FIX_4_2

DataTypes

Basic Types
Name
bool
char
float
int
string

Compound Types
Name	Construction
Duration	(int,int,int,int,int,int)
LocalMktDate	(int,int,int)
MonthYear	(int,int,?week)
UTCDateOnly	(int,int,int)
UTCTimeOnly	(int,int,int,?int)
UTCTimestamp	(int,int,int,int,int,int,?int)

Atomic Alias Types
Name	Type
Amt	float
Boolean	bool
DayOfMonth	int
Length	int
NumInGroup	int
Percentage	float
Price	float
PriceOffset	float
Qty	float
SeqNum	int
TagNum	int
data	string

Set Alias Types
Name	Type
MultipleCharValue	{char}
MultipleIntValue	{int}
MultipleStringValue	{string}
MultipleValueChar	{char}
MultipleValueInt	{int}
MultipleValueString	{string}

Message Declarations

6: IOI

Indication of interest messages market merchandise which the broker is buying or selling in either a proprietary or agency capacity.

Tag	Name	Type	Required
15	Currency	Currency

22	IDSource	IDSource

23	IOIid	string	✔

25	IOIQltyInd	IOIQltyInd

26	IOIRefID	string
Required for Cancel and Replace IOITransType messages
27	IOIShares	IOIShares	✔

28	IOITransType	IOITransType	✔

44	Price	Price

48	SecurityID	string

54	Side	Side	✔
Side of Indication Valid values: 1 = Buy 2 = Sell 7 = Undisclosed (for IOIs)
55	Symbol	string	✔

58	Text	string

60	TransactTime	UTCTimestamp

62	ValidUntilTime	UTCTimestamp

65	SymbolSfx	string

106	Issuer	string

107	SecurityDesc	string

130	IOINaturalFlag	IOINaturalFlag

149	URLLink	string
A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html)
167	SecurityType	SecurityType
Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.
200	MaturityMonthYear	MonthYear
Specifiesthe month and year of maturity. Required if MaturityDay is specified.
201	PutOrCall	PutOrCall
For Options.
202	StrikePrice	Price
For Options.
205	MaturityDay	DayOfMonth
Can be used in conjunction with MaturityMonthYear to specify a particular maturity date.
206	OptAttribute	char
For Options.
207	SecurityExchange	Exchange
Can be used to identify the security.
218	SpreadToBenchmark	PriceOffset
For Fixed Income
219	Benchmark	Benchmark
For Fixed Income
223	CouponRate	float
For Fixed Income.
231	ContractMultiplier	float
For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.
348	EncodedIssuerLen	Length
Must be set if EncodedIssuer field is specified and must immediately precede it.
349	EncodedIssuer	data
Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.
350	EncodedSecurityDescLen	Length
Must be set if EncodedSecurityDesc field is specified and must immediately precede it.
351	EncodedSecurityDesc	data
Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.
354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
	IOIIOIQualifiers	IOIIOIQualifiers	✔

	IOIRoutingIDs	IOIRoutingIDs	✔

7: Advertisement

Advertisement messages are used to announce completed transactions.

Tag	Name	Type	Required
2	AdvId	string	✔

3	AdvRefID	string
Required for Cancel and Replace AdvTransType messages
4	AdvSide	AdvSide	✔

5	AdvTransType	AdvTransType	✔

15	Currency	Currency

22	IDSource	IDSource

30	LastMkt	Exchange

44	Price	Price

48	SecurityID	string

53	Shares	Qty	✔

55	Symbol	string	✔

58	Text	string

60	TransactTime	UTCTimestamp

65	SymbolSfx	string

75	TradeDate	LocalMktDate

106	Issuer	string

107	SecurityDesc	string

149	URLLink	string
A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html)
167	SecurityType	SecurityType
Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.
200	MaturityMonthYear	MonthYear
Specifiesthe month and year of maturity. Required if MaturityDay is specified.
201	PutOrCall	PutOrCall
For Options.
202	StrikePrice	Price
For Options.
205	MaturityDay	DayOfMonth
Can be used in conjunction with MaturityMonthYear to specify a particular maturity date.
206	OptAttribute	char
For Options.
207	SecurityExchange	Exchange
Can be used to identify the security.
223	CouponRate	float
For Fixed Income.
231	ContractMultiplier	float
For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.
336	TradingSessionID	string

348	EncodedIssuerLen	Length
Must be set if EncodedIssuer field is specified and must immediately precede it.
349	EncodedIssuer	data
Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.
350	EncodedSecurityDescLen	Length
Must be set if EncodedSecurityDesc field is specified and must immediately precede it.
351	EncodedSecurityDesc	data
Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.
354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

8: ExecutionReport

The execution report message is used to:

1. Confirm the receipt of an order

2. Confirm changes to an existing order (i.e. accept cancel and replace requests)

3. Relay order status information

4. Relay fill information on working orders

5. Reject orders

6. Report post-trade fees calculations associated with a trade

Tag	Name	Type	Required
1	Account	string
Required for executions against electronically submitted orders which were assigned an account by the institution
6	AvgPx	Price	✔

11	ClOrdID	string
Required for executions against electronically submitted orders which were assigned an ID by the institution. Not required for orders manually entered by the broker.
12	Commission	Amt
On a fill/partial fill messages, it represents value for that fill/partial fill, on ExecType=Calculated, it represents cumulative value for the order. Monetary commission values are expressed in the currency reflected by the Currency field.
13	CommType	CommType

14	CumQty	Qty	✔
Currently executed shares for chain of orders.
15	Currency	Currency

17	ExecID	string	✔
Must be unique for each Execution Report message
18	ExecInst	ExecInst
Can contain multiple instructions, space delimited.
19	ExecRefID	string
Required for Cancel and Correct ExecTransType messages
20	ExecTransType	ExecTransType	✔

21	HandlInst	HandlInst

22	IDSource	IDSource

29	LastCapacity	LastCapacity

30	LastMkt	Exchange

31	LastPx	Price
Price of this (last) fill. Not required for ExecTransType = 3 (Status), Should represent the "all-in" (LastSpotRate + LastForwardPoints) rate for F/X orders. ). When required, should be "0" for non-fills ("fill" defined as ExecTransType=New and ExecType=Partial Fill or Fill) unless noted below. If ExecType=Stopped, represents the price stopped/guaranteed/protected at.
32	LastShares	Qty
Quantity of shares bought/sold on this (last) fill. Not required ExecTransType = 3 (Status). When required, should be "0" for non-fills ("fill" defined as ExecTransType=New and ExecType=Partial Fill or Fill) unless noted below. If ExecType=Stopped, represents the quantity stopped/guaranteed/protected for.
37	OrderID	string	✔
OrderID is required to be unique for each chain of orders.
38	OrderQty	Qty
Either CashOrderQty or OrderQty is required. Not required for a rejected cash order or an order ack for a cash order.
39	OrdStatus	OrdStatus	✔
Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx
40	OrdType	OrdType

41	OrigClOrdID	string
Conditionally required for response to an electronic Cancel or Cancel/Replace request (ExecType=PendingCancel, Replaced, or Canceled). ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order.
44	Price	Price
Required if specified on the order
47	Rule80A	Rule80A

48	SecurityID	string

54	Side	Side	✔

55	Symbol	string	✔

58	Text	string

59	TimeInForce	TimeInForce
Absence of this field indicates Day order
60	TransactTime	UTCTimestamp
Time the transaction represented by this ExecutionReport occurred
63	SettlmntTyp	SettlmntTyp
Absence of this field is interpreted as Regular.
64	FutSettDate	LocalMktDate
Required when SettlmntTyp = 6 (Future) or SettlmntTyp = 8 (Sellers Option)
65	SymbolSfx	string

66	ListID	string
Required for executions against orders which were submitted as part of a list.
75	TradeDate	LocalMktDate
Used when reporting other than current day trades.
76	ExecBroker	string
Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID).
77	OpenClose	OpenClose
For options
99	StopPx	Price
Required if specified on the order
103	OrdRejReason	OrdRejReason
For optional use with ExecType = 8 (Rejected)
106	Issuer	string

107	SecurityDesc	string

109	ClientID	string
Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID).
110	MinQty	Qty

111	MaxFloor	Qty

113	ReportToExch	ReportToExch

119	SettlCurrAmt	Amt
Used to report results of forex accommodation trade
120	SettlCurrency	Currency
Used to report results of forex accommodation trade
126	ExpireTime	UTCTimestamp
Conditionally required if TimeInForce = GTD and ExpireDate is not specified.
150	ExecType	ExecType	✔
Describes the type of execution report. Same possible values as OrdStatus.
151	LeavesQty	Qty	✔
Amount of shares open for further execution. If the OrdStatus is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty - CumQty.
152	CashOrderQty	Qty
Either CashOrderQty or OrderQty is required. Specifies the approximate "monetary quantity" conveyed on the order. Broker is responsible for converting and calculating OrderQty in shares for subsequent messages involving fills.
155	SettlCurrFxRate	float
Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency
156	SettlCurrFxRateCalc	char
Specifies whether the SettlCurrFxRate should be multiplied or divided
167	SecurityType	SecurityType
Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.
168	EffectiveTime	UTCTimestamp
Time specified on the order at which the order should be considered valid
192	OrderQty2	Qty
Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.
193	FutSettDate2	LocalMktDate
Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.
194	LastSpotRate	Price
Applicable for F/X orders
195	LastForwardPoints	PriceOffset
Applicable for F/X orders
198	SecondaryOrderID	string
Can be used to provide order id used by exchange or executing system.
200	MaturityMonthYear	MonthYear
Specifiesthe month and year of maturity. Required if MaturityDay is specified.
201	PutOrCall	PutOrCall
For Options.
202	StrikePrice	Price
For Options.
205	MaturityDay	DayOfMonth
Can be used in conjunction with MaturityMonthYear to specify a particular maturity date.
206	OptAttribute	char
For Options.
207	SecurityExchange	Exchange
Can be used to identify the security.
210	MaxShow	Qty

211	PegDifference	PriceOffset
Required if specified on the order
223	CouponRate	float
For Fixed Income.
231	ContractMultiplier	float
For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.
336	TradingSessionID	string

348	EncodedIssuerLen	Length
Must be set if EncodedIssuer field is specified and must immediately precede it.
349	EncodedIssuer	data
Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.
350	EncodedSecurityDescLen	Length
Must be set if EncodedSecurityDesc field is specified and must immediately precede it.
351	EncodedSecurityDesc	data
Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.
354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
376	ComplianceID	string

377	SolicitedFlag	SolicitedFlag

378	ExecRestatementReason	ExecRestatementReason
Required for ExecType = D (Restated).
381	GrossTradeAmt	Amt

388	DiscretionInst	DiscretionInst
Code to identify the price a DiscretionOffset is related to and should be mathematically added to. Required if DiscretionOffset is specified.
389	DiscretionOffset	PriceOffset
Amount (signed) added to the "related to" price specified via DiscretionInst.
424	DayOrderQty	Qty
For GT orders on days following the day of the first trade.
425	DayCumQty	Qty
For GT orders on days following the day of the first trade.
426	DayAvgPx	Price
For GT orders on days following the day of the first trade.
427	GTBookingInst	GTBookingInst
States whether executions are booked out or accumulated on a partially filled GT order
432	ExpireDate	LocalMktDate
Conditionally required if TimeInForce = GTD and ExpireTime is not specified.
439	ClearingFirm	string

440	ClearingAccount	string

442	MultiLegReportingType	MultiLegReportingType
Default is a single security if not specified.
	ExecutionReportContraBrokers	ExecutionReportContraBrokers	✔

9: OrderCancelReject

The order cancel reject message is issued by the broker upon receipt of a cancel request or cancel/replace request message which cannot be honored.

Tag	Name	Type	Required
1	Account	string

11	ClOrdID	string	✔
Unique order id assigned by institution to the cancel request or to the replacement order.
37	OrderID	string	✔
If CxlRejReason="Unknown order", specify "NONE".
39	OrdStatus	OrdStatus	✔
OrdStatus value after this cancel reject is applied.
41	OrigClOrdID	string	✔
ClOrdID which could not be canceled/replaced. ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order.
58	Text	string

60	TransactTime	UTCTimestamp

66	ListID	string
Required for rejects against orders which were submitted as part of a list.
76	ExecBroker	string
Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID).
102	CxlRejReason	CxlRejReason

109	ClientID	string
Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID).
198	SecondaryOrderID	string
Can be used to provide order id used by exchange or executing system.
354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
434	CxlRejResponseTo	CxlRejResponseTo	✔

B: News

The news message is a general free format message between the broker and institution.

Tag	Name	Type	Required
42	OrigTime	UTCTimestamp

61	Urgency	Urgency

95	RawDataLength	Length

96	RawData	data

148	Headline	string	✔
Specifies the headline text
149	URLLink	string
A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html)
358	EncodedHeadlineLen	Length
Must be set if EncodedHeadline field is specified and must immediately precede it.
359	EncodedHeadline	data
Encoded (non-ASCII characters) representation of the Headline field in the encoded format specified via the MessageEncoding field.
	NewsLinesOfText	NewsLinesOfText	✔

	NewsRelatedSym	NewsRelatedSym	✔

	NewsRoutingIDs	NewsRoutingIDs	✔

C: Email

The email message is similar to the format and purpose of to the News message, however, it is intended for private use between two parties.

Tag	Name	Type	Required
11	ClOrdID	string

37	OrderID	string

42	OrigTime	UTCTimestamp

94	EmailType	EmailType	✔

95	RawDataLength	Length

96	RawData	data

147	Subject	string	✔
Specifies the Subject text
164	EmailThreadID	string	✔
Unique identifier for the email message thread
356	EncodedSubjectLen	Length
Must be set if EncodedSubject field is specified and must immediately precede it.
357	EncodedSubject	data
Encoded (non-ASCII characters) representation of the Subject field in the encoded format specified via the MessageEncoding field.
	EmailLinesOfText	EmailLinesOfText	✔

	EmailRelatedSym	EmailRelatedSym	✔

	EmailRoutingIDs	EmailRoutingIDs	✔

D: OrderSingle

The new order message type is used by institutions wishing to electronically submit securities and forex orders to a broker for execution.

Tag	Name	Type	Required
1	Account	string

11	ClOrdID	string	✔
Unique identifier of the order as assigned by institution.
12	Commission	Amt

13	CommType	CommType

15	Currency	Currency

18	ExecInst	ExecInst
Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified.
21	HandlInst	HandlInst	✔

22	IDSource	IDSource

23	IOIid	string
Required for Previously Indicated Orders (OrdType=E)
38	OrderQty	Qty
Either CashOrderQty or OrderQty is required. Note that either, but not both, CashOrderQty or OrderQty should be specified.
40	OrdType	OrdType	✔

44	Price	Price
Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc.
47	Rule80A	Rule80A

48	SecurityID	string

54	Side	Side	✔

55	Symbol	string	✔

58	Text	string

59	TimeInForce	TimeInForce
Absence of this field indicates Day order
60	TransactTime	UTCTimestamp	✔
Time this order request was initiated/released by the trader or trading system.
63	SettlmntTyp	SettlmntTyp
Absence of this field is interpreted as Regular.
64	FutSettDate	LocalMktDate
Required when SettlmntTyp = 6 (Future) or SettlmntTyp = 8 (Sellers Option)
65	SymbolSfx	string

76	ExecBroker	string
Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID).
77	OpenClose	OpenClose
For options
81	ProcessCode	ProcessCode
Used to identify soft trades at order entry.
99	StopPx	Price
Required for OrdType = "Stop" or OrdType = "Stop limit".
100	ExDestination	Exchange

106	Issuer	string

107	SecurityDesc	string

109	ClientID	string
Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID).
110	MinQty	Qty

111	MaxFloor	Qty

114	LocateReqd	LocateReqd
Required for short sell orders
117	QuoteID	string
Required for Previously Quoted Orders (OrdType=D)
120	SettlCurrency	Currency
Required if ForexReq = Y.
121	ForexReq	ForexReq
Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.
126	ExpireTime	UTCTimestamp
Conditionally required if TimeInForce = GTD and ExpireDate is not specified.
140	PrevClosePx	Price
Useful for verifying security identification
152	CashOrderQty	Qty
Either CashOrderQty or OrderQty is required. Note that either, but not both, CashOrderQty or OrderQty should be specified. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in shares for subsequent messages.
167	SecurityType	SecurityType
Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.
168	EffectiveTime	UTCTimestamp
Can specify the time at which the order should be considered valid
192	OrderQty2	Qty
Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.
193	FutSettDate2	LocalMktDate
Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.
200	MaturityMonthYear	MonthYear
Specifiesthe month and year of maturity. Required if MaturityDay is specified.
201	PutOrCall	PutOrCall
For Options.
202	StrikePrice	Price
For Options.
203	CoveredOrUncovered	CoveredOrUncovered
For options
204	CustomerOrFirm	CustomerOrFirm
For options when delivering the order to execution system/exchange.
205	MaturityDay	DayOfMonth
Can be used in conjunction with MaturityMonthYear to specify a particular maturity date.
206	OptAttribute	char
For Options.
207	SecurityExchange	Exchange
Can be used to identify the security.
210	MaxShow	Qty

211	PegDifference	PriceOffset
Amount (signed) added to the price of the peg
223	CouponRate	float
For Fixed Income.
231	ContractMultiplier	float
For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.
348	EncodedIssuerLen	Length
Must be set if EncodedIssuer field is specified and must immediately precede it.
349	EncodedIssuer	data
Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.
350	EncodedSecurityDescLen	Length
Must be set if EncodedSecurityDesc field is specified and must immediately precede it.
351	EncodedSecurityDesc	data
Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.
354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
376	ComplianceID	string

377	SolicitedFlag	SolicitedFlag

388	DiscretionInst	DiscretionInst
Code to identify the price a DiscretionOffset is related to and should be mathematically added to. Required if DiscretionOffset is specified.
389	DiscretionOffset	PriceOffset
Amount (signed) added to the "related to" price specified via DiscretionInst.
427	GTBookingInst	GTBookingInst
States whether executions are booked out or accumulated on a partially filled GT order
432	ExpireDate	LocalMktDate
Conditionally required if TimeInForce = GTD and ExpireTime is not specified.
439	ClearingFirm	string

440	ClearingAccount	string

	OrderSingleAllocs	OrderSingleAllocs	✔

	OrderSingleTradingSessions	OrderSingleTradingSessions	✔

E: OrderList

The NewOrderList Message can be used in one of two ways depending on which market conventions are being followed.

Tag	Name	Type	Required
66	ListID	string	✔
Must be unique, by customer, for the day
68	TotNoOrders	int	✔
Used to support fragmentation. Sum of NoOrders across all messages with the same ListID.
69	ListExecInst	string
Free-form text.
352	EncodedListExecInstLen	Length
Must be set if EncodedListExecInst field is specified and must immediately precede it.
353	EncodedListExecInst	data
Encoded (non-ASCII characters) representation of the ListExecInst field in the encoded format specified via the MessageEncoding field.
390	BidID	string
Should refer to an earlier program if bidding took place.
391	ClientBidID	string

394	BidType	int	✔
e.g. Non Disclosed Model, Disclosed Model, No Bidding Process
414	ProgRptReqs	ProgRptReqs

415	ProgPeriodInterval	int

433	ListExecInstType	ListExecInstType
Controls when execution should be begin.
	OrderListAllocs	OrderListAllocs	✔

	OrderListOrders	OrderListOrders	✔

	OrderListTradingSessions	OrderListTradingSessions	✔

F: OrderCancelRequest

The order cancel request message requests the cancellation of all of the remaining quantity of an existing order.

Tag	Name	Type	Required
1	Account	string

11	ClOrdID	string	✔
Unique ID of cancel request as assigned by the institution.
22	IDSource	IDSource

37	OrderID	string
Unique identifier of most recent order as assigned by broker.
38	OrderQty	Qty
Either CashOrderQty or OrderQty is required. OrderQty = CumQty + LeavesQty (see exceptions above)
41	OrigClOrdID	string	✔
ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order.
48	SecurityID	string

54	Side	Side	✔

55	Symbol	string	✔

58	Text	string

60	TransactTime	UTCTimestamp	✔
Time this order request was initiated/released by the trader or trading system.
65	SymbolSfx	string

66	ListID	string
Required for List Orders
76	ExecBroker	string
Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID).
106	Issuer	string

107	SecurityDesc	string

109	ClientID	string
Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID).
152	CashOrderQty	Qty
Either CashOrderQty or OrderQty is required. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in shares for subsequent messages.
167	SecurityType	SecurityType
Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.
200	MaturityMonthYear	MonthYear
Specifiesthe month and year of maturity. Required if MaturityDay is specified.
201	PutOrCall	PutOrCall
For Options.
202	StrikePrice	Price
For Options.
205	MaturityDay	DayOfMonth
Can be used in conjunction with MaturityMonthYear to specify a particular maturity date.
206	OptAttribute	char
For Options.
207	SecurityExchange	Exchange
Can be used to identify the security.
223	CouponRate	float
For Fixed Income.
231	ContractMultiplier	float
For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.
348	EncodedIssuerLen	Length
Must be set if EncodedIssuer field is specified and must immediately precede it.
349	EncodedIssuer	data
Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.
350	EncodedSecurityDescLen	Length
Must be set if EncodedSecurityDesc field is specified and must immediately precede it.
351	EncodedSecurityDesc	data
Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.
354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
376	ComplianceID	string

377	SolicitedFlag	SolicitedFlag

G: OrderCancelReplaceRequest

The order cancel/replace request is used to change the parameters of an existing order.

Tag	Name	Type	Required
1	Account	string

11	ClOrdID	string	✔
Unique identifier of replacement order as assigned by institution. Note that this identifier will be used in ClOrdID field of the Cancel Reject message if the replacement request is rejected.
12	Commission	Amt

13	CommType	CommType

15	Currency	Currency
Must match original order.
18	ExecInst	ExecInst
Can contain multiple instructions, space delimited. Replacement order must be created with new parameters (i.e. original order values will not be brought forward to replacement order unless redefined within this message).
21	HandlInst	HandlInst	✔

22	IDSource	IDSource
Must match original order
37	OrderID	string
Unique identifier of most recent order as assigned by broker.
38	OrderQty	Qty
Either CashOrderQty or OrderQty is required. Note that either, but not both, CashOrderQty or OrderQty should be specified. Should be the "Total Intended Order Quantity" (including the amount already executed for this chain of orders)
40	OrdType	OrdType	✔

41	OrigClOrdID	string	✔
ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order.
44	Price	Price
Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc.
47	Rule80A	Rule80A
Must match original order
48	SecurityID	string
Must match original order
54	Side	Side	✔
Must match original side, however, Buy and Buy Minus can be interchanged as well as Sell and Sell Plus
55	Symbol	string	✔
Must match original order
58	Text	string

59	TimeInForce	TimeInForce
Absence of this field indicates Day order
60	TransactTime	UTCTimestamp	✔
Time this order request was initiated/released by the trader or trading system.
63	SettlmntTyp	SettlmntTyp
Absence of this field is interpreted as Regular.
64	FutSettDate	LocalMktDate
Required when SettlmntTyp = 6 (Future) or SettlmntTyp = 8 (Sellers Option)
65	SymbolSfx	string

66	ListID	string
Required for List Orders
76	ExecBroker	string
Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID).
77	OpenClose	OpenClose
For options
99	StopPx	Price
Required for OrdType = "Stop" or OrdType = "Stop limit".
100	ExDestination	Exchange

106	Issuer	string

107	SecurityDesc	string

109	ClientID	string
Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID).
110	MinQty	Qty

111	MaxFloor	Qty

114	LocateReqd	LocateReqd

120	SettlCurrency	Currency
Required if ForexReq = Y.
121	ForexReq	ForexReq
Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.
126	ExpireTime	UTCTimestamp
Conditionally required if TimeInForce = GTD and ExpireDate is not specified.
152	CashOrderQty	Qty
Either CashOrderQty or OrderQty is required. Note that either, but not both, CashOrderQty or OrderQty should be specified. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in shares for subsequent messages.
167	SecurityType	SecurityType
Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.
168	EffectiveTime	UTCTimestamp
Can specify the time at which the order should be considered valid
192	OrderQty2	Qty
Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.
193	FutSettDate2	LocalMktDate
Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.
200	MaturityMonthYear	MonthYear
Specifiesthe month and year of maturity. Required if MaturityDay is specified.
201	PutOrCall	PutOrCall
For Options.
202	StrikePrice	Price
For Options.
203	CoveredOrUncovered	CoveredOrUncovered
For options
204	CustomerOrFirm	CustomerOrFirm
For options when delivering the order to execution system/exchange.
205	MaturityDay	DayOfMonth
Can be used in conjunction with MaturityMonthYear to specify a particular maturity date.
206	OptAttribute	char
For Options.
207	SecurityExchange	Exchange
Can be used to identify the security.
210	MaxShow	Qty

211	PegDifference	PriceOffset
Amount (signed) added to the price of the peg
223	CouponRate	float
For Fixed Income.
231	ContractMultiplier	float
For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.
348	EncodedIssuerLen	Length
Must be set if EncodedIssuer field is specified and must immediately precede it.
349	EncodedIssuer	data
Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.
350	EncodedSecurityDescLen	Length
Must be set if EncodedSecurityDesc field is specified and must immediately precede it.
351	EncodedSecurityDesc	data
Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.
354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
376	ComplianceID	string

377	SolicitedFlag	SolicitedFlag

388	DiscretionInst	DiscretionInst
Code to identify the price a DiscretionOffset is related to and should be mathematically added to. Required if DiscretionOffset is specified.
389	DiscretionOffset	PriceOffset
Amount (signed) added to the "related to" price specified via DiscretionInst.
427	GTBookingInst	GTBookingInst
States whether executions are booked out or accumulated on a partially filled GT order
432	ExpireDate	LocalMktDate
Conditionally required if TimeInForce = GTD and ExpireTime is not specified.
439	ClearingFirm	string

440	ClearingAccount	string

	OrderCancelReplaceRequestAllocs	OrderCancelReplaceRequestAllocs	✔

	OrderCancelReplaceRequestTradingSessions	OrderCancelReplaceRequestTradingSessions	✔

H: OrderStatusRequest

The order status request message is used by the institution to generate an order status message back from the broker.

Tag	Name	Type	Required
1	Account	string

11	ClOrdID	string	✔

22	IDSource	IDSource

37	OrderID	string

48	SecurityID	string

54	Side	Side	✔

55	Symbol	string	✔

65	SymbolSfx	string

76	ExecBroker	string
Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID).
106	Issuer	string

107	SecurityDesc	string

109	ClientID	string
Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID).
167	SecurityType	SecurityType
Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.
200	MaturityMonthYear	MonthYear
Specifiesthe month and year of maturity. Required if MaturityDay is specified.
201	PutOrCall	PutOrCall
For Options.
202	StrikePrice	Price
For Options.
205	MaturityDay	DayOfMonth
Can be used in conjunction with MaturityMonthYear to specify a particular maturity date.
206	OptAttribute	char
For Options.
207	SecurityExchange	Exchange
Can be used to identify the security.
223	CouponRate	float
For Fixed Income.
231	ContractMultiplier	float
For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.
348	EncodedIssuerLen	Length
Must be set if EncodedIssuer field is specified and must immediately precede it.
349	EncodedIssuer	data
Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.
350	EncodedSecurityDescLen	Length
Must be set if EncodedSecurityDesc field is specified and must immediately precede it.
351	EncodedSecurityDesc	data
Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

J: Allocation

The Allocation message provides the ability to specify how an order or set of orders should be subdivided amongst one or more accounts.

Tag	Name	Type	Required
6	AvgPx	Price	✔
For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points).
15	Currency	Currency
Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted.
22	IDSource	IDSource

30	LastMkt	Exchange
Market of the executions.
48	SecurityID	string

53	Shares	Qty	✔
Total number of shares allocated to all accounts
54	Side	Side	✔

55	Symbol	string	✔

58	Text	string

60	TransactTime	UTCTimestamp
Date/time when allocation is generated
63	SettlmntTyp	SettlmntTyp
Absence of this field is interpreted as Regular
64	FutSettDate	LocalMktDate
"Settlement Date". Required with SettlmntTyp other than regular
65	SymbolSfx	string

70	AllocID	string	✔

71	AllocTransType	AllocTransType	✔

72	RefAllocID	string
Required for AllocTransType = Calculated, Replace, or Cancel
74	AvgPrxPrecision	int
Absence of this field indicates that default precision arranged by the broker/institution is to be used
75	TradeDate	LocalMktDate	✔

77	OpenClose	OpenClose

106	Issuer	string

107	SecurityDesc	string

118	NetMoney	Amt
Expressed in same currency as AvgPx. Sum of AllocNetMoney.
157	NumDaysInterest	int
Applicable for Convertible Bonds and fixed income
158	AccruedInterestRate	float
Applicable for Convertible Bonds and fixed income
167	SecurityType	SecurityType
Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.
196	AllocLinkID	string
Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps"
197	AllocLinkType	AllocLinkType
Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified.
200	MaturityMonthYear	MonthYear
Specifiesthe month and year of maturity. Required if MaturityDay is specified.
201	PutOrCall	PutOrCall
For Options.
202	StrikePrice	Price
For Options.
205	MaturityDay	DayOfMonth
Can be used in conjunction with MaturityMonthYear to specify a particular maturity date.
206	OptAttribute	char
For Options.
207	SecurityExchange	Exchange
Can be used to identify the security.
223	CouponRate	float
For Fixed Income.
231	ContractMultiplier	float
For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.
336	TradingSessionID	string

348	EncodedIssuerLen	Length
Must be set if EncodedIssuer field is specified and must immediately precede it.
349	EncodedIssuer	data
Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.
350	EncodedSecurityDescLen	Length
Must be set if EncodedSecurityDesc field is specified and must immediately precede it.
351	EncodedSecurityDesc	data
Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.
354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
381	GrossTradeAmt	Amt
Expressed in same currency as AvgPx. Sum of (AllocShares * AllocAvgPx or AllocPrice).
	AllocationAllocs	AllocationAllocs	✔

	AllocationExecs	AllocationExecs	✔

	AllocationMiscFees	AllocationMiscFees	✔

	AllocationOrders	AllocationOrders	✔

K: ListCancelRequest

The list cancel request message type is used by institutions wishing to cancel previously submitted lists either before or during execution.

Tag	Name	Type	Required
58	Text	string

60	TransactTime	UTCTimestamp	✔
Time this order request was initiated/released by the trader or trading system.
66	ListID	string	✔

354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

L: ListExecute

The list execute message type is used by institutions to instruct the broker to begin execution of a previously submitted list.

Tag	Name	Type	Required
58	Text	string

60	TransactTime	UTCTimestamp	✔
Time this order request was initiated/released by the trader or trading system.
66	ListID	string	✔
Must be unique, by customer, for the day
354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
390	BidID	string

391	ClientBidID	string
Used with BidType=Disclosed to provide the sell side the ability to determine the direction of the trade to execute.

M: ListStatusRequest

The list status request message type is used by institutions to instruct the broker to generate status messages for a list.

Tag	Name	Type	Required
58	Text	string

66	ListID	string	✔

354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

N: ListStatus

The list status message is issued as the response to a List Status Request message sent in an unsolicited fashion by the sell-side.

Tag	Name	Type	Required
60	TransactTime	UTCTimestamp

66	ListID	string	✔

68	TotNoOrders	int	✔
Used to support fragmentation. Sum of NoOrders across all messages with the same ListID.
82	NoRpts	int	✔
Total number of messages required to status complete list.
83	RptSeq	int	✔
Sequence number of this report message.
429	ListStatusType	int	✔

431	ListOrderStatus	int	✔

444	ListStatusText	string

445	EncodedListStatusTextLen	Length
Must be set if EncodedListStatusText field is specified and must immediately precede it.
446	EncodedListStatusText	data
Encoded (non-ASCII characters) representation of the ListStatusText field in the encoded format specified via the MessageEncoding field.
	ListStatusOrders	ListStatusOrders	✔

P: AllocationInstructionAck

The allocation ACK message is used to acknowledge the receipt and status of an allocation message received from the institution.

Tag	Name	Type	Required
58	Text	string
Can include explanation for AllocRejCode = 7 (other)
60	TransactTime	UTCTimestamp
Date/Time AllocationACK generated
70	AllocID	string	✔

75	TradeDate	LocalMktDate	✔

76	ExecBroker	string
Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID).
87	AllocStatus	AllocStatus	✔

88	AllocRejCode	AllocRejCode
Required for AllocStatus = 1 (rejected)
109	ClientID	string
Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID).
354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

Q: DontKnowTrade

The Don’t Know Trade (DK) message notifies a trading partner that an electronically received execution has been rejected.

Tag	Name	Type	Required
17	ExecID	string	✔
Execution ID of problem execution
22	IDSource	IDSource

31	LastPx	Price
Required if specified on the ExecutionRpt
32	LastShares	Qty
Required if specified on the ExecutionRpt
37	OrderID	string	✔
Broker Order ID as identified on problem execution
38	OrderQty	Qty
Either CashOrderQty or OrderQty is required.
48	SecurityID	string

54	Side	Side	✔

55	Symbol	string	✔

58	Text	string

65	SymbolSfx	string

106	Issuer	string

107	SecurityDesc	string

127	DKReason	DKReason	✔

152	CashOrderQty	Qty
Either CashOrderQty or OrderQty is required. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in shares for subsequent messages.
167	SecurityType	SecurityType
Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.
200	MaturityMonthYear	MonthYear
Specifiesthe month and year of maturity. Required if MaturityDay is specified.
201	PutOrCall	PutOrCall
For Options.
202	StrikePrice	Price
For Options.
205	MaturityDay	DayOfMonth
Can be used in conjunction with MaturityMonthYear to specify a particular maturity date.
206	OptAttribute	char
For Options.
207	SecurityExchange	Exchange
Can be used to identify the security.
223	CouponRate	float
For Fixed Income.
231	ContractMultiplier	float
For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.
348	EncodedIssuerLen	Length
Must be set if EncodedIssuer field is specified and must immediately precede it.
349	EncodedIssuer	data
Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.
350	EncodedSecurityDescLen	Length
Must be set if EncodedSecurityDesc field is specified and must immediately precede it.
351	EncodedSecurityDesc	data
Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.
354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

R: QuoteRequest

In some markets it is the practice to request quotes from brokers prior to placement of an order. The quote request message is used for this purpose.

Tag	Name	Type	Required
131	QuoteReqID	string	✔

	QuoteRequestRelatedSym	QuoteRequestRelatedSym	✔

S: Quote

The quote message is used as the response to a Quote Request message and can be used to publish unsolicited quotes.

Tag	Name	Type	Required
15	Currency	Currency
Can be used to specify the currency of the quoted price.
22	IDSource	IDSource

40	OrdType	OrdType
Can be used to specify the type of order the quote is for
48	SecurityID	string

55	Symbol	string	✔

60	TransactTime	UTCTimestamp

62	ValidUntilTime	UTCTimestamp

64	FutSettDate	LocalMktDate
Can be used with forex quotes to specify a specific "value date"
65	SymbolSfx	string

106	Issuer	string

107	SecurityDesc	string

117	QuoteID	string	✔

131	QuoteReqID	string
Required when quote is in response to a Quote Request message
132	BidPx	Price
If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified.
133	OfferPx	Price
If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified.
134	BidSize	Qty

135	OfferSize	Qty

167	SecurityType	SecurityType
Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.
188	BidSpotRate	Price
May be applicable for F/X quotes
189	BidForwardPoints	PriceOffset
May be applicable for F/X quotes
190	OfferSpotRate	Price
May be applicable for F/X quotes
191	OfferForwardPoints	PriceOffset
May be applicable for F/X quotes
192	OrderQty2	Qty
Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.
193	FutSettDate2	LocalMktDate
Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.
200	MaturityMonthYear	MonthYear
Specifiesthe month and year of maturity. Required if MaturityDay is specified.
201	PutOrCall	PutOrCall
For Options.
202	StrikePrice	Price
For Options.
205	MaturityDay	DayOfMonth
Can be used in conjunction with MaturityMonthYear to specify a particular maturity date.
206	OptAttribute	char
For Options.
207	SecurityExchange	Exchange
Can be used to identify the security.
223	CouponRate	float
For Fixed Income.
231	ContractMultiplier	float
For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.
301	QuoteResponseLevel	QuoteResponseLevel
Level of Response requested from receiver of quote messages.
336	TradingSessionID	string

348	EncodedIssuerLen	Length
Must be set if EncodedIssuer field is specified and must immediately precede it.
349	EncodedIssuer	data
Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.
350	EncodedSecurityDescLen	Length
Must be set if EncodedSecurityDesc field is specified and must immediately precede it.
351	EncodedSecurityDesc	data
Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

T: SettlementInstructions

The Settlement Instructions message provides either the broker’s or the institution’s instructions for trade settlement.

