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Name Name Name Name Name

FIX_4_4

DataTypes

Basic Types

Name
bool
char
float
int
string

Compound Types

NameConstruction
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

NameType
Amtfloat
Booleanbool
DayOfMonthint
Lengthint
NumInGroupint
Percentagefloat
Pricefloat
PriceOffsetfloat
Qtyfloat
SeqNumint
TagNumint
datastring

Set Alias Types

NameType
MultipleCharValue{char}
MultipleIntValue{int}
MultipleStringValue{string}
MultipleValueChar{char}
MultipleValueInt{int}
MultipleValueString{string}

Message Declarations

6: IOI

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

TagNameTypeRequired
15CurrencyCurrency
23IOIIDstring
25IOIQltyIndIOIQltyInd
26IOIRefIDstring
Required for Cancel and Replace IOITransType messages
27IOIQtyIOIQty
The value zero is used if NoLegs repeating group is used
28IOITransTypeIOITransType
44PricePrice
54SideSide
Side of Indication Valid values: 1 = Buy 2 = Sell 7 = Undisclosed (for IOIs) B = As Defined (for multilegs) C = Opposite (for multilegs)
58Textstring
60TransactTimeUTCTimestamp
62ValidUntilTimeUTCTimestamp
130IOINaturalFlagIOINaturalFlag
149URLLinkstring
A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html)
354EncodedTextLenLength
Must be set if EncodedText field is specified and must immediately precede it.
355EncodedTextdata
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
423PriceTypePriceType
854QtyTypeQtyType
FinancingDetailsFinancingDetails
Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
IOIQualGrpIOIQualGrp
Required if any IOIQualifiers are specified. Indicates the number of repeating IOIQualifiers.
InstrmtLegIOIGrpInstrmtLegIOIGrp
Required for multileg IOIs
InstrumentInstrument
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
OrderQtyDataOrderQtyData
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" The value zero is used if NoLegs repeating group is used Applicable if needed to express CashOrder Qty (tag 152)
RoutingGrpRoutingGrp
Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group.
SpreadOrBenchmarkCurveDataSpreadOrBenchmarkCurveData
Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages"
StipulationsStipulations
Insert here the set of "Stipulations" (symbology) fields defined in "Common Components of Application Messages"
UndInstrmtGrpUndInstrmtGrp
Number of underlyings
YieldDataYieldData

7: Advertisement

Advertisement messages are used to announce completed transactions.

TagNameTypeRequired
2AdvIdstring
3AdvRefIDstring
Required for Cancel and Replace AdvTransType messages
4AdvSideAdvSide
5AdvTransTypeAdvTransType
15CurrencyCurrency
30LastMktExchange
44PricePrice
53QuantityQty
58Textstring
60TransactTimeUTCTimestamp
75TradeDateLocalMktDate
149URLLinkstring
A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html)
336TradingSessionIDstring
354EncodedTextLenLength
Must be set if EncodedText field is specified and must immediately precede it.
355EncodedTextdata
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
625TradingSessionSubIDstring
854QtyTypeQtyType
InstrmtLegGrpInstrmtLegGrp
Number of legs Identifies a Multi-leg Execution if present and non-zero.
InstrumentInstrument
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
UndInstrmtGrpUndInstrmtGrp
Number of underlyings

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. Relay fill information on tradeable or restricted tradeable quotes

6. Reject orders

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

TagNameTypeRequired
1Accountstring
Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary
6AvgPxPrice
11ClOrdIDstring
Required for executions against electronically submitted orders which were assigned an ID by the institution or intermediary. Not required for orders manually entered by the broker or fund manager (for CIV orders).
14CumQtyQty
Currently executed quantity for chain of orders.
15CurrencyCurrency
17ExecIDstring
Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) forExecType=I (Order Status)).
18ExecInstExecInst
Can contain multiple instructions, space delimited.
19ExecRefIDstring
Required for Trade Cancel and Trade Correct ExecType messages
21HandlInstHandlInst
29LastCapacityLastCapacity
30LastMktExchange
If ExecType = Trade (F), indicates the market where the trade was executed. If ExecType = New (0), indicates the market where the order was routed.
31LastPxPrice
Price of this (last) fill. Required if ExecType = Trade or Trade Correct. Should represent the "all-in" (LastSpotRate + LastForwardPoints) rate for F/X orders. ). If ExecType=Stopped, represents the price stopped/guaranteed/protected at.
32LastQtyQty
Quantity (e.g. shares) bought/sold on this (last) fill. Required if ExecType = Trade or Trade Correct. If ExecType=Stopped, represents the quantity stopped/guaranteed/protected for.
37OrderIDstring
OrderID is required to be unique for each chain of orders.
39OrdStatusOrdStatus
Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx
40OrdTypeOrdType
41OrigClOrdIDstring
Conditionally required for response to an electronic Cancel or Cancel/Replace request (ExecType=PendingCancel, Replace, or Canceled). ClOrdID of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order.
44PricePrice
Required if specified on the order
54SideSide
58Textstring
59TimeInForceTimeInForce
Absence of this field indicates Day order
60TransactTimeUTCTimestamp
Time the transaction represented by this ExecutionReport occurred
63SettlTypeSettlType
64SettlDateLocalMktDate
Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
66ListIDstring
Required for executions against orders which were submitted as part of a list.
75TradeDateLocalMktDate
Used when reporting other than current day trades.
77PositionEffectPositionEffect
For use in derivatives omnibus accounting
99StopPxPrice
Required if specified on the order
103OrdRejReasonOrdRejReason
For optional use with ExecType = 8 (Rejected)
110MinQtyQty
111MaxFloorQty
113ReportToExchReportToExch
118NetMoneyAmt
Note: On a fill/partial fill messages, it represents value for that fill/partial fill, on ExecType=Calculated, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency field.
119SettlCurrAmtAmt
Used to report results of forex accommodation trade
120SettlCurrencyCurrency
Used to report results of forex accommodation trade
126ExpireTimeUTCTimestamp
Conditionally required if TimeInForce = GTD and ExpireDate is not specified.
150ExecTypeExecType
Describes the purpose of the execution report.
151LeavesQtyQty
Quantity 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.
155SettlCurrFxRatefloat
Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency
156SettlCurrFxRateCalcSettlCurrFxRateCalc
Specifies whether the SettlCurrFxRate should be multiplied or divided
157NumDaysInterestint
158AccruedInterestRatePercentage
159AccruedInterestAmtAmt
168EffectiveTimeUTCTimestamp
Time specified on the order at which the order should be considered valid
192OrderQty2Qty
Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.
193SettlDate2LocalMktDate
Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.
194LastSpotRatePrice
Applicable for F/X orders
195LastForwardPointsPriceOffset
Applicable for F/X orders
198SecondaryOrderIDstring
Can be used to provide order id used by exchange or executing system.
210MaxShowQty
229TradeOriginationDateLocalMktDate
230ExDateLocalMktDate
237TotalTakedownAmt
238ConcessionAmt
258TradedFlatSwitchTradedFlatSwitch
259BasisFeatureDateLocalMktDate
260BasisFeaturePricePrice
336TradingSessionIDstring
354EncodedTextLenLength
Must be set if EncodedText field is specified and must immediately precede it.
355EncodedTextdata
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
376ComplianceIDstring
377SolicitedFlagSolicitedFlag
378ExecRestatementReasonExecRestatementReason
Required for ExecType = D (Restated).
381GrossTradeAmtAmt
423PriceTypePriceType
424DayOrderQtyQty
For GT orders on days following the day of the first trade.
425DayCumQtyQty
For GT orders on days following the day of the first trade.
426DayAvgPxPrice
For GT orders on days following the day of the first trade.
427GTBookingInstGTBookingInst
States whether executions are booked out or accumulated on a partially filled GT order
432ExpireDateLocalMktDate
Conditionally required if TimeInForce = GTD and ExpireTime is not specified.
442MultiLegReportingTypeMultiLegReportingType
Default is a single security if not specified.
480CancellationRightsCancellationRights
For CIV - Optional
481MoneyLaunderingStatusMoneyLaunderingStatus
483TransBkdTimeUTCTimestamp
For CIV - Optional
484ExecPriceTypeExecPriceType
For CIV - Optional
485ExecPriceAdjustmentfloat
For CIV - Optional
494Designationstring
Supplementary registration information for this Order
513RegistIDstring
Reference to Registration Instructions message for this Order.
515ExecValuationPointUTCTimestamp
For CIV - Optional
526SecondaryClOrdIDstring
527SecondaryExecIDstring
528OrderCapacityOrderCapacity
529OrderRestrictionsOrderRestrictions
544CashMarginCashMargin
548CrossIDstring
CrossID for the replacement order
549CrossTypeCrossType
551OrigCrossIDstring
Must match original cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace.
581AccountTypeAccountType
Specifies type of account
582CustOrderCapacityCustOrderCapacity
583ClOrdLinkIDstring
584MassStatusReqIDstring
Required if responding to a Order Mass Status Request. Echo back the value provided by the requester.
589DayBookingInstDayBookingInst
590BookingUnitBookingUnit
591PreallocMethodPreallocMethod
625TradingSessionSubIDstring
635ClearingFeeIndicatorClearingFeeIndicator
636WorkingIndicatorWorkingIndicator
For optional use with OrdStatus = 0 (New)
638PriorityIndicatorPriorityIndicator
639PriceImprovementPriceOffset
641LastForwardPoints2PriceOffset
Can be used with OrdType = "Forex - Swap" to specify the forward points (added to LastSpotRate) for the future portion of a F/X swap.
651UnderlyingLastPxPrice
652UnderlyingLastQtyQty
660AcctIDSourceAcctIDSource
669LastParPxPrice
Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par.
693QuoteRespIDstring
Required if responding to a QuoteResponse message. Echo back the Initiator’s value specified in the message.
738InterestAtMaturityAmt
For fixed income products which pay lump-sum interest at maturity.
775BookingTypeBookingType
Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
790OrdStatusReqIDstring
Required if responding to and if provided on the Order Status Request message. Echo back the value provided by the requester.
797CopyMsgIndicatorBoolean
839PeggedPricePrice
The current price the order is pegged at
845DiscretionPricePrice
The current discretionary price of the order
847TargetStrategyTargetStrategy
The target strategy of the order
848TargetStrategyParametersstring
For further specification of the TargetStrategy
849ParticipationRatePercentage
Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume)
850TargetStrategyPerformancefloat
For communication of the performance of the order versus the target strategy
851LastLiquidityIndLastLiquidityInd
Applicable only on OrdStatus of Partial or Filled.
854QtyTypeQtyType
911TotNumReportsint
Can be used when responding to an Order Mass Status Request to identify the total number of Execution Reports which will be returned.
912LastRptRequestedBoolean
Can be used when responding to an Order Mass Status Request to indicate that this is the last Execution Reports which will be returned as a result of the request.
920EndAccruedInterestAmtAmt
For repurchase agreements the accrued interest on termination.
921StartCashAmt
For repurchase agreements the start (dirty) cash consideration
922EndCashAmt
For repurchase agreements the end (dirty) cash consideration
943TimeBracketstring
CommissionDataCommissionData
Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages" Note: 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.
ContAmtGrpContAmtGrp
Number of contract details in this message (number of repeating groups to follow)
ContraGrpContraGrp
Number of ContraBrokers repeating group instances.
DiscretionInstructionsDiscretionInstructions
Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages"
FinancingDetailsFinancingDetails
Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
InstrmtLegExecGrpInstrmtLegExecGrp
Number of legs Identifies a Multi-leg Execution if present and non-zero.
InstrumentInstrument
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
MiscFeesGrpMiscFeesGrp
Required if any miscellaneous fees are reported. Indicates number of repeating entries. Repeating group. ** Nested Repeating Group follows **
OrderQtyDataOrderQtyData
Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" **Note: OrderQty field is required for Single Instrument Orders unless rejecting or acknowledging an order for a CashOrderQty or PercentOrder.
PartiesParties
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
PegInstructionsPegInstructions
Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages"
SpreadOrBenchmarkCurveDataSpreadOrBenchmarkCurveData
Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages"
StipulationsStipulations
Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages"
UndInstrmtGrpUndInstrmtGrp
Number of underlyings
YieldDataYieldData
Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages"

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.

TagNameTypeRequired
1Accountstring
11ClOrdIDstring
Unique order id assigned by institution or by the intermediary with closest association with the investor. to the cancel request or to the replacement order.
37OrderIDstring
If CxlRejReason="Unknown order", specify "NONE".
39OrdStatusOrdStatus
OrdStatus value after this cancel reject is applied. If CxlRejReason = "Unknown Order", specify Rejected.
41OrigClOrdIDstring
ClOrdID which could not be canceled/replaced. ClOrdID of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order.
58Textstring
60TransactTimeUTCTimestamp
66ListIDstring
Required for rejects against orders which were submitted as part of a list.
75TradeDateLocalMktDate
102CxlRejReasonCxlRejReason
198SecondaryOrderIDstring
Can be used to provide order id used by exchange or executing system.
229TradeOriginationDateLocalMktDate
354EncodedTextLenLength
Must be set if EncodedText field is specified and must immediately precede it.
355EncodedTextdata
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
434CxlRejResponseToCxlRejResponseTo
526SecondaryClOrdIDstring
581AccountTypeAccountType
583ClOrdLinkIDstring
586OrigOrdModTimeUTCTimestamp
636WorkingIndicatorWorkingIndicator
For optional use with OrdStatus = 0 (New)
660AcctIDSourceAcctIDSource

AA: DerivativeSecurityList

The Derivative Security List message is used to return a list of securities that matches the criteria specified in a Derivative Security List Request.

TagNameTypeRequired
320SecurityReqIDstring
322SecurityResponseIDstring
Identifier for the Derivative Security List message
393TotNoRelatedSymint
Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required.
560SecurityRequestResultSecurityRequestResult
Result of the Security Request identified by SecurityReqID
893LastFragmentLastFragment
Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
RelSymDerivSecGrpRelSymDerivSecGrp
Specifies the number of repeating symbols (instruments) specified
UnderlyingInstrumentUnderlyingInstrument
Underlying security for which derivatives are being returned

AB: NewOrderMultileg

The New Order - Multileg is provided to submit orders for securities that are made up of multiple securities, known as legs.

TagNameTypeRequired
1Accountstring
11ClOrdIDstring
Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor.
15CurrencyCurrency
18ExecInstExecInst
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.
21HandlInstHandlInst
23IOIIDstring
Required for Previously Indicated Orders (OrdType=E)
40OrdTypeOrdType
44PricePrice
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.
54SideSide
Additional enumeration that indicates this is an order for a multileg order and that the sides are specified in the Instrument Leg component block.
58Textstring
59TimeInForceTimeInForce
Absence of this field indicates Day order
60TransactTimeUTCTimestamp
Time this order request was initiated/released by the trader, trading system, or intermediary.
63SettlTypeSettlType
64SettlDateLocalMktDate
Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
70AllocIDstring
Used to assign an identifier to the block of individual preallocations
75TradeDateLocalMktDate
77PositionEffectPositionEffect
For use in derivatives omnibus accounting
81ProcessCodeProcessCode
Used to identify soft trades at order entry.
99StopPxPrice
Required for OrdType = "Stop" or OrdType = "Stop limit".
100ExDestinationExchange
110MinQtyQty
111MaxFloorQty
114LocateReqdLocateReqd
Required for short sell orders
117QuoteIDstring
Required for Previously Quoted Orders (OrdType=D)
120SettlCurrencyCurrency
Required if ForexReq = Y.
121ForexReqForexReq
Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.
126ExpireTimeUTCTimestamp
Conditionally required if TimeInForce = GTD and ExpireDate is not specified.
140PrevClosePxPrice
Useful for verifying security identification
168EffectiveTimeUTCTimestamp
Can specify the time at which the order should be considered valid
203CoveredOrUncoveredCoveredOrUncovered
For use with derivatives, such as options
210MaxShowQty
229TradeOriginationDateLocalMktDate
354EncodedTextLenLength
Must be set if EncodedText field is specified and must immediately precede it.
355EncodedTextdata
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
376ComplianceIDstring
377SolicitedFlagSolicitedFlag
423PriceTypePriceType
427GTBookingInstGTBookingInst
States whether executions are booked out or accumulated on a partially filled GT order
432ExpireDateLocalMktDate
Conditionally required if TimeInForce = GTD and ExpireTime is not specified.
480CancellationRightsCancellationRights
For CIV - Optional
481MoneyLaunderingStatusMoneyLaunderingStatus
494Designationstring
Supplementary registration information for this Order
513RegistIDstring
Reference to Registration Instructions message for this Order.
526SecondaryClOrdIDstring
528OrderCapacityOrderCapacity
529OrderRestrictionsOrderRestrictions
544CashMarginCashMargin
563MultiLegRptTypeReqMultiLegRptTypeReq
Indicates the method of execution reporting requested by issuer of the order.
581AccountTypeAccountType
582CustOrderCapacityCustOrderCapacity
583ClOrdLinkIDstring
589DayBookingInstDayBookingInst
590BookingUnitBookingUnit
591PreallocMethodPreallocMethod
635ClearingFeeIndicatorClearingFeeIndicator
660AcctIDSourceAcctIDSource
775BookingTypeBookingType
Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
847TargetStrategyTargetStrategy
The target strategy of the order
848TargetStrategyParametersstring
For further specification of the TargetStrategy
849ParticipationRatePercentage
Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume)
854QtyTypeQtyType
CommissionDataCommissionData
Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages"
DiscretionInstructionsDiscretionInstructions
Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages"
InstrumentInstrument
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" SecurityType[167] = "MLEG" CFICode should be set to the type of multileg product, such as "O" - options, "F" - Future or Swap.
LegOrdGrpLegOrdGrp
Number of legs Can be zero (e.g. standardized multileg instrument such as an Option strategy) - must be provided even if zero
OrderQtyDataOrderQtyData
Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages"
PartiesParties
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
PegInstructionsPegInstructions
Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages"
PreAllocMlegGrpPreAllocMlegGrp
Number of repeating groups for pre-trade allocation
TrdgSesGrpTrdgSesGrp
Specifies the number of repeating TradingSessionIDs
UndInstrmtGrpUndInstrmtGrp
Number of underlyings

AC: MultilegOrderCancelReplace

Used to modify a multileg order previously submitted using the New Order - Multileg message. See Order Cancel Replace Request for details concerning message usage.

TagNameTypeRequired
1Accountstring
11ClOrdIDstring
Unique identifier of replacement order as assigned by institution or by the intermediary with closest association with the investor.. Note that this identifier will be used in ClOrdID field of the Cancel Reject message if the replacement request is rejected.
15CurrencyCurrency
18ExecInstExecInst
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.
21HandlInstHandlInst
23IOIIDstring
Required for Previously Indicated Orders (OrdType=E)
37OrderIDstring
Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN).
40OrdTypeOrdType
41OrigClOrdIDstring
ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order.
44PricePrice
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.
54SideSide
Additional enumeration that indicates this is an order for a multileg order and that the sides are specified in the Instrument Leg component block.
58Textstring
59TimeInForceTimeInForce
Absence of this field indicates Day order
60TransactTimeUTCTimestamp
Time this order request was initiated/released by the trader, trading system, or intermediary.
63SettlTypeSettlType
64SettlDateLocalMktDate
Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
70AllocIDstring
Used to assign an identifier to the block of individual preallocations
75TradeDateLocalMktDate
77PositionEffectPositionEffect
For use in derivatives omnibus accounting
81ProcessCodeProcessCode
Used to identify soft trades at order entry.
99StopPxPrice
Required for OrdType = "Stop" or OrdType = "Stop limit".
100ExDestinationExchange
110MinQtyQty
111MaxFloorQty
114LocateReqdLocateReqd
Required for short sell orders
117QuoteIDstring
Required for Previously Quoted Orders (OrdType=D)
120SettlCurrencyCurrency
Required if ForexReq = Y.
121ForexReqForexReq
Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.
126ExpireTimeUTCTimestamp
Conditionally required if TimeInForce = GTD and ExpireDate is not specified.
140PrevClosePxPrice
Useful for verifying security identification
168EffectiveTimeUTCTimestamp
Can specify the time at which the order should be considered valid
203CoveredOrUncoveredCoveredOrUncovered
For use with derivatives, such as options
210MaxShowQty
229TradeOriginationDateLocalMktDate
354EncodedTextLenLength
Must be set if EncodedText field is specified and must immediately precede it.
355EncodedTextdata
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
376ComplianceIDstring
377SolicitedFlagSolicitedFlag
423PriceTypePriceType
427GTBookingInstGTBookingInst
States whether executions are booked out or accumulated on a partially filled GT order
432ExpireDateLocalMktDate
Conditionally required if TimeInForce = GTD and ExpireTime is not specified.
480CancellationRightsCancellationRights
For CIV - Optional
481MoneyLaunderingStatusMoneyLaunderingStatus
494Designationstring
Supplementary registration information for this Order
513RegistIDstring
Reference to Registration Instructions message for this Order.
526SecondaryClOrdIDstring
528OrderCapacityOrderCapacity
529OrderRestrictionsOrderRestrictions
544CashMarginCashMargin
563MultiLegRptTypeReqMultiLegRptTypeReq
Indicates the method of execution reporting requested by issuer of the order.
581AccountTypeAccountType
582CustOrderCapacityCustOrderCapacity
583ClOrdLinkIDstring
586OrigOrdModTimeUTCTimestamp
589DayBookingInstDayBookingInst
590BookingUnitBookingUnit
591PreallocMethodPreallocMethod
635ClearingFeeIndicatorClearingFeeIndicator
660AcctIDSourceAcctIDSource
775BookingTypeBookingType
Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
847TargetStrategyTargetStrategy
The target strategy of the order
848TargetStrategyParametersstring
For further specification of the TargetStrategy
849ParticipationRatePercentage
Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume)
854QtyTypeQtyType
CommissionDataCommissionData
Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages"
DiscretionInstructionsDiscretionInstructions
Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages"
InstrumentInstrument
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" SecurityType[167] = "MLEG" CFICode should be set to the type of multileg product, such as "O" - options, "F" - Future or Swap.
LegOrdGrpLegOrdGrp
Number of legs Can be zero (e.g. standardized multileg instrument such as an Option strategy) - must be provided even if zero
OrderQtyDataOrderQtyData
Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages"
PartiesParties
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
PegInstructionsPegInstructions
Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages"
PreAllocMlegGrpPreAllocMlegGrp
Number of repeating groups for pre-trade allocation
TrdgSesGrpTrdgSesGrp
Specifies the number of repeating TradingSessionIDs
UndInstrmtGrpUndInstrmtGrp
Number of underlyings

AD: TradeCaptureReportRequest

Trade Capture Reporting allows sell-side firms (broker, exchange, ECN) to provide timely reporting of completed trades to an external entity not involved in the execution of the trade.

TagNameTypeRequired
11ClOrdIDstring
17ExecIDstring
37OrderIDstring
54SideSide
To request trades for a specific side of a trade.
58Textstring
Used to match specific values within Text fields
150ExecTypeExecType
To requst all trades of a specific execution type
263SubscriptionRequestTypeSubscriptionRequestType
Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default (snapshot only - no subscription)
336TradingSessionIDstring
To request trades for a specific trading session.
354EncodedTextLenLength
355EncodedTextdata
442MultiLegReportingTypeMultiLegReportingType
Used to indicate if trades are to be returned for the individual legs of a multileg instrument or for the overall instrument.
568TradeRequestIDstring
Identifier for the trade request
569TradeRequestTypeTradeRequestType
571TradeReportIDstring
To request a specific trade report
573MatchStatusMatchStatus
578TradeInputSourcestring
To requests trades that were submitted from a specific trade input source.
579TradeInputDevicestring
To request trades that were submitted from a specific trade input device.
625TradingSessionSubIDstring
To request trades for a specific trading session.
715ClearingBusinessDateLocalMktDate
To request trades for a specific clearing business date.
725ResponseTransportTypeResponseTransportType
Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
726ResponseDestinationstring
URI destination name. Used if ResponseTransportType is out-of-band.
818SecondaryTradeReportIDstring
To request a specific trade report
820TradeLinkIDstring
To request all trades of a specific trade link id
828TrdTypeTrdType
To request all trades of a specific trade type
829TrdSubTypeint
To request all trades of a specific trade sub type
830TransferReasonstring
To request all trades for a specific transfer reason
855SecondaryTrdTypeint
To request all trades of a specific trade sub type
880TrdMatchIDstring
To request a trade matching a specific TrdMatchID
943TimeBracketstring
To request trades within a specific time bracket.
FinancingDetailsFinancingDetails
Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"
InstrmtLegGrpInstrmtLegGrp
Indicates number of repeating entries. ** Nested Repeating Group follows **
InstrumentInstrument
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
InstrumentExtensionInstrumentExtension
Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages"
PartiesParties
Used to specify the parties for the trades to be returned (clearing firm, execution broker, trader id, etc.) ExecutingBroker ClearingFirm ContraBroker ContraClearingFirm SettlementLocation - depository, CSD, or other settlement party ExecutingTrader InitiatingTrader OrderOriginator
TrdCapDtGrpTrdCapDtGrp
Number of date ranges provided (must be 1 or 2 if specified)
UndInstrmtGrpUndInstrmtGrp
Indicates number of repeating entries. ** Nested Repeating Group follows **

AE: TradeCaptureReport

The Trade Capture Report message can be:

• Used to report trades between counterparties.

• Used to report trades to a trade matching system

• Can be sent unsolicited between counterparties.

• Sent as a reply to a Trade Capture Report Request.

• Can be used to report unmatched and matched trades.

TagNameTypeRequired
6AvgPxPrice
Average Price - if present then the LastPx will contain the original price on the execution
17ExecIDstring
Exchanged assigned Execution ID (Trade Identifier)
30LastMktExchange
31LastPxPrice
Trade Price.
32LastQtyQty
Trade Quantity.
39OrdStatusOrdStatus
Status of order as of this trade report
60TransactTimeUTCTimestamp
Time the transaction represented by this Trade Capture Report occurred
63SettlTypeSettlType
64SettlDateLocalMktDate
Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
75TradeDateLocalMktDate
Used when reporting other than current day trades.
150ExecTypeExecType
Type of Execution being reported: Uses subset of ExecType for Trade Capture Reports
194LastSpotRatePrice
Applicable for F/X orders
195LastForwardPointsPriceOffset
Applicable for F/X orders
263SubscriptionRequestTypeSubscriptionRequestType
Used to subscribe / unsubscribe for trade capture reports. If the field is absent, the value 0 will be the default
325UnsolicitedIndicatorUnsolicitedIndicator
Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Position Request.
378ExecRestatementReasonExecRestatementReason
Reason for restatement
423PriceTypePriceType
Can be used to indicate cabinet trade pricing
442MultiLegReportingTypeMultiLegReportingType
Type of report if multileg instrument. Provided to support a scenario for trades of multileg instruments between two parties.
487TradeReportTransTypeint
Identifies Trade Report message transaction type.
527SecondaryExecIDstring
568TradeRequestIDstring
Request ID if the Trade Capture Report is in response to a Trade Capture Report Request
570PreviouslyReportedPreviouslyReported
Indicates if the trade capture report was previously reported to the counterparty
571TradeReportIDstring
Unique identifier for the Trade Capture Report
572TradeReportRefIDstring
The TradeReportID that is being referenced for some action, such as correction or cancellation
573MatchStatusMatchStatus
574MatchTypeMatchType
669LastParPxPrice
Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par.
715ClearingBusinessDateLocalMktDate
748TotNumTradeReportsint
Number of trade reports returned - if this report is part of a response to a Trade Capture Report Request
797CopyMsgIndicatorBoolean
Indicates drop copy.
818SecondaryTradeReportIDstring
819AvgPxIndicatorAvgPxIndicator
Average Pricing indicator
820TradeLinkIDstring
Used to associate a group of trades together. Useful for average price calculations.
822UnderlyingTradingSessionIDstring
823UnderlyingTradingSessionSubIDstring
824TradeLegRefIDstring
Reference to the leg of a multileg instrument to which this trade refers Used when MultiLegReportingType = 2 (Single Leg of a Multileg security)
828TrdTypeTrdType
829TrdSubTypeint
830TransferReasonstring
852PublishTrdIndicatorPublishTrdIndicator
853ShortSaleReasonShortSaleReason
854QtyTypeQtyType
855SecondaryTrdTypeint
856TradeReportTypeTradeReportType
880TrdMatchIDstring
881SecondaryTradeReportRefIDstring
912LastRptRequestedBoolean
Indicates if this is the last report in the response to a Trade Capture Report Request
FinancingDetailsFinancingDetails
Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"
InstrumentInstrument
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
OrderQtyDataOrderQtyData
Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Note: OrderQty field is required unless rejecting or an order ack for a CashOrderQty or PercentOrder.
PositionAmountDataPositionAmountData
Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages"
SpreadOrBenchmarkCurveDataSpreadOrBenchmarkCurveData
Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages"
TrdCapRptSideGrpTrdCapRptSideGrp
Number of sides
TrdInstrmtLegGrpTrdInstrmtLegGrp
Number of legs Identifies a Multi-leg Execution if present and non-zero.
TrdRegTimestampsTrdRegTimestamps
UndInstrmtGrpUndInstrmtGrp
YieldDataYieldData
Insert here the set of "YieldData" fields defined in "Common Components of Application Messages"

AF: OrderMassStatusRequest

The order mass status request message requests the status for orders matching criteria specified within the request.

TagNameTypeRequired
1Accountstring
Account
54SideSide
Optional qualifier used to indicate the side of the market for which orders will be returned.
336TradingSessionIDstring
Trading Session
584MassStatusReqIDstring
Unique ID of mass status request as assigned by the institution.
585MassStatusReqTypeMassStatusReqType
Specifies the scope of the mass status request
625TradingSessionSubIDstring
660AcctIDSourceAcctIDSource
InstrumentInstrument
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
PartiesParties
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
UnderlyingInstrumentUnderlyingInstrument
Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages"

AG: QuoteRequestReject

The Quote Request Reject message is used to reject Quote Request messages for all quoting models.

TagNameTypeRequired
58Textstring
131QuoteReqIDstring
354EncodedTextLenLength
Must be set if EncodedText field is specified and must immediately precede it.
355EncodedTextdata
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
644RFQReqIDstring
For tradeable quote model - used to indicate to which RFQ Request this Quote Request is in response.
658QuoteRequestRejectReasonQuoteRequestRejectReason
Reason Quote was rejected
QuotReqRjctGrpQuotReqRjctGrp
Number of related symbols (instruments) in Request

AH: RFQRequest

In tradeable and restricted tradeable quoting markets – Quote Requests are issued by counterparties interested in ascertaining the market for an instrument.

TagNameTypeRequired
263SubscriptionRequestTypeSubscriptionRequestType
Used to subscribe for Quote Requests that are sent into a market
644RFQReqIDstring
RFQReqGrpRFQReqGrp
Number of related symbols (instruments) in Request

AI: QuoteStatusReport

The quote status report message is used:

* As the response to a Quote Status Request message

* As a response to a Quote Cancel message

* As a response to a Quote Response message in a negotiation dialog (see Volume 7 – PRODUCT: FIXED INCOME)

TagNameTypeRequired
1Accountstring
12CommissionAmt
Can be used to show the counterparty the commission associated with the transaction.
13CommTypeCommType
Can be used to show the counterparty the commission associated with the transaction.
15CurrencyCurrency
Can be used to specify the currency of the quoted prices. May differ from the ‘normal’ trading currency of the instrument being quoted
40OrdTypeOrdType
Can be used to specify the type of order the quote is for
44PricePrice
54SideSide
58Textstring
60TransactTimeUTCTimestamp
62ValidUntilTimeUTCTimestamp
63SettlTypeSettlType
64SettlDateLocalMktDate
Can be used with forex quotes to specify a specific "value date"
100ExDestinationExchange
Used when routing quotes to multiple markets
117QuoteIDstring
126ExpireTimeUTCTimestamp
131QuoteReqIDstring
Required when quote is in response to a Quote Request message
132BidPxPrice
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.
133OfferPxPrice
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.
134BidSizeQty
Specifies the bid size. If MinBidSize is specified, BidSize is interpreted to contain the maximum bid size.
135OfferSizeQty
Specified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size.
156SettlCurrFxRateCalcSettlCurrFxRateCalc
Can be used when the quote is provided in a currency other than the instruments trading currency.
188BidSpotRatePrice
May be applicable for F/X quotes
189BidForwardPointsPriceOffset
May be applicable for F/X quotes
190OfferSpotRatePrice
May be applicable for F/X quotes
191OfferForwardPointsPriceOffset
May be applicable for F/X quotes
192OrderQty2Qty
Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.
193SettlDate2LocalMktDate
Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.
297QuoteStatusQuoteStatus
Quote Status
336TradingSessionIDstring
354EncodedTextLenLength
355EncodedTextdata
423PriceTypePriceType
537QuoteTypeQuoteType
Quote Type If not specified, the default is an indicative quote
581AccountTypeAccountType
Type of account associated with the order (Origin)
582CustOrderCapacityCustOrderCapacity
For Futures Exchanges
625TradingSessionSubIDstring
631MidPxPrice
632BidYieldPercentage
633MidYieldPercentage
634OfferYieldPercentage
642BidForwardPoints2PriceOffset
Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value
643OfferForwardPoints2PriceOffset
Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value
645MktBidPxPrice
Can be used by markets that require showing the current best bid and offer
646MktOfferPxPrice
Can be used by markets that require showing the current best bid and offer
647MinBidSizeQty
Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size.
648MinOfferSizeQty
Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size.
649QuoteStatusReqIDstring
656SettlCurrBidFxRatefloat
Can be used when the quote is provided in a currency other than the instrument’s ‘normal’ trading currency. Applies to all bid prices contained in this message
657SettlCurrOfferFxRatefloat
Can be used when the quote is provided in a currency other than the instrument’s ‘normal’ trading currency. Applies to all offer prices contained in this message
660AcctIDSourceAcctIDSource
693QuoteRespIDstring
Required when responding to a Quote Response message.
FinancingDetailsFinancingDetails
Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
InstrumentInstrument
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
LegQuotStatGrpLegQuotStatGrp
Required for multileg quote status reports
OrderQtyDataOrderQtyData
Required for Tradeable quotes of single instruments
PartiesParties
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
QuotQualGrpQuotQualGrp
SpreadOrBenchmarkCurveDataSpreadOrBenchmarkCurveData
StipulationsStipulations
UndInstrmtGrpUndInstrmtGrp
Number of underlyings
YieldDataYieldData

AJ: QuoteResponse

The Quote Response message is used to respond to a IOI message or Quote message.

TagNameTypeRequired
1Accountstring
11ClOrdIDstring
Required only when QuoteRespType is 1 (Hit/Lift) or 2 (Counter quote).
12CommissionAmt
Can be used to show the counterparty the commission associated with the transaction.
13CommTypeCommType
Can be used to show the counterparty the commission associated with the transaction.
15CurrencyCurrency
Can be used to specify the currency of the quoted prices. May differ from the ‘normal’ trading currency of the instrument being quoted
23IOIIDstring
Required only when responding to an IOI.
40OrdTypeOrdType
Can be used to specify the type of order the quote is for.
44PricePrice
54SideSide
Required when countering a single instrument quote or "hit/lift" an IOI or Quote.
58Textstring
60TransactTimeUTCTimestamp
62ValidUntilTimeUTCTimestamp
The time when the quote will expire. Required for FI when the QuoteRespType is 2 (Counter quote) to indicate to the Respondent when the counter offer is valid until.
63SettlTypeSettlType
64SettlDateLocalMktDate
Can be used with forex quotes to specify a specific "value date"
100ExDestinationExchange
Used when routing quotes to multiple markets
117QuoteIDstring
Required only when responding to a Quote.
132BidPxPrice
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.
133OfferPxPrice
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.
134BidSizeQty
Specifies the bid size. If MinBidSize is specified, BidSize is interpreted to contain the maximum bid size.
135OfferSizeQty
Specified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size.
156SettlCurrFxRateCalcSettlCurrFxRateCalc
Can be used when the quote is provided in a currency other than the instruments trading currency.
188BidSpotRatePrice
May be applicable for F/X quotes
189BidForwardPointsPriceOffset
May be applicable for F/X quotes
190OfferSpotRatePrice
May be applicable for F/X quotes
191OfferForwardPointsPriceOffset
May be applicable for F/X quotes
192OrderQty2Qty
Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.
193SettlDate2LocalMktDate
Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.
336TradingSessionIDstring
354EncodedTextLenLength
Must be set if EncodedText field is specified and must immediately precede it.
355EncodedTextdata
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
423PriceTypePriceType
528OrderCapacityOrderCapacity
537QuoteTypeQuoteType
Default is Indicative.
581AccountTypeAccountType
Type of account associated with the order (Origin)
582CustOrderCapacityCustOrderCapacity
For Futures Exchanges
625TradingSessionSubIDstring
631MidPxPrice
632BidYieldPercentage
633MidYieldPercentage
634OfferYieldPercentage
642BidForwardPoints2PriceOffset
Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value
643OfferForwardPoints2PriceOffset
Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value
645MktBidPxPrice
Can be used by markets that require showing the current best bid and offer
646MktOfferPxPrice
Can be used by markets that require showing the current best bid and offer
647MinBidSizeQty
Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size.
648MinOfferSizeQty
Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size.
656SettlCurrBidFxRatefloat
Can be used when the quote is provided in a currency other than the instrument’s ‘normal’ trading currency. Applies to all bid prices contained in this quote message
657SettlCurrOfferFxRatefloat
Can be used when the quote is provided in a currency other than the instrument’s ‘normal’ trading currency. Applies to all offer prices contained in this quote message
660AcctIDSourceAcctIDSource
Used to identify the source of the Account code.
693QuoteRespIDstring
Unique ID as assigned by the Initiator
694QuoteRespTypeQuoteRespType
Type of response this Quote Response is.
FinancingDetailsFinancingDetails
Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" For multilegs supply minimally a value for Symbol (55).
InstrumentInstrument
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" For multilegs supply minimally a value for Symbol (55).
LegQuotGrpLegQuotGrp
Required for multileg quote response
OrderQtyDataOrderQtyData
Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Required when countering a single instrument quote or "hit/lift" an IOI or Quote.
PartiesParties
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
QuotQualGrpQuotQualGrp
SpreadOrBenchmarkCurveDataSpreadOrBenchmarkCurveData
Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages"
StipulationsStipulations
Optional
UndInstrmtGrpUndInstrmtGrp
Number of underlyings
YieldDataYieldData
Insert here the set of "YieldData" fields defined in "Common Components of Application Messages"

AK: Confirmation

The Confirmation messages are used to provide individual trade level confirmations from the sell side to the buy side. In versions of FIX prior to version 4.4, this role was performed by the allocation message. Unlike the allocation message, the confirmation message operates at an allocation account (trade) level rather than block level, allowing for the affirmation or rejection of individual confirmations.

This message is also used to report back, confirm or exception, the booking status of each allocation instance. When the buy-side, in response, "affirms" with the ConfirmationAck message, the trade is ready to settle.

TagNameTypeRequired
6AvgPxPrice
Gross price for the trade being confirmed Always expressed in percent-of-par for Fixed Income
15CurrencyCurrency
30LastMktExchange
54SideSide
58Textstring
60TransactTimeUTCTimestamp
Represents the time this message was generated
63SettlTypeSettlType
64SettlDateLocalMktDate
70AllocIDstring
Used to refer to an earlier Allocation Instruction.
74AvgPxPrecisionint
Absence of this field indicates that default precision arranged by the broker/institution is to be used
75TradeDateLocalMktDate
79AllocAccountstring
Account number for the trade being confirmed by this message
80AllocQtyQty
The quantity being confirmed by this message (this is at a trade level, not block or order level)
81ProcessCodeProcessCode
Used to identify whether the trade was a soft dollar trade, step in/out etc. Broker of credit, where relevant, can be specified using the Parties nested block above.
118NetMoneyAmt
119SettlCurrAmtAmt
120SettlCurrencyCurrency
155SettlCurrFxRatefloat
156SettlCurrFxRateCalcSettlCurrFxRateCalc
157NumDaysInterestint
158AccruedInterestRatePercentage
159AccruedInterestAmtAmt
Required for Fixed Income products that trade with accrued interest
230ExDateLocalMktDate
Optional "next coupon date" for Fixed Income
237TotalTakedownAmt
238ConcessionAmt
354EncodedTextLenLength
355EncodedTextdata
381GrossTradeAmtAmt
423PriceTypePriceType
Price type for the AvgPx field
467IndividualAllocIDstring
Used to refer to an allocation account within an earlier Allocation Instruction.
650LegalConfirmLegalConfirm
Denotes whether this message represents the legally binding confirmation Absence of this field indicates message is not a legal confirm.
661AllocAcctIDSourceint
664ConfirmIDstring
Unique ID for this message
665ConfirmStatusConfirmStatus
666ConfirmTransTypeConfirmTransType
New, Cancel or Replace
738InterestAtMaturityAmt
Required for Fixed Income products that pay lump sum interest at maturity
772ConfirmRefIDstring
Mandatory if ConfirmTransType is Replace or Cancel
773ConfirmTypeConfirmType
Denotes whether this message represents a confirmation or a trade status message
793SecondaryAllocIDstring
Used to refer to an earlier Allocation Instruction via its secondary identifier
797CopyMsgIndicatorBoolean
Denotes whether or not this message represents copy confirmation (or status message) Absence of this field indicates message is not a drop copy.
798AllocAccountTypeAllocAccountType
854QtyTypeQtyType
858SharedCommissionAmt
Used to identify any commission shared with a third party (e.g. directed brokerage)
859ConfirmReqIDstring
Only used when this message is used to respond to a confirmation request (to which this ID refers)
860AvgParPxPrice
861ReportedPxPrice
Reported price (may be different to AvgPx in the event of a marked-up or marked-down principal trade)
890MaturityNetMoneyAmt
Net Money at maturity if Zero Coupon and maturity value is different from par value
920EndAccruedInterestAmtAmt
For repurchase agreements the accrued interest on termination.
921StartCashAmt
For repurchase agreements the start (dirty) cash consideration
922EndCashAmt
For repurchase agreements the end (dirty) cash consideration
CommissionDataCommissionData
CpctyConfGrpCpctyConfGrp
Indicates number of repeating entries. ** Nested Repeating Group follows **
FinancingDetailsFinancingDetails
Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"
InstrmtLegGrpInstrmtLegGrp
Indicates number of repeating entries. ** Nested Repeating Group follows **
InstrumentInstrument
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
InstrumentExtensionInstrumentExtension
Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages"
MiscFeesGrpMiscFeesGrp
Required if any miscellaneous fees are reported. Indicates number of repeating entries. Repeating group. ** Nested Repeating Group follows **
OrdAllocGrpOrdAllocGrp
Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1
PartiesParties
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Required for fixed income Also to be used in associated with ProcessCode for broker of credit (e.g. for directed brokerage trades) Also to be used to specify party-specific regulatory details (e.g. full legal name of contracting legal entity, registered address, regulatory status, any registration details)
SettlInstructionsDataSettlInstructionsData
Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" Used to communicate settlement instructions for this Confirmation.
SpreadOrBenchmarkCurveDataSpreadOrBenchmarkCurveData
Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages"
StipulationsStipulations
TrdRegTimestampsTrdRegTimestamps
Time of last execution being confirmed by this message
UndInstrmtGrpUndInstrmtGrp
Indicates number of repeating entries. ** Nested Repeating Group follows **
YieldDataYieldData
If traded on Yield, price must be calculated "to worst" and the component block must specify how calculated, redemption date and price (if not par). If traded on Price, the component block must specify how calculated - "Worst", and include redemptiondate and price (if not par).

AL: PositionMaintenanceRequest

Position Maintenance Request

TagNameTypeRequired
1Accountstring
15CurrencyCurrency
58Textstring
60TransactTimeUTCTimestamp
Time this order request was initiated/released by the trader, trading system, or intermediary.
354EncodedTextLenLength
Must be set if EncodedText field is specified and must immediately precede it.
355EncodedTextdata
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
581AccountTypeAccountType
Type of account associated with the order (Origin)
660AcctIDSourceAcctIDSource
709PosTransTypePosTransType
710PosReqIDstring
Unique identifier for the position maintenance request as assigned by the submitter
712PosMaintActionPosMaintAction
713OrigPosReqRefIDstring
Reference to the PosReqID of a previous maintenance request that is being replaced or canceled.
714PosMaintRptRefIDstring
Reference to a PosMaintRptID from a previous Position Maintenance Report that is being replaced or canceled.
715ClearingBusinessDateLocalMktDate
The Clearing Business Date referred to by this maintenance request
716SettlSessIDSettlSessID
717SettlSessSubIDstring
718AdjustmentTypeAdjustmentType
Type of adjustment to be applied, used for PCS & PAJ Delta_plus, Delta_minus, Final, If Adjustment Type is null, the request will be processed as Margin Disposition
719ContraryInstructionIndicatorBoolean
Boolean - if Y then indicates you are requesting a position maintenance that acting
720PriorSpreadIndicatorBoolean
Boolean - Y indicates you are requesting rollover of prior day’s spread submissions
834ThresholdAmountPriceOffset
InstrmtLegGrpInstrmtLegGrp
Specifies the number of legs that make up the Security
InstrumentInstrument
PartiesParties
The Following PartyRoles can be specified: ClearingOrganization Clearing Firm Position Account
PositionQtyPositionQty
TrdgSesGrpTrdgSesGrp
Specifies the number of repeating TradingSessionIDs
UndInstrmtGrpUndInstrmtGrp
Specifies the number of underlying legs that make up the Security

AM: PositionMaintenanceReport

Position Maintenance Report

TagNameTypeRequired
1Accountstring
15CurrencyCurrency
58Textstring
60TransactTimeUTCTimestamp
Time this order request was initiated/released by the trader, trading system, or intermediary.
354EncodedTextLenLength
Must be set if EncodedText field is specified and must immediately precede it.
355EncodedTextdata
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
581AccountTypeAccountType
Type of account associated with the order (Origin)
660AcctIDSourceAcctIDSource
709PosTransTypePosTransType
710PosReqIDstring
Unique identifier for the position maintenance request associated with this report
712PosMaintActionPosMaintAction
713OrigPosReqRefIDstring
Reference to the PosReqID of a previous maintenance request that is being replaced or canceled.
715ClearingBusinessDateLocalMktDate
The Clearing Business Date covered by this request
716SettlSessIDSettlSessID
Intraday(ITD), Regular Trading Hours(EOD),
717SettlSessSubIDstring
718AdjustmentTypeAdjustmentType
Type of adjustment to be applied Delta_plus, Delta_minus, Final. If Adjustment Type is null, the PCS request will be processed as Margin Disposition only
721PosMaintRptIDstring
Unique identifier for this position report
722PosMaintStatusPosMaintStatus
Status of Position Maintenance Request
723PosMaintResultPosMaintResult
834ThresholdAmountPriceOffset
InstrmtLegGrpInstrmtLegGrp
Specifies the number of legs that make up the Security
InstrumentInstrument
PartiesParties
Position Account
PositionAmountDataPositionAmountData
Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages"
PositionQtyPositionQty
See definition for Position Quantity in the Proposed Component Block section above
TrdgSesGrpTrdgSesGrp
Specifies the number of repeating TradingSessionIDs
UndInstrmtGrpUndInstrmtGrp
Specifies the number of underlying legs that make up the Security

AN: RequestForPositions

Request For Positions

TagNameTypeRequired
1Accountstring
15CurrencyCurrency
58Textstring
60TransactTimeUTCTimestamp
Time this order request was initiated/released by the trader, trading system, or intermediary.
263SubscriptionRequestTypeSubscriptionRequestType
Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default
354EncodedTextLenLength
Must be set if EncodedText field is specified and must immediately precede it.
355EncodedTextdata
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
573MatchStatusMatchStatus
581AccountTypeAccountType
Type of account associated with the order (Origin)
660AcctIDSourceAcctIDSource
710PosReqIDstring
Unique identifier for the Request for Positions as assigned by the submitter
715ClearingBusinessDateLocalMktDate
The Clearing Business Date referred to by this request
716SettlSessIDSettlSessID
Intraday(ITD), Regular Trading Hours(EOD)
717SettlSessSubIDstring
724PosReqTypePosReqType
725ResponseTransportTypeResponseTransportType
Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
726ResponseDestinationstring
URI destination name. Used if ResponseTransportType is out-of-band.
InstrmtLegGrpInstrmtLegGrp
Specifies the number of legs that make up the Security
InstrumentInstrument
PartiesParties
Position Account
TrdgSesGrpTrdgSesGrp
Specifies the number of repeating TradingSessionIDs
UndInstrmtGrpUndInstrmtGrp
Specifies the number of underlying legs that make up the Security

AO: RequestForPositionsAck

Request for Positions Ack

TagNameTypeRequired
1Accountstring
15CurrencyCurrency
58Textstring
325UnsolicitedIndicatorUnsolicitedIndicator
Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Position Request.
354EncodedTextLenLength
Must be set if EncodedText field is specified and must immediately precede it.
355EncodedTextdata
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
581AccountTypeAccountType
Type of account associated with the order (Origin)
660AcctIDSourceAcctIDSource
710PosReqIDstring
Unique identifier for the Request for Position associated with this report This field should not be provided if the report was sent unsolicited.
721PosMaintRptIDstring
Unique identifier for this position report
725ResponseTransportTypeResponseTransportType
Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
726ResponseDestinationstring
URI destination name. Used if ResponseTransportType is out-of-band.
727TotalNumPosReportsint
Total number of Position Reports being returned
728PosReqResultPosReqResult
729PosReqStatusPosReqStatus
InstrmtLegGrpInstrmtLegGrp
Specifies the number of legs that make up the Security
InstrumentInstrument
PartiesParties
Position Account
UndInstrmtGrpUndInstrmtGrp
Specifies the number of underlying legs that make up the Security

AP: PositionReport

Position Report

TagNameTypeRequired
1Accountstring
15CurrencyCurrency
58Textstring
263SubscriptionRequestTypeSubscriptionRequestType
Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default
325UnsolicitedIndicatorUnsolicitedIndicator
Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Position Request.
354EncodedTextLenLength
Must be set if EncodedText field is specified and must immediately precede it.
355EncodedTextdata
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
506RegistStatusRegistStatus
RegNonRegInd
581AccountTypeAccountType
Type of account associated with the order (Origin)
660AcctIDSourceAcctIDSource
710PosReqIDstring
Unique identifier for the Request for Positions associated with this report This field should not be provided if the report was sent unsolicited.
715ClearingBusinessDateLocalMktDate
The Clearing Business Date referred to by this maintenance request
716SettlSessIDSettlSessID
717SettlSessSubIDstring
721PosMaintRptIDstring
Unique identifier for this position report
724PosReqTypePosReqType
727TotalNumPosReportsint
Total number of Position Reports being returned
728PosReqResultPosReqResult
730SettlPricePrice
731SettlPriceTypeSettlPriceType
Values = Final, Theoretical
734PriorSettlPricePrice
743DeliveryDateLocalMktDate
InstrmtLegGrpInstrmtLegGrp
Specifies the number of legs that make up the Security
InstrumentInstrument
PartiesParties
Position Account
PosUndInstrmtGrpPosUndInstrmtGrp
Specifies the number of underlying legs that make up the Security
PositionAmountDataPositionAmountData
Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages"
PositionQtyPositionQty
See definition for Position Quantity in the Proposed Component Block section above

AQ: TradeCaptureReportRequestAck

The Trade Capture Request Ack message is used to:

• Provide an acknowledgement to a Trade Capture Report Request in the case where the Trade Capture Report Request is used to specify a subscription or delivery of reports via an out-of-band ResponseTransmissionMethod.

• Provide an acknowledgement to a Trade Capture Report Request in the case when the return of the Trade Capture Reports matching that request will be delayed or delivered asynchronously. This is useful in distributed trading system environments.

• Indicate that no trades were found that matched the selection criteria specified on the Trade Capture Report Request

• The Trade Capture Request was invalid for some business reason, such as request is not authorized, invalid or unknown instrument, party, trading session, etc.

TagNameTypeRequired
58Textstring
May be used by the executing market to record any execution Details that are particular to that market
263SubscriptionRequestTypeSubscriptionRequestType
Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default
354EncodedTextLenLength
Must be set if EncodedText field is specified and must immediately precede it.
355EncodedTextdata
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
442MultiLegReportingTypeMultiLegReportingType
Specify type of multileg reporting to be returned.
568TradeRequestIDstring
Identifier for the trade request
569TradeRequestTypeTradeRequestType
725ResponseTransportTypeResponseTransportType
Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
726ResponseDestinationstring
URI destination name. Used if ResponseTransportType is out-of-band.
748TotNumTradeReportsint
Number of trade reports returned
749TradeRequestResultTradeRequestResult
Result of Trade Request
750TradeRequestStatusTradeRequestStatus
Status of Trade Request
InstrmtLegGrpInstrmtLegGrp
Number of legs NoLegs > 0 identifies a Multi-leg Execution
InstrumentInstrument
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
UndInstrmtGrpUndInstrmtGrp

AR: TradeCaptureReportAck

The Trade Capture Report Ack message can be:

• Used to acknowledge trade capture reports received from a counterparty

• Used to reject a trade capture report received from a counterparty

TagNameTypeRequired
1Accountstring
Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary
17ExecIDstring
Exchanged assigned Execution ID (Trade Identifier)
58Textstring
May be used by the executing market to record any execution Details that are particular to that market
60TransactTimeUTCTimestamp
Time ACK was issued by matching system, trading system or counterparty
77PositionEffectPositionEffect
For use in derivatives omnibus accounting
150ExecTypeExecType
Type of Execution being reported: Uses subset of ExecType for Trade Capture Reports
263SubscriptionRequestTypeSubscriptionRequestType
Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default
354EncodedTextLenLength
Must be set if EncodedText field is specified and must immediately precede it.
355EncodedTextdata
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
487TradeReportTransTypeint
Identifies Trade Report message transaction type.
527SecondaryExecIDstring
528OrderCapacityOrderCapacity
The capacity of the participant for this trade (principal or agent for example).
529OrderRestrictionsOrderRestrictions
Restrictions associated with the participant and their capacity for this trade.
571TradeReportIDstring
Unique identifier for the Trade Capture Report
572TradeReportRefIDstring
The TradeReportID that is being referenced for some action, such as correction or cancellation
581AccountTypeAccountType
Specifies type of account
582CustOrderCapacityCustOrderCapacity
The customer capacity for this trade
591PreallocMethodPreallocMethod
635ClearingFeeIndicatorClearingFeeIndicator
660AcctIDSourceAcctIDSource
725ResponseTransportTypeResponseTransportType
Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
726ResponseDestinationstring
URI destination name. Used if ResponseTransportType is out-of-band.
751TradeReportRejectReasonTradeReportRejectReason
Reason for Rejection of Trade Report
818SecondaryTradeReportIDstring
820TradeLinkIDstring
Used to associate a group of trades together. Useful for average price calculations.
828TrdTypeTrdType
829TrdSubTypeint
830TransferReasonstring
855SecondaryTrdTypeint
856TradeReportTypeTradeReportType
Indicates action to take on trade
880TrdMatchIDstring
881SecondaryTradeReportRefIDstring
The SecondaryTradeReportID that is being referenced for some action, such as correction or cancellation
939TrdRptStatusTrdRptStatus
Status of Trade Report
InstrumentInstrument
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
TrdAllocGrpTrdAllocGrp
Number of repeating groups for trade allocation
TrdInstrmtLegGrpTrdInstrmtLegGrp
Number of legs Identifies a Multi-leg Execution if present and non-zero.
TrdRegTimestampsTrdRegTimestamps

AS: AllocationReport

Sent from sell-side to buy-side, sell-side to 3rd-party or 3rd-party to buy-side, the Allocation Report (Claim) provides account breakdown of an order or set of orders plus any additional follow-up front-office information developed post-trade during the trade allocation, matching and calculation phase. In versions of FIX prior to version 4.4, this functionality was provided through the Allocation message. Depending on the needs of the market and the timing of "confirmed" status, the role of Allocation Report can be taken over in whole or in part by the Confirmation message.

Note the response to the Allocation Report message is the Allocation Report Ack message. In versions of FIX prior to version 4.4, the Allocation ACK served this purpose.

TagNameTypeRequired
6AvgPxPrice
For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points).
15CurrencyCurrency
Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted.
30LastMktExchange
Market of the executions.
53QuantityQty
Total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book
54SideSide
58Textstring
60TransactTimeUTCTimestamp
Date/time when allocation is generated
63SettlTypeSettlType
64SettlDateLocalMktDate
Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
70AllocIDstring
71AllocTransTypeAllocTransType
i.e. New, Cancel, Replace
72RefAllocIDstring
Required for AllocTransType = Replace or Cancel
74AvgPxPrecisionint
Absence of this field indicates that default precision arranged by the broker/institution is to be used
75TradeDateLocalMktDate
77PositionEffectPositionEffect
87AllocStatusAllocStatus
88AllocRejCodeAllocRejCode
Required for AllocStatus = 1 (rejected)
118NetMoneyAmt
Expressed in same currency as AvgPx. Sum of AllocNetMoney.
157NumDaysInterestint
Applicable for Convertible Bonds and fixed income
158AccruedInterestRatePercentage
Applicable for Convertible Bonds and fixed income
159AccruedInterestAmtAmt
Sum of AllocAccruedInterestAmt within repeating group.
196AllocLinkIDstring
Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps"
197AllocLinkTypeAllocLinkType
Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified.
229TradeOriginationDateLocalMktDate
237TotalTakedownAmt
238ConcessionAmt
336TradingSessionIDstring
354EncodedTextLenLength
Must be set if EncodedText field is specified and must immediately precede it.
355EncodedTextdata
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
381GrossTradeAmtAmt
Expressed in same currency as AvgPx. Sum of (AllocQty * AllocAvgPx or AllocPrice).
423PriceTypePriceType
466BookingRefIDstring
540TotalAccruedInterestAmtAmt
(Deprecated) use AccruedInterestAmt Sum of AccruedInterestAmt within repeating group.
570PreviouslyReportedPreviouslyReported
574MatchTypeMatchType
625TradingSessionSubIDstring
650LegalConfirmLegalConfirm
700ReversalIndicatorBoolean
738InterestAtMaturityAmt
754AutoAcceptIndicatorBoolean
Indicates if Allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House
755AllocReportIDstring
Unique identifier for this message
775BookingTypeBookingType
Method for booking. Used to provide notification that this is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
793SecondaryAllocIDstring
Optional second identifier for this allocation instruction (need not be unique)
794AllocReportTypeAllocReportType
Specifies the purpose or type of Allocation Report message
795AllocReportRefIDstring
Required for AllocTransType = Replace or Cancel
796AllocCancReplaceReasonAllocCancReplaceReason
Required for AllocTransType = Replace or Cancel Gives the reason for replacing or cancelling the allocation report
808AllocIntermedReqTypeAllocIntermedReqType
Required if AllocReportType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house)
854QtyTypeQtyType
857AllocNoOrdersTypeAllocNoOrdersType
Indicates how the orders being booked and allocated by this message are identified, i.e. by explicit definition in the NoOrders group or not.
860AvgParPxPrice
892TotNoAllocsint
Indicates total number of allocation groups (used to support fragmentation). Must equal the sum of all NoAllocs values across all message fragments making up this allocation instruction. Only required where message has been fragmented.
893LastFragmentLastFragment
Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
920EndAccruedInterestAmtAmt
For repurchase agreements the accrued interest on termination.
921StartCashAmt
For repurchase agreements the start (dirty) cash consideration
922EndCashAmt
For repurchase agreements the end (dirty) cash consideration
AllocGrpAllocGrp
Indicates number of allocation groups to follow. Not required for AllocTransType=Cancel Not required for AllocReportType= "Warehouse recap".
ExecAllocGrpExecAllocGrp
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.
FinancingDetailsFinancingDetails
Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"
InstrmtLegGrpInstrmtLegGrp
InstrumentInstrument
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
InstrumentExtensionInstrumentExtension
Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages"
OrdAllocGrpOrdAllocGrp
Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1
PartiesParties
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
SpreadOrBenchmarkCurveDataSpreadOrBenchmarkCurveData
Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages"
StipulationsStipulations
UndInstrmtGrpUndInstrmtGrp
YieldDataYieldData

AT: AllocationReportAck

The Allocation Report Ack message is used to acknowledge the receipt of and provide status for an Allocation Report message.

TagNameTypeRequired
58Textstring
Can include explanation for AllocRejCode = 7 (other)
60TransactTimeUTCTimestamp
Date/Time Allocation Report Ack generated
70AllocIDstring
75TradeDateLocalMktDate
87AllocStatusAllocStatus
Denotes the status of the allocation report; received (but not yet processed), rejected (at block or account level) or accepted (and processed).
88AllocRejCodeAllocRejCode
Required for AllocStatus = 1 ( block level reject) and for AllocStatus 2 (account level reject) if the individual accounts and reject reasons are not provided in this message
167SecurityTypeSecurityType
354EncodedTextLenLength
Must be set if EncodedText field is specified and must immediately precede it.
355EncodedTextdata
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
460ProductProduct
573MatchStatusMatchStatus
Denotes whether the financial details provided on the Allocation Report were successfully matched.
755AllocReportIDstring
793SecondaryAllocIDstring
Optional second identifier for the allocation report being acknowledged (need not be unique)
794AllocReportTypeAllocReportType
808AllocIntermedReqTypeAllocIntermedReqType
Required if AllocReportType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house)
AllocAckGrpAllocAckGrp
This repeating group is optionally used for messages with AllocStatus = 2 (account level reject) to provide details of the individual accounts that caused the rejection, together with reject reasons. This group should not be populated where AllocStatus has any other value. Indicates number of allocation groups to follow.
PartiesParties
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"

AU: ConfirmationAck

The Confirmation Ack (aka Affirmation) message is used to respond to a Confirmation message.

