FIX_5_0

DataTypes

Basic Types
Name
bool
char
float
int
string

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

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

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

Message Declarations

6: IOI

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

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

Tag	Name	Type	Required
15	Currency	Currency

23	IOIID	string	✔

25	IOIQltyInd	IOIQltyInd

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

44	Price	Price

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

60	TransactTime	UTCTimestamp

62	ValidUntilTime	UTCTimestamp

130	IOINaturalFlag	IOINaturalFlag

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

854	QtyType	QtyType

	FinancingDetails	FinancingDetails	✔
Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
	IOIQualGrp	IOIQualGrp	✔
Required if any IOIQualifiers are specified. Indicates the number of repeating IOIQualifiers.
	InstrmtLegIOIGrp	InstrmtLegIOIGrp	✔
Required for multileg IOIs
	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
	OrderQtyData	OrderQtyData	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" The value zero is used if NoLegs repeating group is used Applicable if needed to express CashOrder Qty (tag 152)
	RoutingGrp	RoutingGrp	✔
Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group.
	SpreadOrBenchmarkCurveData	SpreadOrBenchmarkCurveData	✔
Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages"
	Stipulations	Stipulations	✔
Insert here the set of "Stipulations" (symbology) fields defined in "Common Components of Application Messages"
	UndInstrmtGrp	UndInstrmtGrp	✔
Number of underlyings
	YieldData	YieldData	✔

7: Advertisement

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

Tag	Name	Type	Required
2	AdvId	string	✔

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

5	AdvTransType	AdvTransType	✔

15	Currency	Currency

30	LastMkt	Exchange

44	Price	Price

53	Quantity	Qty	✔

58	Text	string

60	TransactTime	UTCTimestamp

75	TradeDate	LocalMktDate

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

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

854	QtyType	QtyType

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

8: ExecutionReport

The execution report message is used to:

1. confirm the receipt of an order

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

3. relay order status information

4. relay fill information on working orders

5. relay fill information on tradeable or restricted tradeable quotes

6. reject orders

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

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

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

29	LastCapacity	LastCapacity

30	LastMkt	Exchange
If ExecType = Trade (F), indicates the market where the trade was executed. If ExecType = New (0), indicates the market where the order was routed.
31	LastPx	Price
Price of this (last) fill. Required if ExecType = Trade or Trade Correct. Should represent the "all-in" (LastSpotRate + LastForwardPoints) rate for F/X orders. ). If ExecType=Stopped, represents the price stopped/guaranteed/protected at. Not required for FX Swap when ExecType = Trade or Trade Correct as there is no "all-in" rate that applies to both legs of the FX Swap.
32	LastQty	Qty
Quantity (e.g. shares) bought/sold on this (last) fill. Required if ExecType = Trade or Trade Correct. If ExecType=Stopped, represents the quantity stopped/guaranteed/protected for.
37	OrderID	string	✔
OrderID is required to be unique for each chain of orders.
39	OrdStatus	OrdStatus	✔
Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx
40	OrdType	OrdType

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

58	Text	string

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

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

111	MaxFloor	Qty

113	ReportToExch	ReportToExch

118	NetMoney	Amt
Note: On a fill/partial fill messages, it represents value for that fill/partial fill, on ExecType=Calculated, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency field.
119	SettlCurrAmt	Amt
Used to report results of forex accommodation trade
120	SettlCurrency	Currency
Used to report results of forex accommodation trade
126	ExpireTime	UTCTimestamp
Conditionally required if TimeInForce = GTD and ExpireDate is not specified.
150	ExecType	ExecType	✔
Describes the purpose of the execution report.
151	LeavesQty	Qty	✔
Quantity open for further execution. If the OrdStatus is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty - CumQty.
155	SettlCurrFxRate	float
Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency
156	SettlCurrFxRateCalc	SettlCurrFxRateCalc
Specifies whether the SettlCurrFxRate should be multiplied or divided
157	NumDaysInterest	int

158	AccruedInterestRate	Percentage

159	AccruedInterestAmt	Amt

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

229	TradeOriginationDate	LocalMktDate

230	ExDate	LocalMktDate

237	TotalTakedown	Amt

238	Concession	Amt

258	TradedFlatSwitch	TradedFlatSwitch

259	BasisFeatureDate	LocalMktDate

260	BasisFeaturePrice	Price

336	TradingSessionID	string

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

377	SolicitedFlag	SolicitedFlag

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

423	PriceType	PriceType

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

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

527	SecondaryExecID	string

528	OrderCapacity	OrderCapacity

529	OrderRestrictions	OrderRestrictions

544	CashMargin	CashMargin

548	CrossID	string
CrossID for the replacement order
549	CrossType	CrossType

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

583	ClOrdLinkID	string

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

590	BookingUnit	BookingUnit

591	PreallocMethod	PreallocMethod

625	TradingSessionSubID	string

635	ClearingFeeIndicator	ClearingFeeIndicator

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

639	PriceImprovement	PriceOffset

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

652	UnderlyingLastQty	Qty

660	AcctIDSource	AcctIDSource

669	LastParPx	Price
Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par.
693	QuoteRespID	string
Required if responding to a QuoteResponse message. Echo back the Initiator’s value specified in the message.
738	InterestAtMaturity	Amt
For fixed income products which pay lump-sum interest at maturity.
775	BookingType	BookingType
Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
790	OrdStatusReqID	string
Required if responding to and if provided on the Order Status Request message. Echo back the value provided by the requester.
797	CopyMsgIndicator	Boolean

839	PeggedPrice	Price
The current price the order is pegged at
845	DiscretionPrice	Price
The current discretionary price of the order
847	TargetStrategy	TargetStrategy
The target strategy of the order
848	TargetStrategyParameters	string
For further specification of the TargetStrategy
849	ParticipationRate	Percentage
Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume)
850	TargetStrategyPerformance	float
For communication of the performance of the order versus the target strategy
851	LastLiquidityInd	LastLiquidityInd
Applicable only on OrdStatus of Partial or Filled.
854	QtyType	QtyType

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

	CommissionData	CommissionData	✔
Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages" Note: On a fill/partial fill messages, it represents value for that fill/partial fill. On ExecType=Calculated, it represents cumulative value for the order. Monetary commission values are expressed in the currency reflected by the Currency field.
	ContAmtGrp	ContAmtGrp	✔
Number of contract details in this message (number of repeating groups to follow)
	ContraGrp	ContraGrp	✔
Number of ContraBrokers repeating group instances.
	DiscretionInstructions	DiscretionInstructions	✔
Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages"
	FinancingDetails	FinancingDetails	✔
Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
	InstrmtLegExecGrp	InstrmtLegExecGrp	✔
Number of legs Identifies a Multi-leg Execution if present and non-zero.
	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
	MiscFeesGrp	MiscFeesGrp	✔
Required if any miscellaneous fees are reported. Indicates number of repeating entries. Repeating group. Nested Repeating Group follows
	OrderQtyData	OrderQtyData	✔
Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" IMPORTANT NOTE: OrderQty field is required for Single Instrument Orders unless rejecting or acknowledging an order for a CashOrderQty or PercentOrder.
	Parties	Parties	✔
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
	PegInstructions	PegInstructions	✔
Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages"
	SpreadOrBenchmarkCurveData	SpreadOrBenchmarkCurveData	✔
Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages"
	Stipulations	Stipulations	✔
Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages"
	UndInstrmtGrp	UndInstrmtGrp	✔
Number of underlyings
	YieldData	YieldData	✔
Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages"

9: OrderCancelReject

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

Tag	Name	Type	Required
1	Account	string

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

60	TransactTime	UTCTimestamp

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

102	CxlRejReason	CxlRejReason

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

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

526	SecondaryClOrdID	string

581	AccountType	AccountType

583	ClOrdLinkID	string

586	OrigOrdModTime	UTCTimestamp

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

AA: DerivativeSecurityList

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

Tag	Name	Type	Required
320	SecurityReqID	string	✔

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

AB: NewOrderMultileg

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

Tag	Name	Type	Required
1	Account	string

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

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

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

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

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

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

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

110	MinQty	Qty

111	MaxFloor	Qty

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

229	TradeOriginationDate	LocalMktDate

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

377	SolicitedFlag	SolicitedFlag

423	PriceType	PriceType

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

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

528	OrderCapacity	OrderCapacity

529	OrderRestrictions	OrderRestrictions

544	CashMargin	CashMargin

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

582	CustOrderCapacity	CustOrderCapacity

583	ClOrdLinkID	string

589	DayBookingInst	DayBookingInst

590	BookingUnit	BookingUnit

591	PreallocMethod	PreallocMethod

635	ClearingFeeIndicator	ClearingFeeIndicator

660	AcctIDSource	AcctIDSource

775	BookingType	BookingType
Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
847	TargetStrategy	TargetStrategy
The target strategy of the order
848	TargetStrategyParameters	string
For further specification of the TargetStrategy
849	ParticipationRate	Percentage
Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume)
854	QtyType	QtyType

	CommissionData	CommissionData	✔
Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages"
	DiscretionInstructions	DiscretionInstructions	✔
Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages"
	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" SecurityType[167] = "MLEG" CFICode should be set to the type of multileg product, such as "O" - options, "F" - Future or Swap.
	LegOrdGrp	LegOrdGrp	✔
Number of legs Can be zero (e.g. standardized multileg instrument such as an Option strategy) - must be provided even if zero
	OrderQtyData	OrderQtyData	✔
Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Conditionally required when the multileg order is not for a FX Swap, or any other swap transaction where having OrderQty is irrelevant as the amounts are expressed in the LegQty.
	Parties	Parties	✔
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
	PegInstructions	PegInstructions	✔
Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages"
	PreAllocMlegGrp	PreAllocMlegGrp	✔
Number of repeating groups for pre-trade allocation
	TrdgSesGrp	TrdgSesGrp	✔
Specifies the number of repeating TradingSessionIDs
	UndInstrmtGrp	UndInstrmtGrp	✔
Number of underlyings

AC: MultilegOrderCancelReplace

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

Tag	Name	Type	Required
1	Account	string

11	ClOrdID	string	✔
Unique identifier of replacement order as assigned by institution or by the intermediary with closest association with the investor.. Note that this identifier will be used in ClOrdID field of the Cancel Reject message if the replacement request is rejected.
15	Currency	Currency

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

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

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

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

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

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

110	MinQty	Qty

111	MaxFloor	Qty

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

229	TradeOriginationDate	LocalMktDate

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

377	SolicitedFlag	SolicitedFlag

423	PriceType	PriceType

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

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

528	OrderCapacity	OrderCapacity

529	OrderRestrictions	OrderRestrictions

544	CashMargin	CashMargin

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

582	CustOrderCapacity	CustOrderCapacity

583	ClOrdLinkID	string

586	OrigOrdModTime	UTCTimestamp

589	DayBookingInst	DayBookingInst

590	BookingUnit	BookingUnit

591	PreallocMethod	PreallocMethod

635	ClearingFeeIndicator	ClearingFeeIndicator

660	AcctIDSource	AcctIDSource

775	BookingType	BookingType
Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
847	TargetStrategy	TargetStrategy
The target strategy of the order
848	TargetStrategyParameters	string
For further specification of the TargetStrategy
849	ParticipationRate	Percentage
Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume)
854	QtyType	QtyType

	CommissionData	CommissionData	✔
Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages"
	DiscretionInstructions	DiscretionInstructions	✔
Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages"
	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" SecurityType[167] = "MLEG" CFICode should be set to the type of multileg product, such as "O" - options, "F" - Future or Swap.
	LegOrdGrp	LegOrdGrp	✔
Number of legs Can be zero (e.g. standardized multileg instrument such as an Option strategy) - must be provided even if zero
	OrderQtyData	OrderQtyData	✔
Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages"
	Parties	Parties	✔
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
	PegInstructions	PegInstructions	✔
Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages"
	PreAllocMlegGrp	PreAllocMlegGrp	✔
Number of repeating groups for pre-trade allocation
	TrdgSesGrp	TrdgSesGrp	✔
Specifies the number of repeating TradingSessionIDs
	UndInstrmtGrp	UndInstrmtGrp	✔
Number of underlyings

AD: TradeCaptureReportRequest

The Trade Capture Report Request can be used to:

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

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

Tag	Name	Type	Required
11	ClOrdID	string

17	ExecID	string

37	OrderID	string

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

355	EncodedText	data

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

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

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

AE: TradeCaptureReport

The Trade Capture Report message can be:

• Used to report trades between counterparties.

• Used to report trades to a trade matching system

• Can be sent unsolicited between counterparties.

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

• Can be used to report unmatched and matched trades.

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

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

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

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

574	MatchType	MatchType

669	LastParPx	Price
Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par.
715	ClearingBusinessDate	LocalMktDate

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

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

823	UnderlyingTradingSessionSubID	string

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

829	TrdSubType	TrdSubType

830	TransferReason	string

852	PublishTrdIndicator	PublishTrdIndicator

853	ShortSaleReason	ShortSaleReason

854	QtyType	QtyType

855	SecondaryTrdType	int

856	TradeReportType	TradeReportType

880	TrdMatchID	string

881	SecondaryTradeReportRefID	string

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

	UndInstrmtGrp	UndInstrmtGrp	✔

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

AF: OrderMassStatusRequest

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

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

660	AcctIDSource	AcctIDSource

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

AG: QuoteRequestReject

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

Tag	Name	Type	Required
58	Text	string

131	QuoteReqID	string	✔

354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
644	RFQReqID	string
For tradeable quote model - used to indicate to which RFQ Request this Quote Request is in response.
658	QuoteRequestRejectReason	QuoteRequestRejectReason	✔
Reason Quote was rejected
	QuotReqRjctGrp	QuotReqRjctGrp	✔
Number of related symbols (instruments) in Request

AH: RFQRequest

In tradeable and restricted tradeable quoting markets – Quote Requests are issued by counterparties interested in ascertaining the market for an instrument. Quote Requests are then distributed by the market to liquidity providers who make markets in the instrument. The RFQ Request is used by liquidity providers to indicate to the market for which instruments they are interested in receiving Quote Requests. It can be used to register interest in receiving quote requests for a single instrument or for multiple instruments

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

	RFQReqGrp	RFQReqGrp	✔
Number of related symbols (instruments) in Request

AI: QuoteStatusReport

The quote status report message is used:

• as the response to a Quote Status Request message

• as a response to a Quote Cancel message

• as a response to a Quote Response message in a negotiation dialog (see Volume 7 – PRODUCT: FIXED INCOME and USER GROUP: EXCHANGES AND MARKETS)

Tag	Name	Type	Required
1	Account	string

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

54	Side	Side

58	Text	string

60	TransactTime	UTCTimestamp

62	ValidUntilTime	UTCTimestamp

63	SettlType	SettlType

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

126	ExpireTime	UTCTimestamp

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

354	EncodedTextLen	Length

355	EncodedText	data

423	PriceType	PriceType

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

631	MidPx	Price

632	BidYield	Percentage

633	MidYield	Percentage

634	OfferYield	Percentage

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

656	SettlCurrBidFxRate	float
Can be used when the quote is provided in a currency other than the instrument’s ‘normal’ trading currency. Applies to all bid prices contained in this message
657	SettlCurrOfferFxRate	float
Can be used when the quote is provided in a currency other than the instrument’s ‘normal’ trading currency. Applies to all offer prices contained in this message
660	AcctIDSource	AcctIDSource

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

	SpreadOrBenchmarkCurveData	SpreadOrBenchmarkCurveData	✔

	Stipulations	Stipulations	✔

	UndInstrmtGrp	UndInstrmtGrp	✔
Number of underlyings
	YieldData	YieldData	✔

AJ: QuoteResponse

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

Tag	Name	Type	Required
1	Account	string

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

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

60	TransactTime	UTCTimestamp

62	ValidUntilTime	UTCTimestamp
The time when the quote will expire. Required for FI when the QuoteRespType is 2 (Counter quote) to indicate to the Respondent when the counter offer is valid until.
63	SettlType	SettlType

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

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

528	OrderCapacity	OrderCapacity

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

631	MidPx	Price

632	BidYield	Percentage

633	MidYield	Percentage

634	OfferYield	Percentage

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

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

AK: Confirmation

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

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

30	LastMkt	Exchange

54	Side	Side	✔

58	Text	string

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

64	SettlDate	LocalMktDate

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

79	AllocAccount	string	✔
Account number for the trade being confirmed by this message
80	AllocQty	Qty	✔
The quantity being confirmed by this message (this is at a trade level, not block or order level)
81	ProcessCode	ProcessCode
Used to identify whether the trade was a soft dollar trade, step in/out etc. Broker of credit, where relevant, can be specified using the Parties nested block above.
118	NetMoney	Amt	✔

119	SettlCurrAmt	Amt

120	SettlCurrency	Currency

155	SettlCurrFxRate	float

156	SettlCurrFxRateCalc	SettlCurrFxRateCalc

157	NumDaysInterest	int

158	AccruedInterestRate	Percentage

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

238	Concession	Amt

354	EncodedTextLen	Length

355	EncodedText	data

381	GrossTradeAmt	Amt	✔

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

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

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

854	QtyType	QtyType

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

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

	CpctyConfGrp	CpctyConfGrp	✔
Indicates number of repeating entries. Nested Repeating Group follows
	FinancingDetails	FinancingDetails	✔
Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"
	InstrmtLegGrp	InstrmtLegGrp	✔
Indicates number of repeating entries. Nested Repeating Group follows
	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
	InstrumentExtension	InstrumentExtension	✔
Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages"
	MiscFeesGrp	MiscFeesGrp	✔
Required if any miscellaneous fees are reported. Indicates number of repeating entries. Repeating group. Nested Repeating Group follows
	OrdAllocGrp	OrdAllocGrp	✔
Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1
	Parties	Parties	✔
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Required for fixed income Also to be used in associated with ProcessCode for broker of credit (e.g. for directed brokerage trades) Also to be used to specify party-specific regulatory details (e.g. full legal name of contracting legal entity, registered address, regulatory status, any registration details)
	SettlInstructionsData	SettlInstructionsData	✔
Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" Used to communicate settlement instructions for this Confirmation.
	SpreadOrBenchmarkCurveData	SpreadOrBenchmarkCurveData	✔
Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages"
	Stipulations	Stipulations	✔

	TrdRegTimestamps	TrdRegTimestamps	✔
Time of last execution being confirmed by this message
	UndInstrmtGrp	UndInstrmtGrp	✔
Indicates number of repeating entries. Nested Repeating Group follows
	YieldData	YieldData	✔
If traded on Yield, price must be calculated "to worst" and the component block must specify how calculated, redemption date and price (if not par). If traded on Price, the component block must specify how calculated - "Worst", and include redemptiondate and price (if not par).

