FIX_5_0

DataTypes

Basic Types
Name
bool
char
float
int
string

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

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

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

Message Declarations

6: IOI

Indication of interest messages are used to market merchandise which the broker is buying or selling in either a proprietary or agency capacity. The indications can be time bound with a specific expiration value. Indications are distributed with the understanding that other firms may react to the message first and that the merchandise may no longer be available due to prior trade.

Indication messages can be transmitted in various transaction types; NEW, CANCEL, and REPLACE. All message types other than NEW modify the state of the message identified in IOIRefID.

Tag	Name	Type	Required
15	Currency	Currency

23	IOIID	string	✔

25	IOIQltyInd	IOIQltyInd

26	IOIRefID	string
Required for Cancel and Replace IOITransType messages
27	IOIQty	IOIQty	✔
The value zero is used if NoLegs repeating group is used
28	IOITransType	IOITransType	✔

44	Price	Price

54	Side	Side	✔
Side of Indication Valid values: 1 = Buy 2 = Sell 7 = Undisclosed (for IOIs) B = As Defined (for multilegs) C = Opposite (for multilegs)
58	Text	string

60	TransactTime	UTCTimestamp

62	ValidUntilTime	UTCTimestamp

130	IOINaturalFlag	IOINaturalFlag

149	URLLink	string
A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html)
354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
423	PriceType	PriceType

854	QtyType	QtyType

	FinancingDetails	FinancingDetails	✔
Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
	IOIQualGrp	IOIQualGrp	✔
Required if any IOIQualifiers are specified. Indicates the number of repeating IOIQualifiers.
	InstrmtLegIOIGrp	InstrmtLegIOIGrp	✔
Required for multileg IOIs
	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
	OrderQtyData	OrderQtyData	✔
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)
	RoutingGrp	RoutingGrp	✔
Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group.
	SpreadOrBenchmarkCurveData	SpreadOrBenchmarkCurveData	✔
Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages"
	Stipulations	Stipulations	✔
Insert here the set of "Stipulations" (symbology) fields defined in "Common Components of Application Messages"
	UndInstrmtGrp	UndInstrmtGrp	✔
Number of underlyings
	YieldData	YieldData	✔

7: Advertisement

Advertisement messages are used to announce completed transactions. The advertisement message can be transmitted in various transaction types; NEW, CANCEL and REPLACE. All message types other than NEW modify the state of a previously transmitted advertisement identified in AdvRefID.

Tag	Name	Type	Required
2	AdvId	string	✔

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

5	AdvTransType	AdvTransType	✔

15	Currency	Currency

30	LastMkt	Exchange

44	Price	Price

53	Quantity	Qty	✔

58	Text	string

60	TransactTime	UTCTimestamp

75	TradeDate	LocalMktDate

149	URLLink	string
A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html)
336	TradingSessionID	string

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

854	QtyType	QtyType

	InstrmtLegGrp	InstrmtLegGrp	✔
Number of legs Identifies a Multi-leg Execution if present and non-zero.
	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
	UndInstrmtGrp	UndInstrmtGrp	✔
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

Tag	Name	Type	Required
1	Account	string
Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary
6	AvgPx	Price
Not required for markets where average price is not calculated by the market. Conditionally required otherwise.
11	ClOrdID	string
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).
14	CumQty	Qty	✔
Currently executed quantity for chain of orders.
15	Currency	Currency

17	ExecID	string	✔
Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) forExecType=I (Order Status)).
18	ExecInst	ExecInst
Can contain multiple instructions, space delimited.
19	ExecRefID	string
Required for Trade Cancel and Trade Correct ExecType messages
21	HandlInst	HandlInst

29	LastCapacity	LastCapacity

30	LastMkt	Exchange
If ExecType = Trade (F), indicates the market where the trade was executed. If ExecType = New (0), indicates the market where the order was routed.
31	LastPx	Price
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. Not required for FX Swap when ExecType = Trade or Trade Correct as there is no "all-in" rate that applies to both legs of the FX Swap.
32	LastQty	Qty
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.
37	OrderID	string	✔
OrderID is required to be unique for each chain of orders.
39	OrdStatus	OrdStatus	✔
Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx
40	OrdType	OrdType

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

58	Text	string

59	TimeInForce	TimeInForce
Absence of this field indicates Day order
60	TransactTime	UTCTimestamp
Time the transaction represented by this ExecutionReport occurred
63	SettlType	SettlType

64	SettlDate	LocalMktDate
Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
66	ListID	string
Required for executions against orders which were submitted as part of a list.
75	TradeDate	LocalMktDate
Used when reporting other than current day trades.
77	PositionEffect	PositionEffect
For use in derivatives omnibus accounting
99	StopPx	Price
Required if specified on the order
103	OrdRejReason	OrdRejReason
For optional use with ExecType = 8 (Rejected)
110	MinQty	Qty

111	MaxFloor	Qty

113	ReportToExch	ReportToExch

118	NetMoney	Amt
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.
119	SettlCurrAmt	Amt
Used to report results of forex accommodation trade
120	SettlCurrency	Currency
Used to report results of forex accommodation trade
126	ExpireTime	UTCTimestamp
Conditionally required if TimeInForce = GTD and ExpireDate is not specified.
150	ExecType	ExecType	✔
Describes the purpose of the execution report.
151	LeavesQty	Qty	✔
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.
155	SettlCurrFxRate	float
Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency
156	SettlCurrFxRateCalc	SettlCurrFxRateCalc
Specifies whether the SettlCurrFxRate should be multiplied or divided
157	NumDaysInterest	int

158	AccruedInterestRate	Percentage

159	AccruedInterestAmt	Amt

168	EffectiveTime	UTCTimestamp
Time specified on the order at which the order should be considered valid
192	OrderQty2	Qty
Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.
193	SettlDate2	LocalMktDate
Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.
194	LastSpotRate	Price
Applicable for F/X orders
195	LastForwardPoints	PriceOffset
Applicable for F/X orders
198	SecondaryOrderID	string
Can be used to provide order id used by exchange or executing system.
210	MaxShow	Qty

229	TradeOriginationDate	LocalMktDate

230	ExDate	LocalMktDate

237	TotalTakedown	Amt

238	Concession	Amt

258	TradedFlatSwitch	TradedFlatSwitch

259	BasisFeatureDate	LocalMktDate

260	BasisFeaturePrice	Price

336	TradingSessionID	string

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

377	SolicitedFlag	SolicitedFlag

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

423	PriceType	PriceType

424	DayOrderQty	Qty
For GT orders on days following the day of the first trade.
425	DayCumQty	Qty
For GT orders on days following the day of the first trade.
426	DayAvgPx	Price
For GT orders on days following the day of the first trade.
427	GTBookingInst	GTBookingInst
States whether executions are booked out or accumulated on a partially filled GT order
432	ExpireDate	LocalMktDate
Conditionally required if TimeInForce = GTD and ExpireTime is not specified.
442	MultiLegReportingType	MultiLegReportingType
Default is a single security if not specified.
480	CancellationRights	CancellationRights
For CIV - Optional
481	MoneyLaunderingStatus	MoneyLaunderingStatus

483	TransBkdTime	UTCTimestamp
For CIV - Optional
484	ExecPriceType	ExecPriceType
For CIV - Optional
485	ExecPriceAdjustment	float
For CIV - Optional
494	Designation	string
Supplementary registration information for this Order
513	RegistID	string
Reference to Registration Instructions message for this Order.
515	ExecValuationPoint	UTCTimestamp
For CIV - Optional
526	SecondaryClOrdID	string

527	SecondaryExecID	string

528	OrderCapacity	OrderCapacity

529	OrderRestrictions	OrderRestrictions

544	CashMargin	CashMargin

548	CrossID	string
CrossID for the replacement order
549	CrossType	CrossType

551	OrigCrossID	string
Must match original cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace.
581	AccountType	AccountType
Specifies type of account
582	CustOrderCapacity	CustOrderCapacity

583	ClOrdLinkID	string

584	MassStatusReqID	string
Required if responding to a Order Mass Status Request. Echo back the value provided by the requester.
589	DayBookingInst	DayBookingInst

590	BookingUnit	BookingUnit

591	PreallocMethod	PreallocMethod

625	TradingSessionSubID	string

635	ClearingFeeIndicator	ClearingFeeIndicator

636	WorkingIndicator	WorkingIndicator
For optional use with OrdStatus = 0 (New)
638	PriorityIndicator	PriorityIndicator

639	PriceImprovement	PriceOffset

641	LastForwardPoints2	PriceOffset
Can be used with OrdType = "Forex - Swap" to specify the forward points (added to LastSpotRate) for the future portion of a F/X swap.
651	UnderlyingLastPx	Price

652	UnderlyingLastQty	Qty

660	AcctIDSource	AcctIDSource

669	LastParPx	Price
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.
693	QuoteRespID	string
Required if responding to a QuoteResponse message. Echo back the Initiator’s value specified in the message.
738	InterestAtMaturity	Amt
For fixed income products which pay lump-sum interest at maturity.
775	BookingType	BookingType
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.
790	OrdStatusReqID	string
Required if responding to and if provided on the Order Status Request message. Echo back the value provided by the requester.
797	CopyMsgIndicator	Boolean

839	PeggedPrice	Price
The current price the order is pegged at
845	DiscretionPrice	Price
The current discretionary price of the order
847	TargetStrategy	TargetStrategy
The target strategy of the order
848	TargetStrategyParameters	string
For further specification of the TargetStrategy
849	ParticipationRate	Percentage
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)
850	TargetStrategyPerformance	float
For communication of the performance of the order versus the target strategy
851	LastLiquidityInd	LastLiquidityInd
Applicable only on OrdStatus of Partial or Filled.
854	QtyType	QtyType

911	TotNumReports	int
Can be used when responding to an Order Mass Status Request to identify the total number of Execution Reports which will be returned.
912	LastRptRequested	LastRptRequested
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.
920	EndAccruedInterestAmt	Amt
For repurchase agreements the accrued interest on termination.
921	StartCash	Amt
For repurchase agreements the start (dirty) cash consideration
922	EndCash	Amt
For repurchase agreements the end (dirty) cash consideration
943	TimeBracket	string

	CommissionData	CommissionData	✔
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.
	ContAmtGrp	ContAmtGrp	✔
Number of contract details in this message (number of repeating groups to follow)
	ContraGrp	ContraGrp	✔
Number of ContraBrokers repeating group instances.
	DiscretionInstructions	DiscretionInstructions	✔
Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages"
	FinancingDetails	FinancingDetails	✔
Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
	InstrmtLegExecGrp	InstrmtLegExecGrp	✔
Number of legs Identifies a Multi-leg Execution if present and non-zero.
	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
	MiscFeesGrp	MiscFeesGrp	✔
Required if any miscellaneous fees are reported. Indicates number of repeating entries. Repeating group. Nested Repeating Group follows
	OrderQtyData	OrderQtyData	✔
Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" IMPORTANT NOTE: OrderQty field is required for Single Instrument Orders unless rejecting or acknowledging an order for a CashOrderQty or PercentOrder.
	Parties	Parties	✔
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
	PegInstructions	PegInstructions	✔
Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages"
	SpreadOrBenchmarkCurveData	SpreadOrBenchmarkCurveData	✔
Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages"
	Stipulations	Stipulations	✔
Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages"
	UndInstrmtGrp	UndInstrmtGrp	✔
Number of underlyings
	YieldData	YieldData	✔
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.

Tag	Name	Type	Required
1	Account	string

11	ClOrdID	string	✔
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.
37	OrderID	string	✔
If CxlRejReason="Unknown order", specify "NONE".
39	OrdStatus	OrdStatus	✔
OrdStatus value after this cancel reject is applied. If CxlRejReason = "Unknown Order", specify Rejected.
41	OrigClOrdID	string	✔
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.
58	Text	string

60	TransactTime	UTCTimestamp

66	ListID	string
Required for rejects against orders which were submitted as part of a list.
75	TradeDate	LocalMktDate

102	CxlRejReason	CxlRejReason

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

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

526	SecondaryClOrdID	string

581	AccountType	AccountType

583	ClOrdLinkID	string

586	OrigOrdModTime	UTCTimestamp

636	WorkingIndicator	WorkingIndicator
For optional use with OrdStatus = 0 (New)
660	AcctIDSource	AcctIDSource

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.

Tag	Name	Type	Required
320	SecurityReqID	string	✔

322	SecurityResponseID	string	✔
Identifier for the Derivative Security List message
393	TotNoRelatedSym	int
Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required.
560	SecurityRequestResult	SecurityRequestResult	✔
Result of the Security Request identified by SecurityReqID
893	LastFragment	LastFragment
Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
	RelSymDerivSecGrp	RelSymDerivSecGrp	✔
Specifies the number of repeating symbols (instruments) specified
	UnderlyingInstrument	UnderlyingInstrument	✔
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.

Tag	Name	Type	Required
1	Account	string

11	ClOrdID	string	✔
Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor.
15	Currency	Currency

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

23	IOIID	string
Required for Previously Indicated Orders (OrdType=E)
40	OrdType	OrdType	✔

44	Price	Price
Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc.
54	Side	Side	✔
Additional enumeration that indicates this is an order for a multileg order and that the sides are specified in the Instrument Leg component block.
58	Text	string

59	TimeInForce	TimeInForce
Absence of this field indicates Day order
60	TransactTime	UTCTimestamp	✔
Time this order request was initiated/released by the trader, trading system, or intermediary.
63	SettlType	SettlType

64	SettlDate	LocalMktDate
Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
70	AllocID	string
Used to assign an identifier to the block of individual preallocations
75	TradeDate	LocalMktDate

77	PositionEffect	PositionEffect
For use in derivatives omnibus accounting
81	ProcessCode	ProcessCode
Used to identify soft trades at order entry.
99	StopPx	Price
Required for OrdType = "Stop" or OrdType = "Stop limit".
100	ExDestination	Exchange

110	MinQty	Qty

111	MaxFloor	Qty

114	LocateReqd	LocateReqd
Required for short sell orders
117	QuoteID	string
Required for Previously Quoted Orders (OrdType=D)
120	SettlCurrency	Currency
Required if ForexReq = Y.
121	ForexReq	ForexReq
Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.
126	ExpireTime	UTCTimestamp
Conditionally required if TimeInForce = GTD and ExpireDate is not specified.
140	PrevClosePx	Price
Useful for verifying security identification
168	EffectiveTime	UTCTimestamp
Can specify the time at which the order should be considered valid
203	CoveredOrUncovered	CoveredOrUncovered
For use with derivatives, such as options
210	MaxShow	Qty

229	TradeOriginationDate	LocalMktDate

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

377	SolicitedFlag	SolicitedFlag

423	PriceType	PriceType

427	GTBookingInst	GTBookingInst
States whether executions are booked out or accumulated on a partially filled GT order
432	ExpireDate	LocalMktDate
Conditionally required if TimeInForce = GTD and ExpireTime is not specified.
480	CancellationRights	CancellationRights
For CIV - Optional
481	MoneyLaunderingStatus	MoneyLaunderingStatus

494	Designation	string
Supplementary registration information for this Order
513	RegistID	string
Reference to Registration Instructions message for this Order.
526	SecondaryClOrdID	string

528	OrderCapacity	OrderCapacity

529	OrderRestrictions	OrderRestrictions

544	CashMargin	CashMargin

563	MultiLegRptTypeReq	MultiLegRptTypeReq
Indicates the method of execution reporting requested by issuer of the order.
581	AccountType	AccountType

582	CustOrderCapacity	CustOrderCapacity

583	ClOrdLinkID	string

589	DayBookingInst	DayBookingInst

590	BookingUnit	BookingUnit

591	PreallocMethod	PreallocMethod

635	ClearingFeeIndicator	ClearingFeeIndicator

660	AcctIDSource	AcctIDSource

775	BookingType	BookingType
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.
847	TargetStrategy	TargetStrategy
The target strategy of the order
848	TargetStrategyParameters	string
For further specification of the TargetStrategy
849	ParticipationRate	Percentage
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)
854	QtyType	QtyType

	CommissionData	CommissionData	✔
Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages"
	DiscretionInstructions	DiscretionInstructions	✔
Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages"
	Instrument	Instrument	✔
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.
	LegOrdGrp	LegOrdGrp	✔
Number of legs Can be zero (e.g. standardized multileg instrument such as an Option strategy) - must be provided even if zero
	OrderQtyData	OrderQtyData	✔
Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Conditionally required when the multileg order is not for a FX Swap, or any other swap transaction where having OrderQty is irrelevant as the amounts are expressed in the LegQty.
	Parties	Parties	✔
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
	PegInstructions	PegInstructions	✔
Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages"
	PreAllocMlegGrp	PreAllocMlegGrp	✔
Number of repeating groups for pre-trade allocation
	TrdgSesGrp	TrdgSesGrp	✔
Specifies the number of repeating TradingSessionIDs
	UndInstrmtGrp	UndInstrmtGrp	✔
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.

Tag	Name	Type	Required
1	Account	string

11	ClOrdID	string	✔
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.
15	Currency	Currency

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

23	IOIID	string
Required for Previously Indicated Orders (OrdType=E)
37	OrderID	string
Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN).
40	OrdType	OrdType	✔

41	OrigClOrdID	string	✔
ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order.
44	Price	Price
Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc.
54	Side	Side	✔
Additional enumeration that indicates this is an order for a multileg order and that the sides are specified in the Instrument Leg component block.
58	Text	string

59	TimeInForce	TimeInForce
Absence of this field indicates Day order
60	TransactTime	UTCTimestamp	✔
Time this order request was initiated/released by the trader, trading system, or intermediary.
63	SettlType	SettlType

64	SettlDate	LocalMktDate
Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
70	AllocID	string
Used to assign an identifier to the block of individual preallocations
75	TradeDate	LocalMktDate

77	PositionEffect	PositionEffect
For use in derivatives omnibus accounting
81	ProcessCode	ProcessCode
Used to identify soft trades at order entry.
99	StopPx	Price
Required for OrdType = "Stop" or OrdType = "Stop limit".
100	ExDestination	Exchange

110	MinQty	Qty

111	MaxFloor	Qty

114	LocateReqd	LocateReqd
Required for short sell orders
117	QuoteID	string
Required for Previously Quoted Orders (OrdType=D)
120	SettlCurrency	Currency
Required if ForexReq = Y.
121	ForexReq	ForexReq
Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.
126	ExpireTime	UTCTimestamp
Conditionally required if TimeInForce = GTD and ExpireDate is not specified.
140	PrevClosePx	Price
Useful for verifying security identification
168	EffectiveTime	UTCTimestamp
Can specify the time at which the order should be considered valid
203	CoveredOrUncovered	CoveredOrUncovered
For use with derivatives, such as options
210	MaxShow	Qty

229	TradeOriginationDate	LocalMktDate

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

377	SolicitedFlag	SolicitedFlag

423	PriceType	PriceType

427	GTBookingInst	GTBookingInst
States whether executions are booked out or accumulated on a partially filled GT order
432	ExpireDate	LocalMktDate
Conditionally required if TimeInForce = GTD and ExpireTime is not specified.
480	CancellationRights	CancellationRights
For CIV - Optional
481	MoneyLaunderingStatus	MoneyLaunderingStatus

494	Designation	string
Supplementary registration information for this Order
513	RegistID	string
Reference to Registration Instructions message for this Order.
526	SecondaryClOrdID	string

528	OrderCapacity	OrderCapacity

529	OrderRestrictions	OrderRestrictions

544	CashMargin	CashMargin

563	MultiLegRptTypeReq	MultiLegRptTypeReq
Indicates the method of execution reporting requested by issuer of the order.
581	AccountType	AccountType

582	CustOrderCapacity	CustOrderCapacity

583	ClOrdLinkID	string

586	OrigOrdModTime	UTCTimestamp

589	DayBookingInst	DayBookingInst

590	BookingUnit	BookingUnit

591	PreallocMethod	PreallocMethod

635	ClearingFeeIndicator	ClearingFeeIndicator

660	AcctIDSource	AcctIDSource

775	BookingType	BookingType
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.
847	TargetStrategy	TargetStrategy
The target strategy of the order
848	TargetStrategyParameters	string
For further specification of the TargetStrategy
849	ParticipationRate	Percentage
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)
854	QtyType	QtyType

	CommissionData	CommissionData	✔
Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages"
	DiscretionInstructions	DiscretionInstructions	✔
Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages"
	Instrument	Instrument	✔
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.
	LegOrdGrp	LegOrdGrp	✔
Number of legs Can be zero (e.g. standardized multileg instrument such as an Option strategy) - must be provided even if zero
	OrderQtyData	OrderQtyData	✔
Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages"
	Parties	Parties	✔
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
	PegInstructions	PegInstructions	✔
Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages"
	PreAllocMlegGrp	PreAllocMlegGrp	✔
Number of repeating groups for pre-trade allocation
	TrdgSesGrp	TrdgSesGrp	✔
Specifies the number of repeating TradingSessionIDs
	UndInstrmtGrp	UndInstrmtGrp	✔
Number of underlyings

AD: TradeCaptureReportRequest

The Trade Capture Report Request can be used to:

• Request one or more trade capture reports based upon selection criteria provided on the trade capture report request

• Subscribe for trade capture reports based upon selection criteria provided on the trade capture report request.

Tag	Name	Type	Required
11	ClOrdID	string

17	ExecID	string

37	OrderID	string

54	Side	Side
To request trades for a specific side of a trade.
58	Text	string
Used to match specific values within Text fields
150	ExecType	ExecType
To requst all trades of a specific execution type
263	SubscriptionRequestType	SubscriptionRequestType
Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default (snapshot only - no subscription)
336	TradingSessionID	string
To request trades for a specific trading session.
354	EncodedTextLen	Length

355	EncodedText	data

442	MultiLegReportingType	MultiLegReportingType
Used to indicate if trades are to be returned for the individual legs of a multileg instrument or for the overall instrument.
568	TradeRequestID	string	✔
Identifier for the trade request
569	TradeRequestType	TradeRequestType	✔

571	TradeReportID	string
To request a specific trade report
573	MatchStatus	MatchStatus

578	TradeInputSource	string
To requests trades that were submitted from a specific trade input source.
579	TradeInputDevice	string
To request trades that were submitted from a specific trade input device.
625	TradingSessionSubID	string
To request trades for a specific trading session.
715	ClearingBusinessDate	LocalMktDate
To request trades for a specific clearing business date.
725	ResponseTransportType	ResponseTransportType
Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
726	ResponseDestination	string
URI destination name. Used if ResponseTransportType is out-of-band.
818	SecondaryTradeReportID	string
To request a specific trade report
820	TradeLinkID	string
To request all trades of a specific trade link id
828	TrdType	TrdType
To request all trades of a specific trade type
829	TrdSubType	TrdSubType
To request all trades of a specific trade sub type
830	TransferReason	string
To request all trades for a specific transfer reason
855	SecondaryTrdType	int
To request all trades of a specific trade sub type
880	TrdMatchID	string
To request a trade matching a specific TrdMatchID
943	TimeBracket	string
To request trades within a specific time bracket.
	FinancingDetails	FinancingDetails	✔
Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"
	InstrmtLegGrp	InstrmtLegGrp	✔
Indicates number of repeating entries. Nested Repeating Group follows
	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
	InstrumentExtension	InstrumentExtension	✔
Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages"
	Parties	Parties	✔
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
	TrdCapDtGrp	TrdCapDtGrp	✔
Number of date ranges provided (must be 1 or 2 if specified)
	UndInstrmtGrp	UndInstrmtGrp	✔
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.

Tag	Name	Type	Required
6	AvgPx	Price
Average Price - if present then the LastPx will contain the original price on the execution
17	ExecID	string
Exchanged assigned Execution ID (Trade Identifier)
30	LastMkt	Exchange

31	LastPx	Price	✔
Trade Price.
32	LastQty	Qty	✔
Trade Quantity.
39	OrdStatus	OrdStatus
Status of order as of this trade report
60	TransactTime	UTCTimestamp
Time the transaction represented by this Trade Capture Report occurred
63	SettlType	SettlType

64	SettlDate	LocalMktDate
Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
75	TradeDate	LocalMktDate	✔
Used when reporting other than current day trades.
150	ExecType	ExecType
Type of Execution being reported: Uses subset of ExecType for Trade Capture Reports
194	LastSpotRate	Price
Applicable for F/X orders
195	LastForwardPoints	PriceOffset
Applicable for F/X orders
263	SubscriptionRequestType	SubscriptionRequestType
Used to subscribe / unsubscribe for trade capture reports. If the field is absent, the value 0 will be the default
325	UnsolicitedIndicator	UnsolicitedIndicator
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.
378	ExecRestatementReason	ExecRestatementReason
Reason for restatement
423	PriceType	PriceType
Can be used to indicate cabinet trade pricing
442	MultiLegReportingType	MultiLegReportingType
Type of report if multileg instrument. Provided to support a scenario for trades of multileg instruments between two parties.
487	TradeReportTransType	TradeReportTransType
Identifies Trade Report message transaction type.
527	SecondaryExecID	string

568	TradeRequestID	string
Request ID if the Trade Capture Report is in response to a Trade Capture Report Request
570	PreviouslyReported	PreviouslyReported
Indicates if the trade capture report was previously reported to the counterparty
571	TradeReportID	string
TradeReportID is conditionally required in a message-chaining model in which a subsequent message may refer to a prior message via TradeReportRefID. The alternative to a message-chain model is an entity-based model in which TradeID is used to identify a trade. In this case, TradeID is required and TradeReportID can be optionally specified.
572	TradeReportRefID	string
The TradeReportID that is being referenced for some action, such as correction or cancellation
573	MatchStatus	MatchStatus

574	MatchType	MatchType

669	LastParPx	Price
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.
715	ClearingBusinessDate	LocalMktDate

748	TotNumTradeReports	int
Number of trade reports returned - if this report is part of a response to a Trade Capture Report Request
797	CopyMsgIndicator	Boolean
Indicates drop copy.
818	SecondaryTradeReportID	string

819	AvgPxIndicator	AvgPxIndicator
Average Pricing indicator
820	TradeLinkID	string
Used to associate a group of trades together. Useful for average price calculations.
822	UnderlyingTradingSessionID	string

823	UnderlyingTradingSessionSubID	string

824	TradeLegRefID	string
Reference to the leg of a multileg instrument to which this trade refers Used when MultiLegReportingType = 2 (Single Leg of a Multileg security)
828	TrdType	TrdType

829	TrdSubType	TrdSubType

830	TransferReason	string

852	PublishTrdIndicator	PublishTrdIndicator

853	ShortSaleReason	ShortSaleReason

854	QtyType	QtyType

855	SecondaryTrdType	int

856	TradeReportType	TradeReportType

880	TrdMatchID	string

881	SecondaryTradeReportRefID	string

912	LastRptRequested	LastRptRequested
Indicates if this is the last report in the response to a Trade Capture Report Request
	FinancingDetails	FinancingDetails	✔
Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"
	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
	OrderQtyData	OrderQtyData	✔
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.
	PositionAmountData	PositionAmountData	✔
Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages"
	SpreadOrBenchmarkCurveData	SpreadOrBenchmarkCurveData	✔
Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages"
	TrdCapRptSideGrp	TrdCapRptSideGrp	✔
Number of sides
	TrdInstrmtLegGrp	TrdInstrmtLegGrp	✔
Number of legs Identifies a Multi-leg Execution if present and non-zero.
	TrdRegTimestamps	TrdRegTimestamps	✔

	UndInstrmtGrp	UndInstrmtGrp	✔

	YieldData	YieldData	✔
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.

Tag	Name	Type	Required
1	Account	string
Account
54	Side	Side
Optional qualifier used to indicate the side of the market for which orders will be returned.
336	TradingSessionID	string
Trading Session
584	MassStatusReqID	string	✔
Unique ID of mass status request as assigned by the institution.
585	MassStatusReqType	MassStatusReqType	✔
Specifies the scope of the mass status request
625	TradingSessionSubID	string

660	AcctIDSource	AcctIDSource

	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
	Parties	Parties	✔
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
	UnderlyingInstrument	UnderlyingInstrument	✔
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.