TagNameTypeRequired
58Textstring
Can include explanation for AllocRejCode = 7 (other)
60TransactTimeUTCTimestamp
Date/Time Allocation Instruction Ack generated
75TradeDateLocalMktDate
354EncodedTextLenLength
Must be set if EncodedText field is specified and must immediately precede it.
355EncodedTextdata
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
573MatchStatusMatchStatus
Denotes whether the financial details provided on the Confirmation were successfully matched.
664ConfirmIDstring
774ConfirmRejReasonConfirmRejReason
Required for ConfirmStatus = 1 (rejected)
940AffirmStatusAffirmStatus

AV: SettlementInstructionRequest

TagNameTypeRequired
54SideSide
Should not be populated if StandInstDbType is populated
60TransactTimeUTCTimestamp
Date/Time this request message was generated
79AllocAccountstring
Should not be populated if StandInstDbType is populated
126ExpireTimeUTCTimestamp
Should not be populated if StandInstDbType is populated
167SecurityTypeSecurityType
Should not be populated if StandInstDbType is populated
168EffectiveTimeUTCTimestamp
Should not be populated if StandInstDbType is populated
169StandInstDbTypeStandInstDbType
Should not be populated if any of AllocAccount through to LastUpdateTime are populated
170StandInstDbNamestring
Should not be populated if any of AllocAccount through to LastUpdateTime are populated
171StandInstDbIDstring
The identifier of the standing instructions within the database specified in StandInstDbType Required if StandInstDbType populated Should not be populated if any of AllocAccount through to LastUpdateTime are populated
460ProductProduct
Should not be populated if StandInstDbType is populated
461CFICodestring
Should not be populated if StandInstDbType is populated
661AllocAcctIDSourceint
Required if AllocAccount populated Should not be populated if StandInstDbType is populated
779LastUpdateTimeUTCTimestamp
Should not be populated if StandInstDbType is populated
791SettlInstReqIDstring
Unique message ID
PartiesParties
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Used here for party whose instructions this message is requesting and (optionally) for settlement location Not required if database identifiers are being used to request settlement instructions. Required otherwise.

AW: AssignmentReport

Assignment Reports are sent from a clearing house to counterparties, such as a clearing firm as a result of the assignment process.

TagNameTypeRequired
1Accountstring
Customer Account
15CurrencyCurrency
58Textstring
354EncodedTextLenLength
Must be set if EncodedText field is specified and must immediately precede it.
355EncodedTextdata
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
432ExpireDateLocalMktDate
Expiration Date of Option
581AccountTypeAccountType
Type of account associated with the order (Origin)
715ClearingBusinessDateLocalMktDate
Business date of assignment
716SettlSessIDSettlSessID
Settlement Session - EOD or Intraday
717SettlSessSubIDstring
Settlement Session enumerator
730SettlPricePrice
Settlement Price of Option
731SettlPriceTypeSettlPriceType
Values = Final, Theoretical
732UnderlyingSettlPricePrice
Settlement Price of Underlying
744AssignmentMethodAssignmentMethod
Method under which assignment was conducted Values = Random, ProRata
745AssignmentUnitQty
Quantity Increment used in performing assignment
746OpenInterestAmt
Open interest that was eligible for assignment
747ExerciseMethodExerciseMethod
Exercise Method used to in performing assignment Values = Automatic, Manual
832TotNumAssignmentReportsint
Total Number of Assignment Reports being returned to a firm
833AsgnRptIDstring
Unique identifier for the Assignment report
834ThresholdAmountPriceOffset
912LastRptRequestedBoolean
InstrmtLegGrpInstrmtLegGrp
Number of legs that make up the Security
InstrumentInstrument
CFI Code - Market Indicator (col 4) used to indicate Market of Assignment
PartiesParties
Clearing Organization Clearing Firm Contra Clearing Organization Contra Clearing Firm Position Account
PositionAmountDataPositionAmountData
Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" FMTM - Final Mark-to-Market for Assignment
PositionQtyPositionQty
See definition for Position Quantity in the Proposed Component Block section above AS - Assignment Quantity
UndInstrmtGrpUndInstrmtGrp
Number of legs that make up the Security

AX: CollateralRequest

An initiator that requires collateral from a respondent sends a Collateral Request. The initiator can be either counterparty to a trade in a two party model or an intermediary such as an ATS or clearinghouse in a three party model. A Collateral Assignment is expected as a response to a request for collateral.

TagNameTypeRequired
1Accountstring
Customer Account
11ClOrdIDstring
Identifier fo order for which collateral is required
15CurrencyCurrency
37OrderIDstring
Identifier fo order for which collateral is required
44PricePrice
53QuantityQty
54SideSide
58Textstring
60TransactTimeUTCTimestamp
64SettlDateLocalMktDate
126ExpireTimeUTCTimestamp
Time until when Respondent has to assign collateral
159AccruedInterestAmtAmt
198SecondaryOrderIDstring
Identifier fo order for which collateral is required
336TradingSessionIDstring
Trading Session in which trade occurred
354EncodedTextLenLength
Must be set if EncodedText field is specified and must immediately precede it.
355EncodedTextdata
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
423PriceTypePriceType
526SecondaryClOrdIDstring
Identifier fo order for which collateral is required
581AccountTypeAccountType
Type of account associated with the order (Origin)
625TradingSessionSubIDstring
Trading Session Subid in which trade occurred
715ClearingBusinessDateLocalMktDate
716SettlSessIDSettlSessID
717SettlSessSubIDstring
854QtyTypeQtyType
894CollReqIDstring
Unique identifier for collateral request
895CollAsgnReasonCollAsgnReason
Reason collateral assignment is being requested
899MarginExcessAmt
900TotalNetValueAmt
901CashOutstandingAmt
920EndAccruedInterestAmtAmt
921StartCashAmt
922EndCashAmt
ExecCollGrpExecCollGrp
Executions for which collateral is required
FinancingDetailsFinancingDetails
Details of the Agreement and Deal
InstrmtLegGrpInstrmtLegGrp
Number of legs that make up the Security
InstrumentInstrument
Instrument that was traded for which collateral is required
MiscFeesGrpMiscFeesGrp
Required if any miscellaneous fees are reported. Indicates number of repeating entries ** Nested Repeating Group follows **
PartiesParties
SpreadOrBenchmarkCurveDataSpreadOrBenchmarkCurveData
Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages"
StipulationsStipulations
Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages"
TrdCollGrpTrdCollGrp
Trades for which collateral is required
TrdRegTimestampsTrdRegTimestamps
Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages"
UndInstrmtCollGrpUndInstrmtCollGrp
Number of legs that make up the Security

AY: CollateralAssignment

Used to assign collateral to cover a trading position. This message can be sent unsolicited or in reply to a Collateral Request message.

TagNameTypeRequired
1Accountstring
Customer Account
11ClOrdIDstring
Identifier fo order for which collateral is required
15CurrencyCurrency
37OrderIDstring
Identifier fo order for which collateral is required
44PricePrice
53QuantityQty
54SideSide
58Textstring
60TransactTimeUTCTimestamp
64SettlDateLocalMktDate
126ExpireTimeUTCTimestamp
For an Initial assignment, time by which a response is expected
159AccruedInterestAmtAmt
198SecondaryOrderIDstring
Identifier fo order for which collateral is required
336TradingSessionIDstring
Trading Session in which trade occurred
354EncodedTextLenLength
Must be set if EncodedText field is specified and must immediately precede it.
355EncodedTextdata
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
423PriceTypePriceType
526SecondaryClOrdIDstring
Identifier fo order for which collateral is required
581AccountTypeAccountType
Type of account associated with the order (Origin)
625TradingSessionSubIDstring
Trading Session Subid in which trade occurred
715ClearingBusinessDateLocalMktDate
716SettlSessIDSettlSessID
717SettlSessSubIDstring
854QtyTypeQtyType
894CollReqIDstring
Identifer of CollReqID to which the Collateral Assignment is in response
895CollAsgnReasonCollAsgnReason
Reason for collateral assignment
899MarginExcessAmt
900TotalNetValueAmt
901CashOutstandingAmt
902CollAsgnIDstring
Unique Identifer for collateral assignment
903CollAsgnTransTypeCollAsgnTransType
Collateral Transaction Type
907CollAsgnRefIDstring
Collateral assignment to which this transaction refers
920EndAccruedInterestAmtAmt
921StartCashAmt
922EndCashAmt
ExecCollGrpExecCollGrp
Executions for which collateral is required
FinancingDetailsFinancingDetails
Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"
InstrmtLegGrpInstrmtLegGrp
Number of legs that make up the Security
InstrumentInstrument
Insert here the set of "Instrument" fields defined in "Common Components of Application Messages"
MiscFeesGrpMiscFeesGrp
Required if any miscellaneous fees are reported. Indicates number of repeating entries ** Nested Repeating Group follows **
PartiesParties
SettlInstructionsDataSettlInstructionsData
Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages"
SpreadOrBenchmarkCurveDataSpreadOrBenchmarkCurveData
Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages"
StipulationsStipulations
Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages"
TrdCollGrpTrdCollGrp
Trades for which collateral is required
TrdRegTimestampsTrdRegTimestamps
Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages"
UndInstrmtCollGrpUndInstrmtCollGrp
Number of legs that make up the Security

AZ: CollateralResponse

Used to respond to a Collateral Assignment message

TagNameTypeRequired
1Accountstring
Customer Account
11ClOrdIDstring
Identifier fo order for which collateral is required
15CurrencyCurrency
37OrderIDstring
Identifier fo order for which collateral is required
44PricePrice
53QuantityQty
54SideSide
58Textstring
60TransactTimeUTCTimestamp
64SettlDateLocalMktDate
159AccruedInterestAmtAmt
198SecondaryOrderIDstring
Identifier fo order for which collateral is required
354EncodedTextLenLength
Must be set if EncodedText field is specified and must immediately precede it.
355EncodedTextdata
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
423PriceTypePriceType
526SecondaryClOrdIDstring
Identifier fo order for which collateral is required
581AccountTypeAccountType
Type of account associated with the order (Origin)
854QtyTypeQtyType
894CollReqIDstring
Identifer of CollReqID to which the Collateral Assignment is in response
895CollAsgnReasonCollAsgnReason
Reason collateral assignment is being requested
899MarginExcessAmt
900TotalNetValueAmt
901CashOutstandingAmt
902CollAsgnIDstring
Collateral assignment to which this response refers
903CollAsgnTransTypeCollAsgnTransType
Collateral Transaction Type - not recommended because it causes confusion
904CollRespIDstring
Unique identifer for the collateral response
905CollAsgnRespTypeCollAsgnRespType
Collateral Assignment Response Type
906CollAsgnRejectReasonCollAsgnRejectReason
Reason Colllateral Assignment was rejected
920EndAccruedInterestAmtAmt
921StartCashAmt
922EndCashAmt
ExecCollGrpExecCollGrp
Executions for which collateral is required
FinancingDetailsFinancingDetails
Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"
InstrmtLegGrpInstrmtLegGrp
Number of legs that make up the Security
InstrumentInstrument
Insert here the set of "Instrument" fields defined in "Common Components of Application Messages"
MiscFeesGrpMiscFeesGrp
Required if any miscellaneous fees are reported. Indicates number of repeating entries ** Nested Repeating Group follows **
PartiesParties
SpreadOrBenchmarkCurveDataSpreadOrBenchmarkCurveData
Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages"
StipulationsStipulations
Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages"
TrdCollGrpTrdCollGrp
Trades for which collateral is required
TrdRegTimestampsTrdRegTimestamps
Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages"
UndInstrmtCollGrpUndInstrmtCollGrp
Number of legs that make up the Security

B: News

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

TagNameTypeRequired
42OrigTimeUTCTimestamp
61UrgencyUrgency
95RawDataLengthLength
96RawDatadata
148Headlinestring
Specifies the headline text
149URLLinkstring
A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html)
358EncodedHeadlineLenLength
Must be set if EncodedHeadline field is specified and must immediately precede it.
359EncodedHeadlinedata
Encoded (non-ASCII characters) representation of the Headline field in the encoded format specified via the MessageEncoding field.
InstrmtGrpInstrmtGrp
Specifies the number of repeating symbols (instruments) specified
InstrmtLegGrpInstrmtLegGrp
Number of legs Identifies a Multi-leg Execution if present and non-zero.
LinesOfTextGrpLinesOfTextGrp
Specifies the number of repeating lines of text specified
RoutingGrpRoutingGrp
Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group.
UndInstrmtGrpUndInstrmtGrp
Number of underlyings

BA: CollateralReport

Used to report collateral status when responding to a Collateral Inquiry message.

TagNameTypeRequired
1Accountstring
Customer Account
11ClOrdIDstring
Identifier fo order for which collateral is required
15CurrencyCurrency
37OrderIDstring
Identifier fo order for which collateral is required
44PricePrice
53QuantityQty
54SideSide
58Textstring
64SettlDateLocalMktDate
159AccruedInterestAmtAmt
198SecondaryOrderIDstring
Identifier fo order for which collateral is required
336TradingSessionIDstring
Trading Session in which trade occurred
354EncodedTextLenLength
Must be set if EncodedText field is specified and must immediately precede it.
355EncodedTextdata
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
423PriceTypePriceType
526SecondaryClOrdIDstring
Identifier fo order for which collateral is required
581AccountTypeAccountType
Type of account associated with the order (Origin)
625TradingSessionSubIDstring
Trading Session Subid in which trade occurred
715ClearingBusinessDateLocalMktDate
716SettlSessIDSettlSessID
717SettlSessSubIDstring
854QtyTypeQtyType
899MarginExcessAmt
900TotalNetValueAmt
901CashOutstandingAmt
908CollRptIDstring
Unique Identifer for collateral report
909CollInquiryIDstring
Identifier for the collateral inquiry to which this message is a reply
910CollStatusCollStatus
Collateral status
911TotNumReportsint
912LastRptRequestedBoolean
920EndAccruedInterestAmtAmt
921StartCashAmt
922EndCashAmt
ExecCollGrpExecCollGrp
Executions for which collateral is required
FinancingDetailsFinancingDetails
Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"
InstrmtLegGrpInstrmtLegGrp
Number of legs that make up the Security
InstrumentInstrument
Insert here the set of "Instrument" fields defined in "Common Components of Application Messages"
MiscFeesGrpMiscFeesGrp
Required if any miscellaneous fees are reported. Indicates number of repeating entries ** Nested Repeating Group follows **
PartiesParties
SettlInstructionsDataSettlInstructionsData
Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages"
SpreadOrBenchmarkCurveDataSpreadOrBenchmarkCurveData
Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages"
StipulationsStipulations
Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages"
TrdCollGrpTrdCollGrp
Trades for which collateral is required
TrdRegTimestampsTrdRegTimestamps
Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages"
UndInstrmtGrpUndInstrmtGrp
Number of legs that make up the Security

BB: CollateralInquiry

Used to inquire for collateral status

TagNameTypeRequired
1Accountstring
Customer Account
11ClOrdIDstring
Identifier fo order for which collateral is required
15CurrencyCurrency
37OrderIDstring
Identifier fo order for which collateral is required
44PricePrice
53QuantityQty
54SideSide
58Textstring
64SettlDateLocalMktDate
159AccruedInterestAmtAmt
198SecondaryOrderIDstring
Identifier fo order for which collateral is required
263SubscriptionRequestTypeSubscriptionRequestType
Used to subscribe / unsubscribe for collateral status reports. If the field is absent, the default will be snapshot request only - no subscription.
336TradingSessionIDstring
Trading Session in which trade occurred
354EncodedTextLenLength
Must be set if EncodedText field is specified and must immediately precede it.
355EncodedTextdata
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
423PriceTypePriceType
526SecondaryClOrdIDstring
Identifier fo order for which collateral is required
581AccountTypeAccountType
Type of account associated with the order (Origin)
625TradingSessionSubIDstring
Trading Session Subid in which trade occurred
715ClearingBusinessDateLocalMktDate
716SettlSessIDSettlSessID
717SettlSessSubIDstring
725ResponseTransportTypeResponseTransportType
Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
726ResponseDestinationstring
URI destination name. Used if ResponseTransportType is out-of-band.
854QtyTypeQtyType
899MarginExcessAmt
900TotalNetValueAmt
901CashOutstandingAmt
909CollInquiryIDstring
Identifier for the collateral inquiry to which this message is a reply
920EndAccruedInterestAmtAmt
921StartCashAmt
922EndCashAmt
CollInqQualGrpCollInqQualGrp
Number of qualifiers to inquiry
ExecCollGrpExecCollGrp
Executions for which collateral is required
FinancingDetailsFinancingDetails
Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"
InstrmtLegGrpInstrmtLegGrp
Number of legs that make up the Security
InstrumentInstrument
Insert here the set of "Instrument" fields defined in "Common Components of Application Messages"
PartiesParties
SettlInstructionsDataSettlInstructionsData
Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages"
SpreadOrBenchmarkCurveDataSpreadOrBenchmarkCurveData
Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages"
StipulationsStipulations
Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages"
TrdCollGrpTrdCollGrp
Trades for which collateral is required
TrdRegTimestampsTrdRegTimestamps
Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages"
UndInstrmtGrpUndInstrmtGrp
Number of legs that make up the Security

BC: NetworkCounterpartySystemStatusRequest

TagNameTypeRequired
933NetworkRequestIDstring
935NetworkRequestTypeNetworkRequestType
CompIDReqGrpCompIDReqGrp
Used to restrict updates/request to a list of specific CompID/SubID/LocationID/DeskID combinations. If not present request applies to all applicable available counterparties. EG Unless one sell side broker was a customer of another you would not expect to see information about other brokers, similarly one fund manager etc.

BD: NetworkCounterpartySystemStatusResponse

TagNameTypeRequired
932NetworkResponseIDstring
933NetworkRequestIDstring
934LastNetworkResponseIDstring
Required when NetworkStatusResponseType=2
937NetworkStatusResponseTypeNetworkStatusResponseType
CompIDStatGrpCompIDStatGrp
Specifies the number of repeating CompId’s

BE: UserRequest

TagNameTypeRequired
95RawDataLengthLength
96RawDatadata
Can be used to hand structures etc to other API’s etc
553Usernamestring
554Passwordstring
923UserRequestIDstring
924UserRequestTypeUserRequestType
925NewPasswordstring

BF: UserResponse

TagNameTypeRequired
553Usernamestring
923UserRequestIDstring
926UserStatusUserStatus
927UserStatusTextstring
Reason a request was not carried out

BG: CollateralInquiryAck

Used to respond to a Collateral Inquiry

TagNameTypeRequired
1Accountstring
Customer Account
11ClOrdIDstring
Identifier fo order for which collateral is required
15CurrencyCurrency
37OrderIDstring
Identifier fo order for which collateral is required
53QuantityQty
58Textstring
64SettlDateLocalMktDate
198SecondaryOrderIDstring
Identifier fo order for which collateral is required
336TradingSessionIDstring
Trading Session in which trade occurred
354EncodedTextLenLength
Must be set if EncodedText field is specified and must immediately precede it.
355EncodedTextdata
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
526SecondaryClOrdIDstring
Identifier fo order for which collateral is required
581AccountTypeAccountType
Type of account associated with the order (Origin)
625TradingSessionSubIDstring
Trading Session Subid in which trade occurred
715ClearingBusinessDateLocalMktDate
716SettlSessIDSettlSessID
717SettlSessSubIDstring
725ResponseTransportTypeResponseTransportType
Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
726ResponseDestinationstring
URI destination name. Used if ResponseTransportType is out-of-band.
854QtyTypeQtyType
909CollInquiryIDstring
Identifier for the collateral inquiry to which this message is a reply
911TotNumReportsint
Total number of reports generated in response to this inquiry
945CollInquiryStatusCollInquiryStatus
Status of the Collateral Inquiry referenced by CollInquiryID
946CollInquiryResultCollInquiryResult
Result of the Collateral Inquriy referenced by CollInquiryID - specifies any errors or warnings
CollInqQualGrpCollInqQualGrp
Number of qualifiers to inquiry
ExecCollGrpExecCollGrp
Executions for which collateral is required
FinancingDetailsFinancingDetails
Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"
InstrmtLegGrpInstrmtLegGrp
Number of legs that make up the Security
InstrumentInstrument
Insert here the set of "Instrument" fields defined in "Common Components of Application Messages"
PartiesParties
TrdCollGrpTrdCollGrp
Trades for which collateral is required
UndInstrmtGrpUndInstrmtGrp
Number of legs that make up the Security

BH: ConfirmationRequest

The Confirmation Request message is used to request a Confirmation message.

TagNameTypeRequired
58Textstring
60TransactTimeUTCTimestamp
Represents the time this message was generated
70AllocIDstring
Used to refer to an earlier Allocation Instruction.
79AllocAccountstring
Account number for the trade being confirmed by this message
354EncodedTextLenLength
355EncodedTextdata
467IndividualAllocIDstring
Used to refer to an allocation account within an earlier Allocation Instruction.
661AllocAcctIDSourceint
773ConfirmTypeConfirmType
Denotes whether this message is being used to request a confirmation or a trade status message
793SecondaryAllocIDstring
Used to refer to an earlier Allocation Instruction via its secondary identifier
798AllocAccountTypeAllocAccountType
859ConfirmReqIDstring
Unique identifier for this message
OrdAllocGrpOrdAllocGrp
Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1

C: Email

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

TagNameTypeRequired
11ClOrdIDstring
37OrderIDstring
42OrigTimeUTCTimestamp
94EmailTypeEmailType
95RawDataLengthLength
96RawDatadata
147Subjectstring
Specifies the Subject text
164EmailThreadIDstring
Unique identifier for the email message thread
356EncodedSubjectLenLength
Must be set if EncodedSubject field is specified and must immediately precede it.
357EncodedSubjectdata
Encoded (non-ASCII characters) representation of the Subject field in the encoded format specified via the MessageEncoding field.
InstrmtGrpInstrmtGrp
Specifies the number of repeating symbols (instruments) specified
InstrmtLegGrpInstrmtLegGrp
Number of legs Identifies a Multi-leg Execution if present and non-zero.
LinesOfTextGrpLinesOfTextGrp
Specifies the number of repeating lines of text specified
RoutingGrpRoutingGrp
Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group.
UndInstrmtGrpUndInstrmtGrp
Number of underlyings

D: NewOrderSingle

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

TagNameTypeRequired
1Accountstring
11ClOrdIDstring
Unique identifier of the order as assigned by institution or by the intermediary (CIV term, not a hub/service bureau) with closest association with the investor.
15CurrencyCurrency
18ExecInstExecInst
Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, W, a, d) must be specified.
21HandlInstHandlInst
23IOIIDstring
Required for Previously Indicated Orders (OrdType=E)
40OrdTypeOrdType
44PricePrice
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.
54SideSide
58Textstring
59TimeInForceTimeInForce
Absence of this field indicates Day order
60TransactTimeUTCTimestamp
Time this order request was initiated/released by the trader, trading system, or intermediary.
63SettlTypeSettlType
64SettlDateLocalMktDate
Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
70AllocIDstring
Used to assign an overall allocation id to the block of preallocations
75TradeDateLocalMktDate
77PositionEffectPositionEffect
For use in derivatives omnibus accounting
81ProcessCodeProcessCode
Used to identify soft trades at order entry.
99StopPxPrice
Required for OrdType = "Stop" or OrdType = "Stop limit".
100ExDestinationExchange
110MinQtyQty
111MaxFloorQty
114LocateReqdLocateReqd
Required for short sell orders
117QuoteIDstring
Required for Previously Quoted Orders (OrdType=D)
120SettlCurrencyCurrency
Required if ForexReq = Y.
121ForexReqForexReq
Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.
126ExpireTimeUTCTimestamp
Conditionally required if TimeInForce = GTD and ExpireDate is not specified.
140PrevClosePxPrice
Useful for verifying security identification
168EffectiveTimeUTCTimestamp
Can specify the time at which the order should be considered valid
192OrderQty2Qty
Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.
193SettlDate2LocalMktDate
Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.
203CoveredOrUncoveredCoveredOrUncovered
For use with derivatives, such as options
210MaxShowQty
229TradeOriginationDateLocalMktDate
354EncodedTextLenLength
Must be set if EncodedText field is specified and must immediately precede it.
355EncodedTextdata
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
376ComplianceIDstring
377SolicitedFlagSolicitedFlag
423PriceTypePriceType
427GTBookingInstGTBookingInst
States whether executions are booked out or accumulated on a partially filled GT order
432ExpireDateLocalMktDate
Conditionally required if TimeInForce = GTD and ExpireTime is not specified.
480CancellationRightsCancellationRights
For CIV - Optional
481MoneyLaunderingStatusMoneyLaunderingStatus
494Designationstring
Supplementary registration information for this Order
513RegistIDstring
Reference to Registration Instructions message for this Order.
526SecondaryClOrdIDstring
528OrderCapacityOrderCapacity
529OrderRestrictionsOrderRestrictions
544CashMarginCashMargin
581AccountTypeAccountType
Type of account associated with the order (Origin)
582CustOrderCapacityCustOrderCapacity
583ClOrdLinkIDstring
589DayBookingInstDayBookingInst
590BookingUnitBookingUnit
591PreallocMethodPreallocMethod
635ClearingFeeIndicatorClearingFeeIndicator
640Price2Price
Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of a F/X swap which is also a limit order. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points).
660AcctIDSourceAcctIDSource
775BookingTypeBookingType
Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
847TargetStrategyTargetStrategy
The target strategy of the order
848TargetStrategyParametersstring
For further specification of the TargetStrategy
849ParticipationRatePercentage
Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume)
854QtyTypeQtyType
CommissionDataCommissionData
Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages"
DiscretionInstructionsDiscretionInstructions
Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages"
FinancingDetailsFinancingDetails
Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
InstrumentInstrument
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
OrderQtyDataOrderQtyData
Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages"
PartiesParties
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
PegInstructionsPegInstructions
Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages"
PreAllocGrpPreAllocGrp
Number of repeating groups for pre-trade allocation
SpreadOrBenchmarkCurveDataSpreadOrBenchmarkCurveData
Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages"
StipulationsStipulations
Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages"
TrdgSesGrpTrdgSesGrp
Specifies the number of repeating TradingSessionIDs
UndInstrmtGrpUndInstrmtGrp
Number of underlyings
YieldDataYieldData
Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages"

E: NewOrderList

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

TagNameTypeRequired
66ListIDstring
Must be unique, by customer, for the day
68TotNoOrdersint
Used to support fragmentation. Sum of NoOrders across all messages with the same ListID.
69ListExecInststring
Free-form text.
352EncodedListExecInstLenLength
Must be set if EncodedListExecInst field is specified and must immediately precede it.
353EncodedListExecInstdata
Encoded (non-ASCII characters) representation of the ListExecInst field in the encoded format specified via the MessageEncoding field.
390BidIDstring
Should refer to an earlier program if bidding took place.
391ClientBidIDstring
394BidTypeBidType
e.g. Non Disclosed Model, Disclosed Model, No Bidding Process
414ProgRptReqsProgRptReqs
415ProgPeriodIntervalint
433ListExecInstTypeListExecInstType
Controls when execution should begin For CIV Orders indicates order of execution..
480CancellationRightsCancellationRights
For CIV - Optional
481MoneyLaunderingStatusMoneyLaunderingStatus
513RegistIDstring
Reference to Registration Instructions message applicable to all Orders in this List.
765AllowableOneSidednessPctPercentage
The maximum percentage that execution of one side of a program trade can exceed execution of the other.
766AllowableOneSidednessValueAmt
The maximum amount that execution of one side of a program trade can exceed execution of the other.
767AllowableOneSidednessCurrCurrency
The currency that AllowableOneSidedness is expressed in if AllowableOneSidednessValue is used.
893LastFragmentLastFragment
Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
ListOrdGrpListOrdGrp
Number of orders in this message (number of repeating groups to follow)

F: OrderCancelRequest

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

TagNameTypeRequired
1Accountstring
11ClOrdIDstring
Unique ID of cancel request as assigned by the institution.
37OrderIDstring
Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN).
41OrigClOrdIDstring
ClOrdID of the previous non-rejected order (NOT the initial order of the day) when canceling or replacing an order.
54SideSide
58Textstring
60TransactTimeUTCTimestamp
Time this order request was initiated/released by the trader or trading system.
66ListIDstring
Required for List Orders
354EncodedTextLenLength
Must be set if EncodedText field is specified and must immediately precede it.
355EncodedTextdata
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
376ComplianceIDstring
526SecondaryClOrdIDstring
581AccountTypeAccountType
583ClOrdLinkIDstring
586OrigOrdModTimeUTCTimestamp
660AcctIDSourceAcctIDSource
FinancingDetailsFinancingDetails
Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Must match original order
InstrumentInstrument
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
OrderQtyDataOrderQtyData
Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Note: OrderQty = CumQty + LeavesQty (see exceptions above)
PartiesParties
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
UndInstrmtGrpUndInstrmtGrp
Number of underlyings

G: OrderCancelReplaceRequest

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

TagNameTypeRequired
1Accountstring
11ClOrdIDstring
Unique identifier of replacement order as assigned by institution or by the intermediary with closest association with the investor.. Note that this identifier will be used in ClOrdID field of the Cancel Reject message if the replacement request is rejected.
15CurrencyCurrency
Must match original order.
18ExecInstExecInst
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).
21HandlInstHandlInst
37OrderIDstring
Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN).
40OrdTypeOrdType
41OrigClOrdIDstring
ClOrdID of the previous non rejected order (NOT the initial order of the day) when canceling or replacing an order.
44PricePrice
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.
54SideSide
Should match original order's side, however, if bilaterally agreed to the following groups could potentially be interchanged: Buy and Buy Minus Sell, Sell Plus, Sell Short, and Sell Short Exempt Cross, Cross Short, and Cross Short Exempt
58Textstring
59TimeInForceTimeInForce
Absence of this field indicates Day order
60TransactTimeUTCTimestamp
Time this order request was initiated/released by the trader or trading system.
63SettlTypeSettlType
64SettlDateLocalMktDate
Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
66ListIDstring
Required for List Orders
70AllocIDstring
Used to assign an overall allocation id to the block of preallocations
75TradeDateLocalMktDate
77PositionEffectPositionEffect
For use in derivatives omnibus accounting
99StopPxPrice
Required for OrdType = "Stop" or OrdType = "Stop limit".
100ExDestinationExchange
110MinQtyQty
111MaxFloorQty
114LocateReqdLocateReqd
Required for short sell orders
120SettlCurrencyCurrency
Required if ForexReq = Y.
121ForexReqForexReq
Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.
126ExpireTimeUTCTimestamp
Conditionally required if TimeInForce = GTD and ExpireDate is not specified.
168EffectiveTimeUTCTimestamp
Can specify the time at which the order should be considered valid
192OrderQty2Qty
Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.
193SettlDate2LocalMktDate
Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.
203CoveredOrUncoveredCoveredOrUncovered
For use with derivatives, such as options
210MaxShowQty
229TradeOriginationDateLocalMktDate
354EncodedTextLenLength
Must be set if EncodedText field is specified and must immediately precede it.
355EncodedTextdata
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
376ComplianceIDstring
377SolicitedFlagSolicitedFlag
423PriceTypePriceType
427GTBookingInstGTBookingInst
States whether executions are booked out or accumulated on a partially filled GT order
432ExpireDateLocalMktDate
Conditionally required if TimeInForce = GTD and ExpireTime is not specified.
480CancellationRightsCancellationRights
For CIV - Optional
481MoneyLaunderingStatusMoneyLaunderingStatus
494Designationstring
Supplementary registration information for this Order
513RegistIDstring
Reference to Registration Instructions message for this Order.
526SecondaryClOrdIDstring
528OrderCapacityOrderCapacity
529OrderRestrictionsOrderRestrictions
544CashMarginCashMargin
581AccountTypeAccountType
582CustOrderCapacityCustOrderCapacity
583ClOrdLinkIDstring
586OrigOrdModTimeUTCTimestamp
TransactTime of the last state change that occurred to the original order
589DayBookingInstDayBookingInst
590BookingUnitBookingUnit
591PreallocMethodPreallocMethod
635ClearingFeeIndicatorClearingFeeIndicator
640Price2Price
Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of a F/X swap.
660AcctIDSourceAcctIDSource
775BookingTypeBookingType
Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
847TargetStrategyTargetStrategy
The target strategy of the order
848TargetStrategyParametersstring
For further specification of the TargetStrategy
849ParticipationRatePercentage
Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume)
854QtyTypeQtyType
CommissionDataCommissionData
Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages"
DiscretionInstructionsDiscretionInstructions
Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages"
FinancingDetailsFinancingDetails
Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Must match original order
InstrumentInstrument
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Must match original order
OrderQtyDataOrderQtyData
Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Note: OrderQty value should be the "Total Intended Order Quantity" (including the amount already executed for this chain of orders)
PartiesParties
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
PegInstructionsPegInstructions
Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages"
PreAllocGrpPreAllocGrp
Number of repeating groups for pre-trade allocation
SpreadOrBenchmarkCurveDataSpreadOrBenchmarkCurveData
Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages"
TrdgSesGrpTrdgSesGrp
Specifies the number of repeating TradingSessionIDs
UndInstrmtGrpUndInstrmtGrp
Number of underlyings
YieldDataYieldData
Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages"

H: OrderStatusRequest

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

TagNameTypeRequired
1Accountstring
11ClOrdIDstring
The ClOrdID of the order whose status is being requested.
37OrderIDstring
54SideSide
526SecondaryClOrdIDstring
583ClOrdLinkIDstring
660AcctIDSourceAcctIDSource
790OrdStatusReqIDstring
Optional, can be used to uniquely identify a specific Order Status Request message. Echoed back on Execution Report if provided.
FinancingDetailsFinancingDetails
Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Must match original order
InstrumentInstrument
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
PartiesParties
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
UndInstrmtGrpUndInstrmtGrp
Number of underlyings

J: AllocationInstruction

The Allocation Instruction message provides the ability to specify how an order or set of orders should be subdivided amongst one or more accounts. In versions of FIX prior to version 4.4, this same message was known as the Allocation message. Note in versions of FIX prior to version 4.4, the allocation message was also used to communicate fee and expense details from the Sellside to the Buyside. This role has now been removed from the Allocation Instruction and is now performed by the new (to version 4.4) Allocation Report and Confirmation messages.,The Allocation Report message should be used for the Sell-side Initiated Allocation role as defined in previous versions of the protocol.

TagNameTypeRequired
6AvgPxPrice
For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points).
15CurrencyCurrency
Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted.
30LastMktExchange
Market of the executions.
53QuantityQty
Total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book
54SideSide
58Textstring
60TransactTimeUTCTimestamp
Date/time when allocation is generated
63SettlTypeSettlType
64SettlDateLocalMktDate
Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
70AllocIDstring
Unique identifier for this allocation instruction message
71AllocTransTypeAllocTransType
i.e. New, Cancel, Replace
72RefAllocIDstring
Required for AllocTransType = Replace or Cancel
74AvgPxPrecisionint
Absence of this field indicates that default precision arranged by the broker/institution is to be used
75TradeDateLocalMktDate
77PositionEffectPositionEffect
118NetMoneyAmt
Expressed in same currency as AvgPx. Sum of AllocNetMoney.
157NumDaysInterestint
Applicable for Convertible Bonds and fixed income
158AccruedInterestRatePercentage
Applicable for Convertible Bonds and fixed income
159AccruedInterestAmtAmt
Applicable for Convertible Bonds and fixed income (REMOVED FROM THIS LOCATION AS OF FIX 4.4, REPLACED BY AllocAccruedInterest)
196AllocLinkIDstring
Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps"
197AllocLinkTypeAllocLinkType
Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified.
229TradeOriginationDateLocalMktDate
237TotalTakedownAmt
238ConcessionAmt
336TradingSessionIDstring
354EncodedTextLenLength
Must be set if EncodedText field is specified and must immediately precede it.
355EncodedTextdata
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
381GrossTradeAmtAmt
Expressed in same currency as AvgPx. Sum of (AllocQty * AllocAvgPx or AllocPrice).
423PriceTypePriceType
466BookingRefIDstring
Can be used with AllocType=" Ready-To-Book "
540TotalAccruedInterestAmtAmt
(Deprecated) use AccruedInterestAmt Sum of AccruedInterestAmt within repeating group.
570PreviouslyReportedPreviouslyReported
574MatchTypeMatchType
625TradingSessionSubIDstring
626AllocTypeAllocType
Specifies the purpose or type of Allocation message
650LegalConfirmLegalConfirm
700ReversalIndicatorBoolean
738InterestAtMaturityAmt
754AutoAcceptIndicatorBoolean
Indicates if Allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House
775BookingTypeBookingType
Method for booking. Used to provide notification that this is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
793SecondaryAllocIDstring
Optional second identifier for this allocation instruction (need not be unique)
796AllocCancReplaceReasonAllocCancReplaceReason
Required for AllocTransType = Replace or Cancel Gives the reason for replacing or cancelling the allocation instruction
808AllocIntermedReqTypeAllocIntermedReqType
Required if AllocType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house)
854QtyTypeQtyType
857AllocNoOrdersTypeAllocNoOrdersType
Indicates how the orders being booked and allocated by this message are identified, i.e. by explicit definition in the NoOrders group or not.
860AvgParPxPrice
892TotNoAllocsint
Indicates total number of allocation groups (used to support fragmentation). Must equal the sum of all NoAllocs values across all message fragments making up this allocation instruction. Only required where message has been fragmented.
893LastFragmentLastFragment
Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
920EndAccruedInterestAmtAmt
For repurchase agreements the accrued interest on termination.
921StartCashAmt
For repurchase agreements the start (dirty) cash consideration
922EndCashAmt
For repurchase agreements the end (dirty) cash consideration
AllocGrpAllocGrp
Indicates number of allocation groups to follow. Not required for AllocTransType=Cancel Not required for AllocType=" Ready-To-Book " or "Warehouse instruction".
ExecAllocGrpExecAllocGrp
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.
FinancingDetailsFinancingDetails
Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"
InstrmtLegGrpInstrmtLegGrp
InstrumentInstrument
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
InstrumentExtensionInstrumentExtension
Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages"
OrdAllocGrpOrdAllocGrp
Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1
PartiesParties
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
SpreadOrBenchmarkCurveDataSpreadOrBenchmarkCurveData
Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages"
StipulationsStipulations
UndInstrmtGrpUndInstrmtGrp
YieldDataYieldData

K: ListCancelRequest

The List Cancel Request message type is used by institutions wishing to cancel previously submitted lists either before or during execution.

TagNameTypeRequired
58Textstring
60TransactTimeUTCTimestamp
Time this order request was initiated/released by the trader or trading system.
66ListIDstring
75TradeDateLocalMktDate
229TradeOriginationDateLocalMktDate
354EncodedTextLenLength
Must be set if EncodedText field is specified and must immediately precede it.
355EncodedTextdata
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. This message may or may not be used, as it may be mirroring a phone conversation.

TagNameTypeRequired
58Textstring
60TransactTimeUTCTimestamp
Time this order request was initiated/released by the trader or trading system.
66ListIDstring
Must be unique, by customer, for the day
354EncodedTextLenLength
Must be set if EncodedText field is specified and must immediately precede it.
355EncodedTextdata
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
390BidIDstring
391ClientBidIDstring
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.

TagNameTypeRequired
58Textstring
66ListIDstring
354EncodedTextLenLength
Must be set if EncodedText field is specified and must immediately precede it.
355EncodedTextdata
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. It indicates the current state of the orders within the list as they exist at the broker's site. This message may also be used to respond to the List Cancel Request.

TagNameTypeRequired
60TransactTimeUTCTimestamp
66ListIDstring
68TotNoOrdersint
Used to support fragmentation. Sum of NoOrders across all messages with the same ListID.
82NoRptsint
Total number of messages required to status complete list.
83RptSeqint
Sequence number of this report message.
429ListStatusTypeListStatusType
431ListOrderStatusListOrderStatus
444ListStatusTextstring
445EncodedListStatusTextLenLength
Must be set if EncodedListStatusText field is specified and must immediately precede it.
446EncodedListStatusTextdata
Encoded (non-ASCII characters) representation of the ListStatusText field in the encoded format specified via the MessageEncoding field.
893LastFragmentLastFragment
Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
OrdListStatGrpOrdListStatGrp
Number of orders statused in this message, i.e. number of repeating groups to follow.

P: AllocationInstructionAck

In versions of FIX prior to version 4.4, this message was known as the Allocation ACK message.

The Allocation Instruction Ack message is used to acknowledge the receipt of and provide status for an Allocation Instruction message.

TagNameTypeRequired
58Textstring
Can include explanation for AllocRejCode = 7 (other)
60TransactTimeUTCTimestamp
Date/Time Allocation Instruction Ack generated
70AllocIDstring
75TradeDateLocalMktDate
87AllocStatusAllocStatus
Denotes the status of the allocation instruction; received (but not yet processed), rejected (at block or account level) or accepted (and processed).
88AllocRejCodeAllocRejCode
Required for AllocStatus = 1 ( block level reject) and for AllocStatus 2 (account level reject) if the individual accounts and reject reasons are not provided in this message
167SecurityTypeSecurityType
354EncodedTextLenLength
Must be set if EncodedText field is specified and must immediately precede it.
355EncodedTextdata
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
460ProductProduct
573MatchStatusMatchStatus
Denotes whether the financial details provided on the Allocation Instruction were successfully matched.
626AllocTypeAllocType
793SecondaryAllocIDstring
Optional second identifier for the allocation instruction being acknowledged (need not be unique)
808AllocIntermedReqTypeAllocIntermedReqType
Required if AllocType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house)
AllocAckGrpAllocAckGrp
This repeating group is optionally used for messages with AllocStatus = 2 (account level reject) to provide details of the individual accounts that caused the rejection, together with reject reasons. This group should not be populated when AllocStatus has any other value. Indicates number of allocation groups to follow.
PartiesParties
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"

Q: DontKnowTrade

The Don’t Know Trade (DK) message notifies a trading partner that an electronically received execution has been rejected. This message can be thought of as an execution reject message.

TagNameTypeRequired
17ExecIDstring
Execution ID of problem execution
31LastPxPrice
Required if specified on the ExecutionRpt
32LastQtyQty
Required if specified on the ExecutionRpt
37OrderIDstring
Broker Order ID as identified on problem execution
54SideSide
58Textstring
127DKReasonDKReason
198SecondaryOrderIDstring
354EncodedTextLenLength
Must be set if EncodedText field is specified and must immediately precede it.
355EncodedTextdata
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
InstrmtLegGrpInstrmtLegGrp
Number of Legs
InstrumentInstrument
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
OrderQtyDataOrderQtyData
Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages"
UndInstrmtGrpUndInstrmtGrp
Number of underlyings

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. This message is commonly referred to as an Request For Quote (RFQ)

TagNameTypeRequired
11ClOrdIDstring
Required when QuoteType is Tradeable and the OrdType is Limit.
58Textstring
131QuoteReqIDstring
354EncodedTextLenLength
Must be set if EncodedText field is specified and must immediately precede it.
355EncodedTextdata
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
528OrderCapacityOrderCapacity
644RFQReqIDstring
For tradeable quote model - used to indicate to which RFQ Request this Quote Request is in response.
QuotReqGrpQuotReqGrp
Number of related symbols (instruments) in Request

S: Quote

The Quote message is used as the response to a Quote Request or a Quote Response message in both indicative, tradeable, and restricted tradeable quoting markets.

TagNameTypeRequired
1Accountstring
12CommissionAmt
Can be used to show the counterparty the commission associated with the transaction.
13CommTypeCommType
Can be used to show the counterparty the commission associated with the transaction.
15CurrencyCurrency
Can be used to specify the currency of the quoted prices. May differ from the ‘normal’ trading currency of the instrument being quoted
40OrdTypeOrdType
Can be used to specify the type of order the quote is for
54SideSide
Required for Tradeable or Counter quotes of single instruments
58Textstring
60TransactTimeUTCTimestamp
62ValidUntilTimeUTCTimestamp
The time when the quote will expire
63SettlTypeSettlType
64SettlDateLocalMktDate
Can be used with forex quotes to specify a specific "value date"
100ExDestinationExchange
Used when routing quotes to multiple markets
117QuoteIDstring
131QuoteReqIDstring
Required when quote is in response to a Quote Request message
132BidPxPrice
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.
133OfferPxPrice
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.
134BidSizeQty
Specifies the bid size. If MinBidSize is specified, BidSize is interpreted to contain the maximum bid size.
135OfferSizeQty
Specified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size.
156SettlCurrFxRateCalcSettlCurrFxRateCalc
Can be used when the quote is provided in a currency other than the instruments trading currency.
188BidSpotRatePrice
May be applicable for F/X quotes
189BidForwardPointsPriceOffset
May be applicable for F/X quotes
190OfferSpotRatePrice
May be applicable for F/X quotes
191OfferForwardPointsPriceOffset
May be applicable for F/X quotes
192OrderQty2Qty
Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.
193SettlDate2LocalMktDate
Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.
301QuoteResponseLevelQuoteResponseLevel
Level of Response requested from receiver of quote messages.
336TradingSessionIDstring
354EncodedTextLenLength
Must be set if EncodedText field is specified and must immediately precede it.
355EncodedTextdata
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
423PriceTypePriceType
528OrderCapacityOrderCapacity
537QuoteTypeQuoteType
Quote Type If not specified, the default is an indicative quote
581AccountTypeAccountType
Type of account associated with the order (Origin)
582CustOrderCapacityCustOrderCapacity
For Futures Exchanges
625TradingSessionSubIDstring
631MidPxPrice
632BidYieldPercentage
633MidYieldPercentage
634OfferYieldPercentage
642BidForwardPoints2PriceOffset
Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value
643OfferForwardPoints2PriceOffset
Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value
645MktBidPxPrice
Can be used by markets that require showing the current best bid and offer
646MktOfferPxPrice
Can be used by markets that require showing the current best bid and offer
647MinBidSizeQty
Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size.
648MinOfferSizeQty
Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size.
656SettlCurrBidFxRatefloat
Can be used when the quote is provided in a currency other than the instrument’s ‘normal’ trading currency. Applies to all bid prices contained in this quote message
657SettlCurrOfferFxRatefloat
Can be used when the quote is provided in a currency other than the instrument’s ‘normal’ trading currency. Applies to all offer prices contained in this quote message
660AcctIDSourceAcctIDSource
693QuoteRespIDstring
Required when responding to the Quote Response message. The counterparty specified ID of the Quote Response message.
FinancingDetailsFinancingDetails
Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
InstrumentInstrument
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
LegQuotGrpLegQuotGrp
Required for multileg quotes
OrderQtyDataOrderQtyData
Required for Tradeable quotes or Counter quotes of single instruments
PartiesParties
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
QuotQualGrpQuotQualGrp
SpreadOrBenchmarkCurveDataSpreadOrBenchmarkCurveData
StipulationsStipulations
Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages"
UndInstrmtGrpUndInstrmtGrp
Number of underlyings
YieldDataYieldData

T: SettlementInstructions

The Settlement Instructions message provides the broker’s, the institution’s, or the intermediary’s instructions for trade settlement. This message has been designed so that it can be sent from the broker to the institution, from the institution to the broker, or from either to an independent "standing instructions" database or matching system or, for CIV, from an intermediary to a fund manager.

TagNameTypeRequired
11ClOrdIDstring
Required for SettlInstMode=4.
58Textstring
Can be used to provide any additional rejection text where rejecting a Settlement Instruction Request message.
60TransactTimeUTCTimestamp
Date/time this message was generated
160SettlInstModeSettlInstMode
1=Standing Instructions, 2=Specific Allocation Account Overriding, 3=Specific Allocation Account Standing , 4=Specific Order, 5=Reject SSI request
354EncodedTextLenLength
355EncodedTextdata
777SettlInstMsgIDstring
Unique identifier for this message
791SettlInstReqIDstring
Only used when this message is used to respond to a settlement instruction request (to which this ID refers)
792SettlInstReqRejCodeSettlInstReqRejCode
Required for SettlInstMode = 5. Used to provide reason for rejecting a Settlement Instruction Request message.
SettlInstGrpSettlInstGrp
Required except where SettlInstMode is 5=Reject SSI request

V: MarketDataRequest

Some systems allow the transmission of real-time quote, order, trade, trade volume, open interest, and/or other price information on a subscription basis. A Market Data Request is a general request for market data on specific securities or forex quotes.

TagNameTypeRequired
262MDReqIDstring
Must be unique, or the ID of previous Market Data Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2).
263SubscriptionRequestTypeSubscriptionRequestType
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.
264MarketDepthint
265MDUpdateTypeMDUpdateType
Required if SubscriptionRequestType = Snapshot + Updates (1).
266AggregatedBookAggregatedBook
286OpenCloseSettlFlagOpenCloseSettlFlag
Can be used to clarify a request if MDEntryType = Opening Price(4), Closing Price(5), or Settlement Price(6).
546ScopeScope
Defines the scope(s) of the request
547MDImplicitDeleteMDImplicitDelete
Can be used when MarketDepth >= 2 and MDUpdateType = Incremental Refresh(1).
812ApplQueueMaxint
Maximum application queue depth that must be exceeded before queuing action is taken.
815ApplQueueActionApplQueueAction
Action to take if application level queuing exists
InstrmtMDReqGrpInstrmtMDReqGrp
Number of symbols (instruments) requested.
MDReqGrpMDReqGrp
Number of MDEntryType fields requested.
TrdgSesGrpTrdgSesGrp
Number of trading sessions for which the request is valid.

W: MarketDataSnapshotFullRefresh

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

TagNameTypeRequired
262MDReqIDstring
Conditionally required if this message is in response to a Market Data Request.
291FinancialStatusFinancialStatus
292CorporateActionCorporateAction
451NetChgPrevDayPriceOffset
813ApplQueueDepthint
Depth of application messages queued for transmission as of delivery of this message
814ApplQueueResolutionApplQueueResolution
Action taken to resolve application queuing
InstrmtLegGrpInstrmtLegGrp
Required for multileg quotes
InstrumentInstrument
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
MDFullGrpMDFullGrp
Number of entries following.
UndInstrmtGrpUndInstrmtGrp
Number of underlyings

X: MarketDataIncrementalRefresh

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

TagNameTypeRequired
262MDReqIDstring
Conditionally required if this message is in response to a Market Data Request.
813ApplQueueDepthint
Depth of application messages queued for transmission as of delivery of this message
814ApplQueueResolutionApplQueueResolution
Action taken to resolve application queuing
MDIncGrpMDIncGrp
Number of entries following.

Y: MarketDataRequestReject

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

TagNameTypeRequired
58Textstring
262MDReqIDstring
Must refer to the MDReqID of the request.
281MDReqRejReasonMDReqRejReason
354EncodedTextLenLength
Must be set if EncodedText field is specified and must immediately precede it.
355EncodedTextdata
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
MDRjctGrpMDRjctGrp

Z: QuoteCancel

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

TagNameTypeRequired
1Accountstring
117QuoteIDstring
131QuoteReqIDstring
Required when quote is in response to a Quote Request message
298QuoteCancelTypeQuoteCancelType
Identifies the type of Quote Cancel request.
301QuoteResponseLevelQuoteResponseLevel
Level of Response requested from receiver of quote messages.
336TradingSessionIDstring
581AccountTypeAccountType
Type of account associated with the order (Origin)
625TradingSessionSubIDstring
660AcctIDSourceAcctIDSource
PartiesParties
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
QuotCxlEntriesGrpQuotCxlEntriesGrp
The number of securities (instruments) whose quotes are to be canceled Not required when cancelling all quotes.

a: QuoteStatusRequest

The quote status request message is used for the following purposes in markets that employ tradeable or restricted tradeable quotes:

TagNameTypeRequired
1Accountstring
117QuoteIDstring
263SubscriptionRequestTypeSubscriptionRequestType
Used to subscribe for Quote Status Report messages
336TradingSessionIDstring
581AccountTypeAccountType
Type of account associated with the order (Origin)
625TradingSessionSubIDstring
649QuoteStatusReqIDstring
660AcctIDSourceAcctIDSource
FinancingDetailsFinancingDetails
Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
InstrmtLegGrpInstrmtLegGrp
Required for multileg quotes
InstrumentInstrument
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
PartiesParties
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
UndInstrmtGrpUndInstrmtGrp
Number of underlyings

b: MassQuoteAcknowledgement

Mass Quote Acknowledgement is used as the application level response to a Mass Quote message.

TagNameTypeRequired
1Accountstring
58Textstring
117QuoteIDstring
Required when acknowledgment is in response to a Quote message
131QuoteReqIDstring
Required when acknowledgment is in response to a Quote Request message
297QuoteStatusQuoteStatus
Status of the mass quote acknowledgement.
300QuoteRejectReasonQuoteRejectReason
Reason Quote was rejected.
301QuoteResponseLevelQuoteResponseLevel
Level of Response requested from receiver of quote messages. Is echoed back to the counterparty.
354EncodedTextLenLength
355EncodedTextdata
537QuoteTypeQuoteType
Type of Quote
581AccountTypeAccountType
Type of account associated with the order (Origin)
660AcctIDSourceAcctIDSource
PartiesParties
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
QuotSetAckGrpQuotSetAckGrp
The number of sets of quotes in the message

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 multileg security made up of one or more instrument legs.

TagNameTypeRequired
15CurrencyCurrency
58Textstring
Comment, instructions, or other identifying information.
263SubscriptionRequestTypeSubscriptionRequestType
Subscribe or unsubscribe for security status to security specified in request.
320SecurityReqIDstring
321SecurityRequestTypeSecurityRequestType
336TradingSessionIDstring
Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable.
354EncodedTextLenLength
Must be set if EncodedText field is specified and must immediately precede it.
355EncodedTextdata
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
625TradingSessionSubIDstring
827ExpirationCycleExpirationCycle
InstrmtLegGrpInstrmtLegGrp
Number of legs that make up the Security
InstrumentInstrument
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" of the requested Security
InstrumentExtensionInstrumentExtension
Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages"
UndInstrmtGrpUndInstrmtGrp
Number of underlyings

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

TagNameTypeRequired
15CurrencyCurrency
58Textstring
Comment, instructions, or other identifying information.
320SecurityReqIDstring
322SecurityResponseIDstring
Identifier for the Security Definition message
323SecurityResponseTypeSecurityResponseType
Response to the Security Definition Request
336TradingSessionIDstring
354EncodedTextLenLength
Must be set if EncodedText field is specified and must immediately precede it.
355EncodedTextdata
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
561RoundLotQty
562MinTradeVolQty
625TradingSessionSubIDstring
827ExpirationCycleExpirationCycle
InstrmtLegGrpInstrmtLegGrp
Number of legs that make up the Security
InstrumentInstrument
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" of the requested Security
InstrumentExtensionInstrumentExtension
Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages"
UndInstrmtGrpUndInstrmtGrp
Number of underlyings

e: SecurityStatusRequest

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

TagNameTypeRequired
15CurrencyCurrency
263SubscriptionRequestTypeSubscriptionRequestType
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.)
324SecurityStatusReqIDstring
Must be unique, or the ID of previous Security Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2).
336TradingSessionIDstring
625TradingSessionSubIDstring
InstrmtLegGrpInstrmtLegGrp
Number of legs that make up the Security
InstrumentInstrument
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
InstrumentExtensionInstrumentExtension
Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages"
UndInstrmtGrpUndInstrmtGrp
Number of underlyings

f: SecurityStatus

The Security Status message provides for the ability to report changes in status to a security.

TagNameTypeRequired
15CurrencyCurrency
31LastPxPrice
Represents the last price for that security either on a Consolidated or an individual participant basis at the time it is disseminated.
58Textstring
Comment, instructions, or other identifying information.
60TransactTimeUTCTimestamp
Trade Dissemination Time
291FinancialStatusFinancialStatus
292CorporateActionCorporateAction
324SecurityStatusReqIDstring
325UnsolicitedIndicatorUnsolicitedIndicator
Set to 'Y' if message is sent as a result of a subscription request not a snapshot request
326SecurityTradingStatusSecurityTradingStatus
Identifies the trading status applicable to the transaction.
327HaltReasonHaltReason
Denotes the reason for the Opening Delay or Trading Halt.
328InViewOfCommonInViewOfCommon
329DueToRelatedDueToRelated
330BuyVolumeQty
331SellVolumeQty
332HighPxPrice
333LowPxPrice
334AdjustmentAdjustment
336TradingSessionIDstring
354EncodedTextLenLength
Must be set if EncodedText field is specified and must immediately precede it.
355EncodedTextdata
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
625TradingSessionSubIDstring
InstrmtLegGrpInstrmtLegGrp
Required for multileg quotes
InstrumentInstrument
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
InstrumentExtensionInstrumentExtension
Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages"
UndInstrmtGrpUndInstrmtGrp
Number of underlyings

g: TradingSessionStatusRequest

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

TagNameTypeRequired
263SubscriptionRequestTypeSubscriptionRequestType
335TradSesReqIDstring
Must be unique, or the ID of previous Trading Session Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2).
336TradingSessionIDstring
Trading Session for which status is being requested
338TradSesMethodTradSesMethod
Method of trading
339TradSesModeTradSesMode
Trading Session Mode
625TradingSessionSubIDstring

h: TradingSessionStatus

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

TagNameTypeRequired
58Textstring
325UnsolicitedIndicatorUnsolicitedIndicator
Set to 'Y' if message is sent unsolicited as a result of a previous subscription request.
335TradSesReqIDstring
Provided for a response to a specific Trading Session Status Request message (snapshot).
336TradingSessionIDstring
Identifier for Trading Session
338TradSesMethodTradSesMethod
Method of trading:
339TradSesModeTradSesMode
Trading Session Mode
340TradSesStatusTradSesStatus
State of the trading session
341TradSesStartTimeUTCTimestamp
Starting time of the trading session
342TradSesOpenTimeUTCTimestamp
Time of the opening of the trading session
343TradSesPreCloseTimeUTCTimestamp
Time of the pre-close of the trading session
344TradSesCloseTimeUTCTimestamp
Closing time of the trading session
345TradSesEndTimeUTCTimestamp
End time of the trading session
354EncodedTextLenLength
Must be set if EncodedText field is specified and must immediately precede it.
355EncodedTextdata
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
387TotalVolumeTradedQty
567TradSesStatusRejReasonTradSesStatusRejReason
Use with TradSesStatus = "Request Rejected"
625TradingSessionSubIDstring

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.

TagNameTypeRequired
1Accountstring
117QuoteIDstring
131QuoteReqIDstring
Required when quote is in response to a Quote Request message
293DefBidSizeQty
Default Bid Size for quote contained within this quote message - if not explicitly provided.
294DefOfferSizeQty
Default Offer Size for quotes contained within this quote message - if not explicitly provided.
301QuoteResponseLevelQuoteResponseLevel
Level of Response requested from receiver of quote messages.
537QuoteTypeQuoteType
Type of Quote Default is Indicative if not specified
581AccountTypeAccountType
Type of account associated with the order (Origin)
660AcctIDSourceAcctIDSource
PartiesParties
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
QuotSetGrpQuotSetGrp
The number of sets of quotes in the message

k: BidRequest

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

TagNameTypeRequired
15CurrencyCurrency
Used to represent the currency of monetary amounts.
58Textstring
75TradeDateLocalMktDate
121ForexReqForexReq
Is foreign exchange required
354EncodedTextLenLength
Must be set if EncodedText field is specified and must immediately precede it.
355EncodedTextdata
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
374BidRequestTransTypeBidRequestTransType
Identifies the Bid Request message transaction type
390BidIDstring
Required to relate the bid response
391ClientBidIDstring
392ListNamestring
393TotNoRelatedSymint
394BidTypeBidType
e.g. "Non Disclosed", "Disclosed", No Bidding Process
395NumTicketsint
Total number of tickets/allocations assuming fully executed
396SideValue1Amt
Expressed in Currency
397SideValue2Amt
Expressed in Currency
409LiquidityIndTypeLiquidityIndType
410WtAverageLiquidityPercentage
Overall weighted average liquidity expressed as a % of average daily volume
411ExchangeForPhysicalExchangeForPhysical
412OutMainCntryUIndexAmt
% value of stocks outside main country in Currency
413CrossPercentPercentage
% of program that crosses in Currency
414ProgRptReqsProgRptReqs
415ProgPeriodIntervalint
Time in minutes between each ListStatus report sent by SellSide. Zero means don’t send status.
416IncTaxIndIncTaxInd
Net/Gross
417NumBiddersint
Indicates the total number of bidders on the list
418BidTradeTypeBidTradeType
419BasisPxTypeBasisPxType
443StrikeTimeUTCTimestamp
Used when BasisPxType = "C"
BidCompReqGrpBidCompReqGrp
Used if BidType="Disclosed"
BidDescReqGrpBidDescReqGrp
Used if BidType="Non Disclosed"

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.

TagNameTypeRequired
390BidIDstring
391ClientBidIDstring
BidCompRspGrpBidCompRspGrp
Number of bid repeating groups

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.

TagNameTypeRequired
66ListIDstring
422TotNoStrikesint
Used to support fragmentation. Sum of NoStrikes across all messages with the same ListID.
893LastFragmentLastFragment
Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
InstrmtStrkPxGrpInstrmtStrkPxGrp
Number of strike price entries
UndInstrmtStrkPxGrpUndInstrmtStrkPxGrp
Number of underlyings

o: RegistrationInstructions

The Registration Instructions message type may be used by institutions or retail intermediaries wishing to electronically submit registration information to a broker or fund manager (for CIV) for an order or for an allocation.

TagNameTypeRequired
1Accountstring
11ClOrdIDstring
Unique identifier of the order as assigned by institution or intermediary to which Registration relates
493RegistAcctTypestring
495TaxAdvantageTypeTaxAdvantageType
508RegistRefIDstring
Required for Cancel and Replace RegistTransType messages
513RegistIDstring
514RegistTransTypeRegistTransType
517OwnershipTypeOwnershipType
660AcctIDSourceAcctIDSource
PartiesParties
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
RgstDistInstGrpRgstDistInstGrp
Number of Distribution instructions in this message (number of repeating groups to follow)
RgstDtlsGrpRgstDtlsGrp
Number of registration details in this message (number of repeating groups to follow)

p: RegistrationInstructionsResponse

The Registration Instructions Response message type may be used by broker or fund manager (for CIV) in response to a Registration Instructions message submitted by an institution or retail intermediary for an order or for an allocation.