AL: PositionMaintenanceRequest

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

Tag	Name	Type	Required
1	Account	string

15	Currency	Currency

58	Text	string

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

709	PosTransType	PosTransType	✔

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

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

717	SettlSessSubID	string

718	AdjustmentType	AdjustmentType
Type of adjustment to be applied, used for PCS & PAJ Delta_plus, Delta_minus, Final, If Adjustment Type is null, the request will be processed as Margin Disposition
719	ContraryInstructionIndicator	Boolean
Boolean - if Y then indicates you are requesting a position maintenance that acting
720	PriorSpreadIndicator	Boolean
Boolean - Y indicates you are requesting rollover of prior day’s spread submissions
834	ThresholdAmount	PriceOffset

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

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

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

AM: PositionMaintenanceReport

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

Tag	Name	Type	Required
1	Account	string

15	Currency	Currency

58	Text	string

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

709	PosTransType	PosTransType	✔

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

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

718	AdjustmentType	AdjustmentType
Type of adjustment to be applied Delta_plus, Delta_minus, Final. If Adjustment Type is null, the PCS request will be processed as Margin Disposition only
721	PosMaintRptID	string	✔
Unique identifier for this position report
722	PosMaintStatus	PosMaintStatus	✔
Status of Position Maintenance Request
723	PosMaintResult	PosMaintResult

834	ThresholdAmount	PriceOffset

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

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

AN: RequestForPositions

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

Tag	Name	Type	Required
1	Account	string

15	Currency	Currency

58	Text	string

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

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

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

724	PosReqType	PosReqType	✔

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

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

AO: RequestForPositionsAck

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

Tag	Name	Type	Required
1	Account	string

15	Currency	Currency

58	Text	string

325	UnsolicitedIndicator	UnsolicitedIndicator
Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Position Request.
354	EncodedTextLen	Length
Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
581	AccountType	AccountType
Type of account associated with the order (Origin)
660	AcctIDSource	AcctIDSource

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

729	PosReqStatus	PosReqStatus	✔

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

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

AP: PositionReport

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

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

58	Text	string

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

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

717	SettlSessSubID	string

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

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

731	SettlPriceType	SettlPriceType
Values = Final, Theoretical
734	PriorSettlPrice	Price

743	DeliveryDate	LocalMktDate

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

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

AQ: TradeCaptureReportRequestAck

The Trade Capture Request Ack message is used to:

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

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

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

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

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

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

AR: TradeCaptureReportAck

The Trade Capture Report Ack message can be:

• Used to acknowledge trade capture reports received from a counterparty

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

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

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

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

669	LastParPx	Price

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

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

829	TrdSubType	TrdSubType

830	TransferReason	string

855	SecondaryTrdType	int

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

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

AS: AllocationReport

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

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

58	Text	string

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

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

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

77	PositionEffect	PositionEffect

87	AllocStatus	AllocStatus	✔

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

237	TotalTakedown	Amt

238	Concession	Amt

336	TradingSessionID	string

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

466	BookingRefID	string

540	TotalAccruedInterestAmt	Amt

570	PreviouslyReported	PreviouslyReported

574	MatchType	MatchType

625	TradingSessionSubID	string

650	LegalConfirm	LegalConfirm

700	ReversalIndicator	Boolean

738	InterestAtMaturity	Amt

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

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

892	TotNoAllocs	int
Indicates total number of allocation groups (used to support fragmentation). Must equal the sum of all NoAllocs values across all message fragments making up this allocation instruction. Only required where message has been fragmented.
893	LastFragment	LastFragment
Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
920	EndAccruedInterestAmt	Amt
For repurchase agreements the accrued interest on termination.
921	StartCash	Amt
For repurchase agreements the start (dirty) cash consideration
922	EndCash	Amt
For repurchase agreements the end (dirty) cash consideration
	AllocGrp	AllocGrp	✔
Conditionally required except when AllocTransType = Cancel, or when AllocType = "Ready-to-book" or "Warehouse instruction"
	ExecAllocGrp	ExecAllocGrp	✔
Indicates number of individual execution repeating group entries to follow. Absence of this field indicates that no individual execution entries are included. Primarily used to support step-outs.
	FinancingDetails	FinancingDetails	✔
Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"
	InstrmtLegGrp	InstrmtLegGrp	✔

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

	UndInstrmtGrp	UndInstrmtGrp	✔

	YieldData	YieldData	✔

AT: AllocationReportAck

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

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

75	TradeDate	LocalMktDate

87	AllocStatus	AllocStatus
Denotes the status of the allocation report; received (but not yet processed), rejected (at block or account level) or accepted (and processed). AllocStatus will be conditionally required in a 2-party model when used by a counterparty to convey a change in status. It will be optional in a 3-party model in which only the central counterparty may issue the status of an allocation
88	AllocRejCode	AllocRejCode
Required for AllocStatus = 1 ( block level reject) and for AllocStatus 2 (account level reject) if the individual accounts and reject reasons are not provided in this message
167	SecurityType	SecurityType

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

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

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

808	AllocIntermedReqType	AllocIntermedReqType
Required if AllocReportType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house)
	AllocAckGrp	AllocAckGrp	✔
This repeating group is optionally used for messages with AllocStatus = 2 (account level reject) to provide details of the individual accounts that caused the rejection, together with reject reasons. This group should not be populated where AllocStatus has any other value. Indicates number of allocation groups to follow.
	Parties	Parties	✔
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"

AU: ConfirmationAck

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

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

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

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

AV: SettlementInstructionRequest

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

Tag	Name	Type	Required
54	Side	Side
Should not be populated if StandInstDbType is populated
60	TransactTime	UTCTimestamp	✔
Date/Time this request message was generated
79	AllocAccount	string
Should not be populated if StandInstDbType is populated
126	ExpireTime	UTCTimestamp
Should not be populated if StandInstDbType is populated
167	SecurityType	SecurityType
Should not be populated if StandInstDbType is populated
168	EffectiveTime	UTCTimestamp
Should not be populated if StandInstDbType is populated
169	StandInstDbType	StandInstDbType
Should not be populated if any of AllocAccount through to LastUpdateTime are populated
170	StandInstDbName	string
Should not be populated if any of AllocAccount through to LastUpdateTime are populated
171	StandInstDbID	string
The identifier of the standing instructions within the database specified in StandInstDbType Required if StandInstDbType populated Should not be populated if any of AllocAccount through to LastUpdateTime are populated
460	Product	Product
Should not be populated if StandInstDbType is populated
461	CFICode	string
Should not be populated if StandInstDbType is populated
661	AllocAcctIDSource	int
Required if AllocAccount populated Should not be populated if StandInstDbType is populated
779	LastUpdateTime	UTCTimestamp
Should not be populated if StandInstDbType is populated
791	SettlInstReqID	string	✔
Unique message ID
	Parties	Parties	✔
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Used here for party whose instructions this message is requesting and (optionally) for settlement location Not required if database identifiers are being used to request settlement instructions. Required otherwise.

AW: AssignmentReport

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

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

58	Text	string

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

912	LastRptRequested	LastRptRequested

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

AX: CollateralRequest

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

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

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

53	Quantity	Qty

54	Side	Side

58	Text	string

60	TransactTime	UTCTimestamp	✔

64	SettlDate	LocalMktDate

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

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

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

716	SettlSessID	SettlSessID

717	SettlSessSubID	string

854	QtyType	QtyType

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

900	TotalNetValue	Amt

901	CashOutstanding	Amt

920	EndAccruedInterestAmt	Amt

921	StartCash	Amt

922	EndCash	Amt

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

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

AY: CollateralAssignment

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

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

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

53	Quantity	Qty

54	Side	Side

58	Text	string

60	TransactTime	UTCTimestamp	✔

64	SettlDate	LocalMktDate

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

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

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

716	SettlSessID	SettlSessID

717	SettlSessSubID	string

854	QtyType	QtyType

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

900	TotalNetValue	Amt

901	CashOutstanding	Amt

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

921	StartCash	Amt

922	EndCash	Amt

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

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

AZ: CollateralResponse

Used to respond to a Collateral Assignment message.

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

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

53	Quantity	Qty

54	Side	Side

58	Text	string

60	TransactTime	UTCTimestamp	✔

64	SettlDate	LocalMktDate

159	AccruedInterestAmt	Amt

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

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

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

900	TotalNetValue	Amt

901	CashOutstanding	Amt

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

921	StartCash	Amt

922	EndCash	Amt

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

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

B: News

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

Tag	Name	Type	Required
42	OrigTime	UTCTimestamp

61	Urgency	Urgency

95	RawDataLength	Length

96	RawData	data

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

BA: CollateralReport

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

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

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

53	Quantity	Qty

54	Side	Side

58	Text	string

64	SettlDate	LocalMktDate

159	AccruedInterestAmt	Amt

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

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

716	SettlSessID	SettlSessID

717	SettlSessSubID	string

854	QtyType	QtyType

899	MarginExcess	Amt

900	TotalNetValue	Amt

901	CashOutstanding	Amt

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

912	LastRptRequested	LastRptRequested

920	EndAccruedInterestAmt	Amt

921	StartCash	Amt

922	EndCash	Amt

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

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

BB: CollateralInquiry

Used to inquire for collateral status.

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

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

53	Quantity	Qty

54	Side	Side

58	Text	string

64	SettlDate	LocalMktDate

159	AccruedInterestAmt	Amt

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

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

716	SettlSessID	SettlSessID

717	SettlSessSubID	string

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

899	MarginExcess	Amt

900	TotalNetValue	Amt

901	CashOutstanding	Amt

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

921	StartCash	Amt

922	EndCash	Amt

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

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

BC: NetworkCounterpartySystemStatusRequest

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

Tag	Name	Type	Required
933	NetworkRequestID	string	✔

935	NetworkRequestType	NetworkRequestType	✔

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

BD: NetworkCounterpartySystemStatusResponse

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

Tag	Name	Type	Required
932	NetworkResponseID	string	✔

933	NetworkRequestID	string

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

	CompIDStatGrp	CompIDStatGrp	✔
Specifies the number of repeating CompId’s

BE: UserRequest

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

Tag	Name	Type	Required
95	RawDataLength	Length

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

554	Password	string

923	UserRequestID	string	✔

924	UserRequestType	UserRequestType	✔

925	NewPassword	string

BF: UserResponse

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

Tag	Name	Type	Required
553	Username	string	✔

923	UserRequestID	string	✔

926	UserStatus	UserStatus

927	UserStatusText	string
Reason a request was not carried out

BG: CollateralInquiryAck

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

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

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

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

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

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

58	Text	string

64	SettlDate	LocalMktDate

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

716	SettlSessID	SettlSessID

717	SettlSessSubID	string

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

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

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

BH: ConfirmationRequest

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

Tag	Name	Type	Required
58	Text	string

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

355	EncodedText	data

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

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

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

BI: TradingSessionListRequest

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

Tag	Name	Type	Required
207	SecurityExchange	Exchange

263	SubscriptionRequestType	SubscriptionRequestType	✔

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

BJ: TradingSessionList

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

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

BK: SecurityListUpdateReport

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

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

BL: AdjustedPositionReport

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

Tag	Name	Type	Required
734	PriorSettlPrice	Price
Prior Settlement Price

BM: AllocationInstructionAlert

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

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

58	Text	string

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

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

77	PositionEffect	PositionEffect

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

237	TotalTakedown	Amt

238	Concession	Amt

336	TradingSessionID	string

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

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

574	MatchType	MatchType

625	TradingSessionSubID	string

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

700	ReversalIndicator	Boolean

738	InterestAtMaturity	Amt

754	AutoAcceptIndicator	Boolean
Indicates if Allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House
775	BookingType	BookingType
Method for booking. Used to provide notification that this is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
793	SecondaryAllocID	string
Optional second identifier for this allocation instruction (need not be unique)
796	AllocCancReplaceReason	AllocCancReplaceReason
Required for AllocTransType = Replace or Cancel Gives the reason for replacing or cancelling the allocation instruction
808	AllocIntermedReqType	AllocIntermedReqType
Required if AllocType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house)
854	QtyType	QtyType

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

892	TotNoAllocs	int
Indicates total number of allocation groups (used to support fragmentation). Must equal the sum of all NoAllocs values across all message fragments making up this allocation instruction. Only required where message has been fragmented.
893	LastFragment	LastFragment
Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
920	EndAccruedInterestAmt	Amt
For repurchase agreements the accrued interest on termination.
921	StartCash	Amt
For repurchase agreements the start (dirty) cash consideration
922	EndCash	Amt
For repurchase agreements the end (dirty) cash consideration
	AllocGrp	AllocGrp	✔
Indicates number of allocation groups to follow. Not required for AllocTransType=Cancel Not required for AllocType=" Ready-To-Book " or "Warehouse instruction".
	ExecAllocGrp	ExecAllocGrp	✔
Indicates number of individual execution repeating group entries to follow. Absence of this field indicates that no individual execution entries are included. Primarily used to support step-outs.
	FinancingDetails	FinancingDetails	✔
Insert here the set of "FinancingDetails" fields defined in "common components of application messages"
	InstrmtLegGrp	InstrmtLegGrp	✔

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

	UndInstrmtGrp	UndInstrmtGrp	✔

	YieldData	YieldData	✔

BN: ExecutionAcknowledgement

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

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

54	Side	Side	✔

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

354	EncodedTextLen	Length

355	EncodedText	data

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

	Instrument	Instrument	✔

	OrderQtyData	OrderQtyData	✔

	UndInstrmtGrp	UndInstrmtGrp	✔

BO: ContraryIntentionReport

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

Tag	Name	Type	Required
58	Text	string

BP: SecurityDefinitionUpdateReport

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

Tag	Name	Type	Required
336	TradingSessionID	string

C: Email

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

Tag	Name	Type	Required
11	ClOrdID	string

37	OrderID	string

42	OrigTime	UTCTimestamp

94	EmailType	EmailType	✔

95	RawDataLength	Length

96	RawData	data

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

D: NewOrderSingle

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

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

Tag	Name	Type	Required
1	Account	string

11	ClOrdID	string	✔
Unique identifier of the order as assigned by institution or by the intermediary (CIV term, not a hub/service bureau) with closest association with the investor.
15	Currency	Currency

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

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

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

58	Text	string

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

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

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

110	MinQty	Qty

111	MaxFloor	Qty

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

229	TradeOriginationDate	LocalMktDate

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

377	SolicitedFlag	SolicitedFlag

423	PriceType	PriceType

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

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

528	OrderCapacity	OrderCapacity

529	OrderRestrictions	OrderRestrictions

544	CashMargin	CashMargin

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

583	ClOrdLinkID	string

589	DayBookingInst	DayBookingInst

590	BookingUnit	BookingUnit

591	PreallocMethod	PreallocMethod

635	ClearingFeeIndicator	ClearingFeeIndicator

640	Price2	Price
Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of a F/X swap which is also a limit order. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points).
660	AcctIDSource	AcctIDSource

775	BookingType	BookingType
Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
847	TargetStrategy	TargetStrategy
The target strategy of the order
848	TargetStrategyParameters	string
For further specification of the TargetStrategy
849	ParticipationRate	Percentage
Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume)
854	QtyType	QtyType

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

E: NewOrderList

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

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

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

415	ProgPeriodInterval	int

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

513	RegistID	string
Reference to Registration Instructions message applicable to all Orders in this List.
765	AllowableOneSidednessPct	Percentage
The maximum percentage that execution of one side of a program trade can exceed execution of the other.
766	AllowableOneSidednessValue	Amt
The maximum amount that execution of one side of a program trade can exceed execution of the other.
767	AllowableOneSidednessCurr	Currency
The currency that AllowableOneSidedness is expressed in if AllowableOneSidednessValue is used.
893	LastFragment	LastFragment
Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
	ListOrdGrp	ListOrdGrp	✔
Number of orders in this message (number of repeating groups to follow)

F: OrderCancelRequest

The order cancel request message requests the cancellation of all of the remaining quantity of an existing order. Note that the Order Cancel/Replace Request should be used to partially cancel (reduce) an order).

Tag	Name	Type	Required
1	Account	string

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

58	Text	string

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

526	SecondaryClOrdID	string

581	AccountType	AccountType

583	ClOrdLinkID	string

586	OrigOrdModTime	UTCTimestamp

660	AcctIDSource	AcctIDSource

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

G: OrderCancelReplaceRequest

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

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

Tag	Name	Type	Required
1	Account	string

11	ClOrdID	string	✔
Unique identifier of replacement order as assigned by institution or by the intermediary with closest association with the investor.. Note that this identifier will be used in ClOrdID field of the Cancel Reject message if the replacement request is rejected.
15	Currency	Currency
Must match original order.
18	ExecInst	ExecInst
Can contain multiple instructions, space delimited. Replacement order must be created with new parameters (i.e. original order values will not be brought forward to replacement order unless redefined within this message).
21	HandlInst	HandlInst

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

41	OrigClOrdID	string	✔
ClOrdID of the previous non rejected order (NOT the initial order of the day) when canceling or replacing an order.
44	Price	Price
Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc.
54	Side	Side	✔
Should match original order's side, however, if bilaterally agreed to the following groups could potentially be interchanged: Buy and Buy Minus Sell, Sell Plus, Sell Short, and Sell Short Exempt Cross, Cross Short, and Cross Short Exempt
58	Text	string

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

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

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

110	MinQty	Qty

111	MaxFloor	Qty

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

229	TradeOriginationDate	LocalMktDate

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

377	SolicitedFlag	SolicitedFlag

423	PriceType	PriceType

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

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

528	OrderCapacity	OrderCapacity

529	OrderRestrictions	OrderRestrictions

544	CashMargin	CashMargin

581	AccountType	AccountType

582	CustOrderCapacity	CustOrderCapacity

583	ClOrdLinkID	string

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

590	BookingUnit	BookingUnit

591	PreallocMethod	PreallocMethod

635	ClearingFeeIndicator	ClearingFeeIndicator

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

775	BookingType	BookingType
Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
847	TargetStrategy	TargetStrategy
The target strategy of the order
848	TargetStrategyParameters	string
For further specification of the TargetStrategy
849	ParticipationRate	Percentage
Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume)
854	QtyType	QtyType

	CommissionData	CommissionData	✔
Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages"
	DiscretionInstructions	DiscretionInstructions	✔
Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages"
	FinancingDetails	FinancingDetails	✔
Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Must match original order
	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Must match original order
	OrderQtyData	OrderQtyData	✔
Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Note: OrderQty value should be the "Total Intended Order Quantity" (including the amount already executed for this chain of orders)
	Parties	Parties	✔
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
	PegInstructions	PegInstructions	✔
Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages"
	PreAllocGrp	PreAllocGrp	✔
Number of repeating groups for pre-trade allocation
	SpreadOrBenchmarkCurveData	SpreadOrBenchmarkCurveData	✔
Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages"
	TrdgSesGrp	TrdgSesGrp	✔
Specifies the number of repeating TradingSessionIDs
	UndInstrmtGrp	UndInstrmtGrp	✔
Number of underlyings
	YieldData	YieldData	✔
Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages"

H: OrderStatusRequest

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

Tag	Name	Type	Required
1	Account	string

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

54	Side	Side	✔

526	SecondaryClOrdID	string

583	ClOrdLinkID	string

660	AcctIDSource	AcctIDSource

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

J: AllocationInstruction

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

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

58	Text	string

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

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

77	PositionEffect	PositionEffect

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

237	TotalTakedown	Amt

238	Concession	Amt

336	TradingSessionID	string

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

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

570	PreviouslyReported	PreviouslyReported

574	MatchType	MatchType

625	TradingSessionSubID	string

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

700	ReversalIndicator	Boolean

738	InterestAtMaturity	Amt

754	AutoAcceptIndicator	Boolean
Indicates if Allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House
775	BookingType	BookingType
Method for booking. Used to provide notification that this is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
793	SecondaryAllocID	string
Optional second identifier for this allocation instruction (need not be unique)
796	AllocCancReplaceReason	AllocCancReplaceReason
Required for AllocTransType = Replace or Cancel Gives the reason for replacing or cancelling the allocation instruction
808	AllocIntermedReqType	AllocIntermedReqType
Required if AllocType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house)
854	QtyType	QtyType

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

892	TotNoAllocs	int
Indicates total number of allocation groups (used to support fragmentation). Must equal the sum of all NoAllocs values across all message fragments making up this allocation instruction. Only required where message has been fragmented.
893	LastFragment	LastFragment
Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
920	EndAccruedInterestAmt	Amt
For repurchase agreements the accrued interest on termination.
921	StartCash	Amt
For repurchase agreements the start (dirty) cash consideration
922	EndCash	Amt
For repurchase agreements the end (dirty) cash consideration
	AllocGrp	AllocGrp	✔
Conditionally required except when AllocTransType = Cancel, or when AllocType = "Ready-to-book" or "Warehouse instruction"
	ExecAllocGrp	ExecAllocGrp	✔
Indicates number of individual execution repeating group entries to follow. Absence of this field indicates that no individual execution entries are included. Primarily used to support step-outs.
	FinancingDetails	FinancingDetails	✔
Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"
	InstrmtLegGrp	InstrmtLegGrp	✔

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

	UndInstrmtGrp	UndInstrmtGrp	✔

	YieldData	YieldData	✔

K: ListCancelRequest

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

Tag	Name	Type	Required
58	Text	string

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

75	TradeDate	LocalMktDate

229	TradeOriginationDate	LocalMktDate

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

L: ListExecute

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

Tag	Name	Type	Required
58	Text	string

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

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

M: ListStatusRequest

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

Tag	Name	Type	Required
58	Text	string

66	ListID	string	✔

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

N: ListStatus

The list status message is issued as the response to a List Status Request message sent in an unsolicited fashion by the sell-side. It indicates the current state of the orders within the list as they exist at the broker's site. This message may also be used to respond to the List Cancel Request.

