Euribor = Euribor
Pfandbrief = Pfandbriefe
FutureSWAP = FutureSWAP
LIBID MuniAAA = LIBID
MuniAAA
LIBOR = LIBOR (London Inter-Bank Offer)
MuniAAA = MuniAAA
OTHER = OTHER
Pfandbrief = Pfandbriefe
SONIA = SONIA
SWAP = SWAP
Treasury = Treasury
Offers)
[423] PriceType Values 1 = Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed amount (absolute value)
4 = Discount - percentage points below par
5 = Premium - percentage points over par
6 = Spread (basis points spread)
7 = TED Price
8 = TED Yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
1 = Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed amount Amount (absolute value)
1 = Percentage
4 = Discount discount - percentage points below par
6 = basis points relative to benchmark
7 = TED price (see "Volume 1 - Glossary")
8 = TED yield (see "Volume 1 - Glossary")
5 = Premium premium - percentage points over par
6 2 = Spread (basis points spread)
7 = TED Price
8 = TED Yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
per share (e.g. cents per share)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[532] MassCancelRejectReason Values 0 = Mass Cancel Not Supported
1 = Invalid or Unknown Security
2 = Invalid or Unkown Underlying security
3 = Invalid or Unknown Product
4 = Invalid or Unknown CFICode
5 = Invalid or Unknown SecurityType
6 = Invalid or Unknown Trading Session
99 = Other
2 = Invalid or unknown underlying
6 = Invalid or unknown trading session
5 = Invalid or unknown Security Type
3 = Invalid or unknown Product
1 = Invalid or unknown Security
0 = Mass Cancel Not Supported
1 = Invalid or Unknown Security
2 = Invalid or Unkown Underlying security
3 = Invalid or Unknown Product
4 = Invalid or Unknown unknown CFICode
5 = Invalid or Unknown SecurityType
6 = Invalid or Unknown Trading Session
99 = Other
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[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 CP = Future
OPT
Commercial Paper
VRDN
= 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
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= 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
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill Of of Exchanges
CD = Certificate Of of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= 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
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)
COFO

MIO
= Certificate Of Obligation
Mortgage Interest Only
COFP = Certificate Of of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax Revenue Anticipation Note
VRDN
Time Deposit
GO
= 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
General Obligation Bonds
?
= Wildcard Entry (was "?" in 4.4, used entry (used on Security Definition Request message)
CASH WAR = Cash
Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[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 B = Undisclosed (valid for IOI and List Order messages only)
As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exxmpt
B
exempt
5
= "As Defined" (for use with multileg instruments)
C
Sell short
7
= "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)
Undisclosed (valid for IOI and List Order messages only)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[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 B = Undisclosed (valid for IOI and List Order messages only)
As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exxmpt
B
exempt
5
= "As Defined" (for use with multileg instruments)
C
Sell short
7
= "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)
Undisclosed (valid for IOI and List Order messages only)
[447] PartyIDSource Values 6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer or Tax ID Number
9 = Australian Business Number
A = Australian Tax File Number
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII/FID
3 = Taiwanese Trading Acct
4 = Malaysian Central Depository (MCD) number
5 = Chinese Investor ID
I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B = BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary / Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)
6 5 = UK National Insurance or Pension Number
7 = US Social Security Number
Chinese B Share (Shezhen and Shanghai)
8 = US Employer or Identification Number
A = Australian
Tax ID File Number
9 = Australian Business Number
A E = Australian Tax File ISO Country Code
B = BIC (Bank Identification CodeSwift managed) code (ISO 9362 - See Appendix 6-B)
7 = US Social Security
Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII/FID
QFII / FID
3 = Taiwanese Trading Acct
Account
4 = Malaysian Central Depository (MCD) number
5 6 = Chinese Investor ID
I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B = BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
UK National Insurance or Pension Number
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary / Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)
[452] PartyRole Values 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
15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 14 = Entering Firm
Giveup Clearing Firm (firm to which trade is given up)
8 = Locate / Lending Locate/Lending Firm (for short-sales)
9 = Fund Manager manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side buyside firm)
14 4 = 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
(formerly FIX 4.2 ClearingFirm)
[589] DayBookingInst Values 0 = Can trigger booking without reference to the order initiator ("auto")
1 = Speak with order initiator before booking ("speak first")
2 = Accumulate
0 = Can trigger booking without reference to the order initiator ("auto")
1 = Speak with order initiator before booking ("speak first")
2 = Accumulate
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[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 CP = Future
OPT
Commercial Paper
VRDN
= 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
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= 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
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill Of of Exchanges
CD = Certificate Of of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= 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
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)
COFO

MIO
= Certificate Of Obligation
Mortgage Interest Only
COFP = Certificate Of of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax Revenue Anticipation Note
VRDN
Time Deposit
GO
= 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
General Obligation Bonds
?
= Wildcard Entry (was "?" in 4.4, used entry (used on Security Definition Request message)
CASH WAR = Cash
Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[63] SettlmntTyp Values 0 = Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1 = Cash (TOD / T+0)
2 = Next Day (TOM / T+1)
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When And If Issued
8 = Sellers Option
9 = T+5
B = Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
0 = Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1 = Cash (TOD / T+0)
2 = Next Day (TOM / T+1)
3 = T+2
4 = T+3
5 = T+4
A = T+1
6 = Future
3 = T+2
2 = Next Day
8 = Sellers Option
1 = Cash
7 = When And If Issued
8 0 = Sellers Option
Regular
9 = T+5
B
T+ 5
4
= Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
T+3
[21] HandlInst Reqd Optional OptionalMandatory
[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
Y = TryToStop
M = MidPrcPeg
P = MarkPeg
Q = CancelOnSysFail
R = PrimPeg
S = Suspend
U = CustDispInst
V = Netting
W = PegVWAP
X = TradeAlong
D = PercVol
0 = Stay on offer side
1 = Not held
StayOffer
2 = Work
3 = Go along
4 = Over the day
OverDay
5 = Held
6 = Participate don't initiate
PartNotInit
7 = Strict scale
StrictScale
8 = Try to scale
TryToScale
9 = Stay on bid side
StayBid
A = No cross (cross is forbidden)
B
NoCross
O
= OK to cross
OpenPeg
C = Call first
D
CallFirst
N
= Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)
NonNego
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
H = Reinstate on system failue (mutually exclusive with Q)
RestateOnSysFail
I = Institutions only
InstitOnly
J = Reinstate on Trading Halt (mutually exclusive with K)
RestateOnTradingHalt
K = Cancel on Trading Halt (mutually exclusive with J)
CancelOnTradingHalt
L = Last peg (last sale)
M
LastPeg
3
= Mid-price peg (midprice of inside quote)
N
GoAlong
B
= Non-negotiable
O
OkCross
1
= 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
NotHeld
[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 ABS = Alternative Minimum Tax (Y/N)
AUTOREINV
Absolute Prepayment Speed
WALA
= Auto Reinvestment at or better
BANKQUAL
Weighted Average Loan Age (value in months)
WAM
= Bank qualified (Y/N)
BGNCON
Weighted Average Maturity (value in months)
CPR
= Bargain conditions (see StipulationValue (234) for values)
COUPON
Constant Prepayment Rate
HEP
= Coupon range
CURRENCY = ISO Currency Code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % range (ex. 234=CA 0-80 [minimum
final CPR of 80% California assets])
HAIRCUT
Home Equity Prepayment Curve
WAL
= Valuation Discount
INSURED
Weighted Average Life (value in months)
MHP
= Insured (Y/N)
ISSUE = Year Or Year/Month
% of Issue (ex. 234=2002/09)
ISSUER
Manufactured Housing Prepayment Curve
SMM
= Issuer's ticker
ISSUESIZE
Single Monthly Mortality
MPR
= issue size range
LOOKBACK
Monthly Prepayment Rate
PSA
= Lookback Days
LOT
% of BMA Prepayment Curve
PPC
= Explicit lot identifier
% of Prospectus Prepayment Curve
CPP = Constant Prepayment Penalty
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
CPY = Constant Prepayment Yield
WAC = Weighted Average Coupon (value in percent)
ISSUE = Year of Issue
MAT = Maturity Year And Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINDNOM = Minimum denomination
MININCR = Minimum increment
MINQTY = Minimum quantity
PAYFREQ = Payment frequency, calendar
Year
PIECES = Number Of of Pieces
PMAX = Pools Maximum
PPL = Pools per Lot
PPM = Pools per Million
PPL = Pools per Lot
PPT = Pools per Trade
PRICE = Price Range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (Y/N)
SECTOR = Market Sector
SECTYPE = Security Type included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform Text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC GEOG = 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
Geographics
[40] OrdType Values 1 = Market
2 = Limit
3 = Stop / Stop Loss
4 = Stop Limit
5 = Market On Close (No longer used)
6 = With Or Without
7 = Limit Or Better
8 = Limit With Or Without
9 = On Basis
A = On Close (No longer used)
B = Limit On Close (No longer used)
C = Forex Market (No longer used)
D = Previously Quoted
E = Previously Indicated
F = Forex Limit (No longer used)
G = Forex Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J = Market If Touched (MIT)
K = Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L = Previous Fund Valuation Point (Historic pricing; for CIV)
M = Next Fund Valuation Point (Forward pricing; for CIV)
P = Pegged
Q = Counter-order selection
1 D = Market
Previously quoted
2 = Limit
3 = Stop / Stop Loss
Stop
4 = Stop Limit
limit
5 = Market On Close (No longer used)
on close (Deprecated)
6 = With Or Without
or without
7 = Limit Or Better
or better
8 = Limit With Or Without
with or without
9 = On Basis
basis
A = On Close (No longer used)
B
close (Deprecated)
1
= Limit On Close (No longer used)
Market
C = Forex - Market (No longer used)
D
(Deprecated)
F
= Previously Quoted
Forex - Limit (Deprecated)
E = Previously Indicated
F = Forex Limit (No longer used)
indicated
G = Forex - Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit day order Day Order with unexecuted portion handles handled as Market On Close. E.e.g. Japan)
J = Market If Touched (MIT)
K = Market With Left Over with Leftover as Limit (market order with then unexecuted quantity becoming becomes limit order at last price)
L = Previous Fund Valuation Point (Historic pricing; for pricing) (for CIV)
M = Next Fund Valuation Point (Forward pricing; for pricing) (for CIV)
P = Pegged
Q B = Counter-order selection
Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)
[423] PriceType Values 1 = Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed amount (absolute value)
4 = Discount - percentage points below par
5 = Premium - percentage points over par
6 = Spread (basis points spread)
7 = TED Price
8 = TED Yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
1 = Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed amount Amount (absolute value)
1 = Percentage
4 = Discount discount - percentage points below par
6 = basis points relative to benchmark
7 = TED price (see "Volume 1 - Glossary")
8 = TED yield (see "Volume 1 - Glossary")
5 = Premium premium - percentage points over par
6 2 = Spread (basis points spread)
7 = TED Price
8 = TED Yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
per share (e.g. cents per share)
[221] BenchmarkCurveName Values EONIA = EONIA
EUREPO = EUREPO
Euribor = Euribor
FutureSWAP = FutureSWAP
LIBID = LIBID
LIBOR = LIBOR (London Inter-Bank Offer)
MuniAAA = MuniAAA
OTHER = OTHER
Pfandbrief = Pfandbriefe
SONIA = SONIA
SWAP = SWAP
Treasury = Treasury
EONIA SWAP = EONIA
EUREPO
SWAP
LIBID
= EUREPO
LIBID
OTHER = OTHER
Treasury = Treasury
Euribor = Euribor
Pfandbrief = Pfandbriefe
FutureSWAP = FutureSWAP
LIBID MuniAAA = LIBID
MuniAAA
LIBOR = LIBOR (London Inter-Bank Offer)
MuniAAA = MuniAAA
OTHER = OTHER
Pfandbrief = Pfandbriefe
SONIA = SONIA
SWAP = SWAP
Treasury = Treasury
Offers)
[388] DiscretionInst Values 0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP
7 = Average Price Guarantee
0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP
7 = Average Price Guarantee