Tag	Name	Type	Required
58	Text	string

131	QuoteReqID	string	✔

354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
644	RFQReqID	string
For tradeable quote model - used to indicate to which RFQ Request this Quote Request is in response.
658	QuoteRequestRejectReason	QuoteRequestRejectReason	✔
Reason Quote was rejected
	QuotReqRjctGrp	QuotReqRjctGrp	✔
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. Quote Requests are then distributed by the market to liquidity providers who make markets in the instrument. The RFQ Request is used by liquidity providers to indicate to the market for which instruments they are interested in receiving Quote Requests. It can be used to register interest in receiving quote requests for a single instrument or for multiple instruments

Tag	Name	Type	Required
263	SubscriptionRequestType	SubscriptionRequestType
Used to subscribe for Quote Requests that are sent into a market
644	RFQReqID	string	✔

	RFQReqGrp	RFQReqGrp	✔
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 and USER GROUP: EXCHANGES AND MARKETS)

Tag	Name	Type	Required
1	Account	string

12	Commission	Amt
Can be used to show the counterparty the commission associated with the transaction.
13	CommType	CommType
Can be used to show the counterparty the commission associated with the transaction.
15	Currency	Currency
Can be used to specify the currency of the quoted prices. May differ from the ‘normal’ trading currency of the instrument being quoted
40	OrdType	OrdType
Can be used to specify the type of order the quote is for
44	Price	Price

54	Side	Side

58	Text	string

60	TransactTime	UTCTimestamp

62	ValidUntilTime	UTCTimestamp

63	SettlType	SettlType

64	SettlDate	LocalMktDate
Can be used with forex quotes to specify a specific "value date"
100	ExDestination	Exchange
Used when routing quotes to multiple markets
117	QuoteID	string	✔

126	ExpireTime	UTCTimestamp

131	QuoteReqID	string
Required when quote is in response to a Quote Request message
132	BidPx	Price
If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified.
133	OfferPx	Price
If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified.
134	BidSize	Qty
Specifies the bid size. If MinBidSize is specified, BidSize is interpreted to contain the maximum bid size.
135	OfferSize	Qty
Specified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size.
156	SettlCurrFxRateCalc	SettlCurrFxRateCalc
Can be used when the quote is provided in a currency other than the instruments trading currency.
188	BidSpotRate	Price
May be applicable for F/X quotes
189	BidForwardPoints	PriceOffset
May be applicable for F/X quotes
190	OfferSpotRate	Price
May be applicable for F/X quotes
191	OfferForwardPoints	PriceOffset
May be applicable for F/X quotes
192	OrderQty2	Qty
Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.
193	SettlDate2	LocalMktDate
Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.
297	QuoteStatus	QuoteStatus
Quote Status
336	TradingSessionID	string

354	EncodedTextLen	Length

355	EncodedText	data

423	PriceType	PriceType

537	QuoteType	QuoteType
Quote Type If not specified, the default is an indicative quote
581	AccountType	AccountType
Type of account associated with the order (Origin)
582	CustOrderCapacity	CustOrderCapacity
For Futures Exchanges
625	TradingSessionSubID	string

631	MidPx	Price

632	BidYield	Percentage

633	MidYield	Percentage

634	OfferYield	Percentage

642	BidForwardPoints2	PriceOffset
Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value
643	OfferForwardPoints2	PriceOffset
Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value
645	MktBidPx	Price
Can be used by markets that require showing the current best bid and offer
646	MktOfferPx	Price
Can be used by markets that require showing the current best bid and offer
647	MinBidSize	Qty
Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size.
648	MinOfferSize	Qty
Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size.
649	QuoteStatusReqID	string

656	SettlCurrBidFxRate	float
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
657	SettlCurrOfferFxRate	float
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
660	AcctIDSource	AcctIDSource

693	QuoteRespID	string
Required when responding to a Quote Response message.
	FinancingDetails	FinancingDetails	✔
Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
	LegQuotStatGrp	LegQuotStatGrp	✔
Required for multileg quote status reports
	OrderQtyData	OrderQtyData	✔
Required for Tradeable quotes of single instruments
	Parties	Parties	✔
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
	QuotQualGrp	QuotQualGrp	✔

	SpreadOrBenchmarkCurveData	SpreadOrBenchmarkCurveData	✔

	Stipulations	Stipulations	✔

	UndInstrmtGrp	UndInstrmtGrp	✔
Number of underlyings
	YieldData	YieldData	✔

AJ: QuoteResponse

The Quote Response message is used to respond to a IOI message or Quote message. It is also used to counter a Quote or end a negotiation dialog.

Tag	Name	Type	Required
1	Account	string

11	ClOrdID	string
Unique ID as assigned by the Initiator. Required only when QuoteRespType is 1 (Hit/Lift) or 2 (Counter quote).
12	Commission	Amt
Can be used to show the counterparty the commission associated with the transaction.
13	CommType	CommType
Can be used to show the counterparty the commission associated with the transaction.
15	Currency	Currency
Can be used to specify the currency of the quoted prices. May differ from the ‘normal’ trading currency of the instrument being quoted
23	IOIID	string
Required only when responding to an IOI.
40	OrdType	OrdType
Can be used to specify the type of order the quote is for.
44	Price	Price

54	Side	Side
Required when countering a single instrument quote or "hit/lift" an IOI or Quote.
58	Text	string

60	TransactTime	UTCTimestamp

62	ValidUntilTime	UTCTimestamp
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.
63	SettlType	SettlType

64	SettlDate	LocalMktDate
Can be used with forex quotes to specify a specific "value date"
100	ExDestination	Exchange
Used when routing quotes to multiple markets
117	QuoteID	string
Required only when responding to a Quote.
132	BidPx	Price
If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified.
133	OfferPx	Price
If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified.
134	BidSize	Qty
Specifies the bid size. If MinBidSize is specified, BidSize is interpreted to contain the maximum bid size.
135	OfferSize	Qty
Specified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size.
156	SettlCurrFxRateCalc	SettlCurrFxRateCalc
Can be used when the quote is provided in a currency other than the instruments trading currency.
188	BidSpotRate	Price
May be applicable for F/X quotes
189	BidForwardPoints	PriceOffset
May be applicable for F/X quotes
190	OfferSpotRate	Price
May be applicable for F/X quotes
191	OfferForwardPoints	PriceOffset
May be applicable for F/X quotes
192	OrderQty2	Qty
Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.
193	SettlDate2	LocalMktDate
Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.
336	TradingSessionID	string

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

528	OrderCapacity	OrderCapacity

537	QuoteType	QuoteType
Default is Indicative.
581	AccountType	AccountType
Type of account associated with the order (Origin)
582	CustOrderCapacity	CustOrderCapacity
For Futures Exchanges
625	TradingSessionSubID	string

631	MidPx	Price

632	BidYield	Percentage

633	MidYield	Percentage

634	OfferYield	Percentage

642	BidForwardPoints2	PriceOffset
Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value
643	OfferForwardPoints2	PriceOffset
Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value
645	MktBidPx	Price
Can be used by markets that require showing the current best bid and offer
646	MktOfferPx	Price
Can be used by markets that require showing the current best bid and offer
647	MinBidSize	Qty
Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size.
648	MinOfferSize	Qty
Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size.
656	SettlCurrBidFxRate	float
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
657	SettlCurrOfferFxRate	float
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
660	AcctIDSource	AcctIDSource
Used to identify the source of the Account code.
693	QuoteRespID	string	✔
Unique ID as assigned by the Initiator
694	QuoteRespType	QuoteRespType	✔
Type of response this Quote Response is.
	FinancingDetails	FinancingDetails	✔
Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" For multilegs supply minimally a value for Symbol (55).
	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" For multilegs supply minimally a value for Symbol (55).
	LegQuotGrp	LegQuotGrp	✔
Required for multileg quote response
	OrderQtyData	OrderQtyData	✔
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.
	Parties	Parties	✔
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
	QuotQualGrp	QuotQualGrp	✔

	SpreadOrBenchmarkCurveData	SpreadOrBenchmarkCurveData	✔
Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages"
	Stipulations	Stipulations	✔
Optional
	UndInstrmtGrp	UndInstrmtGrp	✔
Number of underlyings
	YieldData	YieldData	✔
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.

Tag	Name	Type	Required
6	AvgPx	Price	✔
Gross price for the trade being confirmed Always expressed in percent-of-par for Fixed Income
15	Currency	Currency

30	LastMkt	Exchange

54	Side	Side	✔

58	Text	string

60	TransactTime	UTCTimestamp	✔
Represents the time this message was generated
63	SettlType	SettlType

64	SettlDate	LocalMktDate

70	AllocID	string
Used to refer to an earlier Allocation Instruction.
74	AvgPxPrecision	int
Absence of this field indicates that default precision arranged by the broker/institution is to be used
75	TradeDate	LocalMktDate	✔

79	AllocAccount	string	✔
Account number for the trade being confirmed by this message
80	AllocQty	Qty	✔
The quantity being confirmed by this message (this is at a trade level, not block or order level)
81	ProcessCode	ProcessCode
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.
118	NetMoney	Amt	✔

119	SettlCurrAmt	Amt

120	SettlCurrency	Currency

155	SettlCurrFxRate	float

156	SettlCurrFxRateCalc	SettlCurrFxRateCalc

157	NumDaysInterest	int

158	AccruedInterestRate	Percentage

159	AccruedInterestAmt	Amt
Required for Fixed Income products that trade with accrued interest
230	ExDate	LocalMktDate
Optional "next coupon date" for Fixed Income
237	TotalTakedown	Amt

238	Concession	Amt

354	EncodedTextLen	Length

355	EncodedText	data

381	GrossTradeAmt	Amt	✔

423	PriceType	PriceType
Price type for the AvgPx field
467	IndividualAllocID	string
Used to refer to an allocation account within an earlier Allocation Instruction.
650	LegalConfirm	LegalConfirm
Denotes whether this message represents the legally binding confirmation Absence of this field indicates message is not a legal confirm.
661	AllocAcctIDSource	int

664	ConfirmID	string	✔
Unique ID for this message
665	ConfirmStatus	ConfirmStatus	✔

666	ConfirmTransType	ConfirmTransType	✔
New, Cancel or Replace
738	InterestAtMaturity	Amt
Required for Fixed Income products that pay lump sum interest at maturity
772	ConfirmRefID	string
Mandatory if ConfirmTransType is Replace or Cancel
773	ConfirmType	ConfirmType	✔
Denotes whether this message represents a confirmation or a trade status message
793	SecondaryAllocID	string
Used to refer to an earlier Allocation Instruction via its secondary identifier
797	CopyMsgIndicator	Boolean
Denotes whether or not this message represents copy confirmation (or status message) Absence of this field indicates message is not a drop copy.
798	AllocAccountType	AllocAccountType

854	QtyType	QtyType

858	SharedCommission	Amt
Used to identify any commission shared with a third party (e.g. directed brokerage)
859	ConfirmReqID	string
Only used when this message is used to respond to a confirmation request (to which this ID refers)
860	AvgParPx	Price

861	ReportedPx	Price
Reported price (may be different to AvgPx in the event of a marked-up or marked-down principal trade)
890	MaturityNetMoney	Amt
Net Money at maturity if Zero Coupon and maturity value is different from par value
920	EndAccruedInterestAmt	Amt
For repurchase agreements the accrued interest on termination.
921	StartCash	Amt
For repurchase agreements the start (dirty) cash consideration
922	EndCash	Amt
For repurchase agreements the end (dirty) cash consideration
	CommissionData	CommissionData	✔

	CpctyConfGrp	CpctyConfGrp	✔
Indicates number of repeating entries. Nested Repeating Group follows
	FinancingDetails	FinancingDetails	✔
Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"
	InstrmtLegGrp	InstrmtLegGrp	✔
Indicates number of repeating entries. Nested Repeating Group follows
	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
	InstrumentExtension	InstrumentExtension	✔
Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages"
	MiscFeesGrp	MiscFeesGrp	✔
Required if any miscellaneous fees are reported. Indicates number of repeating entries. Repeating group. Nested Repeating Group follows
	OrdAllocGrp	OrdAllocGrp	✔
Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1
	Parties	Parties	✔
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)
	SettlInstructionsData	SettlInstructionsData	✔
Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" Used to communicate settlement instructions for this Confirmation.
	SpreadOrBenchmarkCurveData	SpreadOrBenchmarkCurveData	✔
Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages"
	Stipulations	Stipulations	✔

	TrdRegTimestamps	TrdRegTimestamps	✔
Time of last execution being confirmed by this message
	UndInstrmtGrp	UndInstrmtGrp	✔
Indicates number of repeating entries. Nested Repeating Group follows
	YieldData	YieldData	✔
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

The Position Maintenance Request message allows the position owner to submit requests to the holder of a position which will result in a specific action being taken which will affect the position. Generally, the holder of the position is a central counter party or clearing organization but can also be a party providing investment services.

Tag	Name	Type	Required
1	Account	string

15	Currency	Currency

58	Text	string

60	TransactTime	UTCTimestamp
Time this order request was initiated/released by the trader, trading system, or intermediary.
354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
581	AccountType	AccountType
Type of account associated with the order (Origin)
660	AcctIDSource	AcctIDSource

709	PosTransType	PosTransType	✔

710	PosReqID	string
Unique identifier for the position maintenance request as assigned by the submitter. Conditionally required when used in a request/reply scenario (i.e. not required in batch scenario)
712	PosMaintAction	PosMaintAction	✔

713	OrigPosReqRefID	string
Reference to the PosReqID of a previous maintenance request that is being replaced or canceled.
714	PosMaintRptRefID	string
Reference to a PosMaintRptID from a previous Position Maintenance Report that is being replaced or canceled.
715	ClearingBusinessDate	LocalMktDate	✔
The Clearing Business Date referred to by this maintenance request
716	SettlSessID	SettlSessID

717	SettlSessSubID	string

718	AdjustmentType	AdjustmentType
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
719	ContraryInstructionIndicator	Boolean
Boolean - if Y then indicates you are requesting a position maintenance that acting
720	PriorSpreadIndicator	Boolean
Boolean - Y indicates you are requesting rollover of prior day’s spread submissions
834	ThresholdAmount	PriceOffset

	InstrmtLegGrp	InstrmtLegGrp	✔
Specifies the number of legs that make up the Security
	Instrument	Instrument	✔

	Parties	Parties	✔
The Following PartyRoles can be specified: ClearingOrganization Clearing Firm Position Account
	PositionQty	PositionQty	✔

	TrdgSesGrp	TrdgSesGrp	✔
Specifies the number of repeating TradingSessionIDs
	UndInstrmtGrp	UndInstrmtGrp	✔
Specifies the number of underlying legs that make up the Security

AM: PositionMaintenanceReport

The Position Maintenance Report message is sent by the holder of a positon in response to a Position Maintenance Request and is used to confirm that a request has been successfully processed or rejected.

Tag	Name	Type	Required
1	Account	string

15	Currency	Currency

58	Text	string

60	TransactTime	UTCTimestamp
Time this order request was initiated/released by the trader, trading system, or intermediary. Conditionally required except when requests for reports are processed in batch, transaction time is not available, or when PosReqID is not present.
354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
581	AccountType	AccountType
Type of account associated with the order (Origin)
660	AcctIDSource	AcctIDSource

709	PosTransType	PosTransType	✔

710	PosReqID	string
Unique identifier for the position maintenance request associated with this report
712	PosMaintAction	PosMaintAction	✔

713	OrigPosReqRefID	string
Reference to the PosReqID of a previous maintenance request that is being replaced or canceled.
715	ClearingBusinessDate	LocalMktDate	✔
The Clearing Business Date covered by this request
716	SettlSessID	SettlSessID
Intraday(ITD), Regular Trading Hours(EOD),
717	SettlSessSubID	string

718	AdjustmentType	AdjustmentType
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
721	PosMaintRptID	string	✔
Unique identifier for this position report
722	PosMaintStatus	PosMaintStatus	✔
Status of Position Maintenance Request
723	PosMaintResult	PosMaintResult

834	ThresholdAmount	PriceOffset

	InstrmtLegGrp	InstrmtLegGrp	✔
Specifies the number of legs that make up the Security
	Instrument	Instrument	✔

	Parties	Parties	✔
Position Account
	PositionAmountData	PositionAmountData	✔
Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages"
	PositionQty	PositionQty	✔
See definition for Position Quantity in the Proposed Component Block section above
	TrdgSesGrp	TrdgSesGrp	✔
Specifies the number of repeating TradingSessionIDs
	UndInstrmtGrp	UndInstrmtGrp	✔
Specifies the number of underlying legs that make up the Security

AN: RequestForPositions

The Request For Positions message is used by the owner of a position to request a Position Report from the holder of the position, usually the central counter party or clearing organization. The request can be made at several levels of granularity.

Tag	Name	Type	Required
1	Account	string

15	Currency	Currency

58	Text	string

60	TransactTime	UTCTimestamp	✔
Time this order request was initiated/released by the trader, trading system, or intermediary.
263	SubscriptionRequestType	SubscriptionRequestType
Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default
354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
573	MatchStatus	MatchStatus

581	AccountType	AccountType
Type of account associated with the order (Origin)
660	AcctIDSource	AcctIDSource

710	PosReqID	string	✔
Unique identifier for the Request for Positions as assigned by the submitter
715	ClearingBusinessDate	LocalMktDate	✔
The Clearing Business Date referred to by this request
716	SettlSessID	SettlSessID
Intraday(ITD), Regular Trading Hours(EOD)
717	SettlSessSubID	string

724	PosReqType	PosReqType	✔

725	ResponseTransportType	ResponseTransportType
Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
726	ResponseDestination	string
URI destination name. Used if ResponseTransportType is out-of-band.
	InstrmtLegGrp	InstrmtLegGrp	✔
Specifies the number of legs that make up the Security
	Instrument	Instrument	✔

	Parties	Parties	✔
Position Account
	TrdgSesGrp	TrdgSesGrp	✔
Specifies the number of repeating TradingSessionIDs
	UndInstrmtGrp	UndInstrmtGrp	✔
Specifies the number of underlying legs that make up the Security

AO: RequestForPositionsAck

The Request for Positions Ack message is returned by the holder of the position in response to a Request for Positions message. The purpose of the message is to acknowledge that a request has been received and is being processed.

Tag	Name	Type	Required
1	Account	string

15	Currency	Currency

58	Text	string

325	UnsolicitedIndicator	UnsolicitedIndicator
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.
354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
581	AccountType	AccountType
Type of account associated with the order (Origin)
660	AcctIDSource	AcctIDSource

710	PosReqID	string
Unique identifier for the Request for Position associated with this report This field should not be provided if the report was sent unsolicited.
721	PosMaintRptID	string	✔
Unique identifier for this position report
725	ResponseTransportType	ResponseTransportType
Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
726	ResponseDestination	string
URI destination name. Used if ResponseTransportType is out-of-band.
727	TotalNumPosReports	int
Total number of Position Reports being returned
728	PosReqResult	PosReqResult	✔

729	PosReqStatus	PosReqStatus	✔

	InstrmtLegGrp	InstrmtLegGrp	✔
Specifies the number of legs that make up the Security
	Instrument	Instrument	✔

	Parties	Parties	✔
Position Account
	UndInstrmtGrp	UndInstrmtGrp	✔
Specifies the number of underlying legs that make up the Security

AP: PositionReport

The Position Report message is returned by the holder of a position in response to a Request for Position message. The purpose of the message is to report all aspects of a position and may be provided on a standing basis to report end of day positions to an owner.

Tag	Name	Type	Required
1	Account	string
Account may also be specified through via Parties Block using Party Role 27 which signifies Account
15	Currency	Currency

58	Text	string

263	SubscriptionRequestType	SubscriptionRequestType
Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default
325	UnsolicitedIndicator	UnsolicitedIndicator
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.
354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
506	RegistStatus	RegistStatus
RegNonRegInd
581	AccountType	AccountType
Type of account associated with the order (Origin). Account may also be specified through via Parties Block using Party Role 27 which signifies Account
660	AcctIDSource	AcctIDSource

710	PosReqID	string
Unique identifier for the Request for Positions associated with this report This field should not be provided if the report was sent unsolicited.
715	ClearingBusinessDate	LocalMktDate	✔
The Clearing Business Date referred to by this maintenance request
716	SettlSessID	SettlSessID

717	SettlSessSubID	string

721	PosMaintRptID	string	✔
Unique identifier for this position report
724	PosReqType	PosReqType

727	TotalNumPosReports	int
Total number of Position Reports being returned
728	PosReqResult	PosReqResult
Result of a Request for Position
730	SettlPrice	Price

731	SettlPriceType	SettlPriceType
Values = Final, Theoretical
734	PriorSettlPrice	Price

743	DeliveryDate	LocalMktDate

	InstrmtLegGrp	InstrmtLegGrp	✔
Specifies the number of legs that make up the Security
	Instrument	Instrument	✔

	Parties	Parties	✔
Position Account
	PosUndInstrmtGrp	PosUndInstrmtGrp	✔
Specifies the number of underlying legs that make up the Security
	PositionAmountData	PositionAmountData	✔
Insert here the set of "Position Amount Data" fields defined in "Common Components of Application Messages"
	PositionQty	PositionQty	✔
Insert here the set of "Position Qty" fields defined in "Common Components of Application Messages"

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.

Tag	Name	Type	Required
58	Text	string
May be used by the executing market to record any execution Details that are particular to that market
263	SubscriptionRequestType	SubscriptionRequestType
Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default
354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
442	MultiLegReportingType	MultiLegReportingType
Specify type of multileg reporting to be returned.
568	TradeRequestID	string	✔
Identifier for the trade request
569	TradeRequestType	TradeRequestType	✔

725	ResponseTransportType	ResponseTransportType
Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
726	ResponseDestination	string
URI destination name. Used if ResponseTransportType is out-of-band.
748	TotNumTradeReports	int
Number of trade reports returned
749	TradeRequestResult	TradeRequestResult	✔
Result of Trade Request
750	TradeRequestStatus	TradeRequestStatus	✔
Status of Trade Request
	InstrmtLegGrp	InstrmtLegGrp	✔
Number of legs NoLegs > 0 identifies a Multi-leg Execution
	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
	UndInstrmtGrp	UndInstrmtGrp	✔

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

Tag	Name	Type	Required
17	ExecID	string
Exchanged assigned Execution ID (Trade Identifier)
58	Text	string
May be used by the executing market to record any execution Details that are particular to that market
60	TransactTime	UTCTimestamp
Time ACK was issued by matching system, trading system or counterparty
63	SettlType	SettlType

150	ExecType	ExecType
Type of Execution being reported: Uses subset of ExecType for Trade Capture Reports
263	SubscriptionRequestType	SubscriptionRequestType
Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default
354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
487	TradeReportTransType	TradeReportTransType
Identifies Trade Report message transaction type.
527	SecondaryExecID	string

571	TradeReportID	string
Unique identifier for the Trade Capture Report
572	TradeReportRefID	string
The TradeReportID that is being referenced for some action, such as correction or cancellation
635	ClearingFeeIndicator	ClearingFeeIndicator

669	LastParPx	Price

725	ResponseTransportType	ResponseTransportType
Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
726	ResponseDestination	string
URI destination name. Used if ResponseTransportType is out-of-band.
751	TradeReportRejectReason	TradeReportRejectReason
Reason for Rejection of Trade Report
818	SecondaryTradeReportID	string

820	TradeLinkID	string
Used to associate a group of trades together. Useful for average price calculations.
828	TrdType	TrdType

829	TrdSubType	TrdSubType

830	TransferReason	string

855	SecondaryTrdType	int

856	TradeReportType	TradeReportType
Indicates action to take on trade
880	TrdMatchID	string

881	SecondaryTradeReportRefID	string
The SecondaryTradeReportID that is being referenced for some action, such as correction or cancellation
939	TrdRptStatus	TrdRptStatus
Status of Trade Report
	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
	TrdRegTimestamps	TrdRegTimestamps	✔

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.

Tag	Name	Type	Required
6	AvgPx	Price	✔
For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points).
15	Currency	Currency
Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted.
30	LastMkt	Exchange
Market of the executions.
53	Quantity	Qty	✔
Total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book
54	Side	Side	✔

58	Text	string

60	TransactTime	UTCTimestamp
Date/time when allocation is generated
63	SettlType	SettlType

64	SettlDate	LocalMktDate
Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
70	AllocID	string

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

77	PositionEffect	PositionEffect

87	AllocStatus	AllocStatus	✔

88	AllocRejCode	AllocRejCode
Required for AllocStatus = 1 (rejected)
118	NetMoney	Amt
Expressed in same currency as AvgPx. Sum of AllocNetMoney.
157	NumDaysInterest	int
Applicable for Convertible Bonds and fixed income
158	AccruedInterestRate	Percentage
Applicable for Convertible Bonds and fixed income
159	AccruedInterestAmt	Amt
Sum of AllocAccruedInterestAmt within repeating group.
196	AllocLinkID	string
Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps"
197	AllocLinkType	AllocLinkType
Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified.
229	TradeOriginationDate	LocalMktDate

237	TotalTakedown	Amt

238	Concession	Amt

336	TradingSessionID	string

354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
381	GrossTradeAmt	Amt
Expressed in same currency as AvgPx. Sum of (AllocQty * AllocAvgPx or AllocPrice).
423	PriceType	PriceType

466	BookingRefID	string

540	TotalAccruedInterestAmt	Amt

570	PreviouslyReported	PreviouslyReported

574	MatchType	MatchType

625	TradingSessionSubID	string

650	LegalConfirm	LegalConfirm

700	ReversalIndicator	Boolean

738	InterestAtMaturity	Amt

754	AutoAcceptIndicator	Boolean
Indicates if Allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House
755	AllocReportID	string	✔
Unique identifier for this message
775	BookingType	BookingType
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.
793	SecondaryAllocID	string
Optional second identifier for this allocation instruction (need not be unique)
794	AllocReportType	AllocReportType	✔
Specifies the purpose or type of Allocation Report message
795	AllocReportRefID	string
Required for AllocTransType = Replace or Cancel
796	AllocCancReplaceReason	AllocCancReplaceReason
Required for AllocTransType = Replace or Cancel Gives the reason for replacing or cancelling the allocation report
808	AllocIntermedReqType	AllocIntermedReqType
Required if AllocReportType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house)
854	QtyType	QtyType

857	AllocNoOrdersType	AllocNoOrdersType
Indicates how the orders being booked and allocated by this message are identified, i.e. by explicit definition in the NoOrders group or not.
860	AvgParPx	Price

892	TotNoAllocs	int
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.
893	LastFragment	LastFragment
Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
920	EndAccruedInterestAmt	Amt
For repurchase agreements the accrued interest on termination.
921	StartCash	Amt
For repurchase agreements the start (dirty) cash consideration
922	EndCash	Amt
For repurchase agreements the end (dirty) cash consideration
	AllocGrp	AllocGrp	✔
Conditionally required except when AllocTransType = Cancel, or when AllocType = "Ready-to-book" or "Warehouse instruction"
	ExecAllocGrp	ExecAllocGrp	✔
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.
	FinancingDetails	FinancingDetails	✔
Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"
	InstrmtLegGrp	InstrmtLegGrp	✔

	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
	InstrumentExtension	InstrumentExtension	✔
Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages"
	OrdAllocGrp	OrdAllocGrp	✔
Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1
	Parties	Parties	✔
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
	SpreadOrBenchmarkCurveData	SpreadOrBenchmarkCurveData	✔
Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages"
	Stipulations	Stipulations	✔

	UndInstrmtGrp	UndInstrmtGrp	✔

	YieldData	YieldData	✔

AT: AllocationReportAck

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

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

75	TradeDate	LocalMktDate

87	AllocStatus	AllocStatus
Denotes the status of the allocation report; received (but not yet processed), rejected (at block or account level) or accepted (and processed). AllocStatus will be conditionally required in a 2-party model when used by a counterparty to convey a change in status. It will be optional in a 3-party model in which only the central counterparty may issue the status of an allocation
88	AllocRejCode	AllocRejCode
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
167	SecurityType	SecurityType

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

573	MatchStatus	MatchStatus
Denotes whether the financial details provided on the Allocation Report were successfully matched.
755	AllocReportID	string	✔

793	SecondaryAllocID	string
Optional second identifier for the allocation report being acknowledged (need not be unique)
794	AllocReportType	AllocReportType

808	AllocIntermedReqType	AllocIntermedReqType
Required if AllocReportType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house)
	AllocAckGrp	AllocAckGrp	✔
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.
	Parties	Parties	✔
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.

Tag	Name	Type	Required
58	Text	string
Can include explanation for AllocRejCode = 7 (other)
60	TransactTime	UTCTimestamp	✔
Date/Time Allocation Instruction Ack generated
75	TradeDate	LocalMktDate	✔

354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
573	MatchStatus	MatchStatus
Denotes whether the financial details provided on the Confirmation were successfully matched.
664	ConfirmID	string	✔

774	ConfirmRejReason	ConfirmRejReason
Required for ConfirmStatus = 1 (rejected)
940	AffirmStatus	AffirmStatus	✔

AV: SettlementInstructionRequest

The Settlement Instruction Request message is used to request standing settlement instructions from another party.

Tag	Name	Type	Required
54	Side	Side
Should not be populated if StandInstDbType is populated
60	TransactTime	UTCTimestamp	✔
Date/Time this request message was generated
79	AllocAccount	string
Should not be populated if StandInstDbType is populated
126	ExpireTime	UTCTimestamp
Should not be populated if StandInstDbType is populated
167	SecurityType	SecurityType
Should not be populated if StandInstDbType is populated
168	EffectiveTime	UTCTimestamp
Should not be populated if StandInstDbType is populated
169	StandInstDbType	StandInstDbType
Should not be populated if any of AllocAccount through to LastUpdateTime are populated
170	StandInstDbName	string
Should not be populated if any of AllocAccount through to LastUpdateTime are populated
171	StandInstDbID	string
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
460	Product	Product
Should not be populated if StandInstDbType is populated
461	CFICode	string
Should not be populated if StandInstDbType is populated
661	AllocAcctIDSource	int
Required if AllocAccount populated Should not be populated if StandInstDbType is populated
779	LastUpdateTime	UTCTimestamp
Should not be populated if StandInstDbType is populated
791	SettlInstReqID	string	✔
Unique message ID
	Parties	Parties	✔
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.