TagNameTypeRequired
1Accountstring
11ClOrdIDstring
Unique identifier of the order as assigned by institution or intermediary.
496RegistRejReasonTextstring
506RegistStatusRegistStatus
507RegistRejReasonCodeRegistRejReasonCode
508RegistRefIDstring
Required for Cancel and Replace RegistTransType messages
513RegistIDstring
Unique identifier of the original Registration Instructions details
514RegistTransTypeRegistTransType
Identifies original Registration Instructions transaction type
660AcctIDSourceAcctIDSource
PartiesParties
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"

q: OrderMassCancelRequest

The order mass cancel request message requests the cancellation of all of the remaining quantity of a group of orders matching criteria specified within the request. NOTE: This message can only be used to cancel order messages (reduce the full quantity).

TagNameTypeRequired
11ClOrdIDstring
Unique ID of Order Mass Cancel Request as assigned by the institution.
54SideSide
Optional qualifier used to indicate the side of the market for which orders are to be canceled. Absence of this field indicates that orders are to be canceled regardless of side.
58Textstring
60TransactTimeUTCTimestamp
Time this order request was initiated/released by the trader or trading system.
336TradingSessionIDstring
Trading Session in which orders are to be canceled
354EncodedTextLenLength
Must be set if EncodedText field is specified and must immediately precede it.
355EncodedTextdata
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
526SecondaryClOrdIDstring
530MassCancelRequestTypeMassCancelRequestType
Specifies the type of cancellation requested
625TradingSessionSubIDstring
InstrumentInstrument
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
UnderlyingInstrumentUnderlyingInstrument
Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages"

r: OrderMassCancelReport

The Order Mass Cancel Report is used to acknowledge an Order Mass Cancel Request. Note that each affected order that is canceled is acknowledged with a separate Execution Report or Order Cancel Reject message.

TagNameTypeRequired
11ClOrdIDstring
ClOrdID provided on the Order Mass Cancel Request.
37OrderIDstring
Unique Identifier for the Order Mass Cancel Request assigned by the recipient of the Order Mass Cancel Request
54SideSide
Side of the market specified on the Order Mass Cancel Request
58Textstring
60TransactTimeUTCTimestamp
Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system.
198SecondaryOrderIDstring
Secondary Order ID assigned by the recipient of the Order Mass Cancel Request
336TradingSessionIDstring
Trading Session in which orders are to be canceled
354EncodedTextLenLength
Must be set if EncodedText field is specified and must immediately precede it.
355EncodedTextdata
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
526SecondaryClOrdIDstring
530MassCancelRequestTypeMassCancelRequestType
Order Mass Cancel Request Type accepted by the system
531MassCancelResponseMassCancelResponse
Indicates the action taken by the counterparty order handling system as a result of the Cancel Request 0 - Indicates Order Mass Cancel Request was rejected.
532MassCancelRejectReasonMassCancelRejectReason
Indicates why Order Mass Cancel Request was rejected Required if MassCancelResponse = 0
533TotalAffectedOrdersint
Optional field used to indicate the total number of orders affected by the Order Mass Cancel Request
625TradingSessionSubIDstring
AffectedOrdGrpAffectedOrdGrp
Optional field used to indicate the number of order identifiers for orders affected by the Order Mass Cancel Request. Must be followed with OrigClOrdID as the next field
InstrumentInstrument
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
UnderlyingInstrumentUnderlyingInstrument
Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages"

s: NewOrderCross

Used to submit a cross order into a market. The cross order contains two order sides (a buy and a sell).

TagNameTypeRequired
15CurrencyCurrency
18ExecInstExecInst
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.
21HandlInstHandlInst
23IOIIDstring
Required for Previously Indicated Orders (OrdType=E)
40OrdTypeOrdType
44PricePrice
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.
59TimeInForceTimeInForce
Absence of this field indicates Day order
60TransactTimeUTCTimestamp
Time this order request was initiated/released by the trader, trading system, or intermediary.
63SettlTypeSettlType
64SettlDateLocalMktDate
Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
81ProcessCodeProcessCode
Used to identify soft trades at order entry.
99StopPxPrice
Required for OrdType = "Stop" or OrdType = "Stop limit".
100ExDestinationExchange
110MinQtyQty
111MaxFloorQty
114LocateReqdLocateReqd
Required for short sell orders
117QuoteIDstring
Required for Previously Quoted Orders (OrdType=D)
126ExpireTimeUTCTimestamp
Conditionally required if TimeInForce = GTD and ExpireDate is not specified.
140PrevClosePxPrice
Useful for verifying security identification
168EffectiveTimeUTCTimestamp
Can specify the time at which the order should be considered valid
210MaxShowQty
376ComplianceIDstring
423PriceTypePriceType
427GTBookingInstGTBookingInst
States whether executions are booked out or accumulated on a partially filled GT order
432ExpireDateLocalMktDate
Conditionally required if TimeInForce = GTD and ExpireTime is not specified.
480CancellationRightsCancellationRights
For CIV - Optional
481MoneyLaunderingStatusMoneyLaunderingStatus
494Designationstring
Supplementary registration information for this Order
513RegistIDstring
Reference to Registration Instructions message for this Order.
548CrossIDstring
549CrossTypeCrossType
550CrossPrioritizationCrossPrioritization
847TargetStrategyTargetStrategy
The target strategy of the order
848TargetStrategyParametersstring
For further specification of the TargetStrategy
849ParticipationRatePercentage
Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume)
DiscretionInstructionsDiscretionInstructions
Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages"
InstrmtLegGrpInstrmtLegGrp
Number of Legs
InstrumentInstrument
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
PegInstructionsPegInstructions
Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages"
SideCrossOrdModGrpSideCrossOrdModGrp
Must be 1 or 2 1 or 2 if CrossType=1 2 otherwise
SpreadOrBenchmarkCurveDataSpreadOrBenchmarkCurveData
Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages"
StipulationsStipulations
Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages"
TrdgSesGrpTrdgSesGrp
Specifies the number of repeating TradingSessionIDs
UndInstrmtGrpUndInstrmtGrp
Number of underlyings
YieldDataYieldData
Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages"

t: CrossOrderCancelReplaceRequest

Used to modify a cross order previously submitted using the New Order - Cross message. See Order Cancel Replace Request for details concerning message usage.

TagNameTypeRequired
15CurrencyCurrency
18ExecInstExecInst
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.
21HandlInstHandlInst
23IOIIDstring
Required for Previously Indicated Orders (OrdType=E)
37OrderIDstring
Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN).
40OrdTypeOrdType
44PricePrice
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.
59TimeInForceTimeInForce
Absence of this field indicates Day order
60TransactTimeUTCTimestamp
Time this order request was initiated/released by the trader, trading system, or intermediary.
63SettlTypeSettlType
64SettlDateLocalMktDate
Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
81ProcessCodeProcessCode
Used to identify soft trades at order entry.
99StopPxPrice
Required for OrdType = "Stop" or OrdType = "Stop limit".
100ExDestinationExchange
110MinQtyQty
111MaxFloorQty
114LocateReqdLocateReqd
Required for short sell orders
117QuoteIDstring
Required for Previously Quoted Orders (OrdType=D)
126ExpireTimeUTCTimestamp
Conditionally required if TimeInForce = GTD and ExpireDate is not specified.
140PrevClosePxPrice
Useful for verifying security identification
168EffectiveTimeUTCTimestamp
Can specify the time at which the order should be considered valid
210MaxShowQty
376ComplianceIDstring
423PriceTypePriceType
427GTBookingInstGTBookingInst
States whether executions are booked out or accumulated on a partially filled GT order
432ExpireDateLocalMktDate
Conditionally required if TimeInForce = GTD and ExpireTime is not specified.
480CancellationRightsCancellationRights
For CIV - Optional
481MoneyLaunderingStatusMoneyLaunderingStatus
494Designationstring
Supplementary registration information for this Order
513RegistIDstring
Reference to Registration Instructions message for this Order.
548CrossIDstring
CrossID for the replacement order
549CrossTypeCrossType
550CrossPrioritizationCrossPrioritization
551OrigCrossIDstring
Must match the CrossID of the previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace.
847TargetStrategyTargetStrategy
The target strategy of the order
848TargetStrategyParametersstring
For further specification of the TargetStrategy
849ParticipationRatePercentage
Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume)
DiscretionInstructionsDiscretionInstructions
Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages"
InstrmtLegGrpInstrmtLegGrp
Number of Legs
InstrumentInstrument
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
PegInstructionsPegInstructions
Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages"
SideCrossOrdModGrpSideCrossOrdModGrp
Must be 1 or 2
SpreadOrBenchmarkCurveDataSpreadOrBenchmarkCurveData
Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages"
StipulationsStipulations
Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages"
TrdgSesGrpTrdgSesGrp
Specifies the number of repeating TradingSessionIDs
UndInstrmtGrpUndInstrmtGrp
Number of underlyings
YieldDataYieldData
Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages"

u: CrossOrderCancelRequest

Used to fully cancel the remaining open quantity of a cross order.

TagNameTypeRequired
37OrderIDstring
Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN).
60TransactTimeUTCTimestamp
Time this order request was initiated/released by the trader, trading system, or intermediary.
548CrossIDstring
CrossID for the replacement order
549CrossTypeCrossType
550CrossPrioritizationCrossPrioritization
551OrigCrossIDstring
Must match the CrossID of previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace.
InstrmtLegGrpInstrmtLegGrp
Number of Leg
InstrumentInstrument
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
SideCrossOrdCxlGrpSideCrossOrdCxlGrp
Must be 1 or 2
UndInstrmtGrpUndInstrmtGrp
Number of underlyings

v: SecurityTypeRequest

The Security Type Request message is used to return a list of security types available from a counterparty or market.

TagNameTypeRequired
58Textstring
Comment, instructions, or other identifying information.
167SecurityTypeSecurityType
Used to qualify which security type is returned
320SecurityReqIDstring
336TradingSessionIDstring
Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable.
354EncodedTextLenLength
Must be set if EncodedText field is specified and must immediately precede it.
355EncodedTextdata
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
460ProductProduct
Used to qualify which security types are returned
625TradingSessionSubIDstring
762SecuritySubTypestring
Used to qualify which security types are returned

w: SecurityTypes

The Security Type message is used to return a list of security types available from a counterparty or market.

TagNameTypeRequired
58Textstring
Comment, instructions, or other identifying information.
263SubscriptionRequestTypeSubscriptionRequestType
Subscribe or unsubscribe for security status to security specified in request.
320SecurityReqIDstring
322SecurityResponseIDstring
Identifier for the security response message
323SecurityResponseTypeSecurityResponseType
The result of the security request identified by SecurityReqID
336TradingSessionIDstring
Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable.
354EncodedTextLenLength
Must be set if EncodedText field is specified and must immediately precede it.
355EncodedTextdata
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
557TotNoSecurityTypesint
Indicates total number of security types in the event that multiple Security Type messages are used to return results
625TradingSessionSubIDstring
893LastFragmentLastFragment
Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
SecTypesGrpSecTypesGrp

x: SecurityListRequest

The Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request

TagNameTypeRequired
15CurrencyCurrency
58Textstring
Comment, instructions, or other identifying information.
263SubscriptionRequestTypeSubscriptionRequestType
Subscribe or unsubscribe for security status to security specified in request.
320SecurityReqIDstring
336TradingSessionIDstring
Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable.
354EncodedTextLenLength
Must be set if EncodedText field is specified and must immediately precede it.
355EncodedTextdata
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
559SecurityListRequestTypeSecurityListRequestType
Type of Security List Request being made
625TradingSessionSubIDstring
FinancingDetailsFinancingDetails
Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"
InstrmtLegGrpInstrmtLegGrp
Number of legs that make up the Security
InstrumentInstrument
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" of the requested Security
InstrumentExtensionInstrumentExtension
Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages"
UndInstrmtGrpUndInstrmtGrp
Number of underlyings

y: SecurityList

The Security List message is used to return a list of securities that matches the criteria specified in a Security List Request.

TagNameTypeRequired
320SecurityReqIDstring
322SecurityResponseIDstring
Identifier for the Security List message
393TotNoRelatedSymint
Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required.
560SecurityRequestResultSecurityRequestResult
Result of the Security Request identified by the SecurityReqID
893LastFragmentLastFragment
Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
SecListGrpSecListGrp
Specifies the number of repeating symbols (instruments) specified

z: DerivativeSecurityListRequest

The Derivative Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request

TagNameTypeRequired
15CurrencyCurrency
58Textstring
Comment, instructions, or other identifying information.
263SubscriptionRequestTypeSubscriptionRequestType
Subscribe or unsubscribe for security status to security specified in request.
320SecurityReqIDstring
336TradingSessionIDstring
Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable.
354EncodedTextLenLength
Must be set if EncodedText field is specified and must immediately precede it.
355EncodedTextdata
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
559SecurityListRequestTypeSecurityListRequestType
625TradingSessionSubIDstring
762SecuritySubTypestring
UnderlyingInstrumentUnderlyingInstrument
Specifies the underlying instrument

Component Blocks

CommissionData

Confirmation

ExecutionReport

MultilegOrderCancelReplace

NewOrderMultileg

NewOrderSingle

OrderCancelReplaceRequest

AllocGrp

BidCompRspGrp

ListOrdGrp

SideCrossOrdModGrp

TrdCapRptSideGrp

TagNameTypeRequired
12CommissionAmt
13CommTypeCommType
479CommCurrencyCurrency
For CIV - Optional
497FundRenewWaivFundRenewWaiv
For CIV - Optional

DiscretionInstructions

CrossOrderCancelReplaceRequest

ExecutionReport

MultilegOrderCancelReplace

NewOrderCross

NewOrderMultileg

NewOrderSingle

OrderCancelReplaceRequest

ListOrdGrp

TagNameTypeRequired
388DiscretionInstDiscretionInst
What the discretionary price is related to (e.g. primary price, display price etc)
389DiscretionOffsetValuefloat
Amount (signed) added to the "related to" price specified via DiscretionInst, in the context of DiscretionOffsetType
841DiscretionMoveTypeDiscretionMoveType
Describes whether discretion price is static/fixed or floats
842DiscretionOffsetTypeDiscretionOffsetType
Type of Discretion Offset (e.g. price offset, tick offset etc)
843DiscretionLimitTypeDiscretionLimitType
Specifies the nature of the resulting discretion price (e.g. or better limit, strict limit etc)
844DiscretionRoundDirectionDiscretionRoundDirection
If the calculated discretion price is not a valid tick price, specifies how to round the price (e.g. to be more or less aggressive)
846DiscretionScopeDiscretionScope
The scope of "related to" price of the discretion (e.g. local, global etc)

FinancingDetails

AllocationInstruction

AllocationReport

CollateralAssignment

CollateralInquiry

CollateralInquiryAck

CollateralReport

CollateralRequest

CollateralResponse

Confirmation

ExecutionReport

IOI

NewOrderSingle

OrderCancelReplaceRequest

OrderCancelRequest

OrderStatusRequest

Quote

QuoteResponse

QuoteStatusReport

QuoteStatusRequest

SecurityListRequest

TradeCaptureReport

TradeCaptureReportRequest

QuotCxlEntriesGrp

QuotReqGrp

QuotReqRjctGrp

SecListGrp

TagNameTypeRequired
788TerminationTypeTerminationType
For Repos the timing or method for terminating the agreement.
898MarginRatioPercentage
Percentage of cash value that underlying security collateral must meet.
913AgreementDescstring
The full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this deal
914AgreementIDstring
A common reference to the applicable standing agreement between the principals
915AgreementDateLocalMktDate
A reference to the date the underlying agreement was executed.
916StartDateLocalMktDate
Settlement date of the beginning of the deal
917EndDateLocalMktDate
Repayment / repurchase date
918AgreementCurrencyCurrency
Currency of the underlying agreement.
919DeliveryTypeDeliveryType
Delivery or custody arrangement for the underlying securities

Instrument

Advertisement

AllocationInstruction

AllocationReport

AssignmentReport

CollateralAssignment

CollateralInquiry

CollateralInquiryAck

CollateralReport

CollateralRequest

CollateralResponse

Confirmation

CrossOrderCancelReplaceRequest

CrossOrderCancelRequest

DontKnowTrade

ExecutionReport

IOI

MarketDataSnapshotFullRefresh

MultilegOrderCancelReplace

NewOrderCross

NewOrderMultileg

NewOrderSingle

OrderCancelReplaceRequest

OrderCancelRequest

OrderMassCancelReport

OrderMassCancelRequest

OrderMassStatusRequest

OrderStatusRequest

PositionMaintenanceReport

PositionMaintenanceRequest

PositionReport

Quote

QuoteResponse

QuoteStatusReport

QuoteStatusRequest

RequestForPositions

RequestForPositionsAck

SecurityDefinition

SecurityDefinitionRequest

SecurityListRequest

SecurityStatus

SecurityStatusRequest

TradeCaptureReport

TradeCaptureReportAck

TradeCaptureReportRequest

TradeCaptureReportRequestAck

InstrmtGrp

InstrmtMDReqGrp

InstrmtStrkPxGrp

ListOrdGrp

MDIncGrp

QuotCxlEntriesGrp

QuotEntryAckGrp

QuotEntryGrp

QuotReqGrp

QuotReqRjctGrp

RFQReqGrp

RelSymDerivSecGrp

SecListGrp

TagNameTypeRequired
22SecurityIDSourceSecurityIDSource
Required if SecurityID is specified.
48SecurityIDstring
Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.
55Symbolstring
Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol.
65SymbolSfxstring
Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price.
106Issuerstring
107SecurityDescstring
167SecurityTypeSecurityType
It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.)
200MaturityMonthYearMonthYear
Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures). Note MaturityDate (a full date) can also be specified.
202StrikePricePrice
Used for derivatives, such as options and covered warrants
206OptAttributechar
Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose.
207SecurityExchangeExchange
Can be used to identify the security.
223CouponRatePercentage
For Fixed Income.
224CouponPaymentDateLocalMktDate
Date interest is to be paid. Used in identifying Corporate Bond issues.
225IssueDateLocalMktDate
Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.
226RepurchaseTermint
(Deprecated, use TerminationType (788) )
227RepurchaseRatePercentage
(Deprecated, use Price (44) )
228Factorfloat
For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value
231ContractMultiplierfloat
For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.
239RepoCollateralSecurityTypestring
(Deprecated, use UnderlyingSecurityType (310) )
240RedemptionDateLocalMktDate
(Deprecated, use YieldRedemptionDate (696) in component block)
255CreditRatingstring
348EncodedIssuerLenLength
Must be set if EncodedIssuer field is specified and must immediately precede it.
349EncodedIssuerdata
Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.
350EncodedSecurityDescLenLength
Must be set if EncodedSecurityDesc field is specified and must immediately precede it.
351EncodedSecurityDescdata
Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.
460ProductProduct
Indicates the type of product the security is associated with (high-level category)
461CFICodestring
Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.
470CountryOfIssueCountry
ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness.
471StateOrProvinceOfIssuestring
A two-character state or province abbreviation.
472LocaleOfIssuestring
The three-character IATA code for a locale (e.g. airport code for Municipal Bonds).
541MaturityDateLocalMktDate
Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S&P futures).may use MaturityMonthYear and/or this field. When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment.
543InstrRegistrystring
The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues.
667ContractSettlMonthMonthYear
Must be present for MBS/TBA
691Poolstring
Identifies MBS / ABS pool
762SecuritySubTypestring
Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.
873DatedDateLocalMktDate
If different from IssueDate
874InterestAccrualDateLocalMktDate
If different from IssueDate and DatedDate
875CPProgramCPProgram
The program under which a commercial paper is issued
876CPRegTypestring
The registration type of a commercial paper issuance
947StrikeCurrencyCurrency
Used for derivatives
EvntGrpEvntGrp
Number of repeating EventType group entries.
SecAltIDGrpSecAltIDGrp
Number of alternate Security Identifiers

InstrumentExtension

AllocationInstruction

AllocationReport

Confirmation

SecurityDefinition

SecurityDefinitionRequest

SecurityListRequest

SecurityStatus

SecurityStatusRequest

TradeCaptureReportRequest

RelSymDerivSecGrp

SecListGrp

TagNameTypeRequired
668DeliveryFormDeliveryForm
Identifies the form of delivery.
869PctAtRiskPercentage
Percent at risk due to lowest possible call.
AttrbGrpAttrbGrp
Number of repeating InstrAttrib group entries.

InstrumentLeg

InstrmtLegExecGrp

InstrmtLegGrp

InstrmtLegIOIGrp

InstrmtLegSecListGrp

LegOrdGrp

LegQuotGrp

LegQuotStatGrp

QuotReqLegsGrp

TrdInstrmtLegGrp

TagNameTypeRequired
248LegCouponPaymentDateLocalMktDate
249LegIssueDateLocalMktDate
250LegRepoCollateralSecurityTypestring
(Deprecated, not applicable/used for Repos)
251LegRepurchaseTermint
(Deprecated, not applicable/used for Repos)
252LegRepurchaseRatePercentage
(Deprecated, not applicable/used for Repos)
253LegFactorfloat
254LegRedemptionDateLocalMktDate
(Deprecated, use YieldRedemptionDate (696) in component block)
257LegCreditRatingstring
556LegCurrencyCurrency
Specific to the (not in )
596LegCountryOfIssueCountry
597LegStateOrProvinceOfIssuestring
598LegLocaleOfIssuestring
599LegInstrRegistrystring
600LegSymbolstring
601LegSymbolSfxstring
602LegSecurityIDstring
603LegSecurityIDSourcestring
607LegProductint
608LegCFICodestring
609LegSecurityTypestring
610LegMaturityMonthYearMonthYear
611LegMaturityDateLocalMktDate
612LegStrikePricePrice
613LegOptAttributechar
614LegContractMultiplierfloat
615LegCouponRatePercentage
616LegSecurityExchangeExchange
617LegIssuerstring
618EncodedLegIssuerLenLength
619EncodedLegIssuerdata
620LegSecurityDescstring
621EncodedLegSecurityDescLenLength
622EncodedLegSecurityDescdata
623LegRatioQtyfloat
Specific to the (not in )
624LegSidechar
Specific to the (not in )
739LegDatedDateLocalMktDate
740LegPoolstring
Identifies MBS / ABS pool
764LegSecuritySubTypestring
942LegStrikeCurrencyCurrency
955LegContractSettlMonthMonthYear
956LegInterestAccrualDateLocalMktDate
LegSecAltIDGrpLegSecAltIDGrp

LegBenchmarkCurveData

InstrmtLegSecListGrp

LegQuotGrp

QuotReqLegsGrp

TagNameTypeRequired
676LegBenchmarkCurveCurrencyCurrency
677LegBenchmarkCurveNamestring
678LegBenchmarkCurvePointstring
679LegBenchmarkPricePrice
680LegBenchmarkPriceTypeint

OrderQtyData

DontKnowTrade

ExecutionReport

IOI

MultilegOrderCancelReplace

NewOrderMultileg

NewOrderSingle

OrderCancelReplaceRequest

OrderCancelRequest

Quote

QuoteResponse

QuoteStatusReport

TradeCaptureReport

ListOrdGrp

QuotReqGrp

QuotReqRjctGrp

SideCrossOrdCxlGrp

SideCrossOrdModGrp

TagNameTypeRequired
38OrderQtyQty
One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified.
152CashOrderQtyQty
One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in tradeable units (e.g. shares) for subsequent messages.
468RoundingDirectionRoundingDirection
For CIV - Optional
469RoundingModulusfloat
For CIV - Optional
516OrderPercentPercentage
For CIV - Optional. One of CashOrderQty, OrderQty or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified.

PegInstructions

CrossOrderCancelReplaceRequest

ExecutionReport

MultilegOrderCancelReplace

NewOrderCross

NewOrderMultileg

NewOrderSingle

OrderCancelReplaceRequest

ListOrdGrp

TagNameTypeRequired
211PegOffsetValuefloat
Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType
835PegMoveTypePegMoveType
Describes whether peg is static/fixed or floats
836PegOffsetTypePegOffsetType
Type of Peg Offset (e.g. price offset, tick offset etc)
837PegLimitTypePegLimitType
Specifies nature of resulting pegged price (e.g. or better limit, strict limit etc)
838PegRoundDirectionPegRoundDirection
If the calculated peg price is not a valid tick price, specifies how to round the price (e.g. be more or less aggressive)
840PegScopePegScope
The scope of the "related to" price of the peg (e.g. local, global etc)

SettlInstructionsData

CollateralAssignment

CollateralInquiry

CollateralReport

Confirmation

AllocGrp

SettlInstGrp

TagNameTypeRequired
169StandInstDbTypeStandInstDbType
Required if AllocSettlInstType = 3 (should not be populated otherwise)
170StandInstDbNamestring
Required if AllocSettlInstType = 3 (should not be populated otherwise)
171StandInstDbIDstring
Identifier used within the StandInstDbType Required if AllocSettlInstType = 3 (should not be populated otherwise)
172SettlDeliveryTypeSettlDeliveryType
Required if AllocSettlInstType = 1 or 2
DlvyInstGrpDlvyInstGrp
Required (and must be > 0) if AllocSettlInstType = 2 (should not be populated otherwise)

SpreadOrBenchmarkCurveData

AllocationInstruction

AllocationReport

CollateralAssignment

CollateralInquiry

CollateralReport

CollateralRequest

CollateralResponse

Confirmation

CrossOrderCancelReplaceRequest

ExecutionReport

IOI

NewOrderCross

NewOrderSingle

OrderCancelReplaceRequest

Quote

QuoteResponse

QuoteStatusReport

TradeCaptureReport

ListOrdGrp

QuotReqGrp

QuotReqRjctGrp

SecListGrp

TagNameTypeRequired
218SpreadPriceOffset
For Fixed Income
220BenchmarkCurveCurrencyCurrency
221BenchmarkCurveNamestring
222BenchmarkCurvePointstring
662BenchmarkPricePrice
663BenchmarkPriceTypeint
Must be present if BenchmarkPrice is used.
699BenchmarkSecurityIDstring
The identifier of the benchmark security, e.g. Treasury against Corporate bond.
761BenchmarkSecurityIDSourcestring
Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block.

UnderlyingInstrument

DerivativeSecurityList

DerivativeSecurityListRequest

OrderMassCancelReport

OrderMassCancelRequest

OrderMassStatusRequest

PosUndInstrmtGrp

QuotSetAckGrp

QuotSetGrp

UndInstrmtCollGrp

UndInstrmtGrp

UndInstrmtStrkPxGrp

TagNameTypeRequired
241UnderlyingCouponPaymentDateLocalMktDate
242UnderlyingIssueDateLocalMktDate
243UnderlyingRepoCollateralSecurityTypestring
(Deprecated, not applicable/used for Repos)
244UnderlyingRepurchaseTermint
(Deprecated, not applicable/used for Repos)
245UnderlyingRepurchaseRatePercentage
(Deprecated, not applicable/used for Repos)
246UnderlyingFactorfloat
247UnderlyingRedemptionDateLocalMktDate
(Deprecated, use YieldRedemptionDate (696) in component block)
256UnderlyingCreditRatingstring
305UnderlyingSecurityIDSourcestring
306UnderlyingIssuerstring
307UnderlyingSecurityDescstring
308UnderlyingSecurityExchangeExchange
309UnderlyingSecurityIDstring
310UnderlyingSecurityTypestring
311UnderlyingSymbolstring
312UnderlyingSymbolSfxstring
313UnderlyingMaturityMonthYearMonthYear
316UnderlyingStrikePricePrice
317UnderlyingOptAttributechar
318UnderlyingCurrencyCurrency
Specific to the (not in )
362EncodedUnderlyingIssuerLenLength
363EncodedUnderlyingIssuerdata
364EncodedUnderlyingSecurityDescLenLength
365EncodedUnderlyingSecurityDescdata
435UnderlyingCouponRatePercentage
436UnderlyingContractMultiplierfloat
462UnderlyingProductint
463UnderlyingCFICodestring
542UnderlyingMaturityDateLocalMktDate
592UnderlyingCountryOfIssueCountry
593UnderlyingStateOrProvinceOfIssuestring
594UnderlyingLocaleOfIssuestring
595UnderlyingInstrRegistrystring
763UnderlyingSecuritySubTypestring
810UnderlyingPxPrice
Specific to the (not in ) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.
877UnderlyingCPProgramstring
878UnderlyingCPRegTypestring
879UnderlyingQtyQty
Specific to the (not in ) Unit amount of the underlying security (par, shares, currency, etc.)
882UnderlyingDirtyPricePrice
Specific to the (not in ) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest
883UnderlyingEndPricePrice
Specific to the (not in ) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.
884UnderlyingStartValueAmt
Specific to the (not in ) Currency value attributed to this collateral at the start of the agreement
885UnderlyingCurrentValueAmt
Specific to the (not in ) Currency value currently attributed to this collateral
886UnderlyingEndValueAmt
Specific to the (not in ) Currency value attributed to this collateral at the end of the agreement
941UnderlyingStrikeCurrencyCurrency
UndSecAltIDGrpUndSecAltIDGrp
UnderlyingStipulationsUnderlyingStipulations
Specific to the (not in ) Insert here the contents of the Component Block

YieldData

AllocationInstruction

AllocationReport

Confirmation

CrossOrderCancelReplaceRequest

ExecutionReport

IOI

NewOrderCross

NewOrderSingle

OrderCancelReplaceRequest

Quote

QuoteResponse

QuoteStatusReport

TradeCaptureReport

ListOrdGrp

QuotReqGrp

QuotReqRjctGrp

SecListGrp

TagNameTypeRequired
235YieldTypeYieldType
236YieldPercentage
696YieldRedemptionDateLocalMktDate
697YieldRedemptionPricePrice
698YieldRedemptionPriceTypeint
701YieldCalcDateLocalMktDate

interval

TagNameTypeRequired
durationDuration
start_timeUTCTimestamp

Repeating Groups

AffectedOrdGrp

OrderMassCancelReport

TagNameTypeRequired
41OrigClOrdIDstring
534NoAffectedOrdersNumInGroup
535AffectedOrderIDstring
536AffectedSecondaryOrderIDstring

AllocAckGrp

AllocationInstructionAck

AllocationReportAck

TagNameTypeRequired
78NoAllocsNumInGroup
79AllocAccountstring
161AllocTextstring
360EncodedAllocTextLenLength
361EncodedAllocTextdata
366AllocPricePrice
467IndividualAllocIDstring
661AllocAcctIDSourceint
776IndividualAllocRejCodeint

AllocGrp

AllocationInstruction

AllocationReport

TagNameTypeRequired
78NoAllocsNumInGroup
79AllocAccountstring
80AllocQtyQty
81ProcessCodeProcessCode
119SettlCurrAmtAmt
120SettlCurrencyCurrency
153AllocAvgPxPrice
154AllocNetMoneyAmt
155SettlCurrFxRatefloat
156SettlCurrFxRateCalcSettlCurrFxRateCalc
161AllocTextstring
208NotifyBrokerOfCreditNotifyBrokerOfCredit
209AllocHandlInstAllocHandlInst
360EncodedAllocTextLenLength
361EncodedAllocTextdata
366AllocPricePrice
467IndividualAllocIDstring
573MatchStatusMatchStatus
661AllocAcctIDSourceint
736AllocSettlCurrencyCurrency
737AllocSettlCurrAmtAmt
741AllocInterestAtMaturityAmt
742AllocAccruedInterestAmtAmt
780AllocSettlInstTypeAllocSettlInstType
ClrInstGrpClrInstGrp
CommissionDataCommissionData
MiscFeesGrpMiscFeesGrp
NestedPartiesNestedParties
SettlInstructionsDataSettlInstructionsData

AttrbGrp

InstrumentExtension

TagNameTypeRequired
870NoInstrAttribNumInGroup
871InstrAttribTypeInstrAttribType
872InstrAttribValuestring

BidCompReqGrp

BidRequest

TagNameTypeRequired
1Accountstring
54SideSide
63SettlTypeSettlType
64SettlDateLocalMktDate
66ListIDstring
336TradingSessionIDstring
420NoBidComponentsNumInGroup
430NetGrossIndNetGrossInd
625TradingSessionSubIDstring
660AcctIDSourceAcctIDSource

BidCompRspGrp

BidResponse

TagNameTypeRequired
44PricePrice
54SideSide
58Textstring
63SettlTypeSettlType
64SettlDateLocalMktDate
66ListIDstring
336TradingSessionIDstring
354EncodedTextLenLength
355EncodedTextdata
406FairValueAmt
420NoBidComponentsNumInGroup
421CountryCountry
423PriceTypePriceType
430NetGrossIndNetGrossInd
625TradingSessionSubIDstring
CommissionDataCommissionData

BidDescReqGrp

BidRequest

TagNameTypeRequired
398NoBidDescriptorsNumInGroup
399BidDescriptorTypeBidDescriptorType
400BidDescriptorstring
401SideValueIndSideValueInd
402LiquidityPctLowPercentage
403LiquidityPctHighPercentage
404LiquidityValueAmt
405EFPTrackingErrorPercentage
406FairValueAmt
407OutsideIndexPctPercentage
408ValueOfFuturesAmt
441LiquidityNumSecuritiesint

ClrInstGrp

AllocGrp

TrdCapRptSideGrp

TagNameTypeRequired
576NoClearingInstructionsNumInGroup
577ClearingInstructionClearingInstruction

CollInqQualGrp

CollateralInquiry

CollateralInquiryAck

TagNameTypeRequired
896CollInquiryQualifierCollInquiryQualifier
938NoCollInquiryQualifierNumInGroup

CompIDReqGrp

NetworkCounterpartySystemStatusRequest

TagNameTypeRequired
283LocationIDstring
284DeskIDstring
930RefCompIDstring
931RefSubIDstring
936NoCompIDsNumInGroup

CompIDStatGrp

NetworkCounterpartySystemStatusResponse

TagNameTypeRequired
283LocationIDstring
284DeskIDstring
928StatusValueStatusValue
929StatusTextstring
930RefCompIDstring
931RefSubIDstring
936NoCompIDsNumInGroup

ContAmtGrp

ExecutionReport

TrdCapRptSideGrp

TagNameTypeRequired
518NoContAmtsNumInGroup
519ContAmtTypeContAmtType
520ContAmtValuefloat
521ContAmtCurrCurrency

ContraGrp

ExecutionReport

TagNameTypeRequired
337ContraTraderstring
375ContraBrokerstring
382NoContraBrokersNumInGroup
437ContraTradeQtyQty
438ContraTradeTimeUTCTimestamp
655ContraLegRefIDstring

CpctyConfGrp

Confirmation

TagNameTypeRequired
528OrderCapacityOrderCapacity
529OrderRestrictionsOrderRestrictions
862NoCapacitiesNumInGroup
863OrderCapacityQtyQty

DlvyInstGrp

SettlInstructionsData

TagNameTypeRequired
85NoDlvyInstNumInGroup
165SettlInstSourceSettlInstSource
787DlvyInstTypeDlvyInstType
SettlPartiesSettlParties

EvntGrp

Instrument

TagNameTypeRequired
864NoEventsNumInGroup
865EventTypeEventType
866EventDateLocalMktDate
867EventPxPrice
868EventTextstring

ExecAllocGrp

AllocationInstruction

AllocationReport

TagNameTypeRequired
17ExecIDstring
29LastCapacityLastCapacity
31LastPxPrice
32LastQtyQty
124NoExecsNumInGroup
527SecondaryExecIDstring
669LastParPxPrice

ExecCollGrp

CollateralAssignment

CollateralInquiry

CollateralInquiryAck

CollateralReport

CollateralRequest

CollateralResponse

TagNameTypeRequired
17ExecIDstring
124NoExecsNumInGroup

ExecsGrp

TagNameTypeRequired
17ExecIDstring
124NoExecsNumInGroup

IOIQualGrp

IOI

TagNameTypeRequired
104IOIQualifierIOIQualifier
199NoIOIQualifiersNumInGroup

InstrmtGrp

Email

News

TagNameTypeRequired
146NoRelatedSymNumInGroup
InstrumentInstrument

InstrmtLegExecGrp

ExecutionReport

TagNameTypeRequired
555NoLegsNumInGroup
564LegPositionEffectchar
565LegCoveredOrUncoveredint
566LegPricePrice
587LegSettlTypechar
588LegSettlDateLocalMktDate
637LegLastPxPrice
654LegRefIDstring
687LegQtyQty
690LegSwapTypeLegSwapType
InstrumentLegInstrumentLeg
LegStipulationsLegStipulations
NestedPartiesNestedParties

InstrmtLegIOIGrp

IOI

TagNameTypeRequired
555NoLegsNumInGroup
682LegIOIQtystring
InstrumentLegInstrumentLeg
LegStipulationsLegStipulations

InstrmtLegSecListGrp

SecListGrp

TagNameTypeRequired
555NoLegsNumInGroup
587LegSettlTypechar
690LegSwapTypeLegSwapType
InstrumentLegInstrumentLeg
LegBenchmarkCurveDataLegBenchmarkCurveData
LegStipulationsLegStipulations

InstrmtMDReqGrp

MarketDataRequest

TagNameTypeRequired
146NoRelatedSymNumInGroup
InstrmtLegGrpInstrmtLegGrp
InstrumentInstrument
UndInstrmtGrpUndInstrmtGrp

InstrmtStrkPxGrp

ListStrikePrice

TagNameTypeRequired
428NoStrikesNumInGroup
InstrumentInstrument

LegOrdGrp

MultilegOrderCancelReplace

NewOrderMultileg

TagNameTypeRequired
555NoLegsNumInGroup
564LegPositionEffectchar
565LegCoveredOrUncoveredint
566LegPricePrice
587LegSettlTypechar
588LegSettlDateLocalMktDate
654LegRefIDstring
687LegQtyQty
690LegSwapTypeLegSwapType
InstrumentLegInstrumentLeg
LegPreAllocGrpLegPreAllocGrp
LegStipulationsLegStipulations
NestedPartiesNestedParties

LegPreAllocGrp

LegOrdGrp

TagNameTypeRequired
670NoLegAllocsNumInGroup
671LegAllocAccountstring
672LegIndividualAllocIDstring
673LegAllocQtyQty
674LegAllocAcctIDSourcestring
675LegSettlCurrencyCurrency
NestedParties2NestedParties2

LegQuotGrp

Quote

QuoteResponse

TagNameTypeRequired
555NoLegsNumInGroup
587LegSettlTypechar
588LegSettlDateLocalMktDate
681LegBidPxPrice
684LegOfferPxPrice
686LegPriceTypeint
687LegQtyQty
690LegSwapTypeLegSwapType
InstrumentLegInstrumentLeg
LegBenchmarkCurveDataLegBenchmarkCurveData
LegStipulationsLegStipulations
NestedPartiesNestedParties

LegQuotStatGrp

QuoteStatusReport

TagNameTypeRequired
555NoLegsNumInGroup
587LegSettlTypechar
588LegSettlDateLocalMktDate
687LegQtyQty
690LegSwapTypeLegSwapType
InstrumentLegInstrumentLeg
LegStipulationsLegStipulations
NestedPartiesNestedParties

LegSecAltIDGrp

InstrumentLeg

TagNameTypeRequired
604NoLegSecurityAltIDNumInGroup
605LegSecurityAltIDstring
606LegSecurityAltIDSourcestring

LegStipulations

InstrmtLegExecGrp

InstrmtLegIOIGrp

InstrmtLegSecListGrp

LegOrdGrp

LegQuotGrp

LegQuotStatGrp

QuotReqLegsGrp

TrdInstrmtLegGrp

TagNameTypeRequired
683NoLegStipulationsNumInGroup
688LegStipulationTypestring
Required if NoLegStipulations >0
689LegStipulationValuestring

LinesOfTextGrp

Email

News

TagNameTypeRequired
33NoLinesOfTextNumInGroup
58Textstring
354EncodedTextLenLength
355EncodedTextdata

ListOrdGrp

NewOrderList

TagNameTypeRequired
1Accountstring
11ClOrdIDstring
15CurrencyCurrency
18ExecInstExecInst
21HandlInstHandlInst
23IOIIDstring
40OrdTypeOrdType
44PricePrice
54SideSide
58Textstring
59TimeInForceTimeInForce
60TransactTimeUTCTimestamp
63SettlTypeSettlType
64SettlDateLocalMktDate
67ListSeqNoint
70AllocIDstring
73NoOrdersNumInGroup
75TradeDateLocalMktDate
77PositionEffectPositionEffect
81ProcessCodeProcessCode
99StopPxPrice
100ExDestinationExchange
110MinQtyQty
111MaxFloorQty
114LocateReqdLocateReqd
117QuoteIDstring
120SettlCurrencyCurrency
121ForexReqForexReq
126ExpireTimeUTCTimestamp
140PrevClosePxPrice
160SettlInstModeSettlInstMode
168EffectiveTimeUTCTimestamp
192OrderQty2Qty
193SettlDate2LocalMktDate
203CoveredOrUncoveredCoveredOrUncovered
210MaxShowQty
229TradeOriginationDateLocalMktDate
354EncodedTextLenLength
355EncodedTextdata
376ComplianceIDstring
377SolicitedFlagSolicitedFlag
401SideValueIndSideValueInd
423PriceTypePriceType
427GTBookingInstGTBookingInst
432ExpireDateLocalMktDate
494Designationstring
526SecondaryClOrdIDstring
528OrderCapacityOrderCapacity
529OrderRestrictionsOrderRestrictions
544CashMarginCashMargin
581AccountTypeAccountType
582CustOrderCapacityCustOrderCapacity
583ClOrdLinkIDstring
589DayBookingInstDayBookingInst
590BookingUnitBookingUnit
591PreallocMethodPreallocMethod
635ClearingFeeIndicatorClearingFeeIndicator
640Price2Price
660AcctIDSourceAcctIDSource
775BookingTypeBookingType
847TargetStrategyTargetStrategy
848TargetStrategyParametersstring
849ParticipationRatePercentage
854QtyTypeQtyType
CommissionDataCommissionData
DiscretionInstructionsDiscretionInstructions
InstrumentInstrument
OrderQtyDataOrderQtyData
PartiesParties
PegInstructionsPegInstructions
PreAllocGrpPreAllocGrp
SpreadOrBenchmarkCurveDataSpreadOrBenchmarkCurveData
StipulationsStipulations
TrdgSesGrpTrdgSesGrp
UndInstrmtGrpUndInstrmtGrp
YieldDataYieldData

LogonMsgTypes

TagNameTypeRequired
372RefMsgTypestring
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
384NoMsgTypesNumInGroup
Specifies the number of repeating RefMsgTypes specified
385MsgDirectionMsgDirection
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

MDFullGrp

MarketDataSnapshotFullRefresh

TagNameTypeRequired
15CurrencyCurrency
18ExecInstExecInst
37OrderIDstring
58Textstring
59TimeInForceTimeInForce
110MinQtyQty
126ExpireTimeUTCTimestamp
268NoMDEntriesNumInGroup
269MDEntryTypeMDEntryType
270MDEntryPxPrice
271MDEntrySizeQty
272MDEntryDateUTCDateOnly
273MDEntryTimeUTCTimeOnly
274TickDirectionTickDirection
275MDMktExchange
276QuoteConditionQuoteCondition
277TradeConditionTradeCondition
282MDEntryOriginatorstring
283LocationIDstring
284DeskIDstring
286OpenCloseSettlFlagOpenCloseSettlFlag
287SellerDaysint
288MDEntryBuyerstring
289MDEntrySellerstring
290MDEntryPositionNoint
299QuoteEntryIDstring
336TradingSessionIDstring
346NumberOfOrdersint
354EncodedTextLenLength
355EncodedTextdata
432ExpireDateLocalMktDate
546ScopeScope
625TradingSessionSubIDstring
811PriceDeltafloat

MDIncGrp

MarketDataIncrementalRefresh

TagNameTypeRequired
15CurrencyCurrency
18ExecInstExecInst
37OrderIDstring
58Textstring
59TimeInForceTimeInForce
110MinQtyQty
126ExpireTimeUTCTimestamp
268NoMDEntriesNumInGroup
269MDEntryTypeMDEntryType
270MDEntryPxPrice
271MDEntrySizeQty
272MDEntryDateUTCDateOnly
273MDEntryTimeUTCTimeOnly
274TickDirectionTickDirection
275MDMktExchange
276QuoteConditionQuoteCondition
277TradeConditionTradeCondition
278MDEntryIDstring
279MDUpdateActionMDUpdateAction
280MDEntryRefIDstring
282MDEntryOriginatorstring
283LocationIDstring
284DeskIDstring
285DeleteReasonDeleteReason
286OpenCloseSettlFlagOpenCloseSettlFlag
287SellerDaysint
288MDEntryBuyerstring
289MDEntrySellerstring
290MDEntryPositionNoint
291FinancialStatusFinancialStatus
292CorporateActionCorporateAction
299QuoteEntryIDstring
336TradingSessionIDstring
346NumberOfOrdersint
354EncodedTextLenLength
355EncodedTextdata
432ExpireDateLocalMktDate
451NetChgPrevDayPriceOffset
546ScopeScope
625TradingSessionSubIDstring
811PriceDeltafloat
InstrmtLegGrpInstrmtLegGrp
InstrumentInstrument
UndInstrmtGrpUndInstrmtGrp

MDReqGrp

MarketDataRequest

TagNameTypeRequired
267NoMDEntryTypesNumInGroup
269MDEntryTypeMDEntryType

MDRjctGrp

MarketDataRequestReject

TagNameTypeRequired
816NoAltMDSourceNumInGroup
817AltMDSourceIDstring

MiscFeesGrp

CollateralAssignment

CollateralReport

CollateralRequest

CollateralResponse

Confirmation

ExecutionReport

AllocGrp

TrdCapRptSideGrp

TagNameTypeRequired
136NoMiscFeesNumInGroup
137MiscFeeAmtAmt
138MiscFeeCurrCurrency
139MiscFeeTypeMiscFeeType
891MiscFeeBasisMiscFeeBasis

NestedParties

AllocGrp

InstrmtLegExecGrp

LegOrdGrp

LegQuotGrp

LegQuotStatGrp

PositionQty

PreAllocGrp

QuotReqLegsGrp

RgstDtlsGrp

TrdInstrmtLegGrp

TagNameTypeRequired
524NestedPartyIDstring
Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0.
525NestedPartyIDSourcechar
Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.
538NestedPartyRoleint
Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0.
539NoNestedPartyIDsNumInGroup
Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole
NstdPtysSubGrpNstdPtysSubGrp
Repeating group of NestedParty sub-identifiers.

NestedParties2

LegPreAllocGrp

OrdAllocGrp

TrdAllocGrp

TagNameTypeRequired
756NoNested2PartyIDsNumInGroup
Repeating group below should contain unique combinations of Nested2PartyID, Nested2PartyIDSource, and Nested2PartyRole
757Nested2PartyIDstring
Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0.
758Nested2PartyIDSourcechar
Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0.
759Nested2PartyRoleint
Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0.
NstdPtys2SubGrpNstdPtys2SubGrp
Repeating group of Nested2Party sub-identifiers.

NestedParties3

PreAllocMlegGrp

TagNameTypeRequired
948NoNested3PartyIDsNumInGroup
Repeating group below should contain unique combinations of Nested3PartyID, Nested3PartyIDSource, and Nested3PartyRole
949Nested3PartyIDstring
Used to identify source of Nested3PartyID. Required if Nested3PartyIDSource is specified. Required if NoNested3PartyIDs > 0.
950Nested3PartyIDSourcechar
Used to identify class source of Nested3PartyID value (e.g. BIC). Required if Nested3PartyID is specified. Required if NoNested3PartyIDs > 0.
951Nested3PartyRoleint
Identifies the type of Nested3PartyID (e.g. Executing Broker). Required if NoNested3PartyIDs > 0.
NstdPtys3SubGrpNstdPtys3SubGrp
Repeating group of Nested3Party sub-identifiers.

NstdPtys2SubGrp

NestedParties2

TagNameTypeRequired
760Nested2PartySubIDstring
806NoNested2PartySubIDsNumInGroup
807Nested2PartySubIDTypeint

NstdPtys3SubGrp

NestedParties3

TagNameTypeRequired
952NoNested3PartySubIDsNumInGroup
953Nested3PartySubIDstring
954Nested3PartySubIDTypeint

NstdPtysSubGrp

NestedParties

TagNameTypeRequired
545NestedPartySubIDstring
804NoNestedPartySubIDsNumInGroup
805NestedPartySubIDTypeint

OrdAllocGrp

AllocationInstruction

AllocationReport

Confirmation

ConfirmationRequest

TagNameTypeRequired
11ClOrdIDstring
37OrderIDstring
38OrderQtyQty
66ListIDstring
73NoOrdersNumInGroup
198SecondaryOrderIDstring
526SecondaryClOrdIDstring
799OrderAvgPxPrice
800OrderBookingQtyQty
NestedParties2NestedParties2

OrdListStatGrp

ListStatus

TagNameTypeRequired
6AvgPxPrice
11ClOrdIDstring
14CumQtyQty
39OrdStatusOrdStatus
58Textstring
73NoOrdersNumInGroup
84CxlQtyQty
103OrdRejReasonOrdRejReason
151LeavesQtyQty
354EncodedTextLenLength
355EncodedTextdata
526SecondaryClOrdIDstring
636WorkingIndicatorWorkingIndicator

Parties

AllocationInstruction

AllocationInstructionAck

AllocationReport

AllocationReportAck

AssignmentReport

CollateralAssignment

CollateralInquiry

CollateralInquiryAck

CollateralReport

CollateralRequest

CollateralResponse

Confirmation

ExecutionReport

MassQuote

MassQuoteAcknowledgement

MultilegOrderCancelReplace

NewOrderMultileg

NewOrderSingle

OrderCancelReplaceRequest

OrderCancelRequest

OrderMassStatusRequest

OrderStatusRequest

PositionMaintenanceReport

PositionMaintenanceRequest

PositionReport

Quote

QuoteCancel

QuoteResponse

QuoteStatusReport

QuoteStatusRequest

RegistrationInstructions

RegistrationInstructionsResponse

RequestForPositions

RequestForPositionsAck

SettlementInstructionRequest

TradeCaptureReportRequest

ListOrdGrp

QuotReqGrp

QuotReqRjctGrp

SettlInstGrp

SideCrossOrdCxlGrp

SideCrossOrdModGrp

TrdCapRptSideGrp

TagNameTypeRequired
447PartyIDSourcePartyIDSource
Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.
448PartyIDstring
Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0.
452PartyRolePartyRole
Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.
453NoPartyIDsNumInGroup
Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole
PtysSubGrpPtysSubGrp
Repeating group of Party sub-identifiers.

PosUndInstrmtGrp

PositionReport

TagNameTypeRequired
711NoUnderlyingsNumInGroup
732UnderlyingSettlPricePrice
733UnderlyingSettlPriceTypeint
UnderlyingInstrumentUnderlyingInstrument

PositionAmountData

AssignmentReport

PositionMaintenanceReport

PositionReport

TradeCaptureReport

TagNameTypeRequired
707PosAmtTypePosAmtType
708PosAmtAmt
753NoPosAmtNumInGroup
Number of Position Amount entries

PositionQty

AssignmentReport

PositionMaintenanceReport

PositionMaintenanceRequest

PositionReport

TagNameTypeRequired
702NoPositionsNumInGroup
703PosTypePosType
Required if NoPositions > 1
704LongQtyQty
705ShortQtyQty
706PosQtyStatusPosQtyStatus
NestedPartiesNestedParties
Optional repeating group - used to associate or distribute position to a specific party other than the party that currently owns the position.

PreAllocGrp

NewOrderSingle

OrderCancelReplaceRequest

ListOrdGrp

SideCrossOrdModGrp

TagNameTypeRequired
78NoAllocsNumInGroup
79AllocAccountstring
80AllocQtyQty
467IndividualAllocIDstring
661AllocAcctIDSourceint
736AllocSettlCurrencyCurrency
NestedPartiesNestedParties

PreAllocMlegGrp

MultilegOrderCancelReplace

NewOrderMultileg

TagNameTypeRequired
78NoAllocsNumInGroup
79AllocAccountstring
80AllocQtyQty
467IndividualAllocIDstring
661AllocAcctIDSourceint
736AllocSettlCurrencyCurrency
NestedParties3NestedParties3

PtysSubGrp

Parties

TagNameTypeRequired
523PartySubIDstring
802NoPartySubIDsNumInGroup
803PartySubIDTypePartySubIDType

QuotCxlEntriesGrp

QuoteCancel

TagNameTypeRequired
295NoQuoteEntriesNumInGroup
FinancingDetailsFinancingDetails
InstrmtLegGrpInstrmtLegGrp
InstrumentInstrument
UndInstrmtGrpUndInstrmtGrp

QuotEntryAckGrp

QuotSetAckGrp

TagNameTypeRequired
15CurrencyCurrency
40OrdTypeOrdType
60TransactTimeUTCTimestamp
62ValidUntilTimeUTCTimestamp
64SettlDateLocalMktDate
132BidPxPrice
133OfferPxPrice
134BidSizeQty
135OfferSizeQty
188BidSpotRatePrice
189BidForwardPointsPriceOffset
190OfferSpotRatePrice
191OfferForwardPointsPriceOffset
192OrderQty2Qty
193SettlDate2LocalMktDate
295NoQuoteEntriesNumInGroup
299QuoteEntryIDstring
336TradingSessionIDstring
368QuoteEntryRejectReasonint
625TradingSessionSubIDstring
631MidPxPrice
632BidYieldPercentage
633MidYieldPercentage
634OfferYieldPercentage
642BidForwardPoints2PriceOffset
643OfferForwardPoints2PriceOffset
InstrmtLegGrpInstrmtLegGrp
InstrumentInstrument

QuotEntryGrp

QuotSetGrp

TagNameTypeRequired
15CurrencyCurrency
40OrdTypeOrdType
60TransactTimeUTCTimestamp
62ValidUntilTimeUTCTimestamp
64SettlDateLocalMktDate
132BidPxPrice
133OfferPxPrice
134BidSizeQty
135OfferSizeQty
188BidSpotRatePrice
189BidForwardPointsPriceOffset
190OfferSpotRatePrice
191OfferForwardPointsPriceOffset
192OrderQty2Qty
193SettlDate2LocalMktDate
295NoQuoteEntriesNumInGroup
299QuoteEntryIDstring
336TradingSessionIDstring
625TradingSessionSubIDstring
631MidPxPrice
632BidYieldPercentage
633MidYieldPercentage
634OfferYieldPercentage
642BidForwardPoints2PriceOffset
643OfferForwardPoints2PriceOffset
InstrmtLegGrpInstrmtLegGrp
InstrumentInstrument

QuotQualGrp

Quote

QuoteResponse

QuoteStatusReport

QuotReqGrp

QuotReqRjctGrp

TagNameTypeRequired
695QuoteQualifierchar
735NoQuoteQualifiersNumInGroup

QuotReqGrp

QuoteRequest

TagNameTypeRequired
1Accountstring
15CurrencyCurrency
40OrdTypeOrdType
44PricePrice
54SideSide
60TransactTimeUTCTimestamp
62ValidUntilTimeUTCTimestamp
63SettlTypeSettlType
64SettlDateLocalMktDate
126ExpireTimeUTCTimestamp
140PrevClosePxPrice
146NoRelatedSymNumInGroup
192OrderQty2Qty
193SettlDate2LocalMktDate
229TradeOriginationDateLocalMktDate
303QuoteRequestTypeQuoteRequestType
336TradingSessionIDstring
423PriceTypePriceType
537QuoteTypeQuoteType
581AccountTypeAccountType
625TradingSessionSubIDstring
640Price2Price
660AcctIDSourceAcctIDSource
692QuotePriceTypeQuotePriceType
854QtyTypeQtyType
FinancingDetailsFinancingDetails
InstrumentInstrument
OrderQtyDataOrderQtyData
PartiesParties
QuotQualGrpQuotQualGrp
QuotReqLegsGrpQuotReqLegsGrp
SpreadOrBenchmarkCurveDataSpreadOrBenchmarkCurveData
StipulationsStipulations
UndInstrmtGrpUndInstrmtGrp
YieldDataYieldData

QuotReqLegsGrp

QuotReqGrp

QuotReqRjctGrp

TagNameTypeRequired
555NoLegsNumInGroup
587LegSettlTypechar
588LegSettlDateLocalMktDate
687LegQtyQty
690LegSwapTypeLegSwapType
InstrumentLegInstrumentLeg
LegBenchmarkCurveDataLegBenchmarkCurveData
LegStipulationsLegStipulations
NestedPartiesNestedParties

QuotReqRjctGrp

QuoteRequestReject

TagNameTypeRequired
1Accountstring
15CurrencyCurrency
40OrdTypeOrdType
44PricePrice
54SideSide
60TransactTimeUTCTimestamp
63SettlTypeSettlType
64SettlDateLocalMktDate
126ExpireTimeUTCTimestamp
140PrevClosePxPrice
146NoRelatedSymNumInGroup
192OrderQty2Qty
193SettlDate2LocalMktDate
229TradeOriginationDateLocalMktDate
303QuoteRequestTypeQuoteRequestType
336TradingSessionIDstring
423PriceTypePriceType
537QuoteTypeQuoteType
581AccountTypeAccountType
625TradingSessionSubIDstring
640Price2Price
660AcctIDSourceAcctIDSource
692QuotePriceTypeQuotePriceType
854QtyTypeQtyType
FinancingDetailsFinancingDetails
InstrumentInstrument
OrderQtyDataOrderQtyData
PartiesParties
QuotQualGrpQuotQualGrp
QuotReqLegsGrpQuotReqLegsGrp
SpreadOrBenchmarkCurveDataSpreadOrBenchmarkCurveData
StipulationsStipulations
UndInstrmtGrpUndInstrmtGrp
YieldDataYieldData

QuotSetAckGrp

MassQuoteAcknowledgement

TagNameTypeRequired
296NoQuoteSetsNumInGroup
302QuoteSetIDstring
304TotNoQuoteEntriesint
893LastFragmentLastFragment
QuotEntryAckGrpQuotEntryAckGrp
UnderlyingInstrumentUnderlyingInstrument

QuotSetGrp

MassQuote

TagNameTypeRequired
296NoQuoteSetsNumInGroup
302QuoteSetIDstring
304TotNoQuoteEntriesint
367QuoteSetValidUntilTimeUTCTimestamp
893LastFragmentLastFragment
QuotEntryGrpQuotEntryGrp
UnderlyingInstrumentUnderlyingInstrument

RFQReqGrp

RFQRequest

TagNameTypeRequired
140PrevClosePxPrice
146NoRelatedSymNumInGroup
303QuoteRequestTypeQuoteRequestType
336TradingSessionIDstring
537QuoteTypeQuoteType
625TradingSessionSubIDstring
InstrmtLegGrpInstrmtLegGrp
InstrumentInstrument
UndInstrmtGrpUndInstrmtGrp

RelSymDerivSecGrp

DerivativeSecurityList

TagNameTypeRequired
15CurrencyCurrency
58Textstring
146NoRelatedSymNumInGroup
336TradingSessionIDstring
354EncodedTextLenLength
355EncodedTextdata
625TradingSessionSubIDstring
827ExpirationCycleExpirationCycle
InstrmtLegGrpInstrmtLegGrp
InstrumentInstrument
InstrumentExtensionInstrumentExtension

RgstDistInstGrp

RegistrationInstructions

TagNameTypeRequired
477DistribPaymentMethodDistribPaymentMethod
478CashDistribCurrCurrency
498CashDistribAgentNamestring
499CashDistribAgentCodestring
500CashDistribAgentAcctNumberstring
501CashDistribPayRefstring
502CashDistribAgentAcctNamestring
510NoDistribInstsNumInGroup
512DistribPercentagePercentage

RgstDtlsGrp

RegistrationInstructions

TagNameTypeRequired
473NoRegistDtlsNumInGroup
474MailingDtlsstring
475InvestorCountryOfResidenceCountry
482MailingInststring
486DateOfBirthLocalMktDate
509RegistDtlsstring
511RegistEmailstring
522OwnerTypeOwnerType
NestedPartiesNestedParties

RoutingGrp

Email

IOI

News

TagNameTypeRequired
215NoRoutingIDsNumInGroup
216RoutingTypeRoutingType
217RoutingIDstring

SecAltIDGrp

Instrument

TagNameTypeRequired
454NoSecurityAltIDNumInGroup
455SecurityAltIDstring
456SecurityAltIDSourcestring

SecListGrp

SecurityList

TagNameTypeRequired
15CurrencyCurrency
58Textstring
146NoRelatedSymNumInGroup
336TradingSessionIDstring
354EncodedTextLenLength
355EncodedTextdata
561RoundLotQty
562MinTradeVolQty
625TradingSessionSubIDstring
827ExpirationCycleExpirationCycle
FinancingDetailsFinancingDetails
InstrmtLegSecListGrpInstrmtLegSecListGrp
InstrumentInstrument
InstrumentExtensionInstrumentExtension
SpreadOrBenchmarkCurveDataSpreadOrBenchmarkCurveData
StipulationsStipulations
UndInstrmtGrpUndInstrmtGrp
YieldDataYieldData

SecTypesGrp

SecurityTypes

TagNameTypeRequired
167SecurityTypeSecurityType
460ProductProduct
461CFICodestring
558NoSecurityTypesNumInGroup
762SecuritySubTypestring

SettlInstGrp

SettlementInstructions

TagNameTypeRequired
54SideSide
126ExpireTimeUTCTimestamp
162SettlInstIDstring
163SettlInstTransTypeSettlInstTransType
167SecurityTypeSecurityType
168EffectiveTimeUTCTimestamp
214SettlInstRefIDstring
460ProductProduct
461CFICodestring
476PaymentRefstring
488CardHolderNamestring
489CardNumberstring
490CardExpDateLocalMktDate
491CardIssNumstring
492PaymentMethodPaymentMethod
503CardStartDateLocalMktDate
504PaymentDateLocalMktDate
505PaymentRemitterIDstring
778NoSettlInstNumInGroup
779LastUpdateTimeUTCTimestamp
PartiesParties
SettlInstructionsDataSettlInstructionsData

SettlParties

DlvyInstGrp

TagNameTypeRequired
781NoSettlPartyIDsNumInGroup
Repeating group below should contain unique combinations of SettlPartyID, SettlPartyIDSource, and SettlPartyRole
782SettlPartyIDstring
Used to identify source of SettlPartyID. Required if SettlPartyIDSource is specified. Required if NoSettlPartyIDs > 0.
783SettlPartyIDSourcechar
Used to identify class source of SettlPartyID value (e.g. BIC). Required if SettlPartyID is specified. Required if NoSettlPartyIDs > 0.
784SettlPartyRoleint
Identifies the type of SettlPartyID (e.g. Executing Broker). Required if NoSettlPartyIDs > 0.
SettlPtysSubGrpSettlPtysSubGrp
Repeating group of SettlParty sub-identifiers.