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[537] QuoteType Values 0 = Indicative
1 = Tradeable
2 = Restricted Tradeable
3 = Counter (tradeable)
0 = Indicative
1 = Tradeable
2 = Restricted Tradeable
3 = Counter (tradeable)
[447] PartyIDSource Values 6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer or Tax ID Number
9 = Australian Business Number
A = Australian Tax File Number
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII/FID
3 = Taiwanese Trading Acct
4 = Malaysian Central Depository (MCD) number
5 = Chinese Investor ID
I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B = BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary / Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)
6 5 = UK National Insurance or Pension Number
7 = US Social Security Number
Chinese B Share (Shezhen and Shanghai)
8 = US Employer or Identification Number
A = Australian
Tax ID File Number
9 = Australian Business Number
A E = Australian Tax File ISO Country Code
B = BIC (Bank Identification CodeSwift managed) code (ISO 9362 - See Appendix 6-B)
7 = US Social Security
Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII/FID
QFII / FID
3 = Taiwanese Trading Acct
Account
4 = Malaysian Central Depository (MCD) number
5 6 = Chinese Investor ID
I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B = BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
UK National Insurance or Pension Number
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary / Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)
[452] PartyRole Values 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
15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 14 = Entering Firm
Giveup Clearing Firm (firm to which trade is given up)
8 = Locate / Lending Locate/Lending Firm (for short-sales)
9 = Fund Manager manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side buyside firm)
14 4 = 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
(formerly FIX 4.2 ClearingFirm)
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[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 CP = Future
OPT
Commercial Paper
VRDN
= 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
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= 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
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill Of of Exchanges
CD = Certificate Of of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= 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
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)
COFO

MIO
= Certificate Of Obligation
Mortgage Interest Only
COFP = Certificate Of of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax Revenue Anticipation Note
VRDN
Time Deposit
GO
= 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
General Obligation Bonds
?
= Wildcard Entry (was "?" in 4.4, used entry (used on Security Definition Request message)
CASH WAR = Cash
Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[63] SettlmntTyp Values 0 = Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1 = Cash (TOD / T+0)
2 = Next Day (TOM / T+1)
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When And If Issued
8 = Sellers Option
9 = T+5
B = Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
0 = Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1 = Cash (TOD / T+0)
2 = Next Day (TOM / T+1)
3 = T+2
4 = T+3
5 = T+4
A = T+1
6 = Future
3 = T+2
2 = Next Day
8 = Sellers Option
1 = Cash
7 = When And If Issued
8 0 = Sellers Option
Regular
9 = T+5
B
T+ 5
4
= Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
T+3
[40] OrdType Values 1 = Market
2 = Limit
3 = Stop / Stop Loss
4 = Stop Limit
5 = Market On Close (No longer used)
6 = With Or Without
7 = Limit Or Better
8 = Limit With Or Without
9 = On Basis
A = On Close (No longer used)
B = Limit On Close (No longer used)
C = Forex Market (No longer used)
D = Previously Quoted
E = Previously Indicated
F = Forex Limit (No longer used)
G = Forex Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J = Market If Touched (MIT)
K = Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L = Previous Fund Valuation Point (Historic pricing; for CIV)
M = Next Fund Valuation Point (Forward pricing; for CIV)
P = Pegged
Q = Counter-order selection
1 D = Market
Previously quoted
2 = Limit
3 = Stop / Stop Loss
Stop
4 = Stop Limit
limit
5 = Market On Close (No longer used)
on close (Deprecated)
6 = With Or Without
or without
7 = Limit Or Better
or better
8 = Limit With Or Without
with or without
9 = On Basis
basis
A = On Close (No longer used)
B
close (Deprecated)
1
= Limit On Close (No longer used)
Market
C = Forex - Market (No longer used)
D
(Deprecated)
F
= Previously Quoted
Forex - Limit (Deprecated)
E = Previously Indicated
F = Forex Limit (No longer used)
indicated
G = Forex - Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit day order Day Order with unexecuted portion handles handled as Market On Close. E.e.g. Japan)
J = Market If Touched (MIT)
K = Market With Left Over with Leftover as Limit (market order with then unexecuted quantity becoming becomes limit order at last price)
L = Previous Fund Valuation Point (Historic pricing; for pricing) (for CIV)
M = Next Fund Valuation Point (Forward pricing; for pricing) (for CIV)
P = Pegged
Q B = Counter-order selection
Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[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 B = Undisclosed (valid for IOI and List Order messages only)
As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exxmpt
B
exempt
5
= "As Defined" (for use with multileg instruments)
C
Sell short
7
= "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)
Undisclosed (valid for IOI and List Order messages only)
[447] PartyIDSource Values 6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer or Tax ID Number
9 = Australian Business Number
A = Australian Tax File Number
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII/FID
3 = Taiwanese Trading Acct
4 = Malaysian Central Depository (MCD) number
5 = Chinese Investor ID
I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B = BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary / Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)
6 5 = UK National Insurance or Pension Number
7 = US Social Security Number
Chinese B Share (Shezhen and Shanghai)
8 = US Employer or Identification Number
A = Australian
Tax ID File Number
9 = Australian Business Number
A E = Australian Tax File ISO Country Code
B = BIC (Bank Identification CodeSwift managed) code (ISO 9362 - See Appendix 6-B)
7 = US Social Security
Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII/FID
QFII / FID
3 = Taiwanese Trading Acct
Account
4 = Malaysian Central Depository (MCD) number
5 6 = Chinese Investor ID
I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B = BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
UK National Insurance or Pension Number
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary / Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)
[452] PartyRole Values 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
15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 14 = Entering Firm
Giveup Clearing Firm (firm to which trade is given up)
8 = Locate / Lending Locate/Lending Firm (for short-sales)
9 = Fund Manager manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side buyside firm)
14 4 = 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
(formerly FIX 4.2 ClearingFirm)
[589] DayBookingInst Values 0 = Can trigger booking without reference to the order initiator ("auto")
1 = Speak with order initiator before booking ("speak first")
2 = Accumulate
0 = Can trigger booking without reference to the order initiator ("auto")
1 = Speak with order initiator before booking ("speak first")
2 = Accumulate
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[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 CP = Future
OPT
Commercial Paper
VRDN
= 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
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= 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
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill Of of Exchanges
CD = Certificate Of of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= 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
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)
COFO