Tag	Name	Type	Required
1	Account	string
Customer Account
15	Currency	Currency

58	Text	string

354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
432	ExpireDate	LocalMktDate
Expiration Date of Option
581	AccountType	AccountType
Type of account associated with the order (Origin)
715	ClearingBusinessDate	LocalMktDate	✔
Business date of assignment
716	SettlSessID	SettlSessID
Settlement Session - EOD or Intraday
717	SettlSessSubID	string
Settlement Session enumerator
730	SettlPrice	Price
Settlement Price of Option
731	SettlPriceType	SettlPriceType
Values = Final, Theoretical
732	UnderlyingSettlPrice	Price
Settlement Price of Underlying
744	AssignmentMethod	AssignmentMethod
Method under which assignment was conducted Valid values: R = Random P = ProRata
745	AssignmentUnit	Qty
Quantity Increment used in performing assignment
746	OpenInterest	Amt
Open interest that was eligible for assignment
747	ExerciseMethod	ExerciseMethod
Exercise Method used to in performing assignment Values = Automatic, Manual
832	TotNumAssignmentReports	int
Total Number of Assignment Reports being returned to a firm
833	AsgnRptID	string	✔
Unique identifier for the Assignment report
834	ThresholdAmount	PriceOffset

912	LastRptRequested	LastRptRequested

	InstrmtLegGrp	InstrmtLegGrp	✔
Number of legs that make up the Security
	Instrument	Instrument	✔
CFI Code - Market Indicator (col 4) used to indicate Market of Assignment
	Parties	Parties	✔
Clearing Organization Clearing Firm Contra Clearing Organization Contra Clearing Firm Position Account
	PositionAmountData	PositionAmountData	✔
Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages"
	PositionQty	PositionQty	✔
Insert here here the set of "Position Qty" fields defined in "Common Components of Application Messages"
	UndInstrmtGrp	UndInstrmtGrp	✔
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.

Tag	Name	Type	Required
1	Account	string
Customer Account
11	ClOrdID	string
Identifier fo order for which collateral is required
15	Currency	Currency

37	OrderID	string
Identifier fo order for which collateral is required
44	Price	Price

53	Quantity	Qty

54	Side	Side

58	Text	string

60	TransactTime	UTCTimestamp	✔

64	SettlDate	LocalMktDate

126	ExpireTime	UTCTimestamp
Time until when Respondent has to assign collateral
159	AccruedInterestAmt	Amt

198	SecondaryOrderID	string
Identifier fo order for which collateral is required
336	TradingSessionID	string
Trading Session in which trade occurred
354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
423	PriceType	PriceType

526	SecondaryClOrdID	string
Identifier fo order for which collateral is required
581	AccountType	AccountType
Type of account associated with the order (Origin)
625	TradingSessionSubID	string
Trading Session Subid in which trade occurred
715	ClearingBusinessDate	LocalMktDate

716	SettlSessID	SettlSessID

717	SettlSessSubID	string

854	QtyType	QtyType

894	CollReqID	string	✔
Unique identifier for collateral request
895	CollAsgnReason	CollAsgnReason	✔
Reason collateral assignment is being requested
899	MarginExcess	Amt

900	TotalNetValue	Amt

901	CashOutstanding	Amt

920	EndAccruedInterestAmt	Amt

921	StartCash	Amt

922	EndCash	Amt

	ExecCollGrp	ExecCollGrp	✔
Executions for which collateral is required
	FinancingDetails	FinancingDetails	✔
Details of the Agreement and Deal
	InstrmtLegGrp	InstrmtLegGrp	✔
Number of legs that make up the Security
	Instrument	Instrument	✔
Instrument that was traded for which collateral is required
	MiscFeesGrp	MiscFeesGrp	✔
Required if any miscellaneous fees are reported. Indicates number of repeating entries Nested Repeating Group follows
	Parties	Parties	✔

	SpreadOrBenchmarkCurveData	SpreadOrBenchmarkCurveData	✔
Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages"
	Stipulations	Stipulations	✔
Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages"
	TrdCollGrp	TrdCollGrp	✔
Trades for which collateral is required
	TrdRegTimestamps	TrdRegTimestamps	✔
Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages"
	UndInstrmtCollGrp	UndInstrmtCollGrp	✔
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.

Tag	Name	Type	Required
1	Account	string
Customer Account
11	ClOrdID	string
Identifier fo order for which collateral is required
15	Currency	Currency

37	OrderID	string
Identifier fo order for which collateral is required
44	Price	Price

53	Quantity	Qty

54	Side	Side

58	Text	string

60	TransactTime	UTCTimestamp	✔

64	SettlDate	LocalMktDate

126	ExpireTime	UTCTimestamp
For an Initial assignment, time by which a response is expected
159	AccruedInterestAmt	Amt

198	SecondaryOrderID	string
Identifier fo order for which collateral is required
336	TradingSessionID	string
Trading Session in which trade occurred
354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
423	PriceType	PriceType

526	SecondaryClOrdID	string
Identifier fo order for which collateral is required
581	AccountType	AccountType
Type of account associated with the order (Origin)
625	TradingSessionSubID	string
Trading Session Subid in which trade occurred
715	ClearingBusinessDate	LocalMktDate

716	SettlSessID	SettlSessID

717	SettlSessSubID	string

854	QtyType	QtyType

894	CollReqID	string
Identifer of CollReqID to which the Collateral Assignment is in response
895	CollAsgnReason	CollAsgnReason	✔
Reason for collateral assignment
899	MarginExcess	Amt

900	TotalNetValue	Amt

901	CashOutstanding	Amt

902	CollAsgnID	string	✔
Unique Identifer for collateral assignment
903	CollAsgnTransType	CollAsgnTransType	✔
Collateral Transaction Type
907	CollAsgnRefID	string
Collateral assignment to which this transaction refers
920	EndAccruedInterestAmt	Amt

921	StartCash	Amt

922	EndCash	Amt

	ExecCollGrp	ExecCollGrp	✔
Executions for which collateral is required
	FinancingDetails	FinancingDetails	✔
Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"
	InstrmtLegGrp	InstrmtLegGrp	✔
Number of legs that make up the Security
	Instrument	Instrument	✔
Insert here the set of "Instrument" fields defined in "Common Components of Application Messages"
	MiscFeesGrp	MiscFeesGrp	✔
Required if any miscellaneous fees are reported. Indicates number of repeating entries Nested Repeating Group follows
	Parties	Parties	✔

	SettlInstructionsData	SettlInstructionsData	✔
Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages"
	SpreadOrBenchmarkCurveData	SpreadOrBenchmarkCurveData	✔
Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages"
	Stipulations	Stipulations	✔
Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages"
	TrdCollGrp	TrdCollGrp	✔
Trades for which collateral is required
	TrdRegTimestamps	TrdRegTimestamps	✔
Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages"
	UndInstrmtCollGrp	UndInstrmtCollGrp	✔
Number of legs that make up the Security

AZ: CollateralResponse

Used to respond to a Collateral Assignment message.

Tag	Name	Type	Required
1	Account	string
Customer Account
11	ClOrdID	string
Identifier fo order for which collateral is required
15	Currency	Currency

37	OrderID	string
Identifier fo order for which collateral is required
44	Price	Price

53	Quantity	Qty

54	Side	Side

58	Text	string

60	TransactTime	UTCTimestamp	✔

64	SettlDate	LocalMktDate

159	AccruedInterestAmt	Amt

198	SecondaryOrderID	string
Identifier fo order for which collateral is required
354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
423	PriceType	PriceType

526	SecondaryClOrdID	string
Identifier fo order for which collateral is required
581	AccountType	AccountType
Type of account associated with the order (Origin)
854	QtyType	QtyType

894	CollReqID	string
Identifer of CollReqID to which the Collateral Assignment is in response
895	CollAsgnReason	CollAsgnReason
Conditionally required when responding to a Collateral Assignment message
899	MarginExcess	Amt

900	TotalNetValue	Amt

901	CashOutstanding	Amt

902	CollAsgnID	string
Conditionally required when responding to a Collateral Assignment message
903	CollAsgnTransType	CollAsgnTransType
Collateral Transaction Type - not recommended because it causes confusion
904	CollRespID	string	✔
Unique identifer for the collateral response
905	CollAsgnRespType	CollAsgnRespType	✔
Collateral Assignment Response Type
906	CollAsgnRejectReason	CollAsgnRejectReason
Reason Colllateral Assignment was rejected
920	EndAccruedInterestAmt	Amt

921	StartCash	Amt

922	EndCash	Amt

	ExecCollGrp	ExecCollGrp	✔
Executions for which collateral is required
	FinancingDetails	FinancingDetails	✔
Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"
	InstrmtLegGrp	InstrmtLegGrp	✔
Number of legs that make up the Security
	Instrument	Instrument	✔
Insert here the set of "Instrument" fields defined in "Common Components of Application Messages"
	MiscFeesGrp	MiscFeesGrp	✔
Required if any miscellaneous fees are reported. Indicates number of repeating entries Nested Repeating Group follows
	Parties	Parties	✔

	SpreadOrBenchmarkCurveData	SpreadOrBenchmarkCurveData	✔
Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages"
	Stipulations	Stipulations	✔
Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages"
	TrdCollGrp	TrdCollGrp	✔
Trades for which collateral is required
	TrdRegTimestamps	TrdRegTimestamps	✔
Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages"
	UndInstrmtCollGrp	UndInstrmtCollGrp	✔
Number of legs that make up the Security

B: News

The news message is a general free format message between the broker and institution. The message contains flags to identify the news item's urgency and to allow sorting by subject company (symbol). The News message can be originated at either the broker or institution side, or exchanges and other marketplace venues.

Tag	Name	Type	Required
42	OrigTime	UTCTimestamp

61	Urgency	Urgency

95	RawDataLength	Length

96	RawData	data

148	Headline	string	✔
Specifies the headline text
149	URLLink	string
A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html)
358	EncodedHeadlineLen	Length
Must be set if EncodedHeadline field is specified and must immediately precede it.
359	EncodedHeadline	data
Encoded (non-ASCII characters) representation of the Headline field in the encoded format specified via the MessageEncoding field.
	InstrmtGrp	InstrmtGrp	✔
Specifies the number of repeating symbols (instruments) specified
	InstrmtLegGrp	InstrmtLegGrp	✔
Number of legs Identifies a Multi-leg Execution if present and non-zero.
	LinesOfTextGrp	LinesOfTextGrp	✔
Specifies the number of repeating lines of text specified
	RoutingGrp	RoutingGrp	✔
Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group.
	UndInstrmtGrp	UndInstrmtGrp	✔
Number of underlyings

BA: CollateralReport

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

Tag	Name	Type	Required
1	Account	string
Customer Account
11	ClOrdID	string
Identifier fo order for which collateral is required
15	Currency	Currency

37	OrderID	string
Identifier fo order for which collateral is required
44	Price	Price

53	Quantity	Qty

54	Side	Side

58	Text	string

64	SettlDate	LocalMktDate

159	AccruedInterestAmt	Amt

198	SecondaryOrderID	string
Identifier fo order for which collateral is required
336	TradingSessionID	string
Trading Session in which trade occurred
354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
423	PriceType	PriceType

526	SecondaryClOrdID	string
Identifier fo order for which collateral is required
581	AccountType	AccountType
Type of account associated with the order (Origin)
625	TradingSessionSubID	string
Trading Session Subid in which trade occurred
715	ClearingBusinessDate	LocalMktDate

716	SettlSessID	SettlSessID

717	SettlSessSubID	string

854	QtyType	QtyType

899	MarginExcess	Amt

900	TotalNetValue	Amt

901	CashOutstanding	Amt

908	CollRptID	string	✔
Unique Identifer for collateral report
909	CollInquiryID	string
Identifier for the collateral inquiry to which this message is a reply
910	CollStatus	CollStatus	✔
Collateral status
911	TotNumReports	int

912	LastRptRequested	LastRptRequested

920	EndAccruedInterestAmt	Amt

921	StartCash	Amt

922	EndCash	Amt

	ExecCollGrp	ExecCollGrp	✔
Executions for which collateral is required
	FinancingDetails	FinancingDetails	✔
Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"
	InstrmtLegGrp	InstrmtLegGrp	✔
Number of legs that make up the Security
	Instrument	Instrument	✔
Insert here the set of "Instrument" fields defined in "Common Components of Application Messages"
	MiscFeesGrp	MiscFeesGrp	✔
Required if any miscellaneous fees are reported. Indicates number of repeating entries Nested Repeating Group follows
	Parties	Parties	✔

	SettlInstructionsData	SettlInstructionsData	✔
Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages"
	SpreadOrBenchmarkCurveData	SpreadOrBenchmarkCurveData	✔
Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages"
	Stipulations	Stipulations	✔
Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages"
	TrdCollGrp	TrdCollGrp	✔
Trades for which collateral is required
	TrdRegTimestamps	TrdRegTimestamps	✔
Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages"
	UndInstrmtGrp	UndInstrmtGrp	✔
Number of legs that make up the Security

BB: CollateralInquiry

Used to inquire for collateral status.

Tag	Name	Type	Required
1	Account	string
Customer Account
11	ClOrdID	string
Identifier fo order for which collateral is required
15	Currency	Currency

37	OrderID	string
Identifier fo order for which collateral is required
44	Price	Price

53	Quantity	Qty

54	Side	Side

58	Text	string

64	SettlDate	LocalMktDate

159	AccruedInterestAmt	Amt

198	SecondaryOrderID	string
Identifier fo order for which collateral is required
263	SubscriptionRequestType	SubscriptionRequestType
Used to subscribe / unsubscribe for collateral status reports. If the field is absent, the default will be snapshot request only - no subscription.
336	TradingSessionID	string
Trading Session in which trade occurred
354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
423	PriceType	PriceType

526	SecondaryClOrdID	string
Identifier fo order for which collateral is required
581	AccountType	AccountType
Type of account associated with the order (Origin)
625	TradingSessionSubID	string
Trading Session Subid in which trade occurred
715	ClearingBusinessDate	LocalMktDate

716	SettlSessID	SettlSessID

717	SettlSessSubID	string

725	ResponseTransportType	ResponseTransportType
Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
726	ResponseDestination	string
URI destination name. Used if ResponseTransportType is out-of-band.
854	QtyType	QtyType

899	MarginExcess	Amt

900	TotalNetValue	Amt

901	CashOutstanding	Amt

909	CollInquiryID	string
Identifier for the collateral inquiry to which this message is a reply
920	EndAccruedInterestAmt	Amt

921	StartCash	Amt

922	EndCash	Amt

	CollInqQualGrp	CollInqQualGrp	✔
Number of qualifiers to inquiry
	ExecCollGrp	ExecCollGrp	✔
Executions for which collateral is required
	FinancingDetails	FinancingDetails	✔
Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"
	InstrmtLegGrp	InstrmtLegGrp	✔
Number of legs that make up the Security
	Instrument	Instrument	✔
Insert here the set of "Instrument" fields defined in "Common Components of Application Messages"
	Parties	Parties	✔

	SettlInstructionsData	SettlInstructionsData	✔
Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages"
	SpreadOrBenchmarkCurveData	SpreadOrBenchmarkCurveData	✔
Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages"
	Stipulations	Stipulations	✔
Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages"
	TrdCollGrp	TrdCollGrp	✔
Trades for which collateral is required
	TrdRegTimestamps	TrdRegTimestamps	✔
Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages"
	UndInstrmtGrp	UndInstrmtGrp	✔
Number of legs that make up the Security

BC: NetworkCounterpartySystemStatusRequest

This message is send either immediately after logging on to inform a network (counterparty system) of the type of updates required or to at any other time in the FIX conversation to change the nature of the types of status updates required. It can also be used with a NetworkRequestType of Snapshot to request a one-off report of the status of a network (or counterparty) system. Finally this message can also be used to cancel a request to receive updates into the status of the counterparties on a network by sending a NetworkRequestStatusMessage with a NetworkRequestType of StopSubscribing.

Tag	Name	Type	Required
933	NetworkRequestID	string	✔

935	NetworkRequestType	NetworkRequestType	✔

	CompIDReqGrp	CompIDReqGrp	✔
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

This message is sent in response to a Network (Counterparty System) Status Request Message.

Tag	Name	Type	Required
932	NetworkResponseID	string	✔

933	NetworkRequestID	string

934	LastNetworkResponseID	string
Required when NetworkStatusResponseType=2
937	NetworkStatusResponseType	NetworkStatusResponseType	✔

	CompIDStatGrp	CompIDStatGrp	✔
Specifies the number of repeating CompId’s

BE: UserRequest

This message is used to initiate a user action, logon, logout or password change. It can also be used to request a report on a user's status.

Tag	Name	Type	Required
95	RawDataLength	Length

96	RawData	data
Can be used to hand structures etc to other API’s etc
553	Username	string	✔

554	Password	string

923	UserRequestID	string	✔

924	UserRequestType	UserRequestType	✔

925	NewPassword	string

BF: UserResponse

This message is used to respond to a user request message, it reports the status of the user after the completion of any action requested in the user request message.

Tag	Name	Type	Required
553	Username	string	✔

923	UserRequestID	string	✔

926	UserStatus	UserStatus

927	UserStatusText	string
Reason a request was not carried out

BG: CollateralInquiryAck

Used to respond to a Collateral Inquiry in the following situations:

• When the CollateralInquiry will result in an out of band response (such as a file transfer).

• When the inquiry is otherwise valid but no collateral is found to match the criteria specified on the Collateral Inquiry message.

• When the Collateral Inquiry is invalid based upon the business rules of the counterparty.

Tag	Name	Type	Required
1	Account	string
Customer Account
11	ClOrdID	string
Identifier fo order for which collateral is required
15	Currency	Currency

37	OrderID	string
Identifier fo order for which collateral is required
53	Quantity	Qty

58	Text	string

64	SettlDate	LocalMktDate

198	SecondaryOrderID	string
Identifier fo order for which collateral is required
336	TradingSessionID	string
Trading Session in which trade occurred
354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
526	SecondaryClOrdID	string
Identifier fo order for which collateral is required
581	AccountType	AccountType
Type of account associated with the order (Origin)
625	TradingSessionSubID	string
Trading Session Subid in which trade occurred
715	ClearingBusinessDate	LocalMktDate

716	SettlSessID	SettlSessID

717	SettlSessSubID	string

725	ResponseTransportType	ResponseTransportType
Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
726	ResponseDestination	string
URI destination name. Used if ResponseTransportType is out-of-band.
854	QtyType	QtyType

909	CollInquiryID	string	✔
Identifier for the collateral inquiry to which this message is a reply
911	TotNumReports	int
Total number of reports generated in response to this inquiry
945	CollInquiryStatus	CollInquiryStatus	✔
Status of the Collateral Inquiry referenced by CollInquiryID
946	CollInquiryResult	CollInquiryResult
Result of the Collateral Inquriy referenced by CollInquiryID - specifies any errors or warnings
	CollInqQualGrp	CollInqQualGrp	✔
Number of qualifiers to inquiry
	ExecCollGrp	ExecCollGrp	✔
Executions for which collateral is required
	FinancingDetails	FinancingDetails	✔
Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"
	InstrmtLegGrp	InstrmtLegGrp	✔
Number of legs that make up the Security
	Instrument	Instrument	✔
Insert here the set of "Instrument" fields defined in "Common Components of Application Messages"
	Parties	Parties	✔

	TrdCollGrp	TrdCollGrp	✔
Trades for which collateral is required
	UndInstrmtGrp	UndInstrmtGrp	✔
Number of legs that make up the Security

BH: ConfirmationRequest

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

Tag	Name	Type	Required
58	Text	string

60	TransactTime	UTCTimestamp	✔
Represents the time this message was generated
70	AllocID	string
Used to refer to an earlier Allocation Instruction.
79	AllocAccount	string
Account number for the trade being confirmed by this message
354	EncodedTextLen	Length

355	EncodedText	data

467	IndividualAllocID	string
Used to refer to an allocation account within an earlier Allocation Instruction.
661	AllocAcctIDSource	int

773	ConfirmType	ConfirmType	✔
Denotes whether this message is being used to request a confirmation or a trade status message
793	SecondaryAllocID	string
Used to refer to an earlier Allocation Instruction via its secondary identifier
798	AllocAccountType	AllocAccountType

859	ConfirmReqID	string	✔
Unique identifier for this message
	OrdAllocGrp	OrdAllocGrp	✔
Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1

BI: TradingSessionListRequest

The Trading Session List Request is used to request a list of trading sessions available in a market place and the state of those trading sessions. A successful request will result in a response from the counterparty of a Trading Session List (MsgType=BJ) message that contains a list of zero or more trading sessions.

Tag	Name	Type	Required
207	SecurityExchange	Exchange

263	SubscriptionRequestType	SubscriptionRequestType	✔

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

BJ: TradingSessionList

The Trading Session List message is sent as a response to a Trading Session List Request. The Trading Session List should contain the characteristics of the trading session and the current state of the trading session.

Tag	Name	Type	Required
335	TradSesReqID	string
Provided for a response to a specific Trading Session List Request message (snapshot).
	TrdSessLstGrp	TrdSessLstGrp	✔

BK: SecurityListUpdateReport

The Security List Update Report is used for reporting updates to a Contract Security Masterfile. Updates could be due to Corporate Actions or other business events. Update may include additions, modifications and deletions.

Tag	Name	Type	Required
	SecLstUpdRelSymGrp	SecLstUpdRelSymGrp	✔
Specifies the number of repeating symbols (instruments) specified

BL: AdjustedPositionReport

Used to report changes in position, primarily in equity options, due to modifications to the underlying due to corporate actions

Tag	Name	Type	Required
734	PriorSettlPrice	Price
Prior Settlement Price

BM: AllocationInstructionAlert

This message is used in a 3-party allocation model where notification of group creation and group updates to counterparties is needed. The mssage will also carry trade information that comprised the group to the counterparties.

Tag	Name	Type	Required
6	AvgPx	Price
For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). For 3rd party allocations used to convey either basic price or averaged price Optional for average price allocations in the listed derivatives markets where the central counterparty calculates and manages average price across an allocation group.
15	Currency	Currency
Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted.
30	LastMkt	Exchange
Market of the executions.
53	Quantity	Qty	✔
Total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book
54	Side	Side	✔

58	Text	string

60	TransactTime	UTCTimestamp
Date/time when allocation is generated
63	SettlType	SettlType

64	SettlDate	LocalMktDate
Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
70	AllocID	string	✔
Unique identifier for this allocation instruction alert message
71	AllocTransType	AllocTransType	✔
i.e. New, Cancel, Replace
72	RefAllocID	string
Required for AllocTransType = Replace or Cancel
74	AvgPxPrecision	int
Absence of this field indicates that default precision arranged by the broker/institution is to be used
75	TradeDate	LocalMktDate	✔

77	PositionEffect	PositionEffect

118	NetMoney	Amt
Expressed in same currency as AvgPx. Sum of AllocNetMoney.
157	NumDaysInterest	int
Applicable for Convertible Bonds and fixed income
158	AccruedInterestRate	Percentage
Applicable for Convertible Bonds and fixed income
159	AccruedInterestAmt	Amt
Applicable for Convertible Bonds and fixed income (REMOVED FROM THIS LOCATION AS OF FIX 4.4, REPLACED BY AllocAccruedInterest)
196	AllocLinkID	string
Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps"
197	AllocLinkType	AllocLinkType
Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified.
229	TradeOriginationDate	LocalMktDate

237	TotalTakedown	Amt

238	Concession	Amt

336	TradingSessionID	string

354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
381	GrossTradeAmt	Amt
Expressed in same currency as AvgPx. Sum of (AllocQty * AllocAvgPx or AllocPrice).
423	PriceType	PriceType

466	BookingRefID	string
Can be used with AllocType=" Ready-To-Book "
540	TotalAccruedInterestAmt	Amt
(Deprecated) use AccruedInterestAmt Sum of AccruedInterestAmt within repeating group.
570	PreviouslyReported	PreviouslyReported

574	MatchType	MatchType

625	TradingSessionSubID	string

626	AllocType	AllocType	✔
Specifies the purpose or type of Allocation message
650	LegalConfirm	LegalConfirm

700	ReversalIndicator	Boolean

738	InterestAtMaturity	Amt

754	AutoAcceptIndicator	Boolean
Indicates if Allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House
775	BookingType	BookingType
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.
793	SecondaryAllocID	string
Optional second identifier for this allocation instruction (need not be unique)
796	AllocCancReplaceReason	AllocCancReplaceReason
Required for AllocTransType = Replace or Cancel Gives the reason for replacing or cancelling the allocation instruction
808	AllocIntermedReqType	AllocIntermedReqType
Required if AllocType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house)
854	QtyType	QtyType

857	AllocNoOrdersType	AllocNoOrdersType
Indicates how the orders being booked and allocated by this message are identified, i.e. by explicit definition in the NoOrders group or not.
860	AvgParPx	Price

892	TotNoAllocs	int
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.
893	LastFragment	LastFragment
Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
920	EndAccruedInterestAmt	Amt
For repurchase agreements the accrued interest on termination.
921	StartCash	Amt
For repurchase agreements the start (dirty) cash consideration
922	EndCash	Amt
For repurchase agreements the end (dirty) cash consideration
	AllocGrp	AllocGrp	✔
Indicates number of allocation groups to follow. Not required for AllocTransType=Cancel Not required for AllocType=" Ready-To-Book " or "Warehouse instruction".
	ExecAllocGrp	ExecAllocGrp	✔
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.
	FinancingDetails	FinancingDetails	✔
Insert here the set of "FinancingDetails" fields defined in "common components of application messages"
	InstrmtLegGrp	InstrmtLegGrp	✔

	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "common components of application messages"
	InstrumentExtension	InstrumentExtension	✔
Insert here the set of "InstrumentExtension" fields defined in "common components of application messages"
	OrdAllocGrp	OrdAllocGrp	✔
Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1
	Parties	Parties	✔
Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages"
	SpreadOrBenchmarkCurveData	SpreadOrBenchmarkCurveData	✔
Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "common components of application messages"
	Stipulations	Stipulations	✔

	UndInstrmtGrp	UndInstrmtGrp	✔

	YieldData	YieldData	✔

BN: ExecutionAcknowledgement

The Execution Report Acknowledgement message is an optional message that provides dual functionality to notify a trading partner that an electronically received execution has either been accepted or rejected (DK'd).

Tag	Name	Type	Required
6	AvgPx	Price
Conditionally required if specified on the Execution Report
11	ClOrdID	string
Conditionally required if the Execution Report message contains a ClOrdID.
14	CumQty	Qty
Conditionally required if specified on the Execution Report
17	ExecID	string	✔
The ExecID of the Execution Report being acknowledged.
31	LastPx	Price
Conditionally Required if specified on the Execution Report
32	LastQty	Qty
Conditionally required if specified on the Execution Report
37	OrderID	string	✔

54	Side	Side	✔

58	Text	string
Conditionally required if DKReason = "other"
127	DKReason	DKReason
Conditionally required when ExecAckStatus = 2 (Don't know / Rejected).
198	SecondaryOrderID	string

354	EncodedTextLen	Length

355	EncodedText	data

423	PriceType	PriceType
Conditionally required if specified on the Execution Report
669	LastParPx	Price
Conditionally required if specified on the Execution Report
1036	ExecAckStatus	ExecAckStatus	✔
Indicates the status of the execution acknowledgement. The "received, not yet processed" is an optional intermediary status that can be used to notify the counterparty that the Execution Report has been received.
	InstrmtLegGrp	InstrmtLegGrp	✔

	Instrument	Instrument	✔

	OrderQtyData	OrderQtyData	✔

	UndInstrmtGrp	UndInstrmtGrp	✔

BO: ContraryIntentionReport

The Contrary Intention Report is used for reporting of contrary expiration quantities for Saturday expiring options. This information is required by options exchanges for regulatory purposes.

Tag	Name	Type	Required
58	Text	string

BP: SecurityDefinitionUpdateReport

This message is used for reporting updates to a Product Security Masterfile. Updates could be the result of corporate actions or other business events. Updates may include additions, modifications or deletions.

Tag	Name	Type	Required
336	TradingSessionID	string

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.

Tag	Name	Type	Required
11	ClOrdID	string

37	OrderID	string

42	OrigTime	UTCTimestamp

94	EmailType	EmailType	✔

95	RawDataLength	Length

96	RawData	data

147	Subject	string	✔
Specifies the Subject text
164	EmailThreadID	string	✔
Unique identifier for the email message thread
356	EncodedSubjectLen	Length
Must be set if EncodedSubject field is specified and must immediately precede it.
357	EncodedSubject	data
Encoded (non-ASCII characters) representation of the Subject field in the encoded format specified via the MessageEncoding field.
	InstrmtGrp	InstrmtGrp	✔
Specifies the number of repeating symbols (instruments) specified
	InstrmtLegGrp	InstrmtLegGrp	✔
Number of legs Identifies a Multi-leg Execution if present and non-zero.
	LinesOfTextGrp	LinesOfTextGrp	✔
Specifies the number of repeating lines of text specified
	RoutingGrp	RoutingGrp	✔
Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group.
	UndInstrmtGrp	UndInstrmtGrp	✔
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.

The New Order message type may also be used by institutions or retail intermediaries wishing to electronically submit Collective Investment Vehicle (CIV) orders to a broker or fund manager for execution.