SettlPtysSubGrp

SettlParties

TagNameTypeRequired
785SettlPartySubIDstring
786SettlPartySubIDTypeint
801NoSettlPartySubIDsNumInGroup

SideCrossOrdCxlGrp

CrossOrderCancelRequest

TagNameTypeRequired
11ClOrdIDstring
41OrigClOrdIDstring
54SideSide
58Textstring
75TradeDateLocalMktDate
229TradeOriginationDateLocalMktDate
354EncodedTextLenLength
355EncodedTextdata
376ComplianceIDstring
526SecondaryClOrdIDstring
552NoSidesNumInGroup
583ClOrdLinkIDstring
586OrigOrdModTimeUTCTimestamp
OrderQtyDataOrderQtyData
PartiesParties

SideCrossOrdModGrp

CrossOrderCancelReplaceRequest

NewOrderCross

TagNameTypeRequired
1Accountstring
11ClOrdIDstring
54SideSide
58Textstring
70AllocIDstring
75TradeDateLocalMktDate
77PositionEffectPositionEffect
120SettlCurrencyCurrency
121ForexReqForexReq
203CoveredOrUncoveredCoveredOrUncovered
229TradeOriginationDateLocalMktDate
354EncodedTextLenLength
355EncodedTextdata
377SolicitedFlagSolicitedFlag
526SecondaryClOrdIDstring
528OrderCapacityOrderCapacity
529OrderRestrictionsOrderRestrictions
544CashMarginCashMargin
552NoSidesNumInGroup
581AccountTypeAccountType
582CustOrderCapacityCustOrderCapacity
583ClOrdLinkIDstring
589DayBookingInstDayBookingInst
590BookingUnitBookingUnit
591PreallocMethodPreallocMethod
635ClearingFeeIndicatorClearingFeeIndicator
659SideComplianceIDstring
660AcctIDSourceAcctIDSource
775BookingTypeBookingType
854QtyTypeQtyType
CommissionDataCommissionData
OrderQtyDataOrderQtyData
PartiesParties
PreAllocGrpPreAllocGrp

TrdAllocGrp

TradeCaptureReportAck

TrdCapRptSideGrp

TagNameTypeRequired
78NoAllocsNumInGroup
79AllocAccountstring
80AllocQtyQty
467IndividualAllocIDstring
661AllocAcctIDSourceint
736AllocSettlCurrencyCurrency
NestedParties2NestedParties2

TrdCapDtGrp

TradeCaptureReportRequest

TagNameTypeRequired
60TransactTimeUTCTimestamp
75TradeDateLocalMktDate
580NoDatesNumInGroup

TrdCapRptSideGrp

TradeCaptureReport

TagNameTypeRequired
1Accountstring
11ClOrdIDstring
15CurrencyCurrency
18ExecInstExecInst
37OrderIDstring
40OrdTypeOrdType
54SideSide
58Textstring
66ListIDstring
70AllocIDstring
77PositionEffectPositionEffect
81ProcessCodeProcessCode
118NetMoneyAmt
119SettlCurrAmtAmt
120SettlCurrencyCurrency
155SettlCurrFxRatefloat
156SettlCurrFxRateCalcSettlCurrFxRateCalc
157NumDaysInterestint
158AccruedInterestRatePercentage
159AccruedInterestAmtAmt
198SecondaryOrderIDstring
230ExDateLocalMktDate
237TotalTakedownAmt
238ConcessionAmt
336TradingSessionIDstring
354EncodedTextLenLength
355EncodedTextdata
376ComplianceIDstring
377SolicitedFlagSolicitedFlag
381GrossTradeAmtAmt
483TransBkdTimeUTCTimestamp
526SecondaryClOrdIDstring
528OrderCapacityOrderCapacity
529OrderRestrictionsOrderRestrictions
552NoSidesNumInGroup
575OddLotOddLot
578TradeInputSourcestring
579TradeInputDevicestring
581AccountTypeAccountType
582CustOrderCapacityCustOrderCapacity
591PreallocMethodPreallocMethod
625TradingSessionSubIDstring
660AcctIDSourceAcctIDSource
738InterestAtMaturityAmt
752SideMultiLegReportingTypeSideMultiLegReportingType
821OrderInputDevicestring
825ExchangeRulestring
826TradeAllocIndicatorTradeAllocIndicator
920EndAccruedInterestAmtAmt
921StartCashAmt
922EndCashAmt
943TimeBracketstring
ClrInstGrpClrInstGrp
CommissionDataCommissionData
ContAmtGrpContAmtGrp
MiscFeesGrpMiscFeesGrp
PartiesParties
StipulationsStipulations
TrdAllocGrpTrdAllocGrp

TrdCollGrp

CollateralAssignment

CollateralInquiry

CollateralInquiryAck

CollateralReport

CollateralRequest

CollateralResponse

TagNameTypeRequired
571TradeReportIDstring
818SecondaryTradeReportIDstring
897NoTradesNumInGroup

TrdInstrmtLegGrp

TradeCaptureReport

TradeCaptureReportAck

TagNameTypeRequired
555NoLegsNumInGroup
564LegPositionEffectchar
565LegCoveredOrUncoveredint
566LegPricePrice
587LegSettlTypechar
588LegSettlDateLocalMktDate
637LegLastPxPrice
654LegRefIDstring
687LegQtyQty
690LegSwapTypeLegSwapType
InstrumentLegInstrumentLeg
LegStipulationsLegStipulations
NestedPartiesNestedParties

TrdRegTimestamps

CollateralAssignment

CollateralInquiry

CollateralReport

CollateralRequest

CollateralResponse

Confirmation

TradeCaptureReport

TradeCaptureReportAck

TagNameTypeRequired
768NoTrdRegTimestampsNumInGroup
769TrdRegTimestampUTCTimestamp
Required if NoTrdRegTimestamps > 1
770TrdRegTimestampTypeTrdRegTimestampType
Required if NoTrdRegTimestamps > 1
771TrdRegTimestampOriginstring
Optional

UndInstrmtCollGrp

CollateralAssignment

CollateralRequest

CollateralResponse

TagNameTypeRequired
711NoUnderlyingsNumInGroup
944CollActionCollAction
UnderlyingInstrumentUnderlyingInstrument

UndInstrmtStrkPxGrp

ListStrikePrice

TagNameTypeRequired
11ClOrdIDstring
15CurrencyCurrency
44PricePrice
54SideSide
58Textstring
140PrevClosePxPrice
354EncodedTextLenLength
355EncodedTextdata
526SecondaryClOrdIDstring
711NoUnderlyingsNumInGroup
UnderlyingInstrumentUnderlyingInstrument

UndSecAltIDGrp

UnderlyingInstrument

TagNameTypeRequired
457NoUnderlyingSecurityAltIDNumInGroup
458UnderlyingSecurityAltIDstring
459UnderlyingSecurityAltIDSourcestring

UnderlyingStipulations

UnderlyingInstrument

TagNameTypeRequired
887NoUnderlyingStipsNumInGroup
888UnderlyingStipTypestring
Required if NoUnderlyingStips >0
889UnderlyingStipValuestring

Fields

Tagged Fields available for Business Messages

NameTagTypeMember of:
Account1 string AssignmentReport
CollateralAssignment
CollateralInquiry
CollateralInquiryAck
CollateralReport
CollateralRequest
CollateralResponse
ExecutionReport
MassQuote
MassQuoteAcknowledgement
MultilegOrderCancelReplace
NewOrderMultileg
NewOrderSingle
OrderCancelReject
OrderCancelReplaceRequest
OrderCancelRequest
OrderMassStatusRequest
OrderStatusRequest
PositionMaintenanceReport
PositionMaintenanceRequest
PositionReport
Quote
QuoteCancel
QuoteResponse
QuoteStatusReport
QuoteStatusRequest
RegistrationInstructions
RegistrationInstructionsResponse
RequestForPositions
RequestForPositionsAck
TradeCaptureReportAck
BidCompReqGrp
ListOrdGrp
QuotReqGrp
QuotReqRjctGrp
SideCrossOrdModGrp
TrdCapRptSideGrp
AdvId2 string Advertisement
AdvRefID3 string Advertisement
AdvSide4 AdvSide Advertisement
AdvTransType5 AdvTransType Advertisement
AvgPx6 Price AllocationInstruction
AllocationReport
Confirmation
ExecutionReport
TradeCaptureReport
OrdListStatGrp
BeginString8 string
BodyLength9 Length
CheckSum10 string
ClOrdID11 string CollateralAssignment
CollateralInquiry
CollateralInquiryAck
CollateralReport
CollateralRequest
CollateralResponse
Email
ExecutionReport
MultilegOrderCancelReplace
NewOrderMultileg
NewOrderSingle
OrderCancelReject
OrderCancelReplaceRequest
OrderCancelRequest
OrderMassCancelReport
OrderMassCancelRequest
OrderStatusRequest
QuoteRequest
QuoteResponse
RegistrationInstructions
RegistrationInstructionsResponse
SettlementInstructions
TradeCaptureReportRequest
ListOrdGrp
OrdAllocGrp
OrdListStatGrp
SideCrossOrdCxlGrp
SideCrossOrdModGrp
TrdCapRptSideGrp
UndInstrmtStrkPxGrp
Commission12 Amt Quote
QuoteResponse
QuoteStatusReport
CommissionData
CommType13 CommType Quote
QuoteResponse
QuoteStatusReport
CommissionData
CumQty14 Qty ExecutionReport
OrdListStatGrp
Currency15 Currency Advertisement
AllocationInstruction
AllocationReport
AssignmentReport
BidRequest
CollateralAssignment
CollateralInquiry
CollateralInquiryAck
CollateralReport
CollateralRequest
CollateralResponse
Confirmation
CrossOrderCancelReplaceRequest
DerivativeSecurityListRequest
ExecutionReport
IOI
MultilegOrderCancelReplace
NewOrderCross
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
PositionMaintenanceReport
PositionMaintenanceRequest
PositionReport
Quote
QuoteResponse
QuoteStatusReport
RequestForPositions
RequestForPositionsAck
SecurityDefinition
SecurityDefinitionRequest
SecurityListRequest
SecurityStatus
SecurityStatusRequest
ListOrdGrp
MDFullGrp
MDIncGrp
QuotEntryAckGrp
QuotEntryGrp
QuotReqGrp
QuotReqRjctGrp
RelSymDerivSecGrp
SecListGrp
TrdCapRptSideGrp
UndInstrmtStrkPxGrp
ExecID17 string DontKnowTrade
ExecutionReport
TradeCaptureReport
TradeCaptureReportAck
TradeCaptureReportRequest
ExecAllocGrp
ExecCollGrp
ExecsGrp
ExecInst18 ExecInst CrossOrderCancelReplaceRequest
ExecutionReport
MultilegOrderCancelReplace
NewOrderCross
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
ListOrdGrp
MDFullGrp
MDIncGrp
TrdCapRptSideGrp
ExecRefID19 string ExecutionReport
HandlInst21 HandlInst CrossOrderCancelReplaceRequest
ExecutionReport
MultilegOrderCancelReplace
NewOrderCross
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
ListOrdGrp
SecurityIDSource22 SecurityIDSource Instrument
IOIID23 string CrossOrderCancelReplaceRequest
IOI
MultilegOrderCancelReplace
NewOrderCross
NewOrderMultileg
NewOrderSingle
QuoteResponse
ListOrdGrp
IOIQltyInd25 IOIQltyInd IOI
IOIRefID26 string IOI
IOIQty27 IOIQty IOI
IOITransType28 IOITransType IOI
LastCapacity29 LastCapacity ExecutionReport
ExecAllocGrp
LastMkt30 Exchange Advertisement
AllocationInstruction
AllocationReport
Confirmation
ExecutionReport
TradeCaptureReport
LastPx31 Price DontKnowTrade
ExecutionReport
SecurityStatus
TradeCaptureReport
ExecAllocGrp
LastQty32 Qty DontKnowTrade
ExecutionReport
TradeCaptureReport
ExecAllocGrp
NoLinesOfText33 NumInGroup LinesOfTextGrp
MsgSeqNum34 int
MsgType35 string
OrderID37 string CollateralAssignment
CollateralInquiry
CollateralInquiryAck
CollateralReport
CollateralRequest
CollateralResponse
CrossOrderCancelReplaceRequest
CrossOrderCancelRequest
DontKnowTrade
Email
ExecutionReport
MultilegOrderCancelReplace
OrderCancelReject
OrderCancelReplaceRequest
OrderCancelRequest
OrderMassCancelReport
OrderStatusRequest
TradeCaptureReportRequest
MDFullGrp
MDIncGrp
OrdAllocGrp
TrdCapRptSideGrp
OrderQty38 Qty OrdAllocGrp
OrderQtyData
OrdStatus39 OrdStatus ExecutionReport
OrderCancelReject
TradeCaptureReport
OrdListStatGrp
OrdType40 OrdType CrossOrderCancelReplaceRequest
ExecutionReport
MultilegOrderCancelReplace
NewOrderCross
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
Quote
QuoteResponse
QuoteStatusReport
ListOrdGrp
QuotEntryAckGrp
QuotEntryGrp
QuotReqGrp
QuotReqRjctGrp
TrdCapRptSideGrp
OrigClOrdID41 string ExecutionReport
MultilegOrderCancelReplace
OrderCancelReject
OrderCancelReplaceRequest
OrderCancelRequest
AffectedOrdGrp
SideCrossOrdCxlGrp
OrigTime42 UTCTimestamp Email
News
PossDupFlag43 Boolean
Price44 Price Advertisement
CollateralAssignment
CollateralInquiry
CollateralReport
CollateralRequest
CollateralResponse
CrossOrderCancelReplaceRequest
ExecutionReport
IOI
MultilegOrderCancelReplace
NewOrderCross
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
QuoteResponse
QuoteStatusReport
BidCompRspGrp
ListOrdGrp
QuotReqGrp
QuotReqRjctGrp
UndInstrmtStrkPxGrp
SecurityID48 string Instrument
SenderCompID49 string
SenderSubID50 string
SendingTime52 UTCTimestamp
Quantity53 Qty Advertisement
AllocationInstruction
AllocationReport
CollateralAssignment
CollateralInquiry
CollateralInquiryAck
CollateralReport
CollateralRequest
CollateralResponse
Side54 Side AllocationInstruction
AllocationReport
CollateralAssignment
CollateralInquiry
CollateralReport
CollateralRequest
CollateralResponse
Confirmation
DontKnowTrade
ExecutionReport
IOI
MultilegOrderCancelReplace
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
OrderCancelRequest
OrderMassCancelReport
OrderMassCancelRequest
OrderMassStatusRequest
OrderStatusRequest
Quote
QuoteResponse
QuoteStatusReport
SettlementInstructionRequest
TradeCaptureReportRequest
BidCompReqGrp
BidCompRspGrp
ListOrdGrp
QuotReqGrp
QuotReqRjctGrp
SettlInstGrp
SideCrossOrdCxlGrp
SideCrossOrdModGrp
TrdCapRptSideGrp
UndInstrmtStrkPxGrp
Symbol55 string Instrument
TargetCompID56 string
TargetSubID57 string
Text58 string Advertisement
AllocationInstruction
AllocationInstructionAck
AllocationReport
AllocationReportAck
AssignmentReport
BidRequest
CollateralAssignment
CollateralInquiry
CollateralInquiryAck
CollateralReport
CollateralRequest
CollateralResponse
Confirmation
ConfirmationAck
ConfirmationRequest
DerivativeSecurityListRequest
DontKnowTrade
ExecutionReport
IOI
ListCancelRequest
ListExecute
ListStatusRequest
MarketDataRequestReject
MassQuoteAcknowledgement
MultilegOrderCancelReplace
NewOrderMultileg
NewOrderSingle
OrderCancelReject
OrderCancelReplaceRequest
OrderCancelRequest
OrderMassCancelReport
OrderMassCancelRequest
PositionMaintenanceReport
PositionMaintenanceRequest
PositionReport
Quote
QuoteRequest
QuoteRequestReject
QuoteResponse
QuoteStatusReport
RequestForPositions
RequestForPositionsAck
SecurityDefinition
SecurityDefinitionRequest
SecurityListRequest
SecurityStatus
SecurityTypeRequest
SecurityTypes
SettlementInstructions
TradeCaptureReportAck
TradeCaptureReportRequest
TradeCaptureReportRequestAck
TradingSessionStatus
BidCompRspGrp
LinesOfTextGrp
ListOrdGrp
MDFullGrp
MDIncGrp
OrdListStatGrp
RelSymDerivSecGrp
SecListGrp
SideCrossOrdCxlGrp
SideCrossOrdModGrp
TrdCapRptSideGrp
UndInstrmtStrkPxGrp
TimeInForce59 TimeInForce CrossOrderCancelReplaceRequest
ExecutionReport
MultilegOrderCancelReplace
NewOrderCross
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
ListOrdGrp
MDFullGrp
MDIncGrp
TransactTime60 UTCTimestamp Advertisement
AllocationInstruction
AllocationInstructionAck
AllocationReport
AllocationReportAck
CollateralAssignment
CollateralRequest
CollateralResponse
Confirmation
ConfirmationAck
ConfirmationRequest
CrossOrderCancelReplaceRequest
CrossOrderCancelRequest
ExecutionReport
IOI
ListCancelRequest
ListExecute
ListStatus
MultilegOrderCancelReplace
NewOrderCross
NewOrderMultileg
NewOrderSingle
OrderCancelReject
OrderCancelReplaceRequest
OrderCancelRequest
OrderMassCancelReport
OrderMassCancelRequest
PositionMaintenanceReport
PositionMaintenanceRequest
Quote
QuoteResponse
QuoteStatusReport
RequestForPositions
SecurityStatus
SettlementInstructionRequest
SettlementInstructions
TradeCaptureReport
TradeCaptureReportAck
ListOrdGrp
QuotEntryAckGrp
QuotEntryGrp
QuotReqGrp
QuotReqRjctGrp
TrdCapDtGrp
Urgency61 Urgency News
ValidUntilTime62 UTCTimestamp IOI
Quote
QuoteResponse
QuoteStatusReport
QuotEntryAckGrp
QuotEntryGrp
QuotReqGrp
SettlType63 SettlType AllocationInstruction
AllocationReport
Confirmation
CrossOrderCancelReplaceRequest
ExecutionReport
MultilegOrderCancelReplace
NewOrderCross
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
Quote
QuoteResponse
QuoteStatusReport
TradeCaptureReport
BidCompReqGrp
BidCompRspGrp
ListOrdGrp
QuotReqGrp
QuotReqRjctGrp
SettlDate64 LocalMktDate AllocationInstruction
AllocationReport
CollateralAssignment
CollateralInquiry
CollateralInquiryAck
CollateralReport
CollateralRequest
CollateralResponse
Confirmation
CrossOrderCancelReplaceRequest
ExecutionReport
MultilegOrderCancelReplace
NewOrderCross
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
Quote
QuoteResponse
QuoteStatusReport
TradeCaptureReport
BidCompReqGrp
BidCompRspGrp
ListOrdGrp
QuotEntryAckGrp
QuotEntryGrp
QuotReqGrp
QuotReqRjctGrp
SymbolSfx65 string Instrument
ListID66 string ExecutionReport
ListCancelRequest
ListExecute
ListStatus
ListStatusRequest
ListStrikePrice
NewOrderList
OrderCancelReject
OrderCancelReplaceRequest
OrderCancelRequest
BidCompReqGrp
BidCompRspGrp
OrdAllocGrp
TrdCapRptSideGrp
ListSeqNo67 int ListOrdGrp
TotNoOrders68 int ListStatus
NewOrderList
ListExecInst69 string NewOrderList
AllocID70 string AllocationInstruction
AllocationInstructionAck
AllocationReport
AllocationReportAck
Confirmation
ConfirmationRequest
MultilegOrderCancelReplace
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
ListOrdGrp
SideCrossOrdModGrp
TrdCapRptSideGrp
AllocTransType71 AllocTransType AllocationInstruction
AllocationReport
RefAllocID72 string AllocationInstruction
AllocationReport
NoOrders73 NumInGroup ListOrdGrp
OrdAllocGrp
OrdListStatGrp
AvgPxPrecision74 int AllocationInstruction
AllocationReport
Confirmation
TradeDate75 LocalMktDate Advertisement
AllocationInstruction
AllocationInstructionAck
AllocationReport
AllocationReportAck
BidRequest
Confirmation
ConfirmationAck
ExecutionReport
ListCancelRequest
MultilegOrderCancelReplace
NewOrderMultileg
NewOrderSingle
OrderCancelReject
OrderCancelReplaceRequest
TradeCaptureReport
ListOrdGrp
SideCrossOrdCxlGrp
SideCrossOrdModGrp
TrdCapDtGrp
PositionEffect77 PositionEffect AllocationInstruction
AllocationReport
ExecutionReport
MultilegOrderCancelReplace
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
TradeCaptureReportAck
ListOrdGrp
SideCrossOrdModGrp
TrdCapRptSideGrp
NoAllocs78 NumInGroup AllocAckGrp
AllocGrp
PreAllocGrp
PreAllocMlegGrp
TrdAllocGrp
AllocAccount79 string Confirmation
ConfirmationRequest
SettlementInstructionRequest
AllocAckGrp
AllocGrp
PreAllocGrp
PreAllocMlegGrp
TrdAllocGrp
AllocQty80 Qty Confirmation
AllocGrp
PreAllocGrp
PreAllocMlegGrp
TrdAllocGrp
ProcessCode81 ProcessCode Confirmation
CrossOrderCancelReplaceRequest
MultilegOrderCancelReplace
NewOrderCross
NewOrderMultileg
NewOrderSingle
AllocGrp
ListOrdGrp
TrdCapRptSideGrp
NoRpts82 int ListStatus
RptSeq83 int ListStatus
CxlQty84 Qty OrdListStatGrp
NoDlvyInst85 NumInGroup DlvyInstGrp
AllocStatus87 AllocStatus AllocationInstructionAck
AllocationReport
AllocationReportAck
AllocRejCode88 AllocRejCode AllocationInstructionAck
AllocationReport
AllocationReportAck
Signature89 data
SecureDataLen90 Length
SecureData91 data
SignatureLength93 Length
EmailType94 EmailType Email
RawDataLength95 Length Email
News
UserRequest
RawData96 data Email
News
UserRequest
PossResend97 Boolean
StopPx99 Price CrossOrderCancelReplaceRequest
ExecutionReport
MultilegOrderCancelReplace
NewOrderCross
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
ListOrdGrp
ExDestination100 Exchange CrossOrderCancelReplaceRequest
MultilegOrderCancelReplace
NewOrderCross
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
Quote
QuoteResponse
QuoteStatusReport
ListOrdGrp
CxlRejReason102 CxlRejReason OrderCancelReject
OrdRejReason103 OrdRejReason ExecutionReport
OrdListStatGrp
IOIQualifier104 IOIQualifier IOIQualGrp
Issuer106 string Instrument
SecurityDesc107 string Instrument
MinQty110 Qty CrossOrderCancelReplaceRequest
ExecutionReport
MultilegOrderCancelReplace
NewOrderCross
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
ListOrdGrp
MDFullGrp
MDIncGrp
MaxFloor111 Qty CrossOrderCancelReplaceRequest
ExecutionReport
MultilegOrderCancelReplace
NewOrderCross
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
ListOrdGrp
ReportToExch113 ReportToExch ExecutionReport
LocateReqd114 LocateReqd CrossOrderCancelReplaceRequest
MultilegOrderCancelReplace
NewOrderCross
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
ListOrdGrp
OnBehalfOfCompID115 string
OnBehalfOfSubID116 string
QuoteID117 string CrossOrderCancelReplaceRequest
MassQuote
MassQuoteAcknowledgement
MultilegOrderCancelReplace
NewOrderCross
NewOrderMultileg
NewOrderSingle
Quote
QuoteCancel
QuoteResponse
QuoteStatusReport
QuoteStatusRequest
ListOrdGrp
NetMoney118 Amt AllocationInstruction
AllocationReport
Confirmation
ExecutionReport
TrdCapRptSideGrp
SettlCurrAmt119 Amt Confirmation
ExecutionReport
AllocGrp
TrdCapRptSideGrp
SettlCurrency120 Currency Confirmation
ExecutionReport
MultilegOrderCancelReplace
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
AllocGrp
ListOrdGrp
SideCrossOrdModGrp
TrdCapRptSideGrp
ForexReq121 ForexReq BidRequest
MultilegOrderCancelReplace
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
ListOrdGrp
SideCrossOrdModGrp
OrigSendingTime122 UTCTimestamp
NoExecs124 NumInGroup ExecAllocGrp
ExecCollGrp
ExecsGrp
ExpireTime126 UTCTimestamp CollateralAssignment
CollateralRequest
CrossOrderCancelReplaceRequest
ExecutionReport
MultilegOrderCancelReplace
NewOrderCross
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
QuoteStatusReport
SettlementInstructionRequest
ListOrdGrp
MDFullGrp
MDIncGrp
QuotReqGrp
QuotReqRjctGrp
SettlInstGrp
DKReason127 DKReason DontKnowTrade
DeliverToCompID128 string
DeliverToSubID129 string
IOINaturalFlag130 IOINaturalFlag IOI
QuoteReqID131 string MassQuote
MassQuoteAcknowledgement
Quote
QuoteCancel
QuoteRequest
QuoteRequestReject
QuoteStatusReport
BidPx132 Price Quote
QuoteResponse
QuoteStatusReport
QuotEntryAckGrp
QuotEntryGrp
OfferPx133 Price Quote
QuoteResponse
QuoteStatusReport
QuotEntryAckGrp
QuotEntryGrp
BidSize134 Qty Quote
QuoteResponse
QuoteStatusReport
QuotEntryAckGrp
QuotEntryGrp
OfferSize135 Qty Quote
QuoteResponse
QuoteStatusReport
QuotEntryAckGrp
QuotEntryGrp
NoMiscFees136 NumInGroup MiscFeesGrp
MiscFeeAmt137 Amt MiscFeesGrp
MiscFeeCurr138 Currency MiscFeesGrp
MiscFeeType139 MiscFeeType MiscFeesGrp
PrevClosePx140 Price CrossOrderCancelReplaceRequest
MultilegOrderCancelReplace
NewOrderCross
NewOrderMultileg
NewOrderSingle
ListOrdGrp
QuotReqGrp
QuotReqRjctGrp
RFQReqGrp
UndInstrmtStrkPxGrp
SenderLocationID142 string
TargetLocationID143 string
OnBehalfOfLocationID144 string
DeliverToLocationID145 string
NoRelatedSym146 NumInGroup InstrmtGrp
InstrmtMDReqGrp
QuotReqGrp
QuotReqRjctGrp
RFQReqGrp
RelSymDerivSecGrp
SecListGrp
Subject147 string Email
Headline148 string News
URLLink149 string Advertisement
IOI
News
ExecType150 ExecType ExecutionReport
TradeCaptureReport
TradeCaptureReportAck
TradeCaptureReportRequest
LeavesQty151 Qty ExecutionReport
OrdListStatGrp
CashOrderQty152 Qty OrderQtyData
AllocAvgPx153 Price AllocGrp
AllocNetMoney154 Amt AllocGrp
SettlCurrFxRate155 float Confirmation
ExecutionReport
AllocGrp
TrdCapRptSideGrp
SettlCurrFxRateCalc156 SettlCurrFxRateCalc Confirmation
ExecutionReport
Quote
QuoteResponse
QuoteStatusReport
AllocGrp
TrdCapRptSideGrp
NumDaysInterest157 int AllocationInstruction
AllocationReport
Confirmation
ExecutionReport
TrdCapRptSideGrp
AccruedInterestRate158 Percentage AllocationInstruction
AllocationReport
Confirmation
ExecutionReport
TrdCapRptSideGrp
AccruedInterestAmt159 Amt AllocationInstruction
AllocationReport
CollateralAssignment
CollateralInquiry
CollateralReport
CollateralRequest
CollateralResponse
Confirmation
ExecutionReport
TrdCapRptSideGrp
SettlInstMode160 SettlInstMode SettlementInstructions
ListOrdGrp
AllocText161 string AllocAckGrp
AllocGrp
SettlInstID162 string SettlInstGrp
SettlInstTransType163 SettlInstTransType SettlInstGrp
EmailThreadID164 string Email
SettlInstSource165 SettlInstSource DlvyInstGrp
SecurityType167 SecurityType AllocationInstructionAck
AllocationReportAck
SecurityTypeRequest
SettlementInstructionRequest
SecTypesGrp
SettlInstGrp
Instrument
EffectiveTime168 UTCTimestamp CrossOrderCancelReplaceRequest
ExecutionReport
MultilegOrderCancelReplace
NewOrderCross
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
SettlementInstructionRequest
ListOrdGrp
SettlInstGrp
StandInstDbType169 StandInstDbType SettlementInstructionRequest
SettlInstructionsData
StandInstDbName170 string SettlementInstructionRequest
SettlInstructionsData
StandInstDbID171 string SettlementInstructionRequest
SettlInstructionsData
SettlDeliveryType172 SettlDeliveryType SettlInstructionsData
BidSpotRate188 Price Quote
QuoteResponse
QuoteStatusReport
QuotEntryAckGrp
QuotEntryGrp
BidForwardPoints189 PriceOffset Quote
QuoteResponse
QuoteStatusReport
QuotEntryAckGrp
QuotEntryGrp
OfferSpotRate190 Price Quote
QuoteResponse
QuoteStatusReport
QuotEntryAckGrp
QuotEntryGrp
OfferForwardPoints191 PriceOffset Quote
QuoteResponse
QuoteStatusReport
QuotEntryAckGrp
QuotEntryGrp
OrderQty2192 Qty ExecutionReport
NewOrderSingle
OrderCancelReplaceRequest
Quote
QuoteResponse
QuoteStatusReport
ListOrdGrp
QuotEntryAckGrp
QuotEntryGrp
QuotReqGrp
QuotReqRjctGrp
SettlDate2193 LocalMktDate ExecutionReport
NewOrderSingle
OrderCancelReplaceRequest
Quote
QuoteResponse
QuoteStatusReport
ListOrdGrp
QuotEntryAckGrp
QuotEntryGrp
QuotReqGrp
QuotReqRjctGrp
LastSpotRate194 Price ExecutionReport
TradeCaptureReport
LastForwardPoints195 PriceOffset ExecutionReport
TradeCaptureReport
AllocLinkID196 string AllocationInstruction
AllocationReport
AllocLinkType197 AllocLinkType AllocationInstruction
AllocationReport
SecondaryOrderID198 string CollateralAssignment
CollateralInquiry
CollateralInquiryAck
CollateralReport
CollateralRequest
CollateralResponse
DontKnowTrade
ExecutionReport
OrderCancelReject
OrderMassCancelReport
OrdAllocGrp
TrdCapRptSideGrp
NoIOIQualifiers199 NumInGroup IOIQualGrp
MaturityMonthYear200 MonthYear Instrument
StrikePrice202 Price Instrument
CoveredOrUncovered203 CoveredOrUncovered MultilegOrderCancelReplace
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
ListOrdGrp
SideCrossOrdModGrp
OptAttribute206 char Instrument
SecurityExchange207 Exchange Instrument
NotifyBrokerOfCredit208 NotifyBrokerOfCredit AllocGrp
AllocHandlInst209 AllocHandlInst AllocGrp
MaxShow210 Qty CrossOrderCancelReplaceRequest
ExecutionReport
MultilegOrderCancelReplace
NewOrderCross
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
ListOrdGrp
PegOffsetValue211 float PegInstructions
XmlDataLen212 Length
XmlData213 data
SettlInstRefID214 string SettlInstGrp
NoRoutingIDs215 NumInGroup RoutingGrp
RoutingType216 RoutingType RoutingGrp
RoutingID217 string RoutingGrp
Spread218 PriceOffset SpreadOrBenchmarkCurveData
BenchmarkCurveCurrency220 Currency SpreadOrBenchmarkCurveData
BenchmarkCurveName221 string SpreadOrBenchmarkCurveData
BenchmarkCurvePoint222 string SpreadOrBenchmarkCurveData
CouponRate223 Percentage Instrument
CouponPaymentDate224 LocalMktDate Instrument
IssueDate225 LocalMktDate Instrument
RepurchaseTerm226 int Instrument
RepurchaseRate227 Percentage Instrument
Factor228 float Instrument
TradeOriginationDate229 LocalMktDate AllocationInstruction
AllocationReport
ExecutionReport
ListCancelRequest
MultilegOrderCancelReplace
NewOrderMultileg
NewOrderSingle
OrderCancelReject
OrderCancelReplaceRequest
ListOrdGrp
QuotReqGrp
QuotReqRjctGrp
SideCrossOrdCxlGrp
SideCrossOrdModGrp
ExDate230 LocalMktDate Confirmation
ExecutionReport
TrdCapRptSideGrp
ContractMultiplier231 float Instrument
NoStipulations232 NumInGroup Stipulations
StipulationType233 StipulationType Stipulations
StipulationValue234 string Stipulations
YieldType235 YieldType YieldData
Yield236 Percentage YieldData
TotalTakedown237 Amt AllocationInstruction
AllocationReport
Confirmation
ExecutionReport
TrdCapRptSideGrp
Concession238 Amt AllocationInstruction
AllocationReport
Confirmation
ExecutionReport
TrdCapRptSideGrp
RepoCollateralSecurityType239 string Instrument
RedemptionDate240 LocalMktDate Instrument
UnderlyingCouponPaymentDate241 LocalMktDate UnderlyingInstrument
UnderlyingIssueDate242 LocalMktDate UnderlyingInstrument
UnderlyingRepoCollateralSecurityType243 string UnderlyingInstrument
UnderlyingRepurchaseTerm244 int UnderlyingInstrument
UnderlyingRepurchaseRate245 Percentage UnderlyingInstrument
UnderlyingFactor246 float UnderlyingInstrument
UnderlyingRedemptionDate247 LocalMktDate UnderlyingInstrument
LegCouponPaymentDate248 LocalMktDate InstrumentLeg
LegIssueDate249 LocalMktDate InstrumentLeg
LegRepoCollateralSecurityType250 string InstrumentLeg
LegRepurchaseTerm251 int InstrumentLeg
LegRepurchaseRate252 Percentage InstrumentLeg
LegFactor253 float InstrumentLeg
LegRedemptionDate254 LocalMktDate InstrumentLeg
CreditRating255 string Instrument
UnderlyingCreditRating256 string UnderlyingInstrument
LegCreditRating257 string InstrumentLeg
TradedFlatSwitch258 TradedFlatSwitch ExecutionReport
BasisFeatureDate259 LocalMktDate ExecutionReport
BasisFeaturePrice260 Price ExecutionReport
MDReqID262 string MarketDataIncrementalRefresh
MarketDataRequest
MarketDataRequestReject
MarketDataSnapshotFullRefresh
SubscriptionRequestType263 SubscriptionRequestType CollateralInquiry
DerivativeSecurityListRequest
MarketDataRequest
PositionReport
QuoteStatusRequest
RFQRequest
RequestForPositions
SecurityDefinitionRequest
SecurityListRequest
SecurityStatusRequest
SecurityTypes
TradeCaptureReport
TradeCaptureReportAck
TradeCaptureReportRequest
TradeCaptureReportRequestAck
TradingSessionStatusRequest
MarketDepth264 int MarketDataRequest
MDUpdateType265 MDUpdateType MarketDataRequest
AggregatedBook266 AggregatedBook MarketDataRequest
NoMDEntryTypes267 NumInGroup MDReqGrp
NoMDEntries268 NumInGroup MDFullGrp
MDIncGrp
MDEntryType269 MDEntryType MDFullGrp
MDIncGrp
MDReqGrp
MDEntryPx270 Price MDFullGrp
MDIncGrp
MDEntrySize271 Qty MDFullGrp
MDIncGrp
MDEntryDate272 UTCDateOnly MDFullGrp
MDIncGrp
MDEntryTime273 UTCTimeOnly MDFullGrp
MDIncGrp
TickDirection274 TickDirection MDFullGrp
MDIncGrp
MDMkt275 Exchange MDFullGrp
MDIncGrp
QuoteCondition276 QuoteCondition MDFullGrp
MDIncGrp
TradeCondition277 TradeCondition MDFullGrp
MDIncGrp
MDEntryID278 string MDIncGrp
MDUpdateAction279 MDUpdateAction MDIncGrp
MDEntryRefID280 string MDIncGrp
MDReqRejReason281 MDReqRejReason MarketDataRequestReject
MDEntryOriginator282 string MDFullGrp
MDIncGrp
LocationID283 string CompIDReqGrp
CompIDStatGrp
MDFullGrp
MDIncGrp
DeskID284 string CompIDReqGrp
CompIDStatGrp
MDFullGrp
MDIncGrp
DeleteReason285 DeleteReason MDIncGrp
OpenCloseSettlFlag286 OpenCloseSettlFlag MarketDataRequest
MDFullGrp
MDIncGrp
SellerDays287 int MDFullGrp
MDIncGrp
MDEntryBuyer288 string MDFullGrp
MDIncGrp
MDEntrySeller289 string MDFullGrp
MDIncGrp
MDEntryPositionNo290 int MDFullGrp
MDIncGrp
FinancialStatus291 FinancialStatus MarketDataSnapshotFullRefresh
SecurityStatus
MDIncGrp
CorporateAction292 CorporateAction MarketDataSnapshotFullRefresh
SecurityStatus
MDIncGrp
DefBidSize293 Qty MassQuote
DefOfferSize294 Qty MassQuote
NoQuoteEntries295 NumInGroup QuotCxlEntriesGrp
QuotEntryAckGrp
QuotEntryGrp
NoQuoteSets296 NumInGroup QuotSetAckGrp
QuotSetGrp
QuoteStatus297 QuoteStatus MassQuoteAcknowledgement
QuoteStatusReport
QuoteCancelType298 QuoteCancelType QuoteCancel
QuoteEntryID299 string MDFullGrp
MDIncGrp
QuotEntryAckGrp
QuotEntryGrp
QuoteRejectReason300 QuoteRejectReason MassQuoteAcknowledgement
QuoteResponseLevel301 QuoteResponseLevel MassQuote
MassQuoteAcknowledgement
Quote
QuoteCancel
QuoteSetID302 string QuotSetAckGrp
QuotSetGrp
QuoteRequestType303 QuoteRequestType QuotReqGrp
QuotReqRjctGrp
RFQReqGrp
TotNoQuoteEntries304 int QuotSetAckGrp
QuotSetGrp
UnderlyingSecurityIDSource305 string UnderlyingInstrument
UnderlyingIssuer306 string UnderlyingInstrument
UnderlyingSecurityDesc307 string UnderlyingInstrument
UnderlyingSecurityExchange308 Exchange UnderlyingInstrument
UnderlyingSecurityID309 string UnderlyingInstrument
UnderlyingSecurityType310 string UnderlyingInstrument
UnderlyingSymbol311 string UnderlyingInstrument
UnderlyingSymbolSfx312 string UnderlyingInstrument
UnderlyingMaturityMonthYear313 MonthYear UnderlyingInstrument
UnderlyingStrikePrice316 Price UnderlyingInstrument
UnderlyingOptAttribute317 char UnderlyingInstrument
UnderlyingCurrency318 Currency UnderlyingInstrument
SecurityReqID320 string DerivativeSecurityList
DerivativeSecurityListRequest
SecurityDefinition
SecurityDefinitionRequest
SecurityList
SecurityListRequest
SecurityTypeRequest
SecurityTypes
SecurityRequestType321 SecurityRequestType SecurityDefinitionRequest
SecurityResponseID322 string DerivativeSecurityList
SecurityDefinition
SecurityList
SecurityTypes
SecurityResponseType323 SecurityResponseType SecurityDefinition
SecurityTypes
SecurityStatusReqID324 string SecurityStatus
SecurityStatusRequest
UnsolicitedIndicator325 UnsolicitedIndicator PositionReport
RequestForPositionsAck
SecurityStatus
TradeCaptureReport
TradingSessionStatus
SecurityTradingStatus326 SecurityTradingStatus SecurityStatus
HaltReason327 HaltReason SecurityStatus
InViewOfCommon328 InViewOfCommon SecurityStatus
DueToRelated329 DueToRelated SecurityStatus
BuyVolume330 Qty SecurityStatus
SellVolume331 Qty SecurityStatus
HighPx332 Price SecurityStatus
LowPx333 Price SecurityStatus
Adjustment334 Adjustment SecurityStatus
TradSesReqID335 string TradingSessionStatus
TradingSessionStatusRequest
TradingSessionID336 string Advertisement
AllocationInstruction
AllocationReport
CollateralAssignment
CollateralInquiry
CollateralInquiryAck
CollateralReport
CollateralRequest
DerivativeSecurityListRequest
ExecutionReport
OrderMassCancelReport
OrderMassCancelRequest
OrderMassStatusRequest
Quote
QuoteCancel
QuoteResponse
QuoteStatusReport
QuoteStatusRequest
SecurityDefinition
SecurityDefinitionRequest
SecurityListRequest
SecurityStatus
SecurityStatusRequest
SecurityTypeRequest
SecurityTypes
TradeCaptureReportRequest
TradingSessionStatus
TradingSessionStatusRequest
BidCompReqGrp
BidCompRspGrp
MDFullGrp
MDIncGrp
QuotEntryAckGrp
QuotEntryGrp
QuotReqGrp
QuotReqRjctGrp
RFQReqGrp
RelSymDerivSecGrp
SecListGrp
TrdCapRptSideGrp
TrdgSesGrp
ContraTrader337 string ContraGrp
TradSesMethod338 TradSesMethod TradingSessionStatus
TradingSessionStatusRequest
TradSesMode339 TradSesMode TradingSessionStatus
TradingSessionStatusRequest
TradSesStatus340 TradSesStatus TradingSessionStatus
TradSesStartTime341 UTCTimestamp TradingSessionStatus
TradSesOpenTime342 UTCTimestamp TradingSessionStatus
TradSesPreCloseTime343 UTCTimestamp TradingSessionStatus
TradSesCloseTime344 UTCTimestamp TradingSessionStatus
TradSesEndTime345 UTCTimestamp TradingSessionStatus
NumberOfOrders346 int MDFullGrp
MDIncGrp
MessageEncoding347 string
EncodedIssuerLen348 Length Instrument
EncodedIssuer349 data Instrument
EncodedSecurityDescLen350 Length Instrument
EncodedSecurityDesc351 data Instrument
EncodedListExecInstLen352 Length NewOrderList
EncodedListExecInst353 data NewOrderList
EncodedTextLen354 Length Advertisement
AllocationInstruction
AllocationInstructionAck
AllocationReport
AllocationReportAck
AssignmentReport
BidRequest
CollateralAssignment
CollateralInquiry
CollateralInquiryAck
CollateralReport
CollateralRequest
CollateralResponse
Confirmation
ConfirmationAck
ConfirmationRequest
DerivativeSecurityListRequest
DontKnowTrade
ExecutionReport
IOI
ListCancelRequest
ListExecute
ListStatusRequest
MarketDataRequestReject
MassQuoteAcknowledgement
MultilegOrderCancelReplace
NewOrderMultileg
NewOrderSingle
OrderCancelReject
OrderCancelReplaceRequest
OrderCancelRequest
OrderMassCancelReport
OrderMassCancelRequest
PositionMaintenanceReport
PositionMaintenanceRequest
PositionReport
Quote
QuoteRequest
QuoteRequestReject
QuoteResponse
QuoteStatusReport
RequestForPositions
RequestForPositionsAck
SecurityDefinition
SecurityDefinitionRequest
SecurityListRequest
SecurityStatus
SecurityTypeRequest
SecurityTypes
SettlementInstructions
TradeCaptureReportAck
TradeCaptureReportRequest
TradeCaptureReportRequestAck
TradingSessionStatus
BidCompRspGrp
LinesOfTextGrp
ListOrdGrp
MDFullGrp
MDIncGrp
OrdListStatGrp
RelSymDerivSecGrp
SecListGrp
SideCrossOrdCxlGrp
SideCrossOrdModGrp
TrdCapRptSideGrp
UndInstrmtStrkPxGrp
EncodedText355 data Advertisement
AllocationInstruction
AllocationInstructionAck
AllocationReport
AllocationReportAck
AssignmentReport
BidRequest
CollateralAssignment
CollateralInquiry
CollateralInquiryAck
CollateralReport
CollateralRequest
CollateralResponse
Confirmation
ConfirmationAck
ConfirmationRequest
DerivativeSecurityListRequest
DontKnowTrade
ExecutionReport
IOI
ListCancelRequest
ListExecute
ListStatusRequest
MarketDataRequestReject
MassQuoteAcknowledgement
MultilegOrderCancelReplace
NewOrderMultileg
NewOrderSingle
OrderCancelReject
OrderCancelReplaceRequest
OrderCancelRequest
OrderMassCancelReport
OrderMassCancelRequest
PositionMaintenanceReport
PositionMaintenanceRequest
PositionReport
Quote
QuoteRequest
QuoteRequestReject
QuoteResponse
QuoteStatusReport
RequestForPositions
RequestForPositionsAck
SecurityDefinition
SecurityDefinitionRequest
SecurityListRequest
SecurityStatus
SecurityTypeRequest
SecurityTypes
SettlementInstructions
TradeCaptureReportAck
TradeCaptureReportRequest
TradeCaptureReportRequestAck
TradingSessionStatus
BidCompRspGrp
LinesOfTextGrp
ListOrdGrp
MDFullGrp
MDIncGrp
OrdListStatGrp
RelSymDerivSecGrp
SecListGrp
SideCrossOrdCxlGrp
SideCrossOrdModGrp
TrdCapRptSideGrp
UndInstrmtStrkPxGrp
EncodedSubjectLen356 Length Email
EncodedSubject357 data Email
EncodedHeadlineLen358 Length News
EncodedHeadline359 data News
EncodedAllocTextLen360 Length AllocAckGrp
AllocGrp
EncodedAllocText361 data AllocAckGrp
AllocGrp
EncodedUnderlyingIssuerLen362 Length UnderlyingInstrument
EncodedUnderlyingIssuer363 data UnderlyingInstrument
EncodedUnderlyingSecurityDescLen364 Length UnderlyingInstrument
EncodedUnderlyingSecurityDesc365 data UnderlyingInstrument
AllocPrice366 Price AllocAckGrp
AllocGrp
QuoteSetValidUntilTime367 UTCTimestamp QuotSetGrp
QuoteEntryRejectReason368 int QuotEntryAckGrp
LastMsgSeqNumProcessed369 int
RefMsgType372 string LogonMsgTypes
BidRequestTransType374 BidRequestTransType BidRequest
ContraBroker375 string ContraGrp
ComplianceID376 string CrossOrderCancelReplaceRequest
ExecutionReport
MultilegOrderCancelReplace
NewOrderCross
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
OrderCancelRequest
ListOrdGrp
SideCrossOrdCxlGrp
TrdCapRptSideGrp
SolicitedFlag377 SolicitedFlag ExecutionReport
MultilegOrderCancelReplace
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
ListOrdGrp
SideCrossOrdModGrp
TrdCapRptSideGrp
ExecRestatementReason378 ExecRestatementReason ExecutionReport
TradeCaptureReport
GrossTradeAmt381 Amt AllocationInstruction
AllocationReport
Confirmation
ExecutionReport
TrdCapRptSideGrp
NoContraBrokers382 NumInGroup ContraGrp
NoMsgTypes384 NumInGroup LogonMsgTypes
MsgDirection385 MsgDirection LogonMsgTypes
NoTradingSessions386 NumInGroup TrdgSesGrp
TotalVolumeTraded387 Qty TradingSessionStatus
DiscretionInst388 DiscretionInst DiscretionInstructions
DiscretionOffsetValue389 float DiscretionInstructions
BidID390 string BidRequest
BidResponse
ListExecute
NewOrderList
ClientBidID391 string BidRequest
BidResponse
ListExecute
NewOrderList
ListName392 string BidRequest
TotNoRelatedSym393 int BidRequest
DerivativeSecurityList
SecurityList
BidType394 BidType BidRequest
NewOrderList
NumTickets395 int BidRequest
SideValue1396 Amt BidRequest
SideValue2397 Amt BidRequest
NoBidDescriptors398 NumInGroup BidDescReqGrp
BidDescriptorType399 BidDescriptorType BidDescReqGrp
BidDescriptor400 string BidDescReqGrp
SideValueInd401 SideValueInd BidDescReqGrp
ListOrdGrp
LiquidityPctLow402 Percentage BidDescReqGrp
LiquidityPctHigh403 Percentage BidDescReqGrp
LiquidityValue404 Amt BidDescReqGrp
EFPTrackingError405 Percentage BidDescReqGrp
FairValue406 Amt BidCompRspGrp
BidDescReqGrp
OutsideIndexPct407 Percentage BidDescReqGrp
ValueOfFutures408 Amt BidDescReqGrp
LiquidityIndType409 LiquidityIndType BidRequest
WtAverageLiquidity410 Percentage BidRequest
ExchangeForPhysical411 ExchangeForPhysical BidRequest
OutMainCntryUIndex412 Amt BidRequest
CrossPercent413 Percentage BidRequest
ProgRptReqs414 ProgRptReqs BidRequest
NewOrderList
ProgPeriodInterval415 int BidRequest
NewOrderList
IncTaxInd416 IncTaxInd BidRequest
NumBidders417 int BidRequest
BidTradeType418 BidTradeType BidRequest
BasisPxType419 BasisPxType BidRequest
NoBidComponents420 NumInGroup BidCompReqGrp
BidCompRspGrp
Country421 Country BidCompRspGrp
TotNoStrikes422 int ListStrikePrice
PriceType423 PriceType AllocationInstruction
AllocationReport
CollateralAssignment
CollateralInquiry
CollateralReport
CollateralRequest
CollateralResponse
Confirmation
CrossOrderCancelReplaceRequest
ExecutionReport
IOI
MultilegOrderCancelReplace
NewOrderCross
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
Quote
QuoteResponse
QuoteStatusReport
TradeCaptureReport
BidCompRspGrp
ListOrdGrp
QuotReqGrp
QuotReqRjctGrp
DayOrderQty424 Qty ExecutionReport
DayCumQty425 Qty ExecutionReport
DayAvgPx426 Price ExecutionReport
GTBookingInst427 GTBookingInst CrossOrderCancelReplaceRequest
ExecutionReport
MultilegOrderCancelReplace
NewOrderCross
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
ListOrdGrp
NoStrikes428 NumInGroup InstrmtStrkPxGrp
ListStatusType429 ListStatusType ListStatus
NetGrossInd430 NetGrossInd BidCompReqGrp
BidCompRspGrp
ListOrderStatus431 ListOrderStatus ListStatus
ExpireDate432 LocalMktDate AssignmentReport
CrossOrderCancelReplaceRequest
ExecutionReport
MultilegOrderCancelReplace
NewOrderCross
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
ListOrdGrp
MDFullGrp
MDIncGrp
ListExecInstType433 ListExecInstType NewOrderList
CxlRejResponseTo434 CxlRejResponseTo OrderCancelReject
UnderlyingCouponRate435 Percentage UnderlyingInstrument
UnderlyingContractMultiplier436 float UnderlyingInstrument
ContraTradeQty437 Qty ContraGrp
ContraTradeTime438 UTCTimestamp ContraGrp
LiquidityNumSecurities441 int BidDescReqGrp
MultiLegReportingType442 MultiLegReportingType ExecutionReport
TradeCaptureReport
TradeCaptureReportRequest
TradeCaptureReportRequestAck
StrikeTime443 UTCTimestamp BidRequest
ListStatusText444 string ListStatus
EncodedListStatusTextLen445 Length ListStatus
EncodedListStatusText446 data ListStatus
PartyIDSource447 PartyIDSource Parties
PartyID448 string Parties
NetChgPrevDay451 PriceOffset MarketDataSnapshotFullRefresh
MDIncGrp
PartyRole452 PartyRole Parties
NoPartyIDs453 NumInGroup Parties
NoSecurityAltID454 NumInGroup SecAltIDGrp
SecurityAltID455 string SecAltIDGrp
SecurityAltIDSource456 string SecAltIDGrp
NoUnderlyingSecurityAltID457 NumInGroup UndSecAltIDGrp
UnderlyingSecurityAltID458 string UndSecAltIDGrp
UnderlyingSecurityAltIDSource459 string UndSecAltIDGrp
Product460 Product AllocationInstructionAck
AllocationReportAck
SecurityTypeRequest
SettlementInstructionRequest
SecTypesGrp
SettlInstGrp
Instrument
CFICode461 string SettlementInstructionRequest
SecTypesGrp
SettlInstGrp
Instrument
UnderlyingProduct462 int UnderlyingInstrument
UnderlyingCFICode463 string UnderlyingInstrument
BookingRefID466 string AllocationInstruction
AllocationReport
IndividualAllocID467 string Confirmation
ConfirmationRequest
AllocAckGrp
AllocGrp
PreAllocGrp
PreAllocMlegGrp
TrdAllocGrp
RoundingDirection468 RoundingDirection OrderQtyData
RoundingModulus469 float OrderQtyData
CountryOfIssue470 Country Instrument
StateOrProvinceOfIssue471 string Instrument
LocaleOfIssue472 string Instrument
NoRegistDtls473 NumInGroup RgstDtlsGrp
MailingDtls474 string RgstDtlsGrp
InvestorCountryOfResidence475 Country RgstDtlsGrp
PaymentRef476 string SettlInstGrp
DistribPaymentMethod477 DistribPaymentMethod RgstDistInstGrp
CashDistribCurr478 Currency RgstDistInstGrp
CommCurrency479 Currency CommissionData
CancellationRights480 CancellationRights CrossOrderCancelReplaceRequest
ExecutionReport
MultilegOrderCancelReplace
NewOrderCross
NewOrderList
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
MoneyLaunderingStatus481 MoneyLaunderingStatus CrossOrderCancelReplaceRequest
ExecutionReport
MultilegOrderCancelReplace
NewOrderCross
NewOrderList
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
MailingInst482 string RgstDtlsGrp
TransBkdTime483 UTCTimestamp ExecutionReport
TrdCapRptSideGrp
ExecPriceType484 ExecPriceType ExecutionReport
ExecPriceAdjustment485 float ExecutionReport
DateOfBirth486 LocalMktDate RgstDtlsGrp
TradeReportTransType487 int TradeCaptureReport
TradeCaptureReportAck
CardHolderName488 string SettlInstGrp
CardNumber489 string SettlInstGrp
CardExpDate490 LocalMktDate SettlInstGrp
CardIssNum491 string SettlInstGrp
PaymentMethod492 PaymentMethod SettlInstGrp
RegistAcctType493 string RegistrationInstructions
Designation494 string CrossOrderCancelReplaceRequest
ExecutionReport
MultilegOrderCancelReplace
NewOrderCross
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
ListOrdGrp
TaxAdvantageType495 TaxAdvantageType RegistrationInstructions
RegistRejReasonText496 string RegistrationInstructionsResponse
FundRenewWaiv497 FundRenewWaiv CommissionData
CashDistribAgentName498 string RgstDistInstGrp
CashDistribAgentCode499 string RgstDistInstGrp
CashDistribAgentAcctNumber500 string RgstDistInstGrp
CashDistribPayRef501 string RgstDistInstGrp
CashDistribAgentAcctName502 string RgstDistInstGrp
CardStartDate503 LocalMktDate SettlInstGrp
PaymentDate504 LocalMktDate SettlInstGrp
PaymentRemitterID505 string SettlInstGrp
RegistStatus506 RegistStatus PositionReport
RegistrationInstructionsResponse
RegistRejReasonCode507 RegistRejReasonCode RegistrationInstructionsResponse
RegistRefID508 string RegistrationInstructions
RegistrationInstructionsResponse
RegistDtls509 string RgstDtlsGrp
NoDistribInsts510 NumInGroup RgstDistInstGrp
RegistEmail511 string RgstDtlsGrp
DistribPercentage512 Percentage RgstDistInstGrp
RegistID513 string CrossOrderCancelReplaceRequest
ExecutionReport
MultilegOrderCancelReplace
NewOrderCross
NewOrderList
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
RegistrationInstructions
RegistrationInstructionsResponse
RegistTransType514 RegistTransType RegistrationInstructions
RegistrationInstructionsResponse
ExecValuationPoint515 UTCTimestamp ExecutionReport
OrderPercent516 Percentage OrderQtyData
OwnershipType517 OwnershipType RegistrationInstructions
NoContAmts518 NumInGroup ContAmtGrp
ContAmtType519 ContAmtType ContAmtGrp
ContAmtValue520 float ContAmtGrp
ContAmtCurr521 Currency ContAmtGrp
OwnerType522 OwnerType RgstDtlsGrp
PartySubID523 string PtysSubGrp
NestedPartyID524 string NestedParties
NestedPartyIDSource525 char NestedParties
SecondaryClOrdID526 string CollateralAssignment
CollateralInquiry
CollateralInquiryAck
CollateralReport
CollateralRequest
CollateralResponse
ExecutionReport
MultilegOrderCancelReplace
NewOrderMultileg
NewOrderSingle
OrderCancelReject
OrderCancelReplaceRequest
OrderCancelRequest
OrderMassCancelReport
OrderMassCancelRequest
OrderStatusRequest
ListOrdGrp
OrdAllocGrp
OrdListStatGrp
SideCrossOrdCxlGrp
SideCrossOrdModGrp
TrdCapRptSideGrp
UndInstrmtStrkPxGrp
SecondaryExecID527 string ExecutionReport
TradeCaptureReport
TradeCaptureReportAck
ExecAllocGrp
OrderCapacity528 OrderCapacity ExecutionReport
MultilegOrderCancelReplace
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
Quote
QuoteRequest
QuoteResponse
TradeCaptureReportAck
CpctyConfGrp
ListOrdGrp
SideCrossOrdModGrp
TrdCapRptSideGrp
OrderRestrictions529 OrderRestrictions ExecutionReport
MultilegOrderCancelReplace
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
TradeCaptureReportAck
CpctyConfGrp
ListOrdGrp
SideCrossOrdModGrp
TrdCapRptSideGrp
MassCancelRequestType530 MassCancelRequestType OrderMassCancelReport
OrderMassCancelRequest
MassCancelResponse531 MassCancelResponse OrderMassCancelReport
MassCancelRejectReason532 MassCancelRejectReason OrderMassCancelReport
TotalAffectedOrders533 int OrderMassCancelReport
NoAffectedOrders534 NumInGroup AffectedOrdGrp
AffectedOrderID535 string AffectedOrdGrp
AffectedSecondaryOrderID536 string AffectedOrdGrp
QuoteType537 QuoteType MassQuote
MassQuoteAcknowledgement
Quote
QuoteResponse
QuoteStatusReport
QuotReqGrp
QuotReqRjctGrp
RFQReqGrp
NestedPartyRole538 int NestedParties
NoNestedPartyIDs539 NumInGroup NestedParties
TotalAccruedInterestAmt540 Amt AllocationInstruction
AllocationReport
MaturityDate541 LocalMktDate Instrument
UnderlyingMaturityDate542 LocalMktDate UnderlyingInstrument
InstrRegistry543 string Instrument
CashMargin544 CashMargin ExecutionReport
MultilegOrderCancelReplace
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
ListOrdGrp
SideCrossOrdModGrp
NestedPartySubID545 string NstdPtysSubGrp
Scope546 Scope MarketDataRequest
MDFullGrp
MDIncGrp
MDImplicitDelete547 MDImplicitDelete MarketDataRequest
CrossID548 string CrossOrderCancelReplaceRequest
CrossOrderCancelRequest
ExecutionReport
NewOrderCross
CrossType549 CrossType CrossOrderCancelReplaceRequest
CrossOrderCancelRequest
ExecutionReport
NewOrderCross
CrossPrioritization550 CrossPrioritization CrossOrderCancelReplaceRequest
CrossOrderCancelRequest
NewOrderCross
OrigCrossID551 string CrossOrderCancelReplaceRequest
CrossOrderCancelRequest
ExecutionReport
NoSides552 NumInGroup SideCrossOrdCxlGrp
SideCrossOrdModGrp
TrdCapRptSideGrp
Username553 string UserRequest
UserResponse
Password554 string UserRequest
NoLegs555 NumInGroup InstrmtLegExecGrp
InstrmtLegGrp
InstrmtLegIOIGrp
InstrmtLegSecListGrp
LegOrdGrp
LegQuotGrp
LegQuotStatGrp
QuotReqLegsGrp
TrdInstrmtLegGrp
LegCurrency556 Currency InstrumentLeg
TotNoSecurityTypes557 int SecurityTypes
NoSecurityTypes558 NumInGroup SecTypesGrp
SecurityListRequestType559 SecurityListRequestType DerivativeSecurityListRequest
SecurityListRequest
SecurityRequestResult560 SecurityRequestResult DerivativeSecurityList
SecurityList
RoundLot561 Qty SecurityDefinition
SecListGrp
MinTradeVol562 Qty SecurityDefinition
SecListGrp
MultiLegRptTypeReq563 MultiLegRptTypeReq MultilegOrderCancelReplace
NewOrderMultileg
LegPositionEffect564 char InstrmtLegExecGrp
LegOrdGrp
TrdInstrmtLegGrp
LegCoveredOrUncovered565 int InstrmtLegExecGrp
LegOrdGrp
TrdInstrmtLegGrp
LegPrice566 Price InstrmtLegExecGrp
LegOrdGrp
TrdInstrmtLegGrp
TradSesStatusRejReason567 TradSesStatusRejReason TradingSessionStatus
TradeRequestID568 string TradeCaptureReport
TradeCaptureReportRequest
TradeCaptureReportRequestAck
TradeRequestType569 TradeRequestType TradeCaptureReportRequest
TradeCaptureReportRequestAck
PreviouslyReported570 PreviouslyReported AllocationInstruction
AllocationReport
TradeCaptureReport
TradeReportID571 string TradeCaptureReport
TradeCaptureReportAck
TradeCaptureReportRequest
TrdCollGrp
TradeReportRefID572 string TradeCaptureReport
TradeCaptureReportAck
MatchStatus573 MatchStatus AllocationInstructionAck
AllocationReportAck
ConfirmationAck
RequestForPositions
TradeCaptureReport
TradeCaptureReportRequest
AllocGrp
MatchType574 MatchType AllocationInstruction
AllocationReport
TradeCaptureReport
OddLot575 OddLot TrdCapRptSideGrp
NoClearingInstructions576 NumInGroup ClrInstGrp
ClearingInstruction577 ClearingInstruction ClrInstGrp
TradeInputSource578 string TradeCaptureReportRequest
TrdCapRptSideGrp
TradeInputDevice579 string TradeCaptureReportRequest
TrdCapRptSideGrp
NoDates580 NumInGroup TrdCapDtGrp
AccountType581 AccountType AssignmentReport
CollateralAssignment
CollateralInquiry
CollateralInquiryAck
CollateralReport
CollateralRequest
CollateralResponse
ExecutionReport
MassQuote
MassQuoteAcknowledgement
MultilegOrderCancelReplace
NewOrderMultileg
NewOrderSingle
OrderCancelReject
OrderCancelReplaceRequest
OrderCancelRequest
PositionMaintenanceReport
PositionMaintenanceRequest
PositionReport
Quote
QuoteCancel
QuoteResponse
QuoteStatusReport
QuoteStatusRequest
RequestForPositions
RequestForPositionsAck
TradeCaptureReportAck
ListOrdGrp
QuotReqGrp
QuotReqRjctGrp
SideCrossOrdModGrp
TrdCapRptSideGrp
CustOrderCapacity582 CustOrderCapacity ExecutionReport
MultilegOrderCancelReplace
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
Quote
QuoteResponse
QuoteStatusReport
TradeCaptureReportAck
ListOrdGrp
SideCrossOrdModGrp
TrdCapRptSideGrp
ClOrdLinkID583 string ExecutionReport
MultilegOrderCancelReplace
NewOrderMultileg
NewOrderSingle
OrderCancelReject
OrderCancelReplaceRequest
OrderCancelRequest
OrderStatusRequest
ListOrdGrp
SideCrossOrdCxlGrp
SideCrossOrdModGrp
MassStatusReqID584 string ExecutionReport
OrderMassStatusRequest
MassStatusReqType585 MassStatusReqType OrderMassStatusRequest
OrigOrdModTime586 UTCTimestamp MultilegOrderCancelReplace
OrderCancelReject
OrderCancelReplaceRequest
OrderCancelRequest
SideCrossOrdCxlGrp
LegSettlType587 char InstrmtLegExecGrp
InstrmtLegSecListGrp
LegOrdGrp
LegQuotGrp
LegQuotStatGrp
QuotReqLegsGrp
TrdInstrmtLegGrp
LegSettlDate588 LocalMktDate InstrmtLegExecGrp
LegOrdGrp
LegQuotGrp
LegQuotStatGrp
QuotReqLegsGrp
TrdInstrmtLegGrp
DayBookingInst589 DayBookingInst ExecutionReport
MultilegOrderCancelReplace
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
ListOrdGrp
SideCrossOrdModGrp
BookingUnit590 BookingUnit ExecutionReport
MultilegOrderCancelReplace
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
ListOrdGrp
SideCrossOrdModGrp
PreallocMethod591 PreallocMethod ExecutionReport
MultilegOrderCancelReplace
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
TradeCaptureReportAck
ListOrdGrp
SideCrossOrdModGrp
TrdCapRptSideGrp
UnderlyingCountryOfIssue592 Country UnderlyingInstrument
UnderlyingStateOrProvinceOfIssue593 string UnderlyingInstrument
UnderlyingLocaleOfIssue594 string UnderlyingInstrument
UnderlyingInstrRegistry595 string UnderlyingInstrument
LegCountryOfIssue596 Country InstrumentLeg
LegStateOrProvinceOfIssue597 string InstrumentLeg
LegLocaleOfIssue598 string InstrumentLeg
LegInstrRegistry599 string InstrumentLeg
LegSymbol600 string InstrumentLeg
LegSymbolSfx601 string InstrumentLeg
LegSecurityID602 string InstrumentLeg
LegSecurityIDSource603 string InstrumentLeg
NoLegSecurityAltID604 NumInGroup LegSecAltIDGrp
LegSecurityAltID605 string LegSecAltIDGrp
LegSecurityAltIDSource606 string LegSecAltIDGrp
LegProduct607 int InstrumentLeg
LegCFICode608 string InstrumentLeg
LegSecurityType609 string InstrumentLeg
LegMaturityMonthYear610 MonthYear InstrumentLeg
LegMaturityDate611 LocalMktDate InstrumentLeg
LegStrikePrice612 Price InstrumentLeg
LegOptAttribute613 char InstrumentLeg
LegContractMultiplier614 float InstrumentLeg
LegCouponRate615 Percentage InstrumentLeg
LegSecurityExchange616 Exchange InstrumentLeg
LegIssuer617 string InstrumentLeg
EncodedLegIssuerLen618 Length InstrumentLeg
EncodedLegIssuer619 data InstrumentLeg
LegSecurityDesc620 string InstrumentLeg
EncodedLegSecurityDescLen621 Length InstrumentLeg
EncodedLegSecurityDesc622 data InstrumentLeg
LegRatioQty623 float InstrumentLeg
LegSide624 char InstrumentLeg
TradingSessionSubID625 string Advertisement
AllocationInstruction
AllocationReport
CollateralAssignment
CollateralInquiry
CollateralInquiryAck
CollateralReport
CollateralRequest
DerivativeSecurityListRequest
ExecutionReport
OrderMassCancelReport
OrderMassCancelRequest
OrderMassStatusRequest
Quote
QuoteCancel
QuoteResponse
QuoteStatusReport
QuoteStatusRequest
SecurityDefinition
SecurityDefinitionRequest
SecurityListRequest
SecurityStatus
SecurityStatusRequest
SecurityTypeRequest
SecurityTypes
TradeCaptureReportRequest
TradingSessionStatus
TradingSessionStatusRequest
BidCompReqGrp
BidCompRspGrp
MDFullGrp
MDIncGrp
QuotEntryAckGrp
QuotEntryGrp
QuotReqGrp
QuotReqRjctGrp
RFQReqGrp
RelSymDerivSecGrp
SecListGrp
TrdCapRptSideGrp
TrdgSesGrp
AllocType626 AllocType AllocationInstruction
AllocationInstructionAck
NoHops627 NumInGroup
HopCompID628 string
HopSendingTime629 UTCTimestamp
HopRefID630 int
MidPx631 Price Quote
QuoteResponse
QuoteStatusReport
QuotEntryAckGrp
QuotEntryGrp
BidYield632 Percentage Quote
QuoteResponse
QuoteStatusReport
QuotEntryAckGrp
QuotEntryGrp
MidYield633 Percentage Quote
QuoteResponse
QuoteStatusReport
QuotEntryAckGrp
QuotEntryGrp
OfferYield634 Percentage Quote
QuoteResponse
QuoteStatusReport
QuotEntryAckGrp
QuotEntryGrp
ClearingFeeIndicator635 ClearingFeeIndicator ExecutionReport
MultilegOrderCancelReplace
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
TradeCaptureReportAck
ListOrdGrp
SideCrossOrdModGrp
WorkingIndicator636 WorkingIndicator ExecutionReport
OrderCancelReject
OrdListStatGrp
LegLastPx637 Price InstrmtLegExecGrp
TrdInstrmtLegGrp
PriorityIndicator638 PriorityIndicator ExecutionReport
PriceImprovement639 PriceOffset ExecutionReport
Price2640 Price NewOrderSingle
OrderCancelReplaceRequest
ListOrdGrp
QuotReqGrp
QuotReqRjctGrp
LastForwardPoints2641 PriceOffset ExecutionReport
BidForwardPoints2642 PriceOffset Quote
QuoteResponse
QuoteStatusReport
QuotEntryAckGrp
QuotEntryGrp
OfferForwardPoints2643 PriceOffset Quote
QuoteResponse
QuoteStatusReport
QuotEntryAckGrp
QuotEntryGrp
RFQReqID644 string QuoteRequest
QuoteRequestReject
RFQRequest
MktBidPx645 Price Quote
QuoteResponse
QuoteStatusReport
MktOfferPx646 Price Quote
QuoteResponse
QuoteStatusReport
MinBidSize647 Qty Quote
QuoteResponse
QuoteStatusReport
MinOfferSize648 Qty Quote
QuoteResponse
QuoteStatusReport
QuoteStatusReqID649 string QuoteStatusReport
QuoteStatusRequest
LegalConfirm650 LegalConfirm AllocationInstruction
AllocationReport
Confirmation
UnderlyingLastPx651 Price ExecutionReport
UnderlyingLastQty652 Qty ExecutionReport
LegRefID654 string InstrmtLegExecGrp
LegOrdGrp
TrdInstrmtLegGrp
ContraLegRefID655 string ContraGrp
SettlCurrBidFxRate656 float Quote
QuoteResponse
QuoteStatusReport
SettlCurrOfferFxRate657 float Quote
QuoteResponse
QuoteStatusReport
QuoteRequestRejectReason658 QuoteRequestRejectReason QuoteRequestReject
SideComplianceID659 string SideCrossOrdModGrp
AcctIDSource660 AcctIDSource ExecutionReport
MassQuote
MassQuoteAcknowledgement
MultilegOrderCancelReplace
NewOrderMultileg
NewOrderSingle
OrderCancelReject
OrderCancelReplaceRequest
OrderCancelRequest
OrderMassStatusRequest
OrderStatusRequest
PositionMaintenanceReport
PositionMaintenanceRequest
PositionReport
Quote
QuoteCancel
QuoteResponse
QuoteStatusReport
QuoteStatusRequest
RegistrationInstructions
RegistrationInstructionsResponse
RequestForPositions
RequestForPositionsAck
TradeCaptureReportAck
BidCompReqGrp
ListOrdGrp
QuotReqGrp
QuotReqRjctGrp
SideCrossOrdModGrp
TrdCapRptSideGrp
AllocAcctIDSource661 int Confirmation
ConfirmationRequest
SettlementInstructionRequest
AllocAckGrp
AllocGrp
PreAllocGrp
PreAllocMlegGrp
TrdAllocGrp
BenchmarkPrice662 Price SpreadOrBenchmarkCurveData
BenchmarkPriceType663 int SpreadOrBenchmarkCurveData
ConfirmID664 string Confirmation
ConfirmationAck
ConfirmStatus665 ConfirmStatus Confirmation
ConfirmTransType666 ConfirmTransType Confirmation
ContractSettlMonth667 MonthYear Instrument
DeliveryForm668 DeliveryForm InstrumentExtension
LastParPx669 Price ExecutionReport
TradeCaptureReport
ExecAllocGrp
NoLegAllocs670 NumInGroup LegPreAllocGrp
LegAllocAccount671 string LegPreAllocGrp
LegIndividualAllocID672 string LegPreAllocGrp
LegAllocQty673 Qty LegPreAllocGrp
LegAllocAcctIDSource674 string LegPreAllocGrp
LegSettlCurrency675 Currency LegPreAllocGrp
LegBenchmarkCurveCurrency676 Currency LegBenchmarkCurveData
LegBenchmarkCurveName677 string LegBenchmarkCurveData
LegBenchmarkCurvePoint678 string LegBenchmarkCurveData
LegBenchmarkPrice679 Price LegBenchmarkCurveData
LegBenchmarkPriceType680 int LegBenchmarkCurveData
LegBidPx681 Price LegQuotGrp
LegIOIQty682 string InstrmtLegIOIGrp
NoLegStipulations683 NumInGroup LegStipulations
LegOfferPx684 Price LegQuotGrp
LegPriceType686 int LegQuotGrp
LegQty687 Qty InstrmtLegExecGrp
LegOrdGrp
LegQuotGrp
LegQuotStatGrp
QuotReqLegsGrp
TrdInstrmtLegGrp
LegStipulationType688 string LegStipulations
LegStipulationValue689 string LegStipulations
LegSwapType690 LegSwapType InstrmtLegExecGrp
InstrmtLegSecListGrp
LegOrdGrp
LegQuotGrp
LegQuotStatGrp
QuotReqLegsGrp
TrdInstrmtLegGrp
Pool691 string Instrument
QuotePriceType692 QuotePriceType QuotReqGrp
QuotReqRjctGrp
QuoteRespID693 string ExecutionReport
Quote
QuoteResponse
QuoteStatusReport
QuoteRespType694 QuoteRespType QuoteResponse
QuoteQualifier695 char QuotQualGrp
YieldRedemptionDate696 LocalMktDate YieldData
YieldRedemptionPrice697 Price YieldData
YieldRedemptionPriceType698 int YieldData
BenchmarkSecurityID699 string SpreadOrBenchmarkCurveData
ReversalIndicator700 Boolean AllocationInstruction
AllocationReport
YieldCalcDate701 LocalMktDate YieldData
NoPositions702 NumInGroup PositionQty
PosType703 PosType PositionQty
LongQty704 Qty PositionQty
ShortQty705 Qty PositionQty
PosQtyStatus706 PosQtyStatus PositionQty
PosAmtType707 PosAmtType PositionAmountData
PosAmt708 Amt PositionAmountData
PosTransType709 PosTransType PositionMaintenanceReport
PositionMaintenanceRequest
PosReqID710 string PositionMaintenanceReport
PositionMaintenanceRequest
PositionReport
RequestForPositions
RequestForPositionsAck
NoUnderlyings711 NumInGroup PosUndInstrmtGrp
UndInstrmtCollGrp
UndInstrmtGrp
UndInstrmtStrkPxGrp
PosMaintAction712 PosMaintAction PositionMaintenanceReport
PositionMaintenanceRequest
OrigPosReqRefID713 string PositionMaintenanceReport
PositionMaintenanceRequest
PosMaintRptRefID714 string PositionMaintenanceRequest
ClearingBusinessDate715 LocalMktDate AssignmentReport
CollateralAssignment
CollateralInquiry
CollateralInquiryAck
CollateralReport
CollateralRequest
PositionMaintenanceReport
PositionMaintenanceRequest
PositionReport
RequestForPositions
TradeCaptureReport
TradeCaptureReportRequest
SettlSessID716 SettlSessID AssignmentReport
CollateralAssignment
CollateralInquiry
CollateralInquiryAck
CollateralReport
CollateralRequest
PositionMaintenanceReport
PositionMaintenanceRequest
PositionReport
RequestForPositions
SettlSessSubID717 string AssignmentReport
CollateralAssignment
CollateralInquiry
CollateralInquiryAck
CollateralReport
CollateralRequest
PositionMaintenanceReport
PositionMaintenanceRequest
PositionReport
RequestForPositions
AdjustmentType718 AdjustmentType PositionMaintenanceReport
PositionMaintenanceRequest
ContraryInstructionIndicator719 Boolean PositionMaintenanceRequest
PriorSpreadIndicator720 Boolean PositionMaintenanceRequest
PosMaintRptID721 string PositionMaintenanceReport
PositionReport
RequestForPositionsAck
PosMaintStatus722 PosMaintStatus PositionMaintenanceReport
PosMaintResult723 PosMaintResult PositionMaintenanceReport
PosReqType724 PosReqType PositionReport
RequestForPositions
ResponseTransportType725 ResponseTransportType CollateralInquiry
CollateralInquiryAck
RequestForPositions
RequestForPositionsAck
TradeCaptureReportAck
TradeCaptureReportRequest
TradeCaptureReportRequestAck
ResponseDestination726 string CollateralInquiry
CollateralInquiryAck
RequestForPositions
RequestForPositionsAck
TradeCaptureReportAck
TradeCaptureReportRequest
TradeCaptureReportRequestAck
TotalNumPosReports727 int PositionReport
RequestForPositionsAck
PosReqResult728 PosReqResult PositionReport
RequestForPositionsAck
PosReqStatus729 PosReqStatus RequestForPositionsAck
SettlPrice730 Price AssignmentReport
PositionReport
SettlPriceType731 SettlPriceType AssignmentReport
PositionReport
UnderlyingSettlPrice732 Price AssignmentReport
PosUndInstrmtGrp
UnderlyingSettlPriceType733 int PosUndInstrmtGrp
PriorSettlPrice734 Price PositionReport
NoQuoteQualifiers735 NumInGroup QuotQualGrp
AllocSettlCurrency736 Currency AllocGrp
PreAllocGrp
PreAllocMlegGrp
TrdAllocGrp
AllocSettlCurrAmt737 Amt AllocGrp
InterestAtMaturity738 Amt AllocationInstruction
AllocationReport
Confirmation
ExecutionReport
TrdCapRptSideGrp
LegDatedDate739 LocalMktDate InstrumentLeg
LegPool740 string InstrumentLeg
AllocInterestAtMaturity741 Amt AllocGrp
AllocAccruedInterestAmt742 Amt AllocGrp
DeliveryDate743 LocalMktDate PositionReport
AssignmentMethod744 AssignmentMethod AssignmentReport
AssignmentUnit745 Qty AssignmentReport
OpenInterest746 Amt AssignmentReport
ExerciseMethod747 ExerciseMethod AssignmentReport
TotNumTradeReports748 int TradeCaptureReport
TradeCaptureReportRequestAck
TradeRequestResult749 TradeRequestResult TradeCaptureReportRequestAck
TradeRequestStatus750 TradeRequestStatus TradeCaptureReportRequestAck
TradeReportRejectReason751 TradeReportRejectReason TradeCaptureReportAck
SideMultiLegReportingType752 SideMultiLegReportingType TrdCapRptSideGrp
NoPosAmt753 NumInGroup PositionAmountData
AutoAcceptIndicator754 Boolean AllocationInstruction
AllocationReport
AllocReportID755 string AllocationReport
AllocationReportAck
NoNested2PartyIDs756 NumInGroup NestedParties2
Nested2PartyID757 string NestedParties2
Nested2PartyIDSource758 char NestedParties2
Nested2PartyRole759 int NestedParties2
Nested2PartySubID760 string NstdPtys2SubGrp
BenchmarkSecurityIDSource761 string SpreadOrBenchmarkCurveData
SecuritySubType762 string DerivativeSecurityListRequest
SecurityTypeRequest
SecTypesGrp
Instrument
UnderlyingSecuritySubType763 string UnderlyingInstrument
LegSecuritySubType764 string InstrumentLeg
AllowableOneSidednessPct765 Percentage NewOrderList
AllowableOneSidednessValue766 Amt NewOrderList
AllowableOneSidednessCurr767 Currency NewOrderList
NoTrdRegTimestamps768 NumInGroup TrdRegTimestamps
TrdRegTimestamp769 UTCTimestamp TrdRegTimestamps
TrdRegTimestampType770 TrdRegTimestampType TrdRegTimestamps
TrdRegTimestampOrigin771 string TrdRegTimestamps
ConfirmRefID772 string Confirmation
ConfirmType773 ConfirmType Confirmation
ConfirmationRequest
ConfirmRejReason774 ConfirmRejReason ConfirmationAck
BookingType775 BookingType AllocationInstruction
AllocationReport
ExecutionReport
MultilegOrderCancelReplace
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
ListOrdGrp
SideCrossOrdModGrp
IndividualAllocRejCode776 int AllocAckGrp
SettlInstMsgID777 string SettlementInstructions
NoSettlInst778 NumInGroup SettlInstGrp
LastUpdateTime779 UTCTimestamp SettlementInstructionRequest
SettlInstGrp
AllocSettlInstType780 AllocSettlInstType AllocGrp
NoSettlPartyIDs781 NumInGroup SettlParties
SettlPartyID782 string SettlParties
SettlPartyIDSource783 char SettlParties
SettlPartyRole784 int SettlParties
SettlPartySubID785 string SettlPtysSubGrp
SettlPartySubIDType786 int SettlPtysSubGrp
DlvyInstType787 DlvyInstType DlvyInstGrp
TerminationType788 TerminationType FinancingDetails
OrdStatusReqID790 string ExecutionReport
OrderStatusRequest
SettlInstReqID791 string SettlementInstructionRequest
SettlementInstructions
SettlInstReqRejCode792 SettlInstReqRejCode SettlementInstructions
SecondaryAllocID793 string AllocationInstruction
AllocationInstructionAck
AllocationReport
AllocationReportAck
Confirmation
ConfirmationRequest
AllocReportType794 AllocReportType AllocationReport
AllocationReportAck
AllocReportRefID795 string AllocationReport
AllocCancReplaceReason796 AllocCancReplaceReason AllocationInstruction
AllocationReport
CopyMsgIndicator797 Boolean Confirmation
ExecutionReport
TradeCaptureReport
AllocAccountType798 AllocAccountType Confirmation
ConfirmationRequest
OrderAvgPx799 Price OrdAllocGrp
OrderBookingQty800 Qty OrdAllocGrp
NoSettlPartySubIDs801 NumInGroup SettlPtysSubGrp
NoPartySubIDs802 NumInGroup PtysSubGrp
PartySubIDType803 PartySubIDType PtysSubGrp
NoNestedPartySubIDs804 NumInGroup NstdPtysSubGrp
NestedPartySubIDType805 int NstdPtysSubGrp
NoNested2PartySubIDs806 NumInGroup NstdPtys2SubGrp
Nested2PartySubIDType807 int NstdPtys2SubGrp
AllocIntermedReqType808 AllocIntermedReqType AllocationInstruction
AllocationInstructionAck
AllocationReport
AllocationReportAck
UnderlyingPx810 Price UnderlyingInstrument
PriceDelta811 float MDFullGrp
MDIncGrp
ApplQueueMax812 int MarketDataRequest
ApplQueueDepth813 int MarketDataIncrementalRefresh
MarketDataSnapshotFullRefresh
ApplQueueResolution814 ApplQueueResolution MarketDataIncrementalRefresh
MarketDataSnapshotFullRefresh
ApplQueueAction815 ApplQueueAction MarketDataRequest
NoAltMDSource816 NumInGroup MDRjctGrp
AltMDSourceID817 string MDRjctGrp
SecondaryTradeReportID818 string TradeCaptureReport
TradeCaptureReportAck
TradeCaptureReportRequest
TrdCollGrp
AvgPxIndicator819 AvgPxIndicator TradeCaptureReport
TradeLinkID820 string TradeCaptureReport
TradeCaptureReportAck
TradeCaptureReportRequest
OrderInputDevice821 string TrdCapRptSideGrp
UnderlyingTradingSessionID822 string TradeCaptureReport
UnderlyingTradingSessionSubID823 string TradeCaptureReport
TradeLegRefID824 string TradeCaptureReport
ExchangeRule825 string TrdCapRptSideGrp
TradeAllocIndicator826 TradeAllocIndicator TrdCapRptSideGrp
ExpirationCycle827 ExpirationCycle SecurityDefinition
SecurityDefinitionRequest
RelSymDerivSecGrp
SecListGrp
TrdType828 TrdType TradeCaptureReport
TradeCaptureReportAck
TradeCaptureReportRequest
TrdSubType829 int TradeCaptureReport
TradeCaptureReportAck
TradeCaptureReportRequest
TransferReason830 string TradeCaptureReport
TradeCaptureReportAck
TradeCaptureReportRequest
TotNumAssignmentReports832 int AssignmentReport
AsgnRptID833 string AssignmentReport
ThresholdAmount834 PriceOffset AssignmentReport
PositionMaintenanceReport
PositionMaintenanceRequest
PegMoveType835 PegMoveType PegInstructions
PegOffsetType836 PegOffsetType PegInstructions
PegLimitType837 PegLimitType PegInstructions
PegRoundDirection838 PegRoundDirection PegInstructions
PeggedPrice839 Price ExecutionReport
PegScope840 PegScope PegInstructions
DiscretionMoveType841 DiscretionMoveType DiscretionInstructions
DiscretionOffsetType842 DiscretionOffsetType DiscretionInstructions
DiscretionLimitType843 DiscretionLimitType DiscretionInstructions
DiscretionRoundDirection844 DiscretionRoundDirection DiscretionInstructions
DiscretionPrice845 Price ExecutionReport
DiscretionScope846 DiscretionScope DiscretionInstructions
TargetStrategy847 TargetStrategy CrossOrderCancelReplaceRequest
ExecutionReport
MultilegOrderCancelReplace
NewOrderCross
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
ListOrdGrp
TargetStrategyParameters848 string CrossOrderCancelReplaceRequest
ExecutionReport
MultilegOrderCancelReplace
NewOrderCross
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
ListOrdGrp
ParticipationRate849 Percentage CrossOrderCancelReplaceRequest
ExecutionReport
MultilegOrderCancelReplace
NewOrderCross
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
ListOrdGrp
TargetStrategyPerformance850 float ExecutionReport
LastLiquidityInd851 LastLiquidityInd ExecutionReport
PublishTrdIndicator852 PublishTrdIndicator TradeCaptureReport
ShortSaleReason853 ShortSaleReason TradeCaptureReport
QtyType854 QtyType Advertisement
AllocationInstruction
AllocationReport
CollateralAssignment
CollateralInquiry
CollateralInquiryAck
CollateralReport
CollateralRequest
CollateralResponse
Confirmation
ExecutionReport
IOI
MultilegOrderCancelReplace
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
TradeCaptureReport
ListOrdGrp
QuotReqGrp
QuotReqRjctGrp
SideCrossOrdModGrp
SecondaryTrdType855 int TradeCaptureReport
TradeCaptureReportAck
TradeCaptureReportRequest
TradeReportType856 TradeReportType TradeCaptureReport
TradeCaptureReportAck
AllocNoOrdersType857 AllocNoOrdersType AllocationInstruction
AllocationReport
SharedCommission858 Amt Confirmation
ConfirmReqID859 string Confirmation
ConfirmationRequest
AvgParPx860 Price AllocationInstruction
AllocationReport
Confirmation
ReportedPx861 Price Confirmation
NoCapacities862 NumInGroup CpctyConfGrp
OrderCapacityQty863 Qty CpctyConfGrp
NoEvents864 NumInGroup EvntGrp
EventType865 EventType EvntGrp
EventDate866 LocalMktDate EvntGrp
EventPx867 Price EvntGrp
EventText868 string EvntGrp
PctAtRisk869 Percentage InstrumentExtension
NoInstrAttrib870 NumInGroup AttrbGrp
InstrAttribType871 InstrAttribType AttrbGrp
InstrAttribValue872 string AttrbGrp
DatedDate873 LocalMktDate Instrument
InterestAccrualDate874 LocalMktDate Instrument
CPProgram875 CPProgram Instrument
CPRegType876 string Instrument
UnderlyingCPProgram877 string UnderlyingInstrument
UnderlyingCPRegType878 string UnderlyingInstrument
UnderlyingQty879 Qty UnderlyingInstrument
TrdMatchID880 string TradeCaptureReport
TradeCaptureReportAck
TradeCaptureReportRequest
SecondaryTradeReportRefID881 string TradeCaptureReport
TradeCaptureReportAck
UnderlyingDirtyPrice882 Price UnderlyingInstrument
UnderlyingEndPrice883 Price UnderlyingInstrument
UnderlyingStartValue884 Amt UnderlyingInstrument
UnderlyingCurrentValue885 Amt UnderlyingInstrument
UnderlyingEndValue886 Amt UnderlyingInstrument
NoUnderlyingStips887 NumInGroup UnderlyingStipulations
UnderlyingStipType888 string UnderlyingStipulations
UnderlyingStipValue889 string UnderlyingStipulations
MaturityNetMoney890 Amt Confirmation
MiscFeeBasis891 MiscFeeBasis MiscFeesGrp
TotNoAllocs892 int AllocationInstruction
AllocationReport
LastFragment893 LastFragment AllocationInstruction
AllocationReport
DerivativeSecurityList
ListStatus
ListStrikePrice
NewOrderList
SecurityList
SecurityTypes
QuotSetAckGrp
QuotSetGrp
CollReqID894 string CollateralAssignment
CollateralRequest
CollateralResponse
CollAsgnReason895 CollAsgnReason CollateralAssignment
CollateralRequest
CollateralResponse
CollInquiryQualifier896 CollInquiryQualifier CollInqQualGrp
NoTrades897 NumInGroup TrdCollGrp
MarginRatio898 Percentage FinancingDetails
MarginExcess899 Amt CollateralAssignment
CollateralInquiry
CollateralReport
CollateralRequest
CollateralResponse
TotalNetValue900 Amt CollateralAssignment
CollateralInquiry
CollateralReport
CollateralRequest
CollateralResponse
CashOutstanding901 Amt CollateralAssignment
CollateralInquiry
CollateralReport
CollateralRequest
CollateralResponse
CollAsgnID902 string CollateralAssignment
CollateralResponse
CollAsgnTransType903 CollAsgnTransType CollateralAssignment
CollateralResponse
CollRespID904 string CollateralResponse
CollAsgnRespType905 CollAsgnRespType CollateralResponse
CollAsgnRejectReason906 CollAsgnRejectReason CollateralResponse
CollAsgnRefID907 string CollateralAssignment
CollRptID908 string CollateralReport
CollInquiryID909 string CollateralInquiry
CollateralInquiryAck
CollateralReport
CollStatus910 CollStatus CollateralReport
TotNumReports911 int CollateralInquiryAck
CollateralReport
ExecutionReport
LastRptRequested912 Boolean AssignmentReport
CollateralReport
ExecutionReport
TradeCaptureReport
AgreementDesc913 string FinancingDetails
AgreementID914 string FinancingDetails
AgreementDate915 LocalMktDate FinancingDetails
StartDate916 LocalMktDate FinancingDetails
EndDate917 LocalMktDate FinancingDetails
AgreementCurrency918 Currency FinancingDetails
DeliveryType919 DeliveryType FinancingDetails
EndAccruedInterestAmt920 Amt AllocationInstruction
AllocationReport
CollateralAssignment
CollateralInquiry
CollateralReport
CollateralRequest
CollateralResponse
Confirmation
ExecutionReport
TrdCapRptSideGrp
StartCash921 Amt AllocationInstruction
AllocationReport
CollateralAssignment
CollateralInquiry
CollateralReport
CollateralRequest
CollateralResponse
Confirmation
ExecutionReport
TrdCapRptSideGrp
EndCash922 Amt AllocationInstruction
AllocationReport
CollateralAssignment
CollateralInquiry
CollateralReport
CollateralRequest
CollateralResponse
Confirmation
ExecutionReport
TrdCapRptSideGrp
UserRequestID923 string UserRequest
UserResponse
UserRequestType924 UserRequestType UserRequest
NewPassword925 string UserRequest
UserStatus926 UserStatus UserResponse
UserStatusText927 string UserResponse
StatusValue928 StatusValue CompIDStatGrp
StatusText929 string CompIDStatGrp
RefCompID930 string CompIDReqGrp
CompIDStatGrp
RefSubID931 string CompIDReqGrp
CompIDStatGrp
NetworkResponseID932 string NetworkCounterpartySystemStatusResponse
NetworkRequestID933 string NetworkCounterpartySystemStatusRequest
NetworkCounterpartySystemStatusResponse
LastNetworkResponseID934 string NetworkCounterpartySystemStatusResponse
NetworkRequestType935 NetworkRequestType NetworkCounterpartySystemStatusRequest
NoCompIDs936 NumInGroup CompIDReqGrp
CompIDStatGrp
NetworkStatusResponseType937 NetworkStatusResponseType NetworkCounterpartySystemStatusResponse
NoCollInquiryQualifier938 NumInGroup CollInqQualGrp
TrdRptStatus939 TrdRptStatus TradeCaptureReportAck
AffirmStatus940 AffirmStatus ConfirmationAck
UnderlyingStrikeCurrency941 Currency UnderlyingInstrument
LegStrikeCurrency942 Currency InstrumentLeg
TimeBracket943 string ExecutionReport
TradeCaptureReportRequest
TrdCapRptSideGrp
CollAction944 CollAction UndInstrmtCollGrp
CollInquiryStatus945 CollInquiryStatus CollateralInquiryAck
CollInquiryResult946 CollInquiryResult CollateralInquiryAck
StrikeCurrency947 Currency Instrument
NoNested3PartyIDs948 NumInGroup NestedParties3
Nested3PartyID949 string NestedParties3
Nested3PartyIDSource950 char NestedParties3
Nested3PartyRole951 int NestedParties3
NoNested3PartySubIDs952 NumInGroup NstdPtys3SubGrp
Nested3PartySubID953 string NstdPtys3SubGrp
Nested3PartySubIDType954 int NstdPtys3SubGrp
LegContractSettlMonth955 MonthYear InstrumentLeg
LegInterestAccrualDate956 LocalMktDate InstrumentLeg
AffectedOrdGrp AffectedOrdGrp OrderMassCancelReport
AllocAckGrp AllocAckGrp AllocationInstructionAck
AllocationReportAck
AllocGrp AllocGrp AllocationInstruction
AllocationReport
AttrbGrp AttrbGrp InstrumentExtension
BidCompReqGrp BidCompReqGrp BidRequest
BidCompRspGrp BidCompRspGrp BidResponse
BidDescReqGrp BidDescReqGrp BidRequest
ClrInstGrp ClrInstGrp AllocGrp
TrdCapRptSideGrp
CollInqQualGrp CollInqQualGrp CollateralInquiry
CollateralInquiryAck
CommissionData CommissionData Confirmation
ExecutionReport
MultilegOrderCancelReplace
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
AllocGrp
BidCompRspGrp
ListOrdGrp
SideCrossOrdModGrp
TrdCapRptSideGrp
CompIDReqGrp CompIDReqGrp NetworkCounterpartySystemStatusRequest
CompIDStatGrp CompIDStatGrp NetworkCounterpartySystemStatusResponse
ContAmtGrp ContAmtGrp ExecutionReport
TrdCapRptSideGrp
ContraGrp ContraGrp ExecutionReport
CpctyConfGrp CpctyConfGrp Confirmation
DiscretionInstructions DiscretionInstructions CrossOrderCancelReplaceRequest
ExecutionReport
MultilegOrderCancelReplace
NewOrderCross
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
ListOrdGrp
DlvyInstGrp DlvyInstGrp SettlInstructionsData
EvntGrp EvntGrp Instrument
ExecAllocGrp ExecAllocGrp AllocationInstruction
AllocationReport
ExecCollGrp ExecCollGrp CollateralAssignment
CollateralInquiry
CollateralInquiryAck
CollateralReport
CollateralRequest
CollateralResponse
FinancingDetails FinancingDetails AllocationInstruction
AllocationReport
CollateralAssignment
CollateralInquiry
CollateralInquiryAck
CollateralReport
CollateralRequest
CollateralResponse
Confirmation
ExecutionReport
IOI
NewOrderSingle
OrderCancelReplaceRequest
OrderCancelRequest
OrderStatusRequest
Quote
QuoteResponse
QuoteStatusReport
QuoteStatusRequest
SecurityListRequest
TradeCaptureReport
TradeCaptureReportRequest
QuotCxlEntriesGrp
QuotReqGrp
QuotReqRjctGrp
SecListGrp
IOIQualGrp IOIQualGrp IOI
InstrmtGrp InstrmtGrp Email
News
InstrmtLegExecGrp InstrmtLegExecGrp ExecutionReport
InstrmtLegGrp InstrmtLegGrp Advertisement
AllocationInstruction
AllocationReport
AssignmentReport
CollateralAssignment
CollateralInquiry
CollateralInquiryAck
CollateralReport
CollateralRequest
CollateralResponse
Confirmation
CrossOrderCancelReplaceRequest
CrossOrderCancelRequest
DontKnowTrade
Email
MarketDataSnapshotFullRefresh
NewOrderCross
News
PositionMaintenanceReport
PositionMaintenanceRequest
PositionReport
QuoteStatusRequest
RequestForPositions
RequestForPositionsAck
SecurityDefinition
SecurityDefinitionRequest
SecurityListRequest
SecurityStatus
SecurityStatusRequest
TradeCaptureReportRequest
TradeCaptureReportRequestAck
InstrmtMDReqGrp
MDIncGrp
QuotCxlEntriesGrp
QuotEntryAckGrp
QuotEntryGrp
RFQReqGrp
RelSymDerivSecGrp
InstrmtLegIOIGrp InstrmtLegIOIGrp IOI
InstrmtLegSecListGrp InstrmtLegSecListGrp SecListGrp
InstrmtMDReqGrp InstrmtMDReqGrp MarketDataRequest
InstrmtStrkPxGrp InstrmtStrkPxGrp ListStrikePrice
Instrument Instrument Advertisement
AllocationInstruction
AllocationReport
AssignmentReport
CollateralAssignment
CollateralInquiry
CollateralInquiryAck
CollateralReport
CollateralRequest
CollateralResponse
Confirmation
CrossOrderCancelReplaceRequest
CrossOrderCancelRequest
DontKnowTrade
ExecutionReport
IOI
MarketDataSnapshotFullRefresh
MultilegOrderCancelReplace
NewOrderCross
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
OrderCancelRequest
OrderMassCancelReport
OrderMassCancelRequest
OrderMassStatusRequest
OrderStatusRequest
PositionMaintenanceReport
PositionMaintenanceRequest
PositionReport
Quote
QuoteResponse
QuoteStatusReport
QuoteStatusRequest
RequestForPositions
RequestForPositionsAck
SecurityDefinition
SecurityDefinitionRequest
SecurityListRequest
SecurityStatus
SecurityStatusRequest
TradeCaptureReport
TradeCaptureReportAck
TradeCaptureReportRequest
TradeCaptureReportRequestAck
InstrmtGrp
InstrmtMDReqGrp
InstrmtStrkPxGrp
ListOrdGrp
MDIncGrp
QuotCxlEntriesGrp
QuotEntryAckGrp
QuotEntryGrp
QuotReqGrp
QuotReqRjctGrp
RFQReqGrp
RelSymDerivSecGrp
SecListGrp
InstrumentExtension InstrumentExtension AllocationInstruction
AllocationReport
Confirmation
SecurityDefinition
SecurityDefinitionRequest
SecurityListRequest
SecurityStatus
SecurityStatusRequest
TradeCaptureReportRequest
RelSymDerivSecGrp
SecListGrp
InstrumentLeg InstrumentLeg InstrmtLegExecGrp
InstrmtLegGrp
InstrmtLegIOIGrp
InstrmtLegSecListGrp
LegOrdGrp
LegQuotGrp
LegQuotStatGrp
QuotReqLegsGrp
TrdInstrmtLegGrp
LegBenchmarkCurveData LegBenchmarkCurveData InstrmtLegSecListGrp
LegQuotGrp
QuotReqLegsGrp
LegOrdGrp LegOrdGrp MultilegOrderCancelReplace
NewOrderMultileg
LegPreAllocGrp LegPreAllocGrp LegOrdGrp
LegQuotGrp LegQuotGrp Quote
QuoteResponse
LegQuotStatGrp LegQuotStatGrp QuoteStatusReport
LegSecAltIDGrp LegSecAltIDGrp InstrumentLeg
LegStipulations LegStipulations InstrmtLegExecGrp
InstrmtLegIOIGrp
InstrmtLegSecListGrp
LegOrdGrp
LegQuotGrp
LegQuotStatGrp
QuotReqLegsGrp
TrdInstrmtLegGrp
LinesOfTextGrp LinesOfTextGrp Email
News
ListOrdGrp ListOrdGrp NewOrderList
MDFullGrp MDFullGrp MarketDataSnapshotFullRefresh
MDIncGrp MDIncGrp MarketDataIncrementalRefresh
MDReqGrp MDReqGrp MarketDataRequest
MDRjctGrp MDRjctGrp MarketDataRequestReject
MiscFeesGrp MiscFeesGrp CollateralAssignment
CollateralReport
CollateralRequest
CollateralResponse
Confirmation
ExecutionReport
AllocGrp
TrdCapRptSideGrp
NestedParties NestedParties AllocGrp
InstrmtLegExecGrp
LegOrdGrp
LegQuotGrp
LegQuotStatGrp
PositionQty
PreAllocGrp
QuotReqLegsGrp
RgstDtlsGrp
TrdInstrmtLegGrp
NestedParties2 NestedParties2 LegPreAllocGrp
OrdAllocGrp
TrdAllocGrp
NestedParties3 NestedParties3 PreAllocMlegGrp
NstdPtys2SubGrp NstdPtys2SubGrp NestedParties2
NstdPtys3SubGrp NstdPtys3SubGrp NestedParties3
NstdPtysSubGrp NstdPtysSubGrp NestedParties
OrdAllocGrp OrdAllocGrp AllocationInstruction
AllocationReport
Confirmation
ConfirmationRequest
OrdListStatGrp OrdListStatGrp ListStatus
OrderQtyData OrderQtyData DontKnowTrade
ExecutionReport
IOI
MultilegOrderCancelReplace
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
OrderCancelRequest
Quote
QuoteResponse
QuoteStatusReport
TradeCaptureReport
ListOrdGrp
QuotReqGrp
QuotReqRjctGrp
SideCrossOrdCxlGrp
SideCrossOrdModGrp
Parties Parties AllocationInstruction
AllocationInstructionAck
AllocationReport
AllocationReportAck
AssignmentReport
CollateralAssignment
CollateralInquiry
CollateralInquiryAck
CollateralReport
CollateralRequest
CollateralResponse
Confirmation
ExecutionReport
MassQuote
MassQuoteAcknowledgement
MultilegOrderCancelReplace
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
OrderCancelRequest
OrderMassStatusRequest
OrderStatusRequest
PositionMaintenanceReport
PositionMaintenanceRequest
PositionReport
Quote
QuoteCancel
QuoteResponse
QuoteStatusReport
QuoteStatusRequest
RegistrationInstructions
RegistrationInstructionsResponse
RequestForPositions
RequestForPositionsAck
SettlementInstructionRequest
TradeCaptureReportRequest
ListOrdGrp
QuotReqGrp
QuotReqRjctGrp
SettlInstGrp
SideCrossOrdCxlGrp
SideCrossOrdModGrp
TrdCapRptSideGrp
PegInstructions PegInstructions CrossOrderCancelReplaceRequest
ExecutionReport
MultilegOrderCancelReplace
NewOrderCross
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
ListOrdGrp
PosUndInstrmtGrp PosUndInstrmtGrp PositionReport
PositionAmountData PositionAmountData AssignmentReport
PositionMaintenanceReport
PositionReport
TradeCaptureReport
PositionQty PositionQty AssignmentReport
PositionMaintenanceReport
PositionMaintenanceRequest
PositionReport
PreAllocGrp PreAllocGrp NewOrderSingle
OrderCancelReplaceRequest
ListOrdGrp
SideCrossOrdModGrp
PreAllocMlegGrp PreAllocMlegGrp MultilegOrderCancelReplace
NewOrderMultileg
PtysSubGrp PtysSubGrp Parties
QuotCxlEntriesGrp QuotCxlEntriesGrp QuoteCancel
QuotEntryAckGrp QuotEntryAckGrp QuotSetAckGrp
QuotEntryGrp QuotEntryGrp QuotSetGrp
QuotQualGrp QuotQualGrp Quote
QuoteResponse
QuoteStatusReport
QuotReqGrp
QuotReqRjctGrp
QuotReqGrp QuotReqGrp QuoteRequest
QuotReqLegsGrp QuotReqLegsGrp QuotReqGrp
QuotReqRjctGrp
QuotReqRjctGrp QuotReqRjctGrp QuoteRequestReject
QuotSetAckGrp QuotSetAckGrp MassQuoteAcknowledgement
QuotSetGrp QuotSetGrp MassQuote
RFQReqGrp RFQReqGrp RFQRequest
RelSymDerivSecGrp RelSymDerivSecGrp DerivativeSecurityList
RgstDistInstGrp RgstDistInstGrp RegistrationInstructions
RgstDtlsGrp RgstDtlsGrp RegistrationInstructions
RoutingGrp RoutingGrp Email
IOI
News
SecAltIDGrp SecAltIDGrp Instrument
SecListGrp SecListGrp SecurityList
SecTypesGrp SecTypesGrp SecurityTypes
SettlInstGrp SettlInstGrp SettlementInstructions
SettlInstructionsData SettlInstructionsData CollateralAssignment
CollateralInquiry
CollateralReport
Confirmation
AllocGrp
SettlInstGrp
SettlParties SettlParties DlvyInstGrp
SettlPtysSubGrp SettlPtysSubGrp SettlParties
SideCrossOrdCxlGrp SideCrossOrdCxlGrp CrossOrderCancelRequest
SideCrossOrdModGrp SideCrossOrdModGrp CrossOrderCancelReplaceRequest
NewOrderCross
SpreadOrBenchmarkCurveData SpreadOrBenchmarkCurveData AllocationInstruction
AllocationReport
CollateralAssignment
CollateralInquiry
CollateralReport
CollateralRequest
CollateralResponse
Confirmation
CrossOrderCancelReplaceRequest
ExecutionReport
IOI
NewOrderCross
NewOrderSingle
OrderCancelReplaceRequest
Quote
QuoteResponse
QuoteStatusReport
TradeCaptureReport
ListOrdGrp
QuotReqGrp
QuotReqRjctGrp
SecListGrp
Stipulations Stipulations AllocationInstruction
AllocationReport
CollateralAssignment
CollateralInquiry
CollateralReport
CollateralRequest
CollateralResponse
Confirmation
CrossOrderCancelReplaceRequest
ExecutionReport
IOI
NewOrderCross
NewOrderSingle
Quote
QuoteResponse
QuoteStatusReport
ListOrdGrp
QuotReqGrp
QuotReqRjctGrp
SecListGrp
TrdCapRptSideGrp
TrdAllocGrp TrdAllocGrp TradeCaptureReportAck
TrdCapRptSideGrp
TrdCapDtGrp TrdCapDtGrp TradeCaptureReportRequest
TrdCapRptSideGrp TrdCapRptSideGrp TradeCaptureReport
TrdCollGrp TrdCollGrp CollateralAssignment
CollateralInquiry
CollateralInquiryAck
CollateralReport
CollateralRequest
CollateralResponse
TrdInstrmtLegGrp TrdInstrmtLegGrp TradeCaptureReport
TradeCaptureReportAck
TrdRegTimestamps TrdRegTimestamps CollateralAssignment
CollateralInquiry
CollateralReport
CollateralRequest
CollateralResponse
Confirmation
TradeCaptureReport
TradeCaptureReportAck
TrdgSesGrp TrdgSesGrp CrossOrderCancelReplaceRequest
MarketDataRequest
MultilegOrderCancelReplace
NewOrderCross
NewOrderMultileg
NewOrderSingle
OrderCancelReplaceRequest
PositionMaintenanceReport
PositionMaintenanceRequest
RequestForPositions
ListOrdGrp
UndInstrmtCollGrp UndInstrmtCollGrp CollateralAssignment
CollateralRequest
CollateralResponse
UndInstrmtGrp UndInstrmtGrp Advertisement
AllocationInstruction
AllocationReport
AssignmentReport
CollateralInquiry
CollateralInquiryAck
CollateralReport
Confirmation
CrossOrderCancelReplaceRequest
CrossOrderCancelRequest
DontKnowTrade
Email
ExecutionReport
IOI
MarketDataSnapshotFullRefresh
MultilegOrderCancelReplace
NewOrderCross
NewOrderMultileg
NewOrderSingle
News
OrderCancelReplaceRequest
OrderCancelRequest
OrderStatusRequest
PositionMaintenanceReport
PositionMaintenanceRequest
Quote
QuoteResponse
QuoteStatusReport
QuoteStatusRequest
RequestForPositions
RequestForPositionsAck
SecurityDefinition
SecurityDefinitionRequest
SecurityListRequest
SecurityStatus
SecurityStatusRequest
TradeCaptureReport
TradeCaptureReportRequest
TradeCaptureReportRequestAck
InstrmtMDReqGrp
ListOrdGrp
MDIncGrp
QuotCxlEntriesGrp
QuotReqGrp
QuotReqRjctGrp
RFQReqGrp
SecListGrp
UndInstrmtStrkPxGrp UndInstrmtStrkPxGrp ListStrikePrice
UndSecAltIDGrp UndSecAltIDGrp UnderlyingInstrument
UnderlyingInstrument UnderlyingInstrument DerivativeSecurityList
DerivativeSecurityListRequest
OrderMassCancelReport
OrderMassCancelRequest
OrderMassStatusRequest
PosUndInstrmtGrp
QuotSetAckGrp
QuotSetGrp
UndInstrmtCollGrp
UndInstrmtGrp
UndInstrmtStrkPxGrp
UnderlyingStipulations UnderlyingStipulations UnderlyingInstrument
YieldData YieldData AllocationInstruction
AllocationReport
Confirmation
CrossOrderCancelReplaceRequest
ExecutionReport
IOI
NewOrderCross
NewOrderSingle
OrderCancelReplaceRequest
Quote
QuoteResponse
QuoteStatusReport
TradeCaptureReport
ListOrdGrp
QuotReqGrp
QuotReqRjctGrp
SecListGrp
duration Duration
start_time UTCTimestamp