Tag	Name	Type	Required
60	TransactTime	UTCTimestamp

66	ListID	string	✔

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

431	ListOrderStatus	ListOrderStatus	✔

444	ListStatusText	string

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

P: AllocationInstructionAck

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

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

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

75	TradeDate	LocalMktDate

87	AllocStatus	AllocStatus	✔
Denotes the status of the allocation instruction; received (but not yet processed), rejected (at block or account level) or accepted (and processed).
88	AllocRejCode	AllocRejCode
Required for AllocStatus = 1 ( block level reject) and for AllocStatus 2 (account level reject) if the individual accounts and reject reasons are not provided in this message
167	SecurityType	SecurityType

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

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

793	SecondaryAllocID	string
Optional second identifier for the allocation instruction being acknowledged (need not be unique)
808	AllocIntermedReqType	AllocIntermedReqType
Required if AllocType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house)
	AllocAckGrp	AllocAckGrp	✔
This repeating group is optionally used for messages with AllocStatus = 2 (account level reject) to provide details of the individual accounts that caused the rejection, together with reject reasons. This group should not be populated when AllocStatus has any other value. Indicates number of allocation groups to follow.
	Parties	Parties	✔
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"

Q: DontKnowTrade

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

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

58	Text	string

127	DKReason	DKReason	✔

198	SecondaryOrderID	string

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

R: QuoteRequest

In some markets it is the practice to request quotes from brokers prior to placement of an order. The quote request message is used for this purpose. This message is commonly referred to as an Request For Quote (RFQ)

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

131	QuoteReqID	string	✔

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

644	RFQReqID	string
For tradeable quote model - used to indicate to which RFQ Request this Quote Request is in response.
	QuotReqGrp	QuotReqGrp	✔
Number of related symbols (instruments) in Request

S: Quote

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

Tag	Name	Type	Required
1	Account	string

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

60	TransactTime	UTCTimestamp

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

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

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

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

528	OrderCapacity	OrderCapacity

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

631	MidPx	Price

632	BidYield	Percentage

633	MidYield	Percentage

634	OfferYield	Percentage

642	BidForwardPoints2	PriceOffset
Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value
643	OfferForwardPoints2	PriceOffset
Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value
645	MktBidPx	Price
Can be used by markets that require showing the current best bid and offer
646	MktOfferPx	Price
Can be used by markets that require showing the current best bid and offer
647	MinBidSize	Qty
Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size.
648	MinOfferSize	Qty
Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size.
656	SettlCurrBidFxRate	float
Can be used when the quote is provided in a currency other than the instrument’s ‘normal’ trading currency. Applies to all bid prices contained in this quote message
657	SettlCurrOfferFxRate	float
Can be used when the quote is provided in a currency other than the instrument’s ‘normal’ trading currency. Applies to all offer prices contained in this quote message
660	AcctIDSource	AcctIDSource

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

	SpreadOrBenchmarkCurveData	SpreadOrBenchmarkCurveData	✔

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

T: SettlementInstructions

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

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

355	EncodedText	data

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

V: MarketDataRequest

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

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

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

286	OpenCloseSettlFlag	OpenCloseSettlFlag
Can be used to clarify a request if MDEntryType = Opening Price(4), Closing Price(5), or Settlement Price(6).
546	Scope	Scope
Defines the scope(s) of the request
547	MDImplicitDelete	MDImplicitDelete
Can be used when MarketDepth >= 2 and MDUpdateType = Incremental Refresh(1).
812	ApplQueueMax	int
Maximum application queue depth that must be exceeded before queuing action is taken.
815	ApplQueueAction	ApplQueueAction
Action to take if application level queuing exists
	InstrmtMDReqGrp	InstrmtMDReqGrp	✔
Number of symbols (instruments) requested.
	MDReqGrp	MDReqGrp	✔
Number of MDEntryType fields requested.
	TrdgSesGrp	TrdgSesGrp	✔
Number of trading sessions for which the request is valid.

W: MarketDataSnapshotFullRefresh

The Market Data messages are used as the response to a Market Data Request message. In all cases, one Market Data message refers only to one Market Data Request. It can be used to transmit a 2-sided book of orders or list of quotes, a list of trades, index values, opening, closing, settlement, high, low, or VWAP prices, the trade volume or open interest for a security, or any combination of these.

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

292	CorporateAction	CorporateAction

451	NetChgPrevDay	PriceOffset

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

X: MarketDataIncrementalRefresh

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

Tag	Name	Type	Required
262	MDReqID	string
Conditionally required if this message is in response to a Market Data Request.
813	ApplQueueDepth	int
Depth of application messages queued for transmission as of delivery of this message
814	ApplQueueResolution	ApplQueueResolution
Action taken to resolve application queuing
	MDIncGrp	MDIncGrp	✔
Number of entries following.

Y: MarketDataRequestReject

The Market Data Request Reject is used when the broker cannot honor the Market Data Request, due to business or technical reasons. Brokers may choose to limit various parameters, such as the size of requests, whether just the top of book or the entire book may be displayed, and whether Full or Incremental updates must be used.

Tag	Name	Type	Required
58	Text	string

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

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

Z: QuoteCancel

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

The Quote Cancel message supports cancellation of:

• All quotes

• Quotes for a specific symbol or security ID

• All quotes for a security type

• All quotes for an underlying

Tag	Name	Type	Required
1	Account	string

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

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

660	AcctIDSource	AcctIDSource

	Parties	Parties	✔
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
	QuotCxlEntriesGrp	QuotCxlEntriesGrp	✔
The number of securities (instruments) whose quotes are to be canceled Not required when cancelling all quotes.

a: QuoteStatusRequest

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

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

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

Tag	Name	Type	Required
1	Account	string

117	QuoteID	string

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

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

649	QuoteStatusReqID	string

660	AcctIDSource	AcctIDSource

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

b: MassQuoteAcknowledgement

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

Tag	Name	Type	Required
1	Account	string

58	Text	string

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

355	EncodedText	data

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

	Parties	Parties	✔
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
	QuotSetAckGrp	QuotSetAckGrp	✔
The number of sets of quotes in the message

c: SecurityDefinitionRequest

The Security Definition Request message is used for the following:

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

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

3. Request all securities, independent of market segment.

Tag	Name	Type	Required
15	Currency	Currency

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

321	SecurityRequestType	SecurityRequestType	✔

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

827	ExpirationCycle	ExpirationCycle

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

d: SecurityDefinition

The Security Definition message is used for the following:

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

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

3. Reject the security requested in a Security Definition message.

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

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

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

Tag	Name	Type	Required
15	Currency	Currency

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

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

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

562	MinTradeVol	Qty

625	TradingSessionSubID	string

827	ExpirationCycle	ExpirationCycle

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

e: SecurityStatusRequest

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

Tag	Name	Type	Required
15	Currency	Currency

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

625	TradingSessionSubID	string

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

f: SecurityStatus

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

Tag	Name	Type	Required
15	Currency	Currency

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

292	CorporateAction	CorporateAction

324	SecurityStatusReqID	string

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

329	DueToRelated	DueToRelated

330	BuyVolume	Qty

331	SellVolume	Qty

332	HighPx	Price

333	LowPx	Price

334	Adjustment	Adjustment

336	TradingSessionID	string

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

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

g: TradingSessionStatusRequest

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

Tag	Name	Type	Required
263	SubscriptionRequestType	SubscriptionRequestType	✔

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

h: TradingSessionStatus

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

Tag	Name	Type	Required
58	Text	string

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

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

i: MassQuote

The Mass Quote message can contain quotes for multiple securities to support applications that allow for the mass quoting of an option series. Two levels of repeating groups have been provided to minimize the amount of data required to submit a set of quotes for a class of options (e.g. all option series for IBM).

Tag	Name	Type	Required
1	Account	string

117	QuoteID	string	✔

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

	Parties	Parties	✔
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
	QuotSetGrp	QuotSetGrp	✔
The number of sets of quotes in the message

k: BidRequest

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

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

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

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

75	TradeDate	LocalMktDate

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

392	ListName	string

393	TotNoRelatedSym	int	✔

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

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

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

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

419	BasisPxType	BasisPxType	✔

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

l: BidResponse

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

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

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

Tag	Name	Type	Required
390	BidID	string

391	ClientBidID	string

	BidCompRspGrp	BidCompRspGrp	✔
Number of bid repeating groups

m: ListStrikePrice

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

Tag	Name	Type	Required
66	ListID	string	✔

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

o: RegistrationInstructions

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

Tag	Name	Type	Required
1	Account	string

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

495	TaxAdvantageType	TaxAdvantageType

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

514	RegistTransType	RegistTransType	✔

517	OwnershipType	OwnershipType

660	AcctIDSource	AcctIDSource

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

p: RegistrationInstructionsResponse

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

Tag	Name	Type	Required
1	Account	string

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

506	RegistStatus	RegistStatus	✔

507	RegistRejReasonCode	RegistRejReasonCode

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

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

q: OrderMassCancelRequest

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

Tag	Name	Type	Required
11	ClOrdID	string	✔
Unique ID of Order Mass Cancel Request as assigned by the institution.
54	Side	Side
Optional qualifier used to indicate the side of the market for which orders are to be canceled. Absence of this field indicates that orders are to be canceled regardless of side.
58	Text	string

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

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

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

r: OrderMassCancelReport

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

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

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

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

	AffectedOrdGrp	AffectedOrdGrp	✔
Optional field used to indicate the number of order identifiers for orders affected by the Order Mass Cancel Request. Must be followed with OrigClOrdID as the next field
	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
	UnderlyingInstrument	UnderlyingInstrument	✔
Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages"

s: NewOrderCross

Used to submit a cross order into a market. The cross order contains two order sides (a buy and a sell). The cross order is identified by its CrossID.

Tag	Name	Type	Required
15	Currency	Currency

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

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

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

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

110	MinQty	Qty

111	MaxFloor	Qty

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

376	ComplianceID	string

423	PriceType	PriceType

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

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

549	CrossType	CrossType	✔

550	CrossPrioritization	CrossPrioritization	✔

847	TargetStrategy	TargetStrategy
The target strategy of the order
848	TargetStrategyParameters	string
For further specification of the TargetStrategy
849	ParticipationRate	Percentage
Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume)
	DiscretionInstructions	DiscretionInstructions	✔
Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages"
	InstrmtLegGrp	InstrmtLegGrp	✔
Number of Legs
	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
	PegInstructions	PegInstructions	✔
Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages"
	SideCrossOrdModGrp	SideCrossOrdModGrp	✔
Must be 1 or 2 1 or 2 if CrossType=1 2 otherwise
	SpreadOrBenchmarkCurveData	SpreadOrBenchmarkCurveData	✔
Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages"
	Stipulations	Stipulations	✔
Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages"
	TrdgSesGrp	TrdgSesGrp	✔
Specifies the number of repeating TradingSessionIDs
	UndInstrmtGrp	UndInstrmtGrp	✔
Number of underlyings
	YieldData	YieldData	✔
Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages"

t: CrossOrderCancelReplaceRequest

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

Tag	Name	Type	Required
15	Currency	Currency

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

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

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

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

110	MinQty	Qty

111	MaxFloor	Qty

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

376	ComplianceID	string

423	PriceType	PriceType

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

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

550	CrossPrioritization	CrossPrioritization	✔

551	OrigCrossID	string	✔
Must match the CrossID of the previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace.
847	TargetStrategy	TargetStrategy
The target strategy of the order
848	TargetStrategyParameters	string
For further specification of the TargetStrategy
849	ParticipationRate	Percentage
Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume)
	DiscretionInstructions	DiscretionInstructions	✔
Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages"
	InstrmtLegGrp	InstrmtLegGrp	✔
Number of Legs
	Instrument	Instrument	✔
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
	PegInstructions	PegInstructions	✔
Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages"
	SideCrossOrdModGrp	SideCrossOrdModGrp	✔
Must be 1 or 2
	SpreadOrBenchmarkCurveData	SpreadOrBenchmarkCurveData	✔
Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages"
	Stipulations	Stipulations	✔
Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages"
	TrdgSesGrp	TrdgSesGrp	✔
Specifies the number of repeating TradingSessionIDs
	UndInstrmtGrp	UndInstrmtGrp	✔
Number of underlyings
	YieldData	YieldData	✔
Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages"

u: CrossOrderCancelRequest

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

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

550	CrossPrioritization	CrossPrioritization	✔

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

v: SecurityTypeRequest

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

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

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

762	SecuritySubType	string
Used to qualify which security types are returned

w: SecurityTypes

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

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

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

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

x: SecurityListRequest

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

Tag	Name	Type	Required
15	Currency	Currency

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

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

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

y: SecurityList

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

Tag	Name	Type	Required
320	SecurityReqID	string

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

z: DerivativeSecurityListRequest

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

Tag	Name	Type	Required
15	Currency	Currency

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

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

625	TradingSessionSubID	string

762	SecuritySubType	string

	UnderlyingInstrument	UnderlyingInstrument	✔
Specifies the underlying instrument

Component Blocks

CommissionData

Confirmation

ExecutionReport

MultilegOrderCancelReplace

NewOrderMultileg

NewOrderSingle

OrderCancelReplaceRequest

Tag	Name	Type
12	Commission	Amt

13	CommType	CommType

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

DiscretionInstructions

CrossOrderCancelReplaceRequest

ExecutionReport

MultilegOrderCancelReplace

NewOrderCross

NewOrderMultileg

NewOrderSingle

OrderCancelReplaceRequest

ListOrdGrp

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

DisplayInstruction

Tag	Name	Type
1082	SecondaryDisplayQty	Qty

1083	DisplayWhen	DisplayWhen

1084	DisplayMethod	DisplayMethod

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

ExpirationQty

Tag	Name	Type	Required
981	NoExpiration	NumInGroup

FinancingDetails

AllocationInstruction

AllocationInstructionAlert

OrderCancelReplaceRequest

TradeCaptureReportRequest

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

Instrument

AllocationInstruction

AllocationInstructionAlert

CrossOrderCancelReplaceRequest

CrossOrderCancelRequest

DontKnowTrade

ExecutionAcknowledgement

ExecutionReport

IOI

MarketDataSnapshotFullRefresh

MultilegOrderCancelReplace

NewOrderCross

NewOrderMultileg

NewOrderSingle

OrderCancelReplaceRequest

OrderCancelRequest

OrderMassCancelReport

OrderMassCancelRequest

OrderMassStatusRequest

OrderStatusRequest

PositionMaintenanceReport

PositionMaintenanceRequest

RequestForPositionsAck

SecurityDefinition

SecurityDefinitionRequest

SecurityListRequest

SecurityStatus

SecurityStatusRequest

TradeCaptureReport

TradeCaptureReportAck

TradeCaptureReportRequest

TradeCaptureReportRequestAck

Tag	Name	Type	Required
22	SecurityIDSource	SecurityIDSource
Required if SecurityID is specified.
48	SecurityID	string
Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.
55	Symbol	string
Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol.
65	SymbolSfx	SymbolSfx
Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price.
106	Issuer	string

107	SecurityDesc	string

167	SecurityType	SecurityType
It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.)
200	MaturityMonthYear	MonthYear
Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures). Note MaturityDate (a full date) can also be specified.
202	StrikePrice	Price
Used for derivatives, such as options and covered warrants
206	OptAttribute	char
Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose.
207	SecurityExchange	Exchange
Can be used to identify the security.
223	CouponRate	Percentage
For Fixed Income.
224	CouponPaymentDate	LocalMktDate
Date interest is to be paid. Used in identifying Corporate Bond issues.
225	IssueDate	LocalMktDate
Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.
226	RepurchaseTerm	int

227	RepurchaseRate	Percentage

228	Factor	float
For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value
231	ContractMultiplier	float
For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.
239	RepoCollateralSecurityType	string

240	RedemptionDate	LocalMktDate

255	CreditRating	string

348	EncodedIssuerLen	Length
Must be set if EncodedIssuer field is specified and must immediately precede it.
349	EncodedIssuer	data
Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.
350	EncodedSecurityDescLen	Length
Must be set if EncodedSecurityDesc field is specified and must immediately precede it.
351	EncodedSecurityDesc	data
Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.
460	Product	Product
Indicates the type of product the security is associated with (high-level category)
461	CFICode	string
Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.
470	CountryOfIssue	Country
ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness.
471	StateOrProvinceOfIssue	string
A two-character state or province abbreviation.
472	LocaleOfIssue	string
The three-character IATA code for a locale (e.g. airport code for Municipal Bonds).
541	MaturityDate	LocalMktDate
Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S&P futures).may use MaturityMonthYear and/or this field. When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment.
543	InstrRegistry	string
The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues.
667	ContractSettlMonth	MonthYear
Must be present for MBS/TBA
691	Pool	string
Identifies MBS / ABS pool
762	SecuritySubType	string
Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.
873	DatedDate	LocalMktDate
If different from IssueDate
874	InterestAccrualDate	LocalMktDate
If different from IssueDate and DatedDate
875	CPProgram	CPProgram
The program under which a commercial paper is issued
876	CPRegType	string
The registration type of a commercial paper issuance
947	StrikeCurrency	Currency
Used for derivatives
	EvntGrp	EvntGrp	✔
Number of repeating EventType group entries.
	SecAltIDGrp	SecAltIDGrp	✔
Number of alternate Security Identifiers

InstrumentExtension

AllocationInstruction

AllocationInstructionAlert

AllocationReport

Confirmation

SecurityDefinition

SecurityDefinitionRequest

SecurityListRequest

SecurityStatus

SecurityStatusRequest

TradeCaptureReportRequest

RelSymDerivSecGrp

SecListGrp

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

InstrumentLeg

Tag	Name	Type	Required
248	LegCouponPaymentDate	LocalMktDate

249	LegIssueDate	LocalMktDate

250	LegRepoCollateralSecurityType	string

251	LegRepurchaseTerm	int

252	LegRepurchaseRate	Percentage

253	LegFactor	float

254	LegRedemptionDate	LocalMktDate

257	LegCreditRating	string

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

597	LegStateOrProvinceOfIssue	string

598	LegLocaleOfIssue	string

599	LegInstrRegistry	string

600	LegSymbol	string

601	LegSymbolSfx	string

602	LegSecurityID	string

603	LegSecurityIDSource	string

607	LegProduct	int

608	LegCFICode	string

609	LegSecurityType	string

610	LegMaturityMonthYear	MonthYear

611	LegMaturityDate	LocalMktDate

612	LegStrikePrice	Price

613	LegOptAttribute	char

614	LegContractMultiplier	float

615	LegCouponRate	Percentage

616	LegSecurityExchange	Exchange

617	LegIssuer	string

618	EncodedLegIssuerLen	Length

619	EncodedLegIssuer	data

620	LegSecurityDesc	string

621	EncodedLegSecurityDescLen	Length

622	EncodedLegSecurityDesc	data

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

740	LegPool	string
Identifies MBS / ABS pool
764	LegSecuritySubType	string

942	LegStrikeCurrency	Currency

955	LegContractSettlMonth	MonthYear

956	LegInterestAccrualDate	LocalMktDate

1017	LegOptionRatio	float

	LegSecAltIDGrp	LegSecAltIDGrp	✔

LegBenchmarkCurveData

InstrmtLegSecListGrp

LegQuotGrp

QuotReqLegsGrp

Tag	Name	Type
676	LegBenchmarkCurveCurrency	Currency

677	LegBenchmarkCurveName	string

678	LegBenchmarkCurvePoint	string

679	LegBenchmarkPrice	Price

680	LegBenchmarkPriceType	int

OrderQtyData

DontKnowTrade

ExecutionAcknowledgement

ExecutionReport

IOI

MultilegOrderCancelReplace

NewOrderMultileg

NewOrderSingle

OrderCancelReplaceRequest

Tag	Name	Type
38	OrderQty	Qty
One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified.
152	CashOrderQty	Qty
One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in tradeable units (e.g. shares) for subsequent messages.
468	RoundingDirection	RoundingDirection
For CIV - Optional
469	RoundingModulus	float
For CIV - Optional
516	OrderPercent	Percentage
For CIV - Optional. One of CashOrderQty, OrderQty or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified.