Tag	Name	Type	Required
1	Account	string

11	ClOrdID	string	✔
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.
15	Currency	Currency

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

23	IOIID	string
Required for Previously Indicated Orders (OrdType=E)
40	OrdType	OrdType	✔

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

58	Text	string

59	TimeInForce	TimeInForce
Absence of this field indicates Day order
60	TransactTime	UTCTimestamp	✔
Time this order request was initiated/released by the trader, trading system, or intermediary.
63	SettlType	SettlType

64	SettlDate	LocalMktDate
Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
70	AllocID	string
Used to assign an overall allocation id to the block of preallocations
75	TradeDate	LocalMktDate

77	PositionEffect	PositionEffect
For use in derivatives omnibus accounting
81	ProcessCode	ProcessCode
Used to identify soft trades at order entry.
99	StopPx	Price
Required for OrdType = "Stop" or OrdType = "Stop limit".
100	ExDestination	Exchange

110	MinQty	Qty

111	MaxFloor	Qty

114	LocateReqd	LocateReqd
Required for short sell orders
117	QuoteID	string
Required for Previously Quoted Orders (OrdType=D)
120	SettlCurrency	Currency
Required if ForexReq = Y.
121	ForexReq	ForexReq
Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.
126	ExpireTime	UTCTimestamp
Conditionally required if TimeInForce = GTD and ExpireDate is not specified.
140	PrevClosePx	Price
Useful for verifying security identification
168	EffectiveTime	UTCTimestamp
Can specify the time at which the order should be considered valid
192	OrderQty2	Qty
Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.
193	SettlDate2	LocalMktDate
Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.
203	CoveredOrUncovered	CoveredOrUncovered
For use with derivatives, such as options
210	MaxShow	Qty

229	TradeOriginationDate	LocalMktDate

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

377	SolicitedFlag	SolicitedFlag

423	PriceType	PriceType

427	GTBookingInst	GTBookingInst
States whether executions are booked out or accumulated on a partially filled GT order
432	ExpireDate	LocalMktDate
Conditionally required if TimeInForce = GTD and ExpireTime is not specified.
480	CancellationRights	CancellationRights
For CIV - Optional
481	MoneyLaunderingStatus	MoneyLaunderingStatus

494	Designation	string
Supplementary registration information for this Order
513	RegistID	string
Reference to Registration Instructions message for this Order.
526	SecondaryClOrdID	string

528	OrderCapacity	OrderCapacity

529	OrderRestrictions	OrderRestrictions

544	CashMargin	CashMargin

581	AccountType	AccountType
Type of account associated with the order (Origin)
582	CustOrderCapacity	CustOrderCapacity

583	ClOrdLinkID	string

589	DayBookingInst	DayBookingInst

590	BookingUnit	BookingUnit

591	PreallocMethod	PreallocMethod

635	ClearingFeeIndicator	ClearingFeeIndicator

640	Price2	Price
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).
660	AcctIDSource	AcctIDSource

775	BookingType	BookingType
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.
847	TargetStrategy	TargetStrategy
The target strategy of the order
848	TargetStrategyParameters	string
For further specification of the TargetStrategy
849	ParticipationRate	Percentage
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)
854	QtyType	QtyType

	CommissionData	CommissionData	✔
Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages"
	DiscretionInstructions	DiscretionInstructions	✔
Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages"
	FinancingDetails	FinancingDetails	✔
Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
	OrderQtyData	OrderQtyData	✔
Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages"
	Parties	Parties	✔
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
	PegInstructions	PegInstructions	✔
Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages"
	PreAllocGrp	PreAllocGrp	✔
Number of repeating groups for pre-trade allocation
	SpreadOrBenchmarkCurveData	SpreadOrBenchmarkCurveData	✔
Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages"
	Stipulations	Stipulations	✔
Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages"
	TrdgSesGrp	TrdgSesGrp	✔
Specifies the number of repeating TradingSessionIDs
	UndInstrmtGrp	UndInstrmtGrp	✔
Number of underlyings
	YieldData	YieldData	✔
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.

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

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

415	ProgPeriodInterval	int

433	ListExecInstType	ListExecInstType
Controls when execution should begin For CIV Orders indicates order of execution..
480	CancellationRights	CancellationRights
For CIV - Optional
481	MoneyLaunderingStatus	MoneyLaunderingStatus

513	RegistID	string
Reference to Registration Instructions message applicable to all Orders in this List.
765	AllowableOneSidednessPct	Percentage
The maximum percentage that execution of one side of a program trade can exceed execution of the other.
766	AllowableOneSidednessValue	Amt
The maximum amount that execution of one side of a program trade can exceed execution of the other.
767	AllowableOneSidednessCurr	Currency
The currency that AllowableOneSidedness is expressed in if AllowableOneSidednessValue is used.
893	LastFragment	LastFragment
Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
	ListOrdGrp	ListOrdGrp	✔
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. Note that the Order Cancel/Replace Request should be used to partially cancel (reduce) an order).

Tag	Name	Type	Required
1	Account	string

11	ClOrdID	string	✔
Unique ID of cancel request as assigned by the institution.
37	OrderID	string
Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN).
41	OrigClOrdID	string	✔
ClOrdID of the previous non-rejected order (NOT the initial order of the day) when canceling or replacing an order.
54	Side	Side	✔

58	Text	string

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

526	SecondaryClOrdID	string

581	AccountType	AccountType

583	ClOrdLinkID	string

586	OrigOrdModTime	UTCTimestamp

660	AcctIDSource	AcctIDSource

	FinancingDetails	FinancingDetails	✔
Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Must match original order
	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
	OrderQtyData	OrderQtyData	✔
Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Note: OrderQty = CumQty + LeavesQty (see exceptions above)
	Parties	Parties	✔
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
	UndInstrmtGrp	UndInstrmtGrp	✔
Number of underlyings

G: OrderCancelReplaceRequest

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

Do not use this message to cancel the remaining quantity of an outstanding order, use the Order Cancel Request message for this purpose.

Tag	Name	Type	Required
1	Account	string

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

37	OrderID	string
Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN).
40	OrdType	OrdType	✔

41	OrigClOrdID	string	✔
ClOrdID of the previous non rejected order (NOT the initial order of the day) when canceling or replacing an order.
44	Price	Price
Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc.
54	Side	Side	✔
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
58	Text	string

59	TimeInForce	TimeInForce
Absence of this field indicates Day order
60	TransactTime	UTCTimestamp	✔
Time this order request was initiated/released by the trader or trading system.
63	SettlType	SettlType

64	SettlDate	LocalMktDate
Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
66	ListID	string
Required for List Orders
70	AllocID	string
Used to assign an overall allocation id to the block of preallocations
75	TradeDate	LocalMktDate

77	PositionEffect	PositionEffect
For use in derivatives omnibus accounting
99	StopPx	Price
Required for OrdType = "Stop" or OrdType = "Stop limit".
100	ExDestination	Exchange

110	MinQty	Qty

111	MaxFloor	Qty

114	LocateReqd	LocateReqd
Required for short sell orders
120	SettlCurrency	Currency
Required if ForexReq = Y.
121	ForexReq	ForexReq
Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.
126	ExpireTime	UTCTimestamp
Conditionally required if TimeInForce = GTD and ExpireDate is not specified.
168	EffectiveTime	UTCTimestamp
Can specify the time at which the order should be considered valid
192	OrderQty2	Qty
Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.
193	SettlDate2	LocalMktDate
Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.
203	CoveredOrUncovered	CoveredOrUncovered
For use with derivatives, such as options
210	MaxShow	Qty

229	TradeOriginationDate	LocalMktDate

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

377	SolicitedFlag	SolicitedFlag

423	PriceType	PriceType

427	GTBookingInst	GTBookingInst
States whether executions are booked out or accumulated on a partially filled GT order
432	ExpireDate	LocalMktDate
Conditionally required if TimeInForce = GTD and ExpireTime is not specified.
480	CancellationRights	CancellationRights
For CIV - Optional
481	MoneyLaunderingStatus	MoneyLaunderingStatus

494	Designation	string
Supplementary registration information for this Order
513	RegistID	string
Reference to Registration Instructions message for this Order.
526	SecondaryClOrdID	string

528	OrderCapacity	OrderCapacity

529	OrderRestrictions	OrderRestrictions

544	CashMargin	CashMargin

581	AccountType	AccountType

582	CustOrderCapacity	CustOrderCapacity

583	ClOrdLinkID	string

586	OrigOrdModTime	UTCTimestamp
TransactTime of the last state change that occurred to the original order
589	DayBookingInst	DayBookingInst

590	BookingUnit	BookingUnit

591	PreallocMethod	PreallocMethod

635	ClearingFeeIndicator	ClearingFeeIndicator

640	Price2	Price
Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of a F/X swap.
660	AcctIDSource	AcctIDSource

775	BookingType	BookingType
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.
847	TargetStrategy	TargetStrategy
The target strategy of the order
848	TargetStrategyParameters	string
For further specification of the TargetStrategy
849	ParticipationRate	Percentage
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)
854	QtyType	QtyType

	CommissionData	CommissionData	✔
Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages"
	DiscretionInstructions	DiscretionInstructions	✔
Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages"
	FinancingDetails	FinancingDetails	✔
Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Must match original order
	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Must match original order
	OrderQtyData	OrderQtyData	✔
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)
	Parties	Parties	✔
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
	PegInstructions	PegInstructions	✔
Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages"
	PreAllocGrp	PreAllocGrp	✔
Number of repeating groups for pre-trade allocation
	SpreadOrBenchmarkCurveData	SpreadOrBenchmarkCurveData	✔
Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages"
	TrdgSesGrp	TrdgSesGrp	✔
Specifies the number of repeating TradingSessionIDs
	UndInstrmtGrp	UndInstrmtGrp	✔
Number of underlyings
	YieldData	YieldData	✔
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.

Tag	Name	Type	Required
1	Account	string

11	ClOrdID	string	✔
The ClOrdID of the order whose status is being requested.
37	OrderID	string

54	Side	Side	✔

526	SecondaryClOrdID	string

583	ClOrdLinkID	string

660	AcctIDSource	AcctIDSource

790	OrdStatusReqID	string
Optional, can be used to uniquely identify a specific Order Status Request message. Echoed back on Execution Report if provided.
	FinancingDetails	FinancingDetails	✔
Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Must match original order
	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
	Parties	Parties	✔
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
	UndInstrmtGrp	UndInstrmtGrp	✔
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.

Tag	Name	Type	Required
6	AvgPx	Price
For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). For 3rd party allocations used to convey either basic price or averaged price Optional for average price allocations in the listed derivatives markets where the central counterparty calculates and manages average price across an allocation group.
15	Currency	Currency
Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted.
30	LastMkt	Exchange
Market of the executions.
53	Quantity	Qty	✔
Total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book
54	Side	Side	✔

58	Text	string

60	TransactTime	UTCTimestamp
Date/time when allocation is generated
63	SettlType	SettlType

64	SettlDate	LocalMktDate
Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
70	AllocID	string	✔
Unique identifier for this allocation instruction message
71	AllocTransType	AllocTransType	✔
i.e. New, Cancel, Replace
72	RefAllocID	string
Required for AllocTransType = Replace or Cancel
74	AvgPxPrecision	int
Absence of this field indicates that default precision arranged by the broker/institution is to be used
75	TradeDate	LocalMktDate	✔

77	PositionEffect	PositionEffect

118	NetMoney	Amt
Expressed in same currency as AvgPx. Sum of AllocNetMoney.
157	NumDaysInterest	int
Applicable for Convertible Bonds and fixed income
158	AccruedInterestRate	Percentage
Applicable for Convertible Bonds and fixed income
159	AccruedInterestAmt	Amt
Applicable for Convertible Bonds and fixed income (REMOVED FROM THIS LOCATION AS OF FIX 4.4, REPLACED BY AllocAccruedInterest)
196	AllocLinkID	string
Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps"
197	AllocLinkType	AllocLinkType
Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified.
229	TradeOriginationDate	LocalMktDate

237	TotalTakedown	Amt

238	Concession	Amt

336	TradingSessionID	string

354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
381	GrossTradeAmt	Amt
Expressed in same currency as AvgPx. Sum of (AllocQty * AllocAvgPx or AllocPrice).
423	PriceType	PriceType

466	BookingRefID	string
Can be used with AllocType=" Ready-To-Book "
540	TotalAccruedInterestAmt	Amt

570	PreviouslyReported	PreviouslyReported

574	MatchType	MatchType

625	TradingSessionSubID	string

626	AllocType	AllocType	✔
Specifies the purpose or type of Allocation message
650	LegalConfirm	LegalConfirm

700	ReversalIndicator	Boolean

738	InterestAtMaturity	Amt

754	AutoAcceptIndicator	Boolean
Indicates if Allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House
775	BookingType	BookingType
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.
793	SecondaryAllocID	string
Optional second identifier for this allocation instruction (need not be unique)
796	AllocCancReplaceReason	AllocCancReplaceReason
Required for AllocTransType = Replace or Cancel Gives the reason for replacing or cancelling the allocation instruction
808	AllocIntermedReqType	AllocIntermedReqType
Required if AllocType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house)
854	QtyType	QtyType

857	AllocNoOrdersType	AllocNoOrdersType
Indicates how the orders being booked and allocated by this message are identified, i.e. by explicit definition in the NoOrders group or not.
860	AvgParPx	Price

892	TotNoAllocs	int
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.
893	LastFragment	LastFragment
Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
920	EndAccruedInterestAmt	Amt
For repurchase agreements the accrued interest on termination.
921	StartCash	Amt
For repurchase agreements the start (dirty) cash consideration
922	EndCash	Amt
For repurchase agreements the end (dirty) cash consideration
	AllocGrp	AllocGrp	✔
Conditionally required except when AllocTransType = Cancel, or when AllocType = "Ready-to-book" or "Warehouse instruction"
	ExecAllocGrp	ExecAllocGrp	✔
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.
	FinancingDetails	FinancingDetails	✔
Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"
	InstrmtLegGrp	InstrmtLegGrp	✔

	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
	InstrumentExtension	InstrumentExtension	✔
Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages"
	OrdAllocGrp	OrdAllocGrp	✔
Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1
	Parties	Parties	✔
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
	SpreadOrBenchmarkCurveData	SpreadOrBenchmarkCurveData	✔
Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages"
	Stipulations	Stipulations	✔

	UndInstrmtGrp	UndInstrmtGrp	✔

	YieldData	YieldData	✔

K: ListCancelRequest

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

Tag	Name	Type	Required
58	Text	string

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

75	TradeDate	LocalMktDate

229	TradeOriginationDate	LocalMktDate

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

L: ListExecute

The List Execute message type is used by institutions to instruct the broker to begin execution of a previously submitted list. This message may or may not be used, as it may be mirroring a phone conversation.

Tag	Name	Type	Required
58	Text	string

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

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

M: ListStatusRequest

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

Tag	Name	Type	Required
58	Text	string

66	ListID	string	✔

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

N: ListStatus

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

Tag	Name	Type	Required
60	TransactTime	UTCTimestamp

66	ListID	string	✔

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

431	ListOrderStatus	ListOrderStatus	✔

444	ListStatusText	string

445	EncodedListStatusTextLen	Length
Must be set if EncodedListStatusText field is specified and must immediately precede it.
446	EncodedListStatusText	data
Encoded (non-ASCII characters) representation of the ListStatusText field in the encoded format specified via the MessageEncoding field.
893	LastFragment	LastFragment
Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
	OrdListStatGrp	OrdListStatGrp	✔
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.

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

75	TradeDate	LocalMktDate

87	AllocStatus	AllocStatus	✔
Denotes the status of the allocation instruction; received (but not yet processed), rejected (at block or account level) or accepted (and processed).
88	AllocRejCode	AllocRejCode
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
167	SecurityType	SecurityType

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

573	MatchStatus	MatchStatus
Denotes whether the financial details provided on the Allocation Instruction were successfully matched.
626	AllocType	AllocType

793	SecondaryAllocID	string
Optional second identifier for the allocation instruction being acknowledged (need not be unique)
808	AllocIntermedReqType	AllocIntermedReqType
Required if AllocType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house)
	AllocAckGrp	AllocAckGrp	✔
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.
	Parties	Parties	✔
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.

Tag	Name	Type	Required
17	ExecID	string	✔
Execution ID of problem execution
31	LastPx	Price
Required if specified on the ExecutionRpt
32	LastQty	Qty
Required if specified on the ExecutionRpt
37	OrderID	string	✔
Broker Order ID as identified on problem execution
54	Side	Side	✔

58	Text	string

127	DKReason	DKReason	✔

198	SecondaryOrderID	string

354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
	InstrmtLegGrp	InstrmtLegGrp	✔
Number of Legs
	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
	OrderQtyData	OrderQtyData	✔
Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages"
	UndInstrmtGrp	UndInstrmtGrp	✔
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)

Tag	Name	Type	Required
11	ClOrdID	string
Required when QuoteType is Tradeable and the OrdType is Limit.
58	Text	string

131	QuoteReqID	string	✔

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

644	RFQReqID	string
For tradeable quote model - used to indicate to which RFQ Request this Quote Request is in response.
	QuotReqGrp	QuotReqGrp	✔
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.

Tag	Name	Type	Required
1	Account	string

12	Commission	Amt
Can be used to show the counterparty the commission associated with the transaction.
13	CommType	CommType
Can be used to show the counterparty the commission associated with the transaction.
15	Currency	Currency
Can be used to specify the currency of the quoted prices. May differ from the ‘normal’ trading currency of the instrument being quoted
40	OrdType	OrdType
Can be used to specify the type of order the quote is for
54	Side	Side
Required for Tradeable or Counter quotes of single instruments
58	Text	string

60	TransactTime	UTCTimestamp

62	ValidUntilTime	UTCTimestamp
The time when the quote will expire
63	SettlType	SettlType

64	SettlDate	LocalMktDate
Can be used with forex quotes to specify a specific "value date"
100	ExDestination	Exchange
Used when routing quotes to multiple markets
117	QuoteID	string	✔

131	QuoteReqID	string
Required when quote is in response to a Quote Request message
132	BidPx	Price
If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified.
133	OfferPx	Price
If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified.
134	BidSize	Qty
Specifies the bid size. If MinBidSize is specified, BidSize is interpreted to contain the maximum bid size.
135	OfferSize	Qty
Specified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size.
156	SettlCurrFxRateCalc	SettlCurrFxRateCalc
Can be used when the quote is provided in a currency other than the instruments trading currency.
188	BidSpotRate	Price
May be applicable for F/X quotes
189	BidForwardPoints	PriceOffset
May be applicable for F/X quotes
190	OfferSpotRate	Price
May be applicable for F/X quotes
191	OfferForwardPoints	PriceOffset
May be applicable for F/X quotes
192	OrderQty2	Qty
Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.
193	SettlDate2	LocalMktDate
Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.
301	QuoteResponseLevel	QuoteResponseLevel
Level of Response requested from receiver of quote messages.
336	TradingSessionID	string

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

528	OrderCapacity	OrderCapacity

537	QuoteType	QuoteType
Quote Type If not specified, the default is an indicative quote
581	AccountType	AccountType
Type of account associated with the order (Origin)
582	CustOrderCapacity	CustOrderCapacity
For Futures Exchanges
625	TradingSessionSubID	string

631	MidPx	Price

632	BidYield	Percentage

633	MidYield	Percentage

634	OfferYield	Percentage

642	BidForwardPoints2	PriceOffset
Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value
643	OfferForwardPoints2	PriceOffset
Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value
645	MktBidPx	Price
Can be used by markets that require showing the current best bid and offer
646	MktOfferPx	Price
Can be used by markets that require showing the current best bid and offer
647	MinBidSize	Qty
Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size.
648	MinOfferSize	Qty
Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size.
656	SettlCurrBidFxRate	float
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
657	SettlCurrOfferFxRate	float
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
660	AcctIDSource	AcctIDSource

693	QuoteRespID	string
Required when responding to the Quote Response message. The counterparty specified ID of the Quote Response message.
	FinancingDetails	FinancingDetails	✔
Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
	LegQuotGrp	LegQuotGrp	✔
Required for multileg quotes
	OrderQtyData	OrderQtyData	✔
Required for Tradeable quotes or Counter quotes of single instruments
	Parties	Parties	✔
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
	QuotQualGrp	QuotQualGrp	✔

	SpreadOrBenchmarkCurveData	SpreadOrBenchmarkCurveData	✔

	Stipulations	Stipulations	✔
Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages"
	UndInstrmtGrp	UndInstrmtGrp	✔
Number of underlyings
	YieldData	YieldData	✔

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.

Tag	Name	Type	Required
11	ClOrdID	string
Required for SettlInstMode=4.
58	Text	string
Can be used to provide any additional rejection text where rejecting a Settlement Instruction Request message.
60	TransactTime	UTCTimestamp	✔
Date/time this message was generated
160	SettlInstMode	SettlInstMode	✔
1=Standing Instructions, 2=Specific Allocation Account Overriding, 3=Specific Allocation Account Standing , 4=Specific Order, 5=Reject SSI request
354	EncodedTextLen	Length

355	EncodedText	data

777	SettlInstMsgID	string	✔
Unique identifier for this message
791	SettlInstReqID	string
Only used when this message is used to respond to a settlement instruction request (to which this ID refers)
792	SettlInstReqRejCode	SettlInstReqRejCode
Required for SettlInstMode = 5. Used to provide reason for rejecting a Settlement Instruction Request message.
	SettlInstGrp	SettlInstGrp	✔
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.

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

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

286	OpenCloseSettlFlag	OpenCloseSettlFlag
Can be used to clarify a request if MDEntryType = Opening Price(4), Closing Price(5), or Settlement Price(6).
546	Scope	Scope
Defines the scope(s) of the request
547	MDImplicitDelete	MDImplicitDelete
Can be used when MarketDepth >= 2 and MDUpdateType = Incremental Refresh(1).
812	ApplQueueMax	int
Maximum application queue depth that must be exceeded before queuing action is taken.
815	ApplQueueAction	ApplQueueAction
Action to take if application level queuing exists
	InstrmtMDReqGrp	InstrmtMDReqGrp	✔
Number of symbols (instruments) requested.
	MDReqGrp	MDReqGrp	✔
Number of MDEntryType fields requested.
	TrdgSesGrp	TrdgSesGrp	✔
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. In all cases, one Market Data message refers only to one Market Data Request. It can be used to transmit a 2-sided book of orders or list of quotes, a list of trades, index values, opening, closing, settlement, high, low, or VWAP prices, the trade volume or open interest for a security, or any combination of these.

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

292	CorporateAction	CorporateAction

451	NetChgPrevDay	PriceOffset

813	ApplQueueDepth	int
Depth of application messages queued for transmission as of delivery of this message
814	ApplQueueResolution	ApplQueueResolution
Action taken to resolve application queuing
	InstrmtLegGrp	InstrmtLegGrp	✔
Required for multileg quotes
	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
	MDFullGrp	MDFullGrp	✔
Number of entries following.
	UndInstrmtGrp	UndInstrmtGrp	✔
Number of underlyings

X: MarketDataIncrementalRefresh

The Market Data message for incremental updates may contain any combination of new, changed, or deleted Market Data Entries, for any combination of instruments, with any combination of trades, imbalances, quotes, index values, open, close, settlement, high, low, and VWAP prices, trade volume and open interest so long as the maximum FIX message size is not exceeded. All of these types of Market Data Entries can be changed and deleted.

Tag	Name	Type	Required
262	MDReqID	string
Conditionally required if this message is in response to a Market Data Request.
813	ApplQueueDepth	int
Depth of application messages queued for transmission as of delivery of this message
814	ApplQueueResolution	ApplQueueResolution
Action taken to resolve application queuing
	MDIncGrp	MDIncGrp	✔
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. Brokers may choose to limit various parameters, such as the size of requests, whether just the top of book or the entire book may be displayed, and whether Full or Incremental updates must be used.

Tag	Name	Type	Required
58	Text	string

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

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

Z: QuoteCancel

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

The Quote Cancel message supports cancellation of:

• All quotes

• Quotes for a specific symbol or security ID

• All quotes for a security type

• All quotes for an underlying

Tag	Name	Type	Required
1	Account	string

117	QuoteID	string
Conditionally required when QuoteCancelType = 5 (cancel quote specified in QuoteID)
131	QuoteReqID	string
Required when quote is in response to a Quote Request message
298	QuoteCancelType	QuoteCancelType	✔
Identifies the type of Quote Cancel request.
301	QuoteResponseLevel	QuoteResponseLevel
Level of Response requested from receiver of quote messages.
336	TradingSessionID	string

581	AccountType	AccountType
Type of account associated with the order (Origin)
625	TradingSessionSubID	string

660	AcctIDSource	AcctIDSource

	Parties	Parties	✔
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
	QuotCxlEntriesGrp	QuotCxlEntriesGrp	✔
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:

• For the issuer of a quote in a market to query the status of that quote (using the QuoteID to specify the target quote).

• To subscribe and unsubscribe for Quote Status Report messages for one or more securities.

Tag	Name	Type	Required
1	Account	string

117	QuoteID	string

263	SubscriptionRequestType	SubscriptionRequestType
Used to subscribe for Quote Status Report messages
336	TradingSessionID	string

581	AccountType	AccountType
Type of account associated with the order (Origin)
625	TradingSessionSubID	string

649	QuoteStatusReqID	string

660	AcctIDSource	AcctIDSource

	FinancingDetails	FinancingDetails	✔
Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
	InstrmtLegGrp	InstrmtLegGrp	✔
Required for multileg quotes
	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
	Parties	Parties	✔
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
	UndInstrmtGrp	UndInstrmtGrp	✔
Number of underlyings

b: MassQuoteAcknowledgement

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

Tag	Name	Type	Required
1	Account	string

58	Text	string

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

355	EncodedText	data

537	QuoteType	QuoteType
Type of Quote
581	AccountType	AccountType
Type of account associated with the order (Origin)
660	AcctIDSource	AcctIDSource

	Parties	Parties	✔
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
	QuotSetAckGrp	QuotSetAckGrp	✔
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.

2. Request a set of individual securities for a single market segment.

3. Request all securities, independent of market segment.

Tag	Name	Type	Required
15	Currency	Currency

58	Text	string
Comment, instructions, or other identifying information.
263	SubscriptionRequestType	SubscriptionRequestType
Subscribe or unsubscribe for security status to security specified in request.
320	SecurityReqID	string	✔

321	SecurityRequestType	SecurityRequestType	✔

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

827	ExpirationCycle	ExpirationCycle

	InstrmtLegGrp	InstrmtLegGrp	✔
Number of legs that make up the Security
	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" of the requested Security
	InstrumentExtension	InstrumentExtension	✔
Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages"
	UndInstrmtGrp	UndInstrmtGrp	✔
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.

4. Respond to a request for securities within a specified market segment.

5. Convey comprehensive security definition for all market segments that the security participates in.

6. Convey the security's trading rules that differ from default rules for the market segment.

Tag	Name	Type	Required
15	Currency	Currency

58	Text	string
Comment, instructions, or other identifying information.
320	SecurityReqID	string

322	SecurityResponseID	string
Identifier for the Security Definition message
323	SecurityResponseType	SecurityResponseType
Response to the Security Definition Request
336	TradingSessionID	string

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

562	MinTradeVol	Qty

625	TradingSessionSubID	string

827	ExpirationCycle	ExpirationCycle

	InstrmtLegGrp	InstrmtLegGrp	✔
Number of legs that make up the Security
	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" of the requested Security
	InstrumentExtension	InstrumentExtension	✔
Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages"
	UndInstrmtGrp	UndInstrmtGrp	✔
Number of underlyings

e: SecurityStatusRequest

The Security Status Request message provides for the ability to request the status of a security. One or more Security Status messages are returned as a result of a Security Status Request message.

Tag	Name	Type	Required
15	Currency	Currency

263	SubscriptionRequestType	SubscriptionRequestType	✔
SubcriptionRequestType indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counter party.)
324	SecurityStatusReqID	string	✔
Must be unique, or the ID of previous Security Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2).
336	TradingSessionID	string

625	TradingSessionSubID	string

	InstrmtLegGrp	InstrmtLegGrp	✔
Number of legs that make up the Security
	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
	InstrumentExtension	InstrumentExtension	✔
Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages"
	UndInstrmtGrp	UndInstrmtGrp	✔
Number of underlyings

f: SecurityStatus

The Security Status message provides for the ability to report changes in status to a security. The Security Status message contains fields to indicate trading status, corporate actions, financial status of the company. The Security Status message is used by one trading entity (for instance an exchange) to report changes in the state of a security.

Tag	Name	Type	Required
15	Currency	Currency

31	LastPx	Price
Represents the last price for that security either on a Consolidated or an individual participant basis at the time it is disseminated.
58	Text	string
Comment, instructions, or other identifying information.
60	TransactTime	UTCTimestamp
Trade Dissemination Time
291	FinancialStatus	FinancialStatus

292	CorporateAction	CorporateAction

324	SecurityStatusReqID	string

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

329	DueToRelated	DueToRelated

330	BuyVolume	Qty

331	SellVolume	Qty

332	HighPx	Price

333	LowPx	Price

334	Adjustment	Adjustment

336	TradingSessionID	string

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

	InstrmtLegGrp	InstrmtLegGrp	✔
Required for multileg quotes
	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
	InstrumentExtension	InstrumentExtension	✔
Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages"
	UndInstrmtGrp	UndInstrmtGrp	✔
Number of underlyings

g: TradingSessionStatusRequest

The Trading Session Status Request is used to request information on the status of a market. With the move to multiple sessions occurring for a given trading party (morning and evening sessions for instance) there is a need to be able to provide information on what product is trading on what market.

