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
|