Tag	Name	Type	Required
30	LastMkt	Exchange
Required for SettlInstMode=2 or 3, May be required for SettlInstMode=1
54	Side	Side
Required for SettlInstMode=2 or 3, May be required for SettlInstMode=1
60	TransactTime	UTCTimestamp	✔
Date/Time Settlement Instructions were generated
70	AllocID	string
Required for SettlInstMode=2 or 3
75	TradeDate	LocalMktDate
Required for SettlInstMode=2 or 3
76	ExecBroker	string
Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID).
79	AllocAccount	string	✔
Required for SettlInstMode=1, 2, or 3
109	ClientID	string
Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID).
160	SettlInstMode	SettlInstMode	✔
1=Standing Instructions, 2=Specific Allocation Account Overriding, 3=Specific Allocation Account Standing
162	SettlInstID	string	✔
Unique message ID regardless of SettlInstMode
163	SettlInstTransType	SettlInstTransType	✔
New, Replace, or Cancel
165	SettlInstSource	SettlInstSource	✔
1=Broker’s Settlement Instructions, 2=Institution’s Settlement Instructions
166	SettlLocation	SettlLocation
Required for SettlInstMode=2 or 3, may be required for SettlInstMode=1 (i.e. may not be required if StandInstDbType and StandInstDbID are used)
167	SecurityType	SecurityType
May be required for SettlInstMode=1
168	EffectiveTime	UTCTimestamp
May be required for SettlInstMode=1 (timestamp when it goes in to effect)
169	StandInstDbType	StandInstDbType
1=DTC SID, 2=Thomson ALERT, 3=Global Custodian’s, etc.
170	StandInstDbName	string
Name of StandInstDbType (i.e. DTC, Global Custodian’s name)
171	StandInstDbID	string
Identifier used within the StandInstDbType
172	SettlDeliveryType	int

173	SettlDepositoryCode	string
Applicable when SettlLocation is a depository
174	SettlBrkrCode	string

175	SettlInstCode	string

176	SecuritySettlAgentName	string
Applicable when settlement is being performed at a country vs. a depository
177	SecuritySettlAgentCode	string
Applicable when settlement is being performed at a country vs. a depository
178	SecuritySettlAgentAcctNum	string
Applicable when settlement is being performed at a country vs. a depository
179	SecuritySettlAgentAcctName	string
Applicable when settlement is being performed at a country vs. a depository
180	SecuritySettlAgentContactName	string
Applicable when settlement is being performed at a country vs. a depository
181	SecuritySettlAgentContactPhone	string
Applicable when settlement is being performed at a country vs. a depository
182	CashSettlAgentName	string
Applicable when SettlDeliveryType=Free
183	CashSettlAgentCode	string
Applicable when SettlDeliveryType=Free
184	CashSettlAgentAcctNum	string
Applicable when SettlDeliveryType=Free
185	CashSettlAgentAcctName	string
Applicable when SettlDeliveryType=Free
186	CashSettlAgentContactName	string
Applicable when SettlDeliveryType=Free
187	CashSettlAgentContactPhone	string
Applicable when SettlDeliveryType=Free
214	SettlInstRefID	string	✔
Required for Cancel and Replace SettlInstTransType messages
336	TradingSessionID	string

V: MarketDataRequest

Some systems allow the transmission of real-time quote, order, trade and/or other price information on a subscription basis.

Tag	Name	Type	Required
262	MDReqID	string	✔
Must be unique, or the ID of previous Market Data Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2).
263	SubscriptionRequestType	SubscriptionRequestType	✔
SubcriptionRequestType indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counter party.
264	MarketDepth	int	✔

265	MDUpdateType	MDUpdateType
Required if SubscriptionRequestType = Snapshot + Updates (1).
266	AggregatedBook	AggregatedBook

	MarketDataRequestMDEntryTypes	MarketDataRequestMDEntryTypes	✔

	MarketDataRequestRelatedSym	MarketDataRequestRelatedSym	✔

W: MarketDataSnapshotFullRefresh

The Market Data messages are used as the response to a Market Data Request message.

Tag	Name	Type	Required
22	IDSource	IDSource

48	SecurityID	string

55	Symbol	string	✔

65	SymbolSfx	string

106	Issuer	string

107	SecurityDesc	string

167	SecurityType	SecurityType
Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.
200	MaturityMonthYear	MonthYear
Specifiesthe month and year of maturity. Required if MaturityDay is specified.
201	PutOrCall	PutOrCall
For Options.
202	StrikePrice	Price
For Options.
205	MaturityDay	DayOfMonth
Can be used in conjunction with MaturityMonthYear to specify a particular maturity date.
206	OptAttribute	char
For Options.
207	SecurityExchange	Exchange
Can be used to identify the security.
223	CouponRate	float
For Fixed Income.
231	ContractMultiplier	float
For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.
262	MDReqID	string
Conditionally required if this message is in response to a Market Data Request.
291	FinancialStatus	FinancialStatus

292	CorporateAction	CorporateAction

348	EncodedIssuerLen	Length
Must be set if EncodedIssuer field is specified and must immediately precede it.
349	EncodedIssuer	data
Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.
350	EncodedSecurityDescLen	Length
Must be set if EncodedSecurityDesc field is specified and must immediately precede it.
351	EncodedSecurityDesc	data
Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.
387	TotalVolumeTraded	Qty
Total volume traded in this trading session for this security.
	MarketDataSnapshotFullRefreshMDEntries	MarketDataSnapshotFullRefreshMDEntries	✔

X: MarketDataIncrementalRefresh

The second Market Data message format is used for incremental updates.

Tag	Name	Type	Required
262	MDReqID	string
Conditionally required if this message is in response to a Market Data Request.
	MarketDataIncrementalRefreshMDEntries	MarketDataIncrementalRefreshMDEntries	✔

Y: MarketDataRequestReject

The Market Data Request Reject is used when the broker cannot honor the Market Data Request, due to business or technical reasons.

Tag	Name	Type	Required
58	Text	string

262	MDReqID	string	✔
Must refer to the MDReqID of the request.
281	MDReqRejReason	MDReqRejReason

354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

Z: QuoteCancel

The Quote Cancel message is used by an originator of quotes to cancel quotes.

Tag	Name	Type	Required
117	QuoteID	string	✔

131	QuoteReqID	string
Required when quote is in response to a Quote Request message
298	QuoteCancelType	QuoteCancelType	✔
Identifies the type of Quote Cancel request.
301	QuoteResponseLevel	QuoteResponseLevel
Level of Response requested from receiver of quote messages.
336	TradingSessionID	string

	QuoteCancelQuoteEntries	QuoteCancelQuoteEntries	✔

a: QuoteStatusRequest

The quote status request message is used by the institution to generate an execution report that contains the quote status message back from the counterparty.

Tag	Name	Type	Required
22	IDSource	IDSource

48	SecurityID	string

54	Side	Side

55	Symbol	string	✔

65	SymbolSfx	string

106	Issuer	string

107	SecurityDesc	string

117	QuoteID	string

167	SecurityType	SecurityType
Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.
200	MaturityMonthYear	MonthYear
Specifiesthe month and year of maturity. Required if MaturityDay is specified.
201	PutOrCall	PutOrCall
For Options.
202	StrikePrice	Price
For Options.
205	MaturityDay	DayOfMonth
Can be used in conjunction with MaturityMonthYear to specify a particular maturity date.
206	OptAttribute	char
For Options.
207	SecurityExchange	Exchange
Can be used to identify the security.
223	CouponRate	float
For Fixed Income.
231	ContractMultiplier	float
For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.
336	TradingSessionID	string

348	EncodedIssuerLen	Length
Must be set if EncodedIssuer field is specified and must immediately precede it.
349	EncodedIssuer	data
Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.
350	EncodedSecurityDescLen	Length
Must be set if EncodedSecurityDesc field is specified and must immediately precede it.
351	EncodedSecurityDesc	data
Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

b: QuoteAcknowledgement

An optional response to Quote, Mass Quote, Quote Cancel, and Quote Request message is the Quote Acknowledgement message.

Tag	Name	Type	Required
58	Text	string

117	QuoteID	string
Required when acknowledgment is in response to a Quote message
131	QuoteReqID	string
Required when acknowledgment is in response to a Quote Request message
297	QuoteAckStatus	QuoteAckStatus	✔
Status of the quote acknowledgement.
300	QuoteRejectReason	QuoteRejectReason
Reason Quote was rejected.
301	QuoteResponseLevel	QuoteResponseLevel
Level of Response requested from receiver of quote messages. Is echoed back to the counterparty.
336	TradingSessionID	string

	QuoteAcknowledgementQuoteEntries	QuoteAcknowledgementQuoteEntries	✔

	QuoteAcknowledgementQuoteSets	QuoteAcknowledgementQuoteSets	✔

c: SecurityDefinitionRequest

The Security Definition Request message is used for the following:

1. Request a specific Security to be traded with the second party. The request security can be defined as a complex security made up of one or more underlying securities.

2. Request a list of the Security Types that can be traded with the second party.

3. Request a list of Securities that can be traded with the second party. This request can optionally be qualified with Symbol, TradingSessionID, SecurityExchange, and Security Type.

Tag	Name	Type	Required
15	Currency	Currency

22	IDSource	IDSource
Source of the Security ID
48	SecurityID	string
Security ID of the requested Security
55	Symbol	string
Symbol of the requested Security
58	Text	string
Comment, instructions, or other identifying information.
65	SymbolSfx	string
Suffix of the Requested Security
106	Issuer	string

107	SecurityDesc	string

167	SecurityType	SecurityType
Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.
200	MaturityMonthYear	MonthYear
Specifiesthe month and year of maturity. Required if MaturityDay is specified.
201	PutOrCall	PutOrCall
For Options.
202	StrikePrice	Price
For Options.
205	MaturityDay	DayOfMonth
Can be used in conjunction with MaturityMonthYear to specify a particular maturity date.
206	OptAttribute	char
For Options.
207	SecurityExchange	Exchange

223	CouponRate	float
For Fixed Income.
231	ContractMultiplier	float
For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.
320	SecurityReqID	string	✔

321	SecurityRequestType	SecurityRequestType	✔

336	TradingSessionID	string
Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable.
348	EncodedIssuerLen	Length
Must be set if EncodedIssuer field is specified and must immediately precede it.
349	EncodedIssuer	data
Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.
350	EncodedSecurityDescLen	Length
Must be set if EncodedSecurityDesc field is specified and must immediately precede it.
351	EncodedSecurityDesc	data
Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.
354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
	SecurityDefinitionRequestRelatedSym	SecurityDefinitionRequestRelatedSym	✔

d: SecurityDefinition

The Security Definition message is used for the following:

1. Accept the security defined in a Security Definition message.

2. Accept the security defined in a Security Definition message with changes to the definition and/or identity of the security.

3. Reject the security requested in a Security Definition message

4. Return a list of Security Types

5. Return a list of Securities

Tag	Name	Type	Required
15	Currency	Currency

22	IDSource	IDSource
Source of the Security ID
48	SecurityID	string
Security ID of the requested Security
55	Symbol	string
Symbol of the requested Security
58	Text	string
Comment, instructions, or other identifying information.
65	SymbolSfx	string
Suffix of the Requested Security
106	Issuer	string

107	SecurityDesc	string

167	SecurityType	SecurityType
Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required. Set to "?" if Security Definition Request is looking for the Security Types
200	MaturityMonthYear	MonthYear
Specifiesthe month and year of maturity. Required if MaturityDay is specified.
201	PutOrCall	PutOrCall
For Options.
202	StrikePrice	Price
For Options.
205	MaturityDay	DayOfMonth
Can be used in conjunction with MaturityMonthYear to specify a particular maturity date.
206	OptAttribute	char
For Options.
207	SecurityExchange	Exchange

223	CouponRate	float
For Fixed Income.
231	ContractMultiplier	float
For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.
320	SecurityReqID	string	✔

322	SecurityResponseID	string	✔
Identifier for the Security Definition message
323	SecurityResponseType	SecurityResponseType

336	TradingSessionID	string

348	EncodedIssuerLen	Length
Must be set if EncodedIssuer field is specified and must immediately precede it.
349	EncodedIssuer	data
Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.
350	EncodedSecurityDescLen	Length
Must be set if EncodedSecurityDesc field is specified and must immediately precede it.
351	EncodedSecurityDesc	data
Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.
354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
393	TotalNumSecurities	int	✔

	SecurityDefinitionRelatedSym	SecurityDefinitionRelatedSym	✔

e: SecurityStatusRequest

The Security Status Request message provides for the ability to request the status of a security.

Tag	Name	Type	Required
15	Currency	Currency

22	IDSource	IDSource

48	SecurityID	string

55	Symbol	string	✔

65	SymbolSfx	string

106	Issuer	string

107	SecurityDesc	string

167	SecurityType	SecurityType
Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.
200	MaturityMonthYear	MonthYear
Specifiesthe month and year of maturity. Required if MaturityDay is specified.
201	PutOrCall	PutOrCall
For Options.
202	StrikePrice	Price
For Options.
205	MaturityDay	DayOfMonth
Can be used in conjunction with MaturityMonthYear to specify a particular maturity date.
206	OptAttribute	char
For Options.
207	SecurityExchange	Exchange
Can be used to identify the security.
223	CouponRate	float
For Fixed Income.
231	ContractMultiplier	float
For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.
263	SubscriptionRequestType	SubscriptionRequestType	✔
SubcriptionRequestType indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counter party.)
324	SecurityStatusReqID	string	✔
Must be unique, or the ID of previous Security Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2).
336	TradingSessionID	string

348	EncodedIssuerLen	Length
Must be set if EncodedIssuer field is specified and must immediately precede it.
349	EncodedIssuer	data
Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.
350	EncodedSecurityDescLen	Length
Must be set if EncodedSecurityDesc field is specified and must immediately precede it.
351	EncodedSecurityDesc	data
Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

f: SecurityStatus

Tag	Name	Type	Required
15	Currency	Currency

22	IDSource	IDSource

31	LastPx	Price
Represents the last price for that security either on a Consolidated or an individual participant basis at the time it is disseminated.
48	SecurityID	string

55	Symbol	string	✔

60	TransactTime	UTCTimestamp
Trade Dissemination Time
65	SymbolSfx	string

106	Issuer	string

107	SecurityDesc	string

167	SecurityType	SecurityType
Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.
200	MaturityMonthYear	MonthYear
Specifiesthe month and year of maturity. Required if MaturityDay is specified.
201	PutOrCall	PutOrCall
For Options.
202	StrikePrice	Price
For Options.
205	MaturityDay	DayOfMonth
Can be used in conjunction with MaturityMonthYear to specify a particular maturity date.
206	OptAttribute	char
For Options.
207	SecurityExchange	Exchange
Can be used to identify the security.
223	CouponRate	float
For Fixed Income.
231	ContractMultiplier	float
For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.
291	FinancialStatus	FinancialStatus

292	CorporateAction	CorporateAction

324	SecurityStatusReqID	string

325	UnsolicitedIndicator	UnsolicitedIndicator
Set to ‘Y’ if message is sent as a result of a subscription request not a snapshot request
326	SecurityTradingStatus	SecurityTradingStatus
Identifies the trading status applicable to the transaction.
327	HaltReason	HaltReason
Denotes the reason for the Opening Delay or Trading Halt.
328	InViewOfCommon	InViewOfCommon

329	DueToRelated	DueToRelated

330	BuyVolume	Qty

331	SellVolume	Qty

332	HighPx	Price

333	LowPx	Price

334	Adjustment	Adjustment

336	TradingSessionID	string

348	EncodedIssuerLen	Length
Must be set if EncodedIssuer field is specified and must immediately precede it.
349	EncodedIssuer	data
Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.
350	EncodedSecurityDescLen	Length
Must be set if EncodedSecurityDesc field is specified and must immediately precede it.
351	EncodedSecurityDesc	data
Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

g: TradingSessionStatusRequest

The Trading Session Status Request is used to request information on the status of a market.

Tag	Name	Type	Required
263	SubscriptionRequestType	SubscriptionRequestType	✔

335	TradSesReqID	string	✔
Must be unique, or the ID of previous Market Data Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2).
336	TradingSessionID	string
Trading Session for which status is being requested
338	TradSesMethod	TradSesMethod
Method of trading
339	TradSesMode	TradSesMode
Trading Session Mode

h: TradingSessionStatus

The Trading Session Status provides information on the status of a market.

Tag	Name	Type	Required
58	Text	string

325	UnsolicitedIndicator	UnsolicitedIndicator
‘Y’ if message is sent unsolicited as a result of a previous subscription request.
335	TradSesReqID	string
Provided for a response to a specific Trading Session Status Request message (snapshot).
336	TradingSessionID	string	✔
Identifier for Trading Session
338	TradSesMethod	TradSesMethod
Method of trading:
339	TradSesMode	TradSesMode
Trading Session Mode
340	TradSesStatus	TradSesStatus	✔
State of the trading session
341	TradSesStartTime	UTCTimestamp
Starting time of the trading session
342	TradSesOpenTime	UTCTimestamp
Time of the opening of the trading session
343	TradSesPreCloseTime	UTCTimestamp
Time of the pre-close of the trading session
344	TradSesCloseTime	UTCTimestamp
Closing time of the trading session
345	TradSesEndTime	UTCTimestamp
End time of the trading session
354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
387	TotalVolumeTraded	Qty

i: MassQuote

The Mass Quote message can contain quotes for multiple securities to support applications that allow for the mass quoting of an option series.

Tag	Name	Type	Required
117	QuoteID	string	✔

131	QuoteReqID	string
Required when quote is in response to a Quote Request message
293	DefBidSize	Qty
Default Bid Size for quote contained within this quote message – if not explicitly provided.
294	DefOfferSize	Qty
Default Offer Size for quotes contained within this quote message – if not explicitly provided.
301	QuoteResponseLevel	QuoteResponseLevel
Level of Response requested from receiver of quote messages.
	MassQuoteQuoteEntries	MassQuoteQuoteEntries	✔

	MassQuoteQuoteSets	MassQuoteQuoteSets	✔

k: BidRequest

The BidRequest Message can be used in one of two ways depending on which market conventions are being followed.

Tag	Name	Type	Required
15	Currency	Currency
Used to represent the currency of monetary amounts.
58	Text	string

75	TradeDate	LocalMktDate

121	ForexReq	ForexReq
Is foreign exchange required
354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
374	BidRequestTransType	BidRequestTransType	✔
Identifies the Bid Request message transaction type
390	BidID	string
Required to relate the bid response
391	ClientBidID	string	✔

392	ListName	string

393	TotalNumSecurities	int	✔

394	BidType	int	✔
e.g. "Non Disclosed", "Disclosed", No Bidding Process
395	NumTickets	int
Total number of tickets/allocations assuming fully executed
396	SideValue1	Amt
Expressed in Currency
397	SideValue2	Amt
Expressed in Currency
409	LiquidityIndType	LiquidityIndType

410	WtAverageLiquidity	float
Overall weighted average liquidity expressed as a % of average daily volume
411	ExchangeForPhysical	ExchangeForPhysical

412	OutMainCntryUIndex	Amt
% value of stocks outside main country in Currency
413	CrossPercent	float
% of program that crosses in Currency
414	ProgRptReqs	ProgRptReqs

415	ProgPeriodInterval	int
Time in minutes between each ListStatus report sent by SellSide. Zero means don’t send status.
416	IncTaxInd	IncTaxInd
Net/Gross
417	NumBidders	int
Indicates the total number of bidders on the list
418	TradeType	TradeType	✔

419	BasisPxType	BasisPxType	✔

443	StrikeTime	UTCTimestamp
Used when BasisPxType = "C"
	BidRequestBidComponents	BidRequestBidComponents	✔

	BidRequestBidDescriptors	BidRequestBidDescriptors	✔

l: BidResponse

The Bid Response message can be used in one of two ways depending on which market conventions are being followed.

In the "Non disclosed" convention the Bid Response message can be used to supply a bid based on the sector, country, index and liquidity information contained within the corresponding bid request message. See "Program/Basket/List Trading" for an example.

In the "Disclosed" convention the Bid Response message can be used to supply bids based on the List Order Detail messages sent in advance of the corresponding Bid Request message.

Tag	Name	Type	Required
390	BidID	string

391	ClientBidID	string

	BidResponseBidComponents	BidResponseBidComponents	✔

m: ListStrikePrice

The strike price message is used to exchange strike price information for principal trades. It can also be used to exchange reference prices for agency trades.

Tag	Name	Type	Required
66	ListID	string	✔

422	TotNoStrikes	int	✔
Used to support fragmentation. Sum of NoStrikes across all messages with the same ListID.
	ListStrikePriceStrikes	ListStrikePriceStrikes	✔

Component Blocks

interval

Name	Type	Required
duration	Duration	✔

start_time	UTCTimestamp	✔

Repeating Groups

AllocationAllocs

Allocation

Tag	Name	Type	Required
12	Commission	Amt

13	CommType	CommType

76	ExecBroker	string
Required for step-in and step-out trades
78	NoAllocs	NumInGroup
Indicates number of allocation groups to follow.
79	AllocAccount	string
May be the same value as BrokerOfCredit if ProcessCode is step-out or soft-dollar step-out and Institution does not wish to disclose individual account breakdowns to the ExecBroker. Required if NoAllocs > 0. Must be first field in repeating group.
80	AllocShares	Qty	✔

81	ProcessCode	ProcessCode

92	BrokerOfCredit	string
Required if ProcessCode is step-out or soft-dollar step-out
109	ClientID	string
Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID).
119	SettlCurrAmt	Amt
AllocNetMoney in SettlCurrency for this AllocAccount if SettlCurrency is different from "overall" Currency
120	SettlCurrency	Currency
SettlCurrency for this AllocAccount if different from "overall" Currency. Required if SettlCurrAmt is specified.
153	AllocAvgPx	Price
AvgPx for this AllocAccount. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points) for this allocation.
154	AllocNetMoney	Amt
NetMoney for this AllocAccount ((AllocShares * AllocAvgPx) - Commission - sum of MiscFeeAmt + AccruedInterestAmt) if a Sell ((AllocShares * AllocAvgPx) + Commission + sum of MiscFeeAmt + AccruedInterestAmt) if a Buy
155	SettlCurrFxRate	float
Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency
156	SettlCurrFxRateCalc	char
Specifies whether the SettlCurrFxRate should be multiplied or divided
159	AccruedInterestAmt	Amt
Applicable for Convertible Bonds and fixed income
160	SettlInstMode	SettlInstMode
Type of Settlement Instructions which will be provided via Settlement Instructions message (0=Default, 1=Standing Instructions, 2=Specific Allocation Account Overriding, 3=Specific Allocation Account Standing)
161	AllocText	string
Free format text field related to this AllocAccount
208	NotifyBrokerOfCredit	NotifyBrokerOfCredit

209	AllocHandlInst	AllocHandlInst

360	EncodedAllocTextLen	Length
Must be set if EncodedAllocText field is specified and must immediately precede it.
361	EncodedAllocText	data
Encoded (non-ASCII characters) representation of the AllocText field in the encoded format specified via the MessageEncoding field.
366	AllocPrice	Price
Used when performing "executed price" vs. "average price" allocations (e.g. Japan). AllocAccount plus AllocPrice form a unique Allocs entry. Used in lieu of AllocAvgPx.

AllocationExecs

Allocation

Tag	Name	Type
17	ExecID	string

29	LastCapacity	LastCapacity
Can be specified by broker for AllocTransTyp=Calculated
31	LastPx	Price
Price of individual execution. Required if NoExecs > 0
32	LastShares	Qty
Number of shares in individual execution. Required if NoExecs > 0
124	NoExecs	NumInGroup
Indicates number of individual execution repeating group entries to follow. Absence of this field indicates that no individual execution entries are included. Primarily used to support step-outs.

AllocationMiscFees

Allocation

Tag	Name	Type
136	NoMiscFees	NumInGroup
Required if any miscellaneous fees are reported. Indicates number of repeating entries. Repeating group within Alloc repeating group. Nested Repeating Group follows
137	MiscFeeAmt	Amt
Required if NoMiscFees > 0
138	MiscFeeCurr	Currency
Required if NoMiscFees > 0
139	MiscFeeType	MiscFeeType
Required if NoMiscFees > 0

AllocationOrders

Allocation

Tag	Name	Type
11	ClOrdID	string
Order ID assigned by client if order(s) were electronically delivered and executed. If order(s) were manually delivered this field should contain string "MANUAL".
37	OrderID	string

66	ListID	string
Required for List Orders.
73	NoOrders	NumInGroup
Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).
105	WaveNo	string

198	SecondaryOrderID	string
Can be used to provide order id used by exchange or executing system.

BidRequestBidComponents

BidRequest

Tag	Name	Type
1	Account	string

54	Side	Side
When used in request for a "Disclosed" bid indicates that bid is required on assumption that SideValue1 is Buy or Sell. SideValue2 can be derived by inference.
63	SettlmntTyp	SettlmntTyp
Indicates order settlement period for Detail.
64	FutSettDate	LocalMktDate

66	ListID	string
Required if NoBidComponents > 0. Must be first field in repeating group.
336	TradingSessionID	string
Indicates off-exchange type activities for Detail.
420	NoBidComponents	NumInGroup
Used if BidType="Disclosed"
430	NetGrossInd	NetGrossInd
Indicates Net or Gross for selling Detail.

BidRequestBidDescriptors

BidRequest

Tag	Name	Type
398	NoBidDescriptors	NumInGroup
Used if BidType="Non Disclosed"
399	BidDescriptorType	int
Required if NoBidDescriptors > 0. Must be first field in repeating group.
400	BidDescriptor	string

401	SideValueInd	int
Refers to the SideValue1 or SideValue2. These are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell.
402	LiquidityPctLow	float
Liquidity indicator or lower limit if LiquidityNumSecurities > 1
403	LiquidityPctHigh	float
Upper liquidity indicator if LiquidityNumSecurities > 1
404	LiquidityValue	Amt
Value between LiquidityPctLow and LiquidityPctHigh in Currency
405	EFPTrackingError	float
Eg Used in EFP (Exchange For Physical) trades 12%
406	FairValue	Amt
Used in EFP trades
407	OutsideIndexPct	float
Used in EFP trades
408	ValueOfFutures	Amt
Used in EFP trades
441	LiquidityNumSecurities	int
Number of Securites between LiquidityPctLow and LiquidityPctHigh in Currency

BidResponseBidComponents

BidResponse

Tag	Name	Type	Required
12	Commission	Amt	✔
First element of price. Required if NoBidComponents > 0.
13	CommType	CommType	✔

44	Price	Price
Second element of price
54	Side	Side
When used in response to a "Disclosed" request indicates whether SideValue1 is Buy or Sell. SideValue2 can be derived by inference.
58	Text	string

63	SettlmntTyp	SettlmntTyp
Indicates order settlement period for Detail.
64	FutSettDate	LocalMktDate

66	ListID	string

336	TradingSessionID	string

354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
406	FairValue	Amt
The difference between the value of a future and the value of the underlying equities after allowing for the discounted cash flows associated with the underlying stocks (E.g. Dividends etc).
420	NoBidComponents	NumInGroup	✔
Number of bid repeating groups
421	Country	string
ISO Country Code
423	PriceType	PriceType

430	NetGrossInd	NetGrossInd
Net/Gross

EmailLinesOfText

Tag	Name	Type	Required
33	LinesOfText	NumInGroup	✔
Specifies the number of repeating lines of text specified
58	Text	string	✔
Repeating field, number of instances defined in LinesOfText
354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

EmailRelatedSym

Tag	Name	Type
22	IDSource	IDSource
Can be repeated multiple times if message is related to multiple symbols.
46	RelatdSym	string
Can be repeated multiple times if message is related to multiple symbols.
48	SecurityID	string
Can be repeated multiple times if message is related to multiple symbols.
65	SymbolSfx	string
Can be repeated multiple times if message is related to multiple symbols.
106	Issuer	string
Can be repeated multiple times if message is related to multiple symbols.
107	SecurityDesc	string
Can be repeated multiple times if message is related to multiple symbols.
146	NoRelatedSym	NumInGroup
Specifies the number of repeating symbols specified
167	SecurityType	SecurityType
Must be specified if a Future or Option. If a Future: RelatdSym, SecurityType, and MaturityMonthYear are required. If an Option: RelatdSym, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.
200	MaturityMonthYear	MonthYear
Specifiesthe month and year of maturity. Required if MaturityDay is specified.
201	PutOrCall	PutOrCall
For Options.
202	StrikePrice	Price
For Options.
205	MaturityDay	DayOfMonth
Can be used in conjunction with MaturityMonthYear to specify a particular maturity date.
206	OptAttribute	char
For Options.
207	SecurityExchange	Exchange
Can be used to identify the security.
223	CouponRate	float
For Fixed Income.
231	ContractMultiplier	float
For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.
348	EncodedIssuerLen	Length
Must be set if EncodedIssuer field is specified and must immediately precede it.
349	EncodedIssuer	data
Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.
350	EncodedSecurityDescLen	Length
Must be set if EncodedSecurityDesc field is specified and must immediately precede it.
351	EncodedSecurityDesc	data
Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

EmailRoutingIDs

Tag	Name	Type
215	NoRoutingIDs	NumInGroup
Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group.
216	RoutingType	RoutingType
Indicates type of RoutingID. Required if NoRoutingIDs is > 0.
217	RoutingID	string
Identifies routing destination. Required if NoRoutingIDs is > 0.

ExecutionReportContraBrokers

ExecutionReport

Tag	Name	Type
337	ContraTrader	string

375	ContraBroker	string
First field in repeating group. Required if NoContraBrokers > 0.
382	NoContraBrokers	NumInGroup
Number of ContraBrokers repeating group instances.
437	ContraTradeQty	Qty

438	ContraTradeTime	UTCTimestamp

IOIIOIQualifiers

IOI

Tag	Name	Type
104	IOIQualifier	IOIQualifier
Required if NoIOIQualifiers > 0
199	NoIOIQualifiers	NumInGroup
Required if any IOIQualifiers are specified. Indicates the number of repeating IOIQualifiers.

IOIRoutingIDs

IOI

Tag	Name	Type
215	NoRoutingIDs	NumInGroup
Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group.
216	RoutingType	RoutingType
Indicates type of RoutingID. Required if NoRoutingIDs is > 0.
217	RoutingID	string
Identifies routing destination. Required if NoRoutingIDs is > 0.

ListStatusOrders

ListStatus

Tag	Name	Type	Required
6	AvgPx	Price	✔

11	ClOrdID	string	✔

14	CumQty	Qty	✔

39	OrdStatus	OrdStatus	✔

58	Text	string

73	NoOrders	NumInGroup	✔
Number of orders statused in this message, i.e. number of repeating groups to follow.
84	CxlQty	Qty	✔

103	OrdRejReason	OrdRejReason
Used if the order is rejected
151	LeavesQty	Qty	✔
Amount of shares open for further execution. LeavesQty = OrderQty - CumQty.
354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

ListStrikePriceStrikes

ListStrikePrice

Tag	Name	Type	Required
11	ClOrdID	string
Can use client order identifier or the symbol and side to uniquely identify the stock in the list.
15	Currency	Currency

22	IDSource	IDSource

44	Price	Price	✔

48	SecurityID	string

54	Side	Side

55	Symbol	string	✔
Required if NoStrikes > 0. Must be first field in repeating group.
58	Text	string

65	SymbolSfx	string

106	Issuer	string

107	SecurityDesc	string

140	PrevClosePx	Price
Useful for verifying security identification
167	SecurityType	SecurityType
Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.
200	MaturityMonthYear	MonthYear
Specifiesthe month and year of maturity. Required if MaturityDay is specified.
201	PutOrCall	PutOrCall
For Options.
202	StrikePrice	Price
For Options.
205	MaturityDay	DayOfMonth
Can be used in conjunction with MaturityMonthYear to specify a particular maturity date.
206	OptAttribute	char
For Options.
207	SecurityExchange	Exchange
Can be used to identify the security.
223	CouponRate	float
For Fixed Income.
231	ContractMultiplier	float
For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.
348	EncodedIssuerLen	Length
Must be set if EncodedIssuer field is specified and must immediately precede it.
349	EncodedIssuer	data
Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.
350	EncodedSecurityDescLen	Length
Must be set if EncodedSecurityDesc field is specified and must immediately precede it.
351	EncodedSecurityDesc	data
Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.
354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
428	NoStrikes	NumInGroup	✔
Number of strike price entries

LogonMsgTypes

Tag	Name	Type
372	RefMsgType	string
Specifies a specific, supported MsgType. Required if NoMsgTypes is > 0. Should be specified from the point of view of the sender of the Logon message
384	NoMsgTypes	NumInGroup
Specifies the number of repeating MsgTypes specified
385	MsgDirection	MsgDirection
Indicates direction (send vs. receive) of a supported MsgType. Required if NoMsgTypes is > 0. Should be specified from the point of view of the sender of the Logon message

MarketDataIncrementalRefreshMDEntries

MarketDataIncrementalRefresh

Tag	Name	Type	Required
15	Currency	Currency
Can be used to specify the currency of the quoted price.
18	ExecInst	ExecInst
Can contain multiple instructions, space delimited.
22	IDSource	IDSource
May not be changed.
37	OrderID	string
For optional use when this Bid, Offer, or Trade represents an order
48	SecurityID	string
May not be changed.
55	Symbol	string
Either Symbol or MDEntryRefID must be specified if MDUpdateAction = New(0) for the first Market Data Entry in a message. For subsequent Market Data Entries where MDUpdateAction = New(0), the default is the instrument used in the previous Market Data Entry if neither Symbol nor MDEntryRefID are specified, or in the case of options and futures, the previous instrument with changes specified in MaturityMonthYear, MaturityDay, PutOrCall, StrikePrice, OptAttribute, and SecurityExchange. May not be changed.
58	Text	string
Text to describe the Market Data Entry. Part of repeating group.
59	TimeInForce	TimeInForce
For optional use when this Bid or Offer represents an order
65	SymbolSfx	string
May not be changed.
106	Issuer	string
May not be changed.
107	SecurityDesc	string
May not be changed.
110	MinQty	Qty
For optional use when this Bid or Offer represents an order
126	ExpireTime	UTCTimestamp
For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry.
167	SecurityType	SecurityType
Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required. May not be changed.
200	MaturityMonthYear	MonthYear
Specifiesthe month and year of maturity. Required if MaturityDay is specified. May not be changed.
201	PutOrCall	PutOrCall
For Options. May not be changed.
202	StrikePrice	Price
For Options. May not be changed.
205	MaturityDay	DayOfMonth
Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. May not be changed.
206	OptAttribute	char
For Options. May not be changed.
207	SecurityExchange	Exchange
Can be used to identify the security. May not be changed.
223	CouponRate	float
For Fixed Income.
231	ContractMultiplier	float
For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.
268	NoMDEntries	NumInGroup	✔
Number of entries following.
269	MDEntryType	MDEntryType
Conditionally required if MDUpdateAction = New(0). Cannot be changed.
270	MDEntryPx	Price
Conditionally required when MDUpdateAction = New(0).
271	MDEntrySize	Qty
Conditionally required when MDUpdateAction = New(0) andMDEntryType = Bid(0), Offer(1), or Trade(2).
272	MDEntryDate	UTCDateOnly

273	MDEntryTime	UTCTimeOnly

274	TickDirection	TickDirection

275	MDMkt	Exchange
Market posting quote / trade. Valid values: See Appendix C
276	QuoteCondition	QuoteCondition
Space-delimited list of conditions describing a quote.
277	TradeCondition	TradeCondition
Space-delimited list of conditions describing a trade
278	MDEntryID	string
If specified, must be unique among currently active entries if MDUpdateAction = New (0), must be the same as a previous MDEntryID if MDUpdateAction = Delete (2), and must be the same as a previous MDEntryID if MDUpdateAction = Change (1) and MDEntryRefID is not specified, or must be unique among currently active entries if MDUpdateAction = Change(1) and MDEntryRefID is specified..
279	MDUpdateAction	MDUpdateAction	✔
Must be first field in this repeating group.
280	MDEntryRefID	string
If MDUpdateAction = New(0), for the first Market Data Entry in a message, either this field or a Symbol must be specified. If MDUpdateAction = Change(1), this must refer to a previous MDEntryID.
282	MDEntryOriginator	string

283	LocationID	string

284	DeskID	string

285	DeleteReason	DeleteReason
If MDUpdateAction = Delete(2), can be used to specify a reason for the deletion.
286	OpenCloseSettleFlag	OpenCloseSettleFlag
Used if MDEntryType = Opening Price(4), Closing Price(5), or Settlement Price(6).
287	SellerDays	int

288	MDEntryBuyer	string
For optional use in reporting Trades
289	MDEntrySeller	string
For optional use in reporting Trades
290	MDEntryPositionNo	int
Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1
291	FinancialStatus	FinancialStatus

292	CorporateAction	CorporateAction

299	QuoteEntryID	string
For optional use when this Bid, Offer, or Trade represents a quote
336	TradingSessionID	string

346	NumberOfOrders	int
In an Aggregated Book, used to show how many individual orders make up an MDEntry
348	EncodedIssuerLen	Length
Must be set if EncodedIssuer field is specified and must immediately precede it.
349	EncodedIssuer	data
Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.
350	EncodedSecurityDescLen	Length
Must be set if EncodedSecurityDesc field is specified and must immediately precede it.
351	EncodedSecurityDesc	data
Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.
354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
387	TotalVolumeTraded	Qty
Total volume traded in this trading session for this security.
432	ExpireDate	LocalMktDate
For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry.