PegInstructions

CrossOrderCancelReplaceRequest

ExecutionReport

MultilegOrderCancelReplace

NewOrderCross

NewOrderMultileg

NewOrderSingle

OrderCancelReplaceRequest

ListOrdGrp

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

RootParties

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

RootSubParties

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

SecLstUpdRelSymsLegGrp

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

SettlInstructionsData

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

SideTrdRegTS

TrdCapRptSideGrp

Tag	Name	Type	Required
1016	NoSideTrdRegTS	NumInGroup

SpreadOrBenchmarkCurveData

AllocationInstruction

AllocationInstructionAlert

CrossOrderCancelReplaceRequest

OrderCancelReplaceRequest

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

221	BenchmarkCurveName	BenchmarkCurveName

222	BenchmarkCurvePoint	string

662	BenchmarkPrice	Price

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

TriggeringInstruction

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

UnderlyingAmount

Tag	Name	Type	Required
984	NoUnderlyingAmounts	NumInGroup

UnderlyingInstrument

DerivativeSecurityList

DerivativeSecurityListRequest

OrderMassCancelReport

OrderMassCancelRequest

OrderMassStatusRequest

Tag	Name	Type	Required
241	UnderlyingCouponPaymentDate	LocalMktDate

242	UnderlyingIssueDate	LocalMktDate

243	UnderlyingRepoCollateralSecurityType	string

244	UnderlyingRepurchaseTerm	int

245	UnderlyingRepurchaseRate	Percentage

246	UnderlyingFactor	float

247	UnderlyingRedemptionDate	LocalMktDate

256	UnderlyingCreditRating	string

305	UnderlyingSecurityIDSource	string

306	UnderlyingIssuer	string

307	UnderlyingSecurityDesc	string

308	UnderlyingSecurityExchange	Exchange

309	UnderlyingSecurityID	string

310	UnderlyingSecurityType	string

311	UnderlyingSymbol	string

312	UnderlyingSymbolSfx	string

313	UnderlyingMaturityMonthYear	MonthYear

316	UnderlyingStrikePrice	Price

317	UnderlyingOptAttribute	char

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

363	EncodedUnderlyingIssuer	data

364	EncodedUnderlyingSecurityDescLen	Length

365	EncodedUnderlyingSecurityDesc	data

435	UnderlyingCouponRate	Percentage

436	UnderlyingContractMultiplier	float

462	UnderlyingProduct	int

463	UnderlyingCFICode	string

542	UnderlyingMaturityDate	LocalMktDate

592	UnderlyingCountryOfIssue	Country

593	UnderlyingStateOrProvinceOfIssue	string

594	UnderlyingLocaleOfIssue	string

595	UnderlyingInstrRegistry	string

763	UnderlyingSecuritySubType	string

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

878	UnderlyingCPRegType	string

879	UnderlyingQty	Qty
Specific to the (not in ) Unit amount of the underlying security (par, shares, currency, etc.)
882	UnderlyingDirtyPrice	Price
Specific to the (not in ) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest
883	UnderlyingEndPrice	Price
Specific to the (not in ) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.
884	UnderlyingStartValue	Amt
Specific to the (not in ) Currency value attributed to this collateral at the start of the agreement
885	UnderlyingCurrentValue	Amt
Specific to the (not in ) Currency value currently attributed to this collateral
886	UnderlyingEndValue	Amt
Specific to the (not in ) Currency value attributed to this collateral at the end of the agreement
941	UnderlyingStrikeCurrency	Currency

1038	UnderlyingCapValue	Amt

	UndSecAltIDGrp	UndSecAltIDGrp	✔

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

YieldData

AllocationInstruction

AllocationInstructionAlert

AllocationReport

Confirmation

CrossOrderCancelReplaceRequest

OrderCancelReplaceRequest

Tag	Name	Type
235	YieldType	YieldType

236	Yield	Percentage

696	YieldRedemptionDate	LocalMktDate

697	YieldRedemptionPrice	Price

698	YieldRedemptionPriceType	int

701	YieldCalcDate	LocalMktDate

interval

Name	Type	Required
duration	Duration	✔

start_time	UTCTimestamp	✔

Repeating Groups

AffectedOrdGrp

OrderMassCancelReport

Tag	Name	Type
41	OrigClOrdID	string
Required if NoAffectedOrders > 0 Indicates the client order id of an order affected by the Order Mass Cancel Request.
534	NoAffectedOrders	NumInGroup
Optional field used to indicate the number of order identifiers for orders affected by the Order Mass Cancel Request. Must be followed with OrigClOrdID as the next field
535	AffectedOrderID	string
Contains the OrderID assigned by the counterparty of an affected order. Not required as part of the repeating group.
536	AffectedSecondaryOrderID	string
Contains the SecondaryOrderID assigned by the counterparty of an affected order. Not required as part of the repeating group

AllocAckGrp

AllocationInstructionAck

AllocationReportAck

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

661	AllocAcctIDSource	int

776	IndividualAllocRejCode	int
Required if NoAllocs > 0.

AllocGrp

AllocationInstruction

AllocationInstructionAlert

AllocationReport

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

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

209	AllocHandlInst	AllocHandlInst

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

573	MatchStatus	MatchStatus

661	AllocAcctIDSource	int

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

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

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

AttrbGrp

InstrumentExtension

Tag	Name	Type
870	NoInstrAttrib	NumInGroup

871	InstrAttribType	InstrAttribType

872	InstrAttribValue	string

BidCompReqGrp

BidRequest

Tag	Name	Type
1	Account	string

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

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

660	AcctIDSource	AcctIDSource

BidCompRspGrp

BidResponse

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

63	SettlType	SettlType

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

336	TradingSessionID	string

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

430	NetGrossInd	NetGrossInd
Net/Gross
625	TradingSessionSubID	string

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

BidDescReqGrp

BidRequest

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

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

ClrInstGrp

AllocGrp

TrdCapRptAckSideGrp

TrdCapRptSideGrp

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

CollInqQualGrp

CollateralInquiry

CollateralInquiryAck

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

CompIDReqGrp

NetworkCounterpartySystemStatusRequest

Tag	Name	Type
283	LocationID	string
Used to restrict updates/request to specific LocationID
284	DeskID	string
Used to restrict updates/request to specific DeskID
930	RefCompID	string
Used to restrict updates/request to specific CompID
931	RefSubID	string
Used to restrict updates/request to specific SubID
936	NoCompIDs	NumInGroup
Used to restrict updates/request to a list of specific CompID/SubID/LocationID/DeskID combinations. If not present request applies to all applicable available counterparties. EG Unless one sell side broker was a customer of another you would not expect to see information about other brokers, similarly one fund manager etc.

CompIDStatGrp

NetworkCounterpartySystemStatusResponse

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

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

ContAmtGrp

ExecutionReport

TrdCapRptAckSideGrp

TrdCapRptSideGrp

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

521	ContAmtCurr	Currency

ContraGrp

ExecutionReport

Tag	Name	Type
337	ContraTrader	string

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

438	ContraTradeTime	UTCTimestamp

655	ContraLegRefID	string

CpctyConfGrp

Confirmation

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

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

DlvyInstGrp

SettlInstructionsData

Tag	Name	Type	Required
85	NoDlvyInst	NumInGroup

165	SettlInstSource	SettlInstSource

787	DlvyInstType	DlvyInstType

	SettlParties	SettlParties	✔

EvntGrp

Instrument

Tag	Name	Type
864	NoEvents	NumInGroup

865	EventType	EventType

866	EventDate	LocalMktDate

867	EventPx	Price

868	EventText	string

ExecAllocGrp

AllocationInstruction

AllocationInstructionAlert

AllocationReport

Tag	Name	Type
17	ExecID	string

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

669	LastParPx	Price
Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx is expressed in Yield, Spread, Discount or any other price type

ExecCollGrp

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

ExecsGrp

Tag	Name	Type
17	ExecID	string

124	NoExecs	NumInGroup

IOIQualGrp

IOI

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

InstrmtGrp

News

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

InstrmtLegExecGrp

ExecutionReport

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

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

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

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

InstrmtLegGrp

AllocationInstruction

AllocationInstructionAlert

CrossOrderCancelReplaceRequest

CrossOrderCancelRequest

DontKnowTrade

ExecutionAcknowledgement

MarketDataSnapshotFullRefresh

NewOrderCross

News

PositionMaintenanceReport

PositionMaintenanceRequest

PositionReport

QuoteStatusRequest

RequestForPositions

RequestForPositionsAck

SecurityDefinition

SecurityDefinitionRequest

SecurityListRequest

SecurityStatus

SecurityStatusRequest

TradeCaptureReportRequest

TradeCaptureReportRequestAck

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

InstrmtLegIOIGrp

IOI

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

InstrmtLegSecListGrp

SecListGrp

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

690	LegSwapType	LegSwapType

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

InstrmtMDReqGrp

MarketDataRequest

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

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

InstrmtStrkPxGrp

ListStrikePrice

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

InstrumentParties

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

InstrumentPtysSubGrp

InstrumentParties

Tag	Name	Type
1052	NoInstrumentPartySubIDs	NumInGroup

1053	InstrumentPartySubID	string

1054	InstrumentPartySubIDType	int

LegOrdGrp

MultilegOrderCancelReplace

NewOrderMultileg

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

690	LegSwapType	LegSwapType

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

	LegStipulations	LegStipulations	✔

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

LegPreAllocGrp

LegOrdGrp

Tag	Name	Type	Required
670	NoLegAllocs	NumInGroup

671	LegAllocAccount	string

672	LegIndividualAllocID	string

673	LegAllocQty	Qty

674	LegAllocAcctIDSource	string

675	LegSettlCurrency	Currency

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

LegQuotGrp

Quote

QuoteResponse

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

588	LegSettlDate	LocalMktDate

681	LegBidPx	Price

684	LegOfferPx	Price

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

690	LegSwapType	LegSwapType

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

	LegStipulations	LegStipulations	✔

	NestedParties	NestedParties	✔

LegQuotStatGrp

QuoteStatusReport

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

588	LegSettlDate	LocalMktDate

687	LegQty	Qty

690	LegSwapType	LegSwapType

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

	NestedParties	NestedParties	✔

LegSecAltIDGrp

InstrumentLeg

Tag	Name	Type
604	NoLegSecurityAltID	NumInGroup

605	LegSecurityAltID	string

606	LegSecurityAltIDSource	string

LegStipulations

Tag	Name	Type
683	NoLegStipulations	NumInGroup

688	LegStipulationType	string
Required if NoLegStipulations >0
689	LegStipulationValue	string

LinesOfTextGrp

News

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

ListOrdGrp

NewOrderList

Tag	Name	Type	Required
1	Account	string

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

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

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

44	Price	Price

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

59	TimeInForce	TimeInForce

60	TransactTime	UTCTimestamp

63	SettlType	SettlType

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

77	PositionEffect	PositionEffect

81	ProcessCode	ProcessCode

99	StopPx	Price

100	ExDestination	Exchange

110	MinQty	Qty

111	MaxFloor	Qty

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

121	ForexReq	ForexReq

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

168	EffectiveTime	UTCTimestamp

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

210	MaxShow	Qty

229	TradeOriginationDate	LocalMktDate

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

377	SolicitedFlag	SolicitedFlag

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

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

528	OrderCapacity	OrderCapacity

529	OrderRestrictions	OrderRestrictions

544	CashMargin	CashMargin

581	AccountType	AccountType

582	CustOrderCapacity	CustOrderCapacity

583	ClOrdLinkID	string

589	DayBookingInst	DayBookingInst

590	BookingUnit	BookingUnit

591	PreallocMethod	PreallocMethod

635	ClearingFeeIndicator	ClearingFeeIndicator

640	Price2	Price
Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of a F/X swap which is also a limit order. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points).
660	AcctIDSource	AcctIDSource

775	BookingType	BookingType
Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
847	TargetStrategy	TargetStrategy
The target strategy of the order
848	TargetStrategyParameters	string
For further specification of the TargetStrategy
849	ParticipationRate	Percentage
Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume)
854	QtyType	QtyType

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

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

	UndInstrmtGrp	UndInstrmtGrp	✔

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

MDFullGrp

MarketDataSnapshotFullRefresh

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

273	MDEntryTime	UTCTimeOnly

274	TickDirection	TickDirection

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

283	LocationID	string

284	DeskID	string

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

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

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

625	TradingSessionSubID	string

811	PriceDelta	float

MDIncGrp

MarketDataIncrementalRefresh

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

273	MDEntryTime	UTCTimeOnly

274	TickDirection	TickDirection

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

283	LocationID	string

284	DeskID	string

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

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

292	CorporateAction	CorporateAction

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

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

546	Scope	Scope

625	TradingSessionSubID	string

811	PriceDelta	float

	InstrmtLegGrp	InstrmtLegGrp	✔

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

MDReqGrp

MarketDataRequest

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

MDRjctGrp

MarketDataRequestReject

Tag	Name	Type
816	NoAltMDSource	NumInGroup

817	AltMDSourceID	string
Alternative Market Data Source

MiscFeesGrp

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

139	MiscFeeType	MiscFeeType
Required if NoMiscFees > 0
891	MiscFeeBasis	MiscFeeBasis

MsgTypeGrp

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

NestedParties

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

NestedParties2

LegPreAllocGrp

OrdAllocGrp

TrdAllocGrp

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

NestedParties3

PreAllocMlegGrp

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

NstdPtys2SubGrp

NestedParties2

Tag	Name	Type
760	Nested2PartySubID	string

806	NoNested2PartySubIDs	NumInGroup

807	Nested2PartySubIDType	int

NstdPtys3SubGrp

NestedParties3

Tag	Name	Type
952	NoNested3PartySubIDs	NumInGroup

953	Nested3PartySubID	string

954	Nested3PartySubIDType	int

NstdPtysSubGrp

NestedParties

Tag	Name	Type
545	NestedPartySubID	string

804	NoNestedPartySubIDs	NumInGroup

805	NestedPartySubIDType	int

OrdAllocGrp

AllocationInstruction

AllocationInstructionAlert

AllocationReport

Confirmation

ConfirmationRequest

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

38	OrderQty	Qty

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

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

OrdListStatGrp

ListStatus

Tag	Name	Type	Required
6	AvgPx	Price	✔

11	ClOrdID	string	✔

14	CumQty	Qty	✔

39	OrdStatus	OrdStatus	✔

58	Text	string

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

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

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

Parties

AllocationInstruction

AllocationInstructionAck

AllocationInstructionAlert

MassQuoteAcknowledgement

MultilegOrderCancelReplace

NewOrderMultileg

NewOrderSingle

OrderCancelReplaceRequest

OrderCancelRequest

OrderMassStatusRequest

OrderStatusRequest

PositionMaintenanceReport

PositionMaintenanceRequest

RegistrationInstructions

RegistrationInstructionsResponse

RequestForPositions

RequestForPositionsAck

SettlementInstructionRequest

TradeCaptureReportRequest

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

PosUndInstrmtGrp

PositionReport

Tag	Name	Type	Required
711	NoUnderlyings	NumInGroup

732	UnderlyingSettlPrice	Price

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

PositionAmountData

AssignmentReport

PositionMaintenanceReport

PositionReport

TradeCaptureReport

Tag	Name	Type
707	PosAmtType	PosAmtType

708	PosAmt	Amt

753	NoPosAmt	NumInGroup
Number of Position Amount entries

PositionQty

AssignmentReport

PositionMaintenanceReport

PositionMaintenanceRequest

PositionReport

Tag	Name	Type	Required
702	NoPositions	NumInGroup

703	PosType	PosType
Required if NoPositions > 1
704	LongQty	Qty

705	ShortQty	Qty

706	PosQtyStatus	PosQtyStatus

	NestedParties	NestedParties	✔
Optional repeating group - used to associate or distribute position to a specific party other than the party that currently owns the position.

PreAllocGrp

NewOrderSingle

OrderCancelReplaceRequest

ListOrdGrp

SideCrossOrdModGrp

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

467	IndividualAllocID	string

661	AllocAcctIDSource	int

736	AllocSettlCurrency	Currency

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

PreAllocMlegGrp

MultilegOrderCancelReplace

NewOrderMultileg

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

467	IndividualAllocID	string

661	AllocAcctIDSource	int

736	AllocSettlCurrency	Currency

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

PtysSubGrp

Parties

Tag	Name	Type
523	PartySubID	string

802	NoPartySubIDs	NumInGroup

803	PartySubIDType	PartySubIDType

QuotCxlEntriesGrp

QuoteCancel

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

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

QuotEntryAckGrp

QuotSetAckGrp

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

62	ValidUntilTime	UTCTimestamp

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

135	OfferSize	Qty

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

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

631	MidPx	Price

632	BidYield	Percentage

633	MidYield	Percentage

634	OfferYield	Percentage

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

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

QuotEntryGrp

QuotSetGrp

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

62	ValidUntilTime	UTCTimestamp

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

135	OfferSize	Qty

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

625	TradingSessionSubID	string

631	MidPx	Price

632	BidYield	Percentage

633	MidYield	Percentage

634	OfferYield	Percentage

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

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

QuotQualGrp

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

QuotReqGrp

QuoteRequest

Tag	Name	Type	Required
1	Account	string

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

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

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

423	PriceType	PriceType

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

625	TradingSessionSubID	string

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

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

	QuotQualGrp	QuotQualGrp	✔

	QuotReqLegsGrp	QuotReqLegsGrp	✔

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

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

QuotReqLegsGrp

QuotReqGrp

QuotReqRjctGrp

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

588	LegSettlDate	LocalMktDate

687	LegQty	Qty

690	LegSwapType	LegSwapType

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

	LegStipulations	LegStipulations	✔

	NestedParties	NestedParties	✔

QuotReqRjctGrp

QuoteRequestReject

Tag	Name	Type	Required
1	Account	string

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

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

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

423	PriceType	PriceType

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

625	TradingSessionSubID	string

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

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

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

	QuotReqLegsGrp	QuotReqLegsGrp	✔

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

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

QuotSetAckGrp

MassQuoteAcknowledgement

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

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

QuotSetGrp

MassQuote

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

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

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

RFQReqGrp

RFQRequest

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

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

	InstrmtLegGrp	InstrmtLegGrp	✔

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

RelSymDerivSecGrp

DerivativeSecurityList

Tag	Name	Type	Required
15	Currency	Currency

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

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

827	ExpirationCycle	ExpirationCycle

	InstrmtLegGrp	InstrmtLegGrp	✔

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

RgstDistInstGrp

RegistrationInstructions

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

498	CashDistribAgentName	string

499	CashDistribAgentCode	string

500	CashDistribAgentAcctNumber	string

501	CashDistribPayRef	string

502	CashDistribAgentAcctName	string

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

RgstDtlsGrp

RegistrationInstructions

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

475	InvestorCountryOfResidence	Country

482	MailingInst	string

486	DateOfBirth	LocalMktDate

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

522	OwnerType	OwnerType

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

RoutingGrp

IOI

News

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

SecAltIDGrp

Instrument

Tag	Name	Type
454	NoSecurityAltID	NumInGroup

455	SecurityAltID	string

456	SecurityAltIDSource	string

SecListGrp

SecurityList

Tag	Name	Type	Required
15	Currency	Currency

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

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

562	MinTradeVol	Qty

625	TradingSessionSubID	string

827	ExpirationCycle	ExpirationCycle

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

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

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

SecLstUpdRelSymGrp

SecurityListUpdateReport

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

SecTypesGrp

SecurityTypes

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

461	CFICode	string

558	NoSecurityTypes	NumInGroup

762	SecuritySubType	string

SettlInstGrp

SettlementInstructions

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

SettlParties

DlvyInstGrp

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

SettlPtysSubGrp

SettlParties

Tag	Name	Type
785	SettlPartySubID	string

786	SettlPartySubIDType	int

801	NoSettlPartySubIDs	NumInGroup

SideCrossOrdCxlGrp

CrossOrderCancelRequest

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

54	Side	Side	✔

58	Text	string

75	TradeDate	LocalMktDate

229	TradeOriginationDate	LocalMktDate

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

526	SecondaryClOrdID	string

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

586	OrigOrdModTime	UTCTimestamp

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

SideCrossOrdModGrp

CrossOrderCancelReplaceRequest

NewOrderCross

Tag	Name	Type	Required
1	Account	string

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

58	Text	string

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

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

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

526	SecondaryClOrdID	string

528	OrderCapacity	OrderCapacity

529	OrderRestrictions	OrderRestrictions

544	CashMargin	CashMargin

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

582	CustOrderCapacity	CustOrderCapacity

583	ClOrdLinkID	string

589	DayBookingInst	DayBookingInst

590	BookingUnit	BookingUnit

591	PreallocMethod	PreallocMethod

635	ClearingFeeIndicator	ClearingFeeIndicator

659	SideComplianceID	string

660	AcctIDSource	AcctIDSource

775	BookingType	BookingType
Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
854	QtyType	QtyType

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

Stipulations

AllocationInstruction

AllocationInstructionAlert

CrossOrderCancelReplaceRequest

Tag	Name	Type
232	NoStipulations	NumInGroup

233	StipulationType	StipulationType
Required if NoStipulations >0
234	StipulationValue	string

StrategyParametersGrp

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

TrdAllocGrp

TrdCapRptAckSideGrp

TrdCapRptSideGrp

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

467	IndividualAllocID	string

661	AllocAcctIDSource	int

736	AllocSettlCurrency	Currency

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

TrdCapDtGrp

TradeCaptureReportRequest

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

TrdCapRptAckSideGrp

Tag	Name	Type	Required
1	Account	string

11	ClOrdID	string

15	Currency	Currency

18	ExecInst	ExecInst

37	OrderID	string

40	OrdType	OrdType

54	Side	Side	✔

66	ListID	string

70	AllocID	string

77	PositionEffect	PositionEffect

81	ProcessCode	ProcessCode

118	NetMoney	Amt

119	SettlCurrAmt	Amt

120	SettlCurrency	Currency

155	SettlCurrFxRate	float

156	SettlCurrFxRateCalc	SettlCurrFxRateCalc

157	NumDaysInterest	int

158	AccruedInterestRate	Percentage

159	AccruedInterestAmt	Amt

198	SecondaryOrderID	string

230	ExDate	LocalMktDate

237	TotalTakedown	Amt

238	Concession	Amt

336	TradingSessionID	string

376	ComplianceID	string

377	SolicitedFlag	SolicitedFlag

483	TransBkdTime	UTCTimestamp

526	SecondaryClOrdID	string

528	OrderCapacity	OrderCapacity

529	OrderRestrictions	OrderRestrictions

552	NoSides	NumInGroup	✔

575	OddLot	OddLot

578	TradeInputSource	string

579	TradeInputDevice	string

581	AccountType	AccountType

582	CustOrderCapacity	CustOrderCapacity

591	PreallocMethod	PreallocMethod

625	TradingSessionSubID	string

660	AcctIDSource	AcctIDSource

738	InterestAtMaturity	Amt

752	SideMultiLegReportingType	SideMultiLegReportingType

821	OrderInputDevice	string

825	ExchangeRule	string

826	TradeAllocIndicator	TradeAllocIndicator

920	EndAccruedInterestAmt	Amt

921	StartCash	Amt

922	EndCash	Amt

943	TimeBracket	string

1008	SideTrdSubTyp	int

	ClrInstGrp	ClrInstGrp	✔

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

	MiscFeesGrp	MiscFeesGrp	✔

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

TrdCapRptSideGrp

TradeCaptureReport

Tag	Name	Type	Required
1	Account	string
Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary
11	ClOrdID	string
Required for executions against electronically submitted orders which were assigned an ID by the institution or intermediary. Not required for orders manually entered by the broker or fund manager (for CIV orders).
15	Currency	Currency