Enumeration Types

AccountType

Encoding:int

Type of account associated with an order

CaseTag
CarriedCustomerSide1
Account is carried on customer Side of Books
CarriedNonCustomerSide2
Account is carried on non-Customer Side of books
HouseTrader3
House Trader
FloorTrader4
Floor Trader
CarriedNonCustomerSideCrossMargined6
Account is carried on non-customer side of books and is cross margined
HouseTraderCrossMargined7
Account is house trader and is cross margined
JointBackOfficeAccount8
Joint Backoffice Account (JBO)

AcctIDSource

Encoding:int

Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.

CaseTag
BIC1
BIC
SIDCode2
SID code
TFM3
TFM (GSPTA)
OMGEO4
OMGEO (AlertID)
DTCCCode5
DTCC code
Other99
Other (custom or proprietary)

Adjustment

Encoding:int

Identifies the type of adjustment

CaseTag
Cancel1
Cancel
Error2
Error
Correction3
Correction

AdjustmentType

Encoding:int

Type of adjustment to be applied, used for PCS & PAJ

CaseTag
ProcessRequestAsMarginDisposition0
Process request as Margin Disposition
DeltaPlus1
Delta_plus
DeltaMinus2
Delta_minus
Final3
Final

AdvSide

Encoding:char

Broker's side of advertised trade

CaseTag
BuyB
Buy
SellS
Sell
TradeT
Trade
CrossX
Cross

AdvTransType

Encoding:string

Identifies advertisement message transaction type

CaseTag
CancelC
Cancel
NewN
New
ReplaceR
Replace

AffirmStatus

Encoding:int

Identifies the status of the ConfirmationAck

CaseTag
Received1
Received
ConfirmRejected2
Confirm rejected, i.e. not affirmed
Affirmed3
Affirmed

AggregatedBook

Encoding:Boolean

Specifies whether or not book entries should be aggregated.

CaseTag
BookEntriesShouldNotBeAggregatedN
Multiple entries per side per price allowed
BookEntriesToBeAggregatedY
one book entry per side per price

AllocAccountType

Encoding:int

Type of account associated with a confirmation or other trade-level message

CaseTag
CarriedCustomerSide1
Account is carried on customer Side of Books
CarriedNonCustomerSide2
Account is carried on non-Customer Side of books
HouseTrader3
House Trader
FloorTrader4
Floor Trader
CarriedNonCustomerSideCrossMargined6
Account is carried on non-customer side of books and is cross margined
HouseTraderCrossMargined7
Account is house trader and is cross margined
JointBackOfficeAccount8
Joint Backoffice Account (JBO)

AllocCancReplaceReason

Encoding:int

Reason for cancelling or replacing an Allocation Instruction or Allocation Report message

CaseTag
OriginalDetailsIncomplete1
Original details incomplete/incorrect
ChangeInUnderlyingOrderDetails2
Change in underlying order details
Other99
Other

AllocHandlInst

Encoding:int

Indicates how the receiver (i.e. third party) of Allocation message should handle/process the account details

CaseTag
Match1
Match
Forward2
Forward
ForwardAndMatch3
Forward and Match

AllocIntermedReqType

Encoding:int

Response to allocation to be communicated to a counterparty through an intermediary, i.e. clearing house. Used in conjunction with AllocType = "Request to Intermediary" and AllocReportType = "Request to Intermediary"

CaseTag
PendingAccept1
Pending Accept
PendingRelease2
Pending Release
PendingReversal3
Pending Reversal
Accept4
Accept
BlockLevelReject5
Block Level Reject
AccountLevelReject6
Account Level Reject

AllocLinkType

Encoding:int

Identifies the type of Allocation linkage when AllocLinkID (96) is used.

CaseTag
FXNetting0
F/X Netting
FXSwap1
F/X Swap

AllocNoOrdersType

Encoding:int

Indicates how the orders being booked and allocated by an Allocation Instruction or Allocation Report message are identified, i.e. by explicit definition in the NoOrders group or not.

CaseTag
NotSpecified0
Not specified
ExplicitListProvided1
Explicit list provided

AllocRejCode

Encoding:int

Identifies reason for rejection

CaseTag
UnknownAccount0
unknown account(s)
IncorrectQuantity1
incorrect quantity
IncorrectAveragegPrice2
incorrect average price
UnknownExecutingBrokerMnemonic3
unknown executing broker mnemonic
CommissionDifference4
commission difference
UnknownOrderID5
unknown OrderID (37)
UnknownListID6
unknown ListID (66)
OtherSeeText7
other (further in Note 58=)
IncorrectAllocatedQuantity8
incorrect allocated quantity
CalculationDifference9
calculation difference
UnknownOrStaleExecID10
unknown or stale ExecID (17)
MismatchedData11
mismatched data value (further in Note 58=)
UnknownClOrdID12
unknown ClOrdID (11)
WarehouseRequestRejected13
warehouse request rejected

AllocReportType

Encoding:int

Describes the specific type or purpose of an Allocation Report message

CaseTag
SellsideCalculatedUsingPreliminary3
Sellside Calculated Using Preliminary (includes MiscFees and NetMoney)
SellsideCalculatedWithoutPreliminary4
Sellside Calculated Without Preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney)
WarehouseRecap5
Warehouse recap
RequestToIntermediary8
Request to Intermediary

AllocSettlInstType

Encoding:int

Used to indicate whether settlement instructions are provided on an allocation instruction message, and if not, how they are to be derived

CaseTag
UseDefaultInstructions0
use default instructions
DeriveFromParametersProvided1
derive from parameters provided
FullDetailsProvided2
full details provided
SSIDBIDsProvided3
SSI db ids provided
PhoneForInstructions4
phone for instructions

AllocStatus

Encoding:int

Identifies status of allocation

CaseTag
Accepted0
accepted (successfully processed)
BlockLevelReject1
block level reject
AccountLevelReject2
account level reject
Received3
received (received, not yet processed)
Incomplete4
incomplete
RejectedByIntermediary5
rejected by intermediary

AllocTransType

Encoding:char

Identifies allocation transaction type *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***

CaseTag
New0
New
Replace1
Replace
Cancel2
Cancel

AllocType

Encoding:int

Describes the specific type or purpose of an Allocation message (i.e. "Buyside Calculated")

CaseTag
Calculated1
Calculated (includes MiscFees and NetMoney)
Preliminary2
Preliminary (without MiscFees and NetMoney)
ReadyToBook5
Ready-To-Book
WarehouseInstruction7
Warehouse instruction
RequestToIntermediary8
Request to Intermediary

ApplQueueAction

Encoding:int

Action to take to resolve an application message queue (backlog).

CaseTag
NoActionTaken0
No action taken
QueueFlushed1
Queue flushed
OverlayLast2
Overlay last
EndSession3
End session

ApplQueueResolution

Encoding:int

Resolution taken when ApplQueueDepth (813) exceeds ApplQueueMax (812) or system specified maximum queue size.

CaseTag
NoActionTaken0
No action taken
QueueFlushed1
Queue flushed
OverlayLast2
Overlay last
EndSession3
End session

AssignmentMethod

Encoding:char

Method under which assignment was conducted

CaseTag
ProRataP
ProRata
RandomR
Random

AvgPxIndicator

Encoding:int

Average Pricing Indicator

CaseTag
NoAveragePricing0
No Average Pricing
Trade1
Trade is part of an average price group identified by the TradeLinkID
LastTrade2
Last Trade in the average price group identified by the TradeLinkID

BasisPxType

Encoding:char

Code to represent the basis price type

CaseTag
ClosingPriceAtMorningSession2
Closing Price at morning session
ClosingPrice3
Closing Price
CurrentPrice4
Current price
SQ5
SQ
VWAPThroughADay6
VWAP through a day
VWAPThroughAMorningSession7
VWAP through a morning session
VWAPThroughAnAfternoonSession8
VWAP through an afternoon session
VWAPThroughADayExcept9
VWAP through a day except "YORI" (an opening auction)
VWAPThroughAMorningSessionExceptA
VWAP through a morning session except "YORI" (an opening auction)
VWAPThroughAnAfternoonSessionExceptB
VWAP through an afternoon session except "YORI" (an opening auction)
StrikeC
Strike
OpenD
Open
OthersZ
Others

BidDescriptorType

Encoding:int

Code to identify the type of BidDescriptor (400)

CaseTag
Sector1
Sector
Country2
Country
Index3
Index

BidRequestTransType

Encoding:char

Identifies the Bid Request message type

CaseTag
CancelC
Cancel
NewN
New

BidTradeType

Encoding:char

Code to represent the type of trade

CaseTag
AgencyA
Agency
VWAPGuaranteeG
VWAP Guarantee
GuaranteedCloseJ
Guaranteed Close
RiskTradeR
Risk Trade

BidType

Encoding:int

Code to identify the type of Bid Request

CaseTag
NonDisclosed1
"Non Disclosed" Style (e.g. US/European)
Disclosed2
"Disclosed" Style (e.g. Japanese)
NoBiddingProcess3
No Bidding Process

BookingType

Encoding:int

Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar).

CaseTag
RegularBooking0
Regular booking
CFD1
CFD (Contract For Difference)
TotalReturnSwap2
Total return swap

BookingUnit

Encoding:char

Indicates what constitutes a bookable unit.

CaseTag
EachPartialExecutionIsABookableUnit0
Each partial execution is a bookable unit
AggregatePartialExecutionsOnThisOrder1
Aggregate partial executions on this order, and book one trade per order
AggregateExecutionsForThisSymbol2
Aggregate executions for this symbol, side, and settlement date

CPProgram

Encoding:int

The program under which a commercial paper is issued

CaseTag
Program3a31
3(a)(3)
Program422
4(2)
Other99
Other

CancellationRights

Encoding:char

For CIV – A one character code identifying whether Cancellation rights/Cooling off period applies

CaseTag
NoWaiverAgreementM
No – waiver agreement
NoExecutionOnlyN
No – execution only
NoInstitutionalO
No – institutional.
YesY
Yes

CashMargin

Encoding:char

Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request.