MarketDataRequestMDEntryTypes

MarketDataRequest

Tag	Name	Type	Required
267	NoMDEntryTypes	NumInGroup	✔
Number of MDEntryType fields requested.
269	MDEntryType	MDEntryType	✔
Must be the first field in this repeating group. This is a list of all the types of Market Data Entries that the firm requesting the Market Data is interested in receiving.

MarketDataRequestRelatedSym

MarketDataRequest

Tag	Name	Type	Required
22	IDSource	IDSource
Can be repeated multiple times if message is related to multiple symbols.
48	SecurityID	string
Can be repeated multiple times if message is related to multiple symbols.
55	Symbol	string	✔
Must be the first field in the repeating group.
65	SymbolSfx	string
Can be repeated multiple times if message is related to multiple symbols.
106	Issuer	string
Can be repeated multiple times if message is related to multiple symbols.
107	SecurityDesc	string
Can be repeated multiple times if message is related to multiple symbols.
146	NoRelatedSym	NumInGroup	✔
Number of symbols requested.
167	SecurityType	SecurityType
Must be specified if a Future or Option. If a Future:Symbol, SecurityType, and MaturityMonthYear are required. If an Option:Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.
200	MaturityMonthYear	MonthYear
Specifiesthe month and year of maturity. Required if MaturityDay is specified.
201	PutOrCall	PutOrCall
For Options.
202	StrikePrice	Price
For Options.
205	MaturityDay	DayOfMonth
Can be used in conjunction with MaturityMonthYear to specify a particular maturity date.
206	OptAttribute	char
For Options.
207	SecurityExchange	Exchange
Can be used to identify the security.
223	CouponRate	float
For Fixed Income.
231	ContractMultiplier	float
For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.
336	TradingSessionID	string

348	EncodedIssuerLen	Length
Must be set if EncodedIssuer field is specified and must immediately precede it.
349	EncodedIssuer	data
Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.
350	EncodedSecurityDescLen	Length
Must be set if EncodedSecurityDesc field is specified and must immediately precede it.
351	EncodedSecurityDesc	data
Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

MarketDataSnapshotFullRefreshMDEntries

MarketDataSnapshotFullRefresh

Tag	Name	Type	Required
15	Currency	Currency
Can be used to specify the currency of the quoted price.
18	ExecInst	ExecInst
Can contain multiple instructions, space delimited.
37	OrderID	string
For optional use when this Bid, Offer, or Trade represents an order
58	Text	string
Text to describe the Market Data Entry. Part of repeating group.
59	TimeInForce	TimeInForce
For optional use when this Bid or Offer represents an order
110	MinQty	Qty
For optional use when this Bid or Offer represents an order
126	ExpireTime	UTCTimestamp
For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry.
268	NoMDEntries	NumInGroup	✔
Number of entries following.
269	MDEntryType	MDEntryType	✔
Must be the first field in this repeating group.
270	MDEntryPx	Price	✔

271	MDEntrySize	Qty
Conditionally required if MDEntryType = Bid(0), Offer(1), or Trade(2)
272	MDEntryDate	UTCDateOnly

273	MDEntryTime	UTCTimeOnly

274	TickDirection	TickDirection

275	MDMkt	Exchange
Market posting quote / trade. Valid values: See Appendix C
276	QuoteCondition	QuoteCondition
Space-delimited list of conditions describing a quote.
277	TradeCondition	TradeCondition
Space-delimited list of conditions describing a trade
282	MDEntryOriginator	string

283	LocationID	string

284	DeskID	string

286	OpenCloseSettleFlag	OpenCloseSettleFlag
Used if MDEntryType = Opening Price(4), Closing Price(5), or Settlement Price(6).
287	SellerDays	int

288	MDEntryBuyer	string
For optional use in reporting Trades
289	MDEntrySeller	string
For optional use in reporting Trades
290	MDEntryPositionNo	int
Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1
299	QuoteEntryID	string
For optional use when this Bid, Offer, or Trade represents a quote
336	TradingSessionID	string

346	NumberOfOrders	int
In an Aggregated Book, used to show how many individual orders make up an MDEntry
354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
432	ExpireDate	LocalMktDate
For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry.

MassQuoteQuoteEntries

MassQuote

Tag	Name	Type	Required
15	Currency	Currency
Can be used to specify the currency of the quoted price.
22	IDSource	IDSource

40	OrdType	OrdType
Can be used to specify the type of order the quote is for
48	SecurityID	string

55	Symbol	string

60	TransactTime	UTCTimestamp

62	ValidUntilTime	UTCTimestamp

64	FutSettDate	LocalMktDate
Can be used with forex quotes to specify a specific "value date"
65	SymbolSfx	string

106	Issuer	string

107	SecurityDesc	string

132	BidPx	Price
If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified.
133	OfferPx	Price
If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified.
134	BidSize	Qty

135	OfferSize	Qty

167	SecurityType	SecurityType
Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.
188	BidSpotRate	Price
May be applicable for F/X quotes
189	BidForwardPoints	PriceOffset
May be applicable for F/X quotes
190	OfferSpotRate	Price
May be applicable for F/X quotes
191	OfferForwardPoints	PriceOffset
May be applicable for F/X quotes
192	OrderQty2	Qty
Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.
193	FutSettDate2	LocalMktDate
Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.
200	MaturityMonthYear	MonthYear
Specifiesthe month and year of maturity. Required if MaturityDay is specified.
201	PutOrCall	PutOrCall
For Options.
202	StrikePrice	Price
For Options.
205	MaturityDay	DayOfMonth
Can be used in conjunction with MaturityMonthYear to specify a particular maturity date.
206	OptAttribute	char
For Options.
207	SecurityExchange	Exchange
Can be used to identify the security.
223	CouponRate	float
For Fixed Income.
231	ContractMultiplier	float
For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.
295	NoQuoteEntries	NumInGroup	✔
The number of quotes for this Symbol (QuoteSet) that follow in this message. Nested Repeating Group follows
299	QuoteEntryID	string	✔
Uniquely identifies the quote as part of a QuoteSet. Must be used if NoQuoteEntries is used
336	TradingSessionID	string

348	EncodedIssuerLen	Length
Must be set if EncodedIssuer field is specified and must immediately precede it.
349	EncodedIssuer	data
Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.
350	EncodedSecurityDescLen	Length
Must be set if EncodedSecurityDesc field is specified and must immediately precede it.
351	EncodedSecurityDesc	data
Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

MassQuoteQuoteSets

MassQuote

Tag	Name	Type	Required
296	NoQuoteSets	NumInGroup	✔
The number of sets of quotes in the message
302	QuoteSetID	string	✔
Sequential number for the Quote Set. For a given QuoteID – assumed to start at 1. Must be the first field in the repeating group.
304	TotQuoteEntries	int	✔
Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set.
305	UnderlyingIDSource	string

306	UnderlyingIssuer	string

307	UnderlyingSecurityDesc	string

308	UnderlyingSecurityExchange	Exchange

309	UnderlyingSecurityID	string

310	UnderlyingSecurityType	string

311	UnderlyingSymbol	string	✔

312	UnderlyingSymbolSfx	string

313	UnderlyingMaturityMonthYear	MonthYear
Required if UnderlyingMaturityDay is specified.
314	UnderlyingMaturityDay	DayOfMonth

315	UnderlyingPutOrCall	int

316	UnderlyingStrikePrice	Price

317	UnderlyingOptAttribute	char

362	EncodedUnderlyingIssuerLen	Length
Must be set if EncodedUnderlyingIssuer field is specified and must immediately precede it.
363	EncodedUnderlyingIssuer	data
Encoded (non-ASCII characters) representation of the UnderlyingIssuer field in the encoded format specified via the MessageEncoding field.
364	EncodedUnderlyingSecurityDescLen	Length
Must be set if EncodedUnderlyingSecurityDesc field is specified and must immediately precede it.
365	EncodedUnderlyingSecurityDesc	data
Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc field in the encoded format specified via the MessageEncoding field.
367	QuoteSetValidUntilTime	UTCTimestamp

435	UnderlyingCouponRate	float
For Fixed Income.
436	UnderlyingContractMultiplier	float
For Fixed Income, Convertible Bonds, Derivatives, etc.

NewsLinesOfText

News

Tag	Name	Type	Required
33	LinesOfText	NumInGroup	✔
Specifies the number of repeating lines of text specified
58	Text	string	✔
Repeating field, number of instances defined in LinesOfText
354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

NewsRelatedSym

News

Tag	Name	Type
22	IDSource	IDSource
Can be repeated multiple times if message is related to multiple symbols.
46	RelatdSym	string
Can be repeated multiple times if message is related to multiple symbols.
48	SecurityID	string
Can be repeated multiple times if message is related to multiple symbols.
65	SymbolSfx	string
Can be repeated multiple times if message is related to multiple symbols.
106	Issuer	string
Can be repeated multiple times if message is related to multiple symbols.
107	SecurityDesc	string
Can be repeated multiple times if message is related to multiple symbols.
146	NoRelatedSym	NumInGroup
Specifies the number of repeating symbols specified
167	SecurityType	SecurityType
Must be specified if a Future or Option. If a Future: RelatdSym, SecurityType, and MaturityMonthYear are required. If an Option: RelatdSym, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.
200	MaturityMonthYear	MonthYear
Specifiesthe month and year of maturity. Required if MaturityDay is specified.
201	PutOrCall	PutOrCall
For Options.
202	StrikePrice	Price
For Options.
205	MaturityDay	DayOfMonth
Can be used in conjunction with MaturityMonthYear to specify a particular maturity date.
206	OptAttribute	char
For Options.
207	SecurityExchange	Exchange
Can be used to identify the security.
223	CouponRate	float
For Fixed Income.
231	ContractMultiplier	float
For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.
348	EncodedIssuerLen	Length
Must be set if EncodedIssuer field is specified and must immediately precede it.
349	EncodedIssuer	data
Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.
350	EncodedSecurityDescLen	Length
Must be set if EncodedSecurityDesc field is specified and must immediately precede it.
351	EncodedSecurityDesc	data
Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

NewsRoutingIDs

News

Tag	Name	Type
215	NoRoutingIDs	NumInGroup
Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group.
216	RoutingType	RoutingType
Indicates type of RoutingID. Required if NoRoutingIDs is > 0.
217	RoutingID	string
Identifies routing destination. Required if NoRoutingIDs is > 0.

OrderCancelReplaceRequestAllocs

OrderCancelReplaceRequest

Tag	Name	Type
78	NoAllocs	NumInGroup
Number of repeating groups for pre-trade allocation
79	AllocAccount	string
Required if NoAllocs > 0. Must be first field in repeating group.
80	AllocShares	Qty

OrderCancelReplaceRequestTradingSessions

OrderCancelReplaceRequest

Tag	Name	Type
336	TradingSessionID	string
Required if NoTradingSessions is > 0.
386	NoTradingSessions	NumInGroup
Specifies the number of repeating TradingSessionIDs

OrderListAllocs

OrderList

Tag	Name	Type
78	NoAllocs	NumInGroup
Indicates number of pre-trade allocation accounts to follow
79	AllocAccount	string
Required if NoAllocs > 0. Must be the first field in the repeating group.
80	AllocShares	Qty

OrderListOrders

OrderList

Tag	Name	Type	Required
1	Account	string

11	ClOrdID	string	✔
Must be the first field in the repeating group.
12	Commission	Amt

13	CommType	CommType

15	Currency	Currency

18	ExecInst	ExecInst
Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified.
21	HandlInst	HandlInst

22	IDSource	IDSource
Can be repeated multiple times if message is related to multiple symbols.
23	IOIid	string
Required for Previously Indicated Orders (OrdType=E)
38	OrderQty	Qty
Either CashOrderQty or OrderQty is required. Note that either, but not both, CashOrderQty or OrderQty should be specified.
40	OrdType	OrdType

44	Price	Price

47	Rule80A	Rule80A

48	SecurityID	string
Can be repeated multiple times if message is related to multiple symbols.
54	Side	Side	✔
Note: to indicate the side of SideValue1 or SideValue2, specify Side=Undisclosed and SideValueInd=either the SideValue1 or SideValue2 indicator.
55	Symbol	string	✔

58	Text	string

59	TimeInForce	TimeInForce

60	TransactTime	UTCTimestamp

63	SettlmntTyp	SettlmntTyp

64	FutSettDate	LocalMktDate

65	SymbolSfx	string
Can be repeated multiple times if message is related to multiple symbols.
67	ListSeqNo	int	✔
Order number within the list
73	NoOrders	NumInGroup	✔
Number of orders in this message (number of repeating groups to follow)
76	ExecBroker	string

77	OpenClose	OpenClose

81	ProcessCode	ProcessCode

99	StopPx	Price

100	ExDestination	Exchange

106	Issuer	string
Can be repeated multiple times if message is related to multiple symbols.
107	SecurityDesc	string
Can be repeated multiple times if message is related to multiple symbols.
109	ClientID	string

110	MinQty	Qty

111	MaxFloor	Qty

114	LocateReqd	LocateReqd

117	QuoteID	string
Required for Previously Quoted Orders (OrdType=D)
120	SettlCurrency	Currency

121	ForexReq	ForexReq

126	ExpireTime	UTCTimestamp
Conditionally required if TimeInForce = GTD and ExpireDate is not specified.
140	PrevClosePx	Price
Useful for verifying security identification
152	CashOrderQty	Qty
Either CashOrderQty or OrderQty is required. Note that either, but not both, CashOrderQty or OrderQty should be specified. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in shares for subsequent messages.
160	SettlInstMode	SettlInstMode

167	SecurityType	SecurityType
Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.
168	EffectiveTime	UTCTimestamp

192	OrderQty2	Qty
Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.
193	FutSettDate2	LocalMktDate
Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.
200	MaturityMonthYear	MonthYear
Specifiesthe month and year of maturity. Required if MaturityDay is specified.
201	PutOrCall	PutOrCall
For Options.
202	StrikePrice	Price
For Options.
203	CoveredOrUncovered	CoveredOrUncovered

204	CustomerOrFirm	CustomerOrFirm

205	MaturityDay	DayOfMonth
Can be used in conjunction with MaturityMonthYear to specify a particular maturity date.
206	OptAttribute	char
For Options.
207	SecurityExchange	Exchange
Can be used to identify the security.
210	MaxShow	Qty

211	PegDifference	PriceOffset

223	CouponRate	float
For Fixed Income.
231	ContractMultiplier	float
For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.
348	EncodedIssuerLen	Length
Must be set if EncodedIssuer field is specified and must immediately precede it.
349	EncodedIssuer	data
Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.
350	EncodedSecurityDescLen	Length
Must be set if EncodedSecurityDesc field is specified and must immediately precede it.
351	EncodedSecurityDesc	data
Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.
354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
376	ComplianceID	string

377	SolicitedFlag	SolicitedFlag

388	DiscretionInst	DiscretionInst
Code to identify the price a DiscretionOffset is related to and should be mathematically added to. Required if DiscretionOffset is specified.
389	DiscretionOffset	PriceOffset
Amount (signed) added to the "related to" price specified via DiscretionInst.
401	SideValueInd	int
Refers to the SideValue1 or SideValue2. These are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell.
427	GTBookingInst	GTBookingInst
States whether executions are booked out or accumulated on a partially filled GT order
432	ExpireDate	LocalMktDate
Conditionally required if TimeInForce = GTD and ExpireTime is not specified.
439	ClearingFirm	string

440	ClearingAccount	string

OrderListTradingSessions

OrderList

Tag	Name	Type
336	TradingSessionID	string
First field in repeating group. Required if NoTradingSessions > 0.
386	NoTradingSessions	NumInGroup

OrderSingleAllocs

OrderSingle

Tag	Name	Type
78	NoAllocs	NumInGroup
Number of repeating groups for pre-trade allocation
79	AllocAccount	string
Required if NoAllocs > 0. Must be first field in repeating group.
80	AllocShares	Qty

OrderSingleTradingSessions

OrderSingle

Tag	Name	Type
336	TradingSessionID	string
Required if NoTradingSessions is > 0.
386	NoTradingSessions	NumInGroup
Specifies the number of repeating TradingSessionIDs

QuoteAcknowledgementQuoteEntries

QuoteAcknowledgement

Tag	Name	Type
22	IDSource	IDSource

48	SecurityID	string

55	Symbol	string

65	SymbolSfx	string

106	Issuer	string

107	SecurityDesc	string

167	SecurityType	SecurityType
Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.
200	MaturityMonthYear	MonthYear
Specifiesthe month and year of maturity. Required if MaturityDay is specified.
201	PutOrCall	PutOrCall
For Options.
202	StrikePrice	Price
For Options.
205	MaturityDay	DayOfMonth
Can be used in conjunction with MaturityMonthYear to specify a particular maturity date.
206	OptAttribute	char
For Options.
207	SecurityExchange	Exchange
Can be used to identify the security.
223	CouponRate	float
For Fixed Income.
231	ContractMultiplier	float
For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.
295	NoQuoteEntries	NumInGroup
The number of quotes for this Symbol (QuoteSet) that follow in this message.
299	QuoteEntryID	string
Uniquely identifies the quote as part of a QuoteSet. First field in repeating group. Required if NoQuoteEntries > 0.
348	EncodedIssuerLen	Length
Must be set if EncodedIssuer field is specified and must immediately precede it.
349	EncodedIssuer	data
Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.
350	EncodedSecurityDescLen	Length
Must be set if EncodedSecurityDesc field is specified and must immediately precede it.
351	EncodedSecurityDesc	data
Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.
368	QuoteEntryRejectReason	QuoteEntryRejectReason
Reason Quote Entry was rejected.

QuoteAcknowledgementQuoteSets

QuoteAcknowledgement

Tag	Name	Type
296	NoQuoteSets	NumInGroup
The number of sets of quotes in the message
302	QuoteSetID	string
First field in repeating group. Required if NoQuoteSets > 0
304	TotQuoteEntries	int
Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set. Required if NoQuoteEntries > 0
305	UnderlyingIDSource	string

306	UnderlyingIssuer	string

307	UnderlyingSecurityDesc	string

308	UnderlyingSecurityExchange	Exchange

309	UnderlyingSecurityID	string

310	UnderlyingSecurityType	string

311	UnderlyingSymbol	string
Required if NoQuoteSets > 0
312	UnderlyingSymbolSfx	string

313	UnderlyingMaturityMonthYear	MonthYear
Required if UnderlyingMaturityDay is specified.
314	UnderlyingMaturityDay	DayOfMonth

315	UnderlyingPutOrCall	int

316	UnderlyingStrikePrice	Price

317	UnderlyingOptAttribute	char

362	EncodedUnderlyingIssuerLen	Length
Must be set if EncodedUnderlyingIssuer field is specified and must immediately precede it.
363	EncodedUnderlyingIssuer	data
Encoded (non-ASCII characters) representation of the UnderlyingIssuer field in the encoded format specified via the MessageEncoding field.
364	EncodedUnderlyingSecurityDescLen	Length
Must be set if EncodedUnderlyingSecurityDesc field is specified and must immediately precede it.
365	EncodedUnderlyingSecurityDesc	data
Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc field in the encoded format specified via the MessageEncoding field.
435	UnderlyingCouponRate	float
For Fixed Income.
436	UnderlyingContractMultiplier	float
For Fixed Income, Convertible Bonds, Derivatives, etc.

QuoteCancelQuoteEntries

QuoteCancel

Tag	Name	Type	Required
22	IDSource	IDSource
Can be repeated multiple times if message is related to multiple symbols.
48	SecurityID	string
Can be repeated multiple times if message is related to multiple symbols.
55	Symbol	string	✔
Must be the first field in the repeating group.
65	SymbolSfx	string
Can be repeated multiple times if message is related to multiple symbols.
106	Issuer	string
Can be repeated multiple times if message is related to multiple symbols.
107	SecurityDesc	string
Can be repeated multiple times if message is related to multiple symbols.
167	SecurityType	SecurityType
Must be specified if a Future or Option. If a Future:Symbol, SecurityType, and MaturityMonthYear are required. If an Option:Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.
200	MaturityMonthYear	MonthYear
Specifiesthe month and year of maturity. Required if MaturityDay is specified.
201	PutOrCall	PutOrCall
For Options.
202	StrikePrice	Price
For Options.
205	MaturityDay	DayOfMonth
Can be used in conjunction with MaturityMonthYear to specify a particular maturity date.
206	OptAttribute	char
For Options.
207	SecurityExchange	Exchange
Can be used to identify the security.
223	CouponRate	float
For Fixed Income.
231	ContractMultiplier	float
For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.
295	NoQuoteEntries	NumInGroup	✔
The number of securities whose quotes are to be canceled
311	UnderlyingSymbol	string
The symbol of the underlying security of options that should be canceled.
348	EncodedIssuerLen	Length
Must be set if EncodedIssuer field is specified and must immediately precede it.
349	EncodedIssuer	data
Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.
350	EncodedSecurityDescLen	Length
Must be set if EncodedSecurityDesc field is specified and must immediately precede it.
351	EncodedSecurityDesc	data
Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

QuoteRequestRelatedSym

QuoteRequest

Tag	Name	Type	Required
15	Currency	Currency
Can be used to specify the currency of the quoted price.
22	IDSource	IDSource
Can be repeated multiple times if message is related to multiple symbols.
38	OrderQty	Qty

40	OrdType	OrdType
Can be used to specify the type of order the quote request is for
48	SecurityID	string
Can be repeated multiple times if message is related to multiple symbols.
54	Side	Side
If OrdType = "Forex - Swap", should be the side of the future portion of a F/X swap
55	Symbol	string	✔
Must be the first field in the repeating group.
60	TransactTime	UTCTimestamp
Time transaction was entered
64	FutSettDate	LocalMktDate
Can be used with forex quotes to specify the desired "value date"
65	SymbolSfx	string
Can be repeated multiple times if message is related to multiple symbols.
106	Issuer	string
Can be repeated multiple times if message is related to multiple symbols.
107	SecurityDesc	string
Can be repeated multiple times if message is related to multiple symbols.
126	ExpireTime	UTCTimestamp
The time when Quote Request will expire.
140	PrevClosePx	Price
Useful for verifying security identification
146	NoRelatedSym	NumInGroup	✔
Number of related symbols in Request
167	SecurityType	SecurityType
Must be specified if a Future or Option. If a Future:Symbol, SecurityType, and MaturityMonthYear are required. If an Option:Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.
192	OrderQty2	Qty
Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.
193	FutSettDate2	LocalMktDate
Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.
200	MaturityMonthYear	MonthYear
Specifiesthe month and year of maturity. Required if MaturityDay is specified.
201	PutOrCall	PutOrCall
For Options.
202	StrikePrice	Price
For Options.
205	MaturityDay	DayOfMonth
Can be used in conjunction with MaturityMonthYear to specify a particular maturity date.
206	OptAttribute	char
For Options.
207	SecurityExchange	Exchange
Can be used to identify the security.
223	CouponRate	float
For Fixed Income.
231	ContractMultiplier	float
For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.
303	QuoteRequestType	QuoteRequestType
Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated.
336	TradingSessionID	string

348	EncodedIssuerLen	Length
Must be set if EncodedIssuer field is specified and must immediately precede it.
349	EncodedIssuer	data
Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.
350	EncodedSecurityDescLen	Length
Must be set if EncodedSecurityDesc field is specified and must immediately precede it.
351	EncodedSecurityDesc	data
Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

SecurityDefinitionRelatedSym

SecurityDefinition

Tag	Name	Type
54	Side	Side
Indicates if this leg of the security is to be Bought or Sold as part of this complex security.
146	NoRelatedSym	NumInGroup
Number of legs that make up the Security
305	UnderlyingIDSource	string

306	UnderlyingIssuer	string

307	UnderlyingSecurityDesc	string

308	UnderlyingSecurityExchange	Exchange
Can be used to identify the security.
309	UnderlyingSecurityID	string

310	UnderlyingSecurityType	string
Must be specified if a Future or Option. If a Future: UnderlyingSymbol, UnderlyingSecurityType, and UnderlyingMaturityMonthYear are required. If an Option: UnderlyingSymbol, UnderlyingSecurityType, UnderlyingMaturityMonthYear, PutOrCall, and UnderlyingStrikePrice are required.
311	UnderlyingSymbol	string
Must be specified as the first field in the repeating group. Required if NoRelatedSym > 0.
312	UnderlyingSymbolSfx	string

313	UnderlyingMaturityMonthYear	MonthYear
Specifiesthe month and year of maturity. Required if UnderlyingMaturityDay is specified.
314	UnderlyingMaturityDay	DayOfMonth
Can be used in conjunction with UnderlyingMaturityMonthYear to specify a particular maturity date.
315	UnderlyingPutOrCall	int
For Options.
316	UnderlyingStrikePrice	Price
For Options.
317	UnderlyingOptAttribute	char
For Options.
318	UnderlyingCurrency	Currency

319	RatioQty	Qty
Quantity of particular leg in the Security
362	EncodedUnderlyingIssuerLen	Length
Must be set if EncodedUnderlyingIssuer field is specified and must immediately precede it.
363	EncodedUnderlyingIssuer	data
Encoded (non-ASCII characters) representation of the UnderlyingIssuer field in the encoded format specified via the MessageEncoding field.
364	EncodedUnderlyingSecurityDescLen	Length
Must be set if EncodedUnderlyingSecurityDesc field is specified and must immediately precede it.
365	EncodedUnderlyingSecurityDesc	data
Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc field in the encoded format specified via the MessageEncoding field.
435	UnderlyingCouponRate	float
For Fixed Income.
436	UnderlyingContractMultiplier	float
For Fixed Income, Convertible Bonds, Derivatives, etc.

SecurityDefinitionRequestRelatedSym

SecurityDefinitionRequest

Tag	Name	Type
54	Side	Side
Indicates if this leg of the security is to be Bought or Sold as part of this complex security.
146	NoRelatedSym	NumInGroup
Number of legs that make up the Security
305	UnderlyingIDSource	string

306	UnderlyingIssuer	string

307	UnderlyingSecurityDesc	string

308	UnderlyingSecurityExchange	Exchange
Can be used to identify the security.
309	UnderlyingSecurityID	string

310	UnderlyingSecurityType	string
Must be specified if a Future or Option. If a Future: UnderlyingSymbol, UnderlyingSecurityType, and UnderlyingMaturityMonthYear are required. If an Option: UnderlyingSymbol, UnderlyingSecurityType, UnderlyingMaturityMonthYear, UnderlyingPutOrCall, and UnderlyingStrikePrice are required.
311	UnderlyingSymbol	string
The UnderlyingSymbol must be specified as the first field in the repeating group. Required if NoRelatedSym > 0.
312	UnderlyingSymbolSfx	string

313	UnderlyingMaturityMonthYear	MonthYear
Specifiesthe month and year of maturity. Required if UnderlyingMaturityDay is specified.
314	UnderlyingMaturityDay	DayOfMonth
Can be used in conjunction with UnderlyingMaturityMonthYear to specify a particular maturity date.
315	UnderlyingPutOrCall	int
For Options.
316	UnderlyingStrikePrice	Price
For Options.
317	UnderlyingOptAttribute	char
For Options.
318	UnderlyingCurrency	Currency

319	RatioQty	Qty
Quantity of particular leg in the Security
362	EncodedUnderlyingIssuerLen	Length
Must be set if EncodedUnderlyingIssuer field is specified and must immediately precede it.
363	EncodedUnderlyingIssuer	data
Encoded (non-ASCII characters) representation of the UnderlyingIssuer field in the encoded format specified via the MessageEncoding field.
364	EncodedUnderlyingSecurityDescLen	Length
Must be set if EncodedUnderlyingSecurityDesc field is specified and must immediately precede it.
365	EncodedUnderlyingSecurityDesc	data
Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc field in the encoded format specified via the MessageEncoding field.
435	UnderlyingCouponRate	float
For Fixed Income.
436	UnderlyingContractMultiplier	float
For Fixed Income, Convertible Bonds, Derivatives, etc.