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

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

70	AllocID	string
Used to assign an ID to the block of preallocations
77	PositionEffect	PositionEffect
For use in derivatives omnibus accounting
81	ProcessCode	ProcessCode
Used to specify Step-out trades
118	NetMoney	Amt
Note: On a fill/partial fill messages, it represents value for that fill/partial fill, on ExecType=Calculated, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency field.
119	SettlCurrAmt	Amt
Used to report results of forex accommodation trade
120	SettlCurrency	Currency
Used to report results of forex accommodation trade
155	SettlCurrFxRate	float
Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency
156	SettlCurrFxRateCalc	SettlCurrFxRateCalc
Specifies whether the SettlCurrFxRate should be multiplied or divided
157	NumDaysInterest	int

158	AccruedInterestRate	Percentage

159	AccruedInterestAmt	Amt

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

237	TotalTakedown	Amt

238	Concession	Amt

336	TradingSessionID	string

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

377	SolicitedFlag	SolicitedFlag

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

578	TradeInputSource	string

579	TradeInputDevice	string

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

625	TradingSessionSubID	string

660	AcctIDSource	AcctIDSource

738	InterestAtMaturity	Amt

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

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

	ClrInstGrp	ClrInstGrp	✔

	CommissionData	CommissionData	✔
Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages" Note: On a fill/partial fill messages, it represents value for that fill/partial fill, on ExecType=Calculated, it represents cumulative value for the order. Monetary commission values are expressed in the currency reflected by the Currency field.
	ContAmtGrp	ContAmtGrp	✔

