ai logo
Imandra Logo - Reasoning as a service (tm)
Data Types Message Declarations Component Blocks Repeating Groups Fields Enumeration Types
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✔

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

TagNameTypeRequired
555NoLegsNumInGroup
InstrumentLegInstrumentLeg✔

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✔

Stipulations

AllocationInstruction

AllocationReport

CollateralAssignment

CollateralInquiry

CollateralReport

CollateralRequest

CollateralResponse

Confirmation

CrossOrderCancelReplaceRequest

ExecutionReport

IOI

NewOrderCross

NewOrderSingle

Quote

QuoteResponse

QuoteStatusReport

ListOrdGrp

QuotReqGrp

QuotReqRjctGrp

SecListGrp

TrdCapRptSideGrp

TagNameTypeRequired
232NoStipulationsNumInGroup
233StipulationTypeStipulationType
Required if NoStipulations >0
234StipulationValuestring

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

TrdgSesGrp

CrossOrderCancelReplaceRequest

MarketDataRequest

MultilegOrderCancelReplace

NewOrderCross

NewOrderMultileg

NewOrderSingle

OrderCancelReplaceRequest

PositionMaintenanceReport

PositionMaintenanceRequest

RequestForPositions

ListOrdGrp

TagNameTypeRequired
336TradingSessionIDstring
386NoTradingSessionsNumInGroup
625TradingSessionSubIDstring

UndInstrmtCollGrp

CollateralAssignment

CollateralRequest

CollateralResponse

TagNameTypeRequired
711NoUnderlyingsNumInGroup
944CollActionCollAction
UnderlyingInstrumentUnderlyingInstrument✔

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

TagNameTypeRequired
711NoUnderlyingsNumInGroup
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