MIO
= Certificate Of Obligation
Mortgage Interest Only
COFP = Certificate Of of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax Revenue Anticipation Note
VRDN
Time Deposit
GO
= 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
General Obligation Bonds
?
= Wildcard Entry (was "?" in 4.4, used entry (used on Security Definition Request message)
CASH WAR = Cash
Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[63] SettlmntTyp Values 0 = Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1 = Cash (TOD / T+0)
2 = Next Day (TOM / T+1)
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When And If Issued
8 = Sellers Option
9 = T+5
B = Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
0 = Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1 = Cash (TOD / T+0)
2 = Next Day (TOM / T+1)
3 = T+2
4 = T+3
5 = T+4
A = T+1
6 = Future
3 = T+2
2 = Next Day
8 = Sellers Option
1 = Cash
7 = When And If Issued
8 0 = Sellers Option
Regular
9 = T+5
B
T+ 5
4
= Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
T+3
[21] HandlInst Reqd Optional OptionalMandatory
[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
Y = TryToStop
M = MidPrcPeg
P = MarkPeg
Q = CancelOnSysFail
R = PrimPeg
S = Suspend
U = CustDispInst
V = Netting
W = PegVWAP
X = TradeAlong
D = PercVol
0 = Stay on offer side
1 = Not held
StayOffer
2 = Work
3 = Go along
4 = Over the day
OverDay
5 = Held
6 = Participate don't initiate
PartNotInit
7 = Strict scale
StrictScale
8 = Try to scale
TryToScale
9 = Stay on bid side
StayBid
A = No cross (cross is forbidden)
B
NoCross
O
= OK to cross
OpenPeg
C = Call first
D
CallFirst
N
= Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)
NonNego
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
H = Reinstate on system failue (mutually exclusive with Q)
RestateOnSysFail
I = Institutions only
InstitOnly
J = Reinstate on Trading Halt (mutually exclusive with K)
RestateOnTradingHalt
K = Cancel on Trading Halt (mutually exclusive with J)
CancelOnTradingHalt
L = Last peg (last sale)
M
LastPeg
3
= Mid-price peg (midprice of inside quote)
N
GoAlong
B
= Non-negotiable
O
OkCross
1
= 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
NotHeld
[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 ABS = Alternative Minimum Tax (Y/N)
AUTOREINV
Absolute Prepayment Speed
WALA
= Auto Reinvestment at or better
BANKQUAL
Weighted Average Loan Age (value in months)
WAM
= Bank qualified (Y/N)
BGNCON
Weighted Average Maturity (value in months)
CPR
= Bargain conditions (see StipulationValue (234) for values)
COUPON
Constant Prepayment Rate
HEP
= Coupon range
CURRENCY = ISO Currency Code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % range (ex. 234=CA 0-80 [minimum
final CPR of 80% California assets])
HAIRCUT
Home Equity Prepayment Curve
WAL
= Valuation Discount
INSURED
Weighted Average Life (value in months)
MHP
= Insured (Y/N)
ISSUE = Year Or Year/Month
% of Issue (ex. 234=2002/09)
ISSUER
Manufactured Housing Prepayment Curve
SMM
= Issuer's ticker
ISSUESIZE
Single Monthly Mortality
MPR
= issue size range
LOOKBACK
Monthly Prepayment Rate
PSA
= Lookback Days
LOT
% of BMA Prepayment Curve
PPC
= Explicit lot identifier
% of Prospectus Prepayment Curve
CPP = Constant Prepayment Penalty
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
CPY = Constant Prepayment Yield
WAC = Weighted Average Coupon (value in percent)
ISSUE = Year of Issue
MAT = Maturity Year And Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINDNOM = Minimum denomination
MININCR = Minimum increment
MINQTY = Minimum quantity
PAYFREQ = Payment frequency, calendar
Year
PIECES = Number Of of Pieces
PMAX = Pools Maximum
PPL = Pools per Lot
PPM = Pools per Million
PPL = Pools per Lot
PPT = Pools per Trade
PRICE = Price Range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (Y/N)
SECTOR = Market Sector
SECTYPE = Security Type included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform Text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC GEOG = 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
Geographics
[40] OrdType Values 1 = Market
2 = Limit
3 = Stop / Stop Loss
4 = Stop Limit
5 = Market On Close (No longer used)
6 = With Or Without
7 = Limit Or Better
8 = Limit With Or Without
9 = On Basis
A = On Close (No longer used)
B = Limit On Close (No longer used)
C = Forex Market (No longer used)
D = Previously Quoted
E = Previously Indicated
F = Forex Limit (No longer used)
G = Forex Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J = Market If Touched (MIT)
K = Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L = Previous Fund Valuation Point (Historic pricing; for CIV)
M = Next Fund Valuation Point (Forward pricing; for CIV)
P = Pegged
Q = Counter-order selection
1 D = Market
Previously quoted
2 = Limit
3 = Stop / Stop Loss
Stop
4 = Stop Limit
limit
5 = Market On Close (No longer used)
on close (Deprecated)
6 = With Or Without
or without
7 = Limit Or Better
or better
8 = Limit With Or Without
with or without
9 = On Basis
basis
A = On Close (No longer used)
B
close (Deprecated)
1
= Limit On Close (No longer used)
Market
C = Forex - Market (No longer used)
D
(Deprecated)
F
= Previously Quoted
Forex - Limit (Deprecated)
E = Previously Indicated
F = Forex Limit (No longer used)
indicated
G = Forex - Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit day order Day Order with unexecuted portion handles handled as Market On Close. E.e.g. Japan)
J = Market If Touched (MIT)
K = Market With Left Over with Leftover as Limit (market order with then unexecuted quantity becoming becomes limit order at last price)
L = Previous Fund Valuation Point (Historic pricing; for pricing) (for CIV)
M = Next Fund Valuation Point (Forward pricing; for pricing) (for CIV)
P = Pegged
Q B = Counter-order selection
Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)
[423] PriceType Values 1 = Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed amount (absolute value)
4 = Discount - percentage points below par
5 = Premium - percentage points over par
6 = Spread (basis points spread)
7 = TED Price
8 = TED Yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
1 = Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed amount Amount (absolute value)
1 = Percentage
4 = Discount discount - percentage points below par
6 = basis points relative to benchmark
7 = TED price (see "Volume 1 - Glossary")
8 = TED yield (see "Volume 1 - Glossary")
5 = Premium premium - percentage points over par
6 2 = Spread (basis points spread)
7 = TED Price
8 = TED Yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
per share (e.g. cents per share)
[221] BenchmarkCurveName Values EONIA = EONIA
EUREPO = EUREPO
Euribor = Euribor
FutureSWAP = FutureSWAP
LIBID = LIBID
LIBOR = LIBOR (London Inter-Bank Offer)
MuniAAA = MuniAAA
OTHER = OTHER
Pfandbrief = Pfandbriefe
SONIA = SONIA
SWAP = SWAP
Treasury = Treasury
EONIA SWAP = EONIA
EUREPO
SWAP
LIBID
= EUREPO
LIBID
OTHER = OTHER
Treasury = Treasury
Euribor = Euribor
Pfandbrief = Pfandbriefe
FutureSWAP = FutureSWAP
LIBID MuniAAA = LIBID
MuniAAA
LIBOR = LIBOR (London Inter-Bank Offer)
MuniAAA = MuniAAA
OTHER = OTHER
Pfandbrief = Pfandbriefe
SONIA = SONIA
SWAP = SWAP
Treasury = Treasury
Offers)
[388] DiscretionInst Values 0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP
7 = Average Price Guarantee
0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP
7 = Average Price Guarantee

Additional (Mandatory) Fields

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

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[160] SettlInstMode Values 0 = Default (Replaced)
1 = Standing Instructions Provided
2 = Specific Allocation Account Overriding (Replaced)
3 = Specific Allocation Account Standing (Replaced)
4 = Specific Order for a single account (for CIV)
5 = Request reject
0 = Default (Replaced)
Default
4 = Specific Order for a single account (for CIV)
3 = Specific Allocation Account Standing
1 = Standing Instructions Provided
2 = Specific Allocation Account Overriding (Replaced)
3 = Specific Allocation Account Standing (Replaced)
4 = Specific Order for a single account (for CIV)
5 = Request reject
Overriding
[162] SettlInstID Reqd Optional OptionalMandatory
[163] SettlInstTransType Reqd Optional OptionalMandatory
[163] SettlInstTransType Values N = New
C = Cancel
R = Replace
T = Restate
N = New
C = Cancel
R = Replace
T C = Restate
Cancel
[214] SettlInstRefID Reqd Optional OptionalMandatory
[447] PartyIDSource Values 6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer or Tax ID Number
9 = Australian Business Number
A = Australian Tax File Number
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII/FID
3 = Taiwanese Trading Acct
4 = Malaysian Central Depository (MCD) number
5 = Chinese Investor ID
I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B = BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary / Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)
6 5 = UK National Insurance or Pension Number
7 = US Social Security Number
Chinese B Share (Shezhen and Shanghai)
8 = US Employer or Identification Number
A = Australian
Tax ID File Number
9 = Australian Business Number
A E = Australian Tax File ISO Country Code
B = BIC (Bank Identification CodeSwift managed) code (ISO 9362 - See Appendix 6-B)
7 = US Social Security
Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII/FID
QFII / FID
3 = Taiwanese Trading Acct
Account
4 = Malaysian Central Depository (MCD) number
5 6 = Chinese Investor ID
I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B = BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
UK National Insurance or Pension Number
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary / Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)
[452] PartyRole Values 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
15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 14 = Entering Firm
Giveup Clearing Firm (firm to which trade is given up)
8 = Locate / Lending Locate/Lending Firm (for short-sales)
9 = Fund Manager manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side buyside firm)
14 4 = 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
(formerly FIX 4.2 ClearingFirm)
[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 B = Undisclosed (valid for IOI and List Order messages only)
As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exxmpt
B
exempt
5
= "As Defined" (for use with multileg instruments)
C
Sell short
7
= "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)
Undisclosed (valid for IOI and List Order messages only)
[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 CP = Future
OPT
Commercial Paper
VRDN
= 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
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= 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
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill Of of Exchanges
CD = Certificate Of of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= 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
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)
COFO

MIO
= Certificate Of Obligation
Mortgage Interest Only
COFP = Certificate Of of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax Revenue Anticipation Note
VRDN
Time Deposit
GO
= 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
General Obligation Bonds
?
= Wildcard Entry (was "?" in 4.4, used entry (used on Security Definition Request message)
CASH WAR = Cash
Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[172] SettlDeliveryType Values 0 = "Versus. Payment": Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment
1 = "Free": Deliver (if Sell) or Receive (if Buy) Free
2 = Tri-Party
3 = Hold In Custody
1 = Free
0 = "Versus. Payment": Deliver (if Sell) or Receive (if Buy) vs. (Against) Versus Payment
1 = "Free": Deliver (if Sell) or Receive (if Buy) Free
2 = Tri-Party
3 = Hold In Custody
[169] StandInstDbType Values 0 = Other
1 = DTC SID
2 = Thomson ALERT
3 = A Global Custodian (StandInstDBName (70) must be provided)
4 = AccountNet
0 = Other
1 = DTC SID
2 = Thomson ALERT
3 = A Global Custodian (StandInstDBName (70) (StandInstDbName must be provided)
4 2 = AccountNet
Thomson ALERT
[165] SettlInstSource Reqd Optional OptionalMandatory