Fields

Tagged Fields available for Business Messages

Name	Tag	Type	Member of:
Account	1	string	ExecutionReport
			OrderCancelReject
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderSingle
			OrderStatusRequest
			BidRequestBidComponents
			OrderListOrders
AdvId	2	string	Advertisement
AdvRefID	3	string	Advertisement
AdvSide	4	AdvSide	Advertisement
AdvTransType	5	AdvTransType	Advertisement
AvgPx	6	Price	Allocation
			ExecutionReport
			ListStatusOrders
BeginString	8	string
BodyLength	9	int
CheckSum	10	string
ClOrdID	11	string	Email
			ExecutionReport
			OrderCancelReject
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderSingle
			OrderStatusRequest
			AllocationOrders
			ListStatusOrders
			ListStrikePriceStrikes
			OrderListOrders
Commission	12	Amt	ExecutionReport
			OrderCancelReplaceRequest
			OrderSingle
			AllocationAllocs
			BidResponseBidComponents
			OrderListOrders
CommType	13	CommType	ExecutionReport
			OrderCancelReplaceRequest
			OrderSingle
			AllocationAllocs
			BidResponseBidComponents
			OrderListOrders
CumQty	14	Qty	ExecutionReport
CumQty	14	Qty	ListStatusOrders
Currency	15	Currency	Advertisement
			Allocation
			BidRequest
			ExecutionReport
			IOI
			OrderCancelReplaceRequest
			OrderSingle
			Quote
			SecurityDefinition
			SecurityDefinitionRequest
			SecurityStatus
			SecurityStatusRequest
			ListStrikePriceStrikes
			MarketDataIncrementalRefreshMDEntries
			MarketDataSnapshotFullRefreshMDEntries
			MassQuoteQuoteEntries
			OrderListOrders
			QuoteRequestRelatedSym
ExecID	17	string	DontKnowTrade
			ExecutionReport
			AllocationExecs
ExecInst	18	ExecInst	ExecutionReport
			OrderCancelReplaceRequest
			OrderSingle
			MarketDataIncrementalRefreshMDEntries
			MarketDataSnapshotFullRefreshMDEntries
			OrderListOrders
ExecRefID	19	string	ExecutionReport
ExecTransType	20	ExecTransType	ExecutionReport
HandlInst	21	HandlInst	ExecutionReport
			OrderCancelReplaceRequest
			OrderSingle
			OrderListOrders
IDSource	22	IDSource	Advertisement
			Allocation
			DontKnowTrade
			ExecutionReport
			IOI
			MarketDataSnapshotFullRefresh
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderSingle
			OrderStatusRequest
			Quote
			QuoteStatusRequest
			SecurityDefinition
			SecurityDefinitionRequest
			SecurityStatus
			SecurityStatusRequest
			EmailRelatedSym
			ListStrikePriceStrikes
			MarketDataIncrementalRefreshMDEntries
			MarketDataRequestRelatedSym
			MassQuoteQuoteEntries
			NewsRelatedSym
			OrderListOrders
			QuoteAcknowledgementQuoteEntries
			QuoteCancelQuoteEntries
			QuoteRequestRelatedSym
IOIid	23	string	IOI
			OrderSingle
			OrderListOrders
IOIQltyInd	25	IOIQltyInd	IOI
IOIRefID	26	string	IOI
IOIShares	27	IOIShares	IOI
IOITransType	28	IOITransType	IOI
LastCapacity	29	LastCapacity	ExecutionReport
LastCapacity	29	LastCapacity	AllocationExecs
LastMkt	30	Exchange	Advertisement
			Allocation
			ExecutionReport
			SettlementInstructions
LastPx	31	Price	DontKnowTrade
			ExecutionReport
			SecurityStatus
			AllocationExecs
LastShares	32	Qty	DontKnowTrade
			ExecutionReport
			AllocationExecs
LinesOfText	33	NumInGroup	EmailLinesOfText
LinesOfText	33	NumInGroup	NewsLinesOfText
MsgSeqNum	34	int
MsgType	35	string
OrderID	37	string	DontKnowTrade
			Email
			ExecutionReport
			OrderCancelReject
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderStatusRequest
			AllocationOrders
			MarketDataIncrementalRefreshMDEntries
			MarketDataSnapshotFullRefreshMDEntries
OrderQty	38	Qty	DontKnowTrade
			ExecutionReport
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderSingle
			OrderListOrders
			QuoteRequestRelatedSym
OrdStatus	39	OrdStatus	ExecutionReport
			OrderCancelReject
			ListStatusOrders
OrdType	40	OrdType	ExecutionReport
			OrderCancelReplaceRequest
			OrderSingle
			Quote
			MassQuoteQuoteEntries
			OrderListOrders
			QuoteRequestRelatedSym
OrigClOrdID	41	string	ExecutionReport
			OrderCancelReject
			OrderCancelReplaceRequest
			OrderCancelRequest
OrigTime	42	UTCTimestamp	Email
OrigTime	42	UTCTimestamp	News
PossDupFlag	43	Boolean
Price	44	Price	Advertisement
			ExecutionReport
			IOI
			OrderCancelReplaceRequest
			OrderSingle
			BidResponseBidComponents
			ListStrikePriceStrikes
			OrderListOrders
RelatdSym	46	string	EmailRelatedSym
RelatdSym	46	string	NewsRelatedSym
Rule80A	47	Rule80A	ExecutionReport
			OrderCancelReplaceRequest
			OrderSingle
			OrderListOrders
SecurityID	48	string	Advertisement
			Allocation
			DontKnowTrade
			ExecutionReport
			IOI
			MarketDataSnapshotFullRefresh
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderSingle
			OrderStatusRequest
			Quote
			QuoteStatusRequest
			SecurityDefinition
			SecurityDefinitionRequest
			SecurityStatus
			SecurityStatusRequest
			EmailRelatedSym
			ListStrikePriceStrikes
			MarketDataIncrementalRefreshMDEntries
			MarketDataRequestRelatedSym
			MassQuoteQuoteEntries
			NewsRelatedSym
			OrderListOrders
			QuoteAcknowledgementQuoteEntries
			QuoteCancelQuoteEntries
			QuoteRequestRelatedSym
SenderCompID	49	string
SenderSubID	50	string
SendingTime	52	UTCTimestamp
Shares	53	Qty	Advertisement
Shares	53	Qty	Allocation
Side	54	Side	Allocation
			DontKnowTrade
			ExecutionReport
			IOI
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderSingle
			OrderStatusRequest
			QuoteStatusRequest
			SettlementInstructions
			BidRequestBidComponents
			BidResponseBidComponents
			ListStrikePriceStrikes
			OrderListOrders
			QuoteRequestRelatedSym
			SecurityDefinitionRelatedSym
			SecurityDefinitionRequestRelatedSym
Symbol	55	string	Advertisement
			Allocation
			DontKnowTrade
			ExecutionReport
			IOI
			MarketDataSnapshotFullRefresh
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderSingle
			OrderStatusRequest
			Quote
			QuoteStatusRequest
			SecurityDefinition
			SecurityDefinitionRequest
			SecurityStatus
			SecurityStatusRequest
			ListStrikePriceStrikes
			MarketDataIncrementalRefreshMDEntries
			MarketDataRequestRelatedSym
			MassQuoteQuoteEntries
			OrderListOrders
			QuoteAcknowledgementQuoteEntries
			QuoteCancelQuoteEntries
			QuoteRequestRelatedSym
TargetCompID	56	string
TargetSubID	57	string
Text	58	string	Advertisement
			Allocation
			AllocationInstructionAck
			BidRequest
			DontKnowTrade
			ExecutionReport
			IOI
			ListCancelRequest
			ListExecute
			ListStatusRequest
			MarketDataRequestReject
			OrderCancelReject
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderSingle
			QuoteAcknowledgement
			SecurityDefinition
			SecurityDefinitionRequest
			TradingSessionStatus
			BidResponseBidComponents
			EmailLinesOfText
			ListStatusOrders
			ListStrikePriceStrikes
			MarketDataIncrementalRefreshMDEntries
			MarketDataSnapshotFullRefreshMDEntries
			NewsLinesOfText
			OrderListOrders
TimeInForce	59	TimeInForce	ExecutionReport
			OrderCancelReplaceRequest
			OrderSingle
			MarketDataIncrementalRefreshMDEntries
			MarketDataSnapshotFullRefreshMDEntries
			OrderListOrders
TransactTime	60	UTCTimestamp	Advertisement
			Allocation
			AllocationInstructionAck
			ExecutionReport
			IOI
			ListCancelRequest
			ListExecute
			ListStatus
			OrderCancelReject
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderSingle
			Quote
			SecurityStatus
			SettlementInstructions
			MassQuoteQuoteEntries
			OrderListOrders
			QuoteRequestRelatedSym
Urgency	61	Urgency	News
ValidUntilTime	62	UTCTimestamp	IOI
			Quote
			MassQuoteQuoteEntries
SettlmntTyp	63	SettlmntTyp	Allocation
			ExecutionReport
			OrderCancelReplaceRequest
			OrderSingle
			BidRequestBidComponents
			BidResponseBidComponents
			OrderListOrders
FutSettDate	64	LocalMktDate	Allocation
			ExecutionReport
			OrderCancelReplaceRequest
			OrderSingle
			Quote
			BidRequestBidComponents
			BidResponseBidComponents
			MassQuoteQuoteEntries
			OrderListOrders
			QuoteRequestRelatedSym
SymbolSfx	65	string	Advertisement
			Allocation
			DontKnowTrade
			ExecutionReport
			IOI
			MarketDataSnapshotFullRefresh
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderSingle
			OrderStatusRequest
			Quote
			QuoteStatusRequest
			SecurityDefinition
			SecurityDefinitionRequest
			SecurityStatus
			SecurityStatusRequest
			EmailRelatedSym
			ListStrikePriceStrikes
			MarketDataIncrementalRefreshMDEntries
			MarketDataRequestRelatedSym
			MassQuoteQuoteEntries
			NewsRelatedSym
			OrderListOrders
			QuoteAcknowledgementQuoteEntries
			QuoteCancelQuoteEntries
			QuoteRequestRelatedSym
ListID	66	string	ExecutionReport
			ListCancelRequest
			ListExecute
			ListStatus
			ListStatusRequest
			ListStrikePrice
			OrderCancelReject
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderList
			AllocationOrders
			BidRequestBidComponents
			BidResponseBidComponents
ListSeqNo	67	int	OrderListOrders
TotNoOrders	68	int	ListStatus
TotNoOrders	68	int	OrderList
ListExecInst	69	string	OrderList
AllocID	70	string	Allocation
			AllocationInstructionAck
			SettlementInstructions
AllocTransType	71	AllocTransType	Allocation
RefAllocID	72	string	Allocation
NoOrders	73	NumInGroup	AllocationOrders
			ListStatusOrders
			OrderListOrders
AvgPrxPrecision	74	int	Allocation
TradeDate	75	LocalMktDate	Advertisement
			Allocation
			AllocationInstructionAck
			BidRequest
			ExecutionReport
			SettlementInstructions
ExecBroker	76	string	AllocationInstructionAck
			ExecutionReport
			OrderCancelReject
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderSingle
			OrderStatusRequest
			SettlementInstructions
			AllocationAllocs
			OrderListOrders
OpenClose	77	OpenClose	Allocation
			ExecutionReport
			OrderCancelReplaceRequest
			OrderSingle
			OrderListOrders
NoAllocs	78	NumInGroup	AllocationAllocs
			OrderCancelReplaceRequestAllocs
			OrderListAllocs
			OrderSingleAllocs
AllocAccount	79	string	SettlementInstructions
			AllocationAllocs
			OrderCancelReplaceRequestAllocs
			OrderListAllocs
			OrderSingleAllocs
AllocShares	80	Qty	AllocationAllocs
			OrderCancelReplaceRequestAllocs
			OrderListAllocs
			OrderSingleAllocs
ProcessCode	81	ProcessCode	OrderSingle
			AllocationAllocs
			OrderListOrders
NoRpts	82	int	ListStatus
RptSeq	83	int	ListStatus
CxlQty	84	Qty	ListStatusOrders
AllocStatus	87	AllocStatus	AllocationInstructionAck
AllocRejCode	88	AllocRejCode	AllocationInstructionAck
Signature	89	data
SecureDataLen	90	Length
SecureData	91	data
BrokerOfCredit	92	string	AllocationAllocs
SignatureLength	93	Length
EmailType	94	EmailType	Email
RawDataLength	95	Length	Email
RawDataLength	95	Length	News
RawData	96	data	Email
RawData	96	data	News
PossResend	97	Boolean
StopPx	99	Price	ExecutionReport
			OrderCancelReplaceRequest
			OrderSingle
			OrderListOrders
ExDestination	100	Exchange	OrderCancelReplaceRequest
			OrderSingle
			OrderListOrders
CxlRejReason	102	CxlRejReason	OrderCancelReject
OrdRejReason	103	OrdRejReason	ExecutionReport
OrdRejReason	103	OrdRejReason	ListStatusOrders
IOIQualifier	104	IOIQualifier	IOIIOIQualifiers
WaveNo	105	string	AllocationOrders
Issuer	106	string	Advertisement
			Allocation
			DontKnowTrade
			ExecutionReport
			IOI
			MarketDataSnapshotFullRefresh
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderSingle
			OrderStatusRequest
			Quote
			QuoteStatusRequest
			SecurityDefinition
			SecurityDefinitionRequest
			SecurityStatus
			SecurityStatusRequest
			EmailRelatedSym
			ListStrikePriceStrikes
			MarketDataIncrementalRefreshMDEntries
			MarketDataRequestRelatedSym
			MassQuoteQuoteEntries
			NewsRelatedSym
			OrderListOrders
			QuoteAcknowledgementQuoteEntries
			QuoteCancelQuoteEntries
			QuoteRequestRelatedSym
SecurityDesc	107	string	Advertisement
			Allocation
			DontKnowTrade
			ExecutionReport
			IOI
			MarketDataSnapshotFullRefresh
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderSingle
			OrderStatusRequest
			Quote
			QuoteStatusRequest
			SecurityDefinition
			SecurityDefinitionRequest
			SecurityStatus
			SecurityStatusRequest
			EmailRelatedSym
			ListStrikePriceStrikes
			MarketDataIncrementalRefreshMDEntries
			MarketDataRequestRelatedSym
			MassQuoteQuoteEntries
			NewsRelatedSym
			OrderListOrders
			QuoteAcknowledgementQuoteEntries
			QuoteCancelQuoteEntries
			QuoteRequestRelatedSym
ClientID	109	string	AllocationInstructionAck
			ExecutionReport
			OrderCancelReject
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderSingle
			OrderStatusRequest
			SettlementInstructions
			AllocationAllocs
			OrderListOrders
MinQty	110	Qty	ExecutionReport
			OrderCancelReplaceRequest
			OrderSingle
			MarketDataIncrementalRefreshMDEntries
			MarketDataSnapshotFullRefreshMDEntries
			OrderListOrders
MaxFloor	111	Qty	ExecutionReport
			OrderCancelReplaceRequest
			OrderSingle
			OrderListOrders
ReportToExch	113	ReportToExch	ExecutionReport
LocateReqd	114	LocateReqd	OrderCancelReplaceRequest
			OrderSingle
			OrderListOrders
OnBehalfOfCompID	115	string
OnBehalfOfSubID	116	string
QuoteID	117	string	MassQuote
			OrderSingle
			Quote
			QuoteAcknowledgement
			QuoteCancel
			QuoteStatusRequest
			OrderListOrders
NetMoney	118	Amt	Allocation
SettlCurrAmt	119	Amt	ExecutionReport
SettlCurrAmt	119	Amt	AllocationAllocs
SettlCurrency	120	Currency	ExecutionReport
			OrderCancelReplaceRequest
			OrderSingle
			AllocationAllocs
			OrderListOrders
ForexReq	121	ForexReq	BidRequest
			OrderCancelReplaceRequest
			OrderSingle
			OrderListOrders
OrigSendingTime	122	UTCTimestamp
NoExecs	124	NumInGroup	AllocationExecs
ExpireTime	126	UTCTimestamp	ExecutionReport
			OrderCancelReplaceRequest
			OrderSingle
			MarketDataIncrementalRefreshMDEntries
			MarketDataSnapshotFullRefreshMDEntries
			OrderListOrders
			QuoteRequestRelatedSym
DKReason	127	DKReason	DontKnowTrade
DeliverToCompID	128	string
DeliverToSubID	129	string
IOINaturalFlag	130	IOINaturalFlag	IOI
QuoteReqID	131	string	MassQuote
			Quote
			QuoteAcknowledgement
			QuoteCancel
			QuoteRequest
BidPx	132	Price	Quote
BidPx	132	Price	MassQuoteQuoteEntries
OfferPx	133	Price	Quote
OfferPx	133	Price	MassQuoteQuoteEntries
BidSize	134	Qty	Quote
BidSize	134	Qty	MassQuoteQuoteEntries
OfferSize	135	Qty	Quote
OfferSize	135	Qty	MassQuoteQuoteEntries
NoMiscFees	136	NumInGroup	AllocationMiscFees
MiscFeeAmt	137	Amt	AllocationMiscFees
MiscFeeCurr	138	Currency	AllocationMiscFees
MiscFeeType	139	MiscFeeType	AllocationMiscFees
PrevClosePx	140	Price	OrderSingle
			ListStrikePriceStrikes
			OrderListOrders
			QuoteRequestRelatedSym
SenderLocationID	142	string
TargetLocationID	143	string
OnBehalfOfLocationID	144	string
DeliverToLocationID	145	string
NoRelatedSym	146	NumInGroup	EmailRelatedSym
			MarketDataRequestRelatedSym
			NewsRelatedSym
			QuoteRequestRelatedSym
			SecurityDefinitionRelatedSym
			SecurityDefinitionRequestRelatedSym
Subject	147	string	Email
Headline	148	string	News
URLLink	149	string	Advertisement
			IOI
			News
ExecType	150	ExecType	ExecutionReport
LeavesQty	151	Qty	ExecutionReport
LeavesQty	151	Qty	ListStatusOrders
CashOrderQty	152	Qty	DontKnowTrade
			ExecutionReport
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderSingle
			OrderListOrders
AllocAvgPx	153	Price	AllocationAllocs
AllocNetMoney	154	Amt	AllocationAllocs
SettlCurrFxRate	155	float	ExecutionReport
SettlCurrFxRate	155	float	AllocationAllocs
SettlCurrFxRateCalc	156	char	ExecutionReport
SettlCurrFxRateCalc	156	char	AllocationAllocs
NumDaysInterest	157	int	Allocation
AccruedInterestRate	158	float	Allocation
AccruedInterestAmt	159	Amt	AllocationAllocs
SettlInstMode	160	SettlInstMode	SettlementInstructions
			AllocationAllocs
			OrderListOrders
AllocText	161	string	AllocationAllocs
SettlInstID	162	string	SettlementInstructions
SettlInstTransType	163	SettlInstTransType	SettlementInstructions
EmailThreadID	164	string	Email
SettlInstSource	165	SettlInstSource	SettlementInstructions
SettlLocation	166	SettlLocation	SettlementInstructions
SecurityType	167	SecurityType	Advertisement
			Allocation
			DontKnowTrade
			ExecutionReport
			IOI
			MarketDataSnapshotFullRefresh
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderSingle
			OrderStatusRequest
			Quote
			QuoteStatusRequest
			SecurityDefinition
			SecurityDefinitionRequest
			SecurityStatus
			SecurityStatusRequest
			SettlementInstructions
			EmailRelatedSym
			ListStrikePriceStrikes
			MarketDataIncrementalRefreshMDEntries
			MarketDataRequestRelatedSym
			MassQuoteQuoteEntries
			NewsRelatedSym
			OrderListOrders
			QuoteAcknowledgementQuoteEntries
			QuoteCancelQuoteEntries
			QuoteRequestRelatedSym
EffectiveTime	168	UTCTimestamp	ExecutionReport
			OrderCancelReplaceRequest
			OrderSingle
			SettlementInstructions
			OrderListOrders
StandInstDbType	169	StandInstDbType	SettlementInstructions
StandInstDbName	170	string	SettlementInstructions
StandInstDbID	171	string	SettlementInstructions
SettlDeliveryType	172	int	SettlementInstructions
SettlDepositoryCode	173	string	SettlementInstructions
SettlBrkrCode	174	string	SettlementInstructions
SettlInstCode	175	string	SettlementInstructions
SecuritySettlAgentName	176	string	SettlementInstructions
SecuritySettlAgentCode	177	string	SettlementInstructions
SecuritySettlAgentAcctNum	178	string	SettlementInstructions
SecuritySettlAgentAcctName	179	string	SettlementInstructions
SecuritySettlAgentContactName	180	string	SettlementInstructions
SecuritySettlAgentContactPhone	181	string	SettlementInstructions
CashSettlAgentName	182	string	SettlementInstructions
CashSettlAgentCode	183	string	SettlementInstructions
CashSettlAgentAcctNum	184	string	SettlementInstructions
CashSettlAgentAcctName	185	string	SettlementInstructions
CashSettlAgentContactName	186	string	SettlementInstructions
CashSettlAgentContactPhone	187	string	SettlementInstructions
BidSpotRate	188	Price	Quote
BidSpotRate	188	Price	MassQuoteQuoteEntries
BidForwardPoints	189	PriceOffset	Quote
BidForwardPoints	189	PriceOffset	MassQuoteQuoteEntries
OfferSpotRate	190	Price	Quote
OfferSpotRate	190	Price	MassQuoteQuoteEntries
OfferForwardPoints	191	PriceOffset	Quote
OfferForwardPoints	191	PriceOffset	MassQuoteQuoteEntries
OrderQty2	192	Qty	ExecutionReport
			OrderCancelReplaceRequest
			OrderSingle
			Quote
			MassQuoteQuoteEntries
			OrderListOrders
			QuoteRequestRelatedSym
FutSettDate2	193	LocalMktDate	ExecutionReport
			OrderCancelReplaceRequest
			OrderSingle
			Quote
			MassQuoteQuoteEntries
			OrderListOrders
			QuoteRequestRelatedSym
LastSpotRate	194	Price	ExecutionReport
LastForwardPoints	195	PriceOffset	ExecutionReport
AllocLinkID	196	string	Allocation
AllocLinkType	197	AllocLinkType	Allocation
SecondaryOrderID	198	string	ExecutionReport
			OrderCancelReject
			AllocationOrders
NoIOIQualifiers	199	NumInGroup	IOIIOIQualifiers
MaturityMonthYear	200	MonthYear	Advertisement
			Allocation
			DontKnowTrade
			ExecutionReport
			IOI
			MarketDataSnapshotFullRefresh
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderSingle
			OrderStatusRequest
			Quote
			QuoteStatusRequest
			SecurityDefinition
			SecurityDefinitionRequest
			SecurityStatus
			SecurityStatusRequest
			EmailRelatedSym
			ListStrikePriceStrikes
			MarketDataIncrementalRefreshMDEntries
			MarketDataRequestRelatedSym
			MassQuoteQuoteEntries
			NewsRelatedSym
			OrderListOrders
			QuoteAcknowledgementQuoteEntries
			QuoteCancelQuoteEntries
			QuoteRequestRelatedSym
PutOrCall	201	PutOrCall	Advertisement
			Allocation
			DontKnowTrade
			ExecutionReport
			IOI
			MarketDataSnapshotFullRefresh
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderSingle
			OrderStatusRequest
			Quote
			QuoteStatusRequest
			SecurityDefinition
			SecurityDefinitionRequest
			SecurityStatus
			SecurityStatusRequest
			EmailRelatedSym
			ListStrikePriceStrikes
			MarketDataIncrementalRefreshMDEntries
			MarketDataRequestRelatedSym
			MassQuoteQuoteEntries
			NewsRelatedSym
			OrderListOrders
			QuoteAcknowledgementQuoteEntries
			QuoteCancelQuoteEntries
			QuoteRequestRelatedSym
StrikePrice	202	Price	Advertisement
			Allocation
			DontKnowTrade
			ExecutionReport
			IOI
			MarketDataSnapshotFullRefresh
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderSingle
			OrderStatusRequest
			Quote
			QuoteStatusRequest
			SecurityDefinition
			SecurityDefinitionRequest
			SecurityStatus
			SecurityStatusRequest
			EmailRelatedSym
			ListStrikePriceStrikes
			MarketDataIncrementalRefreshMDEntries
			MarketDataRequestRelatedSym
			MassQuoteQuoteEntries
			NewsRelatedSym
			OrderListOrders
			QuoteAcknowledgementQuoteEntries
			QuoteCancelQuoteEntries
			QuoteRequestRelatedSym
CoveredOrUncovered	203	CoveredOrUncovered	OrderCancelReplaceRequest
			OrderSingle
			OrderListOrders
CustomerOrFirm	204	CustomerOrFirm	OrderCancelReplaceRequest
			OrderSingle
			OrderListOrders
MaturityDay	205	DayOfMonth	Advertisement
			Allocation
			DontKnowTrade
			ExecutionReport
			IOI
			MarketDataSnapshotFullRefresh
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderSingle
			OrderStatusRequest
			Quote
			QuoteStatusRequest
			SecurityDefinition
			SecurityDefinitionRequest
			SecurityStatus
			SecurityStatusRequest
			EmailRelatedSym
			ListStrikePriceStrikes
			MarketDataIncrementalRefreshMDEntries
			MarketDataRequestRelatedSym
			MassQuoteQuoteEntries
			NewsRelatedSym
			OrderListOrders
			QuoteAcknowledgementQuoteEntries
			QuoteCancelQuoteEntries
			QuoteRequestRelatedSym
OptAttribute	206	char	Advertisement
			Allocation
			DontKnowTrade
			ExecutionReport
			IOI
			MarketDataSnapshotFullRefresh
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderSingle
			OrderStatusRequest
			Quote
			QuoteStatusRequest
			SecurityDefinition
			SecurityDefinitionRequest
			SecurityStatus
			SecurityStatusRequest
			EmailRelatedSym
			ListStrikePriceStrikes
			MarketDataIncrementalRefreshMDEntries
			MarketDataRequestRelatedSym
			MassQuoteQuoteEntries
			NewsRelatedSym
			OrderListOrders
			QuoteAcknowledgementQuoteEntries
			QuoteCancelQuoteEntries
			QuoteRequestRelatedSym
SecurityExchange	207	Exchange	Advertisement
			Allocation
			DontKnowTrade
			ExecutionReport
			IOI
			MarketDataSnapshotFullRefresh
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderSingle
			OrderStatusRequest
			Quote
			QuoteStatusRequest
			SecurityDefinition
			SecurityDefinitionRequest
			SecurityStatus
			SecurityStatusRequest
			EmailRelatedSym
			ListStrikePriceStrikes
			MarketDataIncrementalRefreshMDEntries
			MarketDataRequestRelatedSym
			MassQuoteQuoteEntries
			NewsRelatedSym
			OrderListOrders
			QuoteAcknowledgementQuoteEntries
			QuoteCancelQuoteEntries
			QuoteRequestRelatedSym
NotifyBrokerOfCredit	208	NotifyBrokerOfCredit	AllocationAllocs
AllocHandlInst	209	AllocHandlInst	AllocationAllocs
MaxShow	210	Qty	ExecutionReport
			OrderCancelReplaceRequest
			OrderSingle
			OrderListOrders
PegDifference	211	PriceOffset	ExecutionReport
			OrderCancelReplaceRequest
			OrderSingle
			OrderListOrders
XmlDataLen	212	Length
XmlData	213	data
SettlInstRefID	214	string	SettlementInstructions
NoRoutingIDs	215	NumInGroup	EmailRoutingIDs
			IOIRoutingIDs
			NewsRoutingIDs
RoutingType	216	RoutingType	EmailRoutingIDs
			IOIRoutingIDs
			NewsRoutingIDs
RoutingID	217	string	EmailRoutingIDs
			IOIRoutingIDs
			NewsRoutingIDs
SpreadToBenchmark	218	PriceOffset	IOI
Benchmark	219	Benchmark	IOI
CouponRate	223	float	Advertisement
			Allocation
			DontKnowTrade
			ExecutionReport
			IOI
			MarketDataSnapshotFullRefresh
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderSingle
			OrderStatusRequest
			Quote
			QuoteStatusRequest
			SecurityDefinition
			SecurityDefinitionRequest
			SecurityStatus
			SecurityStatusRequest
			EmailRelatedSym
			ListStrikePriceStrikes
			MarketDataIncrementalRefreshMDEntries
			MarketDataRequestRelatedSym
			MassQuoteQuoteEntries
			NewsRelatedSym
			OrderListOrders
			QuoteAcknowledgementQuoteEntries
			QuoteCancelQuoteEntries
			QuoteRequestRelatedSym
ContractMultiplier	231	float	Advertisement
			Allocation
			DontKnowTrade
			ExecutionReport
			IOI
			MarketDataSnapshotFullRefresh
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderSingle
			OrderStatusRequest
			Quote
			QuoteStatusRequest
			SecurityDefinition
			SecurityDefinitionRequest
			SecurityStatus
			SecurityStatusRequest
			EmailRelatedSym
			ListStrikePriceStrikes
			MarketDataIncrementalRefreshMDEntries
			MarketDataRequestRelatedSym
			MassQuoteQuoteEntries
			NewsRelatedSym
			OrderListOrders
			QuoteAcknowledgementQuoteEntries
			QuoteCancelQuoteEntries
			QuoteRequestRelatedSym
MDReqID	262	string	MarketDataIncrementalRefresh
			MarketDataRequest
			MarketDataRequestReject
			MarketDataSnapshotFullRefresh
SubscriptionRequestType	263	SubscriptionRequestType	MarketDataRequest
			SecurityStatusRequest
			TradingSessionStatusRequest
MarketDepth	264	int	MarketDataRequest
MDUpdateType	265	MDUpdateType	MarketDataRequest
AggregatedBook	266	AggregatedBook	MarketDataRequest
NoMDEntryTypes	267	NumInGroup	MarketDataRequestMDEntryTypes
NoMDEntries	268	NumInGroup	MarketDataIncrementalRefreshMDEntries
NoMDEntries	268	NumInGroup	MarketDataSnapshotFullRefreshMDEntries
MDEntryType	269	MDEntryType	MarketDataIncrementalRefreshMDEntries
			MarketDataRequestMDEntryTypes
			MarketDataSnapshotFullRefreshMDEntries
MDEntryPx	270	Price	MarketDataIncrementalRefreshMDEntries
MDEntryPx	270	Price	MarketDataSnapshotFullRefreshMDEntries
MDEntrySize	271	Qty	MarketDataIncrementalRefreshMDEntries
MDEntrySize	271	Qty	MarketDataSnapshotFullRefreshMDEntries
MDEntryDate	272	UTCDateOnly	MarketDataIncrementalRefreshMDEntries
MDEntryDate	272	UTCDateOnly	MarketDataSnapshotFullRefreshMDEntries
MDEntryTime	273	UTCTimeOnly	MarketDataIncrementalRefreshMDEntries
MDEntryTime	273	UTCTimeOnly	MarketDataSnapshotFullRefreshMDEntries
TickDirection	274	TickDirection	MarketDataIncrementalRefreshMDEntries
TickDirection	274	TickDirection	MarketDataSnapshotFullRefreshMDEntries
MDMkt	275	Exchange	MarketDataIncrementalRefreshMDEntries
MDMkt	275	Exchange	MarketDataSnapshotFullRefreshMDEntries
QuoteCondition	276	QuoteCondition	MarketDataIncrementalRefreshMDEntries
QuoteCondition	276	QuoteCondition	MarketDataSnapshotFullRefreshMDEntries
TradeCondition	277	TradeCondition	MarketDataIncrementalRefreshMDEntries
TradeCondition	277	TradeCondition	MarketDataSnapshotFullRefreshMDEntries
MDEntryID	278	string	MarketDataIncrementalRefreshMDEntries
MDUpdateAction	279	MDUpdateAction	MarketDataIncrementalRefreshMDEntries
MDEntryRefID	280	string	MarketDataIncrementalRefreshMDEntries
MDReqRejReason	281	MDReqRejReason	MarketDataRequestReject
MDEntryOriginator	282	string	MarketDataIncrementalRefreshMDEntries
MDEntryOriginator	282	string	MarketDataSnapshotFullRefreshMDEntries
LocationID	283	string	MarketDataIncrementalRefreshMDEntries
LocationID	283	string	MarketDataSnapshotFullRefreshMDEntries
DeskID	284	string	MarketDataIncrementalRefreshMDEntries
DeskID	284	string	MarketDataSnapshotFullRefreshMDEntries
DeleteReason	285	DeleteReason	MarketDataIncrementalRefreshMDEntries
OpenCloseSettleFlag	286	OpenCloseSettleFlag	MarketDataIncrementalRefreshMDEntries
OpenCloseSettleFlag	286	OpenCloseSettleFlag	MarketDataSnapshotFullRefreshMDEntries
SellerDays	287	int	MarketDataIncrementalRefreshMDEntries
SellerDays	287	int	MarketDataSnapshotFullRefreshMDEntries
MDEntryBuyer	288	string	MarketDataIncrementalRefreshMDEntries
MDEntryBuyer	288	string	MarketDataSnapshotFullRefreshMDEntries
MDEntrySeller	289	string	MarketDataIncrementalRefreshMDEntries
MDEntrySeller	289	string	MarketDataSnapshotFullRefreshMDEntries
MDEntryPositionNo	290	int	MarketDataIncrementalRefreshMDEntries
MDEntryPositionNo	290	int	MarketDataSnapshotFullRefreshMDEntries
FinancialStatus	291	FinancialStatus	MarketDataSnapshotFullRefresh
			SecurityStatus
			MarketDataIncrementalRefreshMDEntries
CorporateAction	292	CorporateAction	MarketDataSnapshotFullRefresh
			SecurityStatus
			MarketDataIncrementalRefreshMDEntries
DefBidSize	293	Qty	MassQuote
DefOfferSize	294	Qty	MassQuote
NoQuoteEntries	295	NumInGroup	MassQuoteQuoteEntries
			QuoteAcknowledgementQuoteEntries
			QuoteCancelQuoteEntries
NoQuoteSets	296	NumInGroup	MassQuoteQuoteSets
NoQuoteSets	296	NumInGroup	QuoteAcknowledgementQuoteSets
QuoteAckStatus	297	QuoteAckStatus	QuoteAcknowledgement
QuoteCancelType	298	QuoteCancelType	QuoteCancel
QuoteEntryID	299	string	MarketDataIncrementalRefreshMDEntries
			MarketDataSnapshotFullRefreshMDEntries
			MassQuoteQuoteEntries
			QuoteAcknowledgementQuoteEntries
QuoteRejectReason	300	QuoteRejectReason	QuoteAcknowledgement
QuoteResponseLevel	301	QuoteResponseLevel	MassQuote
			Quote
			QuoteAcknowledgement
			QuoteCancel
QuoteSetID	302	string	MassQuoteQuoteSets
QuoteSetID	302	string	QuoteAcknowledgementQuoteSets
QuoteRequestType	303	QuoteRequestType	QuoteRequestRelatedSym
TotQuoteEntries	304	int	MassQuoteQuoteSets
TotQuoteEntries	304	int	QuoteAcknowledgementQuoteSets
UnderlyingIDSource	305	string	MassQuoteQuoteSets
			QuoteAcknowledgementQuoteSets
			SecurityDefinitionRelatedSym
			SecurityDefinitionRequestRelatedSym
UnderlyingIssuer	306	string	MassQuoteQuoteSets
			QuoteAcknowledgementQuoteSets
			SecurityDefinitionRelatedSym
			SecurityDefinitionRequestRelatedSym
UnderlyingSecurityDesc	307	string	MassQuoteQuoteSets
			QuoteAcknowledgementQuoteSets
			SecurityDefinitionRelatedSym
			SecurityDefinitionRequestRelatedSym
UnderlyingSecurityExchange	308	Exchange	MassQuoteQuoteSets
			QuoteAcknowledgementQuoteSets
			SecurityDefinitionRelatedSym
			SecurityDefinitionRequestRelatedSym
UnderlyingSecurityID	309	string	MassQuoteQuoteSets
			QuoteAcknowledgementQuoteSets
			SecurityDefinitionRelatedSym
			SecurityDefinitionRequestRelatedSym
UnderlyingSecurityType	310	string	MassQuoteQuoteSets
			QuoteAcknowledgementQuoteSets
			SecurityDefinitionRelatedSym
			SecurityDefinitionRequestRelatedSym
UnderlyingSymbol	311	string	MassQuoteQuoteSets
			QuoteAcknowledgementQuoteSets
			QuoteCancelQuoteEntries
			SecurityDefinitionRelatedSym
			SecurityDefinitionRequestRelatedSym
UnderlyingSymbolSfx	312	string	MassQuoteQuoteSets
			QuoteAcknowledgementQuoteSets
			SecurityDefinitionRelatedSym
			SecurityDefinitionRequestRelatedSym
UnderlyingMaturityMonthYear	313	MonthYear	MassQuoteQuoteSets
			QuoteAcknowledgementQuoteSets
			SecurityDefinitionRelatedSym
			SecurityDefinitionRequestRelatedSym
UnderlyingMaturityDay	314	DayOfMonth	MassQuoteQuoteSets
			QuoteAcknowledgementQuoteSets
			SecurityDefinitionRelatedSym
			SecurityDefinitionRequestRelatedSym
UnderlyingPutOrCall	315	int	MassQuoteQuoteSets
			QuoteAcknowledgementQuoteSets
			SecurityDefinitionRelatedSym
			SecurityDefinitionRequestRelatedSym
UnderlyingStrikePrice	316	Price	MassQuoteQuoteSets
			QuoteAcknowledgementQuoteSets
			SecurityDefinitionRelatedSym
			SecurityDefinitionRequestRelatedSym
UnderlyingOptAttribute	317	char	MassQuoteQuoteSets
			QuoteAcknowledgementQuoteSets
			SecurityDefinitionRelatedSym
			SecurityDefinitionRequestRelatedSym
UnderlyingCurrency	318	Currency	SecurityDefinitionRelatedSym
UnderlyingCurrency	318	Currency	SecurityDefinitionRequestRelatedSym
RatioQty	319	Qty	SecurityDefinitionRelatedSym
RatioQty	319	Qty	SecurityDefinitionRequestRelatedSym
SecurityReqID	320	string	SecurityDefinition
SecurityReqID	320	string	SecurityDefinitionRequest
SecurityRequestType	321	SecurityRequestType	SecurityDefinitionRequest
SecurityResponseID	322	string	SecurityDefinition
SecurityResponseType	323	SecurityResponseType	SecurityDefinition
SecurityStatusReqID	324	string	SecurityStatus
SecurityStatusReqID	324	string	SecurityStatusRequest
UnsolicitedIndicator	325	UnsolicitedIndicator	SecurityStatus
UnsolicitedIndicator	325	UnsolicitedIndicator	TradingSessionStatus
SecurityTradingStatus	326	SecurityTradingStatus	SecurityStatus
HaltReason	327	HaltReason	SecurityStatus
InViewOfCommon	328	InViewOfCommon	SecurityStatus
DueToRelated	329	DueToRelated	SecurityStatus
BuyVolume	330	Qty	SecurityStatus
SellVolume	331	Qty	SecurityStatus
HighPx	332	Price	SecurityStatus
LowPx	333	Price	SecurityStatus
Adjustment	334	Adjustment	SecurityStatus
TradSesReqID	335	string	TradingSessionStatus
TradSesReqID	335	string	TradingSessionStatusRequest
TradingSessionID	336	string	Advertisement
			Allocation
			ExecutionReport
			Quote
			QuoteAcknowledgement
			QuoteCancel
			QuoteStatusRequest
			SecurityDefinition
			SecurityDefinitionRequest
			SecurityStatus
			SecurityStatusRequest
			SettlementInstructions
			TradingSessionStatus
			TradingSessionStatusRequest
			BidRequestBidComponents
			BidResponseBidComponents
			MarketDataIncrementalRefreshMDEntries
			MarketDataRequestRelatedSym
			MarketDataSnapshotFullRefreshMDEntries
			MassQuoteQuoteEntries
			OrderCancelReplaceRequestTradingSessions
			OrderListTradingSessions
			OrderSingleTradingSessions
			QuoteRequestRelatedSym
ContraTrader	337	string	ExecutionReportContraBrokers
TradSesMethod	338	TradSesMethod	TradingSessionStatus
TradSesMethod	338	TradSesMethod	TradingSessionStatusRequest
TradSesMode	339	TradSesMode	TradingSessionStatus
TradSesMode	339	TradSesMode	TradingSessionStatusRequest
TradSesStatus	340	TradSesStatus	TradingSessionStatus
TradSesStartTime	341	UTCTimestamp	TradingSessionStatus
TradSesOpenTime	342	UTCTimestamp	TradingSessionStatus
TradSesPreCloseTime	343	UTCTimestamp	TradingSessionStatus
TradSesCloseTime	344	UTCTimestamp	TradingSessionStatus
TradSesEndTime	345	UTCTimestamp	TradingSessionStatus
NumberOfOrders	346	int	MarketDataIncrementalRefreshMDEntries
NumberOfOrders	346	int	MarketDataSnapshotFullRefreshMDEntries
MessageEncoding	347	string
EncodedIssuerLen	348	Length	Advertisement
			Allocation
			DontKnowTrade
			ExecutionReport
			IOI
			MarketDataSnapshotFullRefresh
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderSingle
			OrderStatusRequest
			Quote
			QuoteStatusRequest
			SecurityDefinition
			SecurityDefinitionRequest
			SecurityStatus
			SecurityStatusRequest
			EmailRelatedSym
			ListStrikePriceStrikes
			MarketDataIncrementalRefreshMDEntries
			MarketDataRequestRelatedSym
			MassQuoteQuoteEntries
			NewsRelatedSym
			OrderListOrders
			QuoteAcknowledgementQuoteEntries
			QuoteCancelQuoteEntries
			QuoteRequestRelatedSym
EncodedIssuer	349	data	Advertisement
			Allocation
			DontKnowTrade
			ExecutionReport
			IOI
			MarketDataSnapshotFullRefresh
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderSingle
			OrderStatusRequest
			Quote
			QuoteStatusRequest
			SecurityDefinition
			SecurityDefinitionRequest
			SecurityStatus
			SecurityStatusRequest
			EmailRelatedSym
			ListStrikePriceStrikes
			MarketDataIncrementalRefreshMDEntries
			MarketDataRequestRelatedSym
			MassQuoteQuoteEntries
			NewsRelatedSym
			OrderListOrders
			QuoteAcknowledgementQuoteEntries
			QuoteCancelQuoteEntries
			QuoteRequestRelatedSym
EncodedSecurityDescLen	350	Length	Advertisement
			Allocation
			DontKnowTrade
			ExecutionReport
			IOI
			MarketDataSnapshotFullRefresh
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderSingle
			OrderStatusRequest
			Quote
			QuoteStatusRequest
			SecurityDefinition
			SecurityDefinitionRequest
			SecurityStatus
			SecurityStatusRequest
			EmailRelatedSym
			ListStrikePriceStrikes
			MarketDataIncrementalRefreshMDEntries
			MarketDataRequestRelatedSym
			MassQuoteQuoteEntries
			NewsRelatedSym
			OrderListOrders
			QuoteAcknowledgementQuoteEntries
			QuoteCancelQuoteEntries
			QuoteRequestRelatedSym
EncodedSecurityDesc	351	data	Advertisement
			Allocation
			DontKnowTrade
			ExecutionReport
			IOI
			MarketDataSnapshotFullRefresh
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderSingle
			OrderStatusRequest
			Quote
			QuoteStatusRequest
			SecurityDefinition
			SecurityDefinitionRequest
			SecurityStatus
			SecurityStatusRequest
			EmailRelatedSym
			ListStrikePriceStrikes
			MarketDataIncrementalRefreshMDEntries
			MarketDataRequestRelatedSym
			MassQuoteQuoteEntries
			NewsRelatedSym
			OrderListOrders
			QuoteAcknowledgementQuoteEntries
			QuoteCancelQuoteEntries
			QuoteRequestRelatedSym
EncodedListExecInstLen	352	Length	OrderList
EncodedListExecInst	353	data	OrderList
EncodedTextLen	354	Length	Advertisement
			Allocation
			AllocationInstructionAck
			BidRequest
			DontKnowTrade
			ExecutionReport
			IOI
			ListCancelRequest
			ListExecute
			ListStatusRequest
			MarketDataRequestReject
			OrderCancelReject
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderSingle
			SecurityDefinition
			SecurityDefinitionRequest
			TradingSessionStatus
			BidResponseBidComponents
			EmailLinesOfText
			ListStatusOrders
			ListStrikePriceStrikes
			MarketDataIncrementalRefreshMDEntries
			MarketDataSnapshotFullRefreshMDEntries
			NewsLinesOfText
			OrderListOrders
EncodedText	355	data	Advertisement
			Allocation
			AllocationInstructionAck
			BidRequest
			DontKnowTrade
			ExecutionReport
			IOI
			ListCancelRequest
			ListExecute
			ListStatusRequest
			MarketDataRequestReject
			OrderCancelReject
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderSingle
			SecurityDefinition
			SecurityDefinitionRequest
			TradingSessionStatus
			BidResponseBidComponents
			EmailLinesOfText
			ListStatusOrders
			ListStrikePriceStrikes
			MarketDataIncrementalRefreshMDEntries
			MarketDataSnapshotFullRefreshMDEntries
			NewsLinesOfText
			OrderListOrders
EncodedSubjectLen	356	Length	Email
EncodedSubject	357	data	Email
EncodedHeadlineLen	358	Length	News
EncodedHeadline	359	data	News
EncodedAllocTextLen	360	Length	AllocationAllocs
EncodedAllocText	361	data	AllocationAllocs
EncodedUnderlyingIssuerLen	362	Length	MassQuoteQuoteSets
			QuoteAcknowledgementQuoteSets
			SecurityDefinitionRelatedSym
			SecurityDefinitionRequestRelatedSym
EncodedUnderlyingIssuer	363	data	MassQuoteQuoteSets
			QuoteAcknowledgementQuoteSets
			SecurityDefinitionRelatedSym
			SecurityDefinitionRequestRelatedSym
EncodedUnderlyingSecurityDescLen	364	Length	MassQuoteQuoteSets
			QuoteAcknowledgementQuoteSets
			SecurityDefinitionRelatedSym
			SecurityDefinitionRequestRelatedSym
EncodedUnderlyingSecurityDesc	365	data	MassQuoteQuoteSets
			QuoteAcknowledgementQuoteSets
			SecurityDefinitionRelatedSym
			SecurityDefinitionRequestRelatedSym
AllocPrice	366	Price	AllocationAllocs
QuoteSetValidUntilTime	367	UTCTimestamp	MassQuoteQuoteSets
QuoteEntryRejectReason	368	QuoteEntryRejectReason	QuoteAcknowledgementQuoteEntries
LastMsgSeqNumProcessed	369	int
OnBehalfOfSendingTime	370	UTCTimestamp
RefMsgType	372	string	LogonMsgTypes
BidRequestTransType	374	BidRequestTransType	BidRequest
ContraBroker	375	string	ExecutionReportContraBrokers
ComplianceID	376	string	ExecutionReport
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderSingle
			OrderListOrders
SolicitedFlag	377	SolicitedFlag	ExecutionReport
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderSingle
			OrderListOrders
ExecRestatementReason	378	ExecRestatementReason	ExecutionReport
GrossTradeAmt	381	Amt	Allocation
GrossTradeAmt	381	Amt	ExecutionReport
NoContraBrokers	382	NumInGroup	ExecutionReportContraBrokers
NoMsgTypes	384	NumInGroup	LogonMsgTypes
MsgDirection	385	MsgDirection	LogonMsgTypes
NoTradingSessions	386	NumInGroup	OrderCancelReplaceRequestTradingSessions
			OrderListTradingSessions
			OrderSingleTradingSessions
TotalVolumeTraded	387	Qty	MarketDataSnapshotFullRefresh
			TradingSessionStatus
			MarketDataIncrementalRefreshMDEntries
DiscretionInst	388	DiscretionInst	ExecutionReport
			OrderCancelReplaceRequest
			OrderSingle
			OrderListOrders
DiscretionOffset	389	PriceOffset	ExecutionReport
			OrderCancelReplaceRequest
			OrderSingle
			OrderListOrders
BidID	390	string	BidRequest
			BidResponse
			ListExecute
			OrderList
ClientBidID	391	string	BidRequest
			BidResponse
			ListExecute
			OrderList
ListName	392	string	BidRequest
TotalNumSecurities	393	int	BidRequest
TotalNumSecurities	393	int	SecurityDefinition
BidType	394	int	BidRequest
BidType	394	int	OrderList
NumTickets	395	int	BidRequest
SideValue1	396	Amt	BidRequest
SideValue2	397	Amt	BidRequest
NoBidDescriptors	398	NumInGroup	BidRequestBidDescriptors
BidDescriptorType	399	int	BidRequestBidDescriptors
BidDescriptor	400	string	BidRequestBidDescriptors
SideValueInd	401	int	BidRequestBidDescriptors
SideValueInd	401	int	OrderListOrders
LiquidityPctLow	402	float	BidRequestBidDescriptors
LiquidityPctHigh	403	float	BidRequestBidDescriptors
LiquidityValue	404	Amt	BidRequestBidDescriptors
EFPTrackingError	405	float	BidRequestBidDescriptors
FairValue	406	Amt	BidRequestBidDescriptors
FairValue	406	Amt	BidResponseBidComponents
OutsideIndexPct	407	float	BidRequestBidDescriptors
ValueOfFutures	408	Amt	BidRequestBidDescriptors
LiquidityIndType	409	LiquidityIndType	BidRequest
WtAverageLiquidity	410	float	BidRequest
ExchangeForPhysical	411	ExchangeForPhysical	BidRequest
OutMainCntryUIndex	412	Amt	BidRequest
CrossPercent	413	float	BidRequest
ProgRptReqs	414	ProgRptReqs	BidRequest
ProgRptReqs	414	ProgRptReqs	OrderList
ProgPeriodInterval	415	int	BidRequest
ProgPeriodInterval	415	int	OrderList
IncTaxInd	416	IncTaxInd	BidRequest
NumBidders	417	int	BidRequest
TradeType	418	TradeType	BidRequest
BasisPxType	419	BasisPxType	BidRequest
NoBidComponents	420	NumInGroup	BidRequestBidComponents
NoBidComponents	420	NumInGroup	BidResponseBidComponents
Country	421	string	BidResponseBidComponents
TotNoStrikes	422	int	ListStrikePrice
PriceType	423	PriceType	BidResponseBidComponents
DayOrderQty	424	Qty	ExecutionReport
DayCumQty	425	Qty	ExecutionReport
DayAvgPx	426	Price	ExecutionReport
GTBookingInst	427	GTBookingInst	ExecutionReport
			OrderCancelReplaceRequest
			OrderSingle
			OrderListOrders
NoStrikes	428	NumInGroup	ListStrikePriceStrikes
ListStatusType	429	int	ListStatus
NetGrossInd	430	NetGrossInd	BidRequestBidComponents
NetGrossInd	430	NetGrossInd	BidResponseBidComponents
ListOrderStatus	431	int	ListStatus
ExpireDate	432	LocalMktDate	ExecutionReport
			OrderCancelReplaceRequest
			OrderSingle
			MarketDataIncrementalRefreshMDEntries
			MarketDataSnapshotFullRefreshMDEntries
			OrderListOrders
ListExecInstType	433	ListExecInstType	OrderList
CxlRejResponseTo	434	CxlRejResponseTo	OrderCancelReject
UnderlyingCouponRate	435	float	MassQuoteQuoteSets
			QuoteAcknowledgementQuoteSets
			SecurityDefinitionRelatedSym
			SecurityDefinitionRequestRelatedSym
UnderlyingContractMultiplier	436	float	MassQuoteQuoteSets
			QuoteAcknowledgementQuoteSets
			SecurityDefinitionRelatedSym
			SecurityDefinitionRequestRelatedSym
ContraTradeQty	437	Qty	ExecutionReportContraBrokers
ContraTradeTime	438	UTCTimestamp	ExecutionReportContraBrokers
ClearingFirm	439	string	ExecutionReport
			OrderCancelReplaceRequest
			OrderSingle
			OrderListOrders
ClearingAccount	440	string	ExecutionReport
			OrderCancelReplaceRequest
			OrderSingle
			OrderListOrders
LiquidityNumSecurities	441	int	BidRequestBidDescriptors
MultiLegReportingType	442	MultiLegReportingType	ExecutionReport
StrikeTime	443	UTCTimestamp	BidRequest
ListStatusText	444	string	ListStatus
EncodedListStatusTextLen	445	Length	ListStatus
EncodedListStatusText	446	data	ListStatus
AllocationAllocs		AllocationAllocs	Allocation
AllocationExecs		AllocationExecs	Allocation
AllocationMiscFees		AllocationMiscFees	Allocation
AllocationOrders		AllocationOrders	Allocation
BidRequestBidComponents		BidRequestBidComponents	BidRequest
BidRequestBidDescriptors		BidRequestBidDescriptors	BidRequest
BidResponseBidComponents		BidResponseBidComponents	BidResponse
EmailLinesOfText		EmailLinesOfText	Email
EmailRelatedSym		EmailRelatedSym	Email
EmailRoutingIDs		EmailRoutingIDs	Email
ExecutionReportContraBrokers		ExecutionReportContraBrokers	ExecutionReport
IOIIOIQualifiers		IOIIOIQualifiers	IOI
IOIRoutingIDs		IOIRoutingIDs	IOI
ListStatusOrders		ListStatusOrders	ListStatus
ListStrikePriceStrikes		ListStrikePriceStrikes	ListStrikePrice
MarketDataIncrementalRefreshMDEntries		MarketDataIncrementalRefreshMDEntries	MarketDataIncrementalRefresh
MarketDataRequestMDEntryTypes		MarketDataRequestMDEntryTypes	MarketDataRequest
MarketDataRequestRelatedSym		MarketDataRequestRelatedSym	MarketDataRequest
MarketDataSnapshotFullRefreshMDEntries		MarketDataSnapshotFullRefreshMDEntries	MarketDataSnapshotFullRefresh
MassQuoteQuoteEntries		MassQuoteQuoteEntries	MassQuote
MassQuoteQuoteSets		MassQuoteQuoteSets	MassQuote
NewsLinesOfText		NewsLinesOfText	News
NewsRelatedSym		NewsRelatedSym	News
NewsRoutingIDs		NewsRoutingIDs	News
OrderCancelReplaceRequestAllocs		OrderCancelReplaceRequestAllocs	OrderCancelReplaceRequest
OrderCancelReplaceRequestTradingSessions		OrderCancelReplaceRequestTradingSessions	OrderCancelReplaceRequest
OrderListAllocs		OrderListAllocs	OrderList
OrderListOrders		OrderListOrders	OrderList
OrderListTradingSessions		OrderListTradingSessions	OrderList
OrderSingleAllocs		OrderSingleAllocs	OrderSingle
OrderSingleTradingSessions		OrderSingleTradingSessions	OrderSingle
QuoteAcknowledgementQuoteEntries		QuoteAcknowledgementQuoteEntries	QuoteAcknowledgement
QuoteAcknowledgementQuoteSets		QuoteAcknowledgementQuoteSets	QuoteAcknowledgement
QuoteCancelQuoteEntries		QuoteCancelQuoteEntries	QuoteCancel
QuoteRequestRelatedSym		QuoteRequestRelatedSym	QuoteRequest
SecurityDefinitionRelatedSym		SecurityDefinitionRelatedSym	SecurityDefinition
SecurityDefinitionRequestRelatedSym		SecurityDefinitionRequestRelatedSym	SecurityDefinitionRequest
duration		Duration
start_time		UTCTimestamp