CaseTag
Cash1
Cash
MarginOpen2
Margin Open
MarginClose3
Margin Close

ClearingFeeIndicator

Encoding:string

Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time. (Values source CBOT, CME, NYBOT, and NYMEX):

CaseTag
FirstYearDelegate1
1st year delegate trading for his own account
SecondYearDelegate2
2nd year delegate trading for his own account
ThirdYearDelegate3
3rd year delegate trading for his own account
FourthYearDelegate4
4th year delegate trading for his own account
FifthYearDelegate5
5th year delegate trading for his own account
SixthYearDelegate9
6th year and beyond delegate trading for his own account
CBOEMemberB
CBOE Member
NonMemberAndCustomerC
Non-member and Customer
EquityMemberAndClearingMemberE
Equity Member and Clearing Member
FullAndAssociateMemberF
Full and Associate Member trading for own account and as floor Brokers
Firms106HAnd106JH
106.H and 106.J Firms
GIMI
GIM, IDEM and COM Membership Interest Holders
Lessee106FEmployeesL
Lessee and 106.F Employees
AllOtherOwnershipTypesM
All other ownership types

ClearingInstruction

Encoding:int

Eligibility of this trade for clearing and central counterparty processing

CaseTag
ProcessNormally0
process normally
ExcludeFromAllNetting1
exclude from all netting
BilateralNettingOnly2
bilateral netting only
ExClearing3
ex clearing
SpecialTrade4
special trade
MultilateralNetting5
multilateral netting
ClearAgainstCentralCounterparty6
clear against central counterparty
ExcludeFromCentralCounterparty7
exclude from central counterparty
ManualMode8
Manual mode (pre-posting and/or pre-giveup)
AutomaticPostingMode9
Automatic posting mode (trade posting to the position account number specified)
AutomaticGiveUpMode10
Automatic give-up mode (trade give-up to the give-up destination number specified)
QualifiedServiceRepresentativeQSR11
Qualified Service Representative (QSR) -
CustomerTrade12
Customer Trade
SelfClearing13
Self clearing

CollAction

Encoding:int

Action proposed for an Underlying Instrument instance

CaseTag
Retain0
Retain
Add1
Add
Remove2
Remove

CollAsgnReason

Encoding:int

Reason for Collateral Assignment

CaseTag
Initial0
Initial
Scheduled1
Scheduled
TimeWarning2
Time Warning
MarginDeficiency3
Margin Deficiency
MarginExcess4
Margin Excess
ForwardCollateralDemand5
Forward Collateral Demand
EventOfDefault6
Event of default
AdverseTaxEvent7
Adverse tax event

CollAsgnRejectReason

Encoding:int

Collateral Assignment Reject Reason

CaseTag
UnknownDeal0
Unknown deal (order / trade)
UnknownOrInvalidInstrument1
Unknown or invalid instrument
UnauthorizedTransaction2
Unauthorized transaction
InsufficientCollateral3
Insufficient collateral
InvalidTypeOfCollateral4
Invalid type of collateral
ExcessiveSubstitution5
Excessive substitution
Other99
Other

CollAsgnRespType

Encoding:int

Collateral Assignment Response Type

CaseTag
Received0
Received
Accepted1
Accepted
Declined2
Declined
Rejected3
Rejected

CollAsgnTransType

Encoding:int

Collateral Assignment Transaction Type

CaseTag
New0
New
Replace1
Replace
Cancel2
Cancel
Release3
Release
Reverse4
Reverse

CollInquiryQualifier

Encoding:int

Collateral inquiry qualifiers:

CaseTag
TradeDate0
TradeDate
GCInstrument1
GC Instrument
CollateralInstrument2
CollateralInstrument
SubstitutionEligible3
Substitution Eligible
NotAssigned4
Not Assigned
PartiallyAssigned5
Partially Assigned
FullyAssigned6
Fully Assigned
OutstandingTrades7
Outstanding Trades (Today < end date)

CollInquiryResult

Encoding:int

Result returned in response to Collateral Inquiry 4000+ Reserved and available for bi-laterally agreed upon user-defined values

CaseTag
Successful0
Successful (Default)
InvalidOrUnknownInstrument1
Invalid or unknown instrument
InvalidOrUnknownCollateralType2
Invalid or unknown collateral type
InvalidParties3
Invalid parties
InvalidTransportTypeRequested4
Invalid Transport Type requested
InvalidDestinationRequested5
Invalid Destination requested
NoCollateralFoundForTheTradeSpecified6
No collateral found for the trade specified
NoCollateralFoundForTheOrderSpecified7
No collateral found for the order specified
CollateralInquiryTypeNotSupported8
Collateral Inquiry type not supported
UnauthorizedForCollateralInquiry9
Unauthorized for collateral inquiry
Other99
Other (further information in Text (58) field)

CollInquiryStatus

Encoding:int

Status of Collateral Inquiry

CaseTag
Accepted0
Accepted
AcceptedWithWarnings1
Accepted with Warnings
Completed2
Completed
CompletedWithWarnings3
Completed with Warnings
Rejected4
Rejected

CollStatus

Encoding:int

Collateral Status

CaseTag
Unassigned0
Unassigned
PartiallyAssigned1
Partially Assigned
AssignmentProposed2
Assignment Proposed
Assigned3
Assigned (Accepted)
Challenged4
Challenged

CommType

Encoding:char

Commission type

CaseTag
PerUnit1
per unit (implying shares, par, currency, etc)
Percent2
percentage
Absolute3
absolute (total monetary amount)
PercentageWaivedCashDiscount4
(for CIV buy orders) percentage waived – cash discount
PercentageWaivedEnhancedUnits5
(for CIV buy orders) percentage waived – enhanced units
PointsPerBondOrContract6
points per bond or contract [Supply ContractMultiplier (231) in the component block if the object security is denominated in a size other than the industry default - 1000 par for bonds.]

ConfirmRejReason

Encoding:int

Identifies the reason for rejecting a Confirmation

CaseTag
MismatchedAccount1
Mismatched account
MissingSettlementInstructions2
Missing settlement instructions
Other99
Other

ConfirmStatus

Encoding:int

Identifies the status of the Confirmation.

CaseTag
Received1
Received
MismatchedAccount2
Mismatched account
MissingSettlementInstructions3
Missing settlement instructions
Confirmed4
Confirmed
RequestRejected5
Request rejected

ConfirmTransType

Encoding:int

Identifies the Confirmation transaction type

CaseTag
New0
New
Replace1
Replace
Cancel2
Cancel

ConfirmType

Encoding:int

Identifies the type of Confirmation message being sent

CaseTag
Status1
Status
Confirmation2
Confirmation
ConfirmationRequestRejected3
Confirmation Request Rejected (reason can be stated in Text field)

ContAmtType

Encoding:int

Type of ContAmtValue (520). NOTE That Commission Amount / % in Contract Amounts is the commission actually charged, rather than the commission instructions given in Fields 2/3.

CaseTag
CommissionAmount1
Commission Amount (actual)
CommissionPercent2
Commission % (actual)
InitialChargeAmount3
Initial Charge Amount
InitialChargePercent4
Initial Charge %
DiscountAmount5
Discount Amount
DiscountPercent6
Discount %
DilutionLevyAmount7
Dilution Levy Amount
DilutionLevyPercent8
Dilution Levy %
ExitChargeAmount9
Exit Charge Amount
ExitChargePercent10
Exit Charge %
FundBasedRenewalCommissionPercent11
Fund-based Renewal Commission % (a.k.a. Trail commission)
ProjectedFundValue12
Projected Fund Value (i.e. for investments intended to realise or exceed a specific future value)
FundBasedRenewalCommissionOnOrder13
Fund-based Renewal Commission Amount (based on Order value)
FundBasedRenewalCommissionOnFund14
Fund-based Renewal Commission Amount (based on Projected Fund value)
NetSettlementAmount15
Net Settlement Amount

CorporateAction

Encoding:MultipleValueString

Identifies the type of Corporate Action

CaseTag
ExDividendA
Ex-Dividend
ExDistributionB
Ex-Distribution
ExRightsC
Ex-Rights
NewD
New
ExInterestE
Ex-Interest

Country

Encoding:string

2 letter country code - ISO 3166

CaseTag
ADAD
Andorra
AEAE
United Arab Emirates (the)
AFAF
Afghanistan
AGAG
Antigua and Barbuda
AIAI
Anguilla
ALAL
Albania
AMAM
Armenia
AOAO
Angola
AQAQ
Antarctica
ARAR
Argentina
ASAS
American Samoa
ATAT
Austria
AUAU
Australia
AWAW
Aruba
AXAX
Aaland Islands
AZAZ
Azerbaijan
BABA
Bosnia and Herzegovina
BBBB
Barbados
BDBD
Bangladesh
BEBE
Belgium
BFBF
Burkina Faso
BGBG
Bulgaria
BHBH
Bahrain
BIBI
Burundi
BJBJ
Benin
BLBL
Saint Barthélemy
BMBM
Bermuda
BNBN
Brunei Darussalam
BOBO
Bolivia (Plurinational State of)
BQBQ
Bonaire, Sint Eustatius and Saba
BRBR
Brazil
BSBS
Bahamas (the)
BTBT
Bhutan
BVBV
Bouvet Island
BWBW
Botswana
BYBY
Belarus
BZBZ
Belize
CACA
Canada
CCCC
Cocos (Keeling) Islands (the)
CDCD
Congo (the Democratic Republic of the)
CFCF
Central African Republic (the)
CGCG
Congo (the)
CHCH
Switzerland
CICI
Côte d'Ivoire
CKCK
Cook Islands (the)
CLCL
Chile
CMCM
Cameroon
CNCN
China
COCO
Colombia
CRCR
Costa Rica
CUCU
Cuba
CVCV
Cabo Verde
CWCW
Curaçao
CXCX
Christmas Island
CYCY
Cyprus
CZCZ
Czechia
DEDE
Germany
DJDJ
Djibouti
DKDK
Denmark
DMDM
Dominica
DODO
Dominican Republic (the)
DZDZ
Algeria
ECEC
Ecuador
EEEE
Estonia
EGEG
Egypt
EHEH
Western Sahara*
ERER
Eritrea
ESES
Spain
ETET
Ethiopia
FIFI
Finland
FJFJ
Fiji
FKFK
Falkland Islands (the) [Malvinas]
FMFM
Micronesia (Federated States of)
FOFO
Faroe Islands (the)
FRFR
France
GAGA
Gabon
GBGB
United Kingdom of Great Britain and Northern Ireland (the)
GDGD
Grenada
GEGE
Georgia
GFGF
French Guiana
GGGG
Guernsey
GHGH
Ghana
GIGI
Gibraltar
GLGL
Greenland
GMGM
Gambia (the)
GNGN
Guinea
GPGP
Guadeloupe
GQGQ
Equatorial Guinea
GRGR
Greece
GSGS
South Georgia and the South Sandwich Islands
GTGT
Guatemala
GUGU
Guam
GWGW
Guinea-Bissau
GYGY
Guyana
HKHK
Hong Kong
HMHM
Heard Island and McDonald Islands
HNHN
Honduras
HRHR
Croatia
HTHT
Haiti
HUHU
Hungary
IDID
Indonesia
IEIE
Ireland
ILIL
Israel
IMIM
Isle of Man
ININ
India
IOIO
British Indian Ocean Territory (the)
IQIQ
Iraq
IRIR
Iran (Islamic Republic of)
ISIS
Iceland
ITIT
Italy
JEJE
Jersey
JMJM
Jamaica
JOJO
Jordan
JPJP
Japan
KEKE
Kenya
KGKG
Kyrgyzstan
KHKH
Cambodia
KIKI
Kiribati
KMKM
Comoros (the)
KNKN
Saint Kitts and Nevis
KPKP
Korea (the Democratic People's Republic of)
KRKR
Korea (the Republic of)
KWKW
Kuwait
KYKY
Cayman Islands (the)
KZKZ
Kazakhstan
LALA
Lao People's Democratic Republic (the)
LBLB
Lebanon
LCLC
Saint Lucia
LILI
Liechtenstein
LKLK
Sri Lanka
LRLR
Liberia
LSLS
Lesotho
LTLT
Lithuania
LULU
Luxembourg
LVLV
Latvia
LYLY
Libya
MAMA
Morocco
MCMC
Monaco
MDMD
Moldova (the Republic of)
MEME
Montenegro
MFMF
Saint Martin (French part)
MGMG
Madagascar
MHMH
Marshall Islands (the)
MKMK
Macedonia (the former Yugoslav Republic of)
MLML
Mali
MMMM
Myanmar
MNMN
Mongolia
MOMO
Macao
MPMP
Northern Mariana Islands (the)
MQMQ
Martinique
MRMR
Mauritania
MSMS
Montserrat
MTMT
Malta
MUMU
Mauritius
MVMV
Maldives
MWMW
Malawi
MXMX
Mexico
MYMY
Malaysia
MZMZ
Mozambique
NANA
Namibia
NCNC
New Caledonia
NENE
Niger (the)
NFNF
Norfolk Island
NGNG
Nigeria
NINI
Nicaragua
NLNL
Netherlands (the)
NONO
Norway
NPNP
Nepal
NRNR
Nauru
NUNU
Niue
NZNZ
New Zealand
OMOM
Oman
PAPA
Panama
PEPE
Peru
PFPF
French Polynesia
PGPG
Papua New Guinea
PHPH
Philippines (the)
PKPK
Pakistan
PLPL
Poland
PMPM
Saint Pierre and Miquelon
PNPN
Pitcairn
PRPR
Puerto Rico
PSPS
Palestine, State of
PTPT
Portugal
PWPW
Palau
PYPY
Paraguay
QAQA
Qatar
RERE
Réunion
RORO
Romania
RSRS
Serbia
RURU
Russian Federation (the)
RWRW
Rwanda
SASA
Saudi Arabia
SBSB
Solomon Islands
SCSC
Seychelles
SDSD
Sudan (the)
SESE
Sweden
SGSG
Singapore
SHSH
Saint Helena, Ascension and Tristan da Cunha
SISI
Slovenia
SJSJ
Svalbard and Jan Mayen
SKSK
Slovakia
SLSL
Sierra Leone
SMSM
San Marino
SNSN
Senegal
SOSO
Somalia
SRSR
Suriname
SSSS
South Sudan
STST
Sao Tome and Principe
SVSV
El Salvador
SXSX
Sint Maarten (Dutch part)
SYSY
Syrian Arab Republic
SZSZ
Swaziland
TCTC
Turks and Caicos Islands (the)
TDTD
Chad
TFTF
French Southern Territories (the)
TGTG
Togo
THTH
Thailand
TJTJ
Tajikistan
TKTK
Tokelau
TLTL
Timor-Leste
TMTM
Turkmenistan
TNTN
Tunisia
TOTO
Tonga
TRTR
Turkey
TTTT
Trinidad and Tobago
TVTV
Tuvalu
TWTW
Taiwan (Province of China)
TZTZ
Tanzania, United Republic of
UAUA
Ukraine
UGUG
Uganda
UMUM
United States Minor Outlying Islands (the)
USUS
United States of America (the)
UYUY
Uruguay
UZUZ
Uzbekistan
VAVA
Holy See (the)
VCVC
Saint Vincent and the Grenadines
VEVE
Venezuela (Bolivarian Republic of)
VGVG
Virgin Islands (British)
VIVI
Virgin Islands (U.S.)
VNVN
Viet Nam
VUVU
Vanuatu
WFWF
Wallis and Futuna
WSWS
Samoa
YEYE
Yemen
YTYT
Mayotte
ZAZA
South Africa
ZMZM
Zambia
ZWZW
Zimbabwe

CoveredOrUncovered

Encoding:int

Used for derivative products, such as options

CaseTag
Covered0
Covered
Uncovered1
Uncovered

CrossPrioritization

Encoding:int

Indicates if one side or the other of a cross order should be prioritized. The definition of prioritization is left to the market. In some markets prioritization means which side of the cross order is applied to the market first. In other markets – prioritization may mean that the prioritized side is fully executed (sometimes referred to as the side being protected).

CaseTag
FIXNone0
None
BuySideIsPrioritized1
Buy side is prioritized
SellSideIsPrioritized2
Sell side is prioritized

CrossType

Encoding:int

Type of cross being submitted to a market

CaseTag
CrossAON1
Cross Trade which is executed completely or not. Both sides are treated in the same manner. This is equivalent to an All or None.
CrossIOC2
Cross Trade which is executed partially and the rest is cancelled. One side is fully executed, the other side is partially executed with the remainder being cancelled. This is equivalent to an Immediate or Cancel on the other side. Note: The CrossPrioritzation (550) field may be used to indicate which side should fully execute in this scenario.
CrossOneSide3
Cross trade which is partially executed with the unfilled portions remaining active. One side of the cross is fully executed (as denoted with the CrossPrioritization field), but the unfilled portion remains active.
CrossSamePrice4
Cross trade is executed with existing orders with the same price. In the case other orders exist with the same price, the quantity of the Cross is executed against the existing orders and quotes, the remainder of the cross is executed against the other side of the cross. The two sides potentially have different quantities.

Currency

Encoding:string

three letter code from ISO4217

CaseTag
AEDAED
United Arab Emirates Dirham
AFNAFN
Afghanistan Afghani
AMDAMD
Armenia Dram
ANGANG
Netherlands Antilles Guilder
AOAAOA
Angola Kwanza
ARSARS
Argentina Peso
AUDAUD
Australia Dollar
AWGAWG
Aruba Guilder
AZNAZN
Azerbaijan New Manat
BAMBAM
Bosnia and Herzegovina Convertible Marka
BBDBBD
Barbados Dollar
BDTBDT
Bangladesh Taka
BGNBGN
Bulgaria Lev
BHDBHD
Bahrain Dinar
BIFBIF
Burundi Franc
BMDBMD
Bermuda Dollar
BNDBND
Brunei Darussalam Dollar
BOBBOB
Bolivia Bolíviano
BRLBRL
Brazil Real
BSDBSD
Bahamas Dollar
BTNBTN
Bhutan Ngultrum
BWPBWP
Botswana Pula
BYNBYN
Belarus Ruble
BZDBZD
Belize Dollar
CADCAD
Canada Dollar
CDFCDF
Congo/Kinshasa Franc
CHFCHF
Switzerland Franc
CLPCLP
Chile Peso
CNYCNY
China Yuan Renminbi
COPCOP
Colombia Peso
CRCCRC
Costa Rica Colon
CUCCUC
Cuba Convertible Peso
CUPCUP
Cuba Peso
CVECVE
Cape Verde Escudo
CZKCZK
Czech Republic Koruna
DJFDJF
Djibouti Franc
DKKDKK
Denmark Krone
DOPDOP
Dominican Republic Peso
DZDDZD
Algeria Dinar
EGPEGP
Egypt Pound
ERNERN
Eritrea Nakfa
ETBETB
Ethiopia Birr
EUREUR
Euro Member Countries
FJDFJD
Fiji Dollar
FKPFKP
Falkland Islands (Malvinas) Pound
GBPGBP
United Kingdom Pound
GELGEL
Georgia Lari
GGPGGP
Guernsey Pound
GHSGHS
Ghana Cedi
GIPGIP
Gibraltar Pound
GMDGMD
Gambia Dalasi
GNFGNF
Guinea Franc
GTQGTQ
Guatemala Quetzal
GYDGYD
Guyana Dollar
HKDHKD
Hong Kong Dollar
HNLHNL
Honduras Lempira
HRKHRK
Croatia Kuna
HTGHTG
Haiti Gourde
HUFHUF
Hungary Forint
IDRIDR
Indonesia Rupiah
ILSILS
Israel Shekel
IMPIMP
Isle of Man Pound
INRINR
India Rupee
IQDIQD
Iraq Dinar
IRRIRR
Iran Rial
ISKISK
Iceland Krona
JEPJEP
Jersey Pound
JMDJMD
Jamaica Dollar
JODJOD
Jordan Dinar
JPYJPY
Japan Yen
KESKES
Kenya Shilling
KGSKGS
Kyrgyzstan Som
KHRKHR
Cambodia Riel
KMFKMF
Comoros Franc
KPWKPW
Korea (North) Won
KRWKRW
Korea (South) Won
KWDKWD
Kuwait Dinar
KYDKYD
Cayman Islands Dollar
KZTKZT
Kazakhstan Tenge
LAKLAK
Laos Kip
LBPLBP
Lebanon Pound
LKRLKR
Sri Lanka Rupee
LRDLRD
Liberia Dollar
LSLLSL
Lesotho Loti
LYDLYD
Libya Dinar
MADMAD
Morocco Dirham
MDLMDL
Moldova Leu
MGAMGA
Madagascar Ariary
MKDMKD
Macedonia Denar
MMKMMK
Myanmar (Burma) Kyat
MNTMNT
Mongolia Tughrik
MOPMOP
Macau Pataca
MROMRO
Mauritania Ouguiya
MURMUR
Mauritius Rupee
MVRMVR
Maldives (Maldive Islands) Rufiyaa
MWKMWK
Malawi Kwacha
MXNMXN
Mexico Peso
MYRMYR
Malaysia Ringgit
MZNMZN
Mozambique Metical
NADNAD
Namibia Dollar
NGNNGN
Nigeria Naira
NIONIO
Nicaragua Cordoba
NOKNOK
Norway Krone
NPRNPR
Nepal Rupee
NZDNZD
New Zealand Dollar
OMROMR
Oman Rial
PABPAB
Panama Balboa
PENPEN
Peru Sol
PGKPGK
Papua New Guinea Kina
PHPPHP
Philippines Peso
PKRPKR
Pakistan Rupee
PLNPLN
Poland Zloty
PYGPYG
Paraguay Guarani
QARQAR
Qatar Riyal
RONRON
Romania New Leu
RSDRSD
Serbia Dinar
RUBRUB
Russia Ruble
RWFRWF
Rwanda Franc
SARSAR
Saudi Arabia Riyal
SBDSBD
Solomon Islands Dollar
SCRSCR
Seychelles Rupee
SDGSDG
Sudan Pound
SEKSEK
Sweden Krona
SGDSGD
Singapore Dollar
SHPSHP
Saint Helena Pound
SLLSLL
Sierra Leone Leone
SOSSOS
Somalia Shilling
SPLSPL
Seborga Luigino
SRDSRD
Suriname Dollar
STDSTD
São Tomé and Príncipe Dobra
SVCSVC
El Salvador Colon
SYPSYP
Syria Pound
SZLSZL
Swaziland Lilangeni
THBTHB
Thailand Baht
TJSTJS
Tajikistan Somoni
TMTTMT
Turkmenistan Manat
TNDTND
Tunisia Dinar
TOPTOP
Tonga Pa'anga
TRYTRY
Turkey Lira
TTDTTD
Trinidad and Tobago Dollar
TVDTVD
Tuvalu Dollar
TWDTWD
Taiwan New Dollar
TZSTZS
Tanzania Shilling
UAHUAH
Ukraine Hryvnia
UGXUGX
Uganda Shilling
USDUSD
United States Dollar
UYUUYU
Uruguay Peso
UZSUZS
Uzbekistan Som
VEFVEF
Venezuela Bolivar
VNDVND
Viet Nam Dong
VUVVUV
Vanuatu Vatu
WSTWST
Samoa Tala
XAFXAF
Communauté Financière Africaine (BEAC) CFA Franc BEAC
XCDXCD
East Caribbean Dollar
XDRXDR
International Monetary Fund (IMF) Special Drawing Rights
XOFXOF
Communauté Financière Africaine (BCEAO) Franc
XPFXPF
Comptoirs Français du Pacifique (CFP) Franc
YERYER
Yemen Rial
ZARZAR
South Africa Rand
ZMWZMW
Zambia Kwacha
ZWDZWD
Zimbabwe Dollar

CustOrderCapacity

Encoding:int

Capacity of customer placing the order Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).

CaseTag
MemberTradingForTheirOwnAccount1
Member trading for their own account
ClearingFirmTradingForItsProprietaryAccount2
Clearing Firm trading for its proprietary account
MemberTradingForAnotherMember3
Member trading for another member
AllOther4
All other

CxlRejReason

Encoding:int

Code to identify reason for cancel rejection

CaseTag
TooLateToCancel0
Too late to cancel
UnknownOrder1
Unknown order
BrokerCredit2
Broker / Exchange Option
OrderAlreadyInPendingStatus3
Order already in Pending Cancel or Pending Replace status
UnableToProcessOrderMassCancelRequest4
Unable to process Order Mass Cancel Request
OrigOrdModTime5
OrigOrdModTime (586) did not match last TransactTime (60) of order
DuplicateClOrdID6
Duplicate ClOrdID (11) received
Other99
Other

CxlRejResponseTo

Encoding:char

Identifies the type of request that a Cancel Reject is in response to

CaseTag
OrderCancelRequest1
Order Cancel Request
OrderCancel2
Order Cancel/Replace Request

DKReason

Encoding:char

Reason for execution rejection

CaseTag
UnknownSymbolA
Unknown symbol
WrongSideB
Wrong side
QuantityExceedsOrderC
Quantity exceeds order
NoMatchingOrderD
No matching order
PriceExceedsLimitE
Price exceeds limit
CalculationDifferenceF
Calculation difference
OtherZ
Other

DayBookingInst

Encoding:char

Indicates whether or not automatic booking can occur.

CaseTag
Auto0
Can trigger booking without reference to the order initiator ("auto")
SpeakWithOrderInitiatorBeforeBooking1
Speak with order initiator before booking ("speak first")
Accumulate2
Accumulate

DeleteReason

Encoding:char

Reason for deletion

CaseTag
Cancellation0
Cancelation / Trade Bust
Error1
Error

DeliveryForm

Encoding:int

Identifies the form of delivery

CaseTag
BookEntry1
BookEntry
Bearer2
Bearer

DeliveryType

Encoding:int

Identifies type of settlement

CaseTag
VersusPayment0
"Versus. Payment": Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment
Free1
"Free": Deliver (if Sell) or Receive (if Buy) Free
TriParty2
Tri-Party
HoldInCustody3
Hold In Custody

DiscretionInst

Encoding:char

Code to identify the price a DiscretionOffsetValue (389) is related to and should be mathematically added to

CaseTag
RelatedToDisplayedPrice0
Related to displayed price
RelatedToMarketPrice1
Related to market price
RelatedToPrimaryPrice2
Related to primary price
RelatedToLocalPrimaryPrice3
Related to local primary price
RelatedToMidpointPrice4
Related to midpoint price
RelatedToLastTradePrice5
Related to last trade price
RelatedToVWAP6
Related to VWAP

DiscretionLimitType

Encoding:int

Type of Discretion Limit

CaseTag
OrBetter0
Or better (default) - price improvement allowed
Strict1
Strict – limit is a strict limit
OrWorse2
Or worse – for a buy the discretion price is a minimum and for a sell the discretion price is a maximum (for use for orders which have a price range)

DiscretionMoveType

Encoding:int

Describes whether discretionay price is static or floats

CaseTag
Floating0
Floating (default)
Fixed1
Fixed

DiscretionOffsetType

Encoding:int

Type of Discretion Offset value

CaseTag
Price0
Price (default)
BasisPoints1
Basis Points
Ticks2
Ticks
PriceTier3
Price Tier / Level

DiscretionRoundDirection

Encoding:int

If the calculated discretionary price is not a valid tick price, specifies whether to round the price to be more or less aggressive

CaseTag
MoreAggressive1
More aggressive – on a buy order round the price up round up to the nearest tick, on a sell round down to the nearest tick
MorePassive2
More passive – on a buy order round down to nearest tick on a sell order round up to nearest tick

DiscretionScope

Encoding:int

The scope of the discretion

CaseTag
Local1
Local (Exchange, ECN, ATS)
National2
National
Global3
Global
NationalExcludingLocal4
National excluding local

DistribPaymentMethod

Encoding:int

A code identifying the payment method for a (fractional) distribution. 13 through 998 are reserved for future use Values above 000 are available for use by private agreement among counterparties

CaseTag
CREST1
CREST
NSCC2
NSCC
Euroclear3
Euroclear
Clearstream4
Clearstream
Cheque5
Cheque
TelegraphicTransfer6
Telegraphic Transfer
FedWire7
FedWire
DirectCredit8
Direct Credit (BECS, BACS)
ACHCredit9
ACH Credit
BPAY10
BPAY
HighValueClearingSystemHVACS11
High Value Clearing System (HVACS)
ReinvestInFund12
Reinvest in fund

DlvyInstType

Encoding:char

Used to indicate whether a delivery instruction is used for securities or cash settlement

CaseTag
CashC
cash
SecuritiesS
securities

DueToRelated

Encoding:Boolean

Indicates whether or not the halt was due to the Related Security being halted.

CaseTag
NotRelatedToSecurityHaltN
Halt was not related to a halt of the related security
RelatedToSecurityHaltY
Halt was due to related security being halted

EmailType

Encoding:char

Email message type

CaseTag
New0
New
Reply1
Reply
AdminReply2
Admin Reply

EventType

Encoding:int

Code to represent the type of event

CaseTag
Put1
Put
Call2
Call
Tender3
Tender
SinkingFundCall4
Sinking Fund Call
Other99
Other