Tag	Name	Type	Required
263	SubscriptionRequestType	SubscriptionRequestType	✔

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

h: TradingSessionStatus

The Trading Session Status provides information on the status of a market. For markets multiple trading sessions on multiple-markets occurring (morning and evening sessions for instance), this message is able to provide information on what products are trading on what market during what trading session.

Tag	Name	Type	Required
58	Text	string

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

567	TradSesStatusRejReason	TradSesStatusRejReason
Use with TradSesStatus = "Request Rejected"
625	TradingSessionSubID	string

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. Two levels of repeating groups have been provided to minimize the amount of data required to submit a set of quotes for a class of options (e.g. all option series for IBM).

Tag	Name	Type	Required
1	Account	string

117	QuoteID	string	✔

131	QuoteReqID	string
Required when quote is in response to a Quote Request message
293	DefBidSize	Qty
Default Bid Size for quote contained within this quote message - if not explicitly provided.
294	DefOfferSize	Qty
Default Offer Size for quotes contained within this quote message - if not explicitly provided.
301	QuoteResponseLevel	QuoteResponseLevel
Level of Response requested from receiver of quote messages.
537	QuoteType	QuoteType
Type of Quote Default is Indicative if not specified
581	AccountType	AccountType
Type of account associated with the order (Origin)
660	AcctIDSource	AcctIDSource

	Parties	Parties	✔
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
	QuotSetGrp	QuotSetGrp	✔
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.

In the "Non disclosed" convention (e.g. US/European model) the BidRequest message can be used to request a bid based on the sector, country, index and liquidity information contained within the message itself. In the "Non disclosed" convention the entry repeating group is used to define liquidity of the program. See " Program/Basket/List Trading" for an example.

In the "Disclosed" convention (e.g. Japanese model) the BidRequest message can be used to request bids based on the ListOrderDetail messages sent in advance of BidRequest message. In the "Disclosed" convention the list repeating group is used to define which ListOrderDetail messages a bid is being sort for and the directions of the required bids.

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

75	TradeDate	LocalMktDate

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

392	ListName	string

393	TotNoRelatedSym	int	✔

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

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

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

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

419	BasisPxType	BasisPxType	✔

443	StrikeTime	UTCTimestamp
Used when BasisPxType = "C"
	BidCompReqGrp	BidCompReqGrp	✔
Used if BidType="Disclosed"
	BidDescReqGrp	BidDescReqGrp	✔
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.

Tag	Name	Type	Required
390	BidID	string

391	ClientBidID	string

	BidCompRspGrp	BidCompRspGrp	✔
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.

Tag	Name	Type	Required
66	ListID	string	✔

422	TotNoStrikes	int	✔
Used to support fragmentation. Sum of NoStrikes across all messages with the same ListID.
893	LastFragment	LastFragment
Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
	InstrmtStrkPxGrp	InstrmtStrkPxGrp	✔
Number of strike price entries
	UndInstrmtStrkPxGrp	UndInstrmtStrkPxGrp	✔
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.

Tag	Name	Type	Required
1	Account	string

11	ClOrdID	string
Unique identifier of the order as assigned by institution or intermediary to which Registration relates
493	RegistAcctType	string

495	TaxAdvantageType	TaxAdvantageType

508	RegistRefID	string	✔
Required for Cancel and Replace RegistTransType messages
513	RegistID	string	✔

514	RegistTransType	RegistTransType	✔

517	OwnershipType	OwnershipType

660	AcctIDSource	AcctIDSource

	Parties	Parties	✔
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
	RgstDistInstGrp	RgstDistInstGrp	✔
Number of Distribution instructions in this message (number of repeating groups to follow)
	RgstDtlsGrp	RgstDtlsGrp	✔
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.

Tag	Name	Type	Required
1	Account	string

11	ClOrdID	string
Unique identifier of the order as assigned by institution or intermediary.
496	RegistRejReasonText	string

506	RegistStatus	RegistStatus	✔

507	RegistRejReasonCode	RegistRejReasonCode

508	RegistRefID	string	✔
Required for Cancel and Replace RegistTransType messages
513	RegistID	string	✔
Unique identifier of the original Registration Instructions details
514	RegistTransType	RegistTransType	✔
Identifies original Registration Instructions transaction type
660	AcctIDSource	AcctIDSource

	Parties	Parties	✔
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).

Tag	Name	Type	Required
11	ClOrdID	string	✔
Unique ID of Order Mass Cancel Request as assigned by the institution.
54	Side	Side
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.
58	Text	string

60	TransactTime	UTCTimestamp	✔
Time this order request was initiated/released by the trader or trading system.
336	TradingSessionID	string
Trading Session in which orders are to be canceled
354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
526	SecondaryClOrdID	string

530	MassCancelRequestType	MassCancelRequestType	✔
Specifies the type of cancellation requested
625	TradingSessionSubID	string

	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
	UnderlyingInstrument	UnderlyingInstrument	✔
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.

Tag	Name	Type	Required
11	ClOrdID	string
ClOrdID provided on the Order Mass Cancel Request.
37	OrderID	string	✔
Unique Identifier for the Order Mass Cancel Request assigned by the recipient of the Order Mass Cancel Request
54	Side	Side
Side of the market specified on the Order Mass Cancel Request
58	Text	string

60	TransactTime	UTCTimestamp
Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system.
198	SecondaryOrderID	string
Secondary Order ID assigned by the recipient of the Order Mass Cancel Request
336	TradingSessionID	string
Trading Session in which orders are to be canceled
354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
526	SecondaryClOrdID	string

530	MassCancelRequestType	MassCancelRequestType	✔
Order Mass Cancel Request Type accepted by the system
531	MassCancelResponse	MassCancelResponse	✔
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.
532	MassCancelRejectReason	MassCancelRejectReason
Indicates why Order Mass Cancel Request was rejected Required if MassCancelResponse = 0
533	TotalAffectedOrders	int
Optional field used to indicate the total number of orders affected by the Order Mass Cancel Request
625	TradingSessionSubID	string

	AffectedOrdGrp	AffectedOrdGrp	✔
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
	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
	UnderlyingInstrument	UnderlyingInstrument	✔
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). The cross order is identified by its CrossID.

Tag	Name	Type	Required
15	Currency	Currency

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

23	IOIID	string
Required for Previously Indicated Orders (OrdType=E)
40	OrdType	OrdType	✔

44	Price	Price
Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc.
59	TimeInForce	TimeInForce
Absence of this field indicates Day order
60	TransactTime	UTCTimestamp	✔
Time this order request was initiated/released by the trader, trading system, or intermediary.
63	SettlType	SettlType

64	SettlDate	LocalMktDate
Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
81	ProcessCode	ProcessCode
Used to identify soft trades at order entry.
99	StopPx	Price
Required for OrdType = "Stop" or OrdType = "Stop limit".
100	ExDestination	Exchange

110	MinQty	Qty

111	MaxFloor	Qty

114	LocateReqd	LocateReqd
Required for short sell orders
117	QuoteID	string
Required for Previously Quoted Orders (OrdType=D)
126	ExpireTime	UTCTimestamp
Conditionally required if TimeInForce = GTD and ExpireDate is not specified.
140	PrevClosePx	Price
Useful for verifying security identification
168	EffectiveTime	UTCTimestamp
Can specify the time at which the order should be considered valid
210	MaxShow	Qty

376	ComplianceID	string

423	PriceType	PriceType

427	GTBookingInst	GTBookingInst
States whether executions are booked out or accumulated on a partially filled GT order
432	ExpireDate	LocalMktDate
Conditionally required if TimeInForce = GTD and ExpireTime is not specified.
480	CancellationRights	CancellationRights
For CIV - Optional
481	MoneyLaunderingStatus	MoneyLaunderingStatus

494	Designation	string
Supplementary registration information for this Order
513	RegistID	string
Reference to Registration Instructions message for this Order.
548	CrossID	string	✔

549	CrossType	CrossType	✔

550	CrossPrioritization	CrossPrioritization	✔

847	TargetStrategy	TargetStrategy
The target strategy of the order
848	TargetStrategyParameters	string
For further specification of the TargetStrategy
849	ParticipationRate	Percentage
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)
	DiscretionInstructions	DiscretionInstructions	✔
Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages"
	InstrmtLegGrp	InstrmtLegGrp	✔
Number of Legs
	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
	PegInstructions	PegInstructions	✔
Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages"
	SideCrossOrdModGrp	SideCrossOrdModGrp	✔
Must be 1 or 2 1 or 2 if CrossType=1 2 otherwise
	SpreadOrBenchmarkCurveData	SpreadOrBenchmarkCurveData	✔
Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages"
	Stipulations	Stipulations	✔
Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages"
	TrdgSesGrp	TrdgSesGrp	✔
Specifies the number of repeating TradingSessionIDs
	UndInstrmtGrp	UndInstrmtGrp	✔
Number of underlyings
	YieldData	YieldData	✔
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.

Tag	Name	Type	Required
15	Currency	Currency

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

23	IOIID	string
Required for Previously Indicated Orders (OrdType=E)
37	OrderID	string
Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN).
40	OrdType	OrdType	✔

44	Price	Price
Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc.
59	TimeInForce	TimeInForce
Absence of this field indicates Day order
60	TransactTime	UTCTimestamp	✔
Time this order request was initiated/released by the trader, trading system, or intermediary.
63	SettlType	SettlType

64	SettlDate	LocalMktDate
Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
81	ProcessCode	ProcessCode
Used to identify soft trades at order entry.
99	StopPx	Price
Required for OrdType = "Stop" or OrdType = "Stop limit".
100	ExDestination	Exchange

110	MinQty	Qty

111	MaxFloor	Qty

114	LocateReqd	LocateReqd
Required for short sell orders
117	QuoteID	string
Required for Previously Quoted Orders (OrdType=D)
126	ExpireTime	UTCTimestamp
Conditionally required if TimeInForce = GTD and ExpireDate is not specified.
140	PrevClosePx	Price
Useful for verifying security identification
168	EffectiveTime	UTCTimestamp
Can specify the time at which the order should be considered valid
210	MaxShow	Qty

376	ComplianceID	string

423	PriceType	PriceType

427	GTBookingInst	GTBookingInst
States whether executions are booked out or accumulated on a partially filled GT order
432	ExpireDate	LocalMktDate
Conditionally required if TimeInForce = GTD and ExpireTime is not specified.
480	CancellationRights	CancellationRights
For CIV - Optional
481	MoneyLaunderingStatus	MoneyLaunderingStatus

494	Designation	string
Supplementary registration information for this Order
513	RegistID	string
Reference to Registration Instructions message for this Order.
548	CrossID	string	✔
CrossID for the replacement order
549	CrossType	CrossType	✔

550	CrossPrioritization	CrossPrioritization	✔

551	OrigCrossID	string	✔
Must match the CrossID of the previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace.
847	TargetStrategy	TargetStrategy
The target strategy of the order
848	TargetStrategyParameters	string
For further specification of the TargetStrategy
849	ParticipationRate	Percentage
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)
	DiscretionInstructions	DiscretionInstructions	✔
Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages"
	InstrmtLegGrp	InstrmtLegGrp	✔
Number of Legs
	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
	PegInstructions	PegInstructions	✔
Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages"
	SideCrossOrdModGrp	SideCrossOrdModGrp	✔
Must be 1 or 2
	SpreadOrBenchmarkCurveData	SpreadOrBenchmarkCurveData	✔
Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages"
	Stipulations	Stipulations	✔
Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages"
	TrdgSesGrp	TrdgSesGrp	✔
Specifies the number of repeating TradingSessionIDs
	UndInstrmtGrp	UndInstrmtGrp	✔
Number of underlyings
	YieldData	YieldData	✔
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.

Tag	Name	Type	Required
37	OrderID	string
Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN).
60	TransactTime	UTCTimestamp	✔
Time this order request was initiated/released by the trader, trading system, or intermediary.
548	CrossID	string	✔
CrossID for the replacement order
549	CrossType	CrossType	✔

550	CrossPrioritization	CrossPrioritization	✔

551	OrigCrossID	string	✔
Must match the CrossID of previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace.
	InstrmtLegGrp	InstrmtLegGrp	✔
Number of Leg
	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
	SideCrossOrdCxlGrp	SideCrossOrdCxlGrp	✔
Must be 1 or 2
	UndInstrmtGrp	UndInstrmtGrp	✔
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.

Tag	Name	Type	Required
58	Text	string
Comment, instructions, or other identifying information.
167	SecurityType	SecurityType
Used to qualify which security type is returned
320	SecurityReqID	string	✔

336	TradingSessionID	string
Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable.
354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
460	Product	Product
Used to qualify which security types are returned
625	TradingSessionSubID	string

762	SecuritySubType	string
Used to qualify which security types are returned

w: SecurityTypes

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

Tag	Name	Type	Required
58	Text	string
Comment, instructions, or other identifying information.
263	SubscriptionRequestType	SubscriptionRequestType
Subscribe or unsubscribe for security status to security specified in request.
320	SecurityReqID	string	✔

322	SecurityResponseID	string	✔
Identifier for the security response message
323	SecurityResponseType	SecurityResponseType	✔
The result of the security request identified by SecurityReqID
336	TradingSessionID	string
Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable.
354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
557	TotNoSecurityTypes	int
Indicates total number of security types in the event that multiple Security Type messages are used to return results
625	TradingSessionSubID	string

893	LastFragment	LastFragment
Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
	SecTypesGrp	SecTypesGrp	✔

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

Tag	Name	Type	Required
15	Currency	Currency

58	Text	string
Comment, instructions, or other identifying information.
263	SubscriptionRequestType	SubscriptionRequestType
Subscribe or unsubscribe for security status to security specified in request.
320	SecurityReqID	string	✔

336	TradingSessionID	string
Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable.
354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
559	SecurityListRequestType	SecurityListRequestType	✔
Type of Security List Request being made
625	TradingSessionSubID	string

	FinancingDetails	FinancingDetails	✔
Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"
	InstrmtLegGrp	InstrmtLegGrp	✔
Number of legs that make up the Security
	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" of the requested Security
	InstrumentExtension	InstrumentExtension	✔
Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages"
	UndInstrmtGrp	UndInstrmtGrp	✔
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.

Tag	Name	Type	Required
320	SecurityReqID	string

322	SecurityResponseID	string
Identifier for the Security List message
393	TotNoRelatedSym	int
Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required.
560	SecurityRequestResult	SecurityRequestResult
Result of the Security Request identified by the SecurityReqID
893	LastFragment	LastFragment
Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
	SecListGrp	SecListGrp	✔
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

Tag	Name	Type	Required
15	Currency	Currency

58	Text	string
Comment, instructions, or other identifying information.
263	SubscriptionRequestType	SubscriptionRequestType
Subscribe or unsubscribe for security status to security specified in request.
320	SecurityReqID	string	✔

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

625	TradingSessionSubID	string

762	SecuritySubType	string

	UnderlyingInstrument	UnderlyingInstrument	✔
Specifies the underlying instrument

Component Blocks

CommissionData

Confirmation

ExecutionReport

MultilegOrderCancelReplace

NewOrderMultileg

NewOrderSingle

OrderCancelReplaceRequest

Tag	Name	Type
12	Commission	Amt

13	CommType	CommType

479	CommCurrency	Currency
For CIV - Optional
497	FundRenewWaiv	FundRenewWaiv
For CIV - Optional

DiscretionInstructions

CrossOrderCancelReplaceRequest

ExecutionReport

MultilegOrderCancelReplace

NewOrderCross

NewOrderMultileg

NewOrderSingle

OrderCancelReplaceRequest

ListOrdGrp

Tag	Name	Type
388	DiscretionInst	DiscretionInst
What the discretionary price is related to (e.g. primary price, display price etc)
389	DiscretionOffsetValue	float
Amount (signed) added to the "related to" price specified via DiscretionInst, in the context of DiscretionOffsetType
841	DiscretionMoveType	DiscretionMoveType
Describes whether discretion price is static/fixed or floats
842	DiscretionOffsetType	DiscretionOffsetType
Type of Discretion Offset (e.g. price offset, tick offset etc)
843	DiscretionLimitType	DiscretionLimitType
Specifies the nature of the resulting discretion price (e.g. or better limit, strict limit etc)
844	DiscretionRoundDirection	DiscretionRoundDirection
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)
846	DiscretionScope	DiscretionScope
The scope of "related to" price of the discretion (e.g. local, global etc)

DisplayInstruction

Tag	Name	Type
1082	SecondaryDisplayQty	Qty

1083	DisplayWhen	DisplayWhen

1084	DisplayMethod	DisplayMethod

1085	DisplayLowQty	Qty
Required when DisplayMethod = 3
1086	DisplayHighQty	Qty
Required when DisplayMethod = 3
1087	DisplayMinIncr	Qty
Can be used to specify larger increments than the standard increment provided by the market. Optionally used when DisplayMethod = 3
1088	RefreshQty	Qty
Required when DisplayMethod = 2
1138	DisplayQty	Qty

ExpirationQty

Tag	Name	Type	Required
981	NoExpiration	NumInGroup

FinancingDetails

AllocationInstruction

AllocationInstructionAlert

OrderCancelReplaceRequest

TradeCaptureReportRequest

Tag	Name	Type
788	TerminationType	TerminationType
For Repos the timing or method for terminating the agreement.
898	MarginRatio	Percentage
Percentage of cash value that underlying security collateral must meet.
913	AgreementDesc	string
The full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this deal
914	AgreementID	string
A common reference to the applicable standing agreement between the principals
915	AgreementDate	LocalMktDate
A reference to the date the underlying agreement was executed.
916	StartDate	LocalMktDate
Settlement date of the beginning of the deal
917	EndDate	LocalMktDate
Repayment / repurchase date
918	AgreementCurrency	Currency
Currency of the underlying agreement.
919	DeliveryType	DeliveryType
Delivery or custody arrangement for the underlying securities

Instrument

AllocationInstruction

AllocationInstructionAlert

CrossOrderCancelReplaceRequest

CrossOrderCancelRequest

DontKnowTrade

ExecutionAcknowledgement

ExecutionReport

IOI

MarketDataSnapshotFullRefresh

MultilegOrderCancelReplace

NewOrderCross

NewOrderMultileg

NewOrderSingle

OrderCancelReplaceRequest

OrderCancelRequest

OrderMassCancelReport

OrderMassCancelRequest

OrderMassStatusRequest

OrderStatusRequest

PositionMaintenanceReport

PositionMaintenanceRequest

RequestForPositionsAck

SecurityDefinition

SecurityDefinitionRequest

SecurityListRequest

SecurityStatus

SecurityStatusRequest

TradeCaptureReport

TradeCaptureReportAck

TradeCaptureReportRequest

TradeCaptureReportRequestAck

Tag	Name	Type	Required
22	SecurityIDSource	SecurityIDSource
Required if SecurityID is specified.
48	SecurityID	string
Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.
55	Symbol	string
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.
65	SymbolSfx	SymbolSfx
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.
106	Issuer	string

107	SecurityDesc	string

167	SecurityType	SecurityType
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.)
200	MaturityMonthYear	MonthYear
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.
202	StrikePrice	Price
Used for derivatives, such as options and covered warrants
206	OptAttribute	char
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.
207	SecurityExchange	Exchange
Can be used to identify the security.
223	CouponRate	Percentage
For Fixed Income.
224	CouponPaymentDate	LocalMktDate
Date interest is to be paid. Used in identifying Corporate Bond issues.
225	IssueDate	LocalMktDate
Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.
226	RepurchaseTerm	int

227	RepurchaseRate	Percentage

228	Factor	float
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
231	ContractMultiplier	float
For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.
239	RepoCollateralSecurityType	string

240	RedemptionDate	LocalMktDate

255	CreditRating	string

348	EncodedIssuerLen	Length
Must be set if EncodedIssuer field is specified and must immediately precede it.
349	EncodedIssuer	data
Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.
350	EncodedSecurityDescLen	Length
Must be set if EncodedSecurityDesc field is specified and must immediately precede it.
351	EncodedSecurityDesc	data
Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.
460	Product	Product
Indicates the type of product the security is associated with (high-level category)
461	CFICode	string
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.
470	CountryOfIssue	Country
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.
471	StateOrProvinceOfIssue	string
A two-character state or province abbreviation.
472	LocaleOfIssue	string
The three-character IATA code for a locale (e.g. airport code for Municipal Bonds).
541	MaturityDate	LocalMktDate
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.
543	InstrRegistry	string
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.
667	ContractSettlMonth	MonthYear
Must be present for MBS/TBA
691	Pool	string
Identifies MBS / ABS pool
762	SecuritySubType	string
Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.
873	DatedDate	LocalMktDate
If different from IssueDate
874	InterestAccrualDate	LocalMktDate
If different from IssueDate and DatedDate
875	CPProgram	CPProgram
The program under which a commercial paper is issued
876	CPRegType	string
The registration type of a commercial paper issuance
947	StrikeCurrency	Currency
Used for derivatives
	EvntGrp	EvntGrp	✔
Number of repeating EventType group entries.
	SecAltIDGrp	SecAltIDGrp	✔
Number of alternate Security Identifiers

InstrumentExtension

AllocationInstruction

AllocationInstructionAlert

AllocationReport

Confirmation

SecurityDefinition

SecurityDefinitionRequest

SecurityListRequest

SecurityStatus

SecurityStatusRequest

TradeCaptureReportRequest

RelSymDerivSecGrp

SecListGrp

Tag	Name	Type	Required
668	DeliveryForm	DeliveryForm
Identifies the form of delivery.
869	PctAtRisk	Percentage
Percent at risk due to lowest possible call.
	AttrbGrp	AttrbGrp	✔
Number of repeating InstrAttrib group entries.

InstrumentLeg

Tag	Name	Type	Required
248	LegCouponPaymentDate	LocalMktDate

249	LegIssueDate	LocalMktDate

250	LegRepoCollateralSecurityType	string

251	LegRepurchaseTerm	int

252	LegRepurchaseRate	Percentage

253	LegFactor	float

254	LegRedemptionDate	LocalMktDate

257	LegCreditRating	string

556	LegCurrency	Currency
Specific to the (not in )
566	LegPrice	Price
Provide only if a Price is required for a specific leg. Used for anchoring the overall multileg security price to a specific leg Price.
596	LegCountryOfIssue	Country

597	LegStateOrProvinceOfIssue	string

598	LegLocaleOfIssue	string

599	LegInstrRegistry	string

600	LegSymbol	string

601	LegSymbolSfx	string

602	LegSecurityID	string

603	LegSecurityIDSource	string

607	LegProduct	int

608	LegCFICode	string

609	LegSecurityType	string

610	LegMaturityMonthYear	MonthYear

611	LegMaturityDate	LocalMktDate

612	LegStrikePrice	Price

613	LegOptAttribute	char

614	LegContractMultiplier	float

615	LegCouponRate	Percentage

616	LegSecurityExchange	Exchange

617	LegIssuer	string

618	EncodedLegIssuerLen	Length

619	EncodedLegIssuer	data

620	LegSecurityDesc	string

621	EncodedLegSecurityDescLen	Length

622	EncodedLegSecurityDesc	data

623	LegRatioQty	float
Specific to the (not in )
624	LegSide	char
Specific to the (not in )
739	LegDatedDate	LocalMktDate

740	LegPool	string
Identifies MBS / ABS pool
764	LegSecuritySubType	string

942	LegStrikeCurrency	Currency

955	LegContractSettlMonth	MonthYear

956	LegInterestAccrualDate	LocalMktDate

1017	LegOptionRatio	float

	LegSecAltIDGrp	LegSecAltIDGrp	✔

LegBenchmarkCurveData

InstrmtLegSecListGrp

LegQuotGrp

QuotReqLegsGrp

Tag	Name	Type
676	LegBenchmarkCurveCurrency	Currency

677	LegBenchmarkCurveName	string

678	LegBenchmarkCurvePoint	string

679	LegBenchmarkPrice	Price

680	LegBenchmarkPriceType	int

OrderQtyData

DontKnowTrade

ExecutionAcknowledgement

ExecutionReport

IOI

MultilegOrderCancelReplace

NewOrderMultileg

NewOrderSingle

OrderCancelReplaceRequest

Tag	Name	Type
38	OrderQty	Qty
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.
152	CashOrderQty	Qty
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.
468	RoundingDirection	RoundingDirection
For CIV - Optional
469	RoundingModulus	float
For CIV - Optional
516	OrderPercent	Percentage
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

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

RootParties

Tag	Name	Type	Required
1116	NoRootPartyIDs	NumInGroup
Repeating group below should contain unique combinations of RootPartyID, RootPartyIDSource, and RootPartyRole

RootSubParties

Tag	Name	Type	Required
1120	NoRootPartySubIDs	NumInGroup
Repeating group of RootParty sub-identifiers.

SecLstUpdRelSymsLegGrp

Tag	Name	Type	Required
555	NoLegs	NumInGroup
Number of legs that make up the Security

SettlInstructionsData

Tag	Name	Type	Required
169	StandInstDbType	StandInstDbType
Required if AllocSettlInstType = 3 (should not be populated otherwise)
170	StandInstDbName	string
Required if AllocSettlInstType = 3 (should not be populated otherwise)
171	StandInstDbID	string
Identifier used within the StandInstDbType Required if AllocSettlInstType = 3 (should not be populated otherwise)
172	SettlDeliveryType	SettlDeliveryType
Required if AllocSettlInstType = 1 or 2
	DlvyInstGrp	DlvyInstGrp	✔
Required (and must be > 0) if AllocSettlInstType = 2 (should not be populated otherwise)

SideTrdRegTS

TrdCapRptSideGrp

Tag	Name	Type	Required
1016	NoSideTrdRegTS	NumInGroup

SpreadOrBenchmarkCurveData

AllocationInstruction

AllocationInstructionAlert

CrossOrderCancelReplaceRequest

OrderCancelReplaceRequest

Tag	Name	Type
218	Spread	PriceOffset
For Fixed Income
220	BenchmarkCurveCurrency	Currency

221	BenchmarkCurveName	BenchmarkCurveName

222	BenchmarkCurvePoint	string

662	BenchmarkPrice	Price

663	BenchmarkPriceType	int
Must be present if BenchmarkPrice is used.
699	BenchmarkSecurityID	string
The identifier of the benchmark security, e.g. Treasury against Corporate bond.
761	BenchmarkSecurityIDSource	string
Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block.

TriggeringInstruction

Tag	Name	Type
1100	TriggerType	TriggerType
Required if any other Triggering tags are specified.
1110	TriggerNewPrice	Price
Should be specified if the order changes Price.