Enumeration Types

Adjustment

Encoding:

int

Identifies the type of adjustment.
Case	Tag
Cancel	1
Cancel
Error	2
Error
Correction	3
Correction

AdvSide

Encoding:

char

Broker's side of advertised trade
Case	Tag
Buy	B
Buy
Sell	S
Sell
Trade	T
Trade
Cross	X
Cross

AdvTransType

Encoding:

string

Identifies advertisement message transaction type
Case	Tag
Cancel	C
Cancel
New	N
New
Replace	R
Replace

AggregatedBook

Encoding:

Boolean

Specifies whether or not book entries should be aggregated.
Case	Tag
BookEntriesShouldNotBeAggregated	N
Multiple entries per side per price allowed
BookEntriesToBeAggregated	Y
one book entry per side per price

AllocHandlInst

Encoding:

int

Indicates how the receiver (i.e. third party) of Allocation message should handle/process the account details.
Case	Tag
Match	1
Match
Forward	2
Forward
ForwardAndMatch	3
Forward and Match

AllocLinkType

Encoding:

int

Identifies the type of Allocation linkage when AllocLinkID is used.
Case	Tag
FXNetting	0
F/X Netting
FXSwap	1
F/X Swap

AllocRejCode

Encoding:

int

Identifies reason for rejection.
Case	Tag
UnknownAccount	0
unknown account(s)
IncorrectQuantity	1
incorrect quantity
IncorrectAveragegPrice	2
incorrect average price
UnknownExecutingBrokerMnemonic	3
unknown executing broker mnemonic
CommissionDifference	4
commission difference
UnknownOrderID	5
unknown OrderID
UnknownListID	6
unknown ListID
OtherSeeText	7
other

AllocStatus

Encoding:

int

Identifies status of allocation.
Case	Tag
Accepted	0
accepted (successfully processed)
BlockLevelReject	1
rejected
AccountLevelReject	2
partial accept
Received	3
received (received, not yet processed)

AllocTransType

Encoding:

char

Identifies allocation transaction type
Case	Tag
New	0
New
Replace	1
Replace
Cancel	2
Cancel
Preliminary	3
Preliminary (without MiscFees and NetMoney)
Calculated	4
Calculated (includes MiscFees and NetMoney)
CalculatedWithoutPreliminary	5
Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney)

BasisPxType

Encoding:

char

Code to represent the basis price type.
Case	Tag
ClosingPriceAtMorningSession	2
Closing Price at morning session
ClosingPrice	3
Closing Price
CurrentPrice	4
Current price
SQ	5
SQ
VWAPThroughADay	6
VWAP through a day
VWAPThroughAMorningSession	7
VWAP through a morning session
VWAPThroughAnAfternoonSession	8
VWAP through an afternoon session
VWAPThroughADayExcept	9
VWAP through a day except YORI
VWAPThroughAMorningSessionExcept	A
VWAP through a morning session except YORI
VWAPThroughAnAfternoonSessionExcept	B
VWAP through an afternoon session except YORI
Strike	C
Strike
Open	D
Open
Others	Z
Others

Benchmark

Encoding:

char

For Fixed Income. Identifies the benchmark (e.g. used in conjunction with the SpreadToBenchmark field).
Case	Tag
CURVE	1
CURVE
FiveYR	2
5-YR
OLD5	3
OLD-5
TenYR	4
10-YR
OLD10	5
OLD-10
ThirtyYR	6
30-YR
OLD30	7
OLD-30
ThreeMOLIBOR	8
3-MO-LIBOR
SixMOLIBOR	9
6-MO-LIBOR

BidRequestTransType

Encoding:

char

Identifies the Bid Request message type.
Case	Tag
Cancel	C
Cancel
New	N
New

CommType

Encoding:

char

Commission type
Case	Tag
PerUnit	1
per share
Percent	2
percentage
Absolute	3
absolute

CorporateAction

Encoding:

char

Identifies the type of Corporate Action.
Case	Tag
ExDividend	A
Ex-Dividend
ExDistribution	B
Ex-Distribution
ExRights	C
Ex-Rights
New	D
New
ExInterest	E
Ex-Interest

Country

Encoding:

string

2 letter country code - ISO 3166
Case	Tag
AD	AD
Andorra
AE	AE
United Arab Emirates (the)
AF	AF
Afghanistan
AG	AG
Antigua and Barbuda
AI	AI
Anguilla
AL	AL
Albania
AM	AM
Armenia
AO	AO
Angola
AQ	AQ
Antarctica
AR	AR
Argentina
AS	AS
American Samoa
AT	AT
Austria
AU	AU
Australia
AW	AW
Aruba
AX	AX
Aaland Islands
AZ	AZ
Azerbaijan
BA	BA
Bosnia and Herzegovina
BB	BB
Barbados
BD	BD
Bangladesh
BE	BE
Belgium
BF	BF
Burkina Faso
BG	BG
Bulgaria
BH	BH
Bahrain
BI	BI
Burundi
BJ	BJ
Benin
BL	BL
Saint Barthélemy
BM	BM
Bermuda
BN	BN
Brunei Darussalam
BO	BO
Bolivia (Plurinational State of)
BQ	BQ
Bonaire, Sint Eustatius and Saba
BR	BR
Brazil
BS	BS
Bahamas (the)
BT	BT
Bhutan
BV	BV
Bouvet Island
BW	BW
Botswana
BY	BY
Belarus
BZ	BZ
Belize
CA	CA
Canada
CC	CC
Cocos (Keeling) Islands (the)
CD	CD
Congo (the Democratic Republic of the)
CF	CF
Central African Republic (the)
CG	CG
Congo (the)
CH	CH
Switzerland
CI	CI
Côte d'Ivoire
CK	CK
Cook Islands (the)
CL	CL
Chile
CM	CM
Cameroon
CN	CN
China
CO	CO
Colombia
CR	CR
Costa Rica
CU	CU
Cuba
CV	CV
Cabo Verde
CW	CW
Curaçao
CX	CX
Christmas Island
CY	CY
Cyprus
CZ	CZ
Czechia
DE	DE
Germany
DJ	DJ
Djibouti
DK	DK
Denmark
DM	DM
Dominica
DO	DO
Dominican Republic (the)
DZ	DZ
Algeria
EC	EC
Ecuador
EE	EE
Estonia
EG	EG
Egypt
EH	EH
Western Sahara*
ER	ER
Eritrea
ES	ES
Spain
ET	ET
Ethiopia
FI	FI
Finland
FJ	FJ
Fiji
FK	FK
Falkland Islands (the) [Malvinas]
FM	FM
Micronesia (Federated States of)
FO	FO
Faroe Islands (the)
FR	FR
France
GA	GA
Gabon
GB	GB
United Kingdom of Great Britain and Northern Ireland (the)
GD	GD
Grenada
GE	GE
Georgia
GF	GF
French Guiana
GG	GG
Guernsey
GH	GH
Ghana
GI	GI
Gibraltar
GL	GL
Greenland
GM	GM
Gambia (the)
GN	GN
Guinea
GP	GP
Guadeloupe
GQ	GQ
Equatorial Guinea
GR	GR
Greece
GS	GS
South Georgia and the South Sandwich Islands
GT	GT
Guatemala
GU	GU
Guam
GW	GW
Guinea-Bissau
GY	GY
Guyana
HK	HK
Hong Kong
HM	HM
Heard Island and McDonald Islands
HN	HN
Honduras
HR	HR
Croatia
HT	HT
Haiti
HU	HU
Hungary
ID	ID
Indonesia
IE	IE
Ireland
IL	IL
Israel
IM	IM
Isle of Man
IN	IN
India
IO	IO
British Indian Ocean Territory (the)
IQ	IQ
Iraq
IR	IR
Iran (Islamic Republic of)
IS	IS
Iceland
IT	IT
Italy
JE	JE
Jersey
JM	JM
Jamaica
JO	JO
Jordan
JP	JP
Japan
KE	KE
Kenya
KG	KG
Kyrgyzstan
KH	KH
Cambodia
KI	KI
Kiribati
KM	KM
Comoros (the)
KN	KN
Saint Kitts and Nevis
KP	KP
Korea (the Democratic People's Republic of)
KR	KR
Korea (the Republic of)
KW	KW
Kuwait
KY	KY
Cayman Islands (the)
KZ	KZ
Kazakhstan
LA	LA
Lao People's Democratic Republic (the)
LB	LB
Lebanon
LC	LC
Saint Lucia
LI	LI
Liechtenstein
LK	LK
Sri Lanka
LR	LR
Liberia
LS	LS
Lesotho
LT	LT
Lithuania
LU	LU
Luxembourg
LV	LV
Latvia
LY	LY
Libya
MA	MA
Morocco
MC	MC
Monaco
MD	MD
Moldova (the Republic of)
ME	ME
Montenegro
MF	MF
Saint Martin (French part)
MG	MG
Madagascar
MH	MH
Marshall Islands (the)
MK	MK
Macedonia (the former Yugoslav Republic of)
ML	ML
Mali
MM	MM
Myanmar
MN	MN
Mongolia
MO	MO
Macao
MP	MP
Northern Mariana Islands (the)
MQ	MQ
Martinique
MR	MR
Mauritania
MS	MS
Montserrat
MT	MT
Malta
MU	MU
Mauritius
MV	MV
Maldives
MW	MW
Malawi
MX	MX
Mexico
MY	MY
Malaysia
MZ	MZ
Mozambique
NA	NA
Namibia
NC	NC
New Caledonia
NE	NE
Niger (the)
NF	NF
Norfolk Island
NG	NG
Nigeria
NI	NI
Nicaragua
NL	NL
Netherlands (the)
NO	NO
Norway
NP	NP
Nepal
NR	NR
Nauru
NU	NU
Niue
NZ	NZ
New Zealand
OM	OM
Oman
PA	PA
Panama
PE	PE
Peru
PF	PF
French Polynesia
PG	PG
Papua New Guinea
PH	PH
Philippines (the)
PK	PK
Pakistan
PL	PL
Poland
PM	PM
Saint Pierre and Miquelon
PN	PN
Pitcairn
PR	PR
Puerto Rico
PS	PS
Palestine, State of
PT	PT
Portugal
PW	PW
Palau
PY	PY
Paraguay
QA	QA
Qatar
RE	RE
Réunion
RO	RO
Romania
RS	RS
Serbia
RU	RU
Russian Federation (the)
RW	RW
Rwanda
SA	SA
Saudi Arabia
SB	SB
Solomon Islands
SC	SC
Seychelles
SD	SD
Sudan (the)
SE	SE
Sweden
SG	SG
Singapore
SH	SH
Saint Helena, Ascension and Tristan da Cunha
SI	SI
Slovenia
SJ	SJ
Svalbard and Jan Mayen
SK	SK
Slovakia
SL	SL
Sierra Leone
SM	SM
San Marino
SN	SN
Senegal
SO	SO
Somalia
SR	SR
Suriname
SS	SS
South Sudan
ST	ST
Sao Tome and Principe
SV	SV
El Salvador
SX	SX
Sint Maarten (Dutch part)
SY	SY
Syrian Arab Republic
SZ	SZ
Swaziland
TC	TC
Turks and Caicos Islands (the)
TD	TD
Chad
TF	TF
French Southern Territories (the)
TG	TG
Togo
TH	TH
Thailand
TJ	TJ
Tajikistan
TK	TK
Tokelau
TL	TL
Timor-Leste
TM	TM
Turkmenistan
TN	TN
Tunisia
TO	TO
Tonga
TR	TR
Turkey
TT	TT
Trinidad and Tobago
TV	TV
Tuvalu
TW	TW
Taiwan (Province of China)
TZ	TZ
Tanzania, United Republic of
UA	UA
Ukraine
UG	UG
Uganda
UM	UM
United States Minor Outlying Islands (the)
US	US
United States of America (the)
UY	UY
Uruguay
UZ	UZ
Uzbekistan
VA	VA
Holy See (the)
VC	VC
Saint Vincent and the Grenadines
VE	VE
Venezuela (Bolivarian Republic of)
VG	VG
Virgin Islands (British)
VI	VI
Virgin Islands (U.S.)
VN	VN
Viet Nam
VU	VU
Vanuatu
WF	WF
Wallis and Futuna
WS	WS
Samoa
YE	YE
Yemen
YT	YT
Mayotte
ZA	ZA
South Africa
ZM	ZM
Zambia
ZW	ZW
Zimbabwe

CoveredOrUncovered

Encoding:

int

Used for options
Case	Tag
Covered	0
Covered
Uncovered	1
Uncovered

Currency

Encoding:

string

three letter code from ISO4217
Case	Tag
AED	AED
United Arab Emirates Dirham
AFN	AFN
Afghanistan Afghani
AMD	AMD
Armenia Dram
ANG	ANG
Netherlands Antilles Guilder
AOA	AOA
Angola Kwanza
ARS	ARS
Argentina Peso
AUD	AUD
Australia Dollar
AWG	AWG
Aruba Guilder
AZN	AZN
Azerbaijan New Manat
BAM	BAM
Bosnia and Herzegovina Convertible Marka
BBD	BBD
Barbados Dollar
BDT	BDT
Bangladesh Taka
BGN	BGN
Bulgaria Lev
BHD	BHD
Bahrain Dinar
BIF	BIF
Burundi Franc
BMD	BMD
Bermuda Dollar
BND	BND
Brunei Darussalam Dollar
BOB	BOB
Bolivia Bolíviano
BRL	BRL
Brazil Real
BSD	BSD
Bahamas Dollar
BTN	BTN
Bhutan Ngultrum
BWP	BWP
Botswana Pula
BYN	BYN
Belarus Ruble
BZD	BZD
Belize Dollar
CAD	CAD
Canada Dollar
CDF	CDF
Congo/Kinshasa Franc
CHF	CHF
Switzerland Franc
CLP	CLP
Chile Peso
CNY	CNY
China Yuan Renminbi
COP	COP
Colombia Peso
CRC	CRC
Costa Rica Colon
CUC	CUC
Cuba Convertible Peso
CUP	CUP
Cuba Peso
CVE	CVE
Cape Verde Escudo
CZK	CZK
Czech Republic Koruna
DJF	DJF
Djibouti Franc
DKK	DKK
Denmark Krone
DOP	DOP
Dominican Republic Peso
DZD	DZD
Algeria Dinar
EGP	EGP
Egypt Pound
ERN	ERN
Eritrea Nakfa
ETB	ETB
Ethiopia Birr
EUR	EUR
Euro Member Countries
FJD	FJD
Fiji Dollar
FKP	FKP
Falkland Islands (Malvinas) Pound
GBP	GBP
United Kingdom Pound
GEL	GEL
Georgia Lari
GGP	GGP
Guernsey Pound
GHS	GHS
Ghana Cedi
GIP	GIP
Gibraltar Pound
GMD	GMD
Gambia Dalasi
GNF	GNF
Guinea Franc
GTQ	GTQ
Guatemala Quetzal
GYD	GYD
Guyana Dollar
HKD	HKD
Hong Kong Dollar
HNL	HNL
Honduras Lempira
HRK	HRK
Croatia Kuna
HTG	HTG
Haiti Gourde
HUF	HUF
Hungary Forint
IDR	IDR
Indonesia Rupiah
ILS	ILS
Israel Shekel
IMP	IMP
Isle of Man Pound
INR	INR
India Rupee
IQD	IQD
Iraq Dinar
IRR	IRR
Iran Rial
ISK	ISK
Iceland Krona
JEP	JEP
Jersey Pound
JMD	JMD
Jamaica Dollar
JOD	JOD
Jordan Dinar
JPY	JPY
Japan Yen
KES	KES
Kenya Shilling
KGS	KGS
Kyrgyzstan Som
KHR	KHR
Cambodia Riel
KMF	KMF
Comoros Franc
KPW	KPW
Korea (North) Won
KRW	KRW
Korea (South) Won
KWD	KWD
Kuwait Dinar
KYD	KYD
Cayman Islands Dollar
KZT	KZT
Kazakhstan Tenge
LAK	LAK
Laos Kip
LBP	LBP
Lebanon Pound
LKR	LKR
Sri Lanka Rupee
LRD	LRD
Liberia Dollar
LSL	LSL
Lesotho Loti
LYD	LYD
Libya Dinar
MAD	MAD
Morocco Dirham
MDL	MDL
Moldova Leu
MGA	MGA
Madagascar Ariary
MKD	MKD
Macedonia Denar
MMK	MMK
Myanmar (Burma) Kyat
MNT	MNT
Mongolia Tughrik
MOP	MOP
Macau Pataca
MRO	MRO
Mauritania Ouguiya
MUR	MUR
Mauritius Rupee
MVR	MVR
Maldives (Maldive Islands) Rufiyaa
MWK	MWK
Malawi Kwacha
MXN	MXN
Mexico Peso
MYR	MYR
Malaysia Ringgit
MZN	MZN
Mozambique Metical
NAD	NAD
Namibia Dollar
NGN	NGN
Nigeria Naira
NIO	NIO
Nicaragua Cordoba
NOK	NOK
Norway Krone
NPR	NPR
Nepal Rupee
NZD	NZD
New Zealand Dollar
OMR	OMR
Oman Rial
PAB	PAB
Panama Balboa
PEN	PEN
Peru Sol
PGK	PGK
Papua New Guinea Kina
PHP	PHP
Philippines Peso
PKR	PKR
Pakistan Rupee
PLN	PLN
Poland Zloty
PYG	PYG
Paraguay Guarani
QAR	QAR
Qatar Riyal
RON	RON
Romania New Leu
RSD	RSD
Serbia Dinar
RUB	RUB
Russia Ruble
RWF	RWF
Rwanda Franc
SAR	SAR
Saudi Arabia Riyal
SBD	SBD
Solomon Islands Dollar
SCR	SCR
Seychelles Rupee
SDG	SDG
Sudan Pound
SEK	SEK
Sweden Krona
SGD	SGD
Singapore Dollar
SHP	SHP
Saint Helena Pound
SLL	SLL
Sierra Leone Leone
SOS	SOS
Somalia Shilling
SPL	SPL
Seborga Luigino
SRD	SRD
Suriname Dollar
STD	STD
São Tomé and Príncipe Dobra
SVC	SVC
El Salvador Colon
SYP	SYP
Syria Pound
SZL	SZL
Swaziland Lilangeni
THB	THB
Thailand Baht
TJS	TJS
Tajikistan Somoni
TMT	TMT
Turkmenistan Manat
TND	TND
Tunisia Dinar
TOP	TOP
Tonga Pa'anga
TRY	TRY
Turkey Lira
TTD	TTD
Trinidad and Tobago Dollar
TVD	TVD
Tuvalu Dollar
TWD	TWD
Taiwan New Dollar
TZS	TZS
Tanzania Shilling
UAH	UAH
Ukraine Hryvnia
UGX	UGX
Uganda Shilling
USD	USD
United States Dollar
UYU	UYU
Uruguay Peso
UZS	UZS
Uzbekistan Som
VEF	VEF
Venezuela Bolivar
VND	VND
Viet Nam Dong
VUV	VUV
Vanuatu Vatu
WST	WST
Samoa Tala
XAF	XAF
Communauté Financière Africaine (BEAC) CFA Franc BEAC
XCD	XCD
East Caribbean Dollar
XDR	XDR
International Monetary Fund (IMF) Special Drawing Rights
XOF	XOF
Communauté Financière Africaine (BCEAO) Franc
XPF	XPF
Comptoirs Français du Pacifique (CFP) Franc
YER	YER
Yemen Rial
ZAR	ZAR
South Africa Rand
ZMW	ZMW
Zambia Kwacha
ZWD	ZWD
Zimbabwe Dollar

CustomerOrFirm

Encoding:

int

Used for options when delivering the order to an execution system/exchange to specify if the order is for a customer or the firm placing the order itself.
Case	Tag
Customer	0
Customer
Firm	1
Firm

CxlRejReason

Encoding:

int

Code to identify reason for cancel rejection.
Case	Tag
TooLateToCancel	0
Too late to cancel
UnknownOrder	1
Unknown order
BrokerCredit	2
Broker Option
OrderAlreadyInPendingStatus	3
Order already in Pending Cancel or Pending Replace status

CxlRejResponseTo

Encoding:

char

Identifies the type of request that a Cancel Reject is in response to.
Case	Tag
OrderCancelRequest	1
Order Cancel Request
OrderCancel	2
Order Cancel/Replace Request

DKReason

Encoding:

char

Reason for execution rejection.
Case	Tag
UnknownSymbol	A
Unknown symbol
WrongSide	B
Wrong side
QuantityExceedsOrder	C
Quantity exceeds order
NoMatchingOrder	D
No matching order
PriceExceedsLimit	E
Price exceeds limit
Other	Z
Other

DeleteReason

Encoding:

char

Reason for deletion.
Case	Tag
Cancellation	0
Cancelation / Trade Bust
Error	1
Error

DiscretionInst

Encoding:

char

Code to identify the price a DiscretionOffset is related to and should be mathematically added to.
Case	Tag
RelatedToDisplayedPrice	0
Related to displayed price
RelatedToMarketPrice	1
Related to market price
RelatedToPrimaryPrice	2
Related to primary price
RelatedToLocalPrimaryPrice	3
Related to local primary price
RelatedToMidpointPrice	4
Related to midpoint price
RelatedToLastTradePrice	5
Related to last trade price

DueToRelated

Encoding:

Boolean

Indicates whether or not the halt was due to the Related Security being halted.
Case	Tag
NotRelatedToSecurityHalt	N
Halt was not related to a halt of the related security
RelatedToSecurityHalt	Y
Halt was due to related security being halted