	MiscFeesGrp	MiscFeesGrp	✔

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

	TrdAllocGrp	TrdAllocGrp	✔

TrdCollGrp

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

897	NoTrades	NumInGroup
Trades for which collateral is required

TrdInstrmtLegGrp

TradeCaptureReport

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

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

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

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

TrdRegTimestamps

TradeCaptureReportAck

Tag	Name	Type
768	NoTrdRegTimestamps	NumInGroup

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

TrdSessLstGrp

TradingSessionList

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

TrdgSesGrp

CrossOrderCancelReplaceRequest

MarketDataRequest

MultilegOrderCancelReplace

NewOrderCross

NewOrderMultileg

NewOrderSingle

OrderCancelReplaceRequest

PositionMaintenanceReport

PositionMaintenanceRequest

RequestForPositions

ListOrdGrp

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

UndInstrmtCollGrp

CollateralAssignment

CollateralRequest

CollateralResponse

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

UndInstrmtGrp

AllocationInstruction

AllocationInstructionAlert

CrossOrderCancelReplaceRequest

CrossOrderCancelRequest

DontKnowTrade

ExecutionAcknowledgement

ExecutionReport

IOI

MarketDataSnapshotFullRefresh

MultilegOrderCancelReplace

OrderCancelReplaceRequest

OrderCancelRequest

OrderStatusRequest

PositionMaintenanceReport

PositionMaintenanceRequest

RequestForPositionsAck

SecurityDefinition

SecurityDefinitionRequest

SecurityListRequest

SecurityStatus

SecurityStatusRequest

TradeCaptureReport

TradeCaptureReportRequest

TradeCaptureReportRequestAck

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

UndInstrmtStrkPxGrp

ListStrikePrice

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

44	Price	Price	✔

54	Side	Side

58	Text	string

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

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

UndSecAltIDGrp

UnderlyingInstrument

Tag	Name	Type
457	NoUnderlyingSecurityAltID	NumInGroup

458	UnderlyingSecurityAltID	string

459	UnderlyingSecurityAltIDSource	string

UnderlyingStipulations

UnderlyingInstrument

Tag	Name	Type
887	NoUnderlyingStips	NumInGroup

888	UnderlyingStipType	string
Required if NoUnderlyingStips >0
889	UnderlyingStipValue	string

UndlyInstrumentParties

UnderlyingInstrument

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

UndlyInstrumentPtysSubGrp

UndlyInstrumentParties

Tag	Name	Type
1062	NoUndlyInstrumentPartySubIDs	NumInGroup

1063	UndlyInstrumentPartySubID	string

1064	UndlyInstrumentPartySubIDType	int

Fields

Tagged Fields available for Business Messages

Name	Tag	Type	Member of:
Account	1	string	AssignmentReport
			CollateralAssignment
			CollateralInquiry
			CollateralInquiryAck
			CollateralReport
			CollateralRequest
			CollateralResponse
			ExecutionReport
			MassQuote
			MassQuoteAcknowledgement
			MultilegOrderCancelReplace
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReject
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderMassStatusRequest
			OrderStatusRequest
			PositionMaintenanceReport
			PositionMaintenanceRequest
			PositionReport
			Quote
			QuoteCancel
			QuoteResponse
			QuoteStatusReport
			QuoteStatusRequest
			RegistrationInstructions
			RegistrationInstructionsResponse
			RequestForPositions
			RequestForPositionsAck
			BidCompReqGrp
			ListOrdGrp
			QuotReqGrp
			QuotReqRjctGrp
			SideCrossOrdModGrp
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
AdvId	2	string	Advertisement
AdvRefID	3	string	Advertisement
AdvSide	4	AdvSide	Advertisement
AdvTransType	5	AdvTransType	Advertisement
AvgPx	6	Price	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			Confirmation
			ExecutionAcknowledgement
			ExecutionReport
			TradeCaptureReport
			OrdListStatGrp
BeginString	8	string
BodyLength	9	Length
CheckSum	10	string
ClOrdID	11	string	CollateralAssignment
			CollateralInquiry
			CollateralInquiryAck
			CollateralReport
			CollateralRequest
			CollateralResponse
			Email
			ExecutionAcknowledgement
			ExecutionReport
			MultilegOrderCancelReplace
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReject
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderMassCancelReport
			OrderMassCancelRequest
			OrderStatusRequest
			QuoteRequest
			QuoteResponse
			RegistrationInstructions
			RegistrationInstructionsResponse
			SettlementInstructions
			TradeCaptureReportRequest
			ListOrdGrp
			OrdAllocGrp
			OrdListStatGrp
			SideCrossOrdCxlGrp
			SideCrossOrdModGrp
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
			UndInstrmtStrkPxGrp
Commission	12	Amt	Quote
			QuoteResponse
			QuoteStatusReport
			CommissionData
CommType	13	CommType	Quote
			QuoteResponse
			QuoteStatusReport
			CommissionData
CumQty	14	Qty	ExecutionAcknowledgement
			ExecutionReport
			OrdListStatGrp
Currency	15	Currency	Advertisement
			AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			AssignmentReport
			BidRequest
			CollateralAssignment
			CollateralInquiry
			CollateralInquiryAck
			CollateralReport
			CollateralRequest
			CollateralResponse
			Confirmation
			CrossOrderCancelReplaceRequest
			DerivativeSecurityListRequest
			ExecutionReport
			IOI
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			PositionMaintenanceReport
			PositionMaintenanceRequest
			PositionReport
			Quote
			QuoteResponse
			QuoteStatusReport
			RequestForPositions
			RequestForPositionsAck
			SecurityDefinition
			SecurityDefinitionRequest
			SecurityListRequest
			SecurityStatus
			SecurityStatusRequest
			ListOrdGrp
			MDFullGrp
			MDIncGrp
			QuotEntryAckGrp
			QuotEntryGrp
			QuotReqGrp
			QuotReqRjctGrp
			RelSymDerivSecGrp
			SecListGrp
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
			UndInstrmtStrkPxGrp
ExecID	17	string	DontKnowTrade
			ExecutionAcknowledgement
			ExecutionReport
			TradeCaptureReport
			TradeCaptureReportAck
			TradeCaptureReportRequest
			ExecAllocGrp
			ExecCollGrp
			ExecsGrp
ExecInst	18	ExecInst	CrossOrderCancelReplaceRequest
			ExecutionReport
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			ListOrdGrp
			MDFullGrp
			MDIncGrp
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
ExecRefID	19	string	ExecutionReport
HandlInst	21	HandlInst	CrossOrderCancelReplaceRequest
			ExecutionReport
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			ListOrdGrp
SecurityIDSource	22	SecurityIDSource	Instrument
IOIID	23	string	CrossOrderCancelReplaceRequest
			IOI
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			QuoteResponse
			ListOrdGrp
IOIQltyInd	25	IOIQltyInd	IOI
IOIRefID	26	string	IOI
IOIQty	27	IOIQty	IOI
IOITransType	28	IOITransType	IOI
LastCapacity	29	LastCapacity	ExecutionReport
LastCapacity	29	LastCapacity	ExecAllocGrp
LastMkt	30	Exchange	Advertisement
			AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			Confirmation
			ExecutionReport
			TradeCaptureReport
LastPx	31	Price	DontKnowTrade
			ExecutionAcknowledgement
			ExecutionReport
			SecurityStatus
			TradeCaptureReport
			ExecAllocGrp
LastQty	32	Qty	DontKnowTrade
			ExecutionAcknowledgement
			ExecutionReport
			TradeCaptureReport
			ExecAllocGrp
NoLinesOfText	33	NumInGroup	LinesOfTextGrp
MsgSeqNum	34	int
MsgType	35	string
OrderID	37	string	CollateralAssignment
			CollateralInquiry
			CollateralInquiryAck
			CollateralReport
			CollateralRequest
			CollateralResponse
			CrossOrderCancelReplaceRequest
			CrossOrderCancelRequest
			DontKnowTrade
			Email
			ExecutionAcknowledgement
			ExecutionReport
			MultilegOrderCancelReplace
			OrderCancelReject
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderMassCancelReport
			OrderStatusRequest
			TradeCaptureReportRequest
			MDFullGrp
			MDIncGrp
			OrdAllocGrp
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
OrderQty	38	Qty	OrdAllocGrp
OrderQty	38	Qty	OrderQtyData
OrdStatus	39	OrdStatus	ExecutionReport
			OrderCancelReject
			TradeCaptureReport
			OrdListStatGrp
OrdType	40	OrdType	CrossOrderCancelReplaceRequest
			ExecutionReport
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			Quote
			QuoteResponse
			QuoteStatusReport
			ListOrdGrp
			QuotEntryAckGrp
			QuotEntryGrp
			QuotReqGrp
			QuotReqRjctGrp
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
OrigClOrdID	41	string	ExecutionReport
			MultilegOrderCancelReplace
			OrderCancelReject
			OrderCancelReplaceRequest
			OrderCancelRequest
			AffectedOrdGrp
			SideCrossOrdCxlGrp
OrigTime	42	UTCTimestamp	Email
OrigTime	42	UTCTimestamp	News
PossDupFlag	43	Boolean
Price	44	Price	Advertisement
			CollateralAssignment
			CollateralInquiry
			CollateralReport
			CollateralRequest
			CollateralResponse
			CrossOrderCancelReplaceRequest
			ExecutionReport
			IOI
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			QuoteResponse
			QuoteStatusReport
			BidCompRspGrp
			ListOrdGrp
			QuotReqGrp
			QuotReqRjctGrp
			UndInstrmtStrkPxGrp
SecurityID	48	string	Instrument
SenderCompID	49	string
SenderSubID	50	string
SendingTime	52	UTCTimestamp
Quantity	53	Qty	Advertisement
			AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			CollateralAssignment
			CollateralInquiry
			CollateralInquiryAck
			CollateralReport
			CollateralRequest
			CollateralResponse
Side	54	Side	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			CollateralAssignment
			CollateralInquiry
			CollateralReport
			CollateralRequest
			CollateralResponse
			Confirmation
			DontKnowTrade
			ExecutionAcknowledgement
			ExecutionReport
			IOI
			MultilegOrderCancelReplace
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderMassCancelReport
			OrderMassCancelRequest
			OrderMassStatusRequest
			OrderStatusRequest
			Quote
			QuoteResponse
			QuoteStatusReport
			SettlementInstructionRequest
			TradeCaptureReportRequest
			BidCompReqGrp
			BidCompRspGrp
			ListOrdGrp
			QuotReqGrp
			QuotReqRjctGrp
			SettlInstGrp
			SideCrossOrdCxlGrp
			SideCrossOrdModGrp
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
			UndInstrmtStrkPxGrp
Symbol	55	string	Instrument
TargetCompID	56	string
TargetSubID	57	string
Text	58	string	Advertisement
			AllocationInstruction
			AllocationInstructionAck
			AllocationInstructionAlert
			AllocationReport
			AllocationReportAck
			AssignmentReport
			BidRequest
			CollateralAssignment
			CollateralInquiry
			CollateralInquiryAck
			CollateralReport
			CollateralRequest
			CollateralResponse
			Confirmation
			ConfirmationAck
			ConfirmationRequest
			ContraryIntentionReport
			DerivativeSecurityListRequest
			DontKnowTrade
			ExecutionAcknowledgement
			ExecutionReport
			IOI
			ListCancelRequest
			ListExecute
			ListStatusRequest
			MarketDataRequestReject
			MassQuoteAcknowledgement
			MultilegOrderCancelReplace
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReject
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderMassCancelReport
			OrderMassCancelRequest
			PositionMaintenanceReport
			PositionMaintenanceRequest
			PositionReport
			Quote
			QuoteRequest
			QuoteRequestReject
			QuoteResponse
			QuoteStatusReport
			RequestForPositions
			RequestForPositionsAck
			SecurityDefinition
			SecurityDefinitionRequest
			SecurityListRequest
			SecurityStatus
			SecurityTypeRequest
			SecurityTypes
			SettlementInstructions
			TradeCaptureReportAck
			TradeCaptureReportRequest
			TradeCaptureReportRequestAck
			TradingSessionStatus
			BidCompRspGrp
			LinesOfTextGrp
			ListOrdGrp
			MDFullGrp
			MDIncGrp
			OrdListStatGrp
			RelSymDerivSecGrp
SecListGrp
SideCrossOrdCxlGrp
SideCrossOrdModGrp
TrdCapRptSideGrp
UndInstrmtStrkPxGrp
TimeInForce	59	TimeInForce	CrossOrderCancelReplaceRequest
			ExecutionReport
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			ListOrdGrp
			MDFullGrp
			MDIncGrp
TransactTime	60	UTCTimestamp	Advertisement
			AllocationInstruction
			AllocationInstructionAck
			AllocationInstructionAlert
			AllocationReport
			AllocationReportAck
			CollateralAssignment
			CollateralRequest
			CollateralResponse
			Confirmation
			ConfirmationAck
			ConfirmationRequest
			CrossOrderCancelReplaceRequest
			CrossOrderCancelRequest
			ExecutionReport
			IOI
			ListCancelRequest
			ListExecute
			ListStatus
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReject
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderMassCancelReport
			OrderMassCancelRequest
			PositionMaintenanceReport
			PositionMaintenanceRequest
			Quote
			QuoteResponse
			QuoteStatusReport
			RequestForPositions
			SecurityStatus
			SettlementInstructionRequest
			SettlementInstructions
			TradeCaptureReport
			TradeCaptureReportAck
			ListOrdGrp
			QuotEntryAckGrp
			QuotEntryGrp
			QuotReqGrp
			QuotReqRjctGrp
			TrdCapDtGrp
Urgency	61	Urgency	News
ValidUntilTime	62	UTCTimestamp	IOI
			Quote
			QuoteResponse
			QuoteStatusReport
			QuotEntryAckGrp
			QuotEntryGrp
			QuotReqGrp
SettlType	63	SettlType	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			Confirmation
			CrossOrderCancelReplaceRequest
			ExecutionReport
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			Quote
			QuoteResponse
			QuoteStatusReport
			TradeCaptureReport
			TradeCaptureReportAck
			BidCompReqGrp
			BidCompRspGrp
			ListOrdGrp
			QuotReqGrp
			QuotReqRjctGrp
SettlDate	64	LocalMktDate	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			CollateralAssignment
			CollateralInquiry
			CollateralInquiryAck
			CollateralReport
			CollateralRequest
			CollateralResponse
			Confirmation
			CrossOrderCancelReplaceRequest
			ExecutionReport
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			Quote
			QuoteResponse
			QuoteStatusReport
			TradeCaptureReport
			BidCompReqGrp
			BidCompRspGrp
			ListOrdGrp
			QuotEntryAckGrp
			QuotEntryGrp
			QuotReqGrp
			QuotReqRjctGrp
SymbolSfx	65	SymbolSfx	Instrument
ListID	66	string	ExecutionReport
			ListCancelRequest
			ListExecute
			ListStatus
			ListStatusRequest
			ListStrikePrice
			NewOrderList
			OrderCancelReject
			OrderCancelReplaceRequest
			OrderCancelRequest
			BidCompReqGrp
			BidCompRspGrp
			OrdAllocGrp
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
ListSeqNo	67	int	ListOrdGrp
TotNoOrders	68	int	ListStatus
TotNoOrders	68	int	NewOrderList
ListExecInst	69	string	NewOrderList
AllocID	70	string	AllocationInstruction
			AllocationInstructionAck
			AllocationInstructionAlert
			AllocationReport
			AllocationReportAck
			Confirmation
			ConfirmationRequest
			MultilegOrderCancelReplace
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			ListOrdGrp
			SideCrossOrdModGrp
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
AllocTransType	71	AllocTransType	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
RefAllocID	72	string	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
NoOrders	73	NumInGroup	ListOrdGrp
			OrdAllocGrp
			OrdListStatGrp
AvgPxPrecision	74	int	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			Confirmation
TradeDate	75	LocalMktDate	Advertisement
			AllocationInstruction
			AllocationInstructionAck
			AllocationInstructionAlert
			AllocationReport
			AllocationReportAck
			BidRequest
			Confirmation
			ConfirmationAck
			ExecutionReport
			ListCancelRequest
			MultilegOrderCancelReplace
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReject
			OrderCancelReplaceRequest
			TradeCaptureReport
			ListOrdGrp
			SideCrossOrdCxlGrp
			SideCrossOrdModGrp
			TrdCapDtGrp
PositionEffect	77	PositionEffect	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			ExecutionReport
			MultilegOrderCancelReplace
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			ListOrdGrp
			SideCrossOrdModGrp
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
NoAllocs	78	NumInGroup	AllocAckGrp
			AllocGrp
			PreAllocGrp
			PreAllocMlegGrp
			TrdAllocGrp
AllocAccount	79	string	Confirmation
			ConfirmationRequest
			SettlementInstructionRequest
			AllocAckGrp
			AllocGrp
			PreAllocGrp
			PreAllocMlegGrp
			TrdAllocGrp
AllocQty	80	Qty	Confirmation
			AllocGrp
			PreAllocGrp
			PreAllocMlegGrp
			TrdAllocGrp
ProcessCode	81	ProcessCode	Confirmation
			CrossOrderCancelReplaceRequest
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			AllocGrp
			ListOrdGrp
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
NoRpts	82	int	ListStatus
RptSeq	83	int	ListStatus
RptSeq	83	int	MDFullGrp
CxlQty	84	Qty	OrdListStatGrp
NoDlvyInst	85	NumInGroup	DlvyInstGrp
AllocStatus	87	AllocStatus	AllocationInstructionAck
			AllocationReport
			AllocationReportAck
AllocRejCode	88	AllocRejCode	AllocationInstructionAck
			AllocationReport
			AllocationReportAck
Signature	89	data
SecureDataLen	90	Length
SecureData	91	data
SignatureLength	93	Length
EmailType	94	EmailType	Email
RawDataLength	95	Length	Email
			News
			UserRequest
RawData	96	data	Email
			News
			UserRequest
PossResend	97	Boolean
StopPx	99	Price	CrossOrderCancelReplaceRequest
			ExecutionReport
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			ListOrdGrp
ExDestination	100	Exchange	CrossOrderCancelReplaceRequest
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			Quote
			QuoteResponse
			QuoteStatusReport
			ListOrdGrp
CxlRejReason	102	CxlRejReason	OrderCancelReject
OrdRejReason	103	OrdRejReason	ExecutionReport
OrdRejReason	103	OrdRejReason	OrdListStatGrp
IOIQualifier	104	IOIQualifier	IOIQualGrp
Issuer	106	string	Instrument
SecurityDesc	107	string	Instrument
MinQty	110	Qty	CrossOrderCancelReplaceRequest
			ExecutionReport
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			ListOrdGrp
			MDFullGrp
			MDIncGrp
MaxFloor	111	Qty	CrossOrderCancelReplaceRequest
			ExecutionReport
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			ListOrdGrp
ReportToExch	113	ReportToExch	ExecutionReport
LocateReqd	114	LocateReqd	CrossOrderCancelReplaceRequest
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			ListOrdGrp
OnBehalfOfCompID	115	string
OnBehalfOfSubID	116	string
QuoteID	117	string	CrossOrderCancelReplaceRequest
			MassQuote
			MassQuoteAcknowledgement
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			Quote
			QuoteCancel
			QuoteResponse
			QuoteStatusReport
			QuoteStatusRequest
			ListOrdGrp
NetMoney	118	Amt	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			Confirmation
			ExecutionReport
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
SettlCurrAmt	119	Amt	Confirmation
			ExecutionReport
			AllocGrp
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
SettlCurrency	120	Currency	Confirmation
			ExecutionReport
			MultilegOrderCancelReplace
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			AllocGrp
			ListOrdGrp
			SideCrossOrdModGrp
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
ForexReq	121	ForexReq	BidRequest
			MultilegOrderCancelReplace
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			ListOrdGrp
			SideCrossOrdModGrp
OrigSendingTime	122	UTCTimestamp
NoExecs	124	NumInGroup	ExecAllocGrp
			ExecCollGrp
			ExecsGrp
ExpireTime	126	UTCTimestamp	CollateralAssignment
			CollateralRequest
			CrossOrderCancelReplaceRequest
			ExecutionReport
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			QuoteStatusReport
			SettlementInstructionRequest
			ListOrdGrp
			MDFullGrp
			MDIncGrp
			QuotReqGrp
			QuotReqRjctGrp
			SettlInstGrp
DKReason	127	DKReason	DontKnowTrade
DKReason	127	DKReason	ExecutionAcknowledgement
DeliverToCompID	128	string
DeliverToSubID	129	string
IOINaturalFlag	130	IOINaturalFlag	IOI
QuoteReqID	131	string	MassQuote
			MassQuoteAcknowledgement
			Quote
			QuoteCancel
			QuoteRequest
			QuoteRequestReject
			QuoteStatusReport
BidPx	132	Price	Quote
			QuoteResponse
			QuoteStatusReport
			QuotEntryAckGrp
			QuotEntryGrp
OfferPx	133	Price	Quote
			QuoteResponse
			QuoteStatusReport
			QuotEntryAckGrp
			QuotEntryGrp
BidSize	134	Qty	Quote
			QuoteResponse
			QuoteStatusReport
			QuotEntryAckGrp
			QuotEntryGrp
OfferSize	135	Qty	Quote
			QuoteResponse
			QuoteStatusReport
			QuotEntryAckGrp
			QuotEntryGrp
NoMiscFees	136	NumInGroup	MiscFeesGrp
MiscFeeAmt	137	Amt	MiscFeesGrp
MiscFeeCurr	138	Currency	MiscFeesGrp
MiscFeeType	139	MiscFeeType	MiscFeesGrp
PrevClosePx	140	Price	CrossOrderCancelReplaceRequest
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			ListOrdGrp
			QuotReqGrp
			QuotReqRjctGrp
			RFQReqGrp
			UndInstrmtStrkPxGrp
SenderLocationID	142	string
TargetLocationID	143	string
OnBehalfOfLocationID	144	string
DeliverToLocationID	145	string
NoRelatedSym	146	NumInGroup	InstrmtGrp
			InstrmtMDReqGrp
			QuotReqGrp
			QuotReqRjctGrp
			RFQReqGrp
			RelSymDerivSecGrp
			SecListGrp
			SecLstUpdRelSymGrp
Subject	147	string	Email
Headline	148	string	News
URLLink	149	string	Advertisement
			IOI
			News
ExecType	150	ExecType	ExecutionReport
			TradeCaptureReport
			TradeCaptureReportAck
			TradeCaptureReportRequest
LeavesQty	151	Qty	ExecutionReport
LeavesQty	151	Qty	OrdListStatGrp
CashOrderQty	152	Qty	OrderQtyData
AllocAvgPx	153	Price	AllocGrp
AllocNetMoney	154	Amt	AllocGrp
SettlCurrFxRate	155	float	Confirmation
			ExecutionReport
			AllocGrp
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
SettlCurrFxRateCalc	156	SettlCurrFxRateCalc	Confirmation
			ExecutionReport
			Quote
			QuoteResponse
			QuoteStatusReport
			AllocGrp
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
NumDaysInterest	157	int	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			Confirmation
			ExecutionReport
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
AccruedInterestRate	158	Percentage	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			Confirmation
			ExecutionReport
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
AccruedInterestAmt	159	Amt	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			CollateralAssignment
			CollateralInquiry
			CollateralReport
			CollateralRequest
			CollateralResponse
			Confirmation
			ExecutionReport
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
SettlInstMode	160	SettlInstMode	SettlementInstructions
SettlInstMode	160	SettlInstMode	ListOrdGrp
AllocText	161	string	AllocAckGrp
AllocText	161	string	AllocGrp
SettlInstID	162	string	SettlInstGrp
SettlInstTransType	163	SettlInstTransType	SettlInstGrp
EmailThreadID	164	string	Email
SettlInstSource	165	SettlInstSource	DlvyInstGrp
SecurityType	167	SecurityType	AllocationInstructionAck
			AllocationReportAck
			SecurityTypeRequest
			SettlementInstructionRequest
			SecTypesGrp
			SettlInstGrp
			Instrument
EffectiveTime	168	UTCTimestamp	CrossOrderCancelReplaceRequest
			ExecutionReport
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			SettlementInstructionRequest
			ListOrdGrp
			SettlInstGrp
StandInstDbType	169	StandInstDbType	SettlementInstructionRequest
StandInstDbType	169	StandInstDbType	SettlInstructionsData
StandInstDbName	170	string	SettlementInstructionRequest
StandInstDbName	170	string	SettlInstructionsData
StandInstDbID	171	string	SettlementInstructionRequest
StandInstDbID	171	string	SettlInstructionsData
SettlDeliveryType	172	SettlDeliveryType	SettlInstructionsData
BidSpotRate	188	Price	Quote
			QuoteResponse