Additional (Mandatory) Fields

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

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[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 B = Undisclosed (valid for IOI and List Order messages only)
As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exxmpt
B
exempt
5
= "As Defined" (for use with multileg instruments)
C
Sell short
7
= "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)
Undisclosed (valid for IOI and List Order messages only)
[447] PartyIDSource Values 6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer or Tax ID Number
9 = Australian Business Number
A = Australian Tax File Number
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII/FID
3 = Taiwanese Trading Acct
4 = Malaysian Central Depository (MCD) number
5 = Chinese Investor ID
I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B = BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary / Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)
6 5 = UK National Insurance or Pension Number
7 = US Social Security Number
Chinese B Share (Shezhen and Shanghai)
8 = US Employer or Identification Number
A = Australian
Tax ID File Number
9 = Australian Business Number
A E = Australian Tax File ISO Country Code
B = BIC (Bank Identification CodeSwift managed) code (ISO 9362 - See Appendix 6-B)
7 = US Social Security
Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII/FID
QFII / FID
3 = Taiwanese Trading Acct
Account
4 = Malaysian Central Depository (MCD) number
5 6 = Chinese Investor ID
I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B = BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
UK National Insurance or Pension Number
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary / Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)
[452] PartyRole Values 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
15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 14 = Entering Firm
Giveup Clearing Firm (firm to which trade is given up)
8 = Locate / Lending Locate/Lending Firm (for short-sales)
9 = Fund Manager manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side buyside firm)
14 4 = 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
(formerly FIX 4.2 ClearingFirm)
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[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 CP = Future
OPT
Commercial Paper
VRDN
= 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
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= 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
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill Of of Exchanges
CD = Certificate Of of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= 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
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)
COFO

MIO
= Certificate Of Obligation
Mortgage Interest Only
COFP = Certificate Of of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax Revenue Anticipation Note
VRDN
Time Deposit
GO
= 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
General Obligation Bonds
?
= Wildcard Entry (was "?" in 4.4, used entry (used on Security Definition Request message)
CASH WAR = Cash
Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[286] OpenCloseSettleFlag Values 0 = Daily Open / Close / Settlement entry
1 = Session Open / Close / Settlement entry
2 = Delivery Settlement entry
3 = Expected entry
4 = Entry from previous business day
5 = Theoretical Price value
0 = Daily Open / Close / Settlement entry
1 = Session Open / Close / Settlement entry
price
2 = Delivery Settlement entry
price
3 = Expected entry
price
4 = Entry Price from previous business day
5 0 = Theoretical Price value
Daily Open / Close / Settlement price
[269] MDEntryType Values 0 = Bid
1 = Offer
2 = Trade
3 = Index Value
4 = Opening Price
5 = Closing Price
6 = Settlement Price
7 = Trading Session High Price
8 = Trading Session Low Price
9 = Trading Session VWAP Price
A = Imbalance
B = Trade Volume
C = Open Interest
D = Composite Underlying Price
E = Simulated Sell Price
F = Simulated Buy Price
G = Margin Rate
H = Mid Price
J = Empty Book
K = Settle High Price
L = Settle Low Price
M = Prior Settle Price
N = Session High Bid
O = Session Low Offer
P = Early Prices
Q = Auction Clearing Price
0 = Bid
1 = Offer
2 = Trade
3 = Index Value
4 = Opening Price
5 = Closing Price
6 = Settlement Price
7 = Trading Session High Price
1 = Offer
A = Imbalance
9 = Trading Session VWAP
Price
8 = Trading Session Low Price
9 5 = Trading Session VWAP Closing Price
A 4 = Imbalance
B = Trade Volume
C = Open Interest
D = Composite Underlying
Opening Price
E 0 = Simulated Sell Bid
2 = Trade
3 = Index Value
6 = Settlement
Price
F = Simulated Buy Price
G = Margin Rate
H = Mid Price
J = Empty Book
K = Settle High Price
L = Settle Low Price
M = Prior Settle Price
N = Session High Bid
O = Session Low Offer
P = Early Prices
Q = Auction Clearing Price
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[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 CP = Future
OPT
Commercial Paper
VRDN
= 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
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= 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
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill Of of Exchanges
CD = Certificate Of of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= 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
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)
COFO

MIO
= Certificate Of Obligation
Mortgage Interest Only
COFP = Certificate Of of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax Revenue Anticipation Note
VRDN
Time Deposit
GO
= 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
General Obligation Bonds
?
= Wildcard Entry (was "?" in 4.4, used entry (used on Security Definition Request message)
CASH WAR = Cash
Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[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 CP = Future
OPT
Commercial Paper
VRDN
= 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
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= 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
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill Of of Exchanges
CD = Certificate Of of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= 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
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)
COFO