EmailType

Encoding:

char

Email message type.
Case	Tag
New	0
New
Reply	1
Reply
AdminReply	2
Admin Reply

Exchange

Encoding:

string

ISO 10383 Market Identifier Code
Case	Tag
_360T	360T
360T
AATS	AATS
ASSENT ATS
ABUL	ABUL
BULGARIAN STOCK EXCHANGE - ALTERNATIVE MARKET
ACEX	ACEX
ACE DERIVATIVES & COMMODITY EXCHANGE LTD
AFET	AFET
AGRICULTURAL FUTURES EXCHANGE OF THAILAND
AIXE	AIXE
AIXECUTE
ALDP	ALDP
NYSE ALTERNEXT DARK
ALTX	ALTX
JSE ALTERNATE EXCHANGE
ALXA	ALXA
EURONEXT - ALTERNEXT AMSTERDAM
ALXB	ALXB
EURONEXT - ALTERNEXT BRUSSELS
ALXL	ALXL
EURONEXT - ALTERNEXT LISBON
ALXP	ALXP
EURONEXT - ALTERNEXT PARIS
AMTS	AMTS
MTS NETHERLANDS
AMXO	AMXO
NYSE AMEX OPTIONS
APXL	APXL
SYDNEY STOCK EXCHANGE LIMITED
AQUA	AQUA
AQUA EQUITIES L.P.
AQXE	AQXE
AQUIS EXCHANGE
ARAX	ARAX
ARAX COMMODITIES LTD
ARCD	ARCD
ARCA DARK
ARCO	ARCO
NYSE ARCA OPTIONS
ARCX	ARCX
NYSE ARCA
AREX	AREX
AREX - AUTOMATED RECEIVABLES EXCHANGE
ASEX	ASEX
ATHENS STOCK EXCHANGE
ASTR	ASTR
CLEARCORP DEALING SYSTEMS INDIA LIMITED – ASTROID
ASXB	ASXB
ASX BOOKBUILD
ASXC	ASXC
ASX - CENTER POINT
ASXP	ASXP
ASX - PUREMATCH
ASXT	ASXT
ASX TRADEMATCH
ASXV	ASXV
ASX - VOLUMEMATCH
ATDF	ATDF
AUTOMATED TRADING DESK FINANCIAL SERVICES, LLC
ATLB	ATLB
ATLANTIC BROKERS LTD
AUTO	AUTO
AUTOBAHN FX
AWBX	AWBX
AUSTRALIAN WHEAT BOARD
AWEX	AWEX
AUSTRALIAN WOOL EXCHANGE
BACE	BACE
BOLSA DE CEREALES DE BUENOS AIRES
BAJM	BAJM
BARBADOS STOCK EXCHANGE - JUNIOR MARKET
BALT	BALT
THE BALTIC EXCHANGE
BAML	BAML
BANK OF AMERICA - MERRILL LYNCH INSTINCT X ATS
BAPX	BAPX
BALTPOOL
BARD	BARD
BARCLAYS FX – TRADING
BARK	BARK
BATS EUROPE - REGULATED MARKET DARK BOOK
BARL	BARL
BARCLAYS LIQUID MARKETS
BARO	BARO
BATS EUROPE - REGULATED MARKET OFF BOOK
BART	BART
BATS EUROPE - REGULATED MARKET INTEGRATED BOOK
BARX	BARX
BARCLAYS ATS
BATD	BATD
BATS EUROPE -BXE DARK ORDER BOOK
BATE	BATE
BATS EUROPE -BXE ORDER BOOKS
BATF	BATF
BATS EUROPE – BATS OFF-BOOK
BATO	BATO
BZX OPTIONS MARKET
BATP	BATP
BATS EUROPE - BXE PERIODIC
BATS	BATS
BATS Z-EXCHANGE
BATY	BATY
BATS Y-EXCHANGE, INC.
BBSF	BBSF
BLOOMBERG SEF LLC
BCDX	BCDX
BARCLAYS DIRECT EX ATS
BCFS	BCFS
BOLSA DE COMERCIO DE SANTA FE
BCMM	BCMM
BOLSA DE CEREAIS E MERCADORIAS DE MARINGÁ
BCSE	BCSE
BELARUS CURRENCY AND STOCK EXCHANGE
BCXE	BCXE
BATS EUROPE
BEEX	BEEX
BOND ELECTRONIC EXCHANGE
BERA	BERA
BOERSE BERLIN - REGULIERTER MARKT
BERB	BERB
BOERSE BERLIN - FREIVERKEHR
BERC	BERC
BOERSE BERLIN - BERLIN SECOND REGULATED MARKET
BETA	BETA
BETA MARKET
BETP	BETP
BLOOMBERG TRADEBOOK JAPAN LIMITED
BFEX	BFEX
BAHRAIN FINANCIAL EXCHANGE
BGCB	BGCB
BGC BROKERS LP - TRAYPORT
BGCD	BGCD
BGC DERIVATIVE MARKETS L.P.
BGCF	BGCF
BGC FINANCIAL INC
BGCI	BGCI
BGC BROKERS LP
BHSF	BHSF
BATS HOTSPOT SEF LLC
BIDS	BIDS
BIDS TRADING L.P.
BLBF	BLBF
BANJA LUKA STOCK EXCHANGE - FREE MARKET
BLEV	BLEV
BLOCK EVENT
BLNK	BLNK
BLINK MTF
BLOX	BLOX
BLOCKMATCH
BLPX	BLPX
BELGIAN POWER EXCHANGE
BLTD	BLTD
BLOOMBERG TRADEBOOK LLC
BLTX	BLTX
BALTEX - FREIGHT DERIVATIVES MARKET
BMCL	BMCL
BME CLEARING S.A.
BMEX	BMEX
BME - BOLSAS Y MERCADOS ESPANOLES
BMFA	BMFA
BMFMS-ATS
BMFM	BMFM
DERIVATIVES REGULATED MARKET - BMFMS
BMFX	BMFX
SIBIU MONETARY- FINANCIAL AND COMMODITIES EXCHANGE
BMTF	BMTF
BLOOMBERG TRADING FACILITY LIMITED
BMTS	BMTS
MTS BELGIUM
BNDD	BNDD
TRADEWEB DIRECT LLC
BNYC	BNYC
CONVERGEX
BOAT	BOAT
CINNOBER BOAT
BOND	BOND
BONDVISION ITALIA
BOSC	BOSC
BONDSCAPE
BOSD	BOSD
NASDAQ OMX BX DARK
BOSP	BOSP
WARSAW STOCK EXCHANGE/BONDS/CATALYST/BONDSPOT/MTF
BOTC	BOTC
OFF EXCHANGE IDENTIFIER FOR OTC TRADES REPORTED TO BATS EUROPE
BOTE	BOTE
BOTSWANA STOCK EXCHANGE - EXCHANGE TRADED FUNDS (ETF)
BOTV	BOTV
BOTSWANA STOCK EXCHANGE - VENTURE CAPITAL
BOVA	BOVA
BOLSA DE CORREDORES - BOLSA DE VALORES
BOVM	BOVM
BOLSA DE VALORES MINAS-ESPÍRITO SANTO-BRASÍLIA
BPOL	BPOL
BLOOMBERG BPOOL
BRIX	BRIX
BRAZILIAN ENERGY EXCHANGE
BRNX	BRNX
BERNSTEIN CROSS (BERN-X)
BSEX	BSEX
BAKU STOCK EXCHANGE
BSME	BSME
BSE SME
BTEC	BTEC
ICAP ELECTRONIC BROKING (US)
BTEE	BTEE
BROKERTEC
BVCA	BVCA
CARACAS STOCK EXCHANGE
BVMF	BVMF
BM&FBOVESPA S.A. - BOLSA DE VALORES, MERCADORIAS E FUTUROS
BVUK	BVUK
BONDVISION UK
BVUR	BVUR
BOLSA ELECTRONICA DE VALORES DEL URUGUAY
BVUS	BVUS
BONDVISION US
BYXD	BYXD
BATS Y-EXCHANGE DARK
BZXD	BZXD
BATS Z-EXCHANGE DARK
C2OX	C2OX
C2 OPTIONS EXCHANGE INC.
CAES	CAES
CREDIT SUISSE AES CROSSFINDER
CAND	CAND
CANDEAL.CA INC
CANX	CANX
CANNEX FINANCIAL EXCHANGE LTS
CATS	CATS
CATS
CAVE	CAVE
CAVEAT EMPTOR
CBLC	CBLC
CITIBLOC
CBSX	CBSX
CBOE STOCK EXCHANGE
CBTS	CBTS
CME SWAPS MARKETS (CBOT)
CCFX	CCFX
CHINA FINANCIAL FUTURES EXCHANGE
CCLX	CCLX
FINESTI S.A.
CCO2	CCO2
CANTORCO2E.COM LIMITED
CDED	CDED
CITADEL SECURITIES
CDSL	CDSL
CLEARCORP DEALING SYSTEMS (INDIA) LTD.
CECS	CECS
CME SWAPS MARKETS (COMEX)
CETI	CETI
CETIP S.A. - MERCADOS ORGANIZADOS
CFAU	CFAU
CROSSFINDER AUSTRALIA
CFHK	CFHK
CROSSFINDER HONG KONG
CFJP	CFJP
CROSSFINDER JAPAN
CGCM	CGCM
CASSA DI COMPENSAZIONE E GARANZIA SPA - COLLATERALIZED MONEY MARKET GUARANTEE SERVICE
CGDB	CGDB
CASSA DI COMPENSAZIONE E GARANZIA SPA - BONDS CCP SERVICE
CGEB	CGEB
CASSA DI COMPENSAZIONE E GARANZIA SPA - EURO BONDS CCP SERVICE
CGGD	CGGD
CASSA DI COMPENSAZIONE E GARANZIA SPA - CCP AGRICULTURAL COMMODITY DERIVATIVES
CGIT	CGIT
CASSA DI COMPENSAZIONE E GARANZIA SPA
CGMA	CGMA
CITI MATCH AUSTRALIA
CGME	CGME
CITI MATCH
CGMH	CGMH
CITI MATCH
CGMI	CGMI
CITIGROUP GLOBAL MARKETS
CGMU	CGMU
CITI MATCH
CGMX	CGMX
CITI MEXICO RPI (RETAIL PRICE IMPROVEMENT)
CGND	CGND
CASSA DI COMPENSAZIONE E GARANZIA SPA - CCP ENERGY DERIVATIVES
CGQD	CGQD
CASSA DI COMPENSAZIONE E GARANZIA SPA - CCP EQUITY DERIVATIVES
CGQT	CGQT
CASSA DI COMPENSAZIONE E GARANZIA SPA - EQUITY CCP SERVICE
CGTR	CGTR
CASSA DI COMPENSAZIONE E GARANZIA SPA - TRIPARTY REPO CCP SERVICE
CHEV	CHEV
CA CHEUVREUX
CHIA	CHIA
CHI-X AUSTRALIA
CHIC	CHIC
CHI-X CANADA ATS
CHID	CHID
BATS EUROPE - CXE DARK ORDER BOOK
CHIJ	CHIJ
CHI-X JAPAN
CHIO	CHIO
BATS EUROPE - CXE - OFF-BOOK
CHIS	CHIS
CHI-X JAPAN SELECT
CHIV	CHIV
CHI-X JAPAN VWAP CROSSING
CHIX	CHIX
BATS EUROPE - CXE ORDER BOOKS
CICX	CICX
CITI CROSS
CITD	CITD
CITI DARK
CITX	CITX
CITI MATCH
CLAU	CLAU
CLSA AUSTRALIA - DARK
CLHK	CLHK
CLSA HONG KONG - DARK
CLJP	CLJP
CLSA JAPAN - DARK
CLMX	CLMX
CLIMEX
CLPH	CLPH
CLSA PHILIPPINES - DARK
CLTD	CLTD
CLEARTRADE EXCHANGE
CMEC	CMEC
CME CLEARING EUROPE
CMED	CMED
CME EUROPE - DERIVATIVES
CMEE	CMEE
CME EUROPE
CMES	CMES
CME SWAPS MARKETS (CME)
CMET	CMET
CLEAR MARKETS JAPAN, INC.
CMMT	CMMT
CLEAR MARKETS EUROPE LIMITED
CMSF	CMSF
CLEAR MARKETS NORTH AMERICA, INC.
COAL	COAL
LA COTE ALPHA
CORE	CORE
ATD - CITIGROUP AGENCY OPTION AND EQUITIES ROUTING ENGINE
COTC	COTC
BMO CAPITAL MARKETS - CAD OTC TRADES
CRED	CRED
CREDIT SUISSE (US)
CRYD	CRYD
CRYEX - FX AND DIGITAL CURRENCIES
CRYP	CRYP
CRYPTO FACILITIES
CRYX	CRYX
CRYEX
CSAU	CSAU
CREDIT SUISSE EQUITIES (AUSTRALIA) LIMITED
CSCF	CSCF
CREDIT SUISSE AES CROSSFINDER EUROPE
CSEU	CSEU
CREDIT SUISSE (EUROPE)
CSHK	CSHK
CREDIT SUISSE SECURITIES (HONG KONG) LIMITED
CSJP	CSJP
CREDIT SUISSE EQUITIES (JAPAN) LIMITED
CSLP	CSLP
CREDIT SUISSE LIGHT POOL
CSSX	CSSX
CHINA STAINLESS STEEL EXCHANGE
CSTO	CSTO
NASDAQ CLEARING AB
CXAC	CXAC
CHI-X MARKET AUSTRALIA - LIMIT VENUE
CXAF	CXAF
CHI-X AUSTRALIA MARKET PEG (FARPOINT) VENUE
CXAM	CXAM
CHI-X MOC
CXAN	CXAN
CHI-X AUSTRALIA PRIMARY PEG (NEARPOINT) VENUE
CXAP	CXAP
CHI-X AUSTRALIA MID-POINT VENUE
CXAQ	CXAQ
CHI-X AUSTRALIA -QUOTED MANAGED FUNDS
CXAR	CXAR
CHI-X AUSTRALIA - TRANSFERABLE CUSTODY RECEIPT MARKET
CXAV	CXAV
CHI-X VWAP
CXAW	CXAW
CHI-X AUSTRALIA - WARRANTS
CXRT	CXRT
CREDITEX BROKERAGE LLP
DBCR	DBCR
DEUTSCHE BANK - CENTRAL RISK BOOK
DBCX	DBCX
DEUTSCHE BANK - CLOSE CROSS
DBDC	DBDC
DEUTSCHE BANK - DIRECT CAPITAL ACCESS
DBHK	DBHK
DEUTSCHE BANK HONG KONG ATS
DBIX	DBIX
DEUTSCHE BANK INTERNALISATION
DBMO	DBMO
DEUTSCHE BANK - MANUAL OTC
DBOX	DBOX
DEUTSCHE BANK OFF EXCHANGE TRADING
DBSE	DBSE
DEUTSCHE BANK - SUPERX EU
DBSX	DBSX
DEUTSCHE BANK SUPER X
DCSE	DCSE
NASDAQ COPENHAGEN A/S - NORDIC@MID
DCSX	DCSX
DUTCH CARIBBEAN SECURITIES EXCHANGE
DEAL	DEAL
DCX (DERIVATIVES CURRENCY EXCHANGE)
DGCX	DGCX
DUBAI GOLD & COMMODITIES EXCHANGE DMCC
DHEL	DHEL
NASDAQ HELSINKI LTD - NORDIC@MID
DICE	DICE
NASDAQ ICELAND HF. - NORDIC@MID
DIFX	DIFX
NASDAQ DUBAI
DKTC	DKTC
DANSK OTC
DNDK	DNDK
FIRST NORTH DENMARK - NORDIC@MID
DNFI	DNFI
FIRST NORTH FINLAND - NORDIC@MID
DNIS	DNIS
FIRST NORTH ICELAND - NORDIC@MID
DNSE	DNSE
FIRST NORTH SWEDEN - NORDIC@MID
DOTS	DOTS
SWISS DOTS BY CATS
DRCT	DRCT
DAIWA DRECT
DSMD	DSMD
QATAR EXCHANGE
DSTO	DSTO
NASDAQ STOCKHOLM AB - NORDIC@MID
DUMX	DUMX
DUBAI MERCANTILE EXCHANGE
DUSA	DUSA
BOERSE DUESSELDORF - REGULIERTER MARKT
DUSB	DUSB
BOERSE DUESSELDORF - FREIVERKEHR
DUSC	DUSC
BOERSE DUESSELDORF - QUOTRIX - REGULIERTER MARKT
DUSD	DUSD
BOERSE DUESSELDORF - QUOTRIX MTF
DWSF	DWSF
DW SEF LLC
EBRA	EBRA
BRATISLAVA STOCK EXCHANGE-MTF
EBSX	EBSX
EBS MTF
ECAG	ECAG
EUREX CLEARING AG
ECAL	ECAL
EUREX CLEARING ASIA PTE. LTD.
EDDP	EDDP
EDGX EXCHANGE DARK
EDGA	EDGA
EDGA EXCHANGE
EDGD	EDGD
EDGA EXCHANGE DARK
EDGE	EDGE
BATS DIRECT EDGE
EDGO	EDGO
EDGX OPTIONS MARKET
EDGX	EDGX
EDGX EXCHANGE
EEAL	EEAL
EUREX EXCHANGE ASIA PTE. LTD.
EESE	EESE
EAST EUROPEAN STOCK EXCHANGE
EGMT	EGMT
EG MARKET TECHNOLOGIES
EGSI	EGSI
ERSTE GROUP BANK AG
ELIX	ELIX
ELIXIUM
EMBX	EMBX
EMERGING MARKETS BOND EXCHANGE LIMITED
EMCH	EMCH
FINACOR EMATCH
EMDR	EMDR
E-MID - E-MIDER MARKET
EMIB	EMIB
E-MID - BANCA D'ITALIA SHARES TRADING MARKET
EMID	EMID
E-MID
EMIR	EMIR
E-MID REPO
EMTF	EMTF
EURO MTF
EMTS	EMTS
EUROMTS
ENAX	ENAX
ATHENS EXCHANGE ALTERNATIVE MARKET
ENCL	ENCL
ENCLEAR
ENSX	ENSX
SEB ENSKILDA
ENXB	ENXB
EURONEXT - EASY NEXT
ENXL	ENXL
EURONEXT - EASYNEXT LISBON
EOTC	EOTC
E-OTC
EPEX	EPEX
EPEX SPOT SE
EQLD	EQLD
EQUILEND EUROPE LIMITED
EQTA	EQTA
BOERSE BERLIN EQUIDUCT TRADING - REGULIERTER MARKT
EQTB	EQTB
BOERSE BERLIN EQUIDUCT TRADING - BERLIN SECOND REGULATED MARKET
EQTC	EQTC
BOERSE BERLIN EQUIDUCT TRADING - FREIVERKEHR
EQTD	EQTD
BOERSE BERLIN EQUIDUCT TRADING - OTC
ERIS	ERIS
ERIS EXCHANGE
ESPD	ESPD
NASDAQ OMX ESPEED
ETFP	ETFP
ELECTRONIC OPEN-END FUNDS AND ETC MARKET
ETLX	ETLX
EUROTLX
ETSC	ETSC
ETS EURASIAN TRADING SYSTEM COMMODITY EXCHANGE
EUCH	EUCH
EUREX ZURICH
EURM	EURM
EUREX REPO MARKET
EUSC	EUSC
EUREX CH SECLEND MARKET
EUSP	EUSP
EUREX OTC SPOT MARKET
EUWX	EUWX
EUWAX
EWSM	EWSM
EUROPEAN WHOLESALE SECURITIES MARKET
EXAA	EXAA
WIENER BOERSE AG, AUSTRIAN ENERGY EXCHANGE
EXBO	EXBO
EXANE BNP PARIBAS - BID-OFFER CROSSING
EXCP	EXCP
EXANE BNP PARIBAS - CLOSING PRICE
EXDC	EXDC
EXANE BNP PARIBAS - DIRECT CAPITAL ACCESS
EXEU	EXEU
EXANE BNP PARIBAS
EXLP	EXLP
EXANE BNP PARIBAS - LIQUIDITY PROVISION
EXMP	EXMP
EXANE BNP PARIBAS - MID POINT
EXOR	EXOR
EXANE BNP PARIBAS - CHILD ORDER CROSSING
EXSI	EXSI
EXANE BNP PARIBAS - SYSTEMATIC INTERNALISER
EXTR	EXTR
ENERGY EXCHANGE ISTANBUL
EXVP	EXVP
EXANE BNP PARIBAS - VOLUME PROFILE CROSSING
FAIR	FAIR
CANTOR SPREADFAIR
FAST	FAST
FASTMATCH
FCBT	FCBT
CHICAGO BOARD OF TRADE (FLOOR)
FCME	FCME
CHICAGO MERCANTILE EXCHANGE (FLOOR)
FGEX	FGEX
KAASUPORSSI - FINNISH GAS EXCHANGE
FICX	FICX
FINANCIAL INFORMATION CONTRIBUTORS EXCHANGE
FINN	FINN
FINRA/NASDAQ TRF(TRADE REPORTING FACILITY)
FINO	FINO
FINRA ORF (TRADE REPORTING FACILITY)
FINR	FINR
FINRA
FINY	FINY
FINRA/NYSE TRF (TRADE REPORTING FACILITY)
FISH	FISH
FISH POOL ASA
FMTS	FMTS
MTS FRANCE SAS
FNDK	FNDK
FIRST NORTH DENMARK
FNEE	FNEE
FIRST NORTH ESTONIA
FNFI	FNFI
FIRST NORTH FINLAND
FNIS	FNIS
FIRST NORTH ICELAND
FNLT	FNLT
FIRST NORTH LITHUANIA
FNLV	FNLV
FIRST NORTH LATVIA
FNSE	FNSE
FIRST NORTH SWEDEN
FRAA	FRAA
BOERSE FRANKFURT - REGULIERTER MARKT
FRAB	FRAB
BOERSE FRANKFURT - FREIVERKEHR
FSEF	FSEF
FTSEF LLC
FSHX	FSHX
FISHEX
FTFS	FTFS
42 FINANCIAL SERVICES
FXAL	FXAL
FXALL
FXCL	FXCL
CLEARCORP DEALING SYSTEMS INDIA LIMITED – FX-CLEAR
FXCM	FXCM
FXCM
FXSW	FXSW
CLEARCORP DEALING SYSTEMS INDIA LIMITED – FX-SWAP
G1XX	G1XX
G1 EXECUTION SERVICES
GBOT	GBOT
BOURSE AFRICA LIMITED
GEMX	GEMX
GEMMA (GILT EDGED MARKET MAKERS’ASSOCIATION)
GETB	GETB
LITHUANIAN NATURAL GAS EXCHANGE
GFIC	GFIC
GFI CREDITMATCH
GFIF	GFIF
GFI FOREXMATCH
GFIN	GFIN
GFI ENERGYMATCH
GFIR	GFIR
GFI RATESMATCH
GLBX	GLBX
CME GLOBEX
GLLC	GLLC
GATE US LLC
GLPS	GLPS
ESSEX RADEZ, LLC
GLPX	GLPX
ACS EXECUTION SERVICES, LLC
GMEG	GMEG
GMEX EXCHANGE
GMNI	GMNI
ISE GEMINI EXCHANGE
GMTF	GMTF
GALAXY
GMTS	GMTS
MTS GERMANY
GOVX	GOVX
GOVEX
GREE	GREE
THE GREEN EXCHANGE
GRIF	GRIF
GRIFFIN MARKETS LIMITED
GRSE	GRSE
THE GREEN STOCK EXCHANGE - ACB IMPACT MARKETS
GSBX	GSBX
GOLDMAN SACHS INTERNATIONAL - SIGMA BCN
GSCI	GSCI
THE GUYANA ASSOCIATION OF SECURITIES COMPANIES AND INTERMEDIARIES INC.
GSEF	GSEF
GFI SWAPS EXCHANGE, LLC
GSIL	GSIL
GOLDMAN SACHS INTERNATIONAL
GSSI	GSSI
GOLDMAN SACHS INTERNATIONAL - SYSTEMATIC INTERNALISER
GSXH	GSXH
GSX HONG KONG
GSXL	GSXL
THE GIBRALTAR STOCK EXCHANGE
GTCO	GTCO
KCG AMERICAS LLC
GTXS	GTXS
GTX SEF, LLC
GXGF	GXGF
GXG MTF FIRST QUOTE
GXGM	GXGM
GXG MTF
GXGR	GXGR
GXG MARKETS A/S
GXMA	GXMA
GX MARKETCENTER
HAMA	HAMA
BOERSE HAMBURG - REGULIERTER MARKT
HAMB	HAMB
BOERSE HAMBURG - FREIVERKEHR
HAML	HAML
BOERSE HAMBURG - LANG AND SCHWARZ EXCHANGE
HAMM	HAMM
BOERSE HAMBURG - LANG AND SCHWARZ EXCHANGE - REGULIERTER MARKT
HAMN	HAMN
BOERSE HAMBURG - LANG AND SCHWARZ EXCHANGE - FREIVERKEHR
HANA	HANA
BOERSE HANNOVER - REGULIERTER MARKT
HANB	HANB
BOERSE HANNOVER - FREIVERKEHR
HCHC	HCHC
ICE CLEAR NETHERLANDS B.V.
HDAT	HDAT
ELECTRONIC SECONDARY SECURITIES MARKET (HDAT)
HEGX	HEGX
NADEX
HEMO	HEMO
LAGIE - OPERATOR OF THE ENERGY MARKET S.A.
HMOD	HMOD
HI-MTF ORDER DRIVEN
HMTF	HMTF
HI-MTF
HOTC	HOTC
HELLENIC EXCHANGE OTC MARKET
HPPO	HPPO
POTAMUS TRADING LLC
HRFQ	HRFQ
HI-MTF RFQ
HSFX	HSFX
HOTSPOT FX
HSTC	HSTC
HANOI STOCK EXCHANGE
HSXA	HSXA
HSBC-X HONG KONG
HSXE	HSXE
HSBC-X UNITED KINGDOM
HUNG	HUNG
MTS HUNGARY
HUPX	HUPX
HUNGARIAN POWER EXCHANGE
IBAL	IBAL
ICE BENCHMARK ADMINISTRATION
IBEX	IBEX
INDEPENDENT BULGARIAN ENERGY EXCHANGE
IBGH	IBGH
IBERIAN GAS HUB
IBLX	IBLX
INSTINET BLX
ICAH	ICAH
TRAYPORT
ICAP	ICAP
ICAP EUROPE
ICAS	ICAS
ICAP ENERGY AS
ICBX	ICBX
INSTINET CBX (US)
ICDX	ICDX
INDONESIA COMMODITY AND DERIVATIVES EXCHANGE
ICEL	ICEL
ISLAND ECN LTD, THE
ICEN	ICEN
ICAP ENERGY
ICES	ICES
ICE SWAP TRADE LLC
ICRO	ICRO
INSTINET VWAP CROSS
ICSE	ICSE
ICAP SECURITIES
ICSU	ICSU
ICAP SEF (US) LLC.
ICTQ	ICTQ
ICAP TRUEQUOTE
ICXL	ICXL
INDIAN COMMODITY EXCHANGE LTD.
IENG	IENG
INFOENGINE OTC
IEPA	IEPA
INTERCONTINENTAL EXCHANGE
IEXG	IEXG
INVESTORS EXCHANGE
IFCA	IFCA
ICE FUTURES CANADA
IFED	IFED
ICE FUTURES U.S. ENERGY DIVISION
IFEN	IFEN
ICE FUTURES EUROPE - OIL AND REFINED PRODUCTS DIVISION
IFEU	IFEU
ICE FUTURES EUROPE
IFLL	IFLL
ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION
IFLO	IFLO
ICE FUTURES EUROPE - EQUITY PRODUCTS DIVISION
IFLX	IFLX
ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION
IFSG	IFSG
ICE FUTURES SINGAPORE
IFUS	IFUS
ICE FUTURES U.S.
IFUT	IFUT
ICE FUTURES EUROPE - EUROPEAN UTILITIES DIVISION
IGDL	IGDL
ICAP GLOBAL DERIVATIVES LIMITED
IIDX	IIDX
INSTINET IDX
IMAG	IMAG
ICE MARKETS AGRICULTURE
IMBD	IMBD
ICE MARKETS BONDS
IMCC	IMCC
CREDITEX SECURITIES CORPORATION
IMCG	IMCG
CREDITEX LLC
IMCO	IMCO
ICE MARKETS COMMODITIES
IMCR	IMCR
ICE MARKETS CREDIT
IMEN	IMEN
ICE MARKETS ENERGY
IMEQ	IMEQ
ICE MARKETS EQUITY
IMEX	IMEX
IRAN MERCANTILE EXCHANGE
IMFX	IMFX
ICE MARKETS FOREIGN EXCHANGE
IMIR	IMIR
ICE MARKETS RATES
IMTS	IMTS
MTS IRELAND
ISDA	ISDA
ISDA
ISDX	ISDX
ICAP SECURITIES & DERIVATIVES EXCHANGE LIMITED
ISEX	ISEX
INTER-CONNECTED STOCK EXCHANGE OF INDIA LTD
ISWA	ISWA
I-SWAP
ITGI	ITGI
ITG - POSIT
IVZX	IVZX
INVESCO CANADA PTF TRADES
JADX	JADX
JOINT ASIAN DERIVATIVES EXCHANGE
JASR	JASR
JAPANCROSSING
JEFX	JEFX
JETX
JPBX	JPBX
JPBX
JPMI	JPMI
JP MORGAN - JPMI MARKET
JPMX	JPMX
JPMX
JPSI	JPSI
J.P. MORGAN SECURITIES PLC
JSES	JSES
JANE STREET EXECUTION SERVICES LLC
JSJX	JSJX
JANE STREET JX
KAIX	KAIX
KAI-X
KCCP	KCCP
KELER CCP
KDPW	KDPW
KDPW_CCP
KLEU	KLEU
KNIGHT LINK EUROPE
KNCM	KNCM
KNIGHT CAPITAL MARKETS LLC
KNEM	KNEM
KNIGHT EQUITY MARKETS LP
KNIG	KNIG
KNIGHT
KNLI	KNLI
KNIGHT LINK
KNMX	KNMX
KNIGHT MATCH ATS
LASF	LASF
LATAM SEF
LCHC	LCHC
LCH.CLEARNET
LCUR	LCUR
CURRENEX LDFX
LEVL	LEVL
LEVEL ATS
LICA	LICA
LIQUIDNET CANADA ATS
LIFI	LIFI
LIQUIDNET, INC.
LIQF	LIQF
LIQUIDNET EUROPE LIMITED
LIQH	LIQH
LIQUIDNET H20
LIQU	LIQU
LIQUIDNET SYSTEMS
LISX	LISX
BATS EUROPE - LIS SERVICE
LIUH	LIUH
LIQUIDNET, INC. H2O ATS
LIUS	LIUS
LIQUIDNET, INC.
LMAD	LMAD
LMAX - DERIVATIVES
LMAE	LMAE
LMAX - EQUITIES
LMAF	LMAF
LMAX - FX
LMAO	LMAO
LMAX - INDICES/RATES/COMMODITIES
LMAX	LMAX
LMAX
LMEC	LMEC
LME CLEAR
LMNX	LMNX
LUMINEX TRADING & ANALYTICS LLC - ATS
LOTC	LOTC
OTC MARKET
LPPM	LPPM
LONDON PLATINUM AND PALLADIUM MARKET
LQED	LQED
LIQUIDITYEDGE
LQFI	LQFI
CITI LIQUIFI
LTAA	LTAA
LUMINEX TRADING & ANALYTICS LLC
LXJP	LXJP
BARCLAYS LX JAPAN
LYNX	LYNX
LYNX ATS
MABX	MABX
MERCADO ALTERNATIVO BURSATIL
MAEL	MAEL
MARKETAXESS EUROPE LIMITED
MALX	MALX
MALDIVES STOCK EXCHANGE
MAQH	MAQH
MACQUARIE INTERNAL MARKETS (HONG KONG)
MAQJ	MAQJ
MACQUARIE INTERNAL MARKETS (JAPAN)
MAQX	MAQX
MACQUARIE INTERNAL MARKETS (AUSTRALIA)
MARF	MARF
MERCADO ALTERNATIVO DE RENTA FIJA
MATN	MATN
MATCH NOW
MBUL	MBUL
MTF SOFIA
MCRY	MCRY
ISE MERCURY, LLC
MCSE	MCSE
NASDAQ COPENHAGEN A/S – AUCTION ON DEMAND
MCXX	MCXX
MCX STOCK EXCHANGE LTD
MCZK	MCZK
MTS CZECH REPUBLIC
MERD	MERD
MERKUR MARKET - DARK POOL
MERF	MERF
MERCADO ELECTRONICO DE RENTA FIJA
MERK	MERK
MERKUR MARKET
MESQ	MESQ
ACE MARKET
MFGL	MFGL
MF GLOBAL ENERGY MTF
MFOX	MFOX
EURONEXT - MERCADO DE FUTUROS E OPÇÕES
MHEL	MHEL
NASDAQ HELSINKI LTD – AUCTION ON DEMAND
MIBG	MIBG
MERCADO ORGANIZADO DEL GAS
MICE	MICE
NASDAQ ICELAND HF. – AUCTION ON DEMAND
MIHI	MIHI
MIAMI INTERNATIONAL HOLDINGS, INC.
MISX	MISX
MOSCOW EXCHANGE
MIVX	MIVX
MARKET FOR INVESTMENT VEHICLES
MIZX	MIZX
MIZUHO INTERNAL CROSSING
MLAX	MLAX
BANK OF AMERICA - MERRILL LYNCH AUCTION CROSS
MLCO	MLCO
BANK OF AMERICA - MERRILL LYNCH OTC
MLEU	MLEU
BANK OF AMERICA - MERRILL LYNCH OTC - EUROPE
MLVE	MLVE
BANK OF AMERICA - MERRILL LYNCH VWAP CROSS - EUROPE
MLVX	MLVX
BANK OF AMERICA - MERRILL LYNCH VWAP CROSS
MLXB	MLXB
EURONEXT - MARCHE LIBRE BRUSSELS
MLXN	MLXN
BANK OF AMERICA - MERRILL LYNCH INSTINCT X - EUROPE
MNDK	MNDK
FIRST NORTH DENMARK – AUCTION ON DEMAND
MNFI	MNFI
FIRST NORTH FINLAND – AUCTION ON DEMAND
MNIS	MNIS
FIRST NORTH ICELAND – AUCTION ON DEMAND
MNSE	MNSE
FIRST NORTH SWEDEN – AUCTION ON DEMAND
MOCX	MOCX
MOC CROSS
MOTX	MOTX
ELECTRONIC BOND MARKET
MPRL	MPRL
MIAX PEARL, LLC
MSAL	MSAL
MORGAN STANLEY AUSTRALIA SECURITIES LIMITED
MSCO	MSCO
MORGAN STANLEY AND CO. LLC
MSIP	MSIP
MORGAN STANLEY AND CO. INTERNATIONAL PLC
MSLP	MSLP
MORGAN STANLEY AUTOMATED LIQUIDITY PROVISION
MSMS	MSMS
MORGAN STANLEY MUFG SECURITIES CO., LTD
MSPL	MSPL
MS POOL
MSRP	MSRP
MS RETAIL POOL
MSTO	MSTO
NASDAQ STOCKHOLM AB – AUCTION ON DEMAND
MSTX	MSTX
MS TRAJECTORY CROSS
MTAA	MTAA
ELECTRONIC SHARE MARKET
MTAH	MTAH
BORSA ITALIANA EQUITY MTF
MTCH	MTCH
BONDMATCH
MTSA	MTSA
MTS AUSTRIA
MTSB	MTSB
MTS BONDS.COM
MTSC	MTSC
MTS ITALIA
MTSD	MTSD
MTS DENMARK
MTSF	MTSF
MTS FINLAND
MTSG	MTSG
MTS GREECE
MTSM	MTSM
MTS CORPORATE MARKET
MTSS	MTSS
MTS INTERDEALER SWAPS MARKET
MTSW	MTSW
MTS SWAP MARKET
MTUS	MTUS
MTS US
MTXA	MTXA
MARKETAXESS CANADA COMPANY
MTXC	MTXC
MARKETAXESS CORPORATION SINGLE-NAME CDS CENTRAL LIMIT ORDER
MTXM	MTXM
MARKETAXESS CORPORATION MID-X TRADING SYSTEM
MTXS	MTXS
MARKETAXESS SEF CORPORATION
MTXX	MTXX
MARKETAXESS CORPORATION
MUNA	MUNA
BOERSE MUENCHEN - REGULIERTER MARKT
MUNB	MUNB
BOERSE MUENCHEN - FREIVERKEHR
MUNC	MUNC
BOERSE MUENCHEN - MARKET MAKER MUNICH - REGULIERTER MARKT
MUND	MUND
BOERSE MUENCHEN - MARKET MAKER MUNICH - FREIVERKEHR MARKT
MVCX	MVCX
MERCADO DE VALORES DE CORDOBA S.A.
MYTR	MYTR
MYTREASURY
N2EX	N2EX
N2EX
NAMX	NAMX
NATIONAL MERCANTILE EXCHANGE
NASD	NASD
NSDQ DARK
NASX	NASX
NASD OTC MARKET
NBLX	NBLX
NOBLE EXCHANGE
NBOT	NBOT
NATIONAL BOARD OF TRADE LIMITED
NCEL	NCEL
PAKISTAN MERCANTILE EXCHANGE
NDCM	NDCM
ICE ENDEX GAS SPOT LTD
NDEX	NDEX
ICE ENDEX DERIVATIVES B.V.
NDXS	NDXS
ICE ENDEX GAS B.V.
NEOE	NEOE
AEQUITAS NEO EXCHANGE
NEXO	NEXO
NOREXECO ASA
NEXS	NEXS
EBS GLOBAL FACILITY LIMITED
NFSA	NFSA
FIDELITY CROSSSTREAM
NFSC	NFSC
NATIONAL FINANCIAL SERVICES, LLC
NFSD	NFSD
FIDELITY DARK
NGXC	NGXC
NATURAL GAS EXCHANGE
NIBR	NIBR
NORWEGIAN INTER BANK OFFERED RATE
NILX	NILX
NILE STOCK EXCHANGE
NLPX	NLPX
APX POWER NL
NMCE	NMCE
NATIONAL MULTI-COMMODITY EXCHANGE OF INDIA
NMRA	NMRA
NOMURA SECURITIES INTERNATIONAL
NMRJ	NMRJ
NOMURA SECURITIES CO LTD
NMTF	NMTF
NORDIC MTF
NODX	NODX
NODAL EXCHANGE
NOFF	NOFF
NOMURA OTC TRADES
NOPS	NOPS
NORD POOL SPOT AS
NORX	NORX
NASDAQ OMX COMMODITIES
NOSC	NOSC
NOS CLEARING ASA
NOTC	NOTC
NORWEGIAN OVER THE COUNTER MARKET
NPGA	NPGA
GASPOINT NORDIC A/S
NSXB	NSXB
BENDIGO STOCK EXCHANGE LIMITED
NURD	NURD
NASDAQ EUROPE (NURO) DARK
NURO	NURO
NASDAQ OMX EUROPE
NXEU	NXEU
NX
NXJP	NXJP
NX JAPAN
NXSE	NXSE
NX SELECT JAPAN
NXUS	NXUS
NX ATS - CROSSING PLATFORM
NXVW	NXVW
NX VWAP
NYFX	NYFX
MILLENNIUM
NYMS	NYMS
CME SWAPS MARKETS (NYMEX)
NYPC	NYPC
NEW YORK PORTFOLIO CLEARING
NYSD	NYSD
NYSE DARK
NZFX	NZFX
NEW ZEALAND FUTURES & OPTIONS
OLLC	OLLC
OTCEX LLC
OMEL	OMEL
OMI POLO ESPANOL S.A. (OMIE)
OMGA	OMGA
OMEGA ATS
OMIC	OMIC
THE IBERIAN ENERGY CLEARING HOUSE
OMIP	OMIP
OPERADOR DE MERCADO IBERICO DE ENERGIA - PORTUGAL
OOTC	OOTC
OTHER OTC
OPEX	OPEX
PEX-PRIVATE EXCHANGE
OPRA	OPRA
OPTIONS PRICE REPORTING AUTHORITY
OSLC	OSLC
SIX X-CLEAR AG
OTCB	OTCB
OTCQB MARKETPLACE
OTCE	OTCE
OTCEX
OTCM	OTCM
OTC MARKETS
OTCQ	OTCQ
OTCQX MARKETPLACE
OTCX	OTCX
OTC EXCHANGE OF INDIA
PARX	PARX
PARFX
PAVE	PAVE
ALTERNATIVE PLATFORM FOR SPANISH SECURITIES
PDEX	PDEX
PHILIPPINE DEALING AND EXCHANGE CORP
PDQD	PDQD
PDQ ATS DARK
PDQX	PDQX
PDQ ATS
PEEL	PEEL
PEEL HUNT LLP UK
PFTQ	PFTQ
PFTS QUOTE DRIVEN
PFTS	PFTS
PFTS STOCK EXCHANGE
PIEU	PIEU
ARITAS FINANCIAL LTD
PINC	PINC
OTC PINK CURRENT
PINI	PINI
OTC PINK NO INFORMATION
PINL	PINL
OTC PINK LIMITED
PINX	PINX
OTC PINK MARKETPLACE
PIPE	PIPE
ARITAS SECURITIES LLC
PIRM	PIRM
PIRUM
PLDX	PLDX
PLUS DERIVATIVES EXCHANGE