			QuoteStatusReport
			QuotEntryAckGrp
			QuotEntryGrp
BidForwardPoints	189	PriceOffset	Quote
			QuoteResponse
			QuoteStatusReport
			QuotEntryAckGrp
			QuotEntryGrp
OfferSpotRate	190	Price	Quote
			QuoteResponse
			QuoteStatusReport
			QuotEntryAckGrp
			QuotEntryGrp
OfferForwardPoints	191	PriceOffset	Quote
			QuoteResponse
			QuoteStatusReport
			QuotEntryAckGrp
			QuotEntryGrp
OrderQty2	192	Qty	ExecutionReport
			NewOrderSingle
			OrderCancelReplaceRequest
			Quote
			QuoteResponse
			QuoteStatusReport
			ListOrdGrp
			QuotEntryAckGrp
			QuotEntryGrp
			QuotReqGrp
			QuotReqRjctGrp
SettlDate2	193	LocalMktDate	ExecutionReport
			NewOrderSingle
			OrderCancelReplaceRequest
			Quote
			QuoteResponse
			QuoteStatusReport
			ListOrdGrp
			QuotEntryAckGrp
			QuotEntryGrp
			QuotReqGrp
			QuotReqRjctGrp
LastSpotRate	194	Price	ExecutionReport
LastSpotRate	194	Price	TradeCaptureReport
LastForwardPoints	195	PriceOffset	ExecutionReport
LastForwardPoints	195	PriceOffset	TradeCaptureReport
AllocLinkID	196	string	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
AllocLinkType	197	AllocLinkType	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
SecondaryOrderID	198	string	CollateralAssignment
			CollateralInquiry
			CollateralInquiryAck
			CollateralReport
			CollateralRequest
			CollateralResponse
			DontKnowTrade
			ExecutionAcknowledgement
			ExecutionReport
			OrderCancelReject
			OrderMassCancelReport
			OrdAllocGrp
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
NoIOIQualifiers	199	NumInGroup	IOIQualGrp
MaturityMonthYear	200	MonthYear	Instrument
StrikePrice	202	Price	Instrument
CoveredOrUncovered	203	CoveredOrUncovered	MultilegOrderCancelReplace
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			ListOrdGrp
			SideCrossOrdModGrp
OptAttribute	206	char	Instrument
SecurityExchange	207	Exchange	TradingSessionListRequest
SecurityExchange	207	Exchange	Instrument
NotifyBrokerOfCredit	208	NotifyBrokerOfCredit	AllocGrp
AllocHandlInst	209	AllocHandlInst	AllocGrp
MaxShow	210	Qty	CrossOrderCancelReplaceRequest
			ExecutionReport
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			ListOrdGrp
PegOffsetValue	211	float	PegInstructions
XmlDataLen	212	Length
XmlData	213	data
SettlInstRefID	214	string	SettlInstGrp
NoRoutingIDs	215	NumInGroup	RoutingGrp
RoutingType	216	RoutingType	RoutingGrp
RoutingID	217	string	RoutingGrp
Spread	218	PriceOffset	SpreadOrBenchmarkCurveData
BenchmarkCurveCurrency	220	Currency	SpreadOrBenchmarkCurveData
BenchmarkCurveName	221	BenchmarkCurveName	SpreadOrBenchmarkCurveData
BenchmarkCurvePoint	222	string	SpreadOrBenchmarkCurveData
CouponRate	223	Percentage	Instrument
CouponPaymentDate	224	LocalMktDate	Instrument
IssueDate	225	LocalMktDate	Instrument
RepurchaseTerm	226	int	Instrument
RepurchaseRate	227	Percentage	Instrument
Factor	228	float	Instrument
TradeOriginationDate	229	LocalMktDate	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			ExecutionReport
			ListCancelRequest
			MultilegOrderCancelReplace
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReject
			OrderCancelReplaceRequest
			ListOrdGrp
			QuotReqGrp
			QuotReqRjctGrp
			SideCrossOrdCxlGrp
			SideCrossOrdModGrp
ExDate	230	LocalMktDate	Confirmation
			ExecutionReport
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
ContractMultiplier	231	float	Instrument
NoStipulations	232	NumInGroup	Stipulations
StipulationType	233	StipulationType	Stipulations
StipulationValue	234	string	Stipulations
YieldType	235	YieldType	YieldData
Yield	236	Percentage	YieldData
TotalTakedown	237	Amt	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			Confirmation
			ExecutionReport
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
Concession	238	Amt	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			Confirmation
			ExecutionReport
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
RepoCollateralSecurityType	239	string	Instrument
RedemptionDate	240	LocalMktDate	Instrument
UnderlyingCouponPaymentDate	241	LocalMktDate	UnderlyingInstrument
UnderlyingIssueDate	242	LocalMktDate	UnderlyingInstrument
UnderlyingRepoCollateralSecurityType	243	string	UnderlyingInstrument
UnderlyingRepurchaseTerm	244	int	UnderlyingInstrument
UnderlyingRepurchaseRate	245	Percentage	UnderlyingInstrument
UnderlyingFactor	246	float	UnderlyingInstrument
UnderlyingRedemptionDate	247	LocalMktDate	UnderlyingInstrument
LegCouponPaymentDate	248	LocalMktDate	InstrumentLeg
LegIssueDate	249	LocalMktDate	InstrumentLeg
LegRepoCollateralSecurityType	250	string	InstrumentLeg
LegRepurchaseTerm	251	int	InstrumentLeg
LegRepurchaseRate	252	Percentage	InstrumentLeg
LegFactor	253	float	InstrumentLeg
LegRedemptionDate	254	LocalMktDate	InstrumentLeg
CreditRating	255	string	Instrument
UnderlyingCreditRating	256	string	UnderlyingInstrument
LegCreditRating	257	string	InstrumentLeg
TradedFlatSwitch	258	TradedFlatSwitch	ExecutionReport
BasisFeatureDate	259	LocalMktDate	ExecutionReport
BasisFeaturePrice	260	Price	ExecutionReport
MDReqID	262	string	MarketDataIncrementalRefresh
			MarketDataRequest
			MarketDataRequestReject
			MarketDataSnapshotFullRefresh
SubscriptionRequestType	263	SubscriptionRequestType	CollateralInquiry
			DerivativeSecurityListRequest
			MarketDataRequest
			PositionReport
			QuoteStatusRequest
			RFQRequest
			RequestForPositions
			SecurityDefinitionRequest
			SecurityListRequest
			SecurityStatusRequest
			SecurityTypes
			TradeCaptureReport
			TradeCaptureReportAck
			TradeCaptureReportRequest
			TradeCaptureReportRequestAck
			TradingSessionListRequest
			TradingSessionStatusRequest
MarketDepth	264	int	MarketDataRequest
MDUpdateType	265	MDUpdateType	MarketDataRequest
AggregatedBook	266	AggregatedBook	MarketDataRequest
NoMDEntryTypes	267	NumInGroup	MDReqGrp
NoMDEntries	268	NumInGroup	MDFullGrp
NoMDEntries	268	NumInGroup	MDIncGrp
MDEntryType	269	MDEntryType	MDFullGrp
			MDIncGrp
			MDReqGrp
MDEntryPx	270	Price	MDFullGrp
MDEntryPx	270	Price	MDIncGrp
MDEntrySize	271	Qty	MDFullGrp
MDEntrySize	271	Qty	MDIncGrp
MDEntryDate	272	UTCDateOnly	MDFullGrp
MDEntryDate	272	UTCDateOnly	MDIncGrp
MDEntryTime	273	UTCTimeOnly	MDFullGrp
MDEntryTime	273	UTCTimeOnly	MDIncGrp
TickDirection	274	TickDirection	MDFullGrp
TickDirection	274	TickDirection	MDIncGrp
MDMkt	275	Exchange	MDFullGrp
MDMkt	275	Exchange	MDIncGrp
QuoteCondition	276	QuoteCondition	MDFullGrp
QuoteCondition	276	QuoteCondition	MDIncGrp
TradeCondition	277	TradeCondition	MDFullGrp
TradeCondition	277	TradeCondition	MDIncGrp
MDEntryID	278	string	MDIncGrp
MDUpdateAction	279	MDUpdateAction	MDIncGrp
MDEntryRefID	280	string	MDIncGrp
MDReqRejReason	281	MDReqRejReason	MarketDataRequestReject
MDEntryOriginator	282	string	MDFullGrp
MDEntryOriginator	282	string	MDIncGrp
LocationID	283	string	CompIDReqGrp
			CompIDStatGrp
			MDFullGrp
			MDIncGrp
DeskID	284	string	CompIDReqGrp
			CompIDStatGrp
			MDFullGrp
			MDIncGrp
DeleteReason	285	DeleteReason	MDIncGrp
OpenCloseSettlFlag	286	OpenCloseSettlFlag	MarketDataRequest
			MDFullGrp
			MDIncGrp
SellerDays	287	int	MDFullGrp
SellerDays	287	int	MDIncGrp
MDEntryBuyer	288	string	MDFullGrp
MDEntryBuyer	288	string	MDIncGrp
MDEntrySeller	289	string	MDFullGrp
MDEntrySeller	289	string	MDIncGrp
MDEntryPositionNo	290	int	MDFullGrp
MDEntryPositionNo	290	int	MDIncGrp
FinancialStatus	291	FinancialStatus	MarketDataSnapshotFullRefresh
			SecurityStatus
			MDIncGrp
CorporateAction	292	CorporateAction	MarketDataSnapshotFullRefresh
			SecurityStatus
			MDIncGrp
DefBidSize	293	Qty	MassQuote
DefOfferSize	294	Qty	MassQuote
NoQuoteEntries	295	NumInGroup	QuotCxlEntriesGrp
			QuotEntryAckGrp
			QuotEntryGrp
NoQuoteSets	296	NumInGroup	QuotSetAckGrp
NoQuoteSets	296	NumInGroup	QuotSetGrp
QuoteStatus	297	QuoteStatus	MassQuoteAcknowledgement
QuoteStatus	297	QuoteStatus	QuoteStatusReport
QuoteCancelType	298	QuoteCancelType	QuoteCancel
QuoteEntryID	299	string	MDFullGrp
			MDIncGrp
			QuotEntryAckGrp
			QuotEntryGrp
QuoteRejectReason	300	QuoteRejectReason	MassQuoteAcknowledgement
QuoteResponseLevel	301	QuoteResponseLevel	MassQuote
			MassQuoteAcknowledgement
			Quote
			QuoteCancel
QuoteSetID	302	string	QuotSetAckGrp
QuoteSetID	302	string	QuotSetGrp
QuoteRequestType	303	QuoteRequestType	QuotReqGrp
			QuotReqRjctGrp
			RFQReqGrp
TotNoQuoteEntries	304	int	QuotSetAckGrp
TotNoQuoteEntries	304	int	QuotSetGrp
UnderlyingSecurityIDSource	305	string	UnderlyingInstrument
UnderlyingIssuer	306	string	UnderlyingInstrument
UnderlyingSecurityDesc	307	string	UnderlyingInstrument
UnderlyingSecurityExchange	308	Exchange	UnderlyingInstrument
UnderlyingSecurityID	309	string	UnderlyingInstrument
UnderlyingSecurityType	310	string	UnderlyingInstrument
UnderlyingSymbol	311	string	UnderlyingInstrument
UnderlyingSymbolSfx	312	string	UnderlyingInstrument
UnderlyingMaturityMonthYear	313	MonthYear	UnderlyingInstrument
UnderlyingStrikePrice	316	Price	UnderlyingInstrument
UnderlyingOptAttribute	317	char	UnderlyingInstrument
UnderlyingCurrency	318	Currency	UnderlyingInstrument
SecurityReqID	320	string	DerivativeSecurityList
			DerivativeSecurityListRequest
			SecurityDefinition
			SecurityDefinitionRequest
			SecurityList
			SecurityListRequest
			SecurityTypeRequest
			SecurityTypes
SecurityRequestType	321	SecurityRequestType	SecurityDefinitionRequest
SecurityResponseID	322	string	DerivativeSecurityList
			SecurityDefinition
			SecurityList
			SecurityTypes
SecurityResponseType	323	SecurityResponseType	SecurityDefinition
SecurityResponseType	323	SecurityResponseType	SecurityTypes
SecurityStatusReqID	324	string	SecurityStatus
SecurityStatusReqID	324	string	SecurityStatusRequest
UnsolicitedIndicator	325	UnsolicitedIndicator	PositionReport
			RequestForPositionsAck
			SecurityStatus
			TradeCaptureReport
			TradingSessionStatus
SecurityTradingStatus	326	SecurityTradingStatus	SecurityStatus
HaltReason	327	HaltReason	SecurityStatus
InViewOfCommon	328	InViewOfCommon	SecurityStatus
DueToRelated	329	DueToRelated	SecurityStatus
BuyVolume	330	Qty	SecurityStatus
SellVolume	331	Qty	SecurityStatus
HighPx	332	Price	SecurityStatus
LowPx	333	Price	SecurityStatus
Adjustment	334	Adjustment	SecurityStatus
TradSesReqID	335	string	TradingSessionList
			TradingSessionListRequest
			TradingSessionStatus
			TradingSessionStatusRequest
TradingSessionID	336	string	Advertisement
			AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			CollateralAssignment
			CollateralInquiry
			CollateralInquiryAck
			CollateralReport
			CollateralRequest
			DerivativeSecurityListRequest
			ExecutionReport
			OrderMassCancelReport
			OrderMassCancelRequest
			OrderMassStatusRequest
			Quote
			QuoteCancel
			QuoteResponse
			QuoteStatusReport
			QuoteStatusRequest
			SecurityDefinition
			SecurityDefinitionRequest
			SecurityDefinitionUpdateReport
			SecurityListRequest
			SecurityStatus
			SecurityStatusRequest
			SecurityTypeRequest
			SecurityTypes
			TradeCaptureReportRequest
			TradingSessionListRequest
			TradingSessionStatus
			TradingSessionStatusRequest
			BidCompReqGrp
			BidCompRspGrp
			MDFullGrp
			MDIncGrp
			QuotEntryAckGrp
			QuotEntryGrp
			QuotReqGrp
			QuotReqRjctGrp
			RFQReqGrp
			RelSymDerivSecGrp
			SecListGrp
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
			TrdgSesGrp
ContraTrader	337	string	ContraGrp
TradSesMethod	338	TradSesMethod	TradingSessionListRequest
			TradingSessionStatus
			TradingSessionStatusRequest
TradSesMode	339	TradSesMode	TradingSessionListRequest
			TradingSessionStatus
			TradingSessionStatusRequest
TradSesStatus	340	TradSesStatus	TradingSessionStatus
TradSesStartTime	341	UTCTimestamp	TradingSessionStatus
TradSesOpenTime	342	UTCTimestamp	TradingSessionStatus
TradSesOpenTime	342	UTCTimestamp	TrdSessLstGrp
TradSesPreCloseTime	343	UTCTimestamp	TradingSessionStatus
TradSesCloseTime	344	UTCTimestamp	TradingSessionStatus
TradSesEndTime	345	UTCTimestamp	TradingSessionStatus
NumberOfOrders	346	int	MDFullGrp
NumberOfOrders	346	int	MDIncGrp
MessageEncoding	347	string
EncodedIssuerLen	348	Length	Instrument
EncodedIssuer	349	data	Instrument
EncodedSecurityDescLen	350	Length	Instrument
EncodedSecurityDesc	351	data	Instrument
EncodedListExecInstLen	352	Length	NewOrderList
EncodedListExecInst	353	data	NewOrderList
EncodedTextLen	354	Length	Advertisement
			AllocationInstruction
			AllocationInstructionAck
			AllocationInstructionAlert
			AllocationReport
			AllocationReportAck
			AssignmentReport
			BidRequest
			CollateralAssignment
			CollateralInquiry
			CollateralInquiryAck
			CollateralReport
			CollateralRequest
			CollateralResponse
			Confirmation
			ConfirmationAck
			ConfirmationRequest
			DerivativeSecurityListRequest
			DontKnowTrade
			ExecutionAcknowledgement
			ExecutionReport
			IOI
			ListCancelRequest
			ListExecute
			ListStatusRequest
			MarketDataRequestReject
			MassQuoteAcknowledgement
			MultilegOrderCancelReplace
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReject
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderMassCancelReport
			OrderMassCancelRequest
			PositionMaintenanceReport
			PositionMaintenanceRequest
			PositionReport
			Quote
			QuoteRequest
			QuoteRequestReject
			QuoteResponse
			QuoteStatusReport
			RequestForPositions
			RequestForPositionsAck
			SecurityDefinition
			SecurityDefinitionRequest
			SecurityListRequest
			SecurityStatus
			SecurityTypeRequest
			SecurityTypes
			SettlementInstructions
			TradeCaptureReportAck
			TradeCaptureReportRequest
			TradeCaptureReportRequestAck
			TradingSessionStatus
			BidCompRspGrp
			LinesOfTextGrp
			ListOrdGrp
			MDFullGrp
			MDIncGrp
			OrdListStatGrp
			RelSymDerivSecGrp
			SecListGrp
SideCrossOrdCxlGrp
SideCrossOrdModGrp
TrdCapRptSideGrp
UndInstrmtStrkPxGrp
EncodedText	355	data	Advertisement
			AllocationInstruction
			AllocationInstructionAck
			AllocationInstructionAlert
			AllocationReport
			AllocationReportAck
			AssignmentReport
			BidRequest
			CollateralAssignment
			CollateralInquiry
			CollateralInquiryAck
			CollateralReport
			CollateralRequest
			CollateralResponse
			Confirmation
			ConfirmationAck
			ConfirmationRequest
			DerivativeSecurityListRequest
			DontKnowTrade
			ExecutionAcknowledgement
			ExecutionReport
			IOI
			ListCancelRequest
			ListExecute
			ListStatusRequest
			MarketDataRequestReject
			MassQuoteAcknowledgement
			MultilegOrderCancelReplace
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReject
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderMassCancelReport
			OrderMassCancelRequest
			PositionMaintenanceReport
			PositionMaintenanceRequest
			PositionReport
			Quote
			QuoteRequest
			QuoteRequestReject
			QuoteResponse
			QuoteStatusReport
			RequestForPositions
			RequestForPositionsAck
			SecurityDefinition
			SecurityDefinitionRequest
			SecurityListRequest
			SecurityStatus
			SecurityTypeRequest
			SecurityTypes
			SettlementInstructions
			TradeCaptureReportAck
			TradeCaptureReportRequest
			TradeCaptureReportRequestAck
			TradingSessionStatus
			BidCompRspGrp
			LinesOfTextGrp
			ListOrdGrp
			MDFullGrp
			MDIncGrp
			OrdListStatGrp
			RelSymDerivSecGrp
			SecListGrp
SideCrossOrdCxlGrp
SideCrossOrdModGrp
TrdCapRptSideGrp
UndInstrmtStrkPxGrp
EncodedSubjectLen	356	Length	Email
EncodedSubject	357	data	Email
EncodedHeadlineLen	358	Length	News
EncodedHeadline	359	data	News
EncodedAllocTextLen	360	Length	AllocAckGrp
EncodedAllocTextLen	360	Length	AllocGrp
EncodedAllocText	361	data	AllocAckGrp
EncodedAllocText	361	data	AllocGrp
EncodedUnderlyingIssuerLen	362	Length	UnderlyingInstrument
EncodedUnderlyingIssuer	363	data	UnderlyingInstrument
EncodedUnderlyingSecurityDescLen	364	Length	UnderlyingInstrument
EncodedUnderlyingSecurityDesc	365	data	UnderlyingInstrument
AllocPrice	366	Price	AllocAckGrp
AllocPrice	366	Price	AllocGrp
QuoteSetValidUntilTime	367	UTCTimestamp	QuotSetGrp
QuoteEntryRejectReason	368	int	QuotEntryAckGrp
LastMsgSeqNumProcessed	369	int
RefMsgType	372	string	MsgTypeGrp
BidRequestTransType	374	BidRequestTransType	BidRequest
ContraBroker	375	string	ContraGrp
ComplianceID	376	string	CrossOrderCancelReplaceRequest
			ExecutionReport
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			OrderCancelRequest
			ListOrdGrp
			SideCrossOrdCxlGrp
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
SolicitedFlag	377	SolicitedFlag	ExecutionReport
			MultilegOrderCancelReplace
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			ListOrdGrp
			SideCrossOrdModGrp
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
ExecRestatementReason	378	ExecRestatementReason	ExecutionReport
ExecRestatementReason	378	ExecRestatementReason	TradeCaptureReport
GrossTradeAmt	381	Amt	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			Confirmation
			ExecutionReport
NoContraBrokers	382	NumInGroup	ContraGrp
NoMsgTypes	384	NumInGroup	MsgTypeGrp
MsgDirection	385	MsgDirection	MsgTypeGrp
NoTradingSessions	386	NumInGroup	TrdSessLstGrp
NoTradingSessions	386	NumInGroup	TrdgSesGrp
TotalVolumeTraded	387	Qty	TradingSessionStatus
DiscretionInst	388	DiscretionInst	DiscretionInstructions
DiscretionOffsetValue	389	float	DiscretionInstructions
BidID	390	string	BidRequest
			BidResponse
			ListExecute
			NewOrderList
ClientBidID	391	string	BidRequest
			BidResponse
			ListExecute
			NewOrderList
ListName	392	string	BidRequest
TotNoRelatedSym	393	int	BidRequest
			DerivativeSecurityList
			SecurityList
BidType	394	BidType	BidRequest
BidType	394	BidType	NewOrderList
NumTickets	395	int	BidRequest
SideValue1	396	Amt	BidRequest
SideValue2	397	Amt	BidRequest
NoBidDescriptors	398	NumInGroup	BidDescReqGrp
BidDescriptorType	399	BidDescriptorType	BidDescReqGrp
BidDescriptor	400	string	BidDescReqGrp
SideValueInd	401	SideValueInd	BidDescReqGrp
SideValueInd	401	SideValueInd	ListOrdGrp
LiquidityPctLow	402	Percentage	BidDescReqGrp
LiquidityPctHigh	403	Percentage	BidDescReqGrp
LiquidityValue	404	Amt	BidDescReqGrp
EFPTrackingError	405	Percentage	BidDescReqGrp
FairValue	406	Amt	BidCompRspGrp
FairValue	406	Amt	BidDescReqGrp
OutsideIndexPct	407	Percentage	BidDescReqGrp
ValueOfFutures	408	Amt	BidDescReqGrp
LiquidityIndType	409	LiquidityIndType	BidRequest
WtAverageLiquidity	410	Percentage	BidRequest
ExchangeForPhysical	411	ExchangeForPhysical	BidRequest
OutMainCntryUIndex	412	Amt	BidRequest
CrossPercent	413	Percentage	BidRequest
ProgRptReqs	414	ProgRptReqs	BidRequest
ProgRptReqs	414	ProgRptReqs	NewOrderList
ProgPeriodInterval	415	int	BidRequest
ProgPeriodInterval	415	int	NewOrderList
IncTaxInd	416	IncTaxInd	BidRequest
NumBidders	417	int	BidRequest
BidTradeType	418	BidTradeType	BidRequest
BasisPxType	419	BasisPxType	BidRequest
NoBidComponents	420	NumInGroup	BidCompReqGrp
NoBidComponents	420	NumInGroup	BidCompRspGrp
Country	421	Country	BidCompRspGrp
TotNoStrikes	422	int	ListStrikePrice
PriceType	423	PriceType	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			CollateralAssignment
			CollateralInquiry
			CollateralReport
			CollateralRequest
			CollateralResponse
			Confirmation
			CrossOrderCancelReplaceRequest
			ExecutionAcknowledgement
			ExecutionReport
			IOI
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			Quote
			QuoteResponse
			QuoteStatusReport
			TradeCaptureReport
			BidCompRspGrp
			ListOrdGrp
			QuotReqGrp
			QuotReqRjctGrp
DayOrderQty	424	Qty	ExecutionReport
DayCumQty	425	Qty	ExecutionReport
DayAvgPx	426	Price	ExecutionReport
GTBookingInst	427	GTBookingInst	CrossOrderCancelReplaceRequest
			ExecutionReport
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			ListOrdGrp
NoStrikes	428	NumInGroup	InstrmtStrkPxGrp
ListStatusType	429	ListStatusType	ListStatus
NetGrossInd	430	NetGrossInd	BidCompReqGrp
NetGrossInd	430	NetGrossInd	BidCompRspGrp
ListOrderStatus	431	ListOrderStatus	ListStatus
ExpireDate	432	LocalMktDate	AssignmentReport
			CrossOrderCancelReplaceRequest
			ExecutionReport
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			ListOrdGrp
			MDFullGrp
			MDIncGrp
ListExecInstType	433	ListExecInstType	NewOrderList
CxlRejResponseTo	434	CxlRejResponseTo	OrderCancelReject
UnderlyingCouponRate	435	Percentage	UnderlyingInstrument
UnderlyingContractMultiplier	436	float	UnderlyingInstrument
ContraTradeQty	437	Qty	ContraGrp
ContraTradeTime	438	UTCTimestamp	ContraGrp
LiquidityNumSecurities	441	int	BidDescReqGrp
MultiLegReportingType	442	MultiLegReportingType	ExecutionReport
			TradeCaptureReport
			TradeCaptureReportRequest
			TradeCaptureReportRequestAck
StrikeTime	443	UTCTimestamp	BidRequest
ListStatusText	444	string	ListStatus
EncodedListStatusTextLen	445	Length	ListStatus
EncodedListStatusText	446	data	ListStatus
PartyIDSource	447	PartyIDSource	Parties
PartyID	448	string	Parties
NetChgPrevDay	451	PriceOffset	MarketDataSnapshotFullRefresh
NetChgPrevDay	451	PriceOffset	MDIncGrp
PartyRole	452	PartyRole	Parties
NoPartyIDs	453	NumInGroup	Parties
NoSecurityAltID	454	NumInGroup	SecAltIDGrp
SecurityAltID	455	string	SecAltIDGrp
SecurityAltIDSource	456	string	SecAltIDGrp
NoUnderlyingSecurityAltID	457	NumInGroup	UndSecAltIDGrp
UnderlyingSecurityAltID	458	string	UndSecAltIDGrp
UnderlyingSecurityAltIDSource	459	string	UndSecAltIDGrp
Product	460	Product	AllocationInstructionAck
			AllocationReportAck
			SecurityTypeRequest
			SettlementInstructionRequest
			SecTypesGrp
			SettlInstGrp
			Instrument
CFICode	461	string	SettlementInstructionRequest
			SecTypesGrp
			SettlInstGrp
			Instrument
UnderlyingProduct	462	int	UnderlyingInstrument
UnderlyingCFICode	463	string	UnderlyingInstrument
BookingRefID	466	string	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
IndividualAllocID	467	string	Confirmation
			ConfirmationRequest
			AllocAckGrp
			AllocGrp
			PreAllocGrp
			PreAllocMlegGrp
			TrdAllocGrp
RoundingDirection	468	RoundingDirection	OrderQtyData
RoundingModulus	469	float	OrderQtyData
CountryOfIssue	470	Country	Instrument
StateOrProvinceOfIssue	471	string	Instrument
LocaleOfIssue	472	string	Instrument
NoRegistDtls	473	NumInGroup	RgstDtlsGrp
MailingDtls	474	string	RgstDtlsGrp
InvestorCountryOfResidence	475	Country	RgstDtlsGrp
PaymentRef	476	string	SettlInstGrp
DistribPaymentMethod	477	DistribPaymentMethod	RgstDistInstGrp
CashDistribCurr	478	Currency	RgstDistInstGrp
CommCurrency	479	Currency	CommissionData
CancellationRights	480	CancellationRights	CrossOrderCancelReplaceRequest
			ExecutionReport
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderList
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
MoneyLaunderingStatus	481	MoneyLaunderingStatus	CrossOrderCancelReplaceRequest
			ExecutionReport
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderList
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
MailingInst	482	string	RgstDtlsGrp
TransBkdTime	483	UTCTimestamp	ExecutionReport
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
ExecPriceType	484	ExecPriceType	ExecutionReport
ExecPriceAdjustment	485	float	ExecutionReport
DateOfBirth	486	LocalMktDate	RgstDtlsGrp
TradeReportTransType	487	TradeReportTransType	TradeCaptureReport
TradeReportTransType	487	TradeReportTransType	TradeCaptureReportAck
CardHolderName	488	string	SettlInstGrp
CardNumber	489	string	SettlInstGrp
CardExpDate	490	LocalMktDate	SettlInstGrp