UnderlyingAmount

Tag	Name	Type	Required
984	NoUnderlyingAmounts	NumInGroup

UnderlyingInstrument

DerivativeSecurityList

DerivativeSecurityListRequest

OrderMassCancelReport

OrderMassCancelRequest

OrderMassStatusRequest

Tag	Name	Type	Required
241	UnderlyingCouponPaymentDate	LocalMktDate

242	UnderlyingIssueDate	LocalMktDate

243	UnderlyingRepoCollateralSecurityType	string

244	UnderlyingRepurchaseTerm	int

245	UnderlyingRepurchaseRate	Percentage

246	UnderlyingFactor	float

247	UnderlyingRedemptionDate	LocalMktDate

256	UnderlyingCreditRating	string

305	UnderlyingSecurityIDSource	string

306	UnderlyingIssuer	string

307	UnderlyingSecurityDesc	string

308	UnderlyingSecurityExchange	Exchange

309	UnderlyingSecurityID	string

310	UnderlyingSecurityType	string

311	UnderlyingSymbol	string

312	UnderlyingSymbolSfx	string

313	UnderlyingMaturityMonthYear	MonthYear

316	UnderlyingStrikePrice	Price

317	UnderlyingOptAttribute	char

318	UnderlyingCurrency	Currency
Specific to the (not in )
362	EncodedUnderlyingIssuerLen	Length

363	EncodedUnderlyingIssuer	data

364	EncodedUnderlyingSecurityDescLen	Length

365	EncodedUnderlyingSecurityDesc	data

435	UnderlyingCouponRate	Percentage

436	UnderlyingContractMultiplier	float

462	UnderlyingProduct	int

463	UnderlyingCFICode	string

542	UnderlyingMaturityDate	LocalMktDate

592	UnderlyingCountryOfIssue	Country

593	UnderlyingStateOrProvinceOfIssue	string

594	UnderlyingLocaleOfIssue	string

595	UnderlyingInstrRegistry	string

763	UnderlyingSecuritySubType	string

810	UnderlyingPx	Price
Specific to the (not in ) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.
877	UnderlyingCPProgram	string

878	UnderlyingCPRegType	string

879	UnderlyingQty	Qty
Specific to the (not in ) Unit amount of the underlying security (par, shares, currency, etc.)
882	UnderlyingDirtyPrice	Price
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
883	UnderlyingEndPrice	Price
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.
884	UnderlyingStartValue	Amt
Specific to the (not in ) Currency value attributed to this collateral at the start of the agreement
885	UnderlyingCurrentValue	Amt
Specific to the (not in ) Currency value currently attributed to this collateral
886	UnderlyingEndValue	Amt
Specific to the (not in ) Currency value attributed to this collateral at the end of the agreement
941	UnderlyingStrikeCurrency	Currency

1038	UnderlyingCapValue	Amt

	UndSecAltIDGrp	UndSecAltIDGrp	✔

	UnderlyingStipulations	UnderlyingStipulations	✔
Specific to the (not in ) Insert here the contents of the Component Block
	UndlyInstrumentParties	UndlyInstrumentParties	✔

YieldData

AllocationInstruction

AllocationInstructionAlert

AllocationReport

Confirmation

CrossOrderCancelReplaceRequest

OrderCancelReplaceRequest

Tag	Name	Type
235	YieldType	YieldType

236	Yield	Percentage

696	YieldRedemptionDate	LocalMktDate

697	YieldRedemptionPrice	Price

698	YieldRedemptionPriceType	int

701	YieldCalcDate	LocalMktDate

interval

Name	Type	Required
duration	Duration	✔

start_time	UTCTimestamp	✔

Repeating Groups

AffectedOrdGrp

OrderMassCancelReport

Tag	Name	Type
41	OrigClOrdID	string
Required if NoAffectedOrders > 0 Indicates the client order id of an order affected by the Order Mass Cancel Request.
534	NoAffectedOrders	NumInGroup
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
535	AffectedOrderID	string
Contains the OrderID assigned by the counterparty of an affected order. Not required as part of the repeating group.
536	AffectedSecondaryOrderID	string
Contains the SecondaryOrderID assigned by the counterparty of an affected order. Not required as part of the repeating group

AllocAckGrp

AllocationInstructionAck

AllocationReportAck

Tag	Name	Type
78	NoAllocs	NumInGroup
This repeating group is optionally used for messages with AllocStatus = 2 (account level reject), AllocStatus = 0 (accepted), to provide details of the individual accounts that were accepted or rejected. In the case of a reject, the reasons for the rejection should be specified. This group should not be populated where AllocStatus has any other value. Indicates number of allocation groups to follow.
79	AllocAccount	string
Required if NoAllocs > 0. Must be first field in repeating group.
161	AllocText	string
Free format text field related to this AllocAccount (can be used here to hold text relating to the rejection of this AllocAccount)
360	EncodedAllocTextLen	Length
Must be set if EncodedAllocText field is specified and must immediately precede it.
361	EncodedAllocText	data
Encoded (non-ASCII characters) representation of the AllocText field in the encoded format specified via the MessageEncoding field.
366	AllocPrice	Price
Used when performing "executed price" vs. "average price" allocations (e.g. Japan). AllocAccount plus AllocPrice form a unique Allocs entry. Used in lieu of AllocAvgPx.
467	IndividualAllocID	string

661	AllocAcctIDSource	int

776	IndividualAllocRejCode	int
Required if NoAllocs > 0.

AllocGrp

AllocationInstruction

AllocationInstructionAlert

AllocationReport

Tag	Name	Type	Required
78	NoAllocs	NumInGroup
Conditionally required except when AllocTransType = Cancel, or when AllocType = Ready-to-book or Warehouse instruction
79	AllocAccount	string
May be the same value as BrokerOfCredit if ProcessCode is step-out or soft-dollar step-out and Institution does not wish to disclose individual account breakdowns to the ExecBroker. Required if NoAllocs > 0. Must be first field in repeating group. Conditionally required except when for AllocTransType="Cancel", or when AllocType= "Ready-To-Book" or "Warehouse instruction".
80	AllocQty	Qty
Conditionally required except when for AllocTransType="Cancel", or when AllocType= "Ready-To-Book" or "Warehouse instruction".
81	ProcessCode	ProcessCode

119	SettlCurrAmt	Amt
Replaced by AllocSettlCurrAmt
120	SettlCurrency	Currency
Replaced by AllocSettlCurrency SettlCurrency for this AllocAccount if different from "overall" Currency. Required if SettlCurrAmt is specified.
153	AllocAvgPx	Price
AvgPx for this AllocAccount. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points) for this allocation. For Fixed Income always express value as "percent of par".
154	AllocNetMoney	Amt
NetMoney for this AllocAccount ((AllocQty * AllocAvgPx) - Commission - sum of MiscFeeAmt + AccruedInterestAmt) if a Sell ((AllocQty * AllocAvgPx) + Commission + sum of MiscFeeAmt + AccruedInterestAmt) if a Buy
155	SettlCurrFxRate	float
Foreign exchange rate used to compute AllocSettlCurrAmt from Currency to AllocSettlCurrency
156	SettlCurrFxRateCalc	SettlCurrFxRateCalc
Specifies whether the SettlCurrFxRate should be multiplied or divided
161	AllocText	string
Free format text field related to this AllocAccount
208	NotifyBrokerOfCredit	NotifyBrokerOfCredit

209	AllocHandlInst	AllocHandlInst

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

573	MatchStatus	MatchStatus

661	AllocAcctIDSource	int

736	AllocSettlCurrency	Currency
AllocSettlCurrency for this AllocAccount if different from "overall" Currency. Required if AllocSettlCurrAmt is specified.
737	AllocSettlCurrAmt	Amt
AllocNetMoney in AllocSettlCurrency for this AllocAccount if AllocSettlCurrency is different from "overall" Currency
741	AllocInterestAtMaturity	Amt
Applicable for securities that pay interest in lump-sum at maturity
742	AllocAccruedInterestAmt	Amt
Applicable for Convertible Bonds and fixed income
780	AllocSettlInstType	AllocSettlInstType
Used to indicate whether settlement instructions are provided on this message, and if not, how they are to be derived. Absence of this field implies use of default instructions.
	ClrInstGrp	ClrInstGrp	✔

	CommissionData	CommissionData	✔
Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages"
	MiscFeesGrp	MiscFeesGrp	✔

	NestedParties	NestedParties	✔
Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" Used for NestedPartyRole=BrokerOfCredit, ClientID, Settlement location (PSET), etc. Note: this field can be used for settlement location (PSET) information.
	SettlInstructionsData	SettlInstructionsData	✔
Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" Used to communicate settlement instructions for this AllocAccount detail. Required if AllocSettlInstType = 2 or 3.

AttrbGrp

InstrumentExtension

Tag	Name	Type
870	NoInstrAttrib	NumInGroup

871	InstrAttribType	InstrAttribType

872	InstrAttribValue	string

BidCompReqGrp

BidRequest

Tag	Name	Type
1	Account	string

54	Side	Side
When used in request for a "Disclosed" bid indicates that bid is required on assumption that SideValue1 is Buy or Sell. SideValue2 can be derived by inference.
63	SettlType	SettlType

64	SettlDate	LocalMktDate
Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
66	ListID	string
Required if NoBidComponents > 0. Must be first field in repeating group.
336	TradingSessionID	string
Indicates off-exchange type activities for Detail.
420	NoBidComponents	NumInGroup
Used if BidType="Disclosed"
430	NetGrossInd	NetGrossInd
Indicates Net or Gross for selling Detail.
625	TradingSessionSubID	string

660	AcctIDSource	AcctIDSource

BidCompRspGrp

BidResponse

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

63	SettlType	SettlType

64	SettlDate	LocalMktDate
Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
66	ListID	string

336	TradingSessionID	string

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

430	NetGrossInd	NetGrossInd
Net/Gross
625	TradingSessionSubID	string

	CommissionData	CommissionData	✔
Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages" First element of price. Required if NoBidComponents > 0.

BidDescReqGrp

BidRequest

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

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

ClrInstGrp

AllocGrp

TrdCapRptAckSideGrp

TrdCapRptSideGrp

Tag	Name	Type
576	NoClearingInstructions	NumInGroup
Nested Repeating Group follows
577	ClearingInstruction	ClearingInstruction
Required if NoClearingInstructions > 0

CollInqQualGrp

CollateralInquiry

CollateralInquiryAck

Tag	Name	Type
896	CollInquiryQualifier	CollInquiryQualifier
Required if NoCollInquiryQualifier > 0 Type of collateral inquiry
938	NoCollInquiryQualifier	NumInGroup
Number of qualifiers to inquiry

CompIDReqGrp

NetworkCounterpartySystemStatusRequest

Tag	Name	Type
283	LocationID	string
Used to restrict updates/request to specific LocationID
284	DeskID	string
Used to restrict updates/request to specific DeskID
930	RefCompID	string
Used to restrict updates/request to specific CompID
931	RefSubID	string
Used to restrict updates/request to specific SubID
936	NoCompIDs	NumInGroup
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.

CompIDStatGrp

NetworkCounterpartySystemStatusResponse

Tag	Name	Type	Required
283	LocationID	string
LocationID that status is being report for.
284	DeskID	string
DeskID that status is being report for.
928	StatusValue	StatusValue	✔

929	StatusText	string
Additional Information, i.e. "National Holiday"
930	RefCompID	string	✔
CompID that status is being report for. Required if NoCompIDs > 0,
931	RefSubID	string
SubID that status is being report for.
936	NoCompIDs	NumInGroup	✔
Specifies the number of repeating CompId’s

ContAmtGrp

ExecutionReport

TrdCapRptAckSideGrp

TrdCapRptSideGrp

Tag	Name	Type
518	NoContAmts	NumInGroup
Number of contract details in this message (number of repeating groups to follow)
519	ContAmtType	ContAmtType
Must be first field in the repeating group.
520	ContAmtValue	float

521	ContAmtCurr	Currency

ContraGrp

ExecutionReport

Tag	Name	Type
337	ContraTrader	string

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

438	ContraTradeTime	UTCTimestamp

655	ContraLegRefID	string

CpctyConfGrp

Confirmation

Tag	Name	Type	Required
528	OrderCapacity	OrderCapacity	✔
Specifies the capacity of the firm executing the order(s)
529	OrderRestrictions	OrderRestrictions

862	NoCapacities	NumInGroup	✔
Indicates number of repeating entries. Nested Repeating Group follows
863	OrderCapacityQty	Qty	✔
The quantity that was executed under this capacity (e.g. quantity executed as agent, as principal etc.). Sum of OrderCapacityQty values must equal this message’s AllocQty.

DlvyInstGrp

SettlInstructionsData

Tag	Name	Type	Required
85	NoDlvyInst	NumInGroup

165	SettlInstSource	SettlInstSource

787	DlvyInstType	DlvyInstType

	SettlParties	SettlParties	✔

EvntGrp

Instrument

Tag	Name	Type
864	NoEvents	NumInGroup

865	EventType	EventType

866	EventDate	LocalMktDate

867	EventPx	Price

868	EventText	string

ExecAllocGrp

AllocationInstruction

AllocationInstructionAlert

AllocationReport

Tag	Name	Type
17	ExecID	string

29	LastCapacity	LastCapacity
Used to identify whether the trade was executed on an agency or principal basis.
31	LastPx	Price
Price of individual execution. Required if NoExecs > 0
32	LastQty	Qty
Amount of quantity (e.g. number of shares) in individual execution. Required if NoExecs > 0
124	NoExecs	NumInGroup
Indicates number of individual execution repeating group entries to follow. Absence of this field indicates that no individual execution entries are included. Primarily used to support step-outs.
527	SecondaryExecID	string

669	LastParPx	Price
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

ExecCollGrp

Tag	Name	Type
17	ExecID	string
Required if NoExecs > 0
124	NoExecs	NumInGroup
Executions for which collateral is required

ExecsGrp

Tag	Name	Type
17	ExecID	string

124	NoExecs	NumInGroup

IOIQualGrp

IOI

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

InstrmtGrp

News

Tag	Name	Type	Required
146	NoRelatedSym	NumInGroup
Specifies the number of repeating symbols (instruments) specified
	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"

InstrmtLegExecGrp

ExecutionReport

Tag	Name	Type	Required
555	NoLegs	NumInGroup
Number of legs Identifies a Multi-leg Execution if present and non-zero.
564	LegPositionEffect	char
Provide if the PositionEffect for the leg is different from that specified for the overall multileg security
565	LegCoveredOrUncovered	int
Provide if the CoveredOrUncovered for the leg is different from that specified for the overall multileg security.
587	LegSettlType	char

588	LegSettlDate	LocalMktDate
Takes precedence over LegSettlType value and conditionally required/omitted for specific LegSettlType values.
637	LegLastPx	Price
Used to report the execution price assigned to the leg of the multileg instrument
654	LegRefID	string
Used to identify a specific leg.
687	LegQty	Qty

690	LegSwapType	LegSwapType
Instead of LegQty – requests that the sellside calculate LegQty based on opposite Leg
	InstrumentLeg	InstrumentLeg	✔
Must be provided if Number of legs > 0
	LegStipulations	LegStipulations	✔

	NestedParties	NestedParties	✔
Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" Used for NestedPartyRole=Leg Clearing Firm/Account, Leg Account/Account Type

InstrmtLegGrp

AllocationInstruction

AllocationInstructionAlert

CrossOrderCancelReplaceRequest

CrossOrderCancelRequest

DontKnowTrade

ExecutionAcknowledgement

MarketDataSnapshotFullRefresh

NewOrderCross

News

PositionMaintenanceReport

PositionMaintenanceRequest

PositionReport

QuoteStatusRequest

RequestForPositions

RequestForPositionsAck

SecurityDefinition

SecurityDefinitionRequest

SecurityListRequest

SecurityStatus

SecurityStatusRequest

TradeCaptureReportRequest

TradeCaptureReportRequestAck

Tag	Name	Type	Required
555	NoLegs	NumInGroup
Number of legs Identifies a Multi-leg Execution if present and non-zero.
	InstrumentLeg	InstrumentLeg	✔
Must be provided if Number of legs > 0

InstrmtLegIOIGrp

IOI

Tag	Name	Type	Required
555	NoLegs	NumInGroup
Required for multileg IOIs
682	LegIOIQty	string
Required for multileg IOIs and for each leg.
	InstrumentLeg	InstrumentLeg	✔
Required for multileg IOIs For Swaps one leg is Buy and other leg is Sell
	LegStipulations	LegStipulations	✔

InstrmtLegSecListGrp

SecListGrp

Tag	Name	Type	Required
555	NoLegs	NumInGroup
Number of legs that make up the Security
587	LegSettlType	char

690	LegSwapType	LegSwapType

	InstrumentLeg	InstrumentLeg	✔
Insert here the set of "Instrument Legs" (leg symbology) fields defined in "Common Components of Application Messages" Required if NoLegs > 0
	LegBenchmarkCurveData	LegBenchmarkCurveData	✔
Insert here the set of "LegBenchmarkCurveData" (leg symbology) fields defined in "Common Components of Application Messages" Required if NoLegs > 0
	LegStipulations	LegStipulations	✔
Insert here the set of "LegStipulations" (leg symbology) fields defined in "Common Components of Application Messages" Required if NoLegs > 0

InstrmtMDReqGrp

MarketDataRequest

Tag	Name	Type	Required
146	NoRelatedSym	NumInGroup	✔
Number of symbols (instruments) requested.
	InstrmtLegGrp	InstrmtLegGrp	✔

	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
	UndInstrmtGrp	UndInstrmtGrp	✔

InstrmtStrkPxGrp

ListStrikePrice

Tag	Name	Type	Required
428	NoStrikes	NumInGroup	✔
Number of strike price entries
	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Required if NoStrikes > 0. Must be first field in repeating group.

InstrumentParties

Tag	Name	Type	Required
1018	NoInstrumentParties	NumInGroup
Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole
1019	InstrumentPartyID	string
Used to identify party id related to instrument
1050	InstrumentPartyIDSource	char
Used to identify source of instrument party id
1051	InstrumentPartyRole	int
Used to identify the role of instrument party id
	InstrumentPtysSubGrp	InstrumentPtysSubGrp	✔
Repeating group of InstrumentParty sub-identifiers.

InstrumentPtysSubGrp

InstrumentParties

Tag	Name	Type
1052	NoInstrumentPartySubIDs	NumInGroup

1053	InstrumentPartySubID	string

1054	InstrumentPartySubIDType	int

LegOrdGrp

MultilegOrderCancelReplace

NewOrderMultileg

Tag	Name	Type	Required
555	NoLegs	NumInGroup	✔
Number of legs Can be zero (e.g. standardized multileg instrument such as an Option strategy) – must be provided even if zero
564	LegPositionEffect	char
Provide if the PositionEffect for the leg is different from that specified for the overall multileg security
565	LegCoveredOrUncovered	int
Provide if the CoveredOrUncovered for the leg is different from that specified for the overall multileg security.
587	LegSettlType	char
Refer to values for SettlType (63)
588	LegSettlDate	LocalMktDate
Refer to values for SettlDate (64)
654	LegRefID	string
Used to identify a specific leg.
687	LegQty	Qty

690	LegSwapType	LegSwapType

	InstrumentLeg	InstrumentLeg	✔
Must be provided if Number of legs > 0
	LegPreAllocGrp	LegPreAllocGrp	✔

	LegStipulations	LegStipulations	✔

	NestedParties	NestedParties	✔
Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" Used for NestedPartyRole=Leg Clearing Firm/Account, Leg Account/Account Type

LegPreAllocGrp

LegOrdGrp

Tag	Name	Type	Required
670	NoLegAllocs	NumInGroup

671	LegAllocAccount	string

672	LegIndividualAllocID	string

673	LegAllocQty	Qty

674	LegAllocAcctIDSource	string

675	LegSettlCurrency	Currency

	NestedParties2	NestedParties2	✔
Insert here the set of "Nested Parties #2" (firm identification "second instance of nesting" within additional repeating group) fields defined in "Common Components of Application Messages"

LegQuotGrp

Quote

QuoteResponse

Tag	Name	Type	Required
555	NoLegs	NumInGroup
Required for multileg quotes
587	LegSettlType	char

588	LegSettlDate	LocalMktDate

681	LegBidPx	Price

684	LegOfferPx	Price

686	LegPriceType	int
Code to represent type of price presented in LegBidPx and LegOfferPx. Required if LegBidPx or PegOfferPx is present.
687	LegQty	Qty

690	LegSwapType	LegSwapType

	InstrumentLeg	InstrumentLeg	✔
Required for multileg quotes For Swaps one leg is Buy and other leg is Sell
	LegBenchmarkCurveData	LegBenchmarkCurveData	✔

	LegStipulations	LegStipulations	✔

	NestedParties	NestedParties	✔

LegQuotStatGrp

QuoteStatusReport

Tag	Name	Type	Required
555	NoLegs	NumInGroup
Required for multileg quote status reports
587	LegSettlType	char

588	LegSettlDate	LocalMktDate

687	LegQty	Qty

690	LegSwapType	LegSwapType

	InstrumentLeg	InstrumentLeg	✔
Required for multileg quote status reports For Swaps one leg is Buy and other leg is Sell
	LegStipulations	LegStipulations	✔

	NestedParties	NestedParties	✔

LegSecAltIDGrp

InstrumentLeg

Tag	Name	Type
604	NoLegSecurityAltID	NumInGroup

605	LegSecurityAltID	string

606	LegSecurityAltIDSource	string

LegStipulations

Tag	Name	Type
683	NoLegStipulations	NumInGroup

688	LegStipulationType	string
Required if NoLegStipulations >0
689	LegStipulationValue	string

LinesOfTextGrp

News

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

ListOrdGrp

NewOrderList

Tag	Name	Type	Required
1	Account	string

11	ClOrdID	string	✔
Must be the first field in the repeating group.
15	Currency	Currency

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

23	IOIID	string
Required for Previously Indicated Orders (OrdType=E)
40	OrdType	OrdType

44	Price	Price

54	Side	Side	✔
Note: to indicate the side of SideValue1 or SideValue2, specify Side=Undisclosed and SideValueInd=either the SideValue1 or SideValue2 indicator.
58	Text	string

59	TimeInForce	TimeInForce

60	TransactTime	UTCTimestamp

63	SettlType	SettlType

64	SettlDate	LocalMktDate
Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
67	ListSeqNo	int	✔
Order number within the list
70	AllocID	string
Use to assign an ID to the block of individual preallocations
73	NoOrders	NumInGroup	✔
Number of orders in this message (number of repeating groups to follow)
75	TradeDate	LocalMktDate

77	PositionEffect	PositionEffect

81	ProcessCode	ProcessCode

99	StopPx	Price

100	ExDestination	Exchange

110	MinQty	Qty

111	MaxFloor	Qty

114	LocateReqd	LocateReqd
Required for short sell orders
117	QuoteID	string
Required for Previously Quoted Orders (OrdType=D)
120	SettlCurrency	Currency

121	ForexReq	ForexReq

126	ExpireTime	UTCTimestamp
Conditionally required if TimeInForce = GTD and ExpireDate is not specified.
140	PrevClosePx	Price
Useful for verifying security identification
160	SettlInstMode	SettlInstMode

168	EffectiveTime	UTCTimestamp

192	OrderQty2	Qty
Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.
193	SettlDate2	LocalMktDate
Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.
203	CoveredOrUncovered	CoveredOrUncovered

210	MaxShow	Qty

229	TradeOriginationDate	LocalMktDate

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

377	SolicitedFlag	SolicitedFlag

401	SideValueInd	SideValueInd
Refers to the SideValue1 or SideValue2. These are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell.
423	PriceType	PriceType

427	GTBookingInst	GTBookingInst
States whether executions are booked out or accumulated on a partially filled GT order
432	ExpireDate	LocalMktDate
Conditionally required if TimeInForce = GTD and ExpireTime is not specified.
494	Designation	string
Supplementary registration information for this Order within the List
526	SecondaryClOrdID	string

528	OrderCapacity	OrderCapacity

529	OrderRestrictions	OrderRestrictions

544	CashMargin	CashMargin

581	AccountType	AccountType

582	CustOrderCapacity	CustOrderCapacity

583	ClOrdLinkID	string

589	DayBookingInst	DayBookingInst

590	BookingUnit	BookingUnit

591	PreallocMethod	PreallocMethod

635	ClearingFeeIndicator	ClearingFeeIndicator

640	Price2	Price
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).
660	AcctIDSource	AcctIDSource

775	BookingType	BookingType
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.
847	TargetStrategy	TargetStrategy
The target strategy of the order
848	TargetStrategyParameters	string
For further specification of the TargetStrategy
849	ParticipationRate	Percentage
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)
854	QtyType	QtyType

	CommissionData	CommissionData	✔
Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages"
	DiscretionInstructions	DiscretionInstructions	✔
Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages"
	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
	OrderQtyData	OrderQtyData	✔
Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages"
	Parties	Parties	✔
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
	PegInstructions	PegInstructions	✔
Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages"
	PreAllocGrp	PreAllocGrp	✔

	SpreadOrBenchmarkCurveData	SpreadOrBenchmarkCurveData	✔
Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages"
	Stipulations	Stipulations	✔
Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages"
	TrdgSesGrp	TrdgSesGrp	✔

	UndInstrmtGrp	UndInstrmtGrp	✔

	YieldData	YieldData	✔
Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages"

MDFullGrp

MarketDataSnapshotFullRefresh

Tag	Name	Type	Required
15	Currency	Currency
Can be used to specify the currency of the quoted price.
18	ExecInst	ExecInst
Can contain multiple instructions, space delimited.
37	OrderID	string
For optional use when this Bid, Offer, or Trade represents an order
58	Text	string
Text to describe the Market Data Entry. Part of repeating group.
59	TimeInForce	TimeInForce
For optional use when this Bid or Offer represents an order
83	RptSeq	int
Used to identify the sequence number within a feed type
110	MinQty	Qty
For optional use when this Bid or Offer represents an order
126	ExpireTime	UTCTimestamp
For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry.
268	NoMDEntries	NumInGroup	✔
Number of entries following.
269	MDEntryType	MDEntryType	✔
Must be the first field in this repeating group.
270	MDEntryPx	Price
Conditionally required if MDEntryType is not Imbalance(A) ), Trade Volume (B), or Open Interest(C); Conditionally required when MDEntryType = "auction clearing price"
271	MDEntrySize	Qty
Conditionally required if MDEntryType = Bid(0), Offer(1), Trade(2) ), Trade Volume (B), or Open Interest(C) conditionally required when MDEntryType = "auction clearing price"
272	MDEntryDate	UTCDateOnly

273	MDEntryTime	UTCTimeOnly

274	TickDirection	TickDirection

275	MDMkt	Exchange
Market posting quote / trade. Valid values: See Volume 6: Appendix 6-C
276	QuoteCondition	QuoteCondition
Space-delimited list of conditions describing a quote.
277	TradeCondition	TradeCondition
Space-delimited list of conditions describing a trade
282	MDEntryOriginator	string

283	LocationID	string

284	DeskID	string

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

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

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

625	TradingSessionSubID	string

811	PriceDelta	float

MDIncGrp

MarketDataIncrementalRefresh

Tag	Name	Type	Required
15	Currency	Currency
Can be used to specify the currency of the quoted price.
18	ExecInst	ExecInst
Can contain multiple instructions, space delimited.
37	OrderID	string
For optional use when this Bid, Offer, or Trade represents an order
58	Text	string
Text to describe the Market Data Entry. Part of repeating group.
59	TimeInForce	TimeInForce
For optional use when this Bid or Offer represents an order
110	MinQty	Qty
For optional use when this Bid or Offer represents an order
126	ExpireTime	UTCTimestamp
For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry.
268	NoMDEntries	NumInGroup	✔
Number of entries following.
269	MDEntryType	MDEntryType
Conditionally required if MDUpdateAction = New(0). Cannot be changed.
270	MDEntryPx	Price
Conditionally required when MDUpdateAction = New(0) and MDEntryType is not Imbalance(A) ), Trade Volume (B), or Open Interest (C). Conditionally required when MDEntryType = "auction clearing price"
271	MDEntrySize	Qty
Conditionally required when MDUpdateAction = New(0) andMDEntryType = Bid(0), Offer(1), Trade(2) ), Trade Volume(B), or Open Interest(C). Conditionally required when MDEntryType = "auction clearing price"
272	MDEntryDate	UTCDateOnly

273	MDEntryTime	UTCTimeOnly

274	TickDirection	TickDirection

275	MDMkt	Exchange
Market posting quote / trade. Valid values: See Volume 6: Appendix 6-C
276	QuoteCondition	QuoteCondition
Space-delimited list of conditions describing a quote.
277	TradeCondition	TradeCondition
Space-delimited list of conditions describing a trade
278	MDEntryID	string
If specified, must be unique among currently active entries if MDUpdateAction = New (0), must be the same as a previous MDEntryID if MDUpdateAction = Delete (2), and must be the same as a previous MDEntryID if MDUpdateAction = Change (1) and MDEntryRefID is not specified, or must be unique among currently active entries if MDUpdateAction = Change(1) and MDEntryRefID is specified..
279	MDUpdateAction	MDUpdateAction	✔
Must be first field in this repeating group.
280	MDEntryRefID	string
If MDUpdateAction = New(0), for the first Market Data Entry in a message, either this field or a Symbol must be specified. If MDUpdateAction = Change(1), this must refer to a previous MDEntryID.
282	MDEntryOriginator	string

283	LocationID	string

284	DeskID	string

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

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

292	CorporateAction	CorporateAction

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

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

546	Scope	Scope

625	TradingSessionSubID	string

811	PriceDelta	float

	InstrmtLegGrp	InstrmtLegGrp	✔

	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Either Symbol (the instrument component block) or MDEntryRefID must be specified if MDUpdateAction = New(0) for the first Market Data Entry in a message. For subsequent Market Data Entries where MDUpdateAction = New(0), the default is the instrument used in the previous Market Data Entry if neither Symbol nor MDEntryRefID are specified, or in the case of options and futures, the previous instrument with changes specified in MaturityMonthYear, MaturityDay, StrikePrice, OptAttribute, and SecurityExchange. May not be changed.
	UndInstrmtGrp	UndInstrmtGrp	✔

MDReqGrp

MarketDataRequest

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

MDRjctGrp

MarketDataRequestReject

Tag	Name	Type
816	NoAltMDSource	NumInGroup

817	AltMDSourceID	string
Alternative Market Data Source

MiscFeesGrp

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

139	MiscFeeType	MiscFeeType
Required if NoMiscFees > 0
891	MiscFeeBasis	MiscFeeBasis

MsgTypeGrp

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

NestedParties

Tag	Name	Type	Required
524	NestedPartyID	string
Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0.
525	NestedPartyIDSource	char
Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.
538	NestedPartyRole	int
Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0.
539	NoNestedPartyIDs	NumInGroup
Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole
	NstdPtysSubGrp	NstdPtysSubGrp	✔
Repeating group of NestedParty sub-identifiers.

NestedParties2

LegPreAllocGrp

OrdAllocGrp

TrdAllocGrp

Tag	Name	Type	Required
756	NoNested2PartyIDs	NumInGroup
Repeating group below should contain unique combinations of Nested2PartyID, Nested2PartyIDSource, and Nested2PartyRole
757	Nested2PartyID	string
Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0.
758	Nested2PartyIDSource	char
Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0.
759	Nested2PartyRole	int
Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0.
	NstdPtys2SubGrp	NstdPtys2SubGrp	✔
Repeating group of Nested2Party sub-identifiers.

NestedParties3

PreAllocMlegGrp

Tag	Name	Type	Required
948	NoNested3PartyIDs	NumInGroup
Repeating group below should contain unique combinations of Nested3PartyID, Nested3PartyIDSource, and Nested3PartyRole
949	Nested3PartyID	string
Used to identify source of Nested3PartyID. Required if Nested3PartyIDSource is specified. Required if NoNested3PartyIDs > 0.
950	Nested3PartyIDSource	char
Used to identify class source of Nested3PartyID value (e.g. BIC). Required if Nested3PartyID is specified. Required if NoNested3PartyIDs > 0.
951	Nested3PartyRole	int
Identifies the type of Nested3PartyID (e.g. Executing Broker). Required if NoNested3PartyIDs > 0.
	NstdPtys3SubGrp	NstdPtys3SubGrp	✔
Repeating group of Nested3Party sub-identifiers.