MIO
= Certificate Of Obligation
Mortgage Interest Only
COFP = Certificate Of of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax Revenue Anticipation Note
VRDN
Time Deposit
GO
= 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
General Obligation Bonds
?
= Wildcard Entry (was "?" in 4.4, used entry (used on Security Definition Request message)
CASH WAR = Cash
Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[291] FinancialStatus Values 1 = Bankrupt
2 = Pending delisting
3 = Restricted
1 = Bankrupt
2 = Pending delisting
3 = Restricted
[292] CorporateAction Values A = Ex-Dividend
B = Ex-Distribution
C = Ex-Rights
D = New
E = Ex-Interest
F = Cash Dividend
G = Stock Dividend
H = Non-Integer Stock Split
I = Reverse Stock Split
J = Standard-Integer Stock Split
K = Position Consolidation
L = Liquidation Reorganization
M = Merger Reorganization
N = Rights Offering
O = Shareholder Meeting
P = Spinoff
Q = Tender Offer
R = Warrant
S = Special Action
T = Symbol Conversion
U = CUSIP / Name Change
V = Leap Rollover
A = Ex-Dividend
B = Ex-Distribution
C = Ex-Rights
D = New
E = Ex-Interest
F C = Cash Dividend
G
Ex-Rights
A
= Stock Dividend
H
Ex-Dividend
D
= Non-Integer Stock Split
I = Reverse Stock Split
J = Standard-Integer Stock Split
K = Position Consolidation
L = Liquidation Reorganization
M = Merger Reorganization
N = Rights Offering
O = Shareholder Meeting
P = Spinoff
Q = Tender Offer
R = Warrant
S = Special Action
T = Symbol Conversion
U = CUSIP / Name Change
V = Leap Rollover
New
[269] MDEntryType Values 0 = Bid
1 = Offer
2 = Trade
3 = Index Value
4 = Opening Price
5 = Closing Price
6 = Settlement Price
7 = Trading Session High Price
8 = Trading Session Low Price
9 = Trading Session VWAP Price
A = Imbalance
B = Trade Volume
C = Open Interest
D = Composite Underlying Price
E = Simulated Sell Price
F = Simulated Buy Price
G = Margin Rate
H = Mid Price
J = Empty Book
K = Settle High Price
L = Settle Low Price
M = Prior Settle Price
N = Session High Bid
O = Session Low Offer
P = Early Prices
Q = Auction Clearing Price
0 = Bid
1 = Offer
2 = Trade
3 = Index Value
4 = Opening Price
5 = Closing Price
6 = Settlement Price
7 = Trading Session High Price
1 = Offer
A = Imbalance
9 = Trading Session VWAP
Price
8 = Trading Session Low Price
9 5 = Trading Session VWAP Closing Price
A 4 = Imbalance
B = Trade Volume
C = Open Interest
D = Composite Underlying
Opening Price
E 0 = Simulated Sell Bid
2 = Trade
3 = Index Value
6 = Settlement
Price
F = Simulated Buy Price
G = Margin Rate
H = Mid Price
J = Empty Book
K = Settle High Price
L = Settle Low Price
M = Prior Settle Price
N = Session High Bid
O = Session Low Offer
P = Early Prices
Q = Auction Clearing Price
[276] QuoteCondition Values A = Open/Active
B = Closed/Inactive
C = Exchange Best
D = Consolidated Best
E = Locked
F = Crossed
G = Depth
H = Fast Trading
I = Non-Firm
L = Manual/Slow Quote
J = Outright Price
K = Implied Price
M = Depth on Offer
N = Depth on Bid
O = Closing
P = News Dissemination
Q = Trading Range
R = Order Influx
S = Due to Related
T = News Pending
U = Additional Info
V = Additional Info due to related
W = Resume
X = View of Common
Y = Volume Alert
Z = Order Imbalance
a = Equipment Changeover
b = No Open / No Resume
c = Regular ETH
d = Automatic Execution
e = Automatic Execution ETH
f = Fast Market ETH
g = Inactive ETH
h = Rotation
i = Rotation ETH
j = Halt
k = Halt ETH
l = Due to News Dissemination
m = Due to News Pending
n = Trading Resume
o = Out of Sequence
p = Bid Specialist
q = Offer Specialist
r = Bid Offer Specialist
s = End of Day SAM
t = Forbidden SAM
u = Frozen SAM
v = PreOpening SAM
w = Opening SAM
x = Open SAM
y = Surveillance SAM
z = Suspended SAM
0 = Reserved SAM
1 = No Active SAM
2 = Restricted
A E = Open/Active
B
Locked
I
= Closed/Inactive
C
Non-Firm
H
= Exchange Best
Fast Trading
F = Crossed
D = Consolidated Best
E C = Locked
F
Exchange Best
B
= Crossed
Closed / Inactive
A = Open / Active
G = Depth
H = Fast Trading
I = Non-Firm
L = Manual/Slow Quote
J = Outright Price
K = Implied Price
M = Depth on Offer
N = Depth on Bid
O = Closing
P = News Dissemination
Q = Trading Range
R = Order Influx
S = Due to Related
T = News Pending
U = Additional Info
V = Additional Info due to related
W = Resume
X = View of Common
Y = Volume Alert
Z = Order Imbalance
a = Equipment Changeover
b = No Open / No Resume
c = Regular ETH
d = Automatic Execution
e = Automatic Execution ETH
f = Fast Market ETH
g = Inactive ETH
h = Rotation
i = Rotation ETH
j = Halt
k = Halt ETH
l = Due to News Dissemination
m = Due to News Pending
n = Trading Resume
o = Out of Sequence
p = Bid Specialist
q = Offer Specialist
r = Bid Offer Specialist
s = End of Day SAM
t = Forbidden SAM
u = Frozen SAM
v = PreOpening SAM
w = Opening SAM
x = Open SAM
y = Surveillance SAM
z = Suspended SAM
0 = Reserved SAM
1 = No Active SAM
2 = Restricted
[277] TradeCondition Values A = Cash (only) Market
B = Average Price Trade
C = Cash Trade (same day clearing)
D = Next Day (only)Market
E = Opening/Reopening Trade Detail
F = Intraday Trade Detail
G = Rule 127 Trade (NYSE)
H = Rule 155 Trade (AMEX)
I = Sold Last (late reporting)
J = Next Day Trade (next day clearing)
K = Opened (late report of opened trade)
L = Seller
M = Sold (out of sequence)
N = Stopped Stock (guarantee of price but does not execute the order)
P = Imbalance More Buyers (cannot be used in combination with Q)
Q = Imbalance More Sellers (cannot be used in combination with P)
R = Opening Price
S = Bargain Condition (LSE)
T = Converted Price Indicator
U = Exchange Last
V = Final Price of Session
W = Ex-pit
X = Crossed
Y = Trades resulting from manual/slow quote
Z = Trades resulting from intermarket sweep
a = Volume Only
b = Direct Plus
c = Acquisition
d = Bunched
e = Distribution
f = Bunched Sale
g = Split Trade
h = Cancel Stopped
i = Cancel ETH
j = Cancel Stopped ETH
k = Out of Sequence ETH
l = Cancel Last ETH
m = Sold Last Sale ETH
n = Cancel Last
o = Sold Last Sale
p = Cancel Open
q = Cancel Open ETH
r = Opened Sale ETH
s = Cancel Only
t = Cancel Only ETH
u = Late Open ETH
v = Auto Execution ETH
w = Reopen
x = Reopen ETH
y = Adjusted
z = Adjusted ETH
AA = Spread
AB = Spread ETH
AC = Straddle
AD = Straddle ETH
AE = Stopped
AF = Stopped ETH
AG = Regular ETH
AH = Combo
AI = Combo ETH
AJ = Official Closing Price
AK = Prior Reference Price
0 = Cancel
AL = Stopped Sold Last
AM = Stopped Out of Sequence
AN = Offical Closing Price
AO = Crossed (duplicate enumeration - use 'X' instead)
AP = Fast Market
AQ = Automatic Execution
AR = Form T
AS = Basket Index
AT = Burst Basket
A = Cash (only) Market
B = Average Price Trade
C = Cash Trade (same day clearing)
D = Next Day (only)Market
E = Opening/Reopening Trade Detail
F = Intraday Trade Detail
G = Rule 127 Trade (NYSE)
H = Rule 155 Trade (AMEX)
I = Sold Last (late reporting)
J = Next Day Trade (next day clearing)
K = Opened (late report of opened trade)
L = Seller
B = Average Price Trade
M = Sold (out of sequence)
H = Rule 155 Trade (Amex)
N = Stopped Stock (guarantee of price but does not execute the order)
P = Imbalance More Buyers (cannot (Cannot be used in combination with Q)
Q = Imbalance More Sellers (cannot (Cannot be used in combination with P)
R = Opening Price
S = Bargain Condition (LSE)
T = Converted Price Indicator
U = Exchange Last
V = Final Price of Session
W = Ex-pit
X = Crossed
Y = Trades resulting from manual/slow quote
Z = Trades resulting from intermarket sweep
a = Volume Only
b = Direct Plus
c = Acquisition
d = Bunched
e = Distribution
f = Bunched Sale
g = Split Trade
h = Cancel Stopped
i = Cancel ETH
j = Cancel Stopped ETH
k = Out of Sequence ETH
l = Cancel Last ETH
m
I = Sold Last Sale ETH
n
(late reporting)
A
= Cancel Last
o = Sold Last Sale
p = Cancel Open
q = Cancel Open ETH
r = Opened Sale ETH
s = Cancel Only
t = Cancel Only ETH
u = Late Open ETH
v = Auto Execution ETH
w = Reopen
x = Reopen ETH
y = Adjusted
z = Adjusted ETH
AA = Spread
AB = Spread ETH
AC = Straddle
AD = Straddle ETH
AE = Stopped
AF = Stopped ETH
AG = Regular ETH
AH = Combo
AI = Combo ETH
AJ = Official Closing Price
AK = Prior Reference Price
0 = Cancel
AL = Stopped Sold Last
AM = Stopped Out of Sequence
AN = Offical Closing Price
AO = Crossed (duplicate enumeration - use 'X' instead)
AP = Fast
Cash (only) Market
AQ C = Automatic Execution
AR
Cash Trade (same day clearing)
E
= Form T
AS
Opening / Reopening Trade Detail
F
= Basket Index
AT
Intraday Trade Detail
G
= Burst Basket
Rule 127 Trade (NYSE)
D = Next Day (only) Market
[286] OpenCloseSettleFlag Values 0 = Daily Open / Close / Settlement entry
1 = Session Open / Close / Settlement entry
2 = Delivery Settlement entry
3 = Expected entry
4 = Entry from previous business day
5 = Theoretical Price value
0 = Daily Open / Close / Settlement entry
1 = Session Open / Close / Settlement entry
price
2 = Delivery Settlement entry
price
3 = Expected entry
price
4 = Entry Price from previous business day
5 0 = Theoretical Price value
Daily Open / Close / Settlement price
[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
Y = TryToStop
M = MidPrcPeg
P = MarkPeg
Q = CancelOnSysFail
R = PrimPeg
S = Suspend
U = CustDispInst
V = Netting
W = PegVWAP
X = TradeAlong
D = PercVol
0 = Stay on offer side
1 = Not held
StayOffer
2 = Work
3 = Go along
4 = Over the day
OverDay
5 = Held
6 = Participate don't initiate
PartNotInit
7 = Strict scale
StrictScale
8 = Try to scale
TryToScale
9 = Stay on bid side
StayBid
A = No cross (cross is forbidden)
B
NoCross
O
= OK to cross
OpenPeg
C = Call first
D
CallFirst
N
= Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)
NonNego
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
H = Reinstate on system failue (mutually exclusive with Q)
RestateOnSysFail
I = Institutions only
InstitOnly
J = Reinstate on Trading Halt (mutually exclusive with K)
RestateOnTradingHalt
K = Cancel on Trading Halt (mutually exclusive with J)
CancelOnTradingHalt
L = Last peg (last sale)
M
LastPeg
3
= Mid-price peg (midprice of inside quote)
N
GoAlong
B
= Non-negotiable
O
OkCross
1
= 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
NotHeld

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[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 CP = Future
OPT
Commercial Paper
VRDN
= 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
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= 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
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill Of of Exchanges
CD = Certificate Of of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= 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
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)
COFO

MIO
= Certificate Of Obligation
Mortgage Interest Only
COFP = Certificate Of of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax Revenue Anticipation Note
VRDN
Time Deposit
GO
= 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
General Obligation Bonds
?
= Wildcard Entry (was "?" in 4.4, used entry (used on Security Definition Request message)
CASH WAR = Cash
Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[279] MDUpdateAction Values 0 = New
1 = Change
2 = Delete
3 = Delete Thru
4 = Delete From
0 = New
1 = Change
2 = Delete
3 = Delete Thru
4 = Delete From
[269] MDEntryType Values 0 = Bid
1 = Offer
2 = Trade
3 = Index Value
4 = Opening Price
5 = Closing Price
6 = Settlement Price
7 = Trading Session High Price
8 = Trading Session Low Price
9 = Trading Session VWAP Price
A = Imbalance
B = Trade Volume
C = Open Interest
D = Composite Underlying Price
E = Simulated Sell Price
F = Simulated Buy Price
G = Margin Rate
H = Mid Price
J = Empty Book
K = Settle High Price
L = Settle Low Price
M = Prior Settle Price
N = Session High Bid
O = Session Low Offer
P = Early Prices
Q = Auction Clearing Price
0 = Bid
1 = Offer
2 = Trade
3 = Index Value
4 = Opening Price
5 = Closing Price
6 = Settlement Price
7 = Trading Session High Price
1 = Offer
A = Imbalance
9 = Trading Session VWAP
Price
8 = Trading Session Low Price
9 5 = Trading Session VWAP Closing Price
A 4 = Imbalance
B = Trade Volume
C = Open Interest
D = Composite Underlying
Opening Price
E 0 = Simulated Sell Bid
2 = Trade
3 = Index Value
6 = Settlement
Price
F = Simulated Buy Price
G = Margin Rate
H = Mid Price
J = Empty Book
K = Settle High Price
L = Settle Low Price
M = Prior Settle Price
N = Session High Bid
O = Session Low Offer
P = Early Prices
Q = Auction Clearing Price
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[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 CP = Future
OPT
Commercial Paper
VRDN
= 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
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= 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
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill Of of Exchanges
CD = Certificate Of of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= 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
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)
COFO