PLPD	PLPD
WARSAW STOCK EXCHANGE/COMMODITIES/POLISH POWER EXCHANGE/COMMODITY DERIVATIVES
PLPX	PLPX
WARSAW STOCK EXCHANGE/COMMODITIES/POLISH POWER EXCHANGE/ENERGY MARKET
PORT	PORT
MTS PORTUGAL
PRME	PRME
MTS PRIME
PROS	PROS
PROSPECTS
PRSE	PRSE
PRAGMA ATS
PSGM	PSGM
OTC GREY MARKET
PTPG	PTPG
POLISH TRADING POINT
PULX	PULX
BLOCKCROSS ATS
PURE	PURE
PURE TRADING
PXIL	PXIL
POWER EXCHANGE INDIA LTD.
QWIX	QWIX
Q-WIXX PLATFORM
RBCE	RBCE
RBC EUROPE LIMITED
RBSX	RBSX
RBS CROSS
RCBX	RCBX
INSTINET RETAIL CBX
RICD	RICD
RIVERCROSS DARK
RICX	RICX
RIVERCROSS
RMTS	RMTS
MTS ISRAEL
ROCO	ROCO
TAIPEI EXCHANGE
ROFX	ROFX
ROSARIO FUTURE EXCHANGE
ROTC	ROTC
RWANDA OTC MARKET
RPDX	RPDX
MOSCOW ENERGY EXCHANGE
RPWC	RPWC
WARSAW STOCK EXCHANGE/BONDS/CATALYST/BONDSPOT/REGULATED MARKET
RSEX	RSEX
RWANDA STOCK EXCHANGE
RTSL	RTSL
REUTERS TRANSACTION SERVICES LIMITED
RTSX	RTSX
MOSCOW EXCHANGE-DERIVATIVES AND CLASSICA MARKET
RUSX	RUSX
NON-PROFIT PARTNERSHIP FOR THE DEVELOPMENT OF FINANCIAL MARKET RTS
S3FM	S3FM
SOCIETY3 FUNDERSMART
SBIJ	SBIJ
SBI JAPANNEXT-J-MARKET
SBIU	SBIU
SBI JAPANNEXT - U - MARKET
SBIV	SBIV
SBI JAPANNEXT - VWAP CROSSING
SBMF	SBMF
SPOT REGULATED MARKET - BMFMS
SCXS	SCXS
SEED SEF LLC
SEBX	SEBX
SEB - LIQUIDITY POOL
SECF	SECF
SECFINEX
SEDX	SEDX
SECURITISED DERIVATIVES MARKET
SELC	SELC
SISTEMA ESPECIAL DE LIQUIDACAO E CUSTODIA DE TITULOS PUBLICOS
SEND	SEND
SEND - SISTEMA ELECTRONICO DE NEGOCIACION DE DEUDA
SEPE	SEPE
STOCK EXCHANGE PERSPECTIVA
SGEX	SGEX
SHANGHAI GOLD EXCHANGE
SGMA	SGMA
GOLDMAN SACH MTF
SGMT	SGMT
SIGMA X2
SGMX	SGMX
SIGMA X MTF
SHAD	SHAD
D.E. SHAW DARK
SHAR	SHAR
ASSET MATCH
SHAW	SHAW
D.E. SHAW
SHSC	SHSC
STOCK EXCHANGE OF HONG KONG LIMITED - SHANGHAI - HONG KONG STOCK CONNECT
SIGA	SIGA
SIGMA X AUSTRALIA
SIGH	SIGH
SIGMA X HONG KONG
SIGJ	SIGJ
SIGMA X JAPAN
SIMV	SIMV
SIM VENTURE SECURITIES EXCHANGE
SMEX	SMEX
SINGAPORE MERCANTILE EXCHANGE PTE LTD
SMTS	SMTS
MTS SPAIN
SOHO	SOHO
TWO SIGMA SECURITIES, LLC
SPEC	SPEC
SPECTRONLIVE
SPIM	SPIM
ST. PETERSBURG INTERNATIONAL MERCANTILE EXCHANGE
SPRZ	SPRZ
SPREADZERO
SPXE	SPXE
SPX
SSEX	SSEX
SOCIAL STOCK EXCHANGE
SSOB	SSOB
BONDVISION ITALIA MTF
SSTX	SSTX
E-EXCHANGE
STOX	STOX
STOXX LIMITED
STUA	STUA
BOERSE STUTTGART - REGULIERTER MARKT
STUB	STUB
BOERSE STUTTGART - FREIVERKEHR
SWAP	SWAP
SWAPSTREAM
SZSC	SZSC
STOCK EXCHANGE OF HONG KONG LIMITED - SHENZHEN - HONG KONG STOCK CONNECT
TBEN	TBEN
TULLETT PREBON PLC - TP ENERGY
TBLA	TBLA
TULLETT PREBON PLC - TP TRADEBLADE
TBSP	TBSP
WARSAW STOCK EXCHANGE/BONDS/BONDSPOT/TREASURY BOND MARKET
TCDS	TCDS
TRADITION CDS
TERA	TERA
TERAEXCHANGE
TFEX	TFEX
THAILAND FUTURES EXCHANGE
TFSA	TFSA
TFS GREEN AUSTRALIAN GREEN MARKETS
TFSG	TFSG
TRADITION ENERGY
TFSU	TFSU
TFS GREEN UNITED STATES GREEN MARKETS
TFSV	TFSV
VOLBROKER
TGAT	TGAT
TRADEGATE EXCHANGE
THRE	THRE
THOMSON REUTERS (SEF) LLC
TMXS	TMXS
TMX SELECT
TNLA	TNLA
EURONEXT - TRADED BUT NOT LISTED AMSTERDAM
TNLB	TNLB
EURONEXT - TRADING FACILITY BRUSSELS
TOCP	TOCP
TORA CROSSPOINT
TOMD	TOMD
TOM MTF DERIVATIVES MARKET
TOMX	TOMX
TOM MTF CASH MARKETS
TPCD	TPCD
TULLETT PREBON PLC - TP CREDITDEAL
TPEL	TPEL
TULLETT PREBON PLC – TULLETT PREBON (EUROPE) LIMITED
TPEQ	TPEQ
TULLETT PREBON PLC - TP EQUITYTRADE
TPFD	TPFD
TULLETT PREBON PLC - TP FORWARDDEAL
TPIE	TPIE
THE PROPERTY INVESTMENT EXCHANGE
TPRE	TPRE
TULLETT PREBON PLC - TP REPO
TPSD	TPSD
TULLETT PREBON PLC - TP SWAPDEAL
TPSE	TPSE
TP SEF, INC.
TPSL	TPSL
TULLETT PREBON PLC – TULLETT PREBON (SECURITIES) LIMITED
TRCK	TRCK
TRACK ECN
TRDE	TRDE
TRADITION ELECTRONIC TRADING PLATFORM
TRDX	TRDX
TRAD-X
TREU	TREU
TRADEWEB EUROPE LIMITED
TRPX	TRPX
TROP-X
TRQM	TRQM
TURQUOISE DARK
TRQX	TRQX
TURQUOISE
TRU1	TRU1
TRUEEX LLC - DESIGNATED CONTRACT MARKET (DMC)
TRU2	TRU2
TRUEEX LLC - SEF (SWAP EXECUTION FACILITY)
TRUX	TRUX
TRUEEX LLC
TRWB	TRWB
TRADEWEB LLC
TSBX	TSBX
TRIPLESHOT
TSEF	TSEF
TRADITION SEF
TWSF	TWSF
TW SEF LLC
UBSA	UBSA
UBS ATS
UBSC	UBSC
UBS PIN-FX
UBSE	UBSE
UBS PIN (EMEA)
UBSF	UBSF
UBS FX
UBSG	UBSG
UBS TRADING
UBSL	UBSL
UBS EMEA EQUITIES TRADING
UBSP	UBSP
UBS PIN (UBS PRICE IMPROVEMENT NETWORK)
UBSX	UBSX
UBS CROSS
UFEX	UFEX
UFEX
UKEX	UKEX
UKRAINIAN EXCHANGE
UKGD	UKGD
UK GILTS MARKET
UKPX	UKPX
APX POWER UK
ULTX	ULTX
ALT XCHANGE (U)
VEGA	VEGA
VEGA-CHI
VFCM	VFCM
VIRTU FINANCIAL CAPITAL MARKETS LLC
VLEX	VLEX
VONTOBEL LIQUIDITY EXTENDER
VMFX	VMFX
THE FAROESE SECURITIES MARKET
VMTS	VMTS
MTS SLOVENIA
VOLA	VOLA
TRADITION - VOLATIS
VPXB	VPXB
EURONEXT - VENTES PUBLIQUES BRUSSELS
VTEX	VTEX
VORTEX
WBAH	WBAH
WIENER BOERSE AG AMTLICHER HANDEL (OFFICIAL MARKET)
WBCL	WBCL
WARSAW STOCK EXCHANGE/BONDS/CATALYST/LISTING
WBDM	WBDM
WIENER BOERSE AG DRITTER MARKT (THIRD MARKET)
WBGF	WBGF
WIENER BOERSE AG GEREGELTER FREIVERKEHR (SECOND REGULATED MARKET)
WBON	WBON
WARSAW STOCK EXCHANGE/ BONDS/CATALYST/MAIN MARKET
WCLK	WCLK
ICAP WCLK
WDER	WDER
WARSAW STOCK EXCHANGE/FINANCIAL DERIVATIVES
WELX	WELX
WELLS FARGO LIQUIDITY CROSS ATS
WETP	WETP
WARSAW STOCK EXCHANGE/ ETPS
WGAS	WGAS
WARSAW STOCK EXCHANGE/COMMODITIES/POLISH POWER EXCHANGE/GAS
WIND	WIND
WARSAW STOCK EXCHANGE/INDICES
WINS	WINS
WINTERFLOOD SECURITIES LIMITED
WMTF	WMTF
WARSAW STOCK EXCHANGE/BONDS/CATALYST/MTF
WQXL	WQXL
EURONEXT - MARKET WITHOUT QUOTATIONS LISBON
WSAG	WSAG
WALL STREET ACCESS
XADE	XADE
ATHENS EXCHANGE S.A. DERIVATIVES MARKET
XADF	XADF
FINRA ALTERNATIVE DISPLAY FACILITY (ADF)
XADS	XADS
ABU DHABI SECURITIES EXCHANGE
XAFR	XAFR
ALTERNATIVA FRANCE
XAFX	XAFX
AFRICAN STOCK EXCHANGE
XAIM	XAIM
AIM ITALIA - MERCATO ALTERNATIVO DEL CAPITALE
XALG	XALG
ALGIERS STOCK EXCHANGE
XALT	XALT
ALTEX-ATS
XAMM	XAMM
AMMAN STOCK EXCHANGE
XAMS	XAMS
EURONEXT - EURONEXT AMSTERDAM
XAQS	XAQS
AUTOMATED EQUITY FINANCE MARKETS
XARM	XARM
NASDAQ OMX ARMENIA
XASE	XASE
NYSE MKT LLC
XASX	XASX
ASX - ALL MARKETS
XATH	XATH
ATHENS EXCHANGE S.A. CASH MARKET
XATL	XATL
ATLANTIC SECURITIES MARKET
XATS	XATS
ALPHA EXCHANGE
XBAA	XBAA
BAHAMAS INTERNATIONAL SECURITIES EXCHANGE
XBAB	XBAB
BARBADOS STOCK EXCHANGE
XBAH	XBAH
BAHRAIN BOURSE
XBAN	XBAN
BANGALORE STOCK EXCHANGE LTD
XBAR	XBAR
BOLSA DE BARCELONA
XBBJ	XBBJ
JAKARTA FUTURES EXCHANGE (BURSA BERJANGKA JAKARTA)
XBBK	XBBK
PERIMETER FINANCIAL CORP. - BLOCKBOOK ATS
XBCC	XBCC
BOLSA DE COMERCIO DE CORDOBA
XBCL	XBCL
LA BOLSA ELECTRONICA DE CHILE
XBCM	XBCM
BOLSA DE COMERCIO DE MENDOZA S.A.
XBCV	XBCV
BOLSA CENTROAMERICANA DE VALORES S.A.
XBCX	XBCX
MERCADO DE VALORES DE MENDOZA S.A.
XBDA	XBDA
BERMUDA STOCK EXCHANGE LTD
XBEL	XBEL
BELGRADE STOCK EXCHANGE
XBER	XBER
BOERSE BERLIN
XBES	XBES
JSE CASH BOND MARKET
XBEY	XBEY
BOURSE DE BEYROUTH - BEIRUT STOCK EXCHANGE
XBIL	XBIL
BOLSA DE VALORES DE BILBAO
XBKF	XBKF
STOCK EXCHANGE OF THAILAND - FOREIGN BOARD
XBKK	XBKK
STOCK EXCHANGE OF THAILAND
XBLB	XBLB
BANJA LUKA STOCK EXCHANGE
XBLN	XBLN
BLUENEXT
XBNV	XBNV
BOLSA NACIONAL DE VALORES, S.A.
XBOG	XBOG
BOLSA DE VALORES DE COLOMBIA
XBOL	XBOL
BOLSA BOLIVIANA DE VALORES S.A.
XBOM	XBOM
BSE LTD
XBOS	XBOS
NASDAQ OMX BX
XBOT	XBOT
BOTSWANA STOCK EXCHANGE
XBOX	XBOX
BOSTON OPTIONS EXCHANGE
XBRA	XBRA
BRATISLAVA STOCK EXCHANGE
XBRD	XBRD
EURONEXT - EURONEXT BRUSSELS - DERIVATIVES
XBRM	XBRM
ROMANIAN COMMODITIES EXCHANGE
XBRN	XBRN
BX SWISS AG
XBRT	XBRT
BRUT ECN
XBRU	XBRU
EURONEXT - EURONEXT BRUSSELS
XBRV	XBRV
BOURSE REGIONALE DES VALEURS MOBILIERES
XBSD	XBSD
DERIVATIVES REGULATED MARKET - BVB
XBSE	XBSE
SPOT REGULATED MARKET - BVB
XBTR	XBTR
SIX SWISS BILATERAL TRADING PLATFORM FOR STRUCTURED OTC PRODUCTS
XBUD	XBUD
BUDAPEST STOCK EXCHANGE
XBUE	XBUE
BOLSA DE COMERCIO DE BUENOS AIRES
XBUL	XBUL
BULGARIAN STOCK EXCHANGE
XBVC	XBVC
CAPE VERDE STOCK EXCHANGE
XBVM	XBVM
MOZAMBIQUE STOCK EXCHANGE
XBVR	XBVR
BOLSA DE VALORES DE LA REPUBLICA DOMINICANA SA.
XBXO	XBXO
NASDAQ OMX BX OPTIONS
XCAI	XCAI
EGYPTIAN EXCHANGE
XCAL	XCAL
CALCUTTA STOCK EXCHANGE
XCAN	XCAN
CAN-ATS
XCAS	XCAS
CASABLANCA STOCK EXCHANGE
XCAY	XCAY
CAYMAN ISLANDS STOCK EXCHANGE
XCBF	XCBF
CBOE FUTURES EXCHANGE
XCBO	XCBO
CHICAGO BOARD OPTIONS EXCHANGE
XCBT	XCBT
CHICAGO BOARD OF TRADE
XCDE	XCDE
BAXTER FINANCIAL SERVICES
XCEC	XCEC
COMMODITIES EXCHANGE CENTER
XCEG	XCEG
WIENER BOERSE AG, CEGH GAS EXCHANGE
XCET	XCET
UZBEK COMMODITY EXCHANGE
XCFE	XCFE
CHINA FOREIGN EXCHANGE TRADE SYSTEM
XCFF	XCFF
CANTOR FINANCIAL FUTURES EXCHANGE
XCGS	XCGS
CHINESE GOLD & SILVER EXCHANGE SOCIETY
XCHG	XCHG
CHITTAGONG STOCK EXCHANGE LTD.
XCHI	XCHI
CHICAGO STOCK EXCHANGE, INC
XCIE	XCIE
CHANNEL ISLANDS STOCK EXCHANGE
XCIS	XCIS
NATIONAL STOCK EXCHANGE, INC.
XCME	XCME
CHICAGO MERCANTILE EXCHANGE
XCNF	XCNF
BOLSA DE COMERCIO CONFEDERADA S.A.
XCNQ	XCNQ
CANADIAN NATIONAL STOCK EXCHANGE
XCOL	XCOL
COLOMBO STOCK EXCHANGE
XCOR	XCOR
ICMA
XCRO	XCRO
CROATIAN POWER EXCHANGE
XCSE	XCSE
NASDAQ COPENHAGEN A/S
XCSX	XCSX
CAMBODIA SECURITIES EXCHANGE
XCUE	XCUE
UZBEKISTAN REPUBLICAN CURRENCY EXCHANGE
XCUR	XCUR
CURRENEX
XCX2	XCX2
CX2
XCXD	XCXD
NASDAQ CXD
XCYO	XCYO
CYPRUS STOCK EXCHANGE - OTC
XCYS	XCYS
CYPRUS STOCK EXCHANGE
XDAR	XDAR
DAR ES SALAAM STOCK EXCHANGE
XDBC	XDBC
DEUTSCHE BOERSE AG - CUSTOMIZED INDICES
XDBV	XDBV
DEUTSCHE BOERSE AG - VOLATILITY INDICES
XDBX	XDBX
DEUTSCHE BOERSE AG - INDICES
XDCE	XDCE
DALIAN COMMODITY EXCHANGE
XDES	XDES
DELHI STOCK EXCHANGE
XDFB	XDFB
JOINT-STOCK COMPANY “STOCK EXCHANGE INNEX”
XDFM	XDFM
DUBAI FINANCIAL MARKET
XDHA	XDHA
DHAKA STOCK EXCHANGE LTD
XDMI	XDMI
ITALIAN DERIVATIVES MARKET
XDPA	XDPA
CADE - MERCADO DE DEUDA PUBLICA ANOTADA
XDRF	XDRF
AIAF - MERCADO DE RENTA FIJA
XDSE	XDSE
DAMASCUS SECURITIES EXCHANGE
XDSM	XDSM
BORSA ISTANBUL - DEBT SECURITIES MARKET
XDSX	XDSX
DOUALA STOCK EXCHANGE
XDUB	XDUB
IRISH STOCK EXCHANGE - ALL MARKET
XDUS	XDUS
BOERSE DUESSELDORF
XEBI	XEBI
ENERGY BROKING IRELAND GAS TRADING PLATFORM
XECB	XECB
ECB EXCHANGE RATES
XECC	XECC
EUROPEAN COMMODITY CLEARING AG
XECM	XECM
MTF - CYPRUS EXCHANGE
XECS	XECS
EASTERN CARIBBEAN SECURITIES EXCHANGE
XEDA	XEDA
ELECTRICITY DAY-AHEAD MARKET
XEEE	XEEE
EUROPEAN ENERGY EXCHANGE
XEEO	XEEO
EUROPEAN ENERGY EXCHANGE - NON-MTF MARKET
XEER	XEER
EUROPEAN ENERGY EXCHANGE - REGULATED MARKET
XEID	XEID
ELECTRICITY INTRA-DAY MARKET
XELX	XELX
ELX
XEMD	XEMD
MERCADO MEXICANO DE DERIVADOS
XEMS	XEMS
EMS EXCHANGE
XEQT	XEQT
BOERSE BERLIN EQUIDUCT TRADING
XEQY	XEQY
BORSA ISTANBUL - EQUITY MARKET
XERE	XERE
EUREX REPO - FUNDING AND FINANCING PRODUCTS
XERT	XERT
EUREX REPO - TRIPARTY
XESM	XESM
DUBLIN - IRISH STOCK EXCHANGE - ENTREPRISE SECURITIES MARKET (ESM)- ISE XETRA
XETA	XETA
XETRA - REGULIERTER MARKT
XETB	XETB
XETRA - FREIVERKEHR
XETR	XETR
XETRA
XEUB	XEUB
EUREX BONDS
XEUC	XEUC
EURONEXT COM, COMMODITIES FUTURES AND OPTIONS
XEUE	XEUE
EURONEXT EQF, EQUITIES AND INDICES DERIVATIVES
XEUI	XEUI
EURONEXT IRF, INTEREST RATE FUTURE AND OPTIONS
XEUM	XEUM
EUREX REPO SECLEND MARKET
XEUP	XEUP
EUREX REPO GMBH
XEUR	XEUR
EUREX DEUTSCHLAND
XEYE	XEYE
IRISH STOCK EXCHANGE - GEM - XETRA
XFCI	XFCI
FINANCIALCONTENT INDEXES
XFEX	XFEX
FINANCIAL AND ENERGY EXCHANGE GROUP
XFKA	XFKA
FUKUOKA STOCK EXCHANGE
XFNO	XFNO
BORSA ISTANBUL - FUTURES AND OPTIONS MARKET
XFRA	XFRA
DEUTSCHE BOERSE AG
XGAS	XGAS
CENTRAL EASTERN EUROPEAN GAS EXCHANGE LTD
XGAT	XGAT
TRADEGATE EXCHANGE - FREIVERKEHR
XGCL	XGCL
GLOBAL COAL LIMITED
XGCX	XGCX
GLOBAL COMMODITIES EXCHANGE
XGDX	XGDX
GLOBAL DERIVATIVES EXCHANGE
XGEM	XGEM
HONG KONG GROWTH ENTERPRISES MARKET
XGHA	XGHA
GHANA STOCK EXCHANGE
XGME	XGME
GESTORE MERCATO ELETTRICO - ITALIAN POWER EXCHANGE
XGMX	XGMX
GLOBALCLEAR MERCANTILE EXCHANGE
XGRM	XGRM
TRADEGATE EXCHANGE - REGULIERTER MARKT
XGSE	XGSE
GEORGIA STOCK EXCHANGE
XGSX	XGSX
GLOBAL SECURITIES EXCHANGE
XGTG	XGTG
BOLSA DE VALORES NACIONAL SA
XGUA	XGUA
BOLSA DE VALORES DE GUAYAQUIL
XHAM	XHAM
HANSEATISCHE WERTPAPIERBOERSE HAMBURG
XHAN	XHAN
NIEDERSAECHSISCHE BOERSE ZU HANNOVER
XHEL	XHEL
NASDAQ HELSINKI LTD
XHKF	XHKF
HONG KONG FUTURES EXCHANGE LTD.
XHKG	XHKG
HONG KONG EXCHANGES AND CLEARING LTD
XHNX	XHNX
HANOI STOCK EXCHANGE (UNLISTED PUBLIC COMPANY TRADING PLATFORM)
XIBE	XIBE
BAKU INTERBANK CURRENCY EXCHANGE
XICB	XICB
SIX CORPORATE BONDS AG
XICE	XICE
NASDAQ ICELAND HF.
XICX	XICX
INSTINET CANADA CROSS
XIDX	XIDX
INDONESIA STOCK EXCHANGE
XIHK	XIHK
INSTINET PACIFIC LTD
XIJP	XIJP
INSTINET JAPAN
XIMA	XIMA
INTERNATIONAL MARTIME EXCHANGE
XIMC	XIMC
MULTI COMMODITY EXCHANGE OF INDIA LTD.
XIMM	XIMM
INTERNATIONAL MONETARY MARKET
XINE	XINE
SHANGHAI INTERNATIONAL ENERGY EXCHANGE
XINS	XINS
INSTINET
XINV	XINV
INVESTRO
XIOM	XIOM
INDEX AND OPTIONS MARKET
XIPO	XIPO
HELEX ELECTRONIC BOOK BUILDING
XIQS	XIQS
IRAQ STOCK EXCHANGE
XISA	XISA
INTERNATIONAL SECURITIES EXCHANGE, LLC - ALTERNATIVE MARKETS
XISE	XISE
INTERNATIONAL SECURITIES EXCHANGE, LLC - EQUITIES
XISL	XISL
ISLAMABAD STOCK EXCHANGE
XIST	XIST
BORSA ISTANBUL
XISX	XISX
INTERNATIONAL SECURITIES EXCHANGE, LLC
XJAM	XJAM
JAMAICA STOCK EXCHANGE
XJAS	XJAS
TOKYO STOCK EXCHANGE JASDAQ
XJNB	XJNB
JAKARTA NEGOTIATED BOARD
XJPX	XJPX
JAPAN EXCHANGE GROUP
XJSE	XJSE
JOHANNESBURG STOCK EXCHANGE
XKAC	XKAC
KANSAI COMMODITIES EXCHANGE
XKAR	XKAR
THE PAKISTAN STOCK EXCHANGE LIMITED
XKAZ	XKAZ
KAZAKHSTAN STOCK EXCHANGE
XKBT	XKBT
KANSAS CITY BOARD OF TRADE
XKCE	XKCE
KHOREZM INTERREGION COMMODITY EXCHANGE
XKCM	XKCM
KOREA EXCHANGE COMMODITY MARKET
XKEM	XKEM
KOREA EXCHANGE EMISSIONS MARKET
XKFB	XKFB
KOREA FREEBOARD MARKET
XKFE	XKFE
KOREA EXCHANGE (FUTURES MARKET)
XKHA	XKHA
KHARTOUM STOCK EXCHANGE
XKHR	XKHR
KHARKOV COMMODITY EXCHANGE
XKIE	XKIE
KIEV UNIVERSAL EXCHANGE
XKIS	XKIS
KIEV INTERNATIONAL STOCK EXCHANGE
XKLS	XKLS
BURSA MALAYSIA
XKON	XKON
KOREA NEW EXCHANGE
XKOS	XKOS
KOREA EXCHANGE (KOSDAQ)
XKRX	XKRX
KOREA EXCHANGE (STOCK MARKET)
XKSE	XKSE
KYRGYZ STOCK EXCHANGE
XKUW	XKUW
KUWAIT STOCK EXCHANGE
XLAH	XLAH
LAHORE STOCK EXCHANGE
XLAO	XLAO
LAO SECURITIES EXCHANGE
XLAT	XLAT
LATIBEX
XLBM	XLBM
LONDON BULLION MARKET
XLCH	XLCH
LCH.CLEARNET LTD
XLDN	XLDN
EURONEXT - EURONEXT LONDON
XLDX	XLDX
LONDON DERIVATIVES EXCHANGE
XLFX	XLFX
LABUAN INTERNATIONAL FINANCIAL EXCHANGE
XLIM	XLIM
BOLSA DE VALORES DE LIMA
XLIS	XLIS
EURONEXT - EURONEXT LISBON
XLIT	XLIT
AB NASDAQ VILNIUS
XLJM	XLJM
SI ENTER
XLJU	XLJU
LJUBLJANA STOCK EXCHANGE (OFFICIAL MARKET)
XLME	XLME
LONDON METAL EXCHANGE
XLOD	XLOD
LONDON STOCK EXCHANGE - DERIVATIVES MARKET
XLON	XLON
LONDON STOCK EXCHANGE
XLSM	XLSM
LIBYAN STOCK MARKET
XLUS	XLUS
LUSAKA STOCK EXCHANGE
XLUX	XLUX
LUXEMBOURG STOCK EXCHANGE
XMAB	XMAB
MERCADO ABIERTO ELECTRONICO S.A.
XMAD	XMAD
BOLSA DE MADRID
XMAE	XMAE
MACEDONIAN STOCK EXCHANGE
XMAI	XMAI
MARKET FOR ALTERNATIVE INVESTMENT
XMAL	XMAL
MALTA STOCK EXCHANGE
XMAN	XMAN
BOLSA DE VALORES DE NICARAGUA
XMAT	XMAT
EURONEXT PARIS MATIF
XMAU	XMAU
STOCK EXCHANGE OF MAURITIUS LTD
XMCE	XMCE
MERCADO CONTINUO ESPANOL - CONTINUOUS MARKET
XMDG	XMDG
MARCHE INTERBANCAIRE DES DEVISES M.I.D.
XMDS	XMDS
MADRAS STOCK EXCHANGE
XMER	XMER
MERCHANTS' EXCHANGE
XMEV	XMEV
MERCADO DE VALORES DE BUENOS AIRES S.A.
XMEX	XMEX
BOLSA MEXICANA DE VALORES (MEXICAN STOCK EXCHANGE)
XMGE	XMGE
MINNEAPOLIS GRAIN EXCHANGE
XMIL	XMIL
BORSA ITALIANA S.P.A.
XMIO	XMIO
MIAMI INTERNATIONAL SECURITIES EXCHANGE
XMLI	XMLI
EURONEXT - MARCHE LIBRE PARIS
XMNT	XMNT
BOLSA DE VALORES DE MONTEVIDEO
XMNX	XMNX
MONTENEGRO STOCK EXCHANGE
XMOC	XMOC
MONTREAL CLIMATE EXCHANGE
XMOD	XMOD
THE MONTREAL EXCHANGE / BOURSE DE MONTREAL
XMOL	XMOL
MOLDOVA STOCK EXCHANGE
XMON	XMON
EURONEXT PARIS MONEP
XMOS	XMOS
MOSCOW STOCK EXCHANGE
XMOT	XMOT
EXTRAMOT
XMPW	XMPW
MEFF POWER DERIVATIVES
XMRV	XMRV
MEFF FINANCIAL DERIVATIVES
XMSM	XMSM
DUBLIN - IRISH STOCK EXCHANGE - MAIN SECURITIES MARKET (MSM)- ISE XETRA
XMSW	XMSW
MALAWI STOCK EXCHANGE
XMTB	XMTB
MERCADO A TERMINO DE BUENOS AIRES S.A.
XMTS	XMTS
MTS MARKETS
XMUN	XMUN
BOERSE MUENCHEN
XMUS	XMUS
MUSCAT SECURITIES MARKET
XMVL	XMVL
MERCADO DE VALORES DEL LITORAL S.A.
XNAF	XNAF
SISTEMA ESPANOL DE NEGOCIACION DE ACTIVOS FINANCIEROS
XNAI	XNAI
NAIROBI STOCK EXCHANGE
XNAM	XNAM
NAMIBIAN STOCK EXCHANGE
XNAS	XNAS
NASDAQ - ALL MARKETS
XNCD	XNCD
NATIONAL COMMODITY & DERIVATIVES EXCHANGE LTD
XNCM	XNCM
NASDAQ CAPITAL MARKET
XNCO	XNCO
WARSAW STOCK EXCHANGE/ EQUITIES/NEW CONNECT-MTF
XNDQ	XNDQ
NASDAQ OPTIONS MARKET
XNDX	XNDX
NORDIC DERIVATIVES EXCHANGE
XNEC	XNEC
NATIONAL STOCK EXCHANGE OF AUSTRALIA LIMITED
XNEP	XNEP
NEPAL STOCK EXCHANGE
XNGM	XNGM
NORDIC GROWTH MARKET
XNGO	XNGO
NAGOYA STOCK EXCHANGE
XNGS	XNGS
NASDAQ/NGS (GLOBAL SELECT MARKET)
XNIM	XNIM
NASDAQ INTERMARKET
XNKS	XNKS
CENTRAL JAPAN COMMODITIES EXCHANGE
XNLI	XNLI
NYSE LIFFE
XNLX	XNLX
NASDAQ OMX NLX
XNMR	XNMR
NORDIC MTF REPORTING
XNMS	XNMS
NASDAQ/NMS (GLOBAL MARKET)
XNSA	XNSA
THE NIGERIAN STOCK EXCHANGE
XNSE	XNSE
NATIONAL STOCK EXCHANGE OF INDIA
XNXC	XNXC
NXCHANGE
XNYE	XNYE
NEW YORK MERCANTILE EXCHANGE - OTC MARKETS
XNYL	XNYL
NEW YORK MERCANTILE EXCHANGE - ENERGY MARKETS
XNYM	XNYM
NEW YORK MERCANTILE EXCHANGE
XNYS	XNYS
NEW YORK STOCK EXCHANGE, INC.
XNZE	XNZE
NEW ZEALAND EXCHANGE LTD
XOAD	XOAD
OSLO AXESS NORTH SEA - DARK POOL
XOAM	XOAM
NORDIC ALTERNATIVE BOND MARKET
XOAS	XOAS
OSLO AXESS
XOCH	XOCH
ONECHICAGO, LLC
XODE	XODE
ODESSA COMMODITY EXCHANGE
XOFF	XOFF
OFF-EXCHANGE TRANSACTIONS - LISTED INSTRUMENTS
XOPV	XOPV
OTC PUBLICATION VENUE
XOSC	XOSC
OSLO CONNECT
XOSD	XOSD
OSLO BORS NORTH SEA - DARK POOL
XOSE	XOSE
OSAKA EXCHANGE
XOSJ	XOSJ
OSAKA EXCHANGE J-NET
XOSL	XOSL
OSLO BORS ASA
XOTC	XOTC
OTCBB
XPAE	XPAE
PALESTINE SECURITIES EXCHANGE
XPAR	XPAR
EURONEXT - EURONEXT PARIS
XPBT	XPBT
NASDAQ OMX FUTURES EXCHANGE
XPET	XPET
SAINT PETERSBURG EXCHANGE
XPHL	XPHL
NASDAQ OMX PHLX
XPHO	XPHO
PHILADELPHIA OPTIONS EXCHANGE
XPHS	XPHS
PHILIPPINE STOCK EXCHANGE, INC.
XPHX	XPHX
PEEL HUNT CROSSING
XPIC	XPIC
SAINT-PETERSBURG CURRENCY EXCHANGE
XPMS	XPMS
BORSA ISTANBUL - PRECIOUS METALS AND DIAMONDS MARKETS
XPOM	XPOM
PORT MORESBY STOCK EXCHANGE
XPOR	XPOR
PORTAL
XPOS	XPOS
POSIT
XPOT	XPOT
POWERNEXT - OTF
XPOW	XPOW
POWERNEXT
XPRA	XPRA
PRAGUE STOCK EXCHANGE
XPRI	XPRI
PRIDNEPROVSK COMMODITY EXCHANGE
XPRM	XPRM
PRAGUE STOCK EXCHANGE - MTF
XPSF	XPSF
POWERNEXT - GAS SPOT AND FUTURES
XPST	XPST
POSIT - ASIA PACIFIC
XPSX	XPSX
NASDAQ OMX PSX
XPTY	XPTY
BOLSA DE VALORES DE PANAMA, S.A.
XPXE	XPXE
POWER EXCHANGE CENTRAL EUROPE
XQMH	XQMH
SIX STRUCTURED PRODUCTS EXCHANGE
XQTX	XQTX
BOERSE DUESSELDORF - QUOTRIX
XQUI	XQUI
BOLSA DE VALORES DE QUITO
XRAS	XRAS
RASDAQ
XRBM	XRBM
RINGGIT BOND MARKET
XRIS	XRIS
NASDAQ RIGA AS
XRMO	XRMO
RM-SYSTEM CZECH STOCK EXCHANGE (MTF)
XRMZ	XRMZ
RM-SYSTEM CZECH STOCK EXCHANGE
XROS	XROS
BOLSA DE COMERCIO ROSARIO
XROX	XROX
MERCADO DE VALORES DE ROSARIO S.A.
XRPM	XRPM
ROMANIAN POWER MARKET
XRSP	XRSP
PEEL HUNT RETAIL
XRUS	XRUS
INTERNET DIRECT-ACCESS EXCHANGE
XSAF	XSAF
JSE EQUITY DERIVATIVES MARKET
XSAM	XSAM
SAMARA CURRENCY INTERBANK EXCHANGE
XSAP	XSAP
SAPPORO SECURITIES EXCHANGE
XSAT	XSAT
AKTIETORGET
XSAU	XSAU
SAUDI STOCK EXCHANGE
XSBI	XSBI
SBI JAPANNEXT - X - MARKET
XSC1	XSC1
BOERSE FRANKFURT WARRANTS TECHNICAL 1
XSC2	XSC2
BOERSE FRANKFURT WARRANTS TECHNICAL 2
XSC3	XSC3
BOERSE FRANKFURT WARRANTS TECHNICAL 3
XSCA	XSCA
SINGAPORE CATALIST MARKET
XSCE	XSCE
SINGAPORE COMMODITY EXCHANGE
XSCO	XSCO
BOERSE FRANKFURT WARRANTS TECHNICAL
XSCU	XSCU
STOXX LIMITED - CUSTOMIZED INDICES
XSEC	XSEC
SHENZHEN STOCK EXCHANGE - SHENZHEN - HONG KONG STOCK CONNECT
XSEF	XSEF
SWAPEX, LLC
XSES	XSES
SINGAPORE EXCHANGE
XSFA	XSFA
JSE COMMODITY DERIVATIVES MARKET
XSFE	XSFE
ASX - TRADE24
XSGA	XSGA
ALPHA Y
XSGE	XSGE
SHANGHAI FUTURES EXCHANGE
XSGO	XSGO
SANTIAGO STOCK EXCHANGE
XSHE	XSHE
SHENZHEN STOCK EXCHANGE
XSHG	XSHG
SHANGHAI STOCK EXCHANGE
XSIB	XSIB
SIBERIAN EXCHANGE
XSIM	XSIM
SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED
XSLS	XSLS
SIX SWISS EXCHANGE - SLS
XSMP	XSMP
SMARTPOOL
XSOP	XSOP
BSP REGIONAL ENERGY EXCHANGE - SOUTH POOL
XSPM	XSPM
EURONEXT STRUCTURED PRODUCTS MTF
XSPS	XSPS
SOUTH PACIFIC STOCK EXCHANGE
XSSC	XSSC
SHANGHAI STOCK EXCHANGE - SHANGHAI - HONG KONG STOCK CONNECT
XSSE	XSSE
SARAJEVO STOCK EXCHANGE
XSTC	XSTC
HOCHIMINH STOCK EXCHANGE
XSTE	XSTE
REPUBLICAN STOCK EXCHANGE
XSTM	XSTM
FIDELITY CROSSSTREAM ATS
XSTO	XSTO
NASDAQ STOCKHOLM AB
XSTU	XSTU
BOERSE STUTTGART
XSTV	XSTV
STOXX LIMITED - VOLATILITY INDICES
XSTX	XSTX
STOXX LIMITED - INDICES
XSVA	XSVA
EL SALVADOR STOCK EXCHANGE
XSWA	XSWA
SWAZILAND STOCK EXCHANGE
XSWB	XSWB
SWX SWISS BLOCK
XSWM	XSWM
SIX SWISS EXCHANGE - SIX SWISS EXCHANGE AT MIDPOINT
XSWX	XSWX
SIX SWISS EXCHANGE
XTAE	XTAE
TEL AVIV STOCK EXCHANGE
XTAF	XTAF
TAIWAN FUTURES EXCHANGE
XTAI	XTAI
TAIWAN STOCK EXCHANGE
XTAL	XTAL
NASDAQ TALLINN AS
XTAM	XTAM
TOKYO STOCK EXCHANGE-TOKYO PRO MARKET
XTEH	XTEH
TEHRAN STOCK EXCHANGE
XTFF	XTFF
TOKYO FINANCIAL EXCHANGE
XTIR	XTIR
TIRANA STOCK EXCHANGE
XTK1	XTK1
TOKYO STOCK EXCHANGE - TOSTNET-1
XTK2	XTK2
TOKYO STOCK EXCHANGE - TOSTNET-2
XTK3	XTK3
TOKYO STOCK EXCHANGE - TOSTNET-3
XTKS	XTKS
TOKYO STOCK EXCHANGE
XTKT	XTKT
TOKYO COMMODITY EXCHANGE
XTNX	XTNX
TSX VENTURE EXCHANGE - NEX
XTPE	XTPE
TULLETT PREBON PLC - TP ENERGYTRADE
XTRN	XTRN
TRINIDAD AND TOBAGO STOCK EXCHANGE
XTRZ	XTRZ
ZAGREB MONEY AND SHORT TERM SECURITIES MARKET INC
XTSE	XTSE
TORONTO STOCK EXCHANGE
XTSX	XTSX
TSX VENTURE EXCHANGE
XTUC	XTUC
NUEVA BOLSA DE COMERCIO DE TUCUMAN S.A.
XTUN	XTUN
BOURSE DE TUNIS
XTUP	XTUP
TULLETT PREBON PLC
XUAX	XUAX
UKRAINIAN STOCK EXCHANGE
XUBS	XUBS
UBS MTF
XUGA	XUGA
UGANDA SECURITIES EXCHANGE
XUKR	XUKR
UKRAINIAN UNIVERSAL COMMODITY EXCHANGE
XULA	XULA
MONGOLIAN STOCK EXCHANGE
XUNI	XUNI
UNIVERSAL BROKER'S EXCHANGE 'TASHKENT'
XUSE	XUSE
UNITED STOCK EXCHANGE
XVAL	XVAL
BOLSA DE VALENCIA
XVES	XVES
VESTIMA
XVIE	XVIE
WIENER BOERSE AG, WERTPAPIERBOERSE (SECURITIES EXCHANGE)
XVPA	XVPA
BOLSA DE VALORES Y PRODUCTOS DE ASUNCION SA
XVTX	XVTX
SIX SWISS EXCHANGE - BLUE CHIPS SEGMENT
XWAR	XWAR
WARSAW STOCK EXCHANGE/EQUITIES/MAIN MARKET
XWBO	XWBO
WIENER BOERSE AG
XWEE	XWEE
WEEDEN ATS
XXSC	XXSC
FRANKFURT CEF SC
XXXX	XXXX
NO MARKET (E.G. UNLISTED)
XYIE	XYIE
YIELDBROKER PTY LTD
XZAG	XZAG
ZAGREB STOCK EXCHANGE
XZAM	XZAM
THE ZAGREB STOCK EXCHANGE MTF
XZCE	XZCE
ZHENGZHOU COMMODITY EXCHANGE
XZIM	XZIM
ZIMBABWE STOCK EXCHANGE
YLDX	YLDX
JSE INTEREST RATE DERIVATIVES MARKET
ZKBX	ZKBX
ZURCHER KANTONALBANK SECURITIES EXCHANGE
ZOBX	ZOBX
ZOBEX