Exchange

Encoding:string

ISO 10383 Market Identifier Code

CaseTag
_360T360T
360T
AATSAATS
ASSENT ATS
ABULABUL
BULGARIAN STOCK EXCHANGE - ALTERNATIVE MARKET
ACEXACEX
ACE DERIVATIVES & COMMODITY EXCHANGE LTD
AFETAFET
AGRICULTURAL FUTURES EXCHANGE OF THAILAND
AIXEAIXE
AIXECUTE
ALDPALDP
NYSE ALTERNEXT DARK
ALTXALTX
JSE ALTERNATE EXCHANGE
ALXAALXA
EURONEXT - ALTERNEXT AMSTERDAM
ALXBALXB
EURONEXT - ALTERNEXT BRUSSELS
ALXLALXL
EURONEXT - ALTERNEXT LISBON
ALXPALXP
EURONEXT - ALTERNEXT PARIS
AMTSAMTS
MTS NETHERLANDS
AMXOAMXO
NYSE AMEX OPTIONS
APXLAPXL
SYDNEY STOCK EXCHANGE LIMITED
AQUAAQUA
AQUA EQUITIES L.P.
AQXEAQXE
AQUIS EXCHANGE
ARAXARAX
ARAX COMMODITIES LTD
ARCDARCD
ARCA DARK
ARCOARCO
NYSE ARCA OPTIONS
ARCXARCX
NYSE ARCA
AREXAREX
AREX - AUTOMATED RECEIVABLES EXCHANGE
ASEXASEX
ATHENS STOCK EXCHANGE
ASTRASTR
CLEARCORP DEALING SYSTEMS INDIA LIMITED – ASTROID
ASXBASXB
ASX BOOKBUILD
ASXCASXC
ASX - CENTER POINT
ASXPASXP
ASX - PUREMATCH
ASXTASXT
ASX TRADEMATCH
ASXVASXV
ASX - VOLUMEMATCH
ATDFATDF
AUTOMATED TRADING DESK FINANCIAL SERVICES, LLC
ATLBATLB
ATLANTIC BROKERS LTD
AUTOAUTO
AUTOBAHN FX
AWBXAWBX
AUSTRALIAN WHEAT BOARD
AWEXAWEX
AUSTRALIAN WOOL EXCHANGE
BACEBACE
BOLSA DE CEREALES DE BUENOS AIRES
BAJMBAJM
BARBADOS STOCK EXCHANGE - JUNIOR MARKET
BALTBALT
THE BALTIC EXCHANGE
BAMLBAML
BANK OF AMERICA - MERRILL LYNCH INSTINCT X ATS
BAPXBAPX
BALTPOOL
BARDBARD
BARCLAYS FX – TRADING
BARKBARK
BATS EUROPE - REGULATED MARKET DARK BOOK
BARLBARL
BARCLAYS LIQUID MARKETS
BAROBARO
BATS EUROPE - REGULATED MARKET OFF BOOK
BARTBART
BATS EUROPE - REGULATED MARKET INTEGRATED BOOK
BARXBARX
BARCLAYS ATS
BATDBATD
BATS EUROPE -BXE DARK ORDER BOOK
BATEBATE
BATS EUROPE -BXE ORDER BOOKS
BATFBATF
BATS EUROPE – BATS OFF-BOOK
BATOBATO
BZX OPTIONS MARKET
BATPBATP
BATS EUROPE - BXE PERIODIC
BATSBATS
BATS Z-EXCHANGE
BATYBATY
BATS Y-EXCHANGE, INC.
BBSFBBSF
BLOOMBERG SEF LLC
BCDXBCDX
BARCLAYS DIRECT EX ATS
BCFSBCFS
BOLSA DE COMERCIO DE SANTA FE
BCMMBCMM
BOLSA DE CEREAIS E MERCADORIAS DE MARINGÁ
BCSEBCSE
BELARUS CURRENCY AND STOCK EXCHANGE
BCXEBCXE
BATS EUROPE
BEEXBEEX
BOND ELECTRONIC EXCHANGE
BERABERA
BOERSE BERLIN - REGULIERTER MARKT
BERBBERB
BOERSE BERLIN - FREIVERKEHR
BERCBERC
BOERSE BERLIN - BERLIN SECOND REGULATED MARKET
BETABETA
BETA MARKET
BETPBETP
BLOOMBERG TRADEBOOK JAPAN LIMITED
BFEXBFEX
BAHRAIN FINANCIAL EXCHANGE
BGCBBGCB
BGC BROKERS LP - TRAYPORT
BGCDBGCD
BGC DERIVATIVE MARKETS L.P.
BGCFBGCF
BGC FINANCIAL INC
BGCIBGCI
BGC BROKERS LP
BHSFBHSF
BATS HOTSPOT SEF LLC
BIDSBIDS
BIDS TRADING L.P.
BLBFBLBF
BANJA LUKA STOCK EXCHANGE - FREE MARKET
BLEVBLEV
BLOCK EVENT
BLNKBLNK
BLINK MTF
BLOXBLOX
BLOCKMATCH
BLPXBLPX
BELGIAN POWER EXCHANGE
BLTDBLTD
BLOOMBERG TRADEBOOK LLC
BLTXBLTX
BALTEX - FREIGHT DERIVATIVES MARKET
BMCLBMCL
BME CLEARING S.A.
BMEXBMEX
BME - BOLSAS Y MERCADOS ESPANOLES
BMFABMFA
BMFMS-ATS
BMFMBMFM
DERIVATIVES REGULATED MARKET - BMFMS
BMFXBMFX
SIBIU MONETARY- FINANCIAL AND COMMODITIES EXCHANGE
BMTFBMTF
BLOOMBERG TRADING FACILITY LIMITED
BMTSBMTS
MTS BELGIUM
BNDDBNDD
TRADEWEB DIRECT LLC
BNYCBNYC
CONVERGEX
BOATBOAT
CINNOBER BOAT
BONDBOND
BONDVISION ITALIA
BOSCBOSC
BONDSCAPE
BOSDBOSD
NASDAQ OMX BX DARK
BOSPBOSP
WARSAW STOCK EXCHANGE/BONDS/CATALYST/BONDSPOT/MTF
BOTCBOTC
OFF EXCHANGE IDENTIFIER FOR OTC TRADES REPORTED TO BATS EUROPE
BOTEBOTE
BOTSWANA STOCK EXCHANGE - EXCHANGE TRADED FUNDS (ETF)
BOTVBOTV
BOTSWANA STOCK EXCHANGE - VENTURE CAPITAL
BOVABOVA
BOLSA DE CORREDORES - BOLSA DE VALORES
BOVMBOVM
BOLSA DE VALORES MINAS-ESPÍRITO SANTO-BRASÍLIA
BPOLBPOL
BLOOMBERG BPOOL
BRIXBRIX
BRAZILIAN ENERGY EXCHANGE
BRNXBRNX
BERNSTEIN CROSS (BERN-X)
BSEXBSEX
BAKU STOCK EXCHANGE
BSMEBSME
BSE SME
BTECBTEC
ICAP ELECTRONIC BROKING (US)
BTEEBTEE
BROKERTEC
BVCABVCA
CARACAS STOCK EXCHANGE
BVMFBVMF
BM&FBOVESPA S.A. - BOLSA DE VALORES, MERCADORIAS E FUTUROS
BVUKBVUK
BONDVISION UK
BVURBVUR
BOLSA ELECTRONICA DE VALORES DEL URUGUAY
BVUSBVUS
BONDVISION US
BYXDBYXD
BATS Y-EXCHANGE DARK
BZXDBZXD
BATS Z-EXCHANGE DARK
C2OXC2OX
C2 OPTIONS EXCHANGE INC.
CAESCAES
CREDIT SUISSE AES CROSSFINDER
CANDCAND
CANDEAL.CA INC
CANXCANX
CANNEX FINANCIAL EXCHANGE LTS
CATSCATS
CATS
CAVECAVE
CAVEAT EMPTOR
CBLCCBLC
CITIBLOC
CBSXCBSX
CBOE STOCK EXCHANGE
CBTSCBTS
CME SWAPS MARKETS (CBOT)
CCFXCCFX
CHINA FINANCIAL FUTURES EXCHANGE
CCLXCCLX
FINESTI S.A.
CCO2CCO2
CANTORCO2E.COM LIMITED
CDEDCDED
CITADEL SECURITIES
CDSLCDSL
CLEARCORP DEALING SYSTEMS (INDIA) LTD.
CECSCECS
CME SWAPS MARKETS (COMEX)
CETICETI
CETIP S.A. - MERCADOS ORGANIZADOS
CFAUCFAU
CROSSFINDER AUSTRALIA
CFHKCFHK
CROSSFINDER HONG KONG
CFJPCFJP
CROSSFINDER JAPAN
CGCMCGCM
CASSA DI COMPENSAZIONE E GARANZIA SPA - COLLATERALIZED MONEY MARKET GUARANTEE SERVICE
CGDBCGDB
CASSA DI COMPENSAZIONE E GARANZIA SPA - BONDS CCP SERVICE
CGEBCGEB
CASSA DI COMPENSAZIONE E GARANZIA SPA - EURO BONDS CCP SERVICE
CGGDCGGD
CASSA DI COMPENSAZIONE E GARANZIA SPA - CCP AGRICULTURAL COMMODITY DERIVATIVES
CGITCGIT
CASSA DI COMPENSAZIONE E GARANZIA SPA
CGMACGMA
CITI MATCH AUSTRALIA
CGMECGME
CITI MATCH
CGMHCGMH
CITI MATCH
CGMICGMI
CITIGROUP GLOBAL MARKETS
CGMUCGMU
CITI MATCH
CGMXCGMX
CITI MEXICO RPI (RETAIL PRICE IMPROVEMENT)
CGNDCGND
CASSA DI COMPENSAZIONE E GARANZIA SPA - CCP ENERGY DERIVATIVES
CGQDCGQD
CASSA DI COMPENSAZIONE E GARANZIA SPA - CCP EQUITY DERIVATIVES
CGQTCGQT
CASSA DI COMPENSAZIONE E GARANZIA SPA - EQUITY CCP SERVICE
CGTRCGTR
CASSA DI COMPENSAZIONE E GARANZIA SPA - TRIPARTY REPO CCP SERVICE
CHEVCHEV
CA CHEUVREUX
CHIACHIA
CHI-X AUSTRALIA
CHICCHIC
CHI-X CANADA ATS
CHIDCHID
BATS EUROPE - CXE DARK ORDER BOOK
CHIJCHIJ
CHI-X JAPAN
CHIOCHIO
BATS EUROPE - CXE - OFF-BOOK
CHISCHIS
CHI-X JAPAN SELECT
CHIVCHIV
CHI-X JAPAN VWAP CROSSING
CHIXCHIX
BATS EUROPE - CXE ORDER BOOKS
CICXCICX
CITI CROSS
CITDCITD
CITI DARK
CITXCITX
CITI MATCH
CLAUCLAU
CLSA AUSTRALIA - DARK
CLHKCLHK
CLSA HONG KONG - DARK
CLJPCLJP
CLSA JAPAN - DARK
CLMXCLMX
CLIMEX
CLPHCLPH
CLSA PHILIPPINES - DARK
CLTDCLTD
CLEARTRADE EXCHANGE
CMECCMEC
CME CLEARING EUROPE
CMEDCMED
CME EUROPE - DERIVATIVES
CMEECMEE
CME EUROPE
CMESCMES
CME SWAPS MARKETS (CME)
CMETCMET
CLEAR MARKETS JAPAN, INC.
CMMTCMMT
CLEAR MARKETS EUROPE LIMITED
CMSFCMSF
CLEAR MARKETS NORTH AMERICA, INC.
COALCOAL
LA COTE ALPHA
CORECORE
ATD - CITIGROUP AGENCY OPTION AND EQUITIES ROUTING ENGINE
COTCCOTC
BMO CAPITAL MARKETS - CAD OTC TRADES
CREDCRED
CREDIT SUISSE (US)
CRYDCRYD
CRYEX - FX AND DIGITAL CURRENCIES
CRYPCRYP
CRYPTO FACILITIES
CRYXCRYX
CRYEX
CSAUCSAU
CREDIT SUISSE EQUITIES (AUSTRALIA) LIMITED
CSCFCSCF
CREDIT SUISSE AES CROSSFINDER EUROPE
CSEUCSEU
CREDIT SUISSE (EUROPE)
CSHKCSHK
CREDIT SUISSE SECURITIES (HONG KONG) LIMITED
CSJPCSJP
CREDIT SUISSE EQUITIES (JAPAN) LIMITED
CSLPCSLP
CREDIT SUISSE LIGHT POOL
CSSXCSSX
CHINA STAINLESS STEEL EXCHANGE
CSTOCSTO
NASDAQ CLEARING AB
CXACCXAC
CHI-X MARKET AUSTRALIA - LIMIT VENUE
CXAFCXAF
CHI-X AUSTRALIA MARKET PEG (FARPOINT) VENUE
CXAMCXAM
CHI-X MOC
CXANCXAN
CHI-X AUSTRALIA PRIMARY PEG (NEARPOINT) VENUE
CXAPCXAP
CHI-X AUSTRALIA MID-POINT VENUE
CXAQCXAQ
CHI-X AUSTRALIA -QUOTED MANAGED FUNDS
CXARCXAR
CHI-X AUSTRALIA - TRANSFERABLE CUSTODY RECEIPT MARKET
CXAVCXAV
CHI-X VWAP
CXAWCXAW
CHI-X AUSTRALIA - WARRANTS
CXRTCXRT
CREDITEX BROKERAGE LLP
DBCRDBCR
DEUTSCHE BANK - CENTRAL RISK BOOK
DBCXDBCX
DEUTSCHE BANK - CLOSE CROSS
DBDCDBDC
DEUTSCHE BANK - DIRECT CAPITAL ACCESS
DBHKDBHK
DEUTSCHE BANK HONG KONG ATS
DBIXDBIX
DEUTSCHE BANK INTERNALISATION
DBMODBMO
DEUTSCHE BANK - MANUAL OTC
DBOXDBOX
DEUTSCHE BANK OFF EXCHANGE TRADING
DBSEDBSE
DEUTSCHE BANK - SUPERX EU
DBSXDBSX
DEUTSCHE BANK SUPER X
DCSEDCSE
NASDAQ COPENHAGEN A/S - NORDIC@MID
DCSXDCSX
DUTCH CARIBBEAN SECURITIES EXCHANGE
DEALDEAL
DCX (DERIVATIVES CURRENCY EXCHANGE)
DGCXDGCX
DUBAI GOLD & COMMODITIES EXCHANGE DMCC
DHELDHEL
NASDAQ HELSINKI LTD - NORDIC@MID
DICEDICE
NASDAQ ICELAND HF. - NORDIC@MID
DIFXDIFX
NASDAQ DUBAI
DKTCDKTC
DANSK OTC
DNDKDNDK
FIRST NORTH DENMARK - NORDIC@MID
DNFIDNFI
FIRST NORTH FINLAND - NORDIC@MID
DNISDNIS
FIRST NORTH ICELAND - NORDIC@MID
DNSEDNSE
FIRST NORTH SWEDEN - NORDIC@MID
DOTSDOTS
SWISS DOTS BY CATS
DRCTDRCT
DAIWA DRECT
DSMDDSMD
QATAR EXCHANGE
DSTODSTO
NASDAQ STOCKHOLM AB - NORDIC@MID
DUMXDUMX
DUBAI MERCANTILE EXCHANGE
DUSADUSA
BOERSE DUESSELDORF - REGULIERTER MARKT
DUSBDUSB
BOERSE DUESSELDORF - FREIVERKEHR
DUSCDUSC
BOERSE DUESSELDORF - QUOTRIX - REGULIERTER MARKT
DUSDDUSD
BOERSE DUESSELDORF - QUOTRIX MTF
DWSFDWSF
DW SEF LLC
EBRAEBRA
BRATISLAVA STOCK EXCHANGE-MTF
EBSXEBSX
EBS MTF
ECAGECAG
EUREX CLEARING AG
ECALECAL
EUREX CLEARING ASIA PTE. LTD.
EDDPEDDP
EDGX EXCHANGE DARK
EDGAEDGA
EDGA EXCHANGE
EDGDEDGD
EDGA EXCHANGE DARK
EDGEEDGE
BATS DIRECT EDGE
EDGOEDGO
EDGX OPTIONS MARKET
EDGXEDGX
EDGX EXCHANGE
EEALEEAL
EUREX EXCHANGE ASIA PTE. LTD.
EESEEESE
EAST EUROPEAN STOCK EXCHANGE
EGMTEGMT
EG MARKET TECHNOLOGIES
EGSIEGSI
ERSTE GROUP BANK AG
ELIXELIX
ELIXIUM
EMBXEMBX
EMERGING MARKETS BOND EXCHANGE LIMITED
EMCHEMCH
FINACOR EMATCH
EMDREMDR
E-MID - E-MIDER MARKET
EMIBEMIB
E-MID - BANCA D'ITALIA SHARES TRADING MARKET
EMIDEMID
E-MID
EMIREMIR
E-MID REPO
EMTFEMTF
EURO MTF
EMTSEMTS
EUROMTS
ENAXENAX
ATHENS EXCHANGE ALTERNATIVE MARKET
ENCLENCL
ENCLEAR
ENSXENSX
SEB ENSKILDA
ENXBENXB
EURONEXT - EASY NEXT
ENXLENXL
EURONEXT - EASYNEXT LISBON
EOTCEOTC
E-OTC
EPEXEPEX
EPEX SPOT SE
EQLDEQLD
EQUILEND EUROPE LIMITED
EQTAEQTA
BOERSE BERLIN EQUIDUCT TRADING - REGULIERTER MARKT
EQTBEQTB
BOERSE BERLIN EQUIDUCT TRADING - BERLIN SECOND REGULATED MARKET
EQTCEQTC
BOERSE BERLIN EQUIDUCT TRADING - FREIVERKEHR
EQTDEQTD
BOERSE BERLIN EQUIDUCT TRADING - OTC
ERISERIS
ERIS EXCHANGE
ESPDESPD
NASDAQ OMX ESPEED
ETFPETFP
ELECTRONIC OPEN-END FUNDS AND ETC MARKET
ETLXETLX
EUROTLX
ETSCETSC
ETS EURASIAN TRADING SYSTEM COMMODITY EXCHANGE
EUCHEUCH
EUREX ZURICH
EURMEURM
EUREX REPO MARKET
EUSCEUSC
EUREX CH SECLEND MARKET
EUSPEUSP
EUREX OTC SPOT MARKET
EUWXEUWX
EUWAX
EWSMEWSM
EUROPEAN WHOLESALE SECURITIES MARKET
EXAAEXAA
WIENER BOERSE AG, AUSTRIAN ENERGY EXCHANGE
EXBOEXBO
EXANE BNP PARIBAS - BID-OFFER CROSSING
EXCPEXCP
EXANE BNP PARIBAS - CLOSING PRICE
EXDCEXDC
EXANE BNP PARIBAS - DIRECT CAPITAL ACCESS
EXEUEXEU
EXANE BNP PARIBAS
EXLPEXLP
EXANE BNP PARIBAS - LIQUIDITY PROVISION
EXMPEXMP
EXANE BNP PARIBAS - MID POINT
EXOREXOR
EXANE BNP PARIBAS - CHILD ORDER CROSSING
EXSIEXSI
EXANE BNP PARIBAS - SYSTEMATIC INTERNALISER
EXTREXTR
ENERGY EXCHANGE ISTANBUL
EXVPEXVP
EXANE BNP PARIBAS - VOLUME PROFILE CROSSING
FAIRFAIR
CANTOR SPREADFAIR
FASTFAST
FASTMATCH
FCBTFCBT
CHICAGO BOARD OF TRADE (FLOOR)
FCMEFCME
CHICAGO MERCANTILE EXCHANGE (FLOOR)
FGEXFGEX
KAASUPORSSI - FINNISH GAS EXCHANGE
FICXFICX
FINANCIAL INFORMATION CONTRIBUTORS EXCHANGE
FINNFINN
FINRA/NASDAQ TRF(TRADE REPORTING FACILITY)
FINOFINO
FINRA ORF (TRADE REPORTING FACILITY)
FINRFINR
FINRA
FINYFINY
FINRA/NYSE TRF (TRADE REPORTING FACILITY)
FISHFISH
FISH POOL ASA
FMTSFMTS
MTS FRANCE SAS
FNDKFNDK
FIRST NORTH DENMARK
FNEEFNEE
FIRST NORTH ESTONIA
FNFIFNFI
FIRST NORTH FINLAND
FNISFNIS
FIRST NORTH ICELAND
FNLTFNLT
FIRST NORTH LITHUANIA
FNLVFNLV
FIRST NORTH LATVIA
FNSEFNSE
FIRST NORTH SWEDEN
FRAAFRAA
BOERSE FRANKFURT - REGULIERTER MARKT
FRABFRAB
BOERSE FRANKFURT - FREIVERKEHR
FSEFFSEF
FTSEF LLC
FSHXFSHX
FISHEX
FTFSFTFS
42 FINANCIAL SERVICES
FXALFXAL
FXALL
FXCLFXCL
CLEARCORP DEALING SYSTEMS INDIA LIMITED – FX-CLEAR
FXCMFXCM
FXCM
FXSWFXSW
CLEARCORP DEALING SYSTEMS INDIA LIMITED – FX-SWAP
G1XXG1XX
G1 EXECUTION SERVICES
GBOTGBOT
BOURSE AFRICA LIMITED
GEMXGEMX
GEMMA (GILT EDGED MARKET MAKERS’ASSOCIATION)
GETBGETB
LITHUANIAN NATURAL GAS EXCHANGE
GFICGFIC
GFI CREDITMATCH
GFIFGFIF
GFI FOREXMATCH
GFINGFIN
GFI ENERGYMATCH
GFIRGFIR
GFI RATESMATCH
GLBXGLBX
CME GLOBEX
GLLCGLLC
GATE US LLC
GLPSGLPS
ESSEX RADEZ, LLC
GLPXGLPX
ACS EXECUTION SERVICES, LLC
GMEGGMEG
GMEX EXCHANGE
GMNIGMNI
ISE GEMINI EXCHANGE
GMTFGMTF
GALAXY
GMTSGMTS
MTS GERMANY
GOVXGOVX
GOVEX
GREEGREE
THE GREEN EXCHANGE
GRIFGRIF
GRIFFIN MARKETS LIMITED
GRSEGRSE
THE GREEN STOCK EXCHANGE - ACB IMPACT MARKETS
GSBXGSBX
GOLDMAN SACHS INTERNATIONAL - SIGMA BCN
GSCIGSCI
THE GUYANA ASSOCIATION OF SECURITIES COMPANIES AND INTERMEDIARIES INC.
GSEFGSEF
GFI SWAPS EXCHANGE, LLC
GSILGSIL
GOLDMAN SACHS INTERNATIONAL
GSSIGSSI
GOLDMAN SACHS INTERNATIONAL - SYSTEMATIC INTERNALISER
GSXHGSXH
GSX HONG KONG
GSXLGSXL
THE GIBRALTAR STOCK EXCHANGE
GTCOGTCO
KCG AMERICAS LLC
GTXSGTXS
GTX SEF, LLC
GXGFGXGF
GXG MTF FIRST QUOTE
GXGMGXGM
GXG MTF
GXGRGXGR
GXG MARKETS A/S
GXMAGXMA
GX MARKETCENTER
HAMAHAMA
BOERSE HAMBURG - REGULIERTER MARKT
HAMBHAMB
BOERSE HAMBURG - FREIVERKEHR
HAMLHAML
BOERSE HAMBURG - LANG AND SCHWARZ EXCHANGE
HAMMHAMM
BOERSE HAMBURG - LANG AND SCHWARZ EXCHANGE - REGULIERTER MARKT
HAMNHAMN
BOERSE HAMBURG - LANG AND SCHWARZ EXCHANGE - FREIVERKEHR
HANAHANA
BOERSE HANNOVER - REGULIERTER MARKT
HANBHANB
BOERSE HANNOVER - FREIVERKEHR
HCHCHCHC
ICE CLEAR NETHERLANDS B.V.
HDATHDAT
ELECTRONIC SECONDARY SECURITIES MARKET (HDAT)
HEGXHEGX
NADEX
HEMOHEMO
LAGIE - OPERATOR OF THE ENERGY MARKET S.A.
HMODHMOD
HI-MTF ORDER DRIVEN
HMTFHMTF
HI-MTF
HOTCHOTC
HELLENIC EXCHANGE OTC MARKET
HPPOHPPO
POTAMUS TRADING LLC
HRFQHRFQ
HI-MTF RFQ
HSFXHSFX
HOTSPOT FX
HSTCHSTC
HANOI STOCK EXCHANGE
HSXAHSXA
HSBC-X HONG KONG
HSXEHSXE
HSBC-X UNITED KINGDOM
HUNGHUNG
MTS HUNGARY
HUPXHUPX
HUNGARIAN POWER EXCHANGE
IBALIBAL
ICE BENCHMARK ADMINISTRATION
IBEXIBEX
INDEPENDENT BULGARIAN ENERGY EXCHANGE
IBGHIBGH
IBERIAN GAS HUB
IBLXIBLX
INSTINET BLX
ICAHICAH
TRAYPORT
ICAPICAP
ICAP EUROPE
ICASICAS
ICAP ENERGY AS
ICBXICBX
INSTINET CBX (US)
ICDXICDX
INDONESIA COMMODITY AND DERIVATIVES EXCHANGE
ICELICEL
ISLAND ECN LTD, THE
ICENICEN
ICAP ENERGY
ICESICES
ICE SWAP TRADE LLC
ICROICRO
INSTINET VWAP CROSS
ICSEICSE
ICAP SECURITIES
ICSUICSU
ICAP SEF (US) LLC.
ICTQICTQ
ICAP TRUEQUOTE
ICXLICXL
INDIAN COMMODITY EXCHANGE LTD.
IENGIENG
INFOENGINE OTC
IEPAIEPA
INTERCONTINENTAL EXCHANGE
IEXGIEXG
INVESTORS EXCHANGE
IFCAIFCA
ICE FUTURES CANADA
IFEDIFED
ICE FUTURES U.S. ENERGY DIVISION
IFENIFEN
ICE FUTURES EUROPE - OIL AND REFINED PRODUCTS DIVISION
IFEUIFEU
ICE FUTURES EUROPE
IFLLIFLL
ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION
IFLOIFLO
ICE FUTURES EUROPE - EQUITY PRODUCTS DIVISION
IFLXIFLX
ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION
IFSGIFSG
ICE FUTURES SINGAPORE
IFUSIFUS
ICE FUTURES U.S.
IFUTIFUT
ICE FUTURES EUROPE - EUROPEAN UTILITIES DIVISION
IGDLIGDL
ICAP GLOBAL DERIVATIVES LIMITED
IIDXIIDX
INSTINET IDX
IMAGIMAG
ICE MARKETS AGRICULTURE
IMBDIMBD
ICE MARKETS BONDS
IMCCIMCC
CREDITEX SECURITIES CORPORATION
IMCGIMCG
CREDITEX LLC
IMCOIMCO
ICE MARKETS COMMODITIES
IMCRIMCR
ICE MARKETS CREDIT
IMENIMEN
ICE MARKETS ENERGY
IMEQIMEQ
ICE MARKETS EQUITY
IMEXIMEX
IRAN MERCANTILE EXCHANGE
IMFXIMFX
ICE MARKETS FOREIGN EXCHANGE
IMIRIMIR
ICE MARKETS RATES
IMTSIMTS
MTS IRELAND
ISDAISDA
ISDA
ISDXISDX
ICAP SECURITIES & DERIVATIVES EXCHANGE LIMITED
ISEXISEX
INTER-CONNECTED STOCK EXCHANGE OF INDIA LTD
ISWAISWA
I-SWAP
ITGIITGI
ITG - POSIT
IVZXIVZX
INVESCO CANADA PTF TRADES
JADXJADX
JOINT ASIAN DERIVATIVES EXCHANGE
JASRJASR
JAPANCROSSING
JEFXJEFX
JETX
JPBXJPBX
JPBX
JPMIJPMI
JP MORGAN - JPMI MARKET
JPMXJPMX
JPMX
JPSIJPSI
J.P. MORGAN SECURITIES PLC
JSESJSES
JANE STREET EXECUTION SERVICES LLC
JSJXJSJX
JANE STREET JX
KAIXKAIX
KAI-X
KCCPKCCP
KELER CCP
KDPWKDPW
KDPW_CCP
KLEUKLEU
KNIGHT LINK EUROPE
KNCMKNCM
KNIGHT CAPITAL MARKETS LLC
KNEMKNEM
KNIGHT EQUITY MARKETS LP
KNIGKNIG
KNIGHT
KNLIKNLI
KNIGHT LINK
KNMXKNMX
KNIGHT MATCH ATS
LASFLASF
LATAM SEF
LCHCLCHC
LCH.CLEARNET
LCURLCUR
CURRENEX LDFX
LEVLLEVL
LEVEL ATS
LICALICA
LIQUIDNET CANADA ATS
LIFILIFI
LIQUIDNET, INC.
LIQFLIQF
LIQUIDNET EUROPE LIMITED
LIQHLIQH
LIQUIDNET H20
LIQULIQU
LIQUIDNET SYSTEMS
LISXLISX
BATS EUROPE - LIS SERVICE
LIUHLIUH
LIQUIDNET, INC. H2O ATS
LIUSLIUS
LIQUIDNET, INC.
LMADLMAD
LMAX - DERIVATIVES
LMAELMAE
LMAX - EQUITIES
LMAFLMAF
LMAX - FX
LMAOLMAO
LMAX - INDICES/RATES/COMMODITIES
LMAXLMAX
LMAX
LMECLMEC
LME CLEAR
LMNXLMNX
LUMINEX TRADING & ANALYTICS LLC - ATS
LOTCLOTC
OTC MARKET
LPPMLPPM
LONDON PLATINUM AND PALLADIUM MARKET
LQEDLQED
LIQUIDITYEDGE
LQFILQFI
CITI LIQUIFI
LTAALTAA
LUMINEX TRADING & ANALYTICS LLC
LXJPLXJP
BARCLAYS LX JAPAN
LYNXLYNX
LYNX ATS
MABXMABX
MERCADO ALTERNATIVO BURSATIL
MAELMAEL
MARKETAXESS EUROPE LIMITED
MALXMALX
MALDIVES STOCK EXCHANGE
MAQHMAQH
MACQUARIE INTERNAL MARKETS (HONG KONG)
MAQJMAQJ
MACQUARIE INTERNAL MARKETS (JAPAN)
MAQXMAQX
MACQUARIE INTERNAL MARKETS (AUSTRALIA)
MARFMARF
MERCADO ALTERNATIVO DE RENTA FIJA
MATNMATN
MATCH NOW
MBULMBUL
MTF SOFIA
MCRYMCRY
ISE MERCURY, LLC
MCSEMCSE
NASDAQ COPENHAGEN A/S – AUCTION ON DEMAND
MCXXMCXX
MCX STOCK EXCHANGE LTD
MCZKMCZK
MTS CZECH REPUBLIC
MERDMERD
MERKUR MARKET - DARK POOL
MERFMERF
MERCADO ELECTRONICO DE RENTA FIJA
MERKMERK
MERKUR MARKET
MESQMESQ
ACE MARKET
MFGLMFGL
MF GLOBAL ENERGY MTF
MFOXMFOX
EURONEXT - MERCADO DE FUTUROS E OPÇÕES
MHELMHEL
NASDAQ HELSINKI LTD – AUCTION ON DEMAND
MIBGMIBG
MERCADO ORGANIZADO DEL GAS
MICEMICE
NASDAQ ICELAND HF. – AUCTION ON DEMAND
MIHIMIHI
MIAMI INTERNATIONAL HOLDINGS, INC.
MISXMISX
MOSCOW EXCHANGE
MIVXMIVX
MARKET FOR INVESTMENT VEHICLES
MIZXMIZX
MIZUHO INTERNAL CROSSING
MLAXMLAX
BANK OF AMERICA - MERRILL LYNCH AUCTION CROSS
MLCOMLCO
BANK OF AMERICA - MERRILL LYNCH OTC
MLEUMLEU
BANK OF AMERICA - MERRILL LYNCH OTC - EUROPE
MLVEMLVE
BANK OF AMERICA - MERRILL LYNCH VWAP CROSS - EUROPE
MLVXMLVX
BANK OF AMERICA - MERRILL LYNCH VWAP CROSS
MLXBMLXB
EURONEXT - MARCHE LIBRE BRUSSELS
MLXNMLXN
BANK OF AMERICA - MERRILL LYNCH INSTINCT X - EUROPE
MNDKMNDK
FIRST NORTH DENMARK – AUCTION ON DEMAND
MNFIMNFI
FIRST NORTH FINLAND – AUCTION ON DEMAND
MNISMNIS
FIRST NORTH ICELAND – AUCTION ON DEMAND
MNSEMNSE
FIRST NORTH SWEDEN – AUCTION ON DEMAND
MOCXMOCX
MOC CROSS
MOTXMOTX
ELECTRONIC BOND MARKET
MPRLMPRL
MIAX PEARL, LLC
MSALMSAL
MORGAN STANLEY AUSTRALIA SECURITIES LIMITED
MSCOMSCO
MORGAN STANLEY AND CO. LLC
MSIPMSIP
MORGAN STANLEY AND CO. INTERNATIONAL PLC
MSLPMSLP
MORGAN STANLEY AUTOMATED LIQUIDITY PROVISION
MSMSMSMS
MORGAN STANLEY MUFG SECURITIES CO., LTD
MSPLMSPL
MS POOL
MSRPMSRP
MS RETAIL POOL
MSTOMSTO
NASDAQ STOCKHOLM AB – AUCTION ON DEMAND
MSTXMSTX
MS TRAJECTORY CROSS
MTAAMTAA
ELECTRONIC SHARE MARKET
MTAHMTAH
BORSA ITALIANA EQUITY MTF
MTCHMTCH
BONDMATCH
MTSAMTSA
MTS AUSTRIA
MTSBMTSB
MTS BONDS.COM
MTSCMTSC
MTS ITALIA
MTSDMTSD
MTS DENMARK
MTSFMTSF
MTS FINLAND
MTSGMTSG
MTS GREECE
MTSMMTSM
MTS CORPORATE MARKET
MTSSMTSS
MTS INTERDEALER SWAPS MARKET
MTSWMTSW
MTS SWAP MARKET
MTUSMTUS
MTS US
MTXAMTXA
MARKETAXESS CANADA COMPANY
MTXCMTXC
MARKETAXESS CORPORATION SINGLE-NAME CDS CENTRAL LIMIT ORDER
MTXMMTXM
MARKETAXESS CORPORATION MID-X TRADING SYSTEM
MTXSMTXS
MARKETAXESS SEF CORPORATION
MTXXMTXX
MARKETAXESS CORPORATION
MUNAMUNA
BOERSE MUENCHEN - REGULIERTER MARKT
MUNBMUNB
BOERSE MUENCHEN - FREIVERKEHR
MUNCMUNC
BOERSE MUENCHEN - MARKET MAKER MUNICH - REGULIERTER MARKT
MUNDMUND
BOERSE MUENCHEN - MARKET MAKER MUNICH - FREIVERKEHR MARKT
MVCXMVCX
MERCADO DE VALORES DE CORDOBA S.A.
MYTRMYTR
MYTREASURY
N2EXN2EX
N2EX
NAMXNAMX
NATIONAL MERCANTILE EXCHANGE
NASDNASD
NSDQ DARK
NASXNASX
NASD OTC MARKET
NBLXNBLX
NOBLE EXCHANGE
NBOTNBOT
NATIONAL BOARD OF TRADE LIMITED
NCELNCEL
PAKISTAN MERCANTILE EXCHANGE
NDCMNDCM
ICE ENDEX GAS SPOT LTD
NDEXNDEX
ICE ENDEX DERIVATIVES B.V.
NDXSNDXS
ICE ENDEX GAS B.V.
NEOENEOE
AEQUITAS NEO EXCHANGE
NEXONEXO
NOREXECO ASA
NEXSNEXS
EBS GLOBAL FACILITY LIMITED
NFSANFSA
FIDELITY CROSSSTREAM
NFSCNFSC
NATIONAL FINANCIAL SERVICES, LLC
NFSDNFSD
FIDELITY DARK
NGXCNGXC
NATURAL GAS EXCHANGE
NIBRNIBR
NORWEGIAN INTER BANK OFFERED RATE
NILXNILX
NILE STOCK EXCHANGE
NLPXNLPX
APX POWER NL
NMCENMCE
NATIONAL MULTI-COMMODITY EXCHANGE OF INDIA
NMRANMRA
NOMURA SECURITIES INTERNATIONAL
NMRJNMRJ
NOMURA SECURITIES CO LTD
NMTFNMTF
NORDIC MTF
NODXNODX
NODAL EXCHANGE
NOFFNOFF
NOMURA OTC TRADES
NOPSNOPS
NORD POOL SPOT AS
NORXNORX
NASDAQ OMX COMMODITIES
NOSCNOSC
NOS CLEARING ASA
NOTCNOTC
NORWEGIAN OVER THE COUNTER MARKET
NPGANPGA
GASPOINT NORDIC A/S
NSXBNSXB
BENDIGO STOCK EXCHANGE LIMITED
NURDNURD
NASDAQ EUROPE (NURO) DARK
NURONURO
NASDAQ OMX EUROPE
NXEUNXEU
NX
NXJPNXJP
NX JAPAN
NXSENXSE
NX SELECT JAPAN
NXUSNXUS
NX ATS - CROSSING PLATFORM
NXVWNXVW
NX VWAP
NYFXNYFX
MILLENNIUM
NYMSNYMS
CME SWAPS MARKETS (NYMEX)
NYPCNYPC
NEW YORK PORTFOLIO CLEARING
NYSDNYSD
NYSE DARK
NZFXNZFX
NEW ZEALAND FUTURES & OPTIONS
OLLCOLLC
OTCEX LLC
OMELOMEL
OMI POLO ESPANOL S.A. (OMIE)
OMGAOMGA
OMEGA ATS
OMICOMIC
THE IBERIAN ENERGY CLEARING HOUSE
OMIPOMIP
OPERADOR DE MERCADO IBERICO DE ENERGIA - PORTUGAL
OOTCOOTC
OTHER OTC
OPEXOPEX
PEX-PRIVATE EXCHANGE
OPRAOPRA
OPTIONS PRICE REPORTING AUTHORITY
OSLCOSLC
SIX X-CLEAR AG
OTCBOTCB
OTCQB MARKETPLACE
OTCEOTCE
OTCEX
OTCMOTCM
OTC MARKETS
OTCQOTCQ
OTCQX MARKETPLACE
OTCXOTCX
OTC EXCHANGE OF INDIA
PARXPARX
PARFX
PAVEPAVE
ALTERNATIVE PLATFORM FOR SPANISH SECURITIES
PDEXPDEX
PHILIPPINE DEALING AND EXCHANGE CORP
PDQDPDQD
PDQ ATS DARK
PDQXPDQX
PDQ ATS
PEELPEEL
PEEL HUNT LLP UK
PFTQPFTQ
PFTS QUOTE DRIVEN
PFTSPFTS
PFTS STOCK EXCHANGE
PIEUPIEU
ARITAS FINANCIAL LTD
PINCPINC
OTC PINK CURRENT
PINIPINI
OTC PINK NO INFORMATION
PINLPINL
OTC PINK LIMITED
PINXPINX
OTC PINK MARKETPLACE
PIPEPIPE
ARITAS SECURITIES LLC
PIRMPIRM
PIRUM
PLDXPLDX
PLUS DERIVATIVES EXCHANGE
PLPDPLPD
WARSAW STOCK EXCHANGE/COMMODITIES/POLISH POWER EXCHANGE/COMMODITY DERIVATIVES
PLPXPLPX
WARSAW STOCK EXCHANGE/COMMODITIES/POLISH POWER EXCHANGE/ENERGY MARKET
PORTPORT
MTS PORTUGAL
PRMEPRME
MTS PRIME
PROSPROS
PROSPECTS
PRSEPRSE
PRAGMA ATS
PSGMPSGM
OTC GREY MARKET
PTPGPTPG
POLISH TRADING POINT
PULXPULX
BLOCKCROSS ATS
PUREPURE
PURE TRADING
PXILPXIL
POWER EXCHANGE INDIA LTD.
QWIXQWIX
Q-WIXX PLATFORM
RBCERBCE
RBC EUROPE LIMITED
RBSXRBSX
RBS CROSS
RCBXRCBX
INSTINET RETAIL CBX
RICDRICD
RIVERCROSS DARK
RICXRICX
RIVERCROSS
RMTSRMTS
MTS ISRAEL
ROCOROCO
TAIPEI EXCHANGE
ROFXROFX
ROSARIO FUTURE EXCHANGE
ROTCROTC
RWANDA OTC MARKET
RPDXRPDX
MOSCOW ENERGY EXCHANGE
RPWCRPWC
WARSAW STOCK EXCHANGE/BONDS/CATALYST/BONDSPOT/REGULATED MARKET
RSEXRSEX
RWANDA STOCK EXCHANGE
RTSLRTSL
REUTERS TRANSACTION SERVICES LIMITED
RTSXRTSX
MOSCOW EXCHANGE-DERIVATIVES AND CLASSICA MARKET
RUSXRUSX
NON-PROFIT PARTNERSHIP FOR THE DEVELOPMENT OF FINANCIAL MARKET RTS
S3FMS3FM
SOCIETY3 FUNDERSMART
SBIJSBIJ
SBI JAPANNEXT-J-MARKET
SBIUSBIU
SBI JAPANNEXT - U - MARKET
SBIVSBIV
SBI JAPANNEXT - VWAP CROSSING
SBMFSBMF
SPOT REGULATED MARKET - BMFMS
SCXSSCXS
SEED SEF LLC
SEBXSEBX
SEB - LIQUIDITY POOL
SECFSECF
SECFINEX
SEDXSEDX
SECURITISED DERIVATIVES MARKET
SELCSELC
SISTEMA ESPECIAL DE LIQUIDACAO E CUSTODIA DE TITULOS PUBLICOS
SENDSEND
SEND - SISTEMA ELECTRONICO DE NEGOCIACION DE DEUDA
SEPESEPE
STOCK EXCHANGE PERSPECTIVA
SGEXSGEX
SHANGHAI GOLD EXCHANGE
SGMASGMA
GOLDMAN SACH MTF
SGMTSGMT
SIGMA X2
SGMXSGMX
SIGMA X MTF
SHADSHAD
D.E. SHAW DARK
SHARSHAR
ASSET MATCH
SHAWSHAW
D.E. SHAW
SHSCSHSC
STOCK EXCHANGE OF HONG KONG LIMITED - SHANGHAI - HONG KONG STOCK CONNECT
SIGASIGA
SIGMA X AUSTRALIA
SIGHSIGH
SIGMA X HONG KONG
SIGJSIGJ
SIGMA X JAPAN
SIMVSIMV
SIM VENTURE SECURITIES EXCHANGE
SMEXSMEX
SINGAPORE MERCANTILE EXCHANGE PTE LTD
SMTSSMTS
MTS SPAIN
SOHOSOHO
TWO SIGMA SECURITIES, LLC
SPECSPEC
SPECTRONLIVE
SPIMSPIM
ST. PETERSBURG INTERNATIONAL MERCANTILE EXCHANGE
SPRZSPRZ
SPREADZERO
SPXESPXE
SPX
SSEXSSEX
SOCIAL STOCK EXCHANGE
SSOBSSOB
BONDVISION ITALIA MTF
SSTXSSTX
E-EXCHANGE
STOXSTOX
STOXX LIMITED
STUASTUA
BOERSE STUTTGART - REGULIERTER MARKT
STUBSTUB
BOERSE STUTTGART - FREIVERKEHR
SWAPSWAP
SWAPSTREAM
SZSCSZSC
STOCK EXCHANGE OF HONG KONG LIMITED - SHENZHEN - HONG KONG STOCK CONNECT
TBENTBEN
TULLETT PREBON PLC - TP ENERGY
TBLATBLA
TULLETT PREBON PLC - TP TRADEBLADE
TBSPTBSP
WARSAW STOCK EXCHANGE/BONDS/BONDSPOT/TREASURY BOND MARKET
TCDSTCDS
TRADITION CDS
TERATERA
TERAEXCHANGE
TFEXTFEX
THAILAND FUTURES EXCHANGE
TFSATFSA
TFS GREEN AUSTRALIAN GREEN MARKETS
TFSGTFSG
TRADITION ENERGY
TFSUTFSU
TFS GREEN UNITED STATES GREEN MARKETS
TFSVTFSV
VOLBROKER
TGATTGAT
TRADEGATE EXCHANGE
THRETHRE
THOMSON REUTERS (SEF) LLC
TMXSTMXS
TMX SELECT
TNLATNLA
EURONEXT - TRADED BUT NOT LISTED AMSTERDAM
TNLBTNLB
EURONEXT - TRADING FACILITY BRUSSELS
TOCPTOCP
TORA CROSSPOINT
TOMDTOMD
TOM MTF DERIVATIVES MARKET
TOMXTOMX
TOM MTF CASH MARKETS
TPCDTPCD
TULLETT PREBON PLC - TP CREDITDEAL
TPELTPEL
TULLETT PREBON PLC – TULLETT PREBON (EUROPE) LIMITED
TPEQTPEQ
TULLETT PREBON PLC - TP EQUITYTRADE
TPFDTPFD
TULLETT PREBON PLC - TP FORWARDDEAL
TPIETPIE
THE PROPERTY INVESTMENT EXCHANGE
TPRETPRE
TULLETT PREBON PLC - TP REPO
TPSDTPSD
TULLETT PREBON PLC - TP SWAPDEAL
TPSETPSE
TP SEF, INC.
TPSLTPSL
TULLETT PREBON PLC – TULLETT PREBON (SECURITIES) LIMITED
TRCKTRCK
TRACK ECN
TRDETRDE
TRADITION ELECTRONIC TRADING PLATFORM
TRDXTRDX
TRAD-X
TREUTREU
TRADEWEB EUROPE LIMITED
TRPXTRPX
TROP-X
TRQMTRQM
TURQUOISE DARK
TRQXTRQX
TURQUOISE
TRU1TRU1
TRUEEX LLC - DESIGNATED CONTRACT MARKET (DMC)
TRU2TRU2
TRUEEX LLC - SEF (SWAP EXECUTION FACILITY)
TRUXTRUX
TRUEEX LLC
TRWBTRWB
TRADEWEB LLC
TSBXTSBX
TRIPLESHOT
TSEFTSEF
TRADITION SEF
TWSFTWSF
TW SEF LLC
UBSAUBSA
UBS ATS
UBSCUBSC
UBS PIN-FX
UBSEUBSE
UBS PIN (EMEA)
UBSFUBSF
UBS FX
UBSGUBSG
UBS TRADING
UBSLUBSL
UBS EMEA EQUITIES TRADING
UBSPUBSP
UBS PIN (UBS PRICE IMPROVEMENT NETWORK)
UBSXUBSX
UBS CROSS
UFEXUFEX
UFEX
UKEXUKEX
UKRAINIAN EXCHANGE
UKGDUKGD
UK GILTS MARKET
UKPXUKPX
APX POWER UK
ULTXULTX
ALT XCHANGE (U)
VEGAVEGA
VEGA-CHI
VFCMVFCM
VIRTU FINANCIAL CAPITAL MARKETS LLC
VLEXVLEX
VONTOBEL LIQUIDITY EXTENDER
VMFXVMFX
THE FAROESE SECURITIES MARKET
VMTSVMTS
MTS SLOVENIA
VOLAVOLA
TRADITION - VOLATIS
VPXBVPXB
EURONEXT - VENTES PUBLIQUES BRUSSELS
VTEXVTEX
VORTEX
WBAHWBAH
WIENER BOERSE AG AMTLICHER HANDEL (OFFICIAL MARKET)
WBCLWBCL
WARSAW STOCK EXCHANGE/BONDS/CATALYST/LISTING
WBDMWBDM
WIENER BOERSE AG DRITTER MARKT (THIRD MARKET)
WBGFWBGF
WIENER BOERSE AG GEREGELTER FREIVERKEHR (SECOND REGULATED MARKET)
WBONWBON
WARSAW STOCK EXCHANGE/ BONDS/CATALYST/MAIN MARKET
WCLKWCLK
ICAP WCLK
WDERWDER
WARSAW STOCK EXCHANGE/FINANCIAL DERIVATIVES
WELXWELX
WELLS FARGO LIQUIDITY CROSS ATS
WETPWETP
WARSAW STOCK EXCHANGE/ ETPS
WGASWGAS
WARSAW STOCK EXCHANGE/COMMODITIES/POLISH POWER EXCHANGE/GAS
WINDWIND
WARSAW STOCK EXCHANGE/INDICES
WINSWINS
WINTERFLOOD SECURITIES LIMITED
WMTFWMTF
WARSAW STOCK EXCHANGE/BONDS/CATALYST/MTF
WQXLWQXL
EURONEXT - MARKET WITHOUT QUOTATIONS LISBON
WSAGWSAG
WALL STREET ACCESS
XADEXADE
ATHENS EXCHANGE S.A. DERIVATIVES MARKET
XADFXADF
FINRA ALTERNATIVE DISPLAY FACILITY (ADF)
XADSXADS
ABU DHABI SECURITIES EXCHANGE
XAFRXAFR
ALTERNATIVA FRANCE
XAFXXAFX
AFRICAN STOCK EXCHANGE
XAIMXAIM
AIM ITALIA - MERCATO ALTERNATIVO DEL CAPITALE
XALGXALG
ALGIERS STOCK EXCHANGE
XALTXALT
ALTEX-ATS
XAMMXAMM
AMMAN STOCK EXCHANGE
XAMSXAMS
EURONEXT - EURONEXT AMSTERDAM
XAQSXAQS
AUTOMATED EQUITY FINANCE MARKETS
XARMXARM
NASDAQ OMX ARMENIA
XASEXASE
NYSE MKT LLC
XASXXASX
ASX - ALL MARKETS
XATHXATH
ATHENS EXCHANGE S.A. CASH MARKET
XATLXATL
ATLANTIC SECURITIES MARKET
XATSXATS
ALPHA EXCHANGE
XBAAXBAA
BAHAMAS INTERNATIONAL SECURITIES EXCHANGE
XBABXBAB
BARBADOS STOCK EXCHANGE
XBAHXBAH
BAHRAIN BOURSE
XBANXBAN
BANGALORE STOCK EXCHANGE LTD
XBARXBAR
BOLSA DE BARCELONA
XBBJXBBJ
JAKARTA FUTURES EXCHANGE (BURSA BERJANGKA JAKARTA)
XBBKXBBK
PERIMETER FINANCIAL CORP. - BLOCKBOOK ATS
XBCCXBCC
BOLSA DE COMERCIO DE CORDOBA
XBCLXBCL
LA BOLSA ELECTRONICA DE CHILE
XBCMXBCM
BOLSA DE COMERCIO DE MENDOZA S.A.
XBCVXBCV
BOLSA CENTROAMERICANA DE VALORES S.A.
XBCXXBCX
MERCADO DE VALORES DE MENDOZA S.A.
XBDAXBDA
BERMUDA STOCK EXCHANGE LTD
XBELXBEL
BELGRADE STOCK EXCHANGE
XBERXBER
BOERSE BERLIN
XBESXBES
JSE CASH BOND MARKET
XBEYXBEY
BOURSE DE BEYROUTH - BEIRUT STOCK EXCHANGE
XBILXBIL
BOLSA DE VALORES DE BILBAO
XBKFXBKF
STOCK EXCHANGE OF THAILAND - FOREIGN BOARD
XBKKXBKK
STOCK EXCHANGE OF THAILAND
XBLBXBLB
BANJA LUKA STOCK EXCHANGE
XBLNXBLN
BLUENEXT
XBNVXBNV
BOLSA NACIONAL DE VALORES, S.A.
XBOGXBOG
BOLSA DE VALORES DE COLOMBIA
XBOLXBOL
BOLSA BOLIVIANA DE VALORES S.A.
XBOMXBOM
BSE LTD
XBOSXBOS
NASDAQ OMX BX
XBOTXBOT
BOTSWANA STOCK EXCHANGE
XBOXXBOX
BOSTON OPTIONS EXCHANGE
XBRAXBRA
BRATISLAVA STOCK EXCHANGE
XBRDXBRD
EURONEXT - EURONEXT BRUSSELS - DERIVATIVES
XBRMXBRM
ROMANIAN COMMODITIES EXCHANGE
XBRNXBRN
BX SWISS AG
XBRTXBRT
BRUT ECN
XBRUXBRU
EURONEXT - EURONEXT BRUSSELS
XBRVXBRV
BOURSE REGIONALE DES VALEURS MOBILIERES
XBSDXBSD
DERIVATIVES REGULATED MARKET - BVB
XBSEXBSE
SPOT REGULATED MARKET - BVB
XBTRXBTR
SIX SWISS BILATERAL TRADING PLATFORM FOR STRUCTURED OTC PRODUCTS
XBUDXBUD
BUDAPEST STOCK EXCHANGE
XBUEXBUE
BOLSA DE COMERCIO DE BUENOS AIRES
XBULXBUL
BULGARIAN STOCK EXCHANGE
XBVCXBVC
CAPE VERDE STOCK EXCHANGE
XBVMXBVM
MOZAMBIQUE STOCK EXCHANGE
XBVRXBVR
BOLSA DE VALORES DE LA REPUBLICA DOMINICANA SA.
XBXOXBXO
NASDAQ OMX BX OPTIONS
XCAIXCAI
EGYPTIAN EXCHANGE
XCALXCAL
CALCUTTA STOCK EXCHANGE
XCANXCAN
CAN-ATS
XCASXCAS
CASABLANCA STOCK EXCHANGE
XCAYXCAY
CAYMAN ISLANDS STOCK EXCHANGE
XCBFXCBF
CBOE FUTURES EXCHANGE
XCBOXCBO
CHICAGO BOARD OPTIONS EXCHANGE
XCBTXCBT
CHICAGO BOARD OF TRADE
XCDEXCDE
BAXTER FINANCIAL SERVICES
XCECXCEC
COMMODITIES EXCHANGE CENTER
XCEGXCEG
WIENER BOERSE AG, CEGH GAS EXCHANGE
XCETXCET
UZBEK COMMODITY EXCHANGE
XCFEXCFE
CHINA FOREIGN EXCHANGE TRADE SYSTEM
XCFFXCFF
CANTOR FINANCIAL FUTURES EXCHANGE
XCGSXCGS
CHINESE GOLD & SILVER EXCHANGE SOCIETY
XCHGXCHG
CHITTAGONG STOCK EXCHANGE LTD.
XCHIXCHI
CHICAGO STOCK EXCHANGE, INC
XCIEXCIE
CHANNEL ISLANDS STOCK EXCHANGE
XCISXCIS
NATIONAL STOCK EXCHANGE, INC.
XCMEXCME
CHICAGO MERCANTILE EXCHANGE
XCNFXCNF
BOLSA DE COMERCIO CONFEDERADA S.A.
XCNQXCNQ
CANADIAN NATIONAL STOCK EXCHANGE
XCOLXCOL
COLOMBO STOCK EXCHANGE
XCORXCOR
ICMA
XCROXCRO
CROATIAN POWER EXCHANGE
XCSEXCSE
NASDAQ COPENHAGEN A/S
XCSXXCSX
CAMBODIA SECURITIES EXCHANGE
XCUEXCUE
UZBEKISTAN REPUBLICAN CURRENCY EXCHANGE
XCURXCUR
CURRENEX
XCX2XCX2
CX2
XCXDXCXD
NASDAQ CXD
XCYOXCYO
CYPRUS STOCK EXCHANGE - OTC
XCYSXCYS
CYPRUS STOCK EXCHANGE
XDARXDAR
DAR ES SALAAM STOCK EXCHANGE
XDBCXDBC
DEUTSCHE BOERSE AG - CUSTOMIZED INDICES
XDBVXDBV
DEUTSCHE BOERSE AG - VOLATILITY INDICES
XDBXXDBX
DEUTSCHE BOERSE AG - INDICES
XDCEXDCE
DALIAN COMMODITY EXCHANGE
XDESXDES
DELHI STOCK EXCHANGE
XDFBXDFB
JOINT-STOCK COMPANY “STOCK EXCHANGE INNEX”
XDFMXDFM
DUBAI FINANCIAL MARKET
XDHAXDHA
DHAKA STOCK EXCHANGE LTD
XDMIXDMI
ITALIAN DERIVATIVES MARKET
XDPAXDPA
CADE - MERCADO DE DEUDA PUBLICA ANOTADA
XDRFXDRF
AIAF - MERCADO DE RENTA FIJA
XDSEXDSE
DAMASCUS SECURITIES EXCHANGE
XDSMXDSM
BORSA ISTANBUL - DEBT SECURITIES MARKET
XDSXXDSX
DOUALA STOCK EXCHANGE
XDUBXDUB
IRISH STOCK EXCHANGE - ALL MARKET
XDUSXDUS
BOERSE DUESSELDORF
XEBIXEBI
ENERGY BROKING IRELAND GAS TRADING PLATFORM
XECBXECB
ECB EXCHANGE RATES
XECCXECC
EUROPEAN COMMODITY CLEARING AG
XECMXECM
MTF - CYPRUS EXCHANGE
XECSXECS
EASTERN CARIBBEAN SECURITIES EXCHANGE
XEDAXEDA
ELECTRICITY DAY-AHEAD MARKET
XEEEXEEE
EUROPEAN ENERGY EXCHANGE
XEEOXEEO
EUROPEAN ENERGY EXCHANGE - NON-MTF MARKET
XEERXEER
EUROPEAN ENERGY EXCHANGE - REGULATED MARKET
XEIDXEID
ELECTRICITY INTRA-DAY MARKET
XELXXELX
ELX
XEMDXEMD
MERCADO MEXICANO DE DERIVADOS
XEMSXEMS
EMS EXCHANGE
XEQTXEQT
BOERSE BERLIN EQUIDUCT TRADING
XEQYXEQY
BORSA ISTANBUL - EQUITY MARKET
XEREXERE
EUREX REPO - FUNDING AND FINANCING PRODUCTS
XERTXERT
EUREX REPO - TRIPARTY
XESMXESM
DUBLIN - IRISH STOCK EXCHANGE - ENTREPRISE SECURITIES MARKET (ESM)- ISE XETRA
XETAXETA
XETRA - REGULIERTER MARKT
XETBXETB
XETRA - FREIVERKEHR
XETRXETR
XETRA
XEUBXEUB
EUREX BONDS
XEUCXEUC
EURONEXT COM, COMMODITIES FUTURES AND OPTIONS
XEUEXEUE
EURONEXT EQF, EQUITIES AND INDICES DERIVATIVES
XEUIXEUI
EURONEXT IRF, INTEREST RATE FUTURE AND OPTIONS
XEUMXEUM
EUREX REPO SECLEND MARKET
XEUPXEUP
EUREX REPO GMBH
XEURXEUR
EUREX DEUTSCHLAND
XEYEXEYE
IRISH STOCK EXCHANGE - GEM - XETRA
XFCIXFCI
FINANCIALCONTENT INDEXES
XFEXXFEX
FINANCIAL AND ENERGY EXCHANGE GROUP
XFKAXFKA
FUKUOKA STOCK EXCHANGE
XFNOXFNO
BORSA ISTANBUL - FUTURES AND OPTIONS MARKET
XFRAXFRA
DEUTSCHE BOERSE AG
XGASXGAS
CENTRAL EASTERN EUROPEAN GAS EXCHANGE LTD
XGATXGAT
TRADEGATE EXCHANGE - FREIVERKEHR
XGCLXGCL
GLOBAL COAL LIMITED
XGCXXGCX
GLOBAL COMMODITIES EXCHANGE
XGDXXGDX
GLOBAL DERIVATIVES EXCHANGE
XGEMXGEM
HONG KONG GROWTH ENTERPRISES MARKET
XGHAXGHA
GHANA STOCK EXCHANGE
XGMEXGME
GESTORE MERCATO ELETTRICO - ITALIAN POWER EXCHANGE
XGMXXGMX
GLOBALCLEAR MERCANTILE EXCHANGE
XGRMXGRM
TRADEGATE EXCHANGE - REGULIERTER MARKT
XGSEXGSE
GEORGIA STOCK EXCHANGE
XGSXXGSX
GLOBAL SECURITIES EXCHANGE
XGTGXGTG
BOLSA DE VALORES NACIONAL SA
XGUAXGUA
BOLSA DE VALORES DE GUAYAQUIL
XHAMXHAM
HANSEATISCHE WERTPAPIERBOERSE HAMBURG
XHANXHAN
NIEDERSAECHSISCHE BOERSE ZU HANNOVER
XHELXHEL
NASDAQ HELSINKI LTD
XHKFXHKF
HONG KONG FUTURES EXCHANGE LTD.
XHKGXHKG
HONG KONG EXCHANGES AND CLEARING LTD
XHNXXHNX
HANOI STOCK EXCHANGE (UNLISTED PUBLIC COMPANY TRADING PLATFORM)
XIBEXIBE
BAKU INTERBANK CURRENCY EXCHANGE
XICBXICB
SIX CORPORATE BONDS AG
XICEXICE
NASDAQ ICELAND HF.
XICXXICX
INSTINET CANADA CROSS
XIDXXIDX
INDONESIA STOCK EXCHANGE
XIHKXIHK
INSTINET PACIFIC LTD
XIJPXIJP
INSTINET JAPAN
XIMAXIMA
INTERNATIONAL MARTIME EXCHANGE
XIMCXIMC
MULTI COMMODITY EXCHANGE OF INDIA LTD.
XIMMXIMM
INTERNATIONAL MONETARY MARKET
XINEXINE
SHANGHAI INTERNATIONAL ENERGY EXCHANGE
XINSXINS
INSTINET
XINVXINV
INVESTRO
XIOMXIOM
INDEX AND OPTIONS MARKET
XIPOXIPO
HELEX ELECTRONIC BOOK BUILDING
XIQSXIQS
IRAQ STOCK EXCHANGE
XISAXISA
INTERNATIONAL SECURITIES EXCHANGE, LLC - ALTERNATIVE MARKETS
XISEXISE
INTERNATIONAL SECURITIES EXCHANGE, LLC - EQUITIES
XISLXISL
ISLAMABAD STOCK EXCHANGE
XISTXIST
BORSA ISTANBUL
XISXXISX
INTERNATIONAL SECURITIES EXCHANGE, LLC
XJAMXJAM
JAMAICA STOCK EXCHANGE
XJASXJAS
TOKYO STOCK EXCHANGE JASDAQ
XJNBXJNB
JAKARTA NEGOTIATED BOARD
XJPXXJPX
JAPAN EXCHANGE GROUP
XJSEXJSE
JOHANNESBURG STOCK EXCHANGE
XKACXKAC
KANSAI COMMODITIES EXCHANGE
XKARXKAR
THE PAKISTAN STOCK EXCHANGE LIMITED
XKAZXKAZ
KAZAKHSTAN STOCK EXCHANGE
XKBTXKBT
KANSAS CITY BOARD OF TRADE
XKCEXKCE
KHOREZM INTERREGION COMMODITY EXCHANGE
XKCMXKCM
KOREA EXCHANGE COMMODITY MARKET
XKEMXKEM
KOREA EXCHANGE EMISSIONS MARKET
XKFBXKFB
KOREA FREEBOARD MARKET
XKFEXKFE
KOREA EXCHANGE (FUTURES MARKET)
XKHAXKHA
KHARTOUM STOCK EXCHANGE
XKHRXKHR
KHARKOV COMMODITY EXCHANGE
XKIEXKIE
KIEV UNIVERSAL EXCHANGE
XKISXKIS
KIEV INTERNATIONAL STOCK EXCHANGE
XKLSXKLS
BURSA MALAYSIA
XKONXKON
KOREA NEW EXCHANGE
XKOSXKOS
KOREA EXCHANGE (KOSDAQ)
XKRXXKRX
KOREA EXCHANGE (STOCK MARKET)
XKSEXKSE
KYRGYZ STOCK EXCHANGE
XKUWXKUW
KUWAIT STOCK EXCHANGE
XLAHXLAH
LAHORE STOCK EXCHANGE
XLAOXLAO
LAO SECURITIES EXCHANGE
XLATXLAT
LATIBEX
XLBMXLBM
LONDON BULLION MARKET
XLCHXLCH
LCH.CLEARNET LTD
XLDNXLDN
EURONEXT - EURONEXT LONDON
XLDXXLDX
LONDON DERIVATIVES EXCHANGE
XLFXXLFX
LABUAN INTERNATIONAL FINANCIAL EXCHANGE
XLIMXLIM
BOLSA DE VALORES DE LIMA
XLISXLIS
EURONEXT - EURONEXT LISBON
XLITXLIT
AB NASDAQ VILNIUS
XLJMXLJM
SI ENTER
XLJUXLJU
LJUBLJANA STOCK EXCHANGE (OFFICIAL MARKET)
XLMEXLME
LONDON METAL EXCHANGE
XLODXLOD
LONDON STOCK EXCHANGE - DERIVATIVES MARKET
XLONXLON
LONDON STOCK EXCHANGE
XLSMXLSM
LIBYAN STOCK MARKET
XLUSXLUS
LUSAKA STOCK EXCHANGE
XLUXXLUX
LUXEMBOURG STOCK EXCHANGE
XMABXMAB
MERCADO ABIERTO ELECTRONICO S.A.
XMADXMAD
BOLSA DE MADRID
XMAEXMAE
MACEDONIAN STOCK EXCHANGE
XMAIXMAI
MARKET FOR ALTERNATIVE INVESTMENT
XMALXMAL
MALTA STOCK EXCHANGE
XMANXMAN
BOLSA DE VALORES DE NICARAGUA
XMATXMAT
EURONEXT PARIS MATIF
XMAUXMAU
STOCK EXCHANGE OF MAURITIUS LTD
XMCEXMCE
MERCADO CONTINUO ESPANOL - CONTINUOUS MARKET
XMDGXMDG
MARCHE INTERBANCAIRE DES DEVISES M.I.D.
XMDSXMDS
MADRAS STOCK EXCHANGE
XMERXMER
MERCHANTS' EXCHANGE
XMEVXMEV
MERCADO DE VALORES DE BUENOS AIRES S.A.
XMEXXMEX
BOLSA MEXICANA DE VALORES (MEXICAN STOCK EXCHANGE)
XMGEXMGE
MINNEAPOLIS GRAIN EXCHANGE
XMILXMIL
BORSA ITALIANA S.P.A.
XMIOXMIO
MIAMI INTERNATIONAL SECURITIES EXCHANGE
XMLIXMLI
EURONEXT - MARCHE LIBRE PARIS
XMNTXMNT
BOLSA DE VALORES DE MONTEVIDEO
XMNXXMNX
MONTENEGRO STOCK EXCHANGE
XMOCXMOC
MONTREAL CLIMATE EXCHANGE
XMODXMOD
THE MONTREAL EXCHANGE / BOURSE DE MONTREAL
XMOLXMOL
MOLDOVA STOCK EXCHANGE
XMONXMON
EURONEXT PARIS MONEP
XMOSXMOS
MOSCOW STOCK EXCHANGE
XMOTXMOT
EXTRAMOT
XMPWXMPW
MEFF POWER DERIVATIVES
XMRVXMRV
MEFF FINANCIAL DERIVATIVES
XMSMXMSM
DUBLIN - IRISH STOCK EXCHANGE - MAIN SECURITIES MARKET (MSM)- ISE XETRA
XMSWXMSW
MALAWI STOCK EXCHANGE
XMTBXMTB
MERCADO A TERMINO DE BUENOS AIRES S.A.
XMTSXMTS
MTS MARKETS
XMUNXMUN
BOERSE MUENCHEN
XMUSXMUS
MUSCAT SECURITIES MARKET
XMVLXMVL
MERCADO DE VALORES DEL LITORAL S.A.
XNAFXNAF
SISTEMA ESPANOL DE NEGOCIACION DE ACTIVOS FINANCIEROS
XNAIXNAI
NAIROBI STOCK EXCHANGE
XNAMXNAM
NAMIBIAN STOCK EXCHANGE
XNASXNAS
NASDAQ - ALL MARKETS
XNCDXNCD
NATIONAL COMMODITY & DERIVATIVES EXCHANGE LTD
XNCMXNCM
NASDAQ CAPITAL MARKET
XNCOXNCO
WARSAW STOCK EXCHANGE/ EQUITIES/NEW CONNECT-MTF
XNDQXNDQ
NASDAQ OPTIONS MARKET
XNDXXNDX
NORDIC DERIVATIVES EXCHANGE
XNECXNEC
NATIONAL STOCK EXCHANGE OF AUSTRALIA LIMITED
XNEPXNEP
NEPAL STOCK EXCHANGE
XNGMXNGM
NORDIC GROWTH MARKET
XNGOXNGO
NAGOYA STOCK EXCHANGE
XNGSXNGS
NASDAQ/NGS (GLOBAL SELECT MARKET)
XNIMXNIM
NASDAQ INTERMARKET
XNKSXNKS
CENTRAL JAPAN COMMODITIES EXCHANGE
XNLIXNLI
NYSE LIFFE
XNLXXNLX
NASDAQ OMX NLX
XNMRXNMR
NORDIC MTF REPORTING
XNMSXNMS
NASDAQ/NMS (GLOBAL MARKET)
XNSAXNSA
THE NIGERIAN STOCK EXCHANGE
XNSEXNSE
NATIONAL STOCK EXCHANGE OF INDIA
XNXCXNXC
NXCHANGE
XNYEXNYE
NEW YORK MERCANTILE EXCHANGE - OTC MARKETS
XNYLXNYL
NEW YORK MERCANTILE EXCHANGE - ENERGY MARKETS
XNYMXNYM
NEW YORK MERCANTILE EXCHANGE
XNYSXNYS
NEW YORK STOCK EXCHANGE, INC.
XNZEXNZE
NEW ZEALAND EXCHANGE LTD
XOADXOAD
OSLO AXESS NORTH SEA - DARK POOL
XOAMXOAM
NORDIC ALTERNATIVE BOND MARKET
XOASXOAS
OSLO AXESS
XOCHXOCH
ONECHICAGO, LLC
XODEXODE
ODESSA COMMODITY EXCHANGE
XOFFXOFF
OFF-EXCHANGE TRANSACTIONS - LISTED INSTRUMENTS
XOPVXOPV
OTC PUBLICATION VENUE
XOSCXOSC
OSLO CONNECT
XOSDXOSD
OSLO BORS NORTH SEA - DARK POOL
XOSEXOSE
OSAKA EXCHANGE
XOSJXOSJ
OSAKA EXCHANGE J-NET
XOSLXOSL
OSLO BORS ASA
XOTCXOTC
OTCBB
XPAEXPAE
PALESTINE SECURITIES EXCHANGE
XPARXPAR
EURONEXT - EURONEXT PARIS
XPBTXPBT
NASDAQ OMX FUTURES EXCHANGE
XPETXPET
SAINT PETERSBURG EXCHANGE
XPHLXPHL
NASDAQ OMX PHLX
XPHOXPHO
PHILADELPHIA OPTIONS EXCHANGE
XPHSXPHS
PHILIPPINE STOCK EXCHANGE, INC.
XPHXXPHX
PEEL HUNT CROSSING
XPICXPIC
SAINT-PETERSBURG CURRENCY EXCHANGE
XPMSXPMS
BORSA ISTANBUL - PRECIOUS METALS AND DIAMONDS MARKETS
XPOMXPOM
PORT MORESBY STOCK EXCHANGE
XPORXPOR
PORTAL
XPOSXPOS
POSIT
XPOTXPOT
POWERNEXT - OTF
XPOWXPOW
POWERNEXT
XPRAXPRA
PRAGUE STOCK EXCHANGE
XPRIXPRI
PRIDNEPROVSK COMMODITY EXCHANGE
XPRMXPRM
PRAGUE STOCK EXCHANGE - MTF
XPSFXPSF
POWERNEXT - GAS SPOT AND FUTURES
XPSTXPST
POSIT - ASIA PACIFIC
XPSXXPSX
NASDAQ OMX PSX
XPTYXPTY
BOLSA DE VALORES DE PANAMA, S.A.
XPXEXPXE
POWER EXCHANGE CENTRAL EUROPE
XQMHXQMH
SIX STRUCTURED PRODUCTS EXCHANGE
XQTXXQTX
BOERSE DUESSELDORF - QUOTRIX
XQUIXQUI
BOLSA DE VALORES DE QUITO
XRASXRAS
RASDAQ
XRBMXRBM
RINGGIT BOND MARKET
XRISXRIS
NASDAQ RIGA AS
XRMOXRMO
RM-SYSTEM CZECH STOCK EXCHANGE (MTF)
XRMZXRMZ
RM-SYSTEM CZECH STOCK EXCHANGE
XROSXROS
BOLSA DE COMERCIO ROSARIO
XROXXROX
MERCADO DE VALORES DE ROSARIO S.A.
XRPMXRPM
ROMANIAN POWER MARKET
XRSPXRSP
PEEL HUNT RETAIL
XRUSXRUS
INTERNET DIRECT-ACCESS EXCHANGE
XSAFXSAF
JSE EQUITY DERIVATIVES MARKET
XSAMXSAM
SAMARA CURRENCY INTERBANK EXCHANGE
XSAPXSAP
SAPPORO SECURITIES EXCHANGE
XSATXSAT
AKTIETORGET
XSAUXSAU
SAUDI STOCK EXCHANGE
XSBIXSBI
SBI JAPANNEXT - X - MARKET
XSC1XSC1
BOERSE FRANKFURT WARRANTS TECHNICAL 1
XSC2XSC2
BOERSE FRANKFURT WARRANTS TECHNICAL 2
XSC3XSC3
BOERSE FRANKFURT WARRANTS TECHNICAL 3
XSCAXSCA
SINGAPORE CATALIST MARKET
XSCEXSCE
SINGAPORE COMMODITY EXCHANGE
XSCOXSCO
BOERSE FRANKFURT WARRANTS TECHNICAL
XSCUXSCU
STOXX LIMITED - CUSTOMIZED INDICES
XSECXSEC
SHENZHEN STOCK EXCHANGE - SHENZHEN - HONG KONG STOCK CONNECT
XSEFXSEF
SWAPEX, LLC
XSESXSES
SINGAPORE EXCHANGE
XSFAXSFA
JSE COMMODITY DERIVATIVES MARKET
XSFEXSFE
ASX - TRADE24
XSGAXSGA
ALPHA Y
XSGEXSGE
SHANGHAI FUTURES EXCHANGE
XSGOXSGO
SANTIAGO STOCK EXCHANGE
XSHEXSHE
SHENZHEN STOCK EXCHANGE
XSHGXSHG
SHANGHAI STOCK EXCHANGE
XSIBXSIB
SIBERIAN EXCHANGE
XSIMXSIM
SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED
XSLSXSLS
SIX SWISS EXCHANGE - SLS
XSMPXSMP
SMARTPOOL
XSOPXSOP
BSP REGIONAL ENERGY EXCHANGE - SOUTH POOL
XSPMXSPM
EURONEXT STRUCTURED PRODUCTS MTF
XSPSXSPS
SOUTH PACIFIC STOCK EXCHANGE
XSSCXSSC
SHANGHAI STOCK EXCHANGE - SHANGHAI - HONG KONG STOCK CONNECT
XSSEXSSE
SARAJEVO STOCK EXCHANGE
XSTCXSTC
HOCHIMINH STOCK EXCHANGE
XSTEXSTE
REPUBLICAN STOCK EXCHANGE
XSTMXSTM
FIDELITY CROSSSTREAM ATS
XSTOXSTO
NASDAQ STOCKHOLM AB
XSTUXSTU
BOERSE STUTTGART
XSTVXSTV
STOXX LIMITED - VOLATILITY INDICES
XSTXXSTX
STOXX LIMITED - INDICES
XSVAXSVA
EL SALVADOR STOCK EXCHANGE
XSWAXSWA
SWAZILAND STOCK EXCHANGE
XSWBXSWB
SWX SWISS BLOCK
XSWMXSWM
SIX SWISS EXCHANGE - SIX SWISS EXCHANGE AT MIDPOINT
XSWXXSWX
SIX SWISS EXCHANGE
XTAEXTAE
TEL AVIV STOCK EXCHANGE
XTAFXTAF
TAIWAN FUTURES EXCHANGE
XTAIXTAI
TAIWAN STOCK EXCHANGE
XTALXTAL
NASDAQ TALLINN AS
XTAMXTAM
TOKYO STOCK EXCHANGE-TOKYO PRO MARKET
XTEHXTEH
TEHRAN STOCK EXCHANGE
XTFFXTFF
TOKYO FINANCIAL EXCHANGE
XTIRXTIR
TIRANA STOCK EXCHANGE
XTK1XTK1
TOKYO STOCK EXCHANGE - TOSTNET-1
XTK2XTK2
TOKYO STOCK EXCHANGE - TOSTNET-2
XTK3XTK3
TOKYO STOCK EXCHANGE - TOSTNET-3
XTKSXTKS
TOKYO STOCK EXCHANGE
XTKTXTKT
TOKYO COMMODITY EXCHANGE
XTNXXTNX
TSX VENTURE EXCHANGE - NEX
XTPEXTPE
TULLETT PREBON PLC - TP ENERGYTRADE
XTRNXTRN
TRINIDAD AND TOBAGO STOCK EXCHANGE
XTRZXTRZ
ZAGREB MONEY AND SHORT TERM SECURITIES MARKET INC
XTSEXTSE
TORONTO STOCK EXCHANGE
XTSXXTSX
TSX VENTURE EXCHANGE
XTUCXTUC
NUEVA BOLSA DE COMERCIO DE TUCUMAN S.A.
XTUNXTUN
BOURSE DE TUNIS
XTUPXTUP
TULLETT PREBON PLC
XUAXXUAX
UKRAINIAN STOCK EXCHANGE
XUBSXUBS
UBS MTF
XUGAXUGA
UGANDA SECURITIES EXCHANGE
XUKRXUKR
UKRAINIAN UNIVERSAL COMMODITY EXCHANGE
XULAXULA
MONGOLIAN STOCK EXCHANGE
XUNIXUNI
UNIVERSAL BROKER'S EXCHANGE 'TASHKENT'
XUSEXUSE
UNITED STOCK EXCHANGE
XVALXVAL
BOLSA DE VALENCIA
XVESXVES
VESTIMA
XVIEXVIE
WIENER BOERSE AG, WERTPAPIERBOERSE (SECURITIES EXCHANGE)
XVPAXVPA
BOLSA DE VALORES Y PRODUCTOS DE ASUNCION SA
XVTXXVTX
SIX SWISS EXCHANGE - BLUE CHIPS SEGMENT
XWARXWAR
WARSAW STOCK EXCHANGE/EQUITIES/MAIN MARKET
XWBOXWBO
WIENER BOERSE AG
XWEEXWEE
WEEDEN ATS
XXSCXXSC
FRANKFURT CEF SC
XXXXXXXX
NO MARKET (E.G. UNLISTED)
XYIEXYIE
YIELDBROKER PTY LTD
XZAGXZAG
ZAGREB STOCK EXCHANGE
XZAMXZAM
THE ZAGREB STOCK EXCHANGE MTF
XZCEXZCE
ZHENGZHOU COMMODITY EXCHANGE
XZIMXZIM
ZIMBABWE STOCK EXCHANGE
YLDXYLDX
JSE INTEREST RATE DERIVATIVES MARKET
ZKBXZKBX
ZURCHER KANTONALBANK SECURITIES EXCHANGE
ZOBXZOBX
ZOBEX

ExchangeForPhysical

Encoding:Boolean

Indicates whether or not to exchange for phsyical.

CaseTag
FalseN
False
TrueY
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.

CaseTag
StayOnOfferSide0
Stay on offerside
NotHeld1
Not held
Work2
Work
GoAlong3
Go along
OverTheDay4
Over the day
Held5
Held
ParticipateDoNotInitiate6
Participate don't initiate
StrictScale7
Strict scale
TryToScale8
Try to scale
StayOnBidSide9
Stay on bidside
NoCrossA
No cross (cross is forbidden)
OKToCrossB
OK to cross
CallFirstC
Call first
PercentOfVolumeD
Percent of volume "(indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)"
DoNotIncreaseE
Do not increase - DNI
DoNotReduceF
Do not reduce - DNR
AllOrNoneG
All or none - AON
ReinstateOnSystemFailureH
Reinstate on System Failure (mutually exclusive with Q)
InstitutionsOnlyI
Institutions only
ReinstateOnTradingHaltJ
Reinstate on Trading Halt (mutually exclusive with K)
CancelOnTradingHaltK
Cancel on Trading Halt (mutually exclusive with L)
LastPegL
Last peg (last sale)
MidPricePegM
Mid-price peg (midprice of inside quote)
NonNegotiableN
Non-negotiable
OpeningPegO
Opening peg
MarketPegP
Market peg
CancelOnSystemFailureQ
Cancel on System Failure (mutually exclusive with H)
PrimaryPegR
Primary peg (primary market - buy at bid/sell at offer)
SuspendS
Suspend
CustomerDisplayInstructionU
Customer Display Instruction (Rule11Ac1-1/4)
NettingV
Netting (for Forex)
PegToVWAPW
Peg to VWAP
TradeAlongX
Trade Along
TryToStopY
Try to Stop
CancelIfNotBestZ
Cancel if Not Best
TrailingStopPega
Trailing Stop Peg
StrictLimitb
Strict Limit (No Price Improvement)
IgnorePriceValidityChecksc
Ignore Price Validity Checks
PegToLimitPriced
Peg to Limit Price
WorkToTargetStrategye
Work to Target Strategy

ExecPriceType

Encoding:char

For CIV - Identifies how the execution price LastPx (3) was calculated from the fund unit/share price(s) calculated at the fund valuation point

CaseTag
BidPriceB
Bid price
CreationPriceC
Creation price
CreationPricePlusAdjustmentPercentD
Creation price plus adjustment %
CreationPricePlusAdjustmentAmountE
Creation price plus adjustment amount
OfferPriceO
Offer price
OfferPriceMinusAdjustmentPercentP
Offer price minus adjustment %
OfferPriceMinusAdjustmentAmountQ
Offer price minus adjustment amount
SinglePriceS
Single price

ExecRestatementReason

Encoding:int

Code to identify reason for an ExecutionRpt message sent with ExecType=Restated or used when communicating an unsolicited cancel.

CaseTag
GTCorporateAction0
GT Corporate action
GTRenewal1
GT renewal / restatement (no corporate action)
VerbalChange2
Verbal change
RepricingOfOrder3
Repricing of order
BrokerOption4
Broker option
PartialDeclineOfOrderQty5
Partial decline of OrderQty (e.g. exchange-initiated partial cancel)
CancelOnTradingHalt6
Cancel on Trading Halt
CancelOnSystemFailure7
Cancel on System Failure
Market8
Market (Exchange) Option
Canceled9
Canceled, Not Best
WarehouseRecap10
Warehouse recap
Other99
Other

ExecType

Encoding:char

Describes the specific ExecutionRpt (i.e. Pending Cancel) while OrdStatus (39) will always identify the current order status (i.e. Partially Filled) *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***

CaseTag
New0
New
DoneForDay3
Done for day
Canceled4
Canceled
Replaced5
Replace
PendingCancel6
Pending Cancel (e.g. result of Order Cancel Request)
Stopped7
Stopped
Rejected8
Rejected
Suspended9
Suspended
PendingNewA
Pending New
CalculatedB
Calculated
ExpiredC
Expired
RestatedD
Restated (ExecutionRpt sent unsolicited by sellside, with ExecRestatementReason (378) set)
PendingReplaceE
Pending Replace (e.g. result of Order Cancel/Replace Request)
TradeF
Trade (partial fill or fill)
TradeCorrectG
Trade Correct (formerly an ExecTransType (20))
TradeCancelH
Trade Cancel (formerly an ExecTransType)
OrderStatusI
Order Status (formerly an ExecTransType)

ExerciseMethod

Encoding:char

Exercise Method used to in performing assignment

CaseTag
AutomaticA
Automatic
ManualM
Manual

ExpirationCycle

Encoding:int

Part of trading cycle when an instrument expires. Field is applicable for derivatives.

CaseTag
ExpireOnTradingSessionClose0
Expire on trading session close (default)
ExpireOnTradingSessionOpen1
Expire on trading session open

FinancialStatus

Encoding:MultipleValueString

Identifies a firm’s financial status

CaseTag
Bankrupt1
Bankrupt
PendingDelisting2
Pending delisting

ForexReq

Encoding:Boolean

Indicates request for forex accommodation trade to be executed along with security transaction.

CaseTag
DoNotExecuteForexAfterSecurityTradeN
Do not execute Forex after security trade
ExecuteForexAfterSecurityTradeY
Execute Forex after security trade

FundRenewWaiv

Encoding:char

A one character code identifying whether the Fund based renewal commission is to be waived.

CaseTag
NoN
No
YesY
Yes

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

CaseTag
BookOutAllTradesOnDayOfExecution0
book out all trades on day of execution
AccumulateUntilFilledOrExpired1
accumulate executions until order is filled or expires
AccumulateUntilVerballyNotifiedOtherwise2
accumulate until verbally notified otherwise

HaltReason

Encoding:char

Denotes the reason for the Opening Delay or Trading Halt

CaseTag
NewsDisseminationD
News Dissemination
OrderInfluxE
Order Influx
OrderImbalanceI
Order Imbalance
AdditionalInformationM
Additional Information
NewsPendingP
News Pending
EquipmentChangeoverX
Equipment Changeover

HandlInst

Encoding:char

Instructions for order handling on Broker trading floor

CaseTag
AutomatedExecutionNoIntervention1
Automated execution order, private, no Broker intervention
AutomatedExecutionInterventionOK2
Automated execution order, public, Broker intervention OK
ManualOrder3
Manual order, best execution

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.

CaseTag
NotNaturalN
Not natural
NaturalY
Natural

IOIQltyInd

Encoding:char

Relative quality of indication

CaseTag
HighH
High
LowL
Low
MediumM
Medium

IOIQty

Encoding:string

Quantity (e.g. number of shares) in numeric form or relative size.

CaseTag
LargeL
Large
MediumM
Medium
SmallS
Small

IOIQualifier

Encoding:char

Code to qualify IOI use

CaseTag
AllOrNoneA
All or none
MarketOnCloseB
Market On Close (MOC) (held to close)
AtTheCloseC
At the close (around/not held to close)
VWAPD
VWAP (Volume Weighted Avg Price)
InTouchWithI
In touch with
LimitL
Limit
MoreBehindM
More behind
AtTheOpenO
At the open
TakingAPositionP
Taking a position
AtTheMarketQ
At the Market (previously called Current Quote)
ReadyToTradeR
Ready to trade
PortfolioShownS
Portfolio shown
ThroughTheDayT
Through the day
VersusV
Versus
IndicationW
Indication - Working away
CrossingOpportunityX
Crossing opportunity
AtTheMidpointY
At the Midpoint
PreOpenZ
Pre-open

IOITransType

Encoding:char

Identifies IOI message transaction type

CaseTag
CancelC
Cancel
NewN
New
ReplaceR
Replace

InViewOfCommon

Encoding:Boolean

Indicates whether or not the halt was due to Common Stock trading being halted.

CaseTag
HaltWasNotRelatedToAHaltOfTheCommonStockN
Halt was not related to a halt of the common stock
HaltWasDueToCommonStockBeingHaltedY
Halt was due to common stock being halted

IncTaxInd

Encoding:int

Code to represent whether value is net (inclusive of tax) or gross

CaseTag
Net1
Net
Gross2
Gross

InstrAttribType

Encoding:int

Code to represent the type of instrument attribute

CaseTag
Flat1
Flat (securities pay interest on a current basis but are traded without interest)
ZeroCoupon2
Zero coupon
InterestBearing3
Interest bearing (for Euro commercial paper when not issued at discount)
NoPeriodicPayments4
No periodic payments
VariableRate5
Variable rate
LessFeeForPut6
Less fee for put
SteppedCoupon7
Stepped coupon
CouponPeriod8
Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue (872) field
When9
When [and if] issued
OriginalIssueDiscount10
Original issue discount
Callable11
Callable, puttable
EscrowedToMaturity12
Escrowed to Maturity
EscrowedToRedemptionDate13
Escrowed to redemption date – callable. Supply redemption date in the InstrAttribValue (872) field
PreRefunded14
Prerefunded
InDefault15
In default
Unrated16
Unrated
Taxable17
Taxable
Indexed18
Indexed
SubjectToAlternativeMinimumTax19
Subject to Alternative Minimum Tax
OriginalIssueDiscountPrice20
Original issue discount price. Supply price in the InstrAttribValue (872) field
CallableBelowMaturityValue21
Callable below maturity value
CallableWithoutNotice22
Callable without notice by mail to holder unless registered
Text99
Text. Supply the text of the attribute or disclaimer in the InstrAttribValue (872) field

LastCapacity

Encoding:char

Broker capacity in order execution

CaseTag
Agent1
Agent
CrossAsAgent2
Cross as agent
CrossAsPrincipal3
Cross as principal
Principal4
Principal

LastFragment

Encoding:Boolean

Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, Security List, Derivative Security List

CaseTag
NotLastMessageN
Not last message
LastMessageY
Last message

LastLiquidityInd

Encoding:int

Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled.

CaseTag
AddedLiquidity1
Added Liquidity
RemovedLiquidity2
Removed Liquidity
LiquidityRoutedOut3
Liquidity Routed Out

LegSwapType

Encoding:int

For Fixed Income, used instead of LegQty (687) or LegOrderQty (685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap.

CaseTag
ParForPar1
Par For Par
ModifiedDuration2
Modified Duration
Risk4
Risk
Proceeds5
Proceeds

LegalConfirm

Encoding:Boolean

Indicates that this message is to serve as the final and legal confirmation.

CaseTag
DoesNotConsituteALegalConfirmN
Does not constitute a legal confirm
LegalConfirmY
Legal confirm

LiquidityIndType

Encoding:int

Code to identify the type of liquidity indicator

CaseTag
FiveDayMovingAverage1
5day moving average
TwentyDayMovingAverage2
20 day moving average
NormalMarketSize3
Normal Market Size
Other4
Other

ListExecInstType

Encoding:char

Identifies the type of ListExecInst (69)

CaseTag
Immediate1
Immediate
WaitForInstruction2
Wait for Execute Instruction (e.g. a List Execute message or phone call before proceeding with execution of the list)
SellDriven3
Exchange/switch CIV order – Sell driven
BuyDrivenCashTopUp4
Exchange/switch CIV order – Buy driven, cash top-up (i.e. additional cash will be provided to fulfil the order)
BuyDrivenCashWithdraw5
Exchange/switch CIV order – Buy driven, cash withdraw (i.e. additional cash will not be provided to fulfil the order)

ListOrderStatus

Encoding:int

Code to represent the status of a list order

CaseTag
InBiddingProcess1
InBiddingProcess
ReceivedForExecution2
ReceivedForExecution
Executing3
Executing
Cancelling4
Canceling
Alert5
Alert
AllDone6
All Done
Reject7
Reject

ListStatusType

Encoding:int

Code to represent the status type

CaseTag
Ack1
Ack
Response2
Response
Timed3
Timed
ExecStarted4
ExecStarted
AllDone5
AllDone
Alert6
Alert

LocateReqd

Encoding:Boolean

Indicates whether the broker is to locate the stock in conjunction with a short sell order.

CaseTag
NoN
Indicates the broker is not required to locate
YesY
Indicates the broker is responsible for locating the stock

MDEntryType

Encoding:char

Type Market Data entry

CaseTag
Bid0
Bid
Offer1
Offer
Trade2
Trade
IndexValue3
Index Value
OpeningPrice4
Opening Price
ClosingPrice5
Closing Price
SettlementPrice6
Settlement Price
TradingSessionHighPrice7
Trading Session High Price
TradingSessionLowPrice8
Trading Session Low Price
TradingSessionVWAPPrice9
Trading Session VWAP Price
ImbalanceA
Imbalance
TradeVolumeB
Trade Volume
OpenInterestC
Open Interest

MDImplicitDelete

Encoding:Boolean

Defines how a server handles distribution of a truncated book. Defaults to broker option.

CaseTag
NoN
Server must send an explicit delete for bids or offers falling outside the requested MarketDepth of the request.
YesY
Client has responsibility for implicitly deleting bids or offers falling outside the MarketDepth of the request.

MDReqRejReason

Encoding:char

Reason for the rejection of a Market Data request

CaseTag
UnknownSymbol0
Unknown symbol
DuplicateMDReqID1
Duplicate MDReqID
InsufficientBandwidth2
Insufficient Bandwidth
InsufficientPermissions3
Insufficient Permissions
UnsupportedSubscriptionRequestType4
Unsupported SubscriptionRequestType
UnsupportedMarketDepth5
Unsupported MarketDepth
UnsupportedMDUpdateType6
Unsupported MDUpdateType
UnsupportedAggregatedBook7
Unsupported AggregatedBook
UnsupportedMDEntryType8
Unsupported MDEntryType
UnsupportedTradingSessionID9
Unsupported TradingSessionID
UnsupportedScopeA
Unsupported Scope
UnsupportedOpenCloseSettleFlagB
Unsupported OpenCloseSettleFlag
UnsupportedMDImplicitDeleteC
Unsupported MDImplicitDelete

MDUpdateAction

Encoding:char

Type of Market Data update action

CaseTag
New0
New
Change1
Change
Delete2
Delete

MDUpdateType

Encoding:int

Specifies the type of Market Data update

CaseTag
FullRefresh0
Full Refresh
IncrementalRefresh1
Incremental Refresh

MassCancelRejectReason

Encoding:int

Reason Order Mass Cancel Request was rejected

CaseTag
MassCancelNotSupported0
Mass Cancel Not Supported
InvalidOrUnknownSecurity1
Invalid or unknown Security
InvalidOrUnkownUnderlyingSecurity2
Invalid or unknown underlying
InvalidOrUnknownProduct3
Invalid or unknown Product
InvalidOrUnknownCFICode4
Invalid or unknown CFICode
InvalidOrUnknownSecurityType5
Invalid or unknown Security Type
InvalidOrUnknownTradingSession6
Invalid or unknown trading session
Other99
Other

MassCancelRequestType

Encoding:char

Specifies scope of Order Mass Cancel Request

CaseTag
CancelOrdersForASecurity1
Cancel orders for a security
CancelOrdersForAnUnderlyingSecurity2
Cancel orders for an Underlying security
CancelOrdersForAProduct3
Cancel orders for a Product
CancelOrdersForACFICode4
Cancel orders for a CFICode
CancelOrdersForASecurityType5
Cancel orders for a SecurityType
CancelOrdersForATradingSession6
Cancel orders for a trading session
CancelAllOrders7
Cancel all orders

MassCancelResponse

Encoding:char

Specifies the action taken by counterparty order handling system as a result of the Order Mass Cancel Request

CaseTag
CancelRequestRejected0
Cancel Request Rejected -- See MassCancelRejectReason (532)
CancelOrdersForASecurity1
Cancel orders for a security
CancelOrdersForAnUnderlyingSecurity2
Cancel orders for an Underlying security
CancelOrdersForAProduct3
Cancel orders for a Product
CancelOrdersForACFICode4
Cancel orders for a CFICode
CancelOrdersForASecurityType5
Cancel orders for a SecurityType
CancelOrdersForATradingSession6
Cancel orders for a trading session
CancelAllOrders7
Cancel all orders

MassStatusReqType

Encoding:int

Mass Status Request Type

CaseTag
StatusForOrdersForASecurity1
Status for orders for a security
StatusForOrdersForAnUnderlyingSecurity2
Status for orders for an Underlying security
StatusForOrdersForAProduct3
Status for orders for a Product
StatusForOrdersForACFICode4
Status for orders for a CFICode
StatusForOrdersForASecurityType5
Status for orders for a SecurityType
StatusForOrdersForATradingSession6
Status for orders for a trading session
StatusForAllOrders7
Status for all orders
StatusForOrdersForAPartyID8
Status for orders for a PartyID

MatchStatus

Encoding:char

The status of this trade with respect to matching or comparison

CaseTag
Compared0
compared, matched or affirmed
Uncompared1
uncompared, unmatched, or unaffirmed
AdvisoryOrAlert2
advisory or alert

MatchType

Encoding:string

The point in the matching process at which this trade was matched

CaseTag
ExactMatchPlus4BadgesExecTimeA1
Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window)
ExactMatchPlus4BadgesA2
Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges
ExactMatchPlus2BadgesExecTimeA3
Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus two badges and execution time (within two-minute window)
ExactMatchPlus2BadgesA4
Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus two badges
ExactMatchPlusExecTimeA5
Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus execution time (within two-minute window)
StampedAdvisoriesOrSpecialistAcceptsAQ
Compared records resulting from stamped advisories or specialist accepts/pair-offs
ExactMatchMinusBadgesTimesM1
Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match
SummarizedMatchMinusBadgesTimesM2
Summarized match minus badges and times: ACT M2 Match
ACTAcceptedTradeM3
ACT Accepted Trade
ACTDefaultTradeM4
ACT Default Trade
ACTDefaultAfterM2M5
ACT Default After M2
ACTM6MatchM6
ACT M6 Match
OCSLockedInMT
OCS Locked In: Non-ACT
A1ExactMatchSummarizedQuantityS1
Summarized Match using A1 exact match criteria except quantity is summarized
A2ExactMatchSummarizedQuantityS2
Summarized Match using A2 exact match criteria except quantity is summarized
A3ExactMatchSummarizedQuantityS3
Summarized Match using A3 exact match criteria except quantity is summarized
A4ExactMatchSummarizedQuantityS4
Summarized Match using A4 exact match criteria except quantity is summarized
A5ExactMatchSummarizedQuantityS5
Summarized Match using A5 exact match criteria except quantity is summarized

MessageEncoding

Encoding:string

Type of message encoding (non-ASCII (non-English) characters) used in a message’s "Encoded" fields.