MIO
= Certificate Of Obligation
Mortgage Interest Only
COFP = Certificate Of of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax Revenue Anticipation Note
VRDN
Time Deposit
GO
= 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
General Obligation Bonds
?
= Wildcard Entry (was "?" in 4.4, used entry (used on Security Definition Request message)
CASH WAR = Cash
Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[291] FinancialStatus Values 1 = Bankrupt
2 = Pending delisting
3 = Restricted
1 = Bankrupt
2 = Pending delisting
3 = Restricted
[292] CorporateAction Values A = Ex-Dividend
B = Ex-Distribution
C = Ex-Rights
D = New
E = Ex-Interest
F = Cash Dividend
G = Stock Dividend
H = Non-Integer Stock Split
I = Reverse Stock Split
J = Standard-Integer Stock Split
K = Position Consolidation
L = Liquidation Reorganization
M = Merger Reorganization
N = Rights Offering
O = Shareholder Meeting
P = Spinoff
Q = Tender Offer
R = Warrant
S = Special Action
T = Symbol Conversion
U = CUSIP / Name Change
V = Leap Rollover
A = Ex-Dividend
B = Ex-Distribution
C = Ex-Rights
D = New
E = Ex-Interest
F C = Cash Dividend
G
Ex-Rights
A
= Stock Dividend
H
Ex-Dividend
D
= Non-Integer Stock Split
I = Reverse Stock Split
J = Standard-Integer Stock Split
K = Position Consolidation
L = Liquidation Reorganization
M = Merger Reorganization
N = Rights Offering
O = Shareholder Meeting
P = Spinoff
Q = Tender Offer
R = Warrant
S = Special Action
T = Symbol Conversion
U = CUSIP / Name Change
V = Leap Rollover
New
[276] QuoteCondition Values A = Open/Active
B = Closed/Inactive
C = Exchange Best
D = Consolidated Best
E = Locked
F = Crossed
G = Depth
H = Fast Trading
I = Non-Firm
L = Manual/Slow Quote
J = Outright Price
K = Implied Price
M = Depth on Offer
N = Depth on Bid
O = Closing
P = News Dissemination
Q = Trading Range
R = Order Influx
S = Due to Related
T = News Pending
U = Additional Info
V = Additional Info due to related
W = Resume
X = View of Common
Y = Volume Alert
Z = Order Imbalance
a = Equipment Changeover
b = No Open / No Resume
c = Regular ETH
d = Automatic Execution
e = Automatic Execution ETH
f = Fast Market ETH
g = Inactive ETH
h = Rotation
i = Rotation ETH
j = Halt
k = Halt ETH
l = Due to News Dissemination
m = Due to News Pending
n = Trading Resume
o = Out of Sequence
p = Bid Specialist
q = Offer Specialist
r = Bid Offer Specialist
s = End of Day SAM
t = Forbidden SAM
u = Frozen SAM
v = PreOpening SAM
w = Opening SAM
x = Open SAM
y = Surveillance SAM
z = Suspended SAM
0 = Reserved SAM
1 = No Active SAM
2 = Restricted
A E = Open/Active
B
Locked
I
= Closed/Inactive
C
Non-Firm
H
= Exchange Best
Fast Trading
F = Crossed
D = Consolidated Best
E C = Locked
F
Exchange Best
B
= Crossed
Closed / Inactive
A = Open / Active
G = Depth
H = Fast Trading
I = Non-Firm
L = Manual/Slow Quote
J = Outright Price
K = Implied Price
M = Depth on Offer
N = Depth on Bid
O = Closing
P = News Dissemination
Q = Trading Range
R = Order Influx
S = Due to Related
T = News Pending
U = Additional Info
V = Additional Info due to related
W = Resume
X = View of Common
Y = Volume Alert
Z = Order Imbalance
a = Equipment Changeover
b = No Open / No Resume
c = Regular ETH
d = Automatic Execution
e = Automatic Execution ETH
f = Fast Market ETH
g = Inactive ETH
h = Rotation
i = Rotation ETH
j = Halt
k = Halt ETH
l = Due to News Dissemination
m = Due to News Pending
n = Trading Resume
o = Out of Sequence
p = Bid Specialist
q = Offer Specialist
r = Bid Offer Specialist
s = End of Day SAM
t = Forbidden SAM
u = Frozen SAM
v = PreOpening SAM
w = Opening SAM
x = Open SAM
y = Surveillance SAM
z = Suspended SAM
0 = Reserved SAM
1 = No Active SAM
2 = Restricted
[277] TradeCondition Values A = Cash (only) Market
B = Average Price Trade
C = Cash Trade (same day clearing)
D = Next Day (only)Market
E = Opening/Reopening Trade Detail
F = Intraday Trade Detail
G = Rule 127 Trade (NYSE)
H = Rule 155 Trade (AMEX)
I = Sold Last (late reporting)
J = Next Day Trade (next day clearing)
K = Opened (late report of opened trade)
L = Seller
M = Sold (out of sequence)
N = Stopped Stock (guarantee of price but does not execute the order)
P = Imbalance More Buyers (cannot be used in combination with Q)
Q = Imbalance More Sellers (cannot be used in combination with P)
R = Opening Price
S = Bargain Condition (LSE)
T = Converted Price Indicator
U = Exchange Last
V = Final Price of Session
W = Ex-pit
X = Crossed
Y = Trades resulting from manual/slow quote
Z = Trades resulting from intermarket sweep
a = Volume Only
b = Direct Plus
c = Acquisition
d = Bunched
e = Distribution
f = Bunched Sale
g = Split Trade
h = Cancel Stopped
i = Cancel ETH
j = Cancel Stopped ETH
k = Out of Sequence ETH
l = Cancel Last ETH
m = Sold Last Sale ETH
n = Cancel Last
o = Sold Last Sale
p = Cancel Open
q = Cancel Open ETH
r = Opened Sale ETH
s = Cancel Only
t = Cancel Only ETH
u = Late Open ETH
v = Auto Execution ETH
w = Reopen
x = Reopen ETH
y = Adjusted
z = Adjusted ETH
AA = Spread
AB = Spread ETH
AC = Straddle
AD = Straddle ETH
AE = Stopped
AF = Stopped ETH
AG = Regular ETH
AH = Combo
AI = Combo ETH
AJ = Official Closing Price
AK = Prior Reference Price
0 = Cancel
AL = Stopped Sold Last
AM = Stopped Out of Sequence
AN = Offical Closing Price
AO = Crossed (duplicate enumeration - use 'X' instead)
AP = Fast Market
AQ = Automatic Execution
AR = Form T
AS = Basket Index
AT = Burst Basket
A = Cash (only) Market
B = Average Price Trade
C = Cash Trade (same day clearing)
D = Next Day (only)Market
E = Opening/Reopening Trade Detail
F = Intraday Trade Detail
G = Rule 127 Trade (NYSE)
H = Rule 155 Trade (AMEX)
I = Sold Last (late reporting)
J = Next Day Trade (next day clearing)
K = Opened (late report of opened trade)
L = Seller
B = Average Price Trade
M = Sold (out of sequence)
H = Rule 155 Trade (Amex)
N = Stopped Stock (guarantee of price but does not execute the order)
P = Imbalance More Buyers (cannot (Cannot be used in combination with Q)
Q = Imbalance More Sellers (cannot (Cannot be used in combination with P)
R = Opening Price
S = Bargain Condition (LSE)
T = Converted Price Indicator
U = Exchange Last
V = Final Price of Session
W = Ex-pit
X = Crossed
Y = Trades resulting from manual/slow quote
Z = Trades resulting from intermarket sweep
a = Volume Only
b = Direct Plus
c = Acquisition
d = Bunched
e = Distribution
f = Bunched Sale
g = Split Trade
h = Cancel Stopped
i = Cancel ETH
j = Cancel Stopped ETH
k = Out of Sequence ETH
l = Cancel Last ETH
m
I = Sold Last Sale ETH
n
(late reporting)
A
= Cancel Last
o = Sold Last Sale
p = Cancel Open
q = Cancel Open ETH
r = Opened Sale ETH
s = Cancel Only
t = Cancel Only ETH
u = Late Open ETH
v = Auto Execution ETH
w = Reopen
x = Reopen ETH
y = Adjusted
z = Adjusted ETH
AA = Spread
AB = Spread ETH
AC = Straddle
AD = Straddle ETH
AE = Stopped
AF = Stopped ETH
AG = Regular ETH
AH = Combo
AI = Combo ETH
AJ = Official Closing Price
AK = Prior Reference Price
0 = Cancel
AL = Stopped Sold Last
AM = Stopped Out of Sequence
AN = Offical Closing Price
AO = Crossed (duplicate enumeration - use 'X' instead)
AP = Fast
Cash (only) Market
AQ C = Automatic Execution
AR
Cash Trade (same day clearing)
E
= Form T
AS
Opening / Reopening Trade Detail
F
= Basket Index
AT
Intraday Trade Detail
G
= Burst Basket
Rule 127 Trade (NYSE)
D = Next Day (only) Market
[286] OpenCloseSettleFlag Values 0 = Daily Open / Close / Settlement entry
1 = Session Open / Close / Settlement entry
2 = Delivery Settlement entry
3 = Expected entry
4 = Entry from previous business day
5 = Theoretical Price value
0 = Daily Open / Close / Settlement entry
1 = Session Open / Close / Settlement entry
price
2 = Delivery Settlement entry
price
3 = Expected entry
price
4 = Entry Price from previous business day
5 0 = Theoretical Price value
Daily Open / Close / Settlement price
[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
Y = TryToStop
M = MidPrcPeg
P = MarkPeg
Q = CancelOnSysFail
R = PrimPeg
S = Suspend
U = CustDispInst
V = Netting
W = PegVWAP
X = TradeAlong
D = PercVol
0 = Stay on offer side
1 = Not held
StayOffer
2 = Work
3 = Go along
4 = Over the day
OverDay
5 = Held
6 = Participate don't initiate
PartNotInit
7 = Strict scale
StrictScale
8 = Try to scale
TryToScale
9 = Stay on bid side
StayBid
A = No cross (cross is forbidden)
B
NoCross
O
= OK to cross
OpenPeg
C = Call first
D
CallFirst
N
= Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)
NonNego
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
H = Reinstate on system failue (mutually exclusive with Q)
RestateOnSysFail
I = Institutions only
InstitOnly
J = Reinstate on Trading Halt (mutually exclusive with K)
RestateOnTradingHalt
K = Cancel on Trading Halt (mutually exclusive with J)
CancelOnTradingHalt
L = Last peg (last sale)
M
LastPeg
3
= Mid-price peg (midprice of inside quote)
N
GoAlong
B
= Non-negotiable
O
OkCross
1
= 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
NotHeld

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[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 CP = Future
OPT
Commercial Paper
VRDN
= 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
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= 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
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill Of of Exchanges
CD = Certificate Of of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= 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
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)
COFO