NstdPtys2SubGrp

NestedParties2

Tag	Name	Type
760	Nested2PartySubID	string

806	NoNested2PartySubIDs	NumInGroup

807	Nested2PartySubIDType	int

NstdPtys3SubGrp

NestedParties3

Tag	Name	Type
952	NoNested3PartySubIDs	NumInGroup

953	Nested3PartySubID	string

954	Nested3PartySubIDType	int

NstdPtysSubGrp

NestedParties

Tag	Name	Type
545	NestedPartySubID	string

804	NoNestedPartySubIDs	NumInGroup

805	NestedPartySubIDType	int

OrdAllocGrp

AllocationInstruction

AllocationInstructionAlert

AllocationReport

Confirmation

ConfirmationRequest

Tag	Name	Type	Required
11	ClOrdID	string
Order ID assigned by client if order(s) were electronically delivered and executed. If order(s) were manually delivered this field should contain string "MANUAL".Note where an order has undergone one or more cancel/replaces, this should be the ClOrdID of the most recent version of the order Required when NoOrders > 0 and must be the first repeating field in the group.
37	OrderID	string

38	OrderQty	Qty

66	ListID	string
Required for List Orders.
73	NoOrders	NumInGroup
Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1
198	SecondaryOrderID	string
Can be used to provide order id used by exchange or executing system.
526	SecondaryClOrdID	string

799	OrderAvgPx	Price
Average price for this order
800	OrderBookingQty	Qty
Quantity of this order that is being booked out by this message (will be equal to or less than this order's OrderQty) Note that the sum of the OrderBookingQty values in this repeating group must equal the total quantity being allocated (in Quantity (53) field)
	NestedParties2	NestedParties2	✔
Insert here the set of "NestedParties2" fields defined in "Common Components of Application Messages" This is used to identify the executing broker for step in/give in trades

OrdListStatGrp

ListStatus

Tag	Name	Type	Required
6	AvgPx	Price	✔

11	ClOrdID	string	✔

14	CumQty	Qty	✔

39	OrdStatus	OrdStatus	✔

58	Text	string

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

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

636	WorkingIndicator	WorkingIndicator
For optional use with OrdStatus = 0 (New)

Parties

AllocationInstruction

AllocationInstructionAck

AllocationInstructionAlert

MassQuoteAcknowledgement

MultilegOrderCancelReplace

NewOrderMultileg

NewOrderSingle

OrderCancelReplaceRequest

OrderCancelRequest

OrderMassStatusRequest

OrderStatusRequest

PositionMaintenanceReport

PositionMaintenanceRequest

RegistrationInstructions

RegistrationInstructionsResponse

RequestForPositions

RequestForPositionsAck

SettlementInstructionRequest

TradeCaptureReportRequest

Tag	Name	Type	Required
447	PartyIDSource	PartyIDSource
Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.
448	PartyID	string
Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0.
452	PartyRole	PartyRole
Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.
453	NoPartyIDs	NumInGroup
Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole
	PtysSubGrp	PtysSubGrp	✔
Repeating group of Party sub-identifiers.

PosUndInstrmtGrp

PositionReport

Tag	Name	Type	Required
711	NoUnderlyings	NumInGroup

732	UnderlyingSettlPrice	Price

733	UnderlyingSettlPriceType	int
Values = Final, Theoretical
	UnderlyingInstrument	UnderlyingInstrument	✔
Insert here the set of "Underlying Instrument" (underlying symbology) fields defined in "Common Components of Application Messages" Required if NoUnderlyings > 0

PositionAmountData

AssignmentReport

PositionMaintenanceReport

PositionReport

TradeCaptureReport

Tag	Name	Type
707	PosAmtType	PosAmtType

708	PosAmt	Amt

753	NoPosAmt	NumInGroup
Number of Position Amount entries

PositionQty

AssignmentReport

PositionMaintenanceReport

PositionMaintenanceRequest

PositionReport

Tag	Name	Type	Required
702	NoPositions	NumInGroup

703	PosType	PosType
Required if NoPositions > 1
704	LongQty	Qty

705	ShortQty	Qty

706	PosQtyStatus	PosQtyStatus

	NestedParties	NestedParties	✔
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

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

467	IndividualAllocID	string

661	AllocAcctIDSource	int

736	AllocSettlCurrency	Currency

	NestedParties	NestedParties	✔
Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" Used for NestedPartyRole=Clearing Firm

PreAllocMlegGrp

MultilegOrderCancelReplace

NewOrderMultileg

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

467	IndividualAllocID	string

661	AllocAcctIDSource	int

736	AllocSettlCurrency	Currency

	NestedParties3	NestedParties3	✔
Insert here the set of "NestedParties3" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages"

PtysSubGrp

Parties

Tag	Name	Type
523	PartySubID	string

802	NoPartySubIDs	NumInGroup

803	PartySubIDType	PartySubIDType

QuotCxlEntriesGrp

QuoteCancel

Tag	Name	Type	Required
295	NoQuoteEntries	NumInGroup
The number of securities (instruments) whose quotes are to be canceled Not required when cancelling all quotes.
	FinancingDetails	FinancingDetails	✔
Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
	InstrmtLegGrp	InstrmtLegGrp	✔

	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
	UndInstrmtGrp	UndInstrmtGrp	✔

QuotEntryAckGrp

QuotSetAckGrp

Tag	Name	Type	Required
15	Currency	Currency
Can be used to specify the currency of the quoted price.
40	OrdType	OrdType
Can be used to specify the type of order the quote is for
60	TransactTime	UTCTimestamp

62	ValidUntilTime	UTCTimestamp

64	SettlDate	LocalMktDate
Can be used with forex quotes to specify a specific "value date"
132	BidPx	Price
If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified.
133	OfferPx	Price
If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified.
134	BidSize	Qty

135	OfferSize	Qty

188	BidSpotRate	Price
May be applicable for F/X quotes
189	BidForwardPoints	PriceOffset
May be applicable for F/X quotes
190	OfferSpotRate	Price
May be applicable for F/X quotes
191	OfferForwardPoints	PriceOffset
May be applicable for F/X quotes
192	OrderQty2	Qty
Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.
193	SettlDate2	LocalMktDate
Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.
295	NoQuoteEntries	NumInGroup
The number of quotes for this Symbol (QuoteSet) that follow in this message.
299	QuoteEntryID	string
Uniquely identifies the quote as part of a QuoteSet. First field in repeating group. Required if NoQuoteEntries > 0.
336	TradingSessionID	string

368	QuoteEntryRejectReason	int
Reason Quote Entry was rejected.
625	TradingSessionSubID	string

631	MidPx	Price

632	BidYield	Percentage

633	MidYield	Percentage

634	OfferYield	Percentage

642	BidForwardPoints2	PriceOffset
Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value
643	OfferForwardPoints2	PriceOffset
Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value
	InstrmtLegGrp	InstrmtLegGrp	✔

	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"

QuotEntryGrp

QuotSetGrp

Tag	Name	Type	Required
15	Currency	Currency
Can be used to specify the currency of the quoted price.
40	OrdType	OrdType
Can be used to specify the type of order the quote is for
60	TransactTime	UTCTimestamp

62	ValidUntilTime	UTCTimestamp

64	SettlDate	LocalMktDate
Can be used with forex quotes to specify a specific "value date"
132	BidPx	Price
If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified.
133	OfferPx	Price
If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified.
134	BidSize	Qty

135	OfferSize	Qty

188	BidSpotRate	Price
May be applicable for F/X quotes
189	BidForwardPoints	PriceOffset
May be applicable for F/X quotes
190	OfferSpotRate	Price
May be applicable for F/X quotes
191	OfferForwardPoints	PriceOffset
May be applicable for F/X quotes
192	OrderQty2	Qty
Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.
193	SettlDate2	LocalMktDate
Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.
295	NoQuoteEntries	NumInGroup	✔
The number of quotes for this Symbol (instrument) (QuoteSet) that follow in this message. Nested Repeating Group follows
299	QuoteEntryID	string	✔
Uniquely identifies the quote as part of a QuoteSet. Must be used if NoQuoteEntries is used
336	TradingSessionID	string

625	TradingSessionSubID	string

631	MidPx	Price

632	BidYield	Percentage

633	MidYield	Percentage

634	OfferYield	Percentage

642	BidForwardPoints2	PriceOffset
Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value
643	OfferForwardPoints2	PriceOffset
Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value
	InstrmtLegGrp	InstrmtLegGrp	✔

	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"

QuotQualGrp

Tag	Name	Type
695	QuoteQualifier	char
Required if NoQuoteQualifiers > 1
735	NoQuoteQualifiers	NumInGroup

QuotReqGrp

QuoteRequest

Tag	Name	Type	Required
1	Account	string

15	Currency	Currency
Can be used to specify the desired currency of the quoted price. May differ from the ‘normal’ trading currency of the instrument being quote requested.
40	OrdType	OrdType
Can be used to specify the type of order the quote request is for
44	Price	Price
Quoted or target price
54	Side	Side
If OrdType = "Forex - Swap", should be the side of the future portion of a F/X swap. The absence of a side implies that a two-sided quote is being requested. For single instrument use. FX values, 1 = Buy, 2 = Sell; This is from the perspective of the Initiator. If absent then a two-sided quote is being requested for spot or forward.
60	TransactTime	UTCTimestamp
Time transaction was entered
62	ValidUntilTime	UTCTimestamp
Used by the quote initiator to indicate the period of time the resulting Quote must be valid until
63	SettlType	SettlType

64	SettlDate	LocalMktDate
Can be used (e.g. with forex quotes) to specify the desired "value date"
126	ExpireTime	UTCTimestamp
The time when Quote Request will expire.
140	PrevClosePx	Price
Useful for verifying security identification
146	NoRelatedSym	NumInGroup	✔
Number of related symbols (instruments) in Request
192	OrderQty2	Qty
Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.
193	SettlDate2	LocalMktDate
Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.
229	TradeOriginationDate	LocalMktDate

303	QuoteRequestType	QuoteRequestType
Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated.
336	TradingSessionID	string

423	PriceType	PriceType

537	QuoteType	QuoteType
Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable) Valid values used by FX in the request: 0 = Indicative, 1 = Tradeable; Absence implies a request for an indicative quote.
581	AccountType	AccountType

625	TradingSessionSubID	string

640	Price2	Price
Can be used with OrdType = "Forex - Swap" to specify the Quoted or target price for the future portion of a F/X swap.
660	AcctIDSource	AcctIDSource

692	QuotePriceType	QuotePriceType
Initiator can specify the price type the quote needs to be quoted at. If not specified, the Respondent has option to specify how quote is quoted.
854	QtyType	QtyType
Type of quantity specified in a quantity field. For FX, if used, should be "0".
	FinancingDetails	FinancingDetails	✔
Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
	OrderQtyData	OrderQtyData	✔
Required for single instrument quoting. Required for Fixed Income if QuoteType is Tradeable.
	Parties	Parties	✔

	QuotQualGrp	QuotQualGrp	✔

	QuotReqLegsGrp	QuotReqLegsGrp	✔

	SpreadOrBenchmarkCurveData	SpreadOrBenchmarkCurveData	✔
Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages"
	Stipulations	Stipulations	✔
Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages"
	UndInstrmtGrp	UndInstrmtGrp	✔

	YieldData	YieldData	✔
Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages"

QuotReqLegsGrp

QuotReqGrp

QuotReqRjctGrp

Tag	Name	Type	Required
555	NoLegs	NumInGroup
Required for multileg quotes.
587	LegSettlType	char

588	LegSettlDate	LocalMktDate

687	LegQty	Qty

690	LegSwapType	LegSwapType

	InstrumentLeg	InstrumentLeg	✔
Required for multileg quotes For Swaps one leg is Buy and other leg is Sell
	LegBenchmarkCurveData	LegBenchmarkCurveData	✔

	LegStipulations	LegStipulations	✔

	NestedParties	NestedParties	✔

QuotReqRjctGrp

QuoteRequestReject

Tag	Name	Type	Required
1	Account	string

15	Currency	Currency
Can be used to specify the desired currency of the quoted price. May differ from the ‘normal’ trading currency of the instrument being quote requested.
40	OrdType	OrdType
Can be used to specify the type of order the quote request is for
44	Price	Price
Quoted or target price
54	Side	Side
If OrdType = "Forex - Swap", should be the side of the future portion of a F/X swap. The absence of a side implies that a two-sided quote is being requested. Required if specified in Quote Request message.
60	TransactTime	UTCTimestamp
Time transaction was entered
63	SettlType	SettlType

64	SettlDate	LocalMktDate
Can be used (e.g. with forex quotes) to specify the desired "value date"
126	ExpireTime	UTCTimestamp
The time when Quote Request will expire.
140	PrevClosePx	Price
Useful for verifying security identification
146	NoRelatedSym	NumInGroup	✔
Number of related symbols (instruments) in Request
192	OrderQty2	Qty
Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.
193	SettlDate2	LocalMktDate
Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.
229	TradeOriginationDate	LocalMktDate

303	QuoteRequestType	QuoteRequestType
Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated.
336	TradingSessionID	string

423	PriceType	PriceType

537	QuoteType	QuoteType
Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable)
581	AccountType	AccountType

625	TradingSessionSubID	string

640	Price2	Price
Can be used with OrdType = "Forex - Swap" to specify the Quoted or target price for the future portion of a F/X swap.
660	AcctIDSource	AcctIDSource

692	QuotePriceType	QuotePriceType
Initiator can specify the price type the quote needs to be quoted at. If not specified, the Respondent has option to specify how quote is quoted.
854	QtyType	QtyType

	FinancingDetails	FinancingDetails	✔
Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
	OrderQtyData	OrderQtyData	✔
Insert here the set of "OrderQytData" fields defined in "Common Components of Application Messages" Required if component is specified in Quote Request message.
	Parties	Parties	✔
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
	QuotQualGrp	QuotQualGrp	✔

	QuotReqLegsGrp	QuotReqLegsGrp	✔

	SpreadOrBenchmarkCurveData	SpreadOrBenchmarkCurveData	✔
Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages"
	Stipulations	Stipulations	✔
Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages"
	UndInstrmtGrp	UndInstrmtGrp	✔

	YieldData	YieldData	✔
Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages"

QuotSetAckGrp

MassQuoteAcknowledgement

Tag	Name	Type	Required
296	NoQuoteSets	NumInGroup
The number of sets of quotes in the message
302	QuoteSetID	string
First field in repeating group. Required if NoQuoteSets > 0
304	TotNoQuoteEntries	int
Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set. Required if NoQuoteEntries > 0
893	LastFragment	LastFragment
Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
	QuotEntryAckGrp	QuotEntryAckGrp	✔

	UnderlyingInstrument	UnderlyingInstrument	✔
Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" Required if NoQuoteSets > 0

QuotSetGrp

MassQuote

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

893	LastFragment	LastFragment
Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
	QuotEntryGrp	QuotEntryGrp	✔

	UnderlyingInstrument	UnderlyingInstrument	✔
Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages"

RFQReqGrp

RFQRequest

Tag	Name	Type	Required
140	PrevClosePx	Price
Useful for verifying security identification
146	NoRelatedSym	NumInGroup	✔
Number of related symbols (instruments) in Request
303	QuoteRequestType	QuoteRequestType
Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated.
336	TradingSessionID	string

537	QuoteType	QuoteType
Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable)
625	TradingSessionSubID	string

	InstrmtLegGrp	InstrmtLegGrp	✔

	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
	UndInstrmtGrp	UndInstrmtGrp	✔

RelSymDerivSecGrp

DerivativeSecurityList

Tag	Name	Type	Required
15	Currency	Currency

58	Text	string
Comment, instructions, or other identifying information.
146	NoRelatedSym	NumInGroup
Specifies the number of repeating symbols (instruments) specified
336	TradingSessionID	string

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

827	ExpirationCycle	ExpirationCycle

	InstrmtLegGrp	InstrmtLegGrp	✔

	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" of the requested Security
	InstrumentExtension	InstrumentExtension	✔
Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages"

RgstDistInstGrp

RegistrationInstructions

Tag	Name	Type
477	DistribPaymentMethod	DistribPaymentMethod
Must be first field in the repeating group if NoDistribInsts > 0.
478	CashDistribCurr	Currency

498	CashDistribAgentName	string

499	CashDistribAgentCode	string

500	CashDistribAgentAcctNumber	string

501	CashDistribPayRef	string

502	CashDistribAgentAcctName	string

510	NoDistribInsts	NumInGroup
Number of Distribution instructions in this message (number of repeating groups to follow)
512	DistribPercentage	Percentage

RgstDtlsGrp

RegistrationInstructions

Tag	Name	Type	Required
473	NoRegistDtls	NumInGroup
Number of registration details in this message (number of repeating groups to follow)
474	MailingDtls	string

475	InvestorCountryOfResidence	Country

482	MailingInst	string

486	DateOfBirth	LocalMktDate

509	RegistDtls	string
Must be first field in the repeating group
511	RegistEmail	string

522	OwnerType	OwnerType

	NestedParties	NestedParties	✔
Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" Used for NestedPartyRole=InvestorID

RoutingGrp

IOI

News

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

SecAltIDGrp

Instrument

Tag	Name	Type
454	NoSecurityAltID	NumInGroup

455	SecurityAltID	string

456	SecurityAltIDSource	string

SecListGrp

SecurityList

Tag	Name	Type	Required
15	Currency	Currency

58	Text	string
Comment, instructions, or other identifying information.
146	NoRelatedSym	NumInGroup
Specifies the number of repeating symbols (instruments) specified
336	TradingSessionID	string

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

562	MinTradeVol	Qty

625	TradingSessionSubID	string

827	ExpirationCycle	ExpirationCycle

	FinancingDetails	FinancingDetails	✔
Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"
	InstrmtLegSecListGrp	InstrmtLegSecListGrp	✔

	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" of the requested Security
	InstrumentExtension	InstrumentExtension	✔
Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages"
	SpreadOrBenchmarkCurveData	SpreadOrBenchmarkCurveData	✔
Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages"
	Stipulations	Stipulations	✔
Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages"
	UndInstrmtGrp	UndInstrmtGrp	✔

	YieldData	YieldData	✔
Insert here the set of "YieldData" fields defined in "Common Components of Application Messages"

SecLstUpdRelSymGrp

SecurityListUpdateReport

Tag	Name	Type	Required
146	NoRelatedSym	NumInGroup
Specifies the number of repeating symbols (instruments) specified
	YieldData	YieldData	✔
Insert here the set of " YieldData " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES "

SecTypesGrp

SecurityTypes

Tag	Name	Type
167	SecurityType	SecurityType
Required if NoSecurityTypes > 0
460	Product	Product

461	CFICode	string

558	NoSecurityTypes	NumInGroup

762	SecuritySubType	string

SettlInstGrp

SettlementInstructions

Tag	Name	Type	Required
54	Side	Side
Can be used for SettleInstMode 1 if SSIs are being provided for a particular side.
126	ExpireTime	UTCTimestamp
Termination date/time for this settlement instruction.
162	SettlInstID	string
Unique ID for this settlement instruction. Required except where SettlInstMode is 5=Reject SSI request
163	SettlInstTransType	SettlInstTransType
New, Replace, Cancel or Restate Required except where SettlInstMode is 5=Reject SSI request
167	SecurityType	SecurityType
Can be used for SettleInstMode 1 if SSIs are being provided for a particular security type (as alternative to CFICode).
168	EffectiveTime	UTCTimestamp
Effective (start) date/time for this settlement instruction. Required except where SettlInstMode is 5=Reject SSI request
214	SettlInstRefID	string
Required where SettlInstTransType is Cancel or Replace
460	Product	Product
Can be used for SettleInstMode 1 if SSIs are being provided for a particular product.
461	CFICode	string
Can be used for SettleInstMode 1 if SSIs are being provided for a particular security type (as identified by CFI code).
476	PaymentRef	string
For use with CIV settlement instructions
488	CardHolderName	string
For use with CIV settlement instructions
489	CardNumber	string
For use with CIV settlement instructions
490	CardExpDate	LocalMktDate
For use with CIV settlement instructions
491	CardIssNum	string
For use with CIV settlement instructions
492	PaymentMethod	PaymentMethod
For use with CIV settlement instructions
503	CardStartDate	LocalMktDate
For use with CIV settlement instructions
504	PaymentDate	LocalMktDate
For use with CIV settlement instructions
505	PaymentRemitterID	string
For use with CIV settlement instructions
778	NoSettlInst	NumInGroup
Required except where SettlInstMode is 5=Reject SSI request
779	LastUpdateTime	UTCTimestamp
Date/time this settlement instruction was last updated (or created if not updated since creation). Required except where SettlInstMode is 5=Reject SSI request
	Parties	Parties	✔
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Used here for settlement location. Also used for executing broker for CIV settlement instructions
	SettlInstructionsData	SettlInstructionsData	✔
Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages"

SettlParties

DlvyInstGrp

Tag	Name	Type	Required
781	NoSettlPartyIDs	NumInGroup
Repeating group below should contain unique combinations of SettlPartyID, SettlPartyIDSource, and SettlPartyRole
782	SettlPartyID	string
Used to identify source of SettlPartyID. Required if SettlPartyIDSource is specified. Required if NoSettlPartyIDs > 0.
783	SettlPartyIDSource	char
Used to identify class source of SettlPartyID value (e.g. BIC). Required if SettlPartyID is specified. Required if NoSettlPartyIDs > 0.
784	SettlPartyRole	int
Identifies the type of SettlPartyID (e.g. Executing Broker). Required if NoSettlPartyIDs > 0.
	SettlPtysSubGrp	SettlPtysSubGrp	✔
Repeating group of SettlParty sub-identifiers.

SettlPtysSubGrp

SettlParties

Tag	Name	Type
785	SettlPartySubID	string

786	SettlPartySubIDType	int

801	NoSettlPartySubIDs	NumInGroup

SideCrossOrdCxlGrp

CrossOrderCancelRequest

Tag	Name	Type	Required
11	ClOrdID	string	✔
Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor.
41	OrigClOrdID	string	✔

54	Side	Side	✔

58	Text	string

75	TradeDate	LocalMktDate

229	TradeOriginationDate	LocalMktDate

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

526	SecondaryClOrdID	string

552	NoSides	NumInGroup	✔
Must be 1 or 2
583	ClOrdLinkID	string

586	OrigOrdModTime	UTCTimestamp

	OrderQtyData	OrderQtyData	✔
Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages"
	Parties	Parties	✔
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"

SideCrossOrdModGrp

CrossOrderCancelReplaceRequest

NewOrderCross

Tag	Name	Type	Required
1	Account	string

11	ClOrdID	string	✔
Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor.
54	Side	Side	✔

58	Text	string

70	AllocID	string
Use to assign an identifier to the block of preallocations
75	TradeDate	LocalMktDate

77	PositionEffect	PositionEffect
For use in derivatives omnibus accounting
120	SettlCurrency	Currency
Required if ForexReq = Y.
121	ForexReq	ForexReq
Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.
203	CoveredOrUncovered	CoveredOrUncovered
For use with derivatives, such as options
229	TradeOriginationDate	LocalMktDate

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

526	SecondaryClOrdID	string

528	OrderCapacity	OrderCapacity

529	OrderRestrictions	OrderRestrictions

544	CashMargin	CashMargin

552	NoSides	NumInGroup	✔
Must be 1 or 2 1 or 2 if CrossType=1 2 otherwise
581	AccountType	AccountType

582	CustOrderCapacity	CustOrderCapacity

583	ClOrdLinkID	string

589	DayBookingInst	DayBookingInst

590	BookingUnit	BookingUnit

591	PreallocMethod	PreallocMethod

635	ClearingFeeIndicator	ClearingFeeIndicator

659	SideComplianceID	string

660	AcctIDSource	AcctIDSource

775	BookingType	BookingType
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.
854	QtyType	QtyType

	CommissionData	CommissionData	✔
Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages"
	OrderQtyData	OrderQtyData	✔
Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages"
	Parties	Parties	✔
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
	PreAllocGrp	PreAllocGrp	✔

Stipulations

AllocationInstruction

AllocationInstructionAlert

CrossOrderCancelReplaceRequest

Tag	Name	Type
232	NoStipulations	NumInGroup

233	StipulationType	StipulationType
Required if NoStipulations >0
234	StipulationValue	string

StrategyParametersGrp

Tag	Name	Type
957	NoStrategyParameters	NumInGroup
Indicates number of strategy parameters
958	StrategyParameterName	string
Name of parameter
959	StrategyParameterType	StrategyParameterType
Datatype of the parameter.
960	StrategyParameterValue	string
Value of the parameter

TrdAllocGrp

TrdCapRptAckSideGrp

TrdCapRptSideGrp

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

467	IndividualAllocID	string

661	AllocAcctIDSource	int

736	AllocSettlCurrency	Currency

	NestedParties2	NestedParties2	✔
Insert here the set of "NestedParties2" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages"

TrdCapDtGrp

TradeCaptureReportRequest

Tag	Name	Type
60	TransactTime	UTCTimestamp
To request trades for a specific time.
75	TradeDate	LocalMktDate
Used when reporting other than current day trades. Conditionally required if NoDates > 0
580	NoDates	NumInGroup
Number of date ranges provided (must be 1 or 2 if specified)

TrdCapRptAckSideGrp

Tag	Name	Type	Required
1	Account	string

11	ClOrdID	string

15	Currency	Currency

18	ExecInst	ExecInst

37	OrderID	string

40	OrdType	OrdType

54	Side	Side	✔

66	ListID	string

70	AllocID	string

77	PositionEffect	PositionEffect

81	ProcessCode	ProcessCode

118	NetMoney	Amt

119	SettlCurrAmt	Amt

120	SettlCurrency	Currency

155	SettlCurrFxRate	float

156	SettlCurrFxRateCalc	SettlCurrFxRateCalc

157	NumDaysInterest	int

158	AccruedInterestRate	Percentage

159	AccruedInterestAmt	Amt

198	SecondaryOrderID	string

230	ExDate	LocalMktDate

237	TotalTakedown	Amt

238	Concession	Amt

336	TradingSessionID	string

376	ComplianceID	string

377	SolicitedFlag	SolicitedFlag

483	TransBkdTime	UTCTimestamp

526	SecondaryClOrdID	string

528	OrderCapacity	OrderCapacity

529	OrderRestrictions	OrderRestrictions

552	NoSides	NumInGroup	✔

575	OddLot	OddLot

578	TradeInputSource	string

579	TradeInputDevice	string

581	AccountType	AccountType

582	CustOrderCapacity	CustOrderCapacity

591	PreallocMethod	PreallocMethod

625	TradingSessionSubID	string

660	AcctIDSource	AcctIDSource

738	InterestAtMaturity	Amt

752	SideMultiLegReportingType	SideMultiLegReportingType

821	OrderInputDevice	string

825	ExchangeRule	string

826	TradeAllocIndicator	TradeAllocIndicator

920	EndAccruedInterestAmt	Amt

921	StartCash	Amt

922	EndCash	Amt

943	TimeBracket	string

1008	SideTrdSubTyp	int

	ClrInstGrp	ClrInstGrp	✔

	CommissionData	CommissionData	✔
Insert here here the set of "Commission Data" fields defined in "Common Components of Application Messages"
	ContAmtGrp	ContAmtGrp	✔

	MiscFeesGrp	MiscFeesGrp	✔

	Parties	Parties	✔
Insert here here the set of "Parties" fields defined in "Common Components of Application Messages"
	Stipulations	Stipulations	✔
Insert here here the set of "Stipulations" fields defined in "Common Components of Application Messages"
	TrdAllocGrp	TrdAllocGrp	✔

TrdCapRptSideGrp

TradeCaptureReport

Tag	Name	Type	Required
1	Account	string
Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary
11	ClOrdID	string
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).
15	Currency	Currency

18	ExecInst	ExecInst
Execution Instruction from the order associated with the trade
37	OrderID	string
OrderID should be conditionally required when Trade Capture Report is used for back office processing.
40	OrdType	OrdType
Order type from the order associated with the trade
54	Side	Side	✔

58	Text	string
May be used by the executing market to record any execution Details that are particular to that market
66	ListID	string

70	AllocID	string
Used to assign an ID to the block of preallocations
77	PositionEffect	PositionEffect
For use in derivatives omnibus accounting
81	ProcessCode	ProcessCode
Used to specify Step-out trades
118	NetMoney	Amt
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.
119	SettlCurrAmt	Amt
Used to report results of forex accommodation trade
120	SettlCurrency	Currency
Used to report results of forex accommodation trade
155	SettlCurrFxRate	float
Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency
156	SettlCurrFxRateCalc	SettlCurrFxRateCalc
Specifies whether the SettlCurrFxRate should be multiplied or divided
157	NumDaysInterest	int