CaseTag
EUCJPEUC-JP
EUC
ISO2022JPISO-2022-JP
JIS
ShiftJISShift_JIS
for using SJIS
UTF8UTF-8
Unicode

MiscFeeBasis

Encoding:int

Defines the unit for a miscellaneous fee.

CaseTag
Absolute0
Absolute
PerUnit1
Per unit
Percentage2
Percentage

MiscFeeType

Encoding:int

Indicates type of miscellaneous fee

CaseTag
Regulatory1
Regulatory (e.g. SEC)
Tax2
Tax
LocalCommission3
Local Commission
ExchangeFees4
Exchange Fees
Stamp5
Stamp
Levy6
Levy
Other7
Other
Markup8
Markup
ConsumptionTax9
Consumption Tax
PerTransaction10
Per transaction
Conversion11
Conversion
Agent12
Agent

MoneyLaunderingStatus

Encoding:char

A one character code identifying Money laundering status

CaseTag
ExemptBelowLimit1
Exempt – Below The Limit
ExemptMoneyType2
Exempt – Client Money Type Exemption
ExemptAuthorised3
Exempt – Authorised Credit or Financial Institution.
NotCheckedN
Not checked
PassedY
Passed

MsgDirection

Encoding:char

Specifies the direction of the messsage

CaseTag
ReceiveR
Receive
SendS
Send

MultiLegReportingType

Encoding:char

Used to indicate what an Execution Report represents (e.g. used with multi-leg securities, such as option strategies, spreads, etc.).

CaseTag
SingleSecurity1
Single Security (default if not specified)
IndividualLegOfAMultiLegSecurity2
Individual leg of a multi-leg security
MultiLegSecurity3
Multi-leg security

MultiLegRptTypeReq

Encoding:int

Indicates the method of execution reporting requested by issuer of the order

CaseTag
ReportByMulitlegSecurityOnly0
Report by mulitleg security only (Do not report legs)
ReportByMultilegSecurityAndInstrumentLegs1
Report by multileg security and by instrument legs belonging to the multileg security.
ReportByInstrumentLegsOnly2
Report by instrument legs belonging to the multileg security only (Do not report status of multileg security)

NetGrossInd

Encoding:int

Code to represent whether value is net (inclusive of tax) or gross

CaseTag
Net1
Net
Gross2
Gross

NetworkRequestType

Encoding:int

Indicates the type and level of details required for a Network Status Request Message Boolean logic applies EG If you want to subscribe for changes to certain id’s then UserRequestType =0 (8+2), Snapshot for certain ID’s = 9 (8+)

CaseTag
Snapshot1
Snapshot
Subscribe2
Subscribe
StopSubscribing4
Stop subscribing
LevelOfDetail8
Level of detail, then NoCompID’s becomes required

NetworkStatusResponseType

Encoding:int

Indicates the type of Network Response Message

CaseTag
Full1
Full
IncrementalUpdate2
Incremental update

NoSides

Encoding:NumInGroup

Number of Side repeating group instances.

CaseTag
OneSide1
one side
BothSides2
both sides

NotifyBrokerOfCredit

Encoding:Boolean

Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker).

CaseTag
DetailsShouldNotBeCommunicatedN
Details should not be communicated
DetailsShouldBeCommunicatedY
Details should be communicated

OddLot

Encoding:Boolean

This trade is to be treated as an odd lot

CaseTag
TreatAsRoundLotN
treat as round lot
TreatAsOddLotY
treat as odd lot

OpenCloseSettlFlag

Encoding:MultipleValueInt

Flag that identifies a market data entry (Prior to FIX 4.3 this field was of type char)

CaseTag
DailyOpen0
Daily Open / Close / Settlement entry
SessionOpen1
Session Open / Close / Settlement entry
DeliverySettlementEntry2
Delivery Settlement entry
ExpectedEntry3
Expected entry
EntryFromPreviousBusinessDay4
Entry from previous business day
TheoreticalPriceValue5
Theoretical Price value

OrdRejReason

Encoding:int

Code to identify reason for order rejection.

CaseTag
BrokerCredit0
Broker / Exchange option
UnknownSymbol1
Unknown symbol
ExchangeClosed2
Exchange closed
OrderExceedsLimit3
Order exceeds limit
TooLateToEnter4
Too late to enter
UnknownOrder5
Unknown Order
DuplicateOrder6
Duplicate Order (e.g. dupe ClOrdID (11))
DuplicateOfAVerballyCommunicatedOrder7
Duplicate of a verbally communicated order
StaleOrder8
Stale Order
TradeAlongRequired9
Trade Along required
InvalidInvestorID10
Invalid Investor ID
UnsupportedOrderCharacteristic11
Unsupported order characteristic12 = Surveillence Option
IncorrectQuantity13
Incorrect quantity
IncorrectAllocatedQuantity14
Incorrect allocated quantity
UnknownAccount15
Unknown account(s)
Other99
Other

OrdStatus

Encoding:char

Identifies current status of order. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)

CaseTag
New0
New
PartiallyFilled1
Partially filled
Filled2
Filled
DoneForDay3
Done for day
Canceled4
Canceled
Replaced5
Replaced
PendingCancel6
Pending Cancel (e.g. result of Order Cancel Request)
Stopped7
Stopped
Rejected8
Rejected
Suspended9
Suspended
PendingNewA
Pending New
CalculatedB
Calculated
ExpiredC
Expired
AcceptedForBiddingD
Accepted for bidding
PendingReplaceE
Pending Replace (e.g. result of Order Cancel/Replace Request)

OrdType

Encoding:char

Order type *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)

CaseTag
Market1
Market
Limit2
Limit
Stop3
Stop
StopLimit4
Stop limit
WithOrWithout6
With or without
LimitOrBetter7
Limit or better (Deprecated)
LimitWithOrWithout8
Limit with or without
OnBasis9
On basis
PreviouslyQuotedD
Previously quoted
PreviouslyIndicatedE
Previously indicated
ForexSwapG
Forex - Swap
FunariI
Funari (Limit Day Order with unexecuted portion handled as Market On Close. E.g. Japan)
MarketIfTouchedJ
Market If Touched (MIT)
MarketWithLeftOverAsLimitK
Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price)
PreviousFundValuationPointL
Previous Fund Valuation Point (Historic pricing) (for CIV)
NextFundValuationPointM
Next Fund Valuation Point –(Forward pricing) (for CIV)
PeggedP
Pegged

OrderCapacity

Encoding:char

Designates the capacity of the firm placing the order (as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field) (see Volume : "Glossary" for value definitions)

CaseTag
AgencyA
Agency
ProprietaryG
Proprietary
IndividualI
Individual
PrincipalP
Principal (Note for CMS purposes, Principal includes Proprietary)
RisklessPrincipalR
Riskless Principal
AgentForOtherMemberW
Agent for Other Member

OrderRestrictions

Encoding:MultipleValueChar

Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.

CaseTag
ProgramTrade1
Program Trade
IndexArbitrage2
Index Arbitrage
NonIndexArbitrage3
Non-Index Arbitrage
CompetingMarketMaker4
Competing Market Maker
ActingAsMarketMakerOrSpecialistInSecurity5
Acting as Market Maker or Specialist in the security
ActingAsMarketMakerOrSpecialistInUnderlying6
Acting as Market Maker or Specialist in the underlying security of a derivative security
ForeignEntity7
Foreign Entity (of foreign governmnet or regulatory jurisdiction)
ExternalMarketParticipant8
External Market Participant
ExternalInterConnectedMarketLinkage9
External Inter-connected Market Linkage
RisklessArbitrageA
Riskless Arbitrage

OwnerType

Encoding:int

Identifies the type of owner

CaseTag
IndividualInvestor1
Individual Investor
PublicCompany2
Public Company
PrivateCompany3
Private Company
IndividualTrustee4
Individual Trustee
CompanyTrustee5
Company Trustee
PensionPlan6
Pension Plan
CustodianUnderGiftsToMinorsAct7
Custodian Under Gifts to Minors Act
Trusts8
Trusts
Fiduciaries9
Fiduciaries
NetworkingSubAccount10
Networking Sub-Account
NonProfitOrganization11
Non-Profit Organization
CorporateBody12
Corporate Body
Nominee13
Nominee

OwnershipType

Encoding:char

The relationship between Registration parties.

CaseTag
JointTrustees2
Joint Trustees
JointInvestorsJ
Joint Investors
TenantsInCommonT
Tenants in Common

PartyIDSource

Encoding:char

Identifies class or source of the PartyID (448) value. Required if PartyID is specified. Note: applicable values depend upon PartyRole (452) specified. See "Appendix 6-G – Use of Component Block"

CaseTag
KoreanInvestorID1
Korean Investor ID
TaiwaneseForeignInvestorID2
Taiwanese Qualified Foreign Investor ID QFII / FID
TaiwaneseTradingAcct3
Taiwanese Trading Account
MalaysianCentralDepository4
Malaysian Central Depository (MCD) number
ChineseInvestorID5
Chinese B Share (Shezhen and Shanghai)
UKNationalInsuranceOrPensionNumber6
UK National Insurance or Pension Number
USSocialSecurityNumber7
US Social Security Number
USEmployerOrTaxIDNumber8
US Employer Identification Number
AustralianBusinessNumber9
Australian Business Number
AustralianTaxFileNumberA
Australian Tax File Number
BICB
BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
GeneralIdentifierC
Generally accepted market participant identifier (e.g. NASD mnemonic)
ProprietaryD
Proprietary/Custom code
ISOCountryCodeE
ISO Country Code
SettlementEntityLocationF
Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
MICG
MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
CSDParticipantH
CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
ISITCAcronymI
Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document

PartyRole

Encoding:int

Identifies the type or role of the PartyID (448) specified. See "Appendix 6-G – Use of Component Block"

CaseTag
ExecutingFirm1
Executing Firm (formerly FIX 4.2 ExecBroker)
BrokerOfCredit2
Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
ClientID3
Client ID (formerly FIX 4.2 ClientID)
ClearingFirm4
Clearing Firm (formerly FIX 4.2 ClearingFirm)
InvestorID5
Investor ID
IntroducingFirm6
Introducing Firm
EnteringFirm7
Entering Firm
Locate8
Locate/Lending Firm (for short-sales)
FundManagerClientID9
Fund manager Client ID (for CIV)
SettlementLocation10
Settlement Location (formerly FIX 4.2 SettlLocation)
OrderOriginationTrader11
Order Origination Trader (associated with Order Origination Firm – e.g. trader who initiates/submits the order)
ExecutingTrader12
Executing Trader (associated with Executing Firm - actually executes)
OrderOriginationFirm13
Order Origination Firm (e.g. buyside firm)
GiveupClearingFirm14
Giveup Clearing Firm (firm to which trade is given up)
CorrespondantClearingFirm15
Correspondant Clearing Firm
ExecutingSystem16
Executing System
ContraFirm17
Contra Firm
ContraClearingFirm18
Contra Clearing Firm
SponsoringFirm19
Sponsoring Firm
UnderlyingContraFirm20
Underlying Contra Firm
ClearingOrganization21
Clearing Organization
Exchange22
Exchange
CustomerAccount24
Customer Account
CorrespondentClearingOrganization25
Correspondent Clearing Organization
CorrespondentBroker26
Correspondent Broker
Buyer27
Buyer/Seller (Receiver/Deliverer)
Custodian28
Custodian
Intermediary29
Intermediary
Agent30
Agent
SubCustodian31
Sub custodian
Beneficiary32
Beneficiary
InterestedParty33
Interested party
RegulatoryBody34
Regulatory body
LiquidityProvider35
Liquidity provider
EnteringTrader36
Entering Trader
ContraTrader37
Contra Trader
PositionAccount38
Position Account

PartySubIDType

Encoding:int

Type of PartySubID (523) value 4000+ = Reserved and available for bi-laterally agreed upon user defined values

CaseTag
Firm1
Firm
Person2
Person
System3
System
Application4
Application
FullLegalNameOfFirm5
Full legal name of firm
PostalAddress6
Postal address (inclusive of street address, location, and postal code)
PhoneNumber7
Phone number
EmailAddress8
Email address
ContactName9
Contact name
SecuritiesAccountNumber10
Securities account number (for settlement instructions)
RegistrationNumber11
Registration number (for settlement instructions and confirmations)
RegisteredAddressForConfirmation12
Registered address (for confirmation purposes)
RegulatoryStatus13
Regulatory status (for confirmation purposes)
RegistrationName14
Registration name (for settlement instructions)
CashAccountNumber15
Cash account number (for settlement instructions)
BIC16
BIC
CSDParticipantMemberCode17
CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
RegisteredAddress18
Registered address
FundAccountName19
Fund/account name
TelexNumber20
Telex number
FaxNumber21
Fax number
SecuritiesAccountName22
Securities account name
CashAccountName23
Cash account name
Department24
Department
LocationDesk25
Location / Desk
PositionAccountType26
Position Account Type

PaymentMethod

Encoding:int

A code identifying the Settlement payment method. 16 through 998 are reserved for future use Values above 000 are available for use by private agreement among counterparties

CaseTag
CREST1
CREST
NSCC2
NSCC
Euroclear3
Euroclear
Clearstream4
Clearstream
Cheque5
Cheque
TelegraphicTransfer6
Telegraphic Transfer
FedWire7
FedWire
DebitCard8
Debit Card
DirectDebit9
Direct Debit (BECS)
DirectCredit10
Direct Credit (BECS)
CreditCard11
Credit Card
ACHDebit12
ACH Debit
ACHCredit13
ACH Credit
BPAY14
BPAY
HighValueClearingSystem15
High Value Clearing System (HVACS)

PegLimitType

Encoding:int

Type of Peg Limit

CaseTag
OrBetter0
Or better (default) - price improvement allowed
Strict1
Strict – limit is a strict limit
OrWorse2
Or worse – for a buy the peg limit is a minimum and for a sell the peg limit is a maximum (for use for orders which have a price range)

PegMoveType

Encoding:int

Describes whether peg is static or floats

CaseTag
Floating0
Floating (default)
Fixed1
Fixed

PegOffsetType

Encoding:int

Type of Peg Offset value

CaseTag
Price0
Price (default)
BasisPoints1
Basis Points
Ticks2
Ticks
PriceTier3
Price Tier / Level

PegRoundDirection

Encoding:int

If the calculated peg price is not a valid tick price, specifies whether to round the price to be more or less aggressive

CaseTag
MoreAggressive1
More aggressive – on a buy order round the price up round up to the nearest tick, on a sell round down to the nearest tick
MorePassive2
More passive – on a buy order round down to nearest tick on a sell order round up to nearest tick

PegScope

Encoding:int

The scope of the peg

CaseTag
Local1
Local (Exchange, ECN, ATS)
National2
National
Global3
Global
NationalExcludingLocal4
National excluding local

PosAmtType

Encoding:string

Type of Position amount

CaseTag
CashAmountCASH
Cash Amount (Corporate Event)
CashResidualAmountCRES
Cash Residual Amount
FinalMarkToMarketAmountFMTM
Final Mark-to-Market Amount
IncrementalMarkToMarketAmountIMTM
Incremental Mark-to-Market Amount
PremiumAmountPREM
Premium Amount
StartOfDayMarkToMarketAmountSMTM
Start-of-Day Mark-to-Market Amount
TradeVariationAmountTVAR
Trade Variation Amount
ValueAdjustedAmountVADJ
Value Adjusted Amount

PosMaintAction

Encoding:int

Maintenance Action to be performed

CaseTag
New1
New: used to increment the overall transaction quantity
Replace2
Replace: used to override the overall transaction quantity or specific add messages based on the reference id
Cancel3
Cancel: used to remove the overall transaction or specific add messages based on reference id

PosMaintResult

Encoding:int

Result of Position Maintenance Request.

CaseTag
SuccessfulCompletion0
Successful completion - no warnings or errors
Rejected1
Rejected
Other99
Other

PosMaintStatus

Encoding:int

Status of Position Maintenance Request

CaseTag
Accepted0
Accepted
AcceptedWithWarnings1
Accepted with Warnings
Rejected2
Rejected
Completed3
Completed
CompletedWithWarnings4
Completed with Warnings

PosQtyStatus

Encoding:int

Status of this position

CaseTag
Submitted0
Submitted
Accepted1
Accepted
Rejected2
Rejected

PosReqResult

Encoding:int

Result of Request for Position 4000+ Reserved and available for bi-laterally agreed upon user-defined values

CaseTag
ValidRequest0
Valid Request
InvalidOrUnsupportedRequest1
Invalid or unsupported Request
NoPositionsFoundThatMatchCriteria2
No positions found that match criteria
NotAuthorizedToRequestPositions3
Not authorized to request positions
RequestForPositionNotSupported4
Request for Position not supported
Other99
Other (use Text(58) in conjunction with this code for an explanation)

PosReqStatus

Encoding:int

Status of Request for Positions

CaseTag
Completed0
Completed
CompletedWithWarnings1
Completed with Warnings
Rejected2
Rejected

PosReqType

Encoding:int

Unique identifier for the position maintenance request as assigned by the submitter

CaseTag
Positions0
Positions
Trades1
Trades
Exercises2
Exercises
Assignments3
Assignments

PosTransType

Encoding:int

Identifies the type of position transaction

CaseTag
Exercise1
Exercise
DoNotExercise2
Do Not Exercise
PositionAdjustment3
Position Adjustment
PositionChangeSubmission4
Position Change Submission/Margin Disposition
Pledge5
Pledge

PosType

Encoding:string

Used to identify the type of quantity that is being returned

CaseTag
AllocationTradeQtyALC
Allocation Trade Qty
OptionAssignmentAS
Option Assignment
AsOfTradeQtyASF
As-of Trade Qty
DeliveryQtyDLV
Delivery Qty
ElectronicTradeQtyETR
Electronic Trade Qty
OptionExerciseQtyEX
Option Exercise Qty
EndOfDayQtyFIN
End-of-Day Qty
IntraSpreadQtyIAS
Intra-Spread Qty
InterSpreadQtyIES
Inter-Spread Qty
AdjustmentQtyPA
Adjustment Qty
PitTradeQtyPIT
Pit Trade Qty
StartOfDayQtySOD
Start-of-Day Qty
IntegralSplitSPL
Integral Split
TransactionFromAssignmentTA
Transaction from Assignment
TotalTransactionQtyTOT
Total Transaction Qty
TransactionQuantityTQ
Transaction Quantity
TransferTradeQtyTRF
Transfer Trade Qty
TransactionFromExerciseTX
Transaction from Exercise
CrossMarginQtyXM
Cross Margin Qty

PositionEffect

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.

CaseTag
CloseC
Close
FIFOF
FIFO
OpenO
Open
RolledR
Rolled

PossDupFlag

Encoding:Boolean

Indicates possible retransmission of message with this sequence number

CaseTag
OriginalTransmissionN
Original transmission
PossibleDuplicateY
Possible duplicate

PossResend

Encoding:Boolean

Indicates that message may contain information that has been sent under another sequence number.

CaseTag
OriginalTransmissionN
Original transmission
PossibleResendY
Possible resend

PreallocMethod

Encoding:char

Indicates the method of preallocation.

CaseTag
ProRata0
Pro-rata
DoNotProRata1
Do not pro-rata = discuss first

PreviouslyReported

Encoding:Boolean

Indicates if the trade capture report was previously reported to the counterparty

CaseTag
NotReportedToCounterpartyN
not reported to counterparty
PerviouslyReportedToCounterpartyY
previously reported to counterparty

PriceType

Encoding:int

Code to represent the price type

CaseTag
Percentage1
Percentage (e.g. percent of par) (often called "dollar price" for fixed income)
PerUnit2
Per unit (i.e. per share or contract)
FixedAmount3
Fixed Amount (absolute value)
Discount4
Discount – percentage points below par
Premium5
Premium – percentage points over par
Spread6
Spread
TEDPrice7
TED price
TEDYield8
TED yield
Yield9
Yield
FixedCabinetTradePrice10
Fixed cabinet trade price (primarily for listed futures and options)
VariableCabinetTradePrice11
Variable cabinet trade price (primarily for listed futures and options)

PriorityIndicator

Encoding:int

Indicates if a Cancel/Replace has caused an order to lose book priority

CaseTag
PriorityUnchanged0
Priority Unchanged
LostPriorityAsResultOfOrderChange1
Lost Priority as result of order change

ProcessCode

Encoding:char

Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade.

CaseTag
Regular0
regular
SoftDollar1
soft dollar
StepIn2
step-in
StepOut3
step-out
SoftDollarStepIn4
soft-dollar step-in
SoftDollarStepOut5
soft-dollar step-out
PlanSponsor6
plan sponsor

Product

Encoding:int

Indicates the type of product the security is associated with. See also the CFICode (46) and SecurityType (67) fields.

CaseTag
AGENCY1
AGENCY
COMMODITY2
COMMODITY
CORPORATE3
CORPORATE
CURRENCY4
CURRENCY
EQUITY5
EQUITY
GOVERNMENT6
GOVERNMENT
INDEX7
INDEX
LOAN8
LOAN
MONEYMARKET9
MONEYMARKET
MORTGAGE10
MORTGAGE
MUNICIPAL11
MUNICIPAL
OTHER12
OTHER
FINANCING13
FINANCING

ProgRptReqs

Encoding:int

Code to identify the desired frequency of progress reports

CaseTag
BuySideRequests1
BuySide explicitly requests status using StatusRequest (Default) The sell-side firm can however, send a DONE status List Status Response in an unsolicited fashion
SellSideSends2
SellSide periodically sends status using ListStatus. Period optionally specified in ProgressPeriod
RealTimeExecutionReports3
Real-time execution reports (to be discouraged)

PublishTrdIndicator

Encoding:Boolean

Indicates if a trade should be reported via a market reporting service.

CaseTag
DoNotReportTradeN
Do not report trade
ReportTradeY
Report trade

PutOrCall

Encoding:int

Indicates whether an Option is for a put or call

CaseTag
Put0
Put
Call1
Call

QtyType

Encoding:int

Type of quantity specified in a quantity field

CaseTag
Units0
Units (shares, par, currency)
Contracts1
Contracts (if used - should specify ContractMultiplier (tag 231))

QuoteCancelType

Encoding:int

Identifies the type of quote cancel.

CaseTag
CancelForOneOrMoreSecurities1
Cancel for Symbol(s)
CancelForSecurityType2
Cancel for Security Type(s)
CancelForUnderlyingSecurity3
Cancel for Underlying Symbol
CancelAllQuotes4
Cancel All Quotes

QuoteCondition

Encoding:MultipleValueChar

Space-delimited list of conditions describing a quote

CaseTag
OpenA
Open / Active
ClosedB
Closed / Inactive
ExchangeBestC
Exchange Best
ConsolidatedBestD
Consolidated Best
LockedE
Locked
CrossedF
Crossed
DepthG
Depth
FastTradingH
Fast Trading
NonFirmI
Non-Firm

QuotePriceType

Encoding:int

Code to represent price type requested in Quote

CaseTag
Percent1
percent (percent of par)
PerShare2
per share (e.g. cents per share)
FixedAmount3
fixed amount (absolute value)
Discount4
discount – percentage points below par
Premium5
premium – percentage points over par
Spread6
basis points relative to benchmark
TEDPrice7
TED price
TEDYield8
TED yield
YieldSpread9
Yield spread (swaps)
Yield10
Yield

QuoteRejectReason

Encoding:int

Reason Quote was rejected

CaseTag
UnknownSymbol1
Unknown symbol (Security)
Exchange2
Exchange (Security) closed
QuoteRequestExceedsLimit3
Quote Request exceeds limit
TooLateToEnter4
Too late to enter
UnknownQuote5
Unknown Quote
DuplicateQuote6
Duplicate Quote
InvalidBid7
Invalid bid/ask spread
InvalidPrice8
Invalid price
NotAuthorizedToQuoteSecurity9
Not authorized to quote security
Other99
Other

QuoteRequestRejectReason

Encoding:int

Reason Quote was rejected:

CaseTag
UnknownSymbol1
Unknown symbol (Security)
Exchange2
Exchange (Security) closed
QuoteRequestExceedsLimit3
Quote Request exceeds limit
TooLateToEnter4
Too late to enter
InvalidPrice5
Invalid price
NotAuthorizedToRequestQuote6
Not authorized to request quote
NoMatchForInquiry7
No match for inquiry
NoMarketForInstrument8
No market for instrument
NoInventory9
No inventory
Pass10
Pass
Other99
Other

QuoteRequestType

Encoding:int

Indicates the type of Quote Request being generated

CaseTag
Manual1
Manual
Automatic2
Automatic

QuoteRespType

Encoding:int

Identifies the type of Quote Response

CaseTag
Hit1
Hit/Lift
Counter2
Counter
Expired3
Expired
Cover4
Cover
DoneAway5
Done Away
Pass6
Pass

QuoteResponseLevel

Encoding:int

Level of Response requested from receiver of quote messages.

CaseTag
NoAcknowledgement0
No Acknowledgement (Default)
AcknowledgeOnlyNegativeOrErroneousQuotes1
Acknowledge only negative or erroneous quotes
AcknowledgeEachQuoteMessage2
Acknowledge each quote messages

QuoteStatus

Encoding:int

Identifies the status of the quote acknowledgement

CaseTag
Accepted0
Accepted
CancelForSymbol1
Canceled for Symbol(s)
CanceledForSecurityType2
Canceled for Security Type(s)
CanceledForUnderlying3
Canceled for Underlying
CanceledAll4
Canceled All
Rejected5
Rejected
RemovedFromMarket6
Removed from Market
Expired7
Expired
Query8
Query
QuoteNotFound9
Quote Not Found
Pending10
Pending
Pass11
Pass
LockedMarketWarning12
Locked Market Warning
CrossMarketWarning13
Cross Market Warning
CanceledDueToLockMarket14
Canceled due to lock market
CanceledDueToCrossMarket15
Canceled due to cross market

QuoteType

Encoding:int

Identifies the type of quote. An indicative quote is used to inform a counterparty of a market. An indicative quote does not result directly in a trade. A tradeable quote is submitted to a market and will result directly in a trade against other orders and quotes in a market. A restricted tradeable quote is submitted to a market and within a certain restriction (possibly based upon price or quantity) will automatically trade against orders. Order that do not comply with restrictions are sent to the quote issuer who can choose to accept or decline the order. A counter quote is used in the negotiation model. See Volume 7 – Product: Fixed Income for example usage.

CaseTag
Indicative0
Indicative
Tradeable1
Tradeable
RestrictedTradeable2
Restricted Tradeable
Counter3
Counter (tradable)

RegistRejReasonCode

Encoding:int

Reason(s) why Registration Instructions has been rejected. The reason may be further amplified in the RegistRejReasonCode field. Possible values of reason code include:

CaseTag
InvalidAccountType1
Invalid/unacceptable Account Type
InvalidTaxExemptType2
Invalid/unacceptable Tax Exempt Type
InvalidOwnershipType3
Invalid/unacceptable Ownership Type
NoRegDetails4
Invalid/unacceptable No Reg Detls
InvalidRegSeqNo5
Invalid/unacceptable Reg Seq No
InvalidRegDetails6
Invalid/unacceptable Reg Dtls
InvalidMailingDetails7
Invalid/unacceptable Mailing Dtls
InvalidMailingInstructions8
Invalid/unacceptable Mailing Inst
InvalidInvestorID9
Invalid/unacceptable Investor ID
InvalidInvestorIDSource10
Invalid/unacceptable Investor ID Source
InvalidDateOfBirth11
Invalid/unacceptable Date of Birth
InvalidCountry12
Invalid/unacceptable Investor Country Of Residence
InvalidDistribInstns13
Invalid/unacceptable NoDistribInstns
InvalidPercentage14
Invalid/unacceptable Distrib Percentage
InvalidPaymentMethod15
Invalid/unacceptable Distrib Payment Method
InvalidAccountName16
Invalid/unacceptable Cash Distrib Agent Acct Name
InvalidAgentCode17
Invalid/unacceptable Cash Distrib Agent Code
InvalidAccountNum18
Invalid/unacceptable Cash Distrib Agent Acct Num
Other99
Other

RegistStatus

Encoding:char

Registration status as returned by the broker or (for CIV) the fund manager

CaseTag
AcceptedA
Accepted
HeldH
Held
ReminderN
Reminder – i.e. Registration Instructions are still outstanding
RejectedR
Rejected

RegistTransType

Encoding:char

Identifies Registration Instructions transaction type

CaseTag
New0
New
Replace1
Replace
Cancel2
Cancel

ReportToExch

Encoding:Boolean

Identifies party of trade responsible for exchange reporting.

CaseTag
SenderReportsN
Indicates that party sending message will report trade
ReceiverReportsY
Indicates that party receiving message must report trade

ResetSeqNumFlag

Encoding:Boolean

Indicates that the both sides of the FIX session should reset sequence numbers.

CaseTag
NoN
No
YesY
Yes, reset sequence numbers

ResponseTransportType

Encoding:int

Identifies how the response to the request should be transmitted

CaseTag
Inband0
Inband: transport the request was sent over (Default)
OutOfBand1
Out-of-Band: pre-arranged out of band delivery mechanism (i.e. FTP, HTTP, NDM, etc) between counterparties. Details specified via ResponseDestination (726).

RoundingDirection

Encoding:char

Specifies which direction to round For CIV – indicates whether or not the quantity of shares/units is to be rounded and in which direction where CashOrdQty (52) or (for CIV only) OrderPercent (56) are specified on an order. The default is for rounding to be at the discretion of the executing broker or fund manager. e.g. for an order specifying CashOrdQty or OrderPercent if the calculated number of shares/units was 325.76 and RoundingModulus (469) was 0 – "round down" would give 320 units, "round up" would give 330 units and "round to nearest" would give 320 units.

CaseTag
RoundToNearest0
Round to nearest
RoundDown1
Round down
RoundUp2
Round up

RoutingType

Encoding:int

Indicates the type of RoutingID (27) specified

CaseTag
TargetFirm1
Target Firm
TargetList2
Target List
BlockFirm3
Block Firm
BlockList4
Block List

Scope

Encoding:MultipleValueInt

Defines the scope of a data element

CaseTag
LocalMarket1
Local (Exchange, ECN, ATS)
National2
National
Global3
Global

SecurityIDSource

Encoding:string

Identifies class or source of the SecurityID (48) value. Required if SecurityID is specified.

CaseTag
CUSIP1
CUSIP
SEDOL2
SEDOL
QUIK3
QUIK
ISINNumber4
ISIN number
RICCode5
RIC code
ISOCurrencyCode6
ISO Currency Code
ISOCountryCode7
ISO Country Code
ExchangeSymbol8
Exchange Symbol
ConsolidatedTapeAssociation9
Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
BloombergSymbolA
Bloomberg Symbol
WertpapierB
Wertpapier
DutchC
Dutch
ValorenD
Valoren
SicovamE
Sicovam
BelgianF
Belgian
CommonG
"Common" (Clearstream and Euroclear)
ClearingHouseH
Clearing House / Clearing Organization
ISDAFpMLSpecificationI
ISDA/FpML Product Specification
OptionPriceReportingAuthorityJ
Options Price Reporting Authority

SecurityListRequestType

Encoding:int

Identifies the type/criteria of Security List Request

CaseTag
Symbol0
Symbol
SecurityTypeAnd1
SecurityType and/or CFICode
Product2
Product
TradingSessionID3
TradingSessionID
AllSecurities4
All Securities

SecurityRequestResult

Encoding:int

The results returned to a Security Request message

CaseTag
ValidRequest0
Valid request
InvalidOrUnsupportedRequest1
Invalid or unsupported request
NoInstrumentsFound2
No instruments found that match selection criteria
NotAuthorizedToRetrieveInstrumentData3
Not authorized to retrieve instrument data
InstrumentDataTemporarilyUnavailable4
Instrument data temporarily unavailable
RequestForInstrumentDataNotSupported5
Request for instrument data not supported

SecurityRequestType

Encoding:int

Type of Security Definition Request.

CaseTag
RequestSecurityIdentityAndSpecifications0
Request Security identity and specifications
RequestSecurityIdentityForSpecifications1
Request Security identity for the specifications provided (Name of the security is not supplied)
RequestListSecurityTypes2
Request List Security Types
RequestListSecurities3
Request List Securities (Can be qualified with Symbol, SecurityType, TradingSessionID, SecurityExchange. If provided then only list Securities for the specific type)

SecurityResponseType

Encoding:int

Type of Security Definition message response

CaseTag
AcceptAsIs1
Accept security proposal as is
AcceptWithRevisions2
Accept security proposal with revisions as indicated in the message
RejectSecurityProposal5
Reject security proposal
CannotMatchSelectionCriteria6
Can not match selection criteria

SecurityTradingStatus

Encoding:int

Identifies the trading status applicable to the transaction

CaseTag
OpeningDelay1
Opening Delay
TradingHalt2
Trading Halt
Resume3
Resume
NoOpen4
No Open/No Resume
PriceIndication5
Price Indication
TradingRangeIndication6
Trading Range Indication
MarketImbalanceBuy7
Market Imbalance Buy
MarketImbalanceSell8
Market Imbalance Sell
MarketOnCloseImbalanceBuy9
Market On Close Imbalance Buy
MarketOnCloseImbalanceSell10
Market On Close Imbalance Sell
NoMarketImbalance12
No Market Imbalance
NoMarketOnCloseImbalance13
No Market On Close Imbalance
ITSPreOpening14
ITS Pre-Opening
NewPriceIndication15
New Price Indication
TradeDisseminationTime16
Trade Dissemination Time
ReadyToTrade17
Ready to trade (start of session)
NotAvailableForTrading18
Not Available for trading (end of session)
NotTradedOnThisMarket19
Not Traded on this Market
UnknownOrInvalid20
Unknown or Invalid
PreOpen21
Pre-Open
OpeningRotation22
Opening Rotation
FastMarket23
Fast Market

SecurityType

Encoding:string

Indicates type of security. See also the Product (460) and CFICode (46) fields. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Example values (grouped by Product field value) (Note: additional values may be used by mutual agreement of the counterparties): * Identify the Issuer in the "Issuer" field(06) *** REPLACED values - See "Replaced Features and Supported Approach" *** NOTE: Additional values may be used by mutual agreement of the counterparties)

CaseTag
AssetBackedSecuritiesABS
Asset-backed Securities
AmendedAMENDED
Amended & Restated
OtherAnticipationNotesAN
Other Anticipation Notes BAN, GAN, etc.
BankersAcceptanceBA
Bankers Acceptance
BankNotesBN
Bank Notes
BillOfExchangesBOX
Bill of Exchanges
BradyBondBRADY
Brady Bond
BridgeLoanBRIDGE
Bridge Loan
BuySellbackBUYSELL
Buy Sellback
ConvertibleBondCB
Convertible Bond
CertificateOfDepositCD
Certificate of Deposit
CallLoansCL
Call Loans
CorpCMBS
Corp. Mortgage-backed Securities
CollateralizedMortgageObligationCMO
Collateralized Mortgage Obligation
CertificateOfObligationCOFO
Certificate of Obligation
CertificateOfParticipationCOFP
Certificate of Participation
CorporateBondCORP
Corporate Bond
CommercialPaperCP
Commercial Paper
CorporatePrivatePlacementCPP
Corporate Private Placement
CommonStockCS
Common Stock
DefaultedDEFLTED
Defaulted
DebtorInPossessionDINP
Debtor in Possession
DepositNotesDN
Deposit Notes
DualCurrencyDUAL
Dual Currency
EuroCertificateOfDepositEUCD
Euro Certificate of Deposit
EuroCorporateBondEUCORP
Euro Corporate Bond
EuroCommercialPaperEUCP
Euro Commercial Paper
EuroSovereignsEUSOV
Euro Sovereigns *
EuroSupranationalCouponsEUSUPRA
Euro Supranational Coupons *
FederalAgencyCouponFAC
Federal Agency Coupon
FederalAgencyDiscountNoteFADN
Federal Agency Discount Note
ForeignExchangeContractFOR
Foreign Exchange Contract
ForwardFORWARD
Forward
FutureFUT
Future
GeneralObligationBondsGO
General Obligation Bonds
IOETTEMortgageIET
IOETTE Mortgage
LetterOfCreditLOFC
Letter of Credit
LiquidityNoteLQN
Liquidity Note
MaturedMATURED
Matured
MortgageBackedSecuritiesMBS
Mortgage-backed Securities
MutualFundMF
Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MortgageInterestOnlyMIO
Mortgage Interest Only
MultilegInstrumentMLEG
Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
MortgagePrincipalOnlyMPO
Mortgage Principal Only
MortgagePrivatePlacementMPP
Mortgage Private Placement
MiscellaneousPassThroughMPT
Miscellaneous Pass-through
MandatoryTenderMT
Mandatory Tender
MediumTermNotesMTN
Medium Term Notes
NoSecurityTypeNONE
No Security Type
OvernightONITE
Overnight
OptionOPT
Option
PrivateExportFundingPEF
Private Export Funding *
PfandbriefePFAND
Pfandbriefe *
PromissoryNotePN
Promissory Note
PreferredStockPS
Preferred Stock
PlazosFijosPZFJ
Plazos Fijos
RevenueAnticipationNoteRAN
Revenue Anticipation Note
ReplacedREPLACD
Replaced
RepurchaseREPO
Repurchase
RetiredRETIRED
Retired
RevenueBondsREV
Revenue Bonds
RevolverLoanRVLV
Revolver Loan
RevolverRVLVTRM
Revolver/Term Loan
SecuritiesLoanSECLOAN
Securities Loan
SecuritiesPledgeSECPLEDGE
Securities Pledge
SpecialAssessmentSPCLA
Special Assessment
SpecialObligationSPCLO
Special Obligation
SpecialTaxSPCLT
Special Tax
ShortTermLoanNoteSTN
Short Term Loan Note
StructuredNotesSTRUCT
Structured Notes
USDSupranationalCouponsSUPRA
USD Supranational Coupons *
SwingLineFacilitySWING
Swing Line Facility
TaxAnticipationNoteTAN
Tax Anticipation Note
TaxAllocationTAXA
Tax Allocation
ToBeAnnouncedTBA
To be Announced
USTreasuryBillTBILL
US Treasury Bill
USTreasuryBondTBOND
US Treasury Bond
PrincipalStripOfACallableBondOrNoteTCAL
Principal strip of a callable bond or note
TimeDepositTD
Time Deposit
TaxExemptCommercialPaperTECP
Tax Exempt Commercial Paper
TermLoanTERM
Term Loan
InterestStripFromAnyBondOrNoteTINT
Interest strip from any bond or note
TreasuryInflationProtectedSecuritiesTIPS
Treasury Inflation Protected Securities
USTreasuryNoteTNOTE
US Treasury Note
PrincipalStripFromANonCallableBondOrNoteTPRN
Principal strip from a non-callable bond or note
TaxRevenueAnticipationNoteTRAN
Tax & Revenue Anticipation Note
USTreasuryNoteOldUST
US Treasury Note (deprecated value, use "TNOTE")
USTreasuryBillOldUSTB
US Treasury Bill (deprecated value, use "TBILL")
VariableRateDemandNoteVRDN
Variable Rate Demand Note
WarrantWAR
Warrant
WithdrawnWITHDRN
Withdrawn
ExtendedCommNoteXCN
Extended Comm Note
IndexedLinkedXLINKD
Indexed Linked
YankeeCorporateBondYANK
Yankee Corporate Bond
YankeeCertificateOfDepositYCD
Yankee Certificate of Deposit

SettlCurrFxRateCalc

Encoding:char

Specifies whether or not SettlCurrFxRate (55) should be multiplied or divided

CaseTag
DivideD
Divide
MultiplyM
Multiply

SettlDeliveryType

Encoding:int

Identifies type of settlement

CaseTag
Versus0
"Versus. Payment": Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment
Free1
"Free": Deliver (if Sell) or Receive (if Buy) Free
TriParty2
Tri-Party
HoldInCustody3
Hold In Custody

SettlInstMode

Encoding:char

Indicates mode used for Settlement Instructions message. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***

CaseTag
StandingInstructionsProvided1
Standing Instructions Provided
SpecificOrderForASingleAccount4
Specific Order for a single account (for CIV)
RequestReject5
Request reject

SettlInstReqRejCode

Encoding:int

Identifies reason for rejection (of a settlement instruction request message)

CaseTag
UnableToProcessRequest0
unable to process request (e.g. database unavailable)
UnknownAccount1
unknown account
NoMatchingSettlementInstructionsFound2
no matching settlement instructions found
Other99
other

SettlInstSource

Encoding:char

Indicates source of Settlement Instructions

CaseTag
BrokerCredit1
Broker’s Instructions
Institution2
Institution’s Instructions
Investor3
Investor (e.g. CIV use)

SettlInstTransType

Encoding:char

Settlement Instructions message transaction type

CaseTag
CancelC
Cancel
NewN
New
ReplaceR
Replace
RestateT
Restate (used where the Settlement Instruction is being used to communicate standing instructions which have not been changed or added to)

SettlPriceType

Encoding:int

Type of settlement price

CaseTag
Final1
Final
Theoretical2
Theoretical

SettlSessID

Encoding:string

Identifies a specific settlement session

CaseTag
ElectronicTradingHoursETH
Electronic Trading Hours
IntradayITD
Intraday
RegularTradingHoursRTH
Regular Trading Hours

SettlType

Encoding:char

Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.

CaseTag
Regular0
Regular
Cash1
Cash
NextDay2
Next Day (T+1)
TPlus23
T+2
TPlus34
T+3
TPlus45
T+4
Future6
Future
WhenAndIfIssued7
When And If Issued
SellersOption8
Sellers Option
TPlus59
T+ 5

ShortSaleReason

Encoding:int

Reason for short sale

CaseTag
DealerSoldShort0
Dealer Sold Short
DealerSoldShortExempt1
Dealer Sold Short Exempt
SellingCustomerSoldShort2
Selling Customer Sold Short
SellingCustomerSoldShortExempt3
Selling Customer Sold Short Exempt
QualifiedServiceRepresentative4
Qualifed Service Representative (QSR) or Automatic Giveup (AGU) Contra Side Sold Short
QSROrAGUContraSideSoldShortExempt5
QSR or AGU Contra Side Sold Short Exempt

Side

Encoding:char

Side of order

CaseTag
Buy1
Buy
Sell2
Sell
BuyMinus3
Buy minus
SellPlus4
Sell plus
SellShort5
Sell short
SellShortExempt6
Sell short exempt
Undisclosed7
Undisclosed (valid for IOI and List Order messages only)
Cross8
Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
CrossShort9
Cross short
CrossShortExemptA
Cross short exempt
AsDefinedB
"As Defined" (for use with multileg instruments)
OppositeC
"Opposite" (for use with multileg instruments)
SubscribeD
Subscribe (e.g. CIV)
RedeemE
Redeem (e.g. CIV)
LendF
Lend (FINANCING - identifies direction of collateral)
BorrowG
Borrow (FINANCING - identifies direction of collateral)

SideMultiLegReportingType

Encoding:int

Used to indicate if the side being reported on Trade Capture Report represents a leg of a multileg instrument or a single security

CaseTag
SingleSecurity1
Single Security (default if not specified)
IndividualLegOfAMultilegSecurity2
Individual leg of a multi-leg security
MultilegSecurity3
Multi-leg security

SideValueInd

Encoding:int

Code to identify which "SideValue" the value refers to. SideValue and SideValue2 are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell.

CaseTag
SideValue11
SideValue1
SideValue22
SideValue 2

SolicitedFlag

Encoding:Boolean

Indicates whether or not the order was solicited.

CaseTag
WasNotSolicitedN
Was not solicited
WasSolicitedY
Was solcitied

StandInstDbType

Encoding:int

Identifies the Standing Instruction database used

CaseTag
Other0
Other
DTCSID1
DTC SID
ThomsonALERT2
Thomson ALERT
AGlobalCustodian3
A Global Custodian (StandInstDbName (170) must be provided)
AccountNet4
AccountNet

StatusValue

Encoding:int

Indicates the status of a network connection

CaseTag
Connected1
Connected
NotConnectedUnexpected2
Not connected – down expected up
NotConnectedExpected3
Not connected – down expected down
InProcess4
In Process

StipulationType

Encoding:string

Type of Stipulation

CaseTag
AlternativeMinimumTaxAMT
AMT (y/n)
AutoReinvestmentAUTOREINV
Auto Reinvestment at or better
BankQualifiedBANKQUAL
Bank qualified (y/n)
BargainConditionsBGNCON
Bargain Conditions– see (234) for values
CouponRangeCOUPON
Coupon range
ISOCurrencyCodeCURRENCY
ISO Currency code
CustomStartCUSTOMDATE
Custom start/end date
GeographicsGEOG
Geographics and % Range (ex. 234=CA 0-80 [minimum of 80% California assets])
ValuationDiscountHAIRCUT
Valuation discount
InsuredINSURED
Insured (y/n)
IssueDateISSUE
Year or Year/Month of Issue (ex. 234=2002/09)
IssuerISSUER
Issuer’s ticker
IssueSizeRangeISSUESIZE
issue size range
LookbackDaysLOOKBACK
Lookback days
ExplicitLotIdentifierLOT
Explicit lot identifier
LotVarianceLOTVAR
Lot Variance (value in percent maximum over- or under-allocation allowed)
MaturityYearAndMonthMAT
Maturity Year and Month
MaturityRangeMATURITY
Maturity range
MaximumSubstitutionsMAXSUBS
Maximum substitutions (Repo)
MinimumDenominationMINDNOM
Minimum denomination
MinimumIncrementMININCR
Minimum increment
MinimumQuantityMINQTY
Minimum quantity
PaymentFrequencyPAYFREQ
Payment frequency, calendar
NumberOfPiecesPIECES
Number of Pieces
PoolsMaximumPMAX
Pools Maximum
PoolsPerLotPPL
Pools per Lot
PoolsPerMillionPPM
Pools per Million
PoolsPerTradePPT
Pools per Trade
PriceRangePRICE
Price range
PricingFrequencyPRICEFREQ
Pricing frequency
ProductionYearPROD
Production Year
CallProtectionPROTECT
Call protection
PurposePURPOSE
Purpose
BenchmarkPriceSourcePXSOURCE
Benchmark price source
RatingSourceAndRangeRATING
Rating source and range
TypeOfRedemptionREDEMPTION
Type of redemption – values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible
RestrictedRESTRICTED
Restricted (y/n)
MarketSectorSECTOR
Market sector
SecurityTypeIncludedOrExcludedSECTYPE
SecurityType included or excluded
StructureSTRUCT
Structure
SubstitutionsFrequencySUBSFREQ
Substitutions frequency (Repo)
SubstitutionsLeftSUBSLEFT
Substitutions left (Repo)
FreeformTextTEXT
Freeform text
TradeVarianceTRDVAR
Trade Variance (value in percent maximum over- or under-allocation allowed)
WeightedAverageCouponWAC
Weighted Average Coupon:value in percent (exact or range) plus ‘Gross’ or ‘Net’ of servicing spread (the default) (ex. 234=6.5- Net [minimum of 6.5% net of servicing fee])
WeightedAverageLifeCouponWAL
Weighted Average Life Coupon: value in percent (exact or range)
WeightedAverageLoanAgeWALA
Weighted Average Loan Age: value in months (exact or range)
WeightedAverageMaturityWAM
Weighted Average Maturity : value in months (exact or range)
WholePoolWHOLE
Whole Pool (y/n)
YieldRangeYIELD
Yield range

SubscriptionRequestType

Encoding:char

Subscription Request Type

CaseTag
Snapshot0
Snapshot
SnapshotAndUpdates1
Snapshot + Updates (Subscribe)
DisablePreviousSnapshot2
Disable previous Snapshot + Update Request (Unsubscribe)

TargetStrategy

Encoding:int

The target strategy of the order 1000+ = Reserved and available for bi-laterally agreed upon user defined values

CaseTag
VWAP1
VWAP
Participate2
Participate (i.e. aim to be x percent of the market volume)
MininizeMarketImpact3
Mininize market impact

TaxAdvantageType

Encoding:int

For CIV - a code identifying the type of tax exempt account in which purchased shares/units are to be held

CaseTag
FIXNone0
None/Not Applicable (default)
MaxiISA1
Maxi ISA (UK)
TESSA2
TESSA (UK)
MiniCashISA3
Mini Cash ISA (UK)
MiniStocksAndSharesISA4
Mini Stocks and Shares ISA (UK)
MiniInsuranceISA5
Mini Insurance ISA (UK)
CurrentYearPayment6
Current year payment (US)
PriorYearPayment7
Prior year payment (US)
AssetTransfer8
Asset transfer (US)
EmployeePriorYear9
Employee - prior year (US)
EmployeeCurrentYear10
Employee – current year (US)
EmployerPriorYear11
Employer - prior year (US)
EmployerCurrentYear12
Employer – current year (US)
NonFundPrototypeIRA13
Non-fund prototype IRA (US)
NonFundQualifiedPlan14
Non-fund qualified plan (US)
DefinedContributionPlan15
Defined contribution plan (US)
IRA16
Individual Retirement Account (US)
IRARollover17
Individual Retirement Account – Rollover (US)
KEOGH18
KEOGH (US)
ProfitSharingPlan19
Profit Sharing Plan (US)
US401K20
401K (US)
SelfDirectedIRA21
Self-Directed IRA (US)
US403b22
403(b) (US)
US45723
457 (US)
RothIRAPrototype24
Roth IRA (fund prototype) (US)
RothIRANonPrototype25
Roth IRA (non-prototype) (US)
RothConversionIRAPrototype26
Roth Conversion IRA (fund prototype) (US)
RothConversionIRANonPrototype27
Roth Conversion IRA (non-prototype) (US)
EducationIRAPrototype28
Education IRA (fund prototype) (US)
EducationIRANonPrototype29
Education IRA (non-prototype) (US)

TerminationType

Encoding:int

Type of financing termination

CaseTag
Overnight1
Overnight
Term2
Term
Flexible3
Flexible
Open4
Open

TestMessageIndicator

Encoding:Boolean

Indicates whether or not this FIX Session is a "test" vs. "production" connection. Useful for preventing "accidents".

CaseTag
FalesN
False (Production)
TrueY
True (Test)

TickDirection

Encoding:char

Direction of the "tick"

CaseTag
PlusTick0
Plus Tick
ZeroPlusTick1
Zero-Plus Tick
MinusTick2
Minus Tick
ZeroMinusTick3
Zero-Minus Tick

TimeInForce

Encoding:char

Specifies how long the order remains in effect. Absence of this field is interpreted as DAY.

CaseTag
Day0
Day (or session)
GoodTillCancel1
Good Till Cancel (GTC)
AtTheOpening2
At the Opening (OPG)
ImmediateOrCancel3
Immediate or Cancel (IOC)
FillOrKill4
Fill or Kill (FOK)
GoodTillCrossing5
Good Till Crossing (GTX)
GoodTillDate6
Good Till Date
AtTheClose7
At the Close

TradSesMethod

Encoding:int

Method of trading

CaseTag
Electronic1
Electronic
OpenOutcry2
Open Outcry
TwoParty3
Two Party

TradSesMode

Encoding:int

Trading Session Mode

CaseTag
Testing1
Testing
Simulated2
Simulated
Production3
Production

TradSesStatus

Encoding:int

State of the trading session

CaseTag
Unknown0
Unknown
Halted1
Halted
Open2
Open
Closed3
Closed
PreOpen4
Pre-Open
PreClose5
Pre-Close
RequestRejected6
Request Rejected

TradSesStatusRejReason

Encoding:int

Indicates the reason a Trading Session Status Request was rejected

CaseTag
UnknownOrInvalidTradingSessionID1
Unknown or invalid TradingSessionID
Other99
Other

TradeAllocIndicator

Encoding:int

Identifies how the trade is to be allocated

CaseTag
AllocationNotRequired0
Allocation not required
AllocationRequired1
Allocation required (give up trade) allocation information not provided (incomplete)
UseAllocationProvidedWithTheTrade2
Use allocation provided with the trade

TradeCondition

Encoding:MultipleValueString

Space-delimited list of conditions describing a trade

CaseTag
CashA
Cash (only) Market
AveragePriceTradeB
Average Price Trade
CashTradeC
Cash Trade (same day clearing)
NextDayD
Next Day (only) Market
OpeningE
Opening / Reopening Trade Detail
IntradayTradeDetailF
Intraday Trade Detail
Rule127TradeG
Rule 127 Trade (NYSE)
Rule155TradeH
Rule 155 Trade (Amex)
SoldLastI
Sold Last (late reporting)
NextDayTradeJ
Next Day Trade (next day clearing)
OpenedK
Opened (late report of opened trade)
SellerL
Seller
SoldM
Sold (out of sequence)
StoppedStockN
Stopped Stock (guarantee of price but does not execute the order)
ImbalanceMoreBuyersP
Imbalance More Buyers (Cannot be used in combination with Q)
ImbalanceMoreSellersQ
Imbalance More Sellers (Cannot be used in combination with P)
OpeningPriceR
Opening Price

TradeReportRejectReason

Encoding:int

Reason Trade Capture Request was rejected. 4000+ Reserved and available for bi-laterally agreed upon user-defined values

CaseTag
Successful0
Successful (Default)
InvalidPartyOnformation1
Invalid party information
UnknownInstrument2
Unknown instrument
UnauthorizedToReportTrades3
Unauthorized to report trades
InvalidTradeType4
Invalid trade type
Other99
Other

TradeReportType

Encoding:int

Type of Trade Report

CaseTag
Submit0
Submit
Alleged1
Alleged
Accept2
Accept
Decline3
Decline
Addendum4
Addendum
No5
No/Was
TradeReportCancel6
Trade Report Cancel
LockedIn7
Locked In Trade Break

TradeRequestResult

Encoding:int

Result of Trade Request 4000+ Reserved and available for bi-laterally agreed upon user-defined values

CaseTag
Successful0
Successful (Default)
InvalidOrUnknownInstrument1
Invalid or unknown instrument
InvalidTypeOfTradeRequested2
Invalid type of trade requested
InvalidParties3
Invalid parties
InvalidTransportTypeRequested4
Invalid Transport Type requested
InvalidDestinationRequested5
Invalid Destination requested
TradeRequestTypeNotSupported8
TradeRequestType not supported
NotAuthorized9
Unauthorized for Trade Capture Report Request
Other99
Other

TradeRequestStatus

Encoding:int

Status of Trade Request.

CaseTag
Accepted0
Accepted
Completed1
Completed
Rejected2
Rejected

TradeRequestType

Encoding:int

Type of Trade Capture Report

CaseTag
AllTrades0
All trades
MatchedTradesMatchingCriteria1
Matched trades matching Criteria provided on request (parties, exec id, trade id, order id, instrument, input source, etc.)
UnmatchedTradesThatMatchCriteria2
Unmatched trades that match criteria
UnreportedTradesThatMatchCriteria3
Unreported trades that match criteria
AdvisoriesThatMatchCriteria4
Advisories that match criteria

TradedFlatSwitch

Encoding:Boolean

Driver and part of trade in the event that the Security Master file was wrong at the point of entry (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

CaseTag
NotTradedFlatN
Not Traded Flat
TradedFlatY
Traded Flat

TrdRegTimestampType

Encoding:int

Traded / Regulatory timestamp type Note of Applicability: values are required in US futures markets by the CFTC to support computerized trade reconstruction. (see Volume : "Glossary" for value definitions)

CaseTag
ExecutionTime1
Execution Time
TimeIn2
Time In
TimeOut3
Time Out
BrokerReceipt4
Broker Receipt
BrokerExecution5
Broker Execution

TrdRptStatus

Encoding:int

Trade Report Status

CaseTag
Accepted0
Accepted
Rejected1
Rejected

TrdType

Encoding:int

Type of Trade

CaseTag
RegularTrade0
Regular Trade
BlockTrade1
Block Trade
EFP2
EFP (Exchange for Physical)
Transfer3
Transfer
LateTrade4
Late Trade
TTrade5
T Trade
WeightedAveragePriceTrade6
Weighted Average Price Trade
BunchedTrade7
Bunched Trade
LateBunchedTrade8
Late Bunched Trade
PriorReferencePriceTrade9
Prior Reference Price Trade
AfterHoursTrade10
After Hours Trade

UnsolicitedIndicator

Encoding:Boolean

Indicates whether or not message is being sent as a result of a subscription request or not.

CaseTag
MessageIsBeingSentAsAResultOfAPriorRequestN
Message is being sent as a result of a prior request
MessageIsBeingSentUnsolicitedY
Message is being sent unsolicited

Urgency

Encoding:char

Urgency flag

CaseTag
Normal0
Normal
Flash1
Flash
Background2
Background

UserRequestType

Encoding:int

Indicates the action required by a User Request Message

CaseTag
LogOnUser1
LogOnUser
LogOffUser2
LogOffUser
ChangePasswordForUser3
ChangePasswordForUser
RequestIndividualUserStatus4
Request Individual User Status

UserStatus

Encoding:int

Indicates the status of a user

CaseTag
LoggedIn1
Logged In
NotLoggedIn2
Not Logged In
UserNotRecognised3
User Not Recognised
PasswordIncorrect4
Password Incorrect
PasswordChanged5
Password Changed
Other6
Other

WorkingIndicator

Encoding:Boolean

Indicates if the order is currently being worked. Applicable only for OrdStatus = "New". For open outcry markets this indicates that the order is being worked in the crowd. For electronic markets it indicates that the order has transitioned from a contingent order to a market order.

CaseTag
NotWorkingN
Order has been accepted but not yet in a working state
WorkingY
Order is currently being worked

YieldType

Encoding:string

Type of yield

CaseTag
AfterTaxYieldAFTERTAX
After Tax Yield (Municipals)
AnnualYieldANNUAL
Annual Yield
YieldAtIssueATISSUE
Yield At Issue (Municipals)
YieldToAverageMaturityAVGMATURITY
Yield To Average Maturity
BookYieldBOOK
Book Yield
YieldToNextCallCALL
Yield to Next Call
YieldChangeSinceCloseCHANGE
Yield Change Since Close
ClosingYieldCLOSE
Closing Yield
CompoundYieldCOMPOUND
Compound Yield
CurrentYieldCURRENT
Current Yield
GvntEquivalentYieldGOVTEQUIV
Government Equivalent Yield
TrueGrossYieldGROSS
True Gross Yield
YieldWithInflationAssumptionINFLATION
Yield with Inflation Assumption
InverseFloaterBondYieldINVERSEFLOATER
Inverse Floater Bond Yield
MostRecentClosingYieldLASTCLOSE
Most Recent Closing Yield
ClosingYieldMostRecentMonthLASTMONTH
Closing Yield Most Recent Month
ClosingYieldMostRecentQuarterLASTQUARTER
Closing Yield Most Recent Quarter
ClosingYieldMostRecentYearLASTYEAR
Closing Yield Most Recent Year
YieldToLongestAverageLifeLONGAVGLIFE
Yield to Longest Average Life
MarkToMarketYieldMARK
Mark To Market Yield
YieldToMaturityMATURITY
Yield to Maturity
YieldToNextRefundNEXTREFUND
Yield To Next Refund (Sinking Fund Bonds)
OpenAverageYieldOPENAVG
Open Average Yield
PreviousCloseYieldPREVCLOSE
Previous Close Yield
ProceedsYieldPROCEEDS
Proceeds Yield
YieldToNextPutPUT
Yield to Next Put
SemiAnnualYieldSEMIANNUAL
Semi-annual Yield
YieldToShortestAverageLifeSHORTAVGLIFE
Yield to Shortest Average Life
SimpleYieldSIMPLE
Simple Yield
TaxEquivalentYieldTAXEQUIV
Tax Equivalent Yield
YieldToTenderDateTENDER
Yield to Tender Date
TrueYieldTRUE
True Yield
YieldValueOf132VALUE1/32
Yield Value Of 1/32
YieldToWorstWORST
Yield To Worst

week

Encoding:string

CaseTag
noweeknoweek
w1w1
w2w2
w3w3
w4w4
w5w5