MIO
= Certificate Of Obligation
Mortgage Interest Only
COFP = Certificate Of of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax Revenue Anticipation Note
VRDN
Time Deposit
GO
= 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
General Obligation Bonds
?
= Wildcard Entry (was "?" in 4.4, used entry (used on Security Definition Request message)
CASH WAR = Cash
Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[281] MDReqRejReason Values 0 = Unknown symbol
1 = Duplicate MDReqID
2 = Insufficient Bandwidth
3 = Insufficient Permissions
4 = Unsupported SubscriptionRequestType
5 = Unsupported MarketDepth
6 = Unsupported MDUpdateType
7 = Unsupported AggregatedBook
8 = Unsupported MDEntryType
9 = Unsupported TradingSessionID
A = Unsupported Scope
B = Unsupported OpenCloseSettleFlag
C = Unsupported MDImplicitDelete
D = Insufficient credit
0 7 = Unknown symbol
Unsupported AggregatedBook
1 = Duplicate MDReqID
2 C = Insufficient Bandwidth
3
Unsupported MDImplicitDelete
B
= Insufficient Permissions
Unsupported OpenCloseSettleFlag
A = Unsupported Scope
9 = Unsupported TradingSessionID
8 = Unsupported MDEntryType
6 = Unsupported MDUpdateType
5 = Unsupported MarketDepth
4 = Unsupported SubscriptionRequestType
5 = Unsupported MarketDepth
6 = Unsupported MDUpdateType
7 = Unsupported AggregatedBook
8 = Unsupported MDEntryType
9 = Unsupported TradingSessionID
A = Unsupported Scope
B = Unsupported OpenCloseSettleFlag
C = Unsupported MDImplicitDelete
D
2 = Insufficient credit
Bandwidth
0 = Unknown symbol
3 = Insufficient Permissions

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[320] SecurityReqID Reqd Optional OptionalMandatory
[322] SecurityResponseID Reqd Optional OptionalMandatory
[560] SecurityRequestResult Reqd Optional OptionalMandatory
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[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 CP = Future
OPT
Commercial Paper
VRDN
= 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
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= 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
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill Of of Exchanges
CD = Certificate Of of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= 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
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)
COFO

MIO
= Certificate Of Obligation
Mortgage Interest Only
COFP = Certificate Of of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax Revenue Anticipation Note
VRDN
Time Deposit
GO
= 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
General Obligation Bonds
?
= Wildcard Entry (was "?" in 4.4, used entry (used on Security Definition Request message)
CASH WAR = Cash
Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[447] PartyIDSource Values 6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer or Tax ID Number
9 = Australian Business Number
A = Australian Tax File Number
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII/FID
3 = Taiwanese Trading Acct
4 = Malaysian Central Depository (MCD) number
5 = Chinese Investor ID
I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B = BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary / Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)
6 5 = UK National Insurance or Pension Number
7 = US Social Security Number
Chinese B Share (Shezhen and Shanghai)
8 = US Employer or Identification Number
A = Australian
Tax ID File Number
9 = Australian Business Number
A E = Australian Tax File ISO Country Code
B = BIC (Bank Identification CodeSwift managed) code (ISO 9362 - See Appendix 6-B)
7 = US Social Security
Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII/FID
QFII / FID
3 = Taiwanese Trading Acct
Account
4 = Malaysian Central Depository (MCD) number
5 6 = Chinese Investor ID
I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B = BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
UK National Insurance or Pension Number
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary / Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)
[452] PartyRole Values 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
15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 14 = Entering Firm
Giveup Clearing Firm (firm to which trade is given up)
8 = Locate / Lending Locate/Lending Firm (for short-sales)
9 = Fund Manager manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side buyside firm)
14 4 = 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
(formerly FIX 4.2 ClearingFirm)
[150] ExecType Values 0 = New
3 = Done for day
4 = Canceled
5 = Replaced
6 = Pending Cancel (e.g. result of Order Cancel Request)
7 = Stopped
8 = Rejected
9 = Suspended
A = Pending New
B = Calculated
C = Expired
D = Restated (Execution Report sent unsolicited by sellside, with ExecRestatementReason (378) set)
E = Pending Replace (e.g. result of Order Cancel/Replace Request)
F = Trade (partial fill or fill)
G = Trade Correct
H = Trade Cancel
I = Order Status
J = Trade in a Clearing Hold
K = Trade has been released to Clearing
L = Triggered or Activated by System
0 = New
3 = Done for day
4 = Canceled
5 = Replaced
6 = Pending Cancel (e.g. result of Order Cancel Request)
7 0 = Stopped
New
1 = Partial fill (Replaced)
2 = Fill (Replaced)
4 = Canceled
5 = Replace
8 = Rejected
9 = Suspended
A = Pending New
B = Calculated
C = Expired
D = Restated (Execution Report (ExecutionRpt sent unsolicited by sellside, with ExecRestatementReason (378) set)
E = Pending Replace (e.g. result of Order Cancel/Replace Request)
F = Trade (partial fill or fill)
G = Trade Correct
Correct (formerly an ExecTransType)
H = Trade Cancel
Cancel (formerly an ExecTransType)
I = Order Status
J
Status (formerly an ExecTransType)
3
= Trade in a Clearing Hold
K
Done for day
7
= Trade has been released to Clearing
L = Triggered or Activated by System
Stopped
[103] OrdRejReason Values 0 = Broker / Exchange option
1 = Unknown symbol
2 = Exchange closed
3 = Order exceeds limit
4 = Too late to enter
5 = Unknown order
6 = Duplicate Order (e.g. dupe ClOrdID)
7 = Duplicate of a verbally communicated order
8 = Stale order
9 = Trade along required
10 = Invalid Investor ID
11 = Unsupported order characteristic
12 = Surveillence Option
13 = Incorrect quantity
14 = Incorrect allocated quantity
15 = Unknown account(s)
18 = Invalid price increment
99 = Other
0 = Broker / Exchange option
1 = Unknown symbol
2 = Exchange closed
1 = Unknown symbol
3 = Order exceeds limit
4 = Too late to enter
5 = Unknown Order
7 = Duplicate of a verbally communicated
order
9 = Trade Along required
10 = Invalid Investor ID
6 = Duplicate Order (e.g. dupe ClOrdID)
7 = Duplicate of a verbally communicated order
8 = Stale order
9 = Trade along required
10 = Invalid Investor ID
11 = Unsupported order characteristic
12 = Surveillence Option
13 0 = Incorrect quantity
14
Broker / Exchange option
8
= Incorrect allocated quantity
15 = Unknown account(s)
18 = Invalid price increment
99 = Other
Stale Order
[378] ExecRestatementReason Values 0 = GT corporate action
1 = GT renewal / restatement (no corporate action)
2 = Verbal change
3 = Repricing of order
4 = Broker option
5 = Partial decline of OrderQty (e.g. exchange initiated partial cancel)
6 = Cancel on Trading Halt
7 = Cancel on System Failure
8 = Market (Exchange) option
9 = Canceled, not best
10 = Warehouse Recap
11 = Peg Refresh
99 = Other
7 = Cancel on System Failure
0 = GT corporate Corporate action
1 8 = GT renewal / restatement (no corporate action)
2
Market (Exchange) Option
6
= Verbal change
3 = Repricing of order
4 = Broker option
Cancel on Trading Halt
5 = Partial decline of OrderQty (e.g. exchange initiated exchange-initiated partial cancel)
6 4 = Cancel on Trading Halt
7 = Cancel on System Failure
8 = Market (Exchange)
Broker option
9 3 = Canceled, not best
10
Repricing of order
1
= Warehouse Recap
11
GT renewal / restatement (no corporate action)
2
= Peg Refresh
99 = Other
Verbal change
[589] DayBookingInst Values 0 = Can trigger booking without reference to the order initiator ("auto")
1 = Speak with order initiator before booking ("speak first")
2 = Accumulate
0 = Can trigger booking without reference to the order initiator ("auto")
1 = Speak with order initiator before booking ("speak first")
2 = Accumulate
[63] SettlmntTyp Values 0 = Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1 = Cash (TOD / T+0)
2 = Next Day (TOM / T+1)
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When And If Issued
8 = Sellers Option
9 = T+5
B = Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
0 = Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1 = Cash (TOD / T+0)
2 = Next Day (TOM / T+1)
3 = T+2
4 = T+3
5 = T+4
A = T+1
6 = Future
3 = T+2
2 = Next Day
8 = Sellers Option
1 = Cash
7 = When And If Issued
8 0 = Sellers Option
Regular
9 = T+5
B
T+ 5
4
= Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
T+3
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[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 CP = Future
OPT
Commercial Paper
VRDN
= 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
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= 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
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill Of of Exchanges
CD = Certificate Of of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= 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
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)
COFO