158	AccruedInterestRate	Percentage

159	AccruedInterestAmt	Amt

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

237	TotalTakedown	Amt

238	Concession	Amt

336	TradingSessionID	string

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

377	SolicitedFlag	SolicitedFlag

483	TransBkdTime	UTCTimestamp
A date and time stamp to indicate when this order was booked. For Equities, this is the time at which an order was received by an Exchange or Marketplace. For CIV, this is the time that a Fund Manager booked an order for execution at the next valuation point.
526	SecondaryClOrdID	string
Can be used to provide secondary client order identifiers associated with this trade.
528	OrderCapacity	OrderCapacity
The capacity of the participant for this trade ( principal or agent for example).
529	OrderRestrictions	OrderRestrictions
Restrictions associated with the participant and their capacity for this trade.
552	NoSides	NumInGroup	✔
Number of sides
575	OddLot	OddLot

578	TradeInputSource	string

579	TradeInputDevice	string

581	AccountType	AccountType
Specifies type of account
582	CustOrderCapacity	CustOrderCapacity
The customer capacity for this trade
591	PreallocMethod	PreallocMethod

625	TradingSessionSubID	string

660	AcctIDSource	AcctIDSource

738	InterestAtMaturity	Amt

752	SideMultiLegReportingType	SideMultiLegReportingType
Default is a single security if not specified. Provided to support the scenario where a single leg instrument trades against an individual leg of a multileg instrument.
821	OrderInputDevice	string

825	ExchangeRule	string
Used to report any exchange rules that apply to this trade.
826	TradeAllocIndicator	TradeAllocIndicator
Identifies if the trade is to be allocated
920	EndAccruedInterestAmt	Amt
For repurchase agreements the accrued interest on termination.
921	StartCash	Amt
For repurchase agreements the start (dirty) cash consideration
922	EndCash	Amt
For repurchase agreements the end (dirty) cash consideration
943	TimeBracket	string

	ClrInstGrp	ClrInstGrp	✔

	CommissionData	CommissionData	✔
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.
	ContAmtGrp	ContAmtGrp	✔

	MiscFeesGrp	MiscFeesGrp	✔

	Parties	Parties	✔
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Range of values on report:
	SideTrdRegTS	SideTrdRegTS	✔
Used to indicate the regulatory time stamp on one side of a multi-sided Trade Capture Report.
	Stipulations	Stipulations	✔

	TrdAllocGrp	TrdAllocGrp	✔

TrdCollGrp

Tag	Name	Type
571	TradeReportID	string
Required if NoTrades > 0
818	SecondaryTradeReportID	string

897	NoTrades	NumInGroup
Trades for which collateral is required

TrdInstrmtLegGrp

TradeCaptureReport

Tag	Name	Type	Required
555	NoLegs	NumInGroup
Number of legs Identifies a Multi-leg Execution if present and non-zero.
564	LegPositionEffect	char
Provide if the PositionEffect for the leg is different from that specified for the overall multileg security
565	LegCoveredOrUncovered	int
Provide if the CoveredOrUncovered for the leg is different from that specified for the overall multileg security.
587	LegSettlType	char

588	LegSettlDate	LocalMktDate
Takes precedence over LegSettlmntTyp value and conditionally required/omitted for specific LegSettlType values.
637	LegLastPx	Price
Used to report the execution price assigned to the leg of the multileg instrument
654	LegRefID	string
Used to identify a specific leg.
687	LegQty	Qty

690	LegSwapType	LegSwapType
Instead of LegQty – requests that the sellside calculate LegQty based on opposite Leg
	InstrumentLeg	InstrumentLeg	✔
Must be provided if Number of legs > 0
	LegStipulations	LegStipulations	✔

	NestedParties	NestedParties	✔
Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" Used for NestedPartyRole=Leg Clearing Firm/Account, Leg Account/Account Type

TrdRegTimestamps

TradeCaptureReportAck

Tag	Name	Type
768	NoTrdRegTimestamps	NumInGroup

769	TrdRegTimestamp	UTCTimestamp
Required if NoTrdRegTimestamps > 1
770	TrdRegTimestampType	TrdRegTimestampType
Required if NoTrdRegTimestamps > 1
771	TrdRegTimestampOrigin	string

TrdSessLstGrp

TradingSessionList

Tag	Name	Type	Required
342	TradSesOpenTime	UTCTimestamp
Time of the opening of the trading session
386	NoTradingSessions	NumInGroup	✔

TrdgSesGrp

CrossOrderCancelReplaceRequest

MarketDataRequest

MultilegOrderCancelReplace

NewOrderCross

NewOrderMultileg

NewOrderSingle

OrderCancelReplaceRequest

PositionMaintenanceReport

PositionMaintenanceRequest

RequestForPositions

ListOrdGrp

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

UndInstrmtCollGrp

CollateralAssignment

CollateralRequest

CollateralResponse

Tag	Name	Type	Required
711	NoUnderlyings	NumInGroup
Number of legs that make up the Security
944	CollAction	CollAction
Required if NoUnderlyings > 0
	UnderlyingInstrument	UnderlyingInstrument	✔
Insert here the set of "Underlying Instrument" fields defined in "Common Components of Application Messages" Required if NoUnderlyings > 0

UndInstrmtGrp

AllocationInstruction

AllocationInstructionAlert

CrossOrderCancelReplaceRequest

CrossOrderCancelRequest

DontKnowTrade

ExecutionAcknowledgement

ExecutionReport

IOI

MarketDataSnapshotFullRefresh

MultilegOrderCancelReplace

OrderCancelReplaceRequest

OrderCancelRequest

OrderStatusRequest

PositionMaintenanceReport

PositionMaintenanceRequest

RequestForPositionsAck

SecurityDefinition

SecurityDefinitionRequest

SecurityListRequest

SecurityStatus

SecurityStatusRequest

TradeCaptureReport

TradeCaptureReportRequest

TradeCaptureReportRequestAck

Tag	Name	Type	Required
711	NoUnderlyings	NumInGroup
Number of underlyings
	UnderlyingInstrument	UnderlyingInstrument	✔
Must be provided if Number of underlyings > 0

UndInstrmtStrkPxGrp

ListStrikePrice

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

44	Price	Price	✔

54	Side	Side

58	Text	string

140	PrevClosePx	Price
Useful for verifying security identification
354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
526	SecondaryClOrdID	string

711	NoUnderlyings	NumInGroup
Number of underlyings
	UnderlyingInstrument	UnderlyingInstrument	✔
Must be provided if Number of underlyings > 0

UndSecAltIDGrp

UnderlyingInstrument

Tag	Name	Type
457	NoUnderlyingSecurityAltID	NumInGroup

458	UnderlyingSecurityAltID	string

459	UnderlyingSecurityAltIDSource	string

UnderlyingStipulations

UnderlyingInstrument

Tag	Name	Type
887	NoUnderlyingStips	NumInGroup

888	UnderlyingStipType	string
Required if NoUnderlyingStips >0
889	UnderlyingStipValue	string

UndlyInstrumentParties

UnderlyingInstrument

Tag	Name	Type	Required
1058	NoUndlyInstrumentParties	NumInGroup
Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole
1059	UndlyInstrumentPartyID	string
Used to identify party id related to instrument
1060	UndlyInstrumentPartyIDSource	char
Used to identify source of instrument party id
1061	UndlyInstrumentPartyRole	int
Used to identify the role of instrument party id
	UndlyInstrumentPtysSubGrp	UndlyInstrumentPtysSubGrp	✔
Repeating group of InstrumentParty sub-identifiers.

UndlyInstrumentPtysSubGrp

UndlyInstrumentParties

Tag	Name	Type
1062	NoUndlyInstrumentPartySubIDs	NumInGroup

1063	UndlyInstrumentPartySubID	string

1064	UndlyInstrumentPartySubIDType	int

Fields

Tagged Fields available for Business Messages

Name	Tag	Type	Member of:
Account	1	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
			BidCompReqGrp
			ListOrdGrp
			QuotReqGrp
			QuotReqRjctGrp
			SideCrossOrdModGrp
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
AdvId	2	string	Advertisement
AdvRefID	3	string	Advertisement
AdvSide	4	AdvSide	Advertisement
AdvTransType	5	AdvTransType	Advertisement
AvgPx	6	Price	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			Confirmation
			ExecutionAcknowledgement
			ExecutionReport
			TradeCaptureReport
			OrdListStatGrp
BeginString	8	string
BodyLength	9	Length
CheckSum	10	string
ClOrdID	11	string	CollateralAssignment
			CollateralInquiry
			CollateralInquiryAck
			CollateralReport
			CollateralRequest
			CollateralResponse
			Email
			ExecutionAcknowledgement
			ExecutionReport
			MultilegOrderCancelReplace
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReject
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderMassCancelReport
			OrderMassCancelRequest
			OrderStatusRequest
			QuoteRequest
			QuoteResponse
			RegistrationInstructions
			RegistrationInstructionsResponse
			SettlementInstructions
			TradeCaptureReportRequest
			ListOrdGrp
			OrdAllocGrp
			OrdListStatGrp
			SideCrossOrdCxlGrp
			SideCrossOrdModGrp
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
			UndInstrmtStrkPxGrp
Commission	12	Amt	Quote
			QuoteResponse
			QuoteStatusReport
			CommissionData
CommType	13	CommType	Quote
			QuoteResponse
			QuoteStatusReport
			CommissionData
CumQty	14	Qty	ExecutionAcknowledgement
			ExecutionReport
			OrdListStatGrp
Currency	15	Currency	Advertisement
			AllocationInstruction
			AllocationInstructionAlert
			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
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
			UndInstrmtStrkPxGrp
ExecID	17	string	DontKnowTrade
			ExecutionAcknowledgement
			ExecutionReport
			TradeCaptureReport
			TradeCaptureReportAck
			TradeCaptureReportRequest
			ExecAllocGrp
			ExecCollGrp
			ExecsGrp
ExecInst	18	ExecInst	CrossOrderCancelReplaceRequest
			ExecutionReport
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			ListOrdGrp
			MDFullGrp
			MDIncGrp
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
ExecRefID	19	string	ExecutionReport
HandlInst	21	HandlInst	CrossOrderCancelReplaceRequest
			ExecutionReport
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			ListOrdGrp
SecurityIDSource	22	SecurityIDSource	Instrument
IOIID	23	string	CrossOrderCancelReplaceRequest
			IOI
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			QuoteResponse
			ListOrdGrp
IOIQltyInd	25	IOIQltyInd	IOI
IOIRefID	26	string	IOI
IOIQty	27	IOIQty	IOI
IOITransType	28	IOITransType	IOI
LastCapacity	29	LastCapacity	ExecutionReport
LastCapacity	29	LastCapacity	ExecAllocGrp
LastMkt	30	Exchange	Advertisement
			AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			Confirmation
			ExecutionReport
			TradeCaptureReport
LastPx	31	Price	DontKnowTrade
			ExecutionAcknowledgement
			ExecutionReport
			SecurityStatus
			TradeCaptureReport
			ExecAllocGrp
LastQty	32	Qty	DontKnowTrade
			ExecutionAcknowledgement
			ExecutionReport
			TradeCaptureReport
			ExecAllocGrp
NoLinesOfText	33	NumInGroup	LinesOfTextGrp
MsgSeqNum	34	int
MsgType	35	string
OrderID	37	string	CollateralAssignment
			CollateralInquiry
			CollateralInquiryAck
			CollateralReport
			CollateralRequest
			CollateralResponse
			CrossOrderCancelReplaceRequest
			CrossOrderCancelRequest
			DontKnowTrade
			Email
			ExecutionAcknowledgement
			ExecutionReport
			MultilegOrderCancelReplace
			OrderCancelReject
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderMassCancelReport
			OrderStatusRequest
			TradeCaptureReportRequest
			MDFullGrp
			MDIncGrp
			OrdAllocGrp
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
OrderQty	38	Qty	OrdAllocGrp
OrderQty	38	Qty	OrderQtyData
OrdStatus	39	OrdStatus	ExecutionReport
			OrderCancelReject
			TradeCaptureReport
			OrdListStatGrp
OrdType	40	OrdType	CrossOrderCancelReplaceRequest
			ExecutionReport
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			Quote
			QuoteResponse
			QuoteStatusReport
			ListOrdGrp
			QuotEntryAckGrp
			QuotEntryGrp
			QuotReqGrp
			QuotReqRjctGrp
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
OrigClOrdID	41	string	ExecutionReport
			MultilegOrderCancelReplace
			OrderCancelReject
			OrderCancelReplaceRequest
			OrderCancelRequest
			AffectedOrdGrp
			SideCrossOrdCxlGrp
OrigTime	42	UTCTimestamp	Email
OrigTime	42	UTCTimestamp	News
PossDupFlag	43	Boolean
Price	44	Price	Advertisement
			CollateralAssignment
			CollateralInquiry
			CollateralReport
			CollateralRequest
			CollateralResponse
			CrossOrderCancelReplaceRequest
			ExecutionReport
			IOI
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			QuoteResponse
			QuoteStatusReport
			BidCompRspGrp
			ListOrdGrp
			QuotReqGrp
			QuotReqRjctGrp
			UndInstrmtStrkPxGrp
SecurityID	48	string	Instrument
SenderCompID	49	string
SenderSubID	50	string
SendingTime	52	UTCTimestamp
Quantity	53	Qty	Advertisement
			AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			CollateralAssignment
			CollateralInquiry
			CollateralInquiryAck
			CollateralReport
			CollateralRequest
			CollateralResponse
Side	54	Side	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			CollateralAssignment
			CollateralInquiry
			CollateralReport
			CollateralRequest
			CollateralResponse
			Confirmation
			DontKnowTrade
			ExecutionAcknowledgement
			ExecutionReport
			IOI
			MultilegOrderCancelReplace
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderMassCancelReport
			OrderMassCancelRequest
			OrderMassStatusRequest
			OrderStatusRequest
			Quote
			QuoteResponse
			QuoteStatusReport
			SettlementInstructionRequest
			TradeCaptureReportRequest
			BidCompReqGrp
			BidCompRspGrp
			ListOrdGrp
			QuotReqGrp
			QuotReqRjctGrp
			SettlInstGrp
			SideCrossOrdCxlGrp
			SideCrossOrdModGrp
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
			UndInstrmtStrkPxGrp
Symbol	55	string	Instrument
TargetCompID	56	string
TargetSubID	57	string
Text	58	string	Advertisement
			AllocationInstruction
			AllocationInstructionAck
			AllocationInstructionAlert
			AllocationReport
			AllocationReportAck
			AssignmentReport
			BidRequest
			CollateralAssignment
			CollateralInquiry
			CollateralInquiryAck
			CollateralReport
			CollateralRequest
			CollateralResponse
			Confirmation
			ConfirmationAck
			ConfirmationRequest
			ContraryIntentionReport
			DerivativeSecurityListRequest
			DontKnowTrade
			ExecutionAcknowledgement
			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
TimeInForce	59	TimeInForce	CrossOrderCancelReplaceRequest
			ExecutionReport
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			ListOrdGrp
			MDFullGrp
			MDIncGrp
TransactTime	60	UTCTimestamp	Advertisement
			AllocationInstruction
			AllocationInstructionAck
			AllocationInstructionAlert
			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
Urgency	61	Urgency	News
ValidUntilTime	62	UTCTimestamp	IOI
			Quote
			QuoteResponse
			QuoteStatusReport
			QuotEntryAckGrp
			QuotEntryGrp
			QuotReqGrp
SettlType	63	SettlType	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			Confirmation
			CrossOrderCancelReplaceRequest
			ExecutionReport
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			Quote
			QuoteResponse
			QuoteStatusReport
			TradeCaptureReport
			TradeCaptureReportAck
			BidCompReqGrp
			BidCompRspGrp
			ListOrdGrp
			QuotReqGrp
			QuotReqRjctGrp
SettlDate	64	LocalMktDate	AllocationInstruction
			AllocationInstructionAlert
			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
SymbolSfx	65	SymbolSfx	Instrument
ListID	66	string	ExecutionReport
			ListCancelRequest
			ListExecute
			ListStatus
			ListStatusRequest
			ListStrikePrice
			NewOrderList
			OrderCancelReject
			OrderCancelReplaceRequest
			OrderCancelRequest
			BidCompReqGrp
			BidCompRspGrp
			OrdAllocGrp
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
ListSeqNo	67	int	ListOrdGrp
TotNoOrders	68	int	ListStatus
TotNoOrders	68	int	NewOrderList
ListExecInst	69	string	NewOrderList
AllocID	70	string	AllocationInstruction
			AllocationInstructionAck
			AllocationInstructionAlert
			AllocationReport
			AllocationReportAck
			Confirmation
			ConfirmationRequest
			MultilegOrderCancelReplace
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			ListOrdGrp
			SideCrossOrdModGrp
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
AllocTransType	71	AllocTransType	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
RefAllocID	72	string	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
NoOrders	73	NumInGroup	ListOrdGrp
			OrdAllocGrp
			OrdListStatGrp
AvgPxPrecision	74	int	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			Confirmation
TradeDate	75	LocalMktDate	Advertisement
			AllocationInstruction
			AllocationInstructionAck
			AllocationInstructionAlert
			AllocationReport
			AllocationReportAck
			BidRequest
			Confirmation
			ConfirmationAck
			ExecutionReport
			ListCancelRequest
			MultilegOrderCancelReplace
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReject
			OrderCancelReplaceRequest
			TradeCaptureReport
			ListOrdGrp
			SideCrossOrdCxlGrp
			SideCrossOrdModGrp
			TrdCapDtGrp
PositionEffect	77	PositionEffect	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			ExecutionReport
			MultilegOrderCancelReplace
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			ListOrdGrp
			SideCrossOrdModGrp
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
NoAllocs	78	NumInGroup	AllocAckGrp
			AllocGrp
			PreAllocGrp
			PreAllocMlegGrp
			TrdAllocGrp
AllocAccount	79	string	Confirmation
			ConfirmationRequest
			SettlementInstructionRequest
			AllocAckGrp
			AllocGrp
			PreAllocGrp
			PreAllocMlegGrp
			TrdAllocGrp
AllocQty	80	Qty	Confirmation
			AllocGrp
			PreAllocGrp
			PreAllocMlegGrp
			TrdAllocGrp
ProcessCode	81	ProcessCode	Confirmation
			CrossOrderCancelReplaceRequest
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			AllocGrp
			ListOrdGrp
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
NoRpts	82	int	ListStatus
RptSeq	83	int	ListStatus
RptSeq	83	int	MDFullGrp
CxlQty	84	Qty	OrdListStatGrp
NoDlvyInst	85	NumInGroup	DlvyInstGrp
AllocStatus	87	AllocStatus	AllocationInstructionAck
			AllocationReport
			AllocationReportAck
AllocRejCode	88	AllocRejCode	AllocationInstructionAck
			AllocationReport
			AllocationReportAck
Signature	89	data
SecureDataLen	90	Length
SecureData	91	data
SignatureLength	93	Length
EmailType	94	EmailType	Email
RawDataLength	95	Length	Email
			News
			UserRequest
RawData	96	data	Email
			News
			UserRequest
PossResend	97	Boolean
StopPx	99	Price	CrossOrderCancelReplaceRequest
			ExecutionReport
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			ListOrdGrp
ExDestination	100	Exchange	CrossOrderCancelReplaceRequest
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			Quote
			QuoteResponse
			QuoteStatusReport
			ListOrdGrp
CxlRejReason	102	CxlRejReason	OrderCancelReject
OrdRejReason	103	OrdRejReason	ExecutionReport
OrdRejReason	103	OrdRejReason	OrdListStatGrp
IOIQualifier	104	IOIQualifier	IOIQualGrp
Issuer	106	string	Instrument
SecurityDesc	107	string	Instrument
MinQty	110	Qty	CrossOrderCancelReplaceRequest
			ExecutionReport
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			ListOrdGrp
			MDFullGrp
			MDIncGrp
MaxFloor	111	Qty	CrossOrderCancelReplaceRequest
			ExecutionReport
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			ListOrdGrp
ReportToExch	113	ReportToExch	ExecutionReport
LocateReqd	114	LocateReqd	CrossOrderCancelReplaceRequest
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			ListOrdGrp
OnBehalfOfCompID	115	string
OnBehalfOfSubID	116	string
QuoteID	117	string	CrossOrderCancelReplaceRequest
			MassQuote
			MassQuoteAcknowledgement
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			Quote
			QuoteCancel
			QuoteResponse
			QuoteStatusReport
			QuoteStatusRequest
			ListOrdGrp
NetMoney	118	Amt	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			Confirmation
			ExecutionReport
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
SettlCurrAmt	119	Amt	Confirmation
			ExecutionReport
			AllocGrp
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
SettlCurrency	120	Currency	Confirmation
			ExecutionReport
			MultilegOrderCancelReplace
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			AllocGrp
			ListOrdGrp
			SideCrossOrdModGrp
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
ForexReq	121	ForexReq	BidRequest
			MultilegOrderCancelReplace
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			ListOrdGrp
			SideCrossOrdModGrp
OrigSendingTime	122	UTCTimestamp
NoExecs	124	NumInGroup	ExecAllocGrp
			ExecCollGrp
			ExecsGrp
ExpireTime	126	UTCTimestamp	CollateralAssignment
			CollateralRequest
			CrossOrderCancelReplaceRequest
			ExecutionReport
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			QuoteStatusReport
			SettlementInstructionRequest
			ListOrdGrp
			MDFullGrp
			MDIncGrp
			QuotReqGrp
			QuotReqRjctGrp
			SettlInstGrp
DKReason	127	DKReason	DontKnowTrade
DKReason	127	DKReason	ExecutionAcknowledgement
DeliverToCompID	128	string
DeliverToSubID	129	string
IOINaturalFlag	130	IOINaturalFlag	IOI
QuoteReqID	131	string	MassQuote
			MassQuoteAcknowledgement
			Quote
			QuoteCancel
			QuoteRequest
			QuoteRequestReject
			QuoteStatusReport
BidPx	132	Price	Quote
			QuoteResponse
			QuoteStatusReport
			QuotEntryAckGrp
			QuotEntryGrp
OfferPx	133	Price	Quote
			QuoteResponse
			QuoteStatusReport
			QuotEntryAckGrp
			QuotEntryGrp
BidSize	134	Qty	Quote
			QuoteResponse
			QuoteStatusReport
			QuotEntryAckGrp
			QuotEntryGrp
OfferSize	135	Qty	Quote
			QuoteResponse
			QuoteStatusReport
			QuotEntryAckGrp
			QuotEntryGrp
NoMiscFees	136	NumInGroup	MiscFeesGrp
MiscFeeAmt	137	Amt	MiscFeesGrp
MiscFeeCurr	138	Currency	MiscFeesGrp
MiscFeeType	139	MiscFeeType	MiscFeesGrp
PrevClosePx	140	Price	CrossOrderCancelReplaceRequest
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			ListOrdGrp
			QuotReqGrp
			QuotReqRjctGrp
			RFQReqGrp
			UndInstrmtStrkPxGrp
SenderLocationID	142	string
TargetLocationID	143	string
OnBehalfOfLocationID	144	string
DeliverToLocationID	145	string
NoRelatedSym	146	NumInGroup	InstrmtGrp
			InstrmtMDReqGrp
			QuotReqGrp
			QuotReqRjctGrp
			RFQReqGrp
			RelSymDerivSecGrp
			SecListGrp
			SecLstUpdRelSymGrp
Subject	147	string	Email
Headline	148	string	News
URLLink	149	string	Advertisement
			IOI
			News
ExecType	150	ExecType	ExecutionReport
			TradeCaptureReport
			TradeCaptureReportAck
			TradeCaptureReportRequest
LeavesQty	151	Qty	ExecutionReport
LeavesQty	151	Qty	OrdListStatGrp
CashOrderQty	152	Qty	OrderQtyData
AllocAvgPx	153	Price	AllocGrp
AllocNetMoney	154	Amt	AllocGrp
SettlCurrFxRate	155	float	Confirmation
			ExecutionReport
			AllocGrp
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
SettlCurrFxRateCalc	156	SettlCurrFxRateCalc	Confirmation
			ExecutionReport
			Quote
			QuoteResponse
			QuoteStatusReport
			AllocGrp
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
NumDaysInterest	157	int	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			Confirmation
			ExecutionReport
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
AccruedInterestRate	158	Percentage	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			Confirmation
			ExecutionReport
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
AccruedInterestAmt	159	Amt	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			CollateralAssignment
			CollateralInquiry
			CollateralReport
			CollateralRequest
			CollateralResponse
			Confirmation
			ExecutionReport
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
SettlInstMode	160	SettlInstMode	SettlementInstructions
SettlInstMode	160	SettlInstMode	ListOrdGrp
AllocText	161	string	AllocAckGrp
AllocText	161	string	AllocGrp
SettlInstID	162	string	SettlInstGrp
SettlInstTransType	163	SettlInstTransType	SettlInstGrp
EmailThreadID	164	string	Email
SettlInstSource	165	SettlInstSource	DlvyInstGrp
SecurityType	167	SecurityType	AllocationInstructionAck
			AllocationReportAck
			SecurityTypeRequest
			SettlementInstructionRequest
			SecTypesGrp
			SettlInstGrp
			Instrument
EffectiveTime	168	UTCTimestamp	CrossOrderCancelReplaceRequest
			ExecutionReport
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			SettlementInstructionRequest
			ListOrdGrp
			SettlInstGrp
StandInstDbType	169	StandInstDbType	SettlementInstructionRequest
StandInstDbType	169	StandInstDbType	SettlInstructionsData
StandInstDbName	170	string	SettlementInstructionRequest
StandInstDbName	170	string	SettlInstructionsData
StandInstDbID	171	string	SettlementInstructionRequest
StandInstDbID	171	string	SettlInstructionsData
SettlDeliveryType	172	SettlDeliveryType	SettlInstructionsData
BidSpotRate	188	Price	Quote
			QuoteResponse
			QuoteStatusReport
			QuotEntryAckGrp
			QuotEntryGrp
BidForwardPoints	189	PriceOffset	Quote
			QuoteResponse
			QuoteStatusReport
			QuotEntryAckGrp
			QuotEntryGrp
OfferSpotRate	190	Price	Quote
			QuoteResponse
			QuoteStatusReport
			QuotEntryAckGrp
			QuotEntryGrp
OfferForwardPoints	191	PriceOffset	Quote
			QuoteResponse
			QuoteStatusReport
			QuotEntryAckGrp
			QuotEntryGrp
OrderQty2	192	Qty	ExecutionReport
			NewOrderSingle
			OrderCancelReplaceRequest
			Quote
			QuoteResponse
			QuoteStatusReport
			ListOrdGrp
			QuotEntryAckGrp
			QuotEntryGrp
			QuotReqGrp
			QuotReqRjctGrp
SettlDate2	193	LocalMktDate	ExecutionReport
			NewOrderSingle
			OrderCancelReplaceRequest
			Quote
			QuoteResponse
			QuoteStatusReport
			ListOrdGrp
			QuotEntryAckGrp
			QuotEntryGrp
			QuotReqGrp
			QuotReqRjctGrp
LastSpotRate	194	Price	ExecutionReport
LastSpotRate	194	Price	TradeCaptureReport

FIX_5_0

DataTypes

Basic Types

Compound Types

Atomic Alias Types

Set Alias Types

Message Declarations

6: IOI

7: Advertisement

8: ExecutionReport

9: OrderCancelReject

AA: DerivativeSecurityList

AB: NewOrderMultileg

AC: MultilegOrderCancelReplace

AD: TradeCaptureReportRequest

AE: TradeCaptureReport

AF: OrderMassStatusRequest

AG: QuoteRequestReject

AH: RFQRequest

AI: QuoteStatusReport

AJ: QuoteResponse

AK: Confirmation

AL: PositionMaintenanceRequest

AM: PositionMaintenanceReport

AN: RequestForPositions

AO: RequestForPositionsAck

AP: PositionReport

AQ: TradeCaptureReportRequestAck

AR: TradeCaptureReportAck

AS: AllocationReport

AT: AllocationReportAck

AU: ConfirmationAck

AV: SettlementInstructionRequest

AW: AssignmentReport

AX: CollateralRequest

AY: CollateralAssignment

AZ: CollateralResponse

B: News

BA: CollateralReport

BB: CollateralInquiry

BC: NetworkCounterpartySystemStatusRequest

BD: NetworkCounterpartySystemStatusResponse

BE: UserRequest

BF: UserResponse

BG: CollateralInquiryAck

BH: ConfirmationRequest

BI: TradingSessionListRequest

BJ: TradingSessionList

BK: SecurityListUpdateReport

BL: AdjustedPositionReport

BM: AllocationInstructionAlert

BN: ExecutionAcknowledgement

BO: ContraryIntentionReport

BP: SecurityDefinitionUpdateReport

C: Email

D: NewOrderSingle

E: NewOrderList

F: OrderCancelRequest

G: OrderCancelReplaceRequest

H: OrderStatusRequest

J: AllocationInstruction

K: ListCancelRequest

L: ListExecute

M: ListStatusRequest

N: ListStatus

P: AllocationInstructionAck

Q: DontKnowTrade

R: QuoteRequest

S: Quote

T: SettlementInstructions

V: MarketDataRequest

W: MarketDataSnapshotFullRefresh

X: MarketDataIncrementalRefresh

Y: MarketDataRequestReject

Z: QuoteCancel

a: QuoteStatusRequest

b: MassQuoteAcknowledgement

c: SecurityDefinitionRequest

d: SecurityDefinition

e: SecurityStatusRequest