ExchangeForPhysical

Encoding:

Boolean

Indicates whether or not to exchange for phsyical.
Case	Tag
False	N
False
True	Y
True

ExecInst

Encoding:

MultipleValueChar

Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space.
Case	Tag
StayOnOfferSide	0
Stay on offerside
NotHeld	1
Not held
Work	2
Work
GoAlong	3
Go along
OverTheDay	4
Over the day
Held	5
Held
ParticipateDoNotInitiate	6
Participate don't initiate
StrictScale	7
Strict scale
TryToScale	8
Try to scale
StayOnBidSide	9
Stay on bidside
NoCross	A
No cross (cross is forbidden)
OKToCross	B
OK to cross
CallFirst	C
Call first
PercentOfVolume	D
Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)
DoNotIncrease	E
Do not increase - DNI
DoNotReduce	F
Do not reduce - DNR
AllOrNone	G
All or none - AON
InstitutionsOnly	I
Institutions only
LastPeg	L
Last peg (last sale)
MidPricePeg	M
Mid-price peg (midprice of inside quote)
NonNegotiable	N
Non-negotiable
OpeningPeg	O
Opening peg
MarketPeg	P
Market peg
PrimaryPeg	R
Primary peg (primary market - buy at bid/sell at offer)
Suspend	S
Suspend
FixedPegToLocalBestBidOrOfferAtTimeOfOrder	T
Fixed Peg to Local best bid or offer at time of order
CustomerDisplayInstruction	U
Customer Display Instruction (Rule11Ac1-1/4)
Netting	V
Netting (for Forex)
PegToVWAP	W
Peg to VWAP

ExecRestatementReason

Encoding:

int

Code to identify reason for an ExecutionRpt message sent with ExecType=Restated or used when communicating an unsolicited cancel.
Case	Tag
GTCorporateAction	0
GT Corporate action
GTRenewal	1
GT renewal / restatement (no corporate action)
VerbalChange	2
Verbal change
RepricingOfOrder	3
Repricing of order
BrokerOption	4
Broker option
PartialDeclineOfOrderQty	5
Partial decline of OrderQty (e.g. exchange-initiated partial cancel)

ExecTransType

Encoding:

char

Identifies transaction type
Case	Tag
New	0
New
Cancel	1
Cancel
Correct	2
Correct
Status	3
Status

ExecType

Encoding:

char

Describes the specific ExecutionRpt (i.e. Pending Cancel) while OrdStatus will always identify the current order status (i.e. Partially Filled)
Case	Tag
New	0
New
PartialFill	1
Partial fill
Fill	2
Fill
DoneForDay	3
Done for day
Canceled	4
Canceled
Replaced	5
Replace
PendingCancel	6
Pending Cancel (e.g. result of Order Cancel Request)
Stopped	7
Stopped
Rejected	8
Rejected
Suspended	9
Suspended
PendingNew	A
Pending New
Calculated	B
Calculated
Expired	C
Expired
Restated	D
Restated (ExecutionRpt sent unsolicited by sellside, with ExecRestatementReason set)
PendingReplace	E
Pending Replace (e.g. result of Order Cancel/Replace Request)

FinancialStatus

Encoding:

char

Identifies a firm’s financial status.
Case	Tag
Bankrupt	1
Bankrupt

ForexReq

Encoding:

Boolean

Indicates request for forex accommodation trade to be executed along with security transaction.
Case	Tag
DoNotExecuteForexAfterSecurityTrade	N
Do not execute Forex after security trade
ExecuteForexAfterSecurityTrade	Y
Execute Forex after security trade

GTBookingInst

Encoding:

int

Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate.
Case	Tag
BookOutAllTradesOnDayOfExecution	0
book out all trades on day of execution
AccumulateUntilFilledOrExpired	1
accumulate executions until order is filled or expires
AccumulateUntilVerballyNotifiedOtherwise	2
accumulate until verbally notified otherwise

HaltReason

Encoding:

char

Denotes the reason for the Opening Delay or Trading Halt.
Case	Tag
NewsDissemination	D
News Dissemination
OrderInflux	E
Order Influx
OrderImbalance	I
Order Imbalance
AdditionalInformation	M
Additional Information
NewsPending	P
News Pending
EquipmentChangeover	X
Equipment Changeover

HandlInst

Encoding:

char

Instructions for order handling on Broker trading floor
Case	Tag
AutomatedExecutionNoIntervention	1
Automated execution order, private, no Broker intervention
AutomatedExecutionInterventionOK	2
Automated execution order, public, Broker intervention OK
ManualOrder	3
Manual order, best execution

IDSource

Encoding:

string

Identifies class of alternative SecurityID
Case	Tag
CUSIP	1
CUSIP
SEDOL	2
SEDOL
QUIK	3
QUIK
ISINNumber	4
ISIN number
RICCode	5
RIC code
ISOCurrencyCode	6
ISO Currency Code
ISOCountryCode	7
ISO Country Code
ExchangeSymbol	8
Exchange Symbol
ConsolidatedTapeAssociation	9
Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)

IOINaturalFlag

Encoding:

Boolean

Indicates that IOI is the result of an existing agency order or a facilitation position resulting from an agency order, not from principal trading or order solicitation activity.
Case	Tag
NotNatural	N
Not natural
Natural	Y
Natural

IOIQltyInd

Encoding:

char

Relative quality of indication
Case	Tag
High	H
High
Low	L
Low
Medium	M
Medium

IOIQualifier

Encoding:

char

Code to qualify IOI use.
Case	Tag
AllOrNone	A
All or none
AtTheClose	C
At the close
InTouchWith	I
In touch with
Limit	L
Limit
MoreBehind	M
More behind
AtTheOpen	O
At the open
TakingAPosition	P
Taking a position
AtTheMarket	Q
At the Market (previously called Current Quote)
ReadyToTrade	R
Ready to trade
PortfolioShown	S
Portfolio show-n
ThroughTheDay	T
Through the day
Versus	V
Versus
Indication	W
Indication - Working away
CrossingOpportunity	X
Crossing opportunity
AtTheMidpoint	Y
At the Midpoint
PreOpen	Z
Pre-open

IOIShares

Encoding:

string

Number of shares in numeric or relative size.
Case	Tag
Large	L
Large
Medium	M
Medium
Small	S
Small

IOITransType

Encoding:

char

Identifies IOI message transaction type
Case	Tag
Cancel	C
Cancel
New	N
New
Replace	R
Replace

InViewOfCommon

Encoding:

Boolean

Indicates whether or not the halt was due to Common Stock trading being halted.
Case	Tag
HaltWasNotRelatedToAHaltOfTheCommonStock	N
Halt was not related to a halt of the common stock
HaltWasDueToCommonStockBeingHalted	Y
Halt was due to common stock being halted

IncTaxInd

Encoding:

int

Code to represent whether value is net (inclusive of tax) or gross.
Case	Tag
Net	1
Net
Gross	2
Gross

LastCapacity

Encoding:

char

Broker capacity in order execution
Case	Tag
Agent	1
Agent
CrossAsAgent	2
Cross as agent
CrossAsPrincipal	3
Cross as principal
Principal	4
Principal

LiquidityIndType

Encoding:

int

Code to identify the type of liquidity indicator.
Case	Tag
FiveDayMovingAverage	1
5 day moving average
TwentyDayMovingAverage	2
20 day moving average
NormalMarketSize	3
Normal Market Size
Other	4
Other

ListExecInstType

Encoding:

char

Identifies the type of ListExecInst.
Case	Tag
Immediate	1
Immediate
WaitForInstruction	2
Wait for Execute Instruction (e.g. a List Execute message or phone call before proceeding with execution of the list)

LocateReqd

Encoding:

Boolean

Indicates whether the broker is to locate the stock in conjunction with a short sell order.
Case	Tag
No	N
Indicates the broker is not required to locate
Yes	Y
Indicates the broker is responsible for locating the stock

MDEntryType

Encoding:

char

Type Market Data entry.
Case	Tag
Bid	0
Bid
Offer	1
Offer
Trade	2
Trade
IndexValue	3
Index Value
OpeningPrice	4
Opening Price
ClosingPrice	5
Closing Price
SettlementPrice	6
Settlement Price
TradingSessionHighPrice	7
Trading Session High Price
TradingSessionLowPrice	8
Trading Session Low Price
TradingSessionVWAPPrice	9
Trading Session VWAP Price

MDReqRejReason

Encoding:

char

Reason for the rejection of a Market Data request.
Case	Tag
UnknownSymbol	0
Unknown symbol
DuplicateMDReqID	1
Duplicate MDReqID
InsufficientBandwidth	2
Insufficient Bandwidth
InsufficientPermissions	3
Insufficient Permissions
UnsupportedSubscriptionRequestType	4
Unsupported SubscriptionRequestType
UnsupportedMarketDepth	5
Unsupported MarketDepth
UnsupportedMDUpdateType	6
Unsupported MDUpdateType
UnsupportedAggregatedBook	7
Unsupported AggregatedBook
UnsupportedMDEntryType	8
Unsupported MDEntryType

MDUpdateAction

Encoding:

char

Type of Market Data update action.
Case	Tag
New	0
New
Change	1
Change
Delete	2
Delete

MDUpdateType

Encoding:

int

Specifies the type of Market Data update.
Case	Tag
FullRefresh	0
Full Refresh
IncrementalRefresh	1
Incremental Refresh

MessageEncoding

Encoding:

string

Type of message encoding (non-ASCII (non-English) characters) used in a message’s "Encoded" fields.
Case	Tag
EUCJP	EUC-JP
(for using EUC)
ISO2022JP	ISO-2022-JP
(for using JIS)
ShiftJIS	Shift_JIS
(for using SJIS)
UTF8	UTF-8
(for using Unicode)

MiscFeeType

Encoding:

char

Indicates type of miscellaneous fee.
Case	Tag
Regulatory	1
Regulatory (e.g. SEC)
Tax	2
Tax
LocalCommission	3
Local Commission
ExchangeFees	4
Exchange Fees
Stamp	5
Stamp
Levy	6
Levy
Other	7
Other
Markup	8
Markup
ConsumptionTax	9
Consumption Tax

MsgDirection

Encoding:

char

Specifies the direction of the messsage.
Case	Tag
Receive	R
Receive
Send	S
Send

MultiLegReportingType

Encoding:

char

Used to indicate what an Execution Report represents (e.g. used with multi-leg securiteis, such as option strategies, spreads, etc.).
Case	Tag
SingleSecurity	1
Single Security (default if not specified)
IndividualLegOfAMultiLegSecurity	2
Individual leg of a multi-leg security
MultiLegSecurity	3
Multi-leg security

NetGrossInd

Encoding:

int

Code to represent whether value is net (inclusive of tax) or gross.
Case	Tag
Net	1
Net
Gross	2
Gross

NotifyBrokerOfCredit

Encoding:

Boolean

Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker).
Case	Tag
DetailsShouldNotBeCommunicated	N
Details should not be communicated
DetailsShouldBeCommunicated	Y
Details should be communicated

OpenClose

Encoding:

char

Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.
Case	Tag
Close	C
Close
Open	O
Open

OpenCloseSettleFlag

Encoding:

char

Flag that identifies a price.
Case	Tag
DailyOpen	0
Daily Open / Close / Settlement price
SessionOpen	1
Session Open / Close / Settlement price
DeliverySettlementEntry	2
Delivery Settlement price

OrdRejReason

Encoding:

int

Code to identify reason for order rejection.
Case	Tag
BrokerCredit	0
Broker option
UnknownSymbol	1
Unknown symbol
ExchangeClosed	2
Exchange closed
OrderExceedsLimit	3
Order exceeds limit
TooLateToEnter	4
Too late to enter
UnknownOrder	5
Unknown Order
DuplicateOrder	6
Duplicate Order (e.g. dupe ClOrdID)
DuplicateOfAVerballyCommunicatedOrder	7
Duplicate of a verbally communicated order
StaleOrder	8
Stale Order

OrdStatus

Encoding:

char

Identifies current status of order.
Case	Tag
New	0
New
PartiallyFilled	1
Partially filled
Filled	2
Filled
DoneForDay	3
Done for day
Canceled	4
Canceled
Replaced	5
Replaced
PendingCancel	6
Pending Cancel (e.g. result of Order Cancel Request)
Stopped	7
Stopped
Rejected	8
Rejected
Suspended	9
Suspended
PendingNew	A
Pending New
Calculated	B
Calculated
Expired	C
Expired
AcceptedForBidding	D
Accepted for bidding
PendingReplace	E
Pending Replace (e.g. result of Order Cancel/Replace Request)

OrdType

Encoding:

char

Order type.
Case	Tag
Market	1
Market
Limit	2
Limit
Stop	3
Stop
StopLimit	4
Stop limit
MarketOnClose	5
Market on close
WithOrWithout	6
With or without
LimitOrBetter	7
Limit or better
LimitWithOrWithout	8
Limit with or without
OnBasis	9
On basis
OnClose	A
On close
LimitOnClose	B
Limit on close
ForexMarket	C
Forex - Market
PreviouslyQuoted	D
Previously quoted
PreviouslyIndicated	E
Previously indicated
ForexLimit	F
Forex - Limit
ForexSwap	G
Forex - Swap
ForexPreviouslyQuoted	H
Forex - Previously Quoted
Funari	I
Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan)
Pegged	P
Pegged

PossDupFlag

Encoding:

Boolean

Indicates possible retransmission of message with this sequence number
Case	Tag
OriginalTransmission	N
Original transmission
PossibleDuplicate	Y
Possible duplicate

PossResend

Encoding:

Boolean

Indicates that message may contain information that has been sent under another sequence number.
Case	Tag
OriginalTransmission	N
Original transmission
PossibleResend	Y
Possible resend

PriceType

Encoding:

int

Code to represent the price type.
Case	Tag
Percentage	1
Percentage
PerUnit	2
per share (e.g. cents per share)
FixedAmount	3
Fixed Amount (absolute value)

ProcessCode

Encoding:

char

Processing code for sub-account. Absence of this field in AllocAccount / AllocPrice/AllocShares / ProcessCode instance indicates regular trade.
Case	Tag
Regular	0
regular
SoftDollar	1
soft dollar
StepIn	2
step-in
StepOut	3
step-out
SoftDollarStepIn	4
soft-dollar step-in
SoftDollarStepOut	5
soft-dollar step-out
PlanSponsor	6
plan sponsor

ProgRptReqs

Encoding:

int

Code to identify the desired frequency of progress reports.
Case	Tag
BuySideRequests	1
BuySide explicitly requests status using StatusRequest (Default) The sell-side firm can however, send a DONE status List Status Response in an unsolicited fashion
SellSideSends	2
SellSide periodically sends status using ListStatus. Period optionally specified in ProgressPeriod
RealTimeExecutionReports	3
Real-time execution reports (to be discouraged)

PutOrCall

Encoding:

int

Indicates whether an Option is for a put or call.
Case	Tag
Put	0
Put
Call	1
Call

QuoteAckStatus

Encoding:

int

Identifies the status of the quote acknowledgement.
Case	Tag
Accepted	0
Accepted
CancelForSymbol	1
Canceled for Symbol(s)
CanceledForSecurityType	2
Canceled for Security Type(s)
CanceledForUnderlying	3
Canceled for Underlying
CanceledAll	4
Canceled All
Rejected	5
Rejected

QuoteCancelType

Encoding:

int

Identifies the type of quote cancel.
Case	Tag
CancelForOneOrMoreSecurities	1
Cancel for Symbol(s)
CancelForSecurityType	2
Cancel for Security Type(s)
CancelForUnderlyingSecurity	3
Cancel for Underlying Symbol
CancelAllQuotes	4
Cancel for All Quotes

QuoteCondition

Encoding:

MultipleValueString

Space-delimited list of conditions describing a quote.
Case	Tag
Open	A
Open / Active
Closed	B
Closed / Inactive
ExchangeBest	C
Exchange Best
ConsolidatedBest	D
Consolidated Best
Locked	E
Locked
Crossed	F
Crossed
Depth	G
Depth
FastTrading	H
Fast Trading
NonFirm	I
Non-Firm

QuoteEntryRejectReason

Encoding:

int

Reason Quote Entry was rejected:
Case	Tag
UnknownSymbol	1
Unknown symbol (Security)
Exchange	2
Exchange (Security) closed
QuoteExceedsLimit	3
Quote exceeds limit
TooLateToEnter	4
Too late to enter
UnknownQuote	5
Unknown Quote
DuplicateQuote	6
Duplicate Quote
InvalidBidAskSpread	7
Invalid bid/ask spread
InvalidPrice	8
Invalid price
NotAuthorizedToQuoteSecurity	9
Not authorized to quote security

QuoteRejectReason

Encoding:

int

Reason Quote was rejected:
Case	Tag
UnknownSymbol	1
Unknown symbol (Security)
Exchange	2
Exchange (Security) closed
QuoteRequestExceedsLimit	3
Quote Request exceeds limit
TooLateToEnter	4
Too late to enter
UnknownQuote	5
Unknown Quote
DuplicateQuote	6
Duplicate Quote
InvalidBid	7
Invalid bid/ask spread
InvalidPrice	8
Invalid price
NotAuthorizedToQuoteSecurity	9
Not authorized to quote security

QuoteRequestType

Encoding:

int

Indicates the type of Quote Request being generated
Case	Tag
Manual	1
Manual
Automatic	2
Automatic

QuoteResponseLevel

Encoding:

int

Level of Response requested from receiver of quote messages.
Case	Tag
NoAcknowledgement	0
No Acknowledgement (Default)
AcknowledgeOnlyNegativeOrErroneousQuotes	1
Acknowledge only negative or erroneous quotes
AcknowledgeEachQuoteMessage	2
Acknowledge each quote messages

ReportToExch

Encoding:

Boolean

Identifies party of trade responsible for exchange reporting.
Case	Tag
SenderReports	N
Indicates that party sending message will report trade
ReceiverReports	Y
Indicates that party receiving message must report trade

ResetSeqNumFlag

Encoding:

Boolean

Indicates that the both sides of the FIX session should reset sequence numbers.
Case	Tag
No	N
No
Yes	Y
Yes, reset sequence numbers

RoutingType

Encoding:

int

Indicates the type of RoutingID specified.
Case	Tag
TargetFirm	1
Target Firm
TargetList	2
Target List
BlockFirm	3
Block Firm
BlockList	4
Block List

Rule80A

Encoding:

char

Note that the name of this field is changing to "OrderCapacity" as Rule80A is a very US market-specific term. Other world markets need to convey similar information, however, often a subset of the US values. . See the "Rule80A (aka OrderCapacity) Usage by Market" appendix for market-specific usage of this field.
Case	Tag
AgencySingleOrder	A
Agency single order
ShortExemptTransactionAType	B
Short exempt transaction (refer to A type)
ProprietaryNonAlgo	C
Program Order, non-index arb, for Member firm/org
ProgramOrderMember	D
Program Order, index arb, for Member firm/org
ShortExemptTransactionForPrincipal	E
Registered Equity Market Maker trades
ShortExemptTransactionWType	F
Short exempt transaction (refer to W type)
ShortExemptTransactionIType	H
Short exempt transaction (refer to I type)
IndividualInvestor	I
Individual Investor, single order
ProprietaryAlgo	J
Program Order, index arb, for individual customer
AgencyAlgo	K
Program Order, non-index arb, for individual customer
ShortExemptTransactionMemberAffliated	L
Short exempt transaction for member competing market-maker affiliated with the firm clearing the trade (refer to P and O types)
ProgramOrderOtherMember	M
Program Order, index arb, for other member
AgentForOtherMember	N
Program Order, non-index arb, for other member
ProprietaryTransactionAffiliated	O
Competing dealer trades
Principal	P
Principal
TransactionNonMember	R
Competing dealer trades
SpecialistTrades	S
Specialist trades
TransactionUnaffiliatedMember	T
Competing dealer trades
AgencyIndexArb	U
Program Order, index arb, for other agency
AllOtherOrdersAsAgentForOtherMember	W
All other orders as agent for other member
ShortExemptTransactionMemberNotAffliated	X
Short exempt transaction for member competing market-maker not affiliated with the firm clearing the trade (refer to W and T types)
AgencyNonAlgo	Y
Program Order, non-index arb, for other agency
ShortExemptTransactionNonMember	Z
Short exempt transaction for non-member competing market-maker (refer to A and R types)

SecurityRequestType

Encoding:

int

Type of Security Definition Request.
Case	Tag
RequestSecurityIdentityAndSpecifications	0
Request Security identity and specifications
RequestSecurityIdentityForSpecifications	1
Request Security identity for the specifications provided (Name of the security is not supplied)
RequestListSecurityTypes	2
Request List Security Types
RequestListSecurities	3
Request List Securities (Can be qualified with Symbol, SecurityType, TradingSessionID, SecurityExchange is provided then only list Securities for the specific type)

SecurityResponseType

Encoding:

int

Type of Security Definition message response.
Case	Tag
AcceptAsIs	1
Accept security proposal as is
AcceptWithRevisions	2
Accept security proposal with revisions as indicated in the message
ListOfSecurityTypesReturnedPerRequest	3
List of security types returned per request
ListOfSecuritiesReturnedPerRequest	4
List of securities returned per request
RejectSecurityProposal	5
Reject security proposal
CannotMatchSelectionCriteria	6
Can not match selection criteria

SecurityTradingStatus

Encoding:

int

Identifies the trading status applicable to the transaction.
Case	Tag
OpeningDelay	1
Opening Delay
TradingHalt	2
Trading Halt
Resume	3
Resume
NoOpen	4
No Open/No Resume
PriceIndication	5
Price Indication
TradingRangeIndication	6
Trading Range Indication
MarketImbalanceBuy	7
Market Imbalance Buy
MarketImbalanceSell	8
Market Imbalance Sell
MarketOnCloseImbalanceBuy	9
Market On Close Imbalance Buy
MarketOnCloseImbalanceSell	10
Market On Close Imbalance Sell
NoMarketImbalance	12
No Market Imbalance
NoMarketOnCloseImbalance	13
No Market On Close Imbalance
ITSPreOpening	14
ITS Pre-Opening
NewPriceIndication	15
New Price Indication
TradeDisseminationTime	16
Trade Dissemination Time
ReadyToTrade	17
Ready to trade (start of session)
NotAvailableForTrading	18
Not Available for trading (end of session)
NotTradedOnThisMarket	19
Not Traded on this Market
UnknownOrInvalid	20
Unknown or Invalid

SecurityType

Encoding:

string

Indicates type of security (ISITC spec)
Case	Tag
Wildcard	?
Wildcard entry (used on Security Definition Request message)
BankersAcceptance	BA
Bankers Acceptance
ConvertibleBond	CB
Convertible Bond (Note not part of ISITC spec)
CertificateOfDeposit	CD
Certificate Of Deposit
CollateralizedMortgageObligation	CMO
Collateralize Mortgage Obligation
CorporateBond	CORP
Corporate Bond
CommercialPaper	CP
Commercial Paper
CorporatePrivatePlacement	CPP
Corporate Private Placement
CommonStock	CS
Common Stock
FederalHousingAuthority	FHA
Federal Housing Authority
FederalHomeLoan	FHL
Federal Home Loan
FederalNationalMortgageAssociation	FN
Federal National Mortgage Association
ForeignExchangeContract	FOR
Foreign Exchange Contract
Future	FUT
Future
GovernmentNationalMortgageAssociation	GN
Government National Mortgage Association
TreasuriesAgencyDebenture	GOVT
Treasuries + Agency Debenture
IOETTEMortgage	IET
Mortgage IOETTE
MutualFund	MF
Mutual Fund
MortgageInterestOnly	MIO
Mortgage Interest Only
MortgagePrincipalOnly	MPO
Mortgage Principal Only
MortgagePrivatePlacement	MPP
Mortgage Private Placement
MiscellaneousPassThrough	MPT
Miscellaneous Pass-Thru
MunicipalBond	MUNI
Municipal Bond
NoSecurityType	NONE
No ISITC Security Type
Option	OPT
Option
PreferredStock	PS
Preferred Stock
RepurchaseAgreement	RP
Repurchase Agreement
ReverseRepurchaseAgreement	RVRP
Reverse Repurchase Agreement
StudentLoanMarketingAssociation	SL
Student Loan Marketing Association
TimeDeposit	TD
Time Deposit
USTreasuryBillOld	USTB
US Treasury Bill
Warrant	WAR
Warrant
CatsTigersAndLions	ZOO
Cats, Tigers & Lions (a real code: US Treasury Receipts)

SettlInstMode

Encoding:

char

Indicates mode used for Settlement Instructions
Case	Tag
Default	0
Default
StandingInstructionsProvided	1
Standing Instructions Provided
SpecificAllocationAccountOverriding	2
Specific Allocation Account Overriding
SpecificAllocationAccountStanding	3
Specific Allocation Account Standing

SettlInstSource

Encoding:

char

Indicates source of Settlement Instructions
Case	Tag
BrokerCredit	1
Brokers Instructions
Institution	2
Institutions Instructions

SettlInstTransType

Encoding:

char

Settlement Instructions message transaction type
Case	Tag
Cancel	C
Cancel
New	N
New
Replace	R
Replace

SettlLocation

Encoding:

string

Identifies Settlement Depository or Country Code (ISITC spec)
Case	Tag
CEDEL	CED
CEDEL
DepositoryTrustCompany	DTC
Depository Trust Company
EuroClear	EUR
Euroclear
FederalBookEntry	FED
Federal Book Entry
LocalMarketSettleLocation	ISO Country Code
Local Market Settle Location
Physical	PNY
Physical
ParticipantTrustCompany	PTC
Participant Trust Company

SettlmntTyp

Encoding:

char

Indicates order settlement period. Absence of this field is interpreted as Regular. Regular is defined as the default settlement period for the particular security on the exchange of execution.
Case	Tag
Regular	0
Regular
Cash	1
Cash
NextDay	2
Next Day
TPlus2	3
T+2
TPlus3	4
T+3
TPlus4	5
T+4
Future	6
Future
WhenAndIfIssued	7
When Issued
SellersOption	8
Sellers Option
TPlus5	9
T+ 5

Side

Encoding:

char

Side of order
Case	Tag
Buy	1
Buy
Sell	2
Sell
BuyMinus	3
Buy minus
SellPlus	4
Sell plus
SellShort	5
Sell short
SellShortExempt	6
Sell short exempt
Undisclosed	7
Undisclosed (valid for IOI and List Order messages only)
Cross	8
Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
CrossShort	9
Cross short

SolicitedFlag

Encoding:

Boolean

Indicates whether or not the order was solicited.
Case	Tag
WasNotSolicited	N
Was not solicited
WasSolicited	Y
Was solcitied

StandInstDbType

Encoding:

int

Identifies the Standing Instruction database used
Case	Tag
Other	0
Other
DTCSID	1
DTC SID
ThomsonALERT	2
Thomson ALERT
AGlobalCustodian	3
A Global Custodian (StandInstDbName must be provided)

SubscriptionRequestType

Encoding:

char

Subscription Request Type
Case	Tag
Snapshot	0
Snapshot
SnapshotAndUpdates	1
Snapshot + Updates (Subscribe)
DisablePreviousSnapshot	2
Disable previous Snapshot + Update Request (Unsubscribe)

TickDirection

Encoding:

char

Direction of the "tick".
Case	Tag
PlusTick	0
Plus Tick
ZeroPlusTick	1
Zero-Plus Tick
MinusTick	2
Minus Tick
ZeroMinusTick	3
Zero-Minus Tick

TimeInForce

Encoding:

char

Specifies how long the order remains in effect. Absence of this field is interpreted as DAY.
Case	Tag
Day	0
Day
GoodTillCancel	1
Good Till Cancel (GTC)
AtTheOpening	2
At the Opening (OPG)
ImmediateOrCancel	3
Immediate or Cancel (IOC)
FillOrKill	4
Fill or Kill (FOK)
GoodTillCrossing	5
Good Till Crossing (GTX)
GoodTillDate	6
Good Till Date

TradSesMethod

Encoding:

int

Method of trading
Case	Tag
Electronic	1
Electronic
OpenOutcry	2
Open Outcry
TwoParty	3
Two Party

TradSesMode

Encoding:

int

Trading Session Mode
Case	Tag
Testing	1
Testing
Simulated	2
Simulated
Production	3
Production

TradSesStatus

Encoding:

int

State of the trading session.
Case	Tag
Halted	1
Halted
Open	2
Open
Closed	3
Closed
PreOpen	4
Pre-Open
PreClose	5
Pre-Close

TradeCondition

Encoding:

MultipleValueString

Space-delimited list of conditions describing a trade
Case	Tag
Cash	A
Cash (only) Market
AveragePriceTrade	B
Average Price Trade
CashTrade	C
Cash Trade (same day clearing)
NextDay	D
Next Day (only) Market
Opening	E
Opening / Reopening Trade Detail
IntradayTradeDetail	F
Intraday Trade Detail
Rule127Trade	G
Rule 127 Trade (NYSE)
Rule155Trade	H
Rule 155 Trade (Amex)
SoldLast	I
Sold Last (late reporting)
NextDayTrade	J
Next Day Trade (next day clearing)
Opened	K
Opened (late report of opened trade)
Seller	L
Seller
Sold	M
Sold (out of sequence)
StoppedStock	N
Stopped Stock (guarantee of price but does not execute the order)

TradeType

Encoding:

char

Code to represent the type of trade.
Case	Tag
Agency	A
Agency
VWAPGuarantee	G
VWAP Guarantee
GuaranteedClose	J
Guaranteed Close
RiskTrade	R
Risk Trade

UnsolicitedIndicator

Encoding:

Boolean

Indicates whether or not message is being sent as a result of a subscription request or not.
Case	Tag
MessageIsBeingSentAsAResultOfAPriorRequest	N
Message is being sent as a result of a prior request
MessageIsBeingSentUnsolicited	Y
Message is being sent unsolicited

Urgency

Encoding:

char

Urgency flag
Case	Tag
Normal	0
Normal
Flash	1
Flash
Background	2
Background

week

Encoding:

string


Case	Tag
noweek	noweek
w1	w1
w2	w2
w3	w3
w4	w4
w5	w5

FIX_4_2

DataTypes

Basic Types

Compound Types

Atomic Alias Types

Set Alias Types

Message Declarations

6: IOI

7: Advertisement

8: ExecutionReport

9: OrderCancelReject

B: News

C: Email

D: OrderSingle

E: OrderList

F: OrderCancelRequest

G: OrderCancelReplaceRequest

H: OrderStatusRequest

J: Allocation

K: ListCancelRequest

L: ListExecute

M: ListStatusRequest

N: ListStatus

P: AllocationInstructionAck

Q: DontKnowTrade

R: QuoteRequest

S: Quote

T: SettlementInstructions

V: MarketDataRequest

W: MarketDataSnapshotFullRefresh

X: MarketDataIncrementalRefresh

Y: MarketDataRequestReject

Z: QuoteCancel

a: QuoteStatusRequest

b: QuoteAcknowledgement

c: SecurityDefinitionRequest

d: SecurityDefinition

e: SecurityStatusRequest

f: SecurityStatus

g: TradingSessionStatusRequest

h: TradingSessionStatus

i: MassQuote

k: BidRequest

l: BidResponse

m: ListStrikePrice

Component Blocks

interval

Repeating Groups

AllocationAllocs

AllocationExecs

AllocationMiscFees

AllocationOrders

BidRequestBidComponents

BidRequestBidDescriptors

BidResponseBidComponents

EmailLinesOfText

EmailRelatedSym

EmailRoutingIDs

ExecutionReportContraBrokers

IOIIOIQualifiers

IOIRoutingIDs

ListStatusOrders

ListStrikePriceStrikes

LogonMsgTypes

MarketDataIncrementalRefreshMDEntries

MarketDataRequestMDEntryTypes

MarketDataRequestRelatedSym

MarketDataSnapshotFullRefreshMDEntries

MassQuoteQuoteEntries

MassQuoteQuoteSets

NewsLinesOfText

NewsRelatedSym

NewsRoutingIDs

OrderCancelReplaceRequestAllocs

OrderCancelReplaceRequestTradingSessions

OrderListAllocs

OrderListOrders

OrderListTradingSessions

OrderSingleAllocs

OrderSingleTradingSessions