MIO
= Certificate Of Obligation
Mortgage Interest Only
COFP = Certificate Of of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax Revenue Anticipation Note
VRDN
Time Deposit
GO
= 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
General Obligation Bonds
?
= Wildcard Entry (was "?" in 4.4, used entry (used on Security Definition Request message)
CASH WAR = Cash
Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[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 B = Undisclosed (valid for IOI and List Order messages only)
As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exxmpt
B
exempt
5
= "As Defined" (for use with multileg instruments)
C
Sell short
7
= "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)
Undisclosed (valid for IOI and List Order messages only)
[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 ABS = Alternative Minimum Tax (Y/N)
AUTOREINV
Absolute Prepayment Speed
WALA
= Auto Reinvestment at or better
BANKQUAL
Weighted Average Loan Age (value in months)
WAM
= Bank qualified (Y/N)
BGNCON
Weighted Average Maturity (value in months)
CPR
= Bargain conditions (see StipulationValue (234) for values)
COUPON
Constant Prepayment Rate
HEP
= Coupon range
CURRENCY = ISO Currency Code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % range (ex. 234=CA 0-80 [minimum
final CPR of 80% California assets])
HAIRCUT
Home Equity Prepayment Curve
WAL
= Valuation Discount
INSURED
Weighted Average Life (value in months)
MHP
= Insured (Y/N)
ISSUE = Year Or Year/Month
% of Issue (ex. 234=2002/09)
ISSUER
Manufactured Housing Prepayment Curve
SMM
= Issuer's ticker
ISSUESIZE
Single Monthly Mortality
MPR
= issue size range
LOOKBACK
Monthly Prepayment Rate
PSA
= Lookback Days
LOT
% of BMA Prepayment Curve
PPC
= Explicit lot identifier
% of Prospectus Prepayment Curve
CPP = Constant Prepayment Penalty
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
CPY = Constant Prepayment Yield
WAC = Weighted Average Coupon (value in percent)
ISSUE = Year of Issue
MAT = Maturity Year And Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINDNOM = Minimum denomination
MININCR = Minimum increment
MINQTY = Minimum quantity
PAYFREQ = Payment frequency, calendar
Year
PIECES = Number Of of Pieces
PMAX = Pools Maximum
PPL = Pools per Lot
PPM = Pools per Million
PPL = Pools per Lot
PPT = Pools per Trade
PRICE = Price Range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (Y/N)
SECTOR = Market Sector
SECTYPE = Security Type included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform Text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC GEOG = 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
Geographics
[40] OrdType Values 1 = Market
2 = Limit
3 = Stop / Stop Loss
4 = Stop Limit
5 = Market On Close (No longer used)
6 = With Or Without
7 = Limit Or Better
8 = Limit With Or Without
9 = On Basis
A = On Close (No longer used)
B = Limit On Close (No longer used)
C = Forex Market (No longer used)
D = Previously Quoted
E = Previously Indicated
F = Forex Limit (No longer used)
G = Forex Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J = Market If Touched (MIT)
K = Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L = Previous Fund Valuation Point (Historic pricing; for CIV)
M = Next Fund Valuation Point (Forward pricing; for CIV)
P = Pegged
Q = Counter-order selection
1 D = Market
Previously quoted
2 = Limit
3 = Stop / Stop Loss
Stop
4 = Stop Limit
limit
5 = Market On Close (No longer used)
on close (Deprecated)
6 = With Or Without
or without
7 = Limit Or Better
or better
8 = Limit With Or Without
with or without
9 = On Basis
basis
A = On Close (No longer used)
B
close (Deprecated)
1
= Limit On Close (No longer used)
Market
C = Forex - Market (No longer used)
D
(Deprecated)
F
= Previously Quoted
Forex - Limit (Deprecated)
E = Previously Indicated
F = Forex Limit (No longer used)
indicated
G = Forex - Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit day order Day Order with unexecuted portion handles handled as Market On Close. E.e.g. Japan)
J = Market If Touched (MIT)
K = Market With Left Over with Leftover as Limit (market order with then unexecuted quantity becoming becomes limit order at last price)
L = Previous Fund Valuation Point (Historic pricing; for pricing) (for CIV)
M = Next Fund Valuation Point (Forward pricing; for pricing) (for CIV)
P = Pegged
Q B = Counter-order selection
Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)
[423] PriceType Values 1 = Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed amount (absolute value)
4 = Discount - percentage points below par
5 = Premium - percentage points over par
6 = Spread (basis points spread)
7 = TED Price
8 = TED Yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
1 = Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed amount Amount (absolute value)
1 = Percentage
4 = Discount discount - percentage points below par
6 = basis points relative to benchmark
7 = TED price (see "Volume 1 - Glossary")
8 = TED yield (see "Volume 1 - Glossary")
5 = Premium premium - percentage points over par
6 2 = Spread (basis points spread)
7 = TED Price
8 = TED Yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
per share (e.g. cents per share)
[388] DiscretionInst Values 0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP
7 = Average Price Guarantee
0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP
7 = Average Price Guarantee
[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
Y = TryToStop
M = MidPrcPeg
P = MarkPeg
Q = CancelOnSysFail
R = PrimPeg
S = Suspend
U = CustDispInst
V = Netting
W = PegVWAP
X = TradeAlong
D = PercVol
0 = Stay on offer side
1 = Not held
StayOffer
2 = Work
3 = Go along
4 = Over the day
OverDay
5 = Held
6 = Participate don't initiate
PartNotInit
7 = Strict scale
StrictScale
8 = Try to scale
TryToScale
9 = Stay on bid side
StayBid
A = No cross (cross is forbidden)
B
NoCross
O
= OK to cross
OpenPeg
C = Call first
D
CallFirst
N
= Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)
NonNego
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
H = Reinstate on system failue (mutually exclusive with Q)
RestateOnSysFail
I = Institutions only
InstitOnly
J = Reinstate on Trading Halt (mutually exclusive with K)
RestateOnTradingHalt
K = Cancel on Trading Halt (mutually exclusive with J)
CancelOnTradingHalt
L = Last peg (last sale)
M
LastPeg
3
= Mid-price peg (midprice of inside quote)
N
GoAlong
B
= Non-negotiable
O
OkCross
1
= 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
NotHeld
[6] AvgPx Reqd Optional OptionalMandatory
[221] BenchmarkCurveName Values EONIA = EONIA
EUREPO = EUREPO
Euribor = Euribor
FutureSWAP = FutureSWAP
LIBID = LIBID
LIBOR = LIBOR (London Inter-Bank Offer)
MuniAAA = MuniAAA
OTHER = OTHER
Pfandbrief = Pfandbriefe
SONIA = SONIA
SWAP = SWAP
Treasury = Treasury
EONIA SWAP = EONIA
EUREPO
SWAP
LIBID
= EUREPO
LIBID
OTHER = OTHER
Treasury = Treasury
Euribor = Euribor
Pfandbrief = Pfandbriefe
FutureSWAP = FutureSWAP
LIBID MuniAAA = LIBID
MuniAAA
LIBOR = LIBOR (London Inter-Bank Offer)
MuniAAA = MuniAAA
OTHER = OTHER
Pfandbrief = Pfandbriefe
SONIA = SONIA
SWAP = SWAP
Treasury = Treasury
Offers)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Standards - Original [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[571] TradeReportID Reqd Optional OptionalMandatory
[487] TradeReportTransType Values 0 = New
1 = Cancel
2 = Replace
3 = Release
4 = Reverse
5 = Cancel Due To Back Out of Trade
0 N = New
1 = Cancel
2
R = Replace
3 C = Release
4 = Reverse
5 = Cancel Due To Back Out of Trade
Cancel
[150] ExecType Reqd Optional OptionalMandatory
[150] ExecType Values 0 = New
3 = Done for day
4 = Canceled
5 = Replaced
6 = Pending Cancel (e.g. result of Order Cancel Request)
7 = Stopped
8 = Rejected
9 = Suspended
A = Pending New
B = Calculated
C = Expired
D = Restated (Execution Report sent unsolicited by sellside, with ExecRestatementReason (378) set)
E = Pending Replace (e.g. result of Order Cancel/Replace Request)
F = Trade (partial fill or fill)
G = Trade Correct
H = Trade Cancel
I = Order Status
J = Trade in a Clearing Hold
K = Trade has been released to Clearing
L = Triggered or Activated by System
0 = New
3 = Done for day
4 = Canceled
5 = Replaced
6 = Pending Cancel (e.g. result of Order Cancel Request)
7 0 = Stopped
New
1 = Partial fill (Replaced)
2 = Fill (Replaced)
4 = Canceled
5 = Replace
8 = Rejected
9 = Suspended
A = Pending New
B = Calculated
C = Expired
D = Restated (Execution Report (ExecutionRpt sent unsolicited by sellside, with ExecRestatementReason (378) set)
E = Pending Replace (e.g. result of Order Cancel/Replace Request)
F = Trade (partial fill or fill)
G = Trade Correct
Correct (formerly an ExecTransType)
H = Trade Cancel
Cancel (formerly an ExecTransType)
I = Order Status
J
Status (formerly an ExecTransType)
3
= Trade in a Clearing Hold
K
Done for day
7
= Trade has been released to Clearing
L = Triggered or Activated by System
Stopped
[378] ExecRestatementReason Values 0 = GT corporate action
1 = GT renewal / restatement (no corporate action)
2 = Verbal change
3 = Repricing of order
4 = Broker option
5 = Partial decline of OrderQty (e.g. exchange initiated partial cancel)
6 = Cancel on Trading Halt
7 = Cancel on System Failure
8 = Market (Exchange) option
9 = Canceled, not best
10 = Warehouse Recap
11 = Peg Refresh
99 = Other
7 = Cancel on System Failure
0 = GT corporate Corporate action
1 8 = GT renewal / restatement (no corporate action)
2
Market (Exchange) Option
6
= Verbal change
3 = Repricing of order
4 = Broker option
Cancel on Trading Halt
5 = Partial decline of OrderQty (e.g. exchange initiated exchange-initiated partial cancel)
6 4 = Cancel on Trading Halt
7 = Cancel on System Failure
8 = Market (Exchange)
Broker option
9 3 = Canceled, not best
10
Repricing of order
1
= Warehouse Recap
11
GT renewal / restatement (no corporate action)
2
= Peg Refresh
99 = Other
Verbal change
[570] PreviouslyReported Reqd Optional OptionalMandatory
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[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 CP = Future
OPT
Commercial Paper
VRDN
= 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
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= 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
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter Of of Credit
SWING = Swing Line Facility
DINP = Debtor In in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill Of of Exchanges
CD = Certificate Of of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= 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
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be be Announced
AN = Other Anticipation Notes (BAN, BAN, GAN, etc.)
COFO

MIO
= Certificate Of Obligation
Mortgage Interest Only
COFP = Certificate Of of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax Revenue Anticipation Note
VRDN
Time Deposit
GO
= 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
General Obligation Bonds
?
= Wildcard Entry (was "?" in 4.4, used entry (used on Security Definition Request message)
CASH WAR = Cash
Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[60] TransactTime Reqd Optional OptionalMandatory
[63] SettlmntTyp Values 0 = Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1 = Cash (TOD / T+0)
2 = Next Day (TOM / T+1)
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When And If Issued
8 = Sellers Option
9 = T+5
B = Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
0 = Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1 = Cash (TOD / T+0)
2 = Next Day (TOM / T+1)
3 = T+2
4 = T+3
5 = T+4
A = T+1
6 = Future
3 = T+2
2 = Next Day
8 = Sellers Option
1 = Cash
7 = When And If Issued
8 0 = Sellers Option
Regular
9 = T+5
B
T+ 5
4
= Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
T+3
[574] MatchType Values