CardIssNum	491	string	SettlInstGrp
PaymentMethod	492	PaymentMethod	SettlInstGrp
RegistAcctType	493	string	RegistrationInstructions
Designation	494	string	CrossOrderCancelReplaceRequest
			ExecutionReport
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			ListOrdGrp
TaxAdvantageType	495	TaxAdvantageType	RegistrationInstructions
RegistRejReasonText	496	string	RegistrationInstructionsResponse
FundRenewWaiv	497	FundRenewWaiv	CommissionData
CashDistribAgentName	498	string	RgstDistInstGrp
CashDistribAgentCode	499	string	RgstDistInstGrp
CashDistribAgentAcctNumber	500	string	RgstDistInstGrp
CashDistribPayRef	501	string	RgstDistInstGrp
CashDistribAgentAcctName	502	string	RgstDistInstGrp
CardStartDate	503	LocalMktDate	SettlInstGrp
PaymentDate	504	LocalMktDate	SettlInstGrp
PaymentRemitterID	505	string	SettlInstGrp
RegistStatus	506	RegistStatus	PositionReport
RegistStatus	506	RegistStatus	RegistrationInstructionsResponse
RegistRejReasonCode	507	RegistRejReasonCode	RegistrationInstructionsResponse
RegistRefID	508	string	RegistrationInstructions
RegistRefID	508	string	RegistrationInstructionsResponse
RegistDtls	509	string	RgstDtlsGrp
NoDistribInsts	510	NumInGroup	RgstDistInstGrp
RegistEmail	511	string	RgstDtlsGrp
DistribPercentage	512	Percentage	RgstDistInstGrp
RegistID	513	string	CrossOrderCancelReplaceRequest
			ExecutionReport
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderList
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			RegistrationInstructions
			RegistrationInstructionsResponse
RegistTransType	514	RegistTransType	RegistrationInstructions
RegistTransType	514	RegistTransType	RegistrationInstructionsResponse
ExecValuationPoint	515	UTCTimestamp	ExecutionReport
OrderPercent	516	Percentage	OrderQtyData
OwnershipType	517	OwnershipType	RegistrationInstructions
NoContAmts	518	NumInGroup	ContAmtGrp
ContAmtType	519	ContAmtType	ContAmtGrp
ContAmtValue	520	float	ContAmtGrp
ContAmtCurr	521	Currency	ContAmtGrp
OwnerType	522	OwnerType	RgstDtlsGrp
PartySubID	523	string	PtysSubGrp
NestedPartyID	524	string	NestedParties
NestedPartyIDSource	525	char	NestedParties
SecondaryClOrdID	526	string	CollateralAssignment
			CollateralInquiry
			CollateralInquiryAck
			CollateralReport
			CollateralRequest
			CollateralResponse
			ExecutionReport
			MultilegOrderCancelReplace
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReject
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderMassCancelReport
			OrderMassCancelRequest
			OrderStatusRequest
			ListOrdGrp
			OrdAllocGrp
			OrdListStatGrp
			SideCrossOrdCxlGrp
			SideCrossOrdModGrp
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
			UndInstrmtStrkPxGrp
SecondaryExecID	527	string	ExecutionReport
			TradeCaptureReport
			TradeCaptureReportAck
			ExecAllocGrp
OrderCapacity	528	OrderCapacity	ExecutionReport
			MultilegOrderCancelReplace
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			Quote
			QuoteRequest
			QuoteResponse
			CpctyConfGrp
			ListOrdGrp
			SideCrossOrdModGrp
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
OrderRestrictions	529	OrderRestrictions	ExecutionReport
			MultilegOrderCancelReplace
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			CpctyConfGrp
			ListOrdGrp
			SideCrossOrdModGrp
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
MassCancelRequestType	530	MassCancelRequestType	OrderMassCancelReport
MassCancelRequestType	530	MassCancelRequestType	OrderMassCancelRequest
MassCancelResponse	531	MassCancelResponse	OrderMassCancelReport
MassCancelRejectReason	532	MassCancelRejectReason	OrderMassCancelReport
TotalAffectedOrders	533	int	OrderMassCancelReport
NoAffectedOrders	534	NumInGroup	AffectedOrdGrp
AffectedOrderID	535	string	AffectedOrdGrp
AffectedSecondaryOrderID	536	string	AffectedOrdGrp
QuoteType	537	QuoteType	MassQuote
			MassQuoteAcknowledgement
			Quote
			QuoteResponse
			QuoteStatusReport
			QuotReqGrp
			QuotReqRjctGrp
			RFQReqGrp
NestedPartyRole	538	int	NestedParties
NoNestedPartyIDs	539	NumInGroup	NestedParties
TotalAccruedInterestAmt	540	Amt	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
MaturityDate	541	LocalMktDate	Instrument
UnderlyingMaturityDate	542	LocalMktDate	UnderlyingInstrument
InstrRegistry	543	string	Instrument
CashMargin	544	CashMargin	ExecutionReport
			MultilegOrderCancelReplace
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			ListOrdGrp
			SideCrossOrdModGrp
NestedPartySubID	545	string	NstdPtysSubGrp
Scope	546	Scope	MarketDataRequest
			MDFullGrp
			MDIncGrp
MDImplicitDelete	547	MDImplicitDelete	MarketDataRequest
CrossID	548	string	CrossOrderCancelReplaceRequest
			CrossOrderCancelRequest
			ExecutionReport
			NewOrderCross
CrossType	549	CrossType	CrossOrderCancelReplaceRequest
			CrossOrderCancelRequest
			ExecutionReport
			NewOrderCross
CrossPrioritization	550	CrossPrioritization	CrossOrderCancelReplaceRequest
			CrossOrderCancelRequest
			NewOrderCross
OrigCrossID	551	string	CrossOrderCancelReplaceRequest
			CrossOrderCancelRequest
			ExecutionReport
NoSides	552	NumInGroup	SideCrossOrdCxlGrp
			SideCrossOrdModGrp
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
Username	553	string	UserRequest
Username	553	string	UserResponse
Password	554	string	UserRequest
NoLegs	555	NumInGroup	InstrmtLegExecGrp
			InstrmtLegGrp
			InstrmtLegIOIGrp
			InstrmtLegSecListGrp
			LegOrdGrp
			LegQuotGrp
			LegQuotStatGrp
			QuotReqLegsGrp
			TrdInstrmtLegGrp
			SecLstUpdRelSymsLegGrp
LegCurrency	556	Currency	InstrumentLeg
TotNoSecurityTypes	557	int	SecurityTypes
NoSecurityTypes	558	NumInGroup	SecTypesGrp
SecurityListRequestType	559	SecurityListRequestType	DerivativeSecurityListRequest
SecurityListRequestType	559	SecurityListRequestType	SecurityListRequest
SecurityRequestResult	560	SecurityRequestResult	DerivativeSecurityList
SecurityRequestResult	560	SecurityRequestResult	SecurityList
RoundLot	561	Qty	SecurityDefinition
RoundLot	561	Qty	SecListGrp
MinTradeVol	562	Qty	SecurityDefinition
MinTradeVol	562	Qty	SecListGrp
MultiLegRptTypeReq	563	MultiLegRptTypeReq	MultilegOrderCancelReplace
MultiLegRptTypeReq	563	MultiLegRptTypeReq	NewOrderMultileg
LegPositionEffect	564	char	InstrmtLegExecGrp
			LegOrdGrp
			TrdInstrmtLegGrp
LegCoveredOrUncovered	565	int	InstrmtLegExecGrp
			LegOrdGrp
			TrdInstrmtLegGrp
LegPrice	566	Price	InstrumentLeg
TradSesStatusRejReason	567	TradSesStatusRejReason	TradingSessionStatus
TradeRequestID	568	string	TradeCaptureReport
			TradeCaptureReportRequest
			TradeCaptureReportRequestAck
TradeRequestType	569	TradeRequestType	TradeCaptureReportRequest
TradeRequestType	569	TradeRequestType	TradeCaptureReportRequestAck
PreviouslyReported	570	PreviouslyReported	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			TradeCaptureReport
TradeReportID	571	string	TradeCaptureReport
			TradeCaptureReportAck
			TradeCaptureReportRequest
			TrdCollGrp
TradeReportRefID	572	string	TradeCaptureReport
TradeReportRefID	572	string	TradeCaptureReportAck
MatchStatus	573	MatchStatus	AllocationInstructionAck
			AllocationReportAck
			ConfirmationAck
			RequestForPositions
			TradeCaptureReport
			TradeCaptureReportRequest
			AllocGrp
MatchType	574	MatchType	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			TradeCaptureReport
OddLot	575	OddLot	TrdCapRptAckSideGrp
OddLot	575	OddLot	TrdCapRptSideGrp
NoClearingInstructions	576	NumInGroup	ClrInstGrp
ClearingInstruction	577	ClearingInstruction	ClrInstGrp
TradeInputSource	578	string	TradeCaptureReportRequest
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
TradeInputDevice	579	string	TradeCaptureReportRequest
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
NoDates	580	NumInGroup	TrdCapDtGrp
AccountType	581	AccountType	AssignmentReport
			CollateralAssignment
			CollateralInquiry
			CollateralInquiryAck
			CollateralReport
			CollateralRequest
			CollateralResponse
			ExecutionReport
			MassQuote
			MassQuoteAcknowledgement
			MultilegOrderCancelReplace
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReject
			OrderCancelReplaceRequest
			OrderCancelRequest
			PositionMaintenanceReport
			PositionMaintenanceRequest
			PositionReport
			Quote
			QuoteCancel
			QuoteResponse
			QuoteStatusReport
			QuoteStatusRequest
			RequestForPositions
			RequestForPositionsAck
			ListOrdGrp
			QuotReqGrp
			QuotReqRjctGrp
			SideCrossOrdModGrp
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
CustOrderCapacity	582	CustOrderCapacity	ExecutionReport
			MultilegOrderCancelReplace
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			Quote
			QuoteResponse
			QuoteStatusReport
			ListOrdGrp
			SideCrossOrdModGrp
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
ClOrdLinkID	583	string	ExecutionReport
			MultilegOrderCancelReplace
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReject
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderStatusRequest
			ListOrdGrp
			SideCrossOrdCxlGrp
			SideCrossOrdModGrp
MassStatusReqID	584	string	ExecutionReport
MassStatusReqID	584	string	OrderMassStatusRequest
MassStatusReqType	585	MassStatusReqType	OrderMassStatusRequest
OrigOrdModTime	586	UTCTimestamp	MultilegOrderCancelReplace
			OrderCancelReject
			OrderCancelReplaceRequest
			OrderCancelRequest
			SideCrossOrdCxlGrp
LegSettlType	587	char	InstrmtLegExecGrp
			InstrmtLegSecListGrp
			LegOrdGrp
			LegQuotGrp
			LegQuotStatGrp
			QuotReqLegsGrp
			TrdInstrmtLegGrp
LegSettlDate	588	LocalMktDate	InstrmtLegExecGrp
			LegOrdGrp
			LegQuotGrp
			LegQuotStatGrp
			QuotReqLegsGrp
			TrdInstrmtLegGrp
DayBookingInst	589	DayBookingInst	ExecutionReport
			MultilegOrderCancelReplace
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			ListOrdGrp
			SideCrossOrdModGrp
BookingUnit	590	BookingUnit	ExecutionReport
			MultilegOrderCancelReplace
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			ListOrdGrp
			SideCrossOrdModGrp
PreallocMethod	591	PreallocMethod	ExecutionReport
			MultilegOrderCancelReplace
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			ListOrdGrp
			SideCrossOrdModGrp
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
UnderlyingCountryOfIssue	592	Country	UnderlyingInstrument
UnderlyingStateOrProvinceOfIssue	593	string	UnderlyingInstrument
UnderlyingLocaleOfIssue	594	string	UnderlyingInstrument
UnderlyingInstrRegistry	595	string	UnderlyingInstrument
LegCountryOfIssue	596	Country	InstrumentLeg
LegStateOrProvinceOfIssue	597	string	InstrumentLeg
LegLocaleOfIssue	598	string	InstrumentLeg
LegInstrRegistry	599	string	InstrumentLeg
LegSymbol	600	string	InstrumentLeg
LegSymbolSfx	601	string	InstrumentLeg
LegSecurityID	602	string	InstrumentLeg
LegSecurityIDSource	603	string	InstrumentLeg
NoLegSecurityAltID	604	NumInGroup	LegSecAltIDGrp
LegSecurityAltID	605	string	LegSecAltIDGrp
LegSecurityAltIDSource	606	string	LegSecAltIDGrp
LegProduct	607	int	InstrumentLeg
LegCFICode	608	string	InstrumentLeg
LegSecurityType	609	string	InstrumentLeg
LegMaturityMonthYear	610	MonthYear	InstrumentLeg
LegMaturityDate	611	LocalMktDate	InstrumentLeg
LegStrikePrice	612	Price	InstrumentLeg
LegOptAttribute	613	char	InstrumentLeg
LegContractMultiplier	614	float	InstrumentLeg
LegCouponRate	615	Percentage	InstrumentLeg
LegSecurityExchange	616	Exchange	InstrumentLeg
LegIssuer	617	string	InstrumentLeg
EncodedLegIssuerLen	618	Length	InstrumentLeg
EncodedLegIssuer	619	data	InstrumentLeg
LegSecurityDesc	620	string	InstrumentLeg
EncodedLegSecurityDescLen	621	Length	InstrumentLeg
EncodedLegSecurityDesc	622	data	InstrumentLeg
LegRatioQty	623	float	InstrumentLeg
LegSide	624	char	InstrumentLeg
TradingSessionSubID	625	string	Advertisement
			AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			CollateralAssignment
			CollateralInquiry
			CollateralInquiryAck
			CollateralReport
			CollateralRequest
			DerivativeSecurityListRequest
			ExecutionReport
			OrderMassCancelReport
			OrderMassCancelRequest
			OrderMassStatusRequest
			Quote
			QuoteCancel
			QuoteResponse
			QuoteStatusReport
			QuoteStatusRequest
			SecurityDefinition
			SecurityDefinitionRequest
			SecurityListRequest
			SecurityStatus
			SecurityStatusRequest
			SecurityTypeRequest
			SecurityTypes
			TradeCaptureReportRequest
			TradingSessionListRequest
			TradingSessionStatus
			TradingSessionStatusRequest
			BidCompReqGrp
			BidCompRspGrp
			MDFullGrp
			MDIncGrp
			QuotEntryAckGrp
			QuotEntryGrp
			QuotReqGrp
			QuotReqRjctGrp
			RFQReqGrp
			RelSymDerivSecGrp
			SecListGrp
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
			TrdgSesGrp
AllocType	626	AllocType	AllocationInstruction
			AllocationInstructionAck
			AllocationInstructionAlert
NoHops	627	NumInGroup
HopCompID	628	string
HopSendingTime	629	UTCTimestamp
HopRefID	630	int
MidPx	631	Price	Quote
			QuoteResponse
			QuoteStatusReport
			QuotEntryAckGrp
			QuotEntryGrp
BidYield	632	Percentage	Quote
			QuoteResponse
			QuoteStatusReport
			QuotEntryAckGrp
			QuotEntryGrp
MidYield	633	Percentage	Quote
			QuoteResponse
			QuoteStatusReport
			QuotEntryAckGrp
			QuotEntryGrp
OfferYield	634	Percentage	Quote
			QuoteResponse
			QuoteStatusReport
			QuotEntryAckGrp
			QuotEntryGrp
ClearingFeeIndicator	635	ClearingFeeIndicator	ExecutionReport
			MultilegOrderCancelReplace
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			TradeCaptureReportAck
			ListOrdGrp
			SideCrossOrdModGrp
WorkingIndicator	636	WorkingIndicator	ExecutionReport
			OrderCancelReject
			OrdListStatGrp
LegLastPx	637	Price	InstrmtLegExecGrp
LegLastPx	637	Price	TrdInstrmtLegGrp
PriorityIndicator	638	PriorityIndicator	ExecutionReport
PriceImprovement	639	PriceOffset	ExecutionReport
Price2	640	Price	NewOrderSingle
			OrderCancelReplaceRequest
			ListOrdGrp
			QuotReqGrp
			QuotReqRjctGrp
LastForwardPoints2	641	PriceOffset	ExecutionReport
BidForwardPoints2	642	PriceOffset	Quote
			QuoteResponse
			QuoteStatusReport
			QuotEntryAckGrp
			QuotEntryGrp
OfferForwardPoints2	643	PriceOffset	Quote
			QuoteResponse
			QuoteStatusReport
			QuotEntryAckGrp
			QuotEntryGrp
RFQReqID	644	string	QuoteRequest
			QuoteRequestReject
			RFQRequest
MktBidPx	645	Price	Quote
			QuoteResponse
			QuoteStatusReport
MktOfferPx	646	Price	Quote
			QuoteResponse
			QuoteStatusReport
MinBidSize	647	Qty	Quote
			QuoteResponse
			QuoteStatusReport
MinOfferSize	648	Qty	Quote
			QuoteResponse
			QuoteStatusReport
QuoteStatusReqID	649	string	QuoteStatusReport
QuoteStatusReqID	649	string	QuoteStatusRequest
LegalConfirm	650	LegalConfirm	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			Confirmation
UnderlyingLastPx	651	Price	ExecutionReport
UnderlyingLastQty	652	Qty	ExecutionReport
LegRefID	654	string	InstrmtLegExecGrp
			LegOrdGrp
			TrdInstrmtLegGrp
ContraLegRefID	655	string	ContraGrp
SettlCurrBidFxRate	656	float	Quote
			QuoteResponse
			QuoteStatusReport
SettlCurrOfferFxRate	657	float	Quote
			QuoteResponse
			QuoteStatusReport
QuoteRequestRejectReason	658	QuoteRequestRejectReason	QuoteRequestReject
SideComplianceID	659	string	SideCrossOrdModGrp
AcctIDSource	660	AcctIDSource	ExecutionReport
			MassQuote
			MassQuoteAcknowledgement
			MultilegOrderCancelReplace
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReject
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderMassStatusRequest
			OrderStatusRequest
			PositionMaintenanceReport
			PositionMaintenanceRequest
			PositionReport
			Quote
			QuoteCancel
			QuoteResponse
			QuoteStatusReport
			QuoteStatusRequest
			RegistrationInstructions
			RegistrationInstructionsResponse
			RequestForPositions
			RequestForPositionsAck
			BidCompReqGrp
			ListOrdGrp
			QuotReqGrp
			QuotReqRjctGrp
			SideCrossOrdModGrp
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
AllocAcctIDSource	661	int	Confirmation
			ConfirmationRequest
			SettlementInstructionRequest
			AllocAckGrp
			AllocGrp
			PreAllocGrp
			PreAllocMlegGrp
			TrdAllocGrp
BenchmarkPrice	662	Price	SpreadOrBenchmarkCurveData
BenchmarkPriceType	663	int	SpreadOrBenchmarkCurveData
ConfirmID	664	string	Confirmation
ConfirmID	664	string	ConfirmationAck
ConfirmStatus	665	ConfirmStatus	Confirmation
ConfirmTransType	666	ConfirmTransType	Confirmation
ContractSettlMonth	667	MonthYear	Instrument
DeliveryForm	668	DeliveryForm	InstrumentExtension
LastParPx	669	Price	ExecutionAcknowledgement
			ExecutionReport
			TradeCaptureReport
			TradeCaptureReportAck
			ExecAllocGrp
NoLegAllocs	670	NumInGroup	LegPreAllocGrp
LegAllocAccount	671	string	LegPreAllocGrp
LegIndividualAllocID	672	string	LegPreAllocGrp
LegAllocQty	673	Qty	LegPreAllocGrp
LegAllocAcctIDSource	674	string	LegPreAllocGrp
LegSettlCurrency	675	Currency	LegPreAllocGrp
LegBenchmarkCurveCurrency	676	Currency	LegBenchmarkCurveData
LegBenchmarkCurveName	677	string	LegBenchmarkCurveData
LegBenchmarkCurvePoint	678	string	LegBenchmarkCurveData
LegBenchmarkPrice	679	Price	LegBenchmarkCurveData
LegBenchmarkPriceType	680	int	LegBenchmarkCurveData
LegBidPx	681	Price	LegQuotGrp
LegIOIQty	682	string	InstrmtLegIOIGrp
NoLegStipulations	683	NumInGroup	LegStipulations
LegOfferPx	684	Price	LegQuotGrp
LegPriceType	686	int	LegQuotGrp
LegQty	687	Qty	InstrmtLegExecGrp
			LegOrdGrp
			LegQuotGrp
			LegQuotStatGrp
			QuotReqLegsGrp
			TrdInstrmtLegGrp
LegStipulationType	688	string	LegStipulations
LegStipulationValue	689	string	LegStipulations
LegSwapType	690	LegSwapType	InstrmtLegExecGrp
			InstrmtLegSecListGrp
			LegOrdGrp
			LegQuotGrp
			LegQuotStatGrp
			QuotReqLegsGrp
			TrdInstrmtLegGrp
Pool	691	string	Instrument
QuotePriceType	692	QuotePriceType	QuotReqGrp
QuotePriceType	692	QuotePriceType	QuotReqRjctGrp
QuoteRespID	693	string	ExecutionReport
			Quote
			QuoteResponse
			QuoteStatusReport
QuoteRespType	694	QuoteRespType	QuoteResponse
QuoteQualifier	695	char	QuotQualGrp
YieldRedemptionDate	696	LocalMktDate	YieldData
YieldRedemptionPrice	697	Price	YieldData
YieldRedemptionPriceType	698	int	YieldData
BenchmarkSecurityID	699	string	SpreadOrBenchmarkCurveData
ReversalIndicator	700	Boolean	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
YieldCalcDate	701	LocalMktDate	YieldData
NoPositions	702	NumInGroup	PositionQty
PosType	703	PosType	PositionQty
LongQty	704	Qty	PositionQty
ShortQty	705	Qty	PositionQty
PosQtyStatus	706	PosQtyStatus	PositionQty
PosAmtType	707	PosAmtType	PositionAmountData
PosAmt	708	Amt	PositionAmountData
PosTransType	709	PosTransType	PositionMaintenanceReport
PosTransType	709	PosTransType	PositionMaintenanceRequest
PosReqID	710	string	PositionMaintenanceReport
			PositionMaintenanceRequest
			PositionReport
			RequestForPositions
			RequestForPositionsAck
NoUnderlyings	711	NumInGroup	PosUndInstrmtGrp
			UndInstrmtCollGrp
			UndInstrmtGrp
			UndInstrmtStrkPxGrp
PosMaintAction	712	PosMaintAction	PositionMaintenanceReport
PosMaintAction	712	PosMaintAction	PositionMaintenanceRequest
OrigPosReqRefID	713	string	PositionMaintenanceReport
OrigPosReqRefID	713	string	PositionMaintenanceRequest
PosMaintRptRefID	714	string	PositionMaintenanceRequest
ClearingBusinessDate	715	LocalMktDate	AssignmentReport
			CollateralAssignment
			CollateralInquiry
			CollateralInquiryAck
			CollateralReport
			CollateralRequest
			PositionMaintenanceReport
			PositionMaintenanceRequest
			PositionReport
			RequestForPositions
			TradeCaptureReport
			TradeCaptureReportRequest
SettlSessID	716	SettlSessID	AssignmentReport
			CollateralAssignment
			CollateralInquiry
			CollateralInquiryAck
			CollateralReport
			CollateralRequest
			PositionMaintenanceReport
			PositionMaintenanceRequest
			PositionReport
			RequestForPositions
SettlSessSubID	717	string	AssignmentReport
			CollateralAssignment
			CollateralInquiry
			CollateralInquiryAck
			CollateralReport
			CollateralRequest
			PositionMaintenanceReport
			PositionMaintenanceRequest
			PositionReport
			RequestForPositions
AdjustmentType	718	AdjustmentType	PositionMaintenanceReport
AdjustmentType	718	AdjustmentType	PositionMaintenanceRequest
ContraryInstructionIndicator	719	Boolean	PositionMaintenanceRequest
PriorSpreadIndicator	720	Boolean	PositionMaintenanceRequest
PosMaintRptID	721	string	PositionMaintenanceReport
			PositionReport
			RequestForPositionsAck
PosMaintStatus	722	PosMaintStatus	PositionMaintenanceReport
PosMaintResult	723	PosMaintResult	PositionMaintenanceReport
PosReqType	724	PosReqType	PositionReport
PosReqType	724	PosReqType	RequestForPositions
ResponseTransportType	725	ResponseTransportType	CollateralInquiry
			CollateralInquiryAck
			RequestForPositions
			RequestForPositionsAck
			TradeCaptureReportAck
			TradeCaptureReportRequest
			TradeCaptureReportRequestAck
ResponseDestination	726	string	CollateralInquiry
			CollateralInquiryAck
			RequestForPositions
			RequestForPositionsAck
			TradeCaptureReportAck
			TradeCaptureReportRequest
			TradeCaptureReportRequestAck
TotalNumPosReports	727	int	PositionReport
TotalNumPosReports	727	int	RequestForPositionsAck
PosReqResult	728	PosReqResult	PositionReport
PosReqResult	728	PosReqResult	RequestForPositionsAck
PosReqStatus	729	PosReqStatus	RequestForPositionsAck
SettlPrice	730	Price	AssignmentReport
SettlPrice	730	Price	PositionReport
SettlPriceType	731	SettlPriceType	AssignmentReport
SettlPriceType	731	SettlPriceType	PositionReport
UnderlyingSettlPrice	732	Price	AssignmentReport
UnderlyingSettlPrice	732	Price	PosUndInstrmtGrp
UnderlyingSettlPriceType	733	int	PosUndInstrmtGrp
PriorSettlPrice	734	Price	AdjustedPositionReport
PriorSettlPrice	734	Price	PositionReport
NoQuoteQualifiers	735	NumInGroup	QuotQualGrp
AllocSettlCurrency	736	Currency	AllocGrp
			PreAllocGrp
			PreAllocMlegGrp
			TrdAllocGrp
AllocSettlCurrAmt	737	Amt	AllocGrp
InterestAtMaturity	738	Amt	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			Confirmation
			ExecutionReport
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
LegDatedDate	739	LocalMktDate	InstrumentLeg
LegPool	740	string	InstrumentLeg
AllocInterestAtMaturity	741	Amt	AllocGrp
AllocAccruedInterestAmt	742	Amt	AllocGrp
DeliveryDate	743	LocalMktDate	PositionReport
AssignmentMethod	744	AssignmentMethod	AssignmentReport
AssignmentUnit	745	Qty	AssignmentReport
OpenInterest	746	Amt	AssignmentReport
ExerciseMethod	747	ExerciseMethod	AssignmentReport
TotNumTradeReports	748	int	TradeCaptureReport
TotNumTradeReports	748	int	TradeCaptureReportRequestAck
TradeRequestResult	749	TradeRequestResult	TradeCaptureReportRequestAck
TradeRequestStatus	750	TradeRequestStatus	TradeCaptureReportRequestAck
TradeReportRejectReason	751	TradeReportRejectReason	TradeCaptureReportAck
SideMultiLegReportingType	752	SideMultiLegReportingType	TrdCapRptAckSideGrp
SideMultiLegReportingType	752	SideMultiLegReportingType	TrdCapRptSideGrp
NoPosAmt	753	NumInGroup	PositionAmountData
AutoAcceptIndicator	754	Boolean	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
AllocReportID	755	string	AllocationReport
AllocReportID	755	string	AllocationReportAck
NoNested2PartyIDs	756	NumInGroup	NestedParties2
Nested2PartyID	757	string	NestedParties2
Nested2PartyIDSource	758	char	NestedParties2
Nested2PartyRole	759	int	NestedParties2
Nested2PartySubID	760	string	NstdPtys2SubGrp
BenchmarkSecurityIDSource	761	string	SpreadOrBenchmarkCurveData
SecuritySubType	762	string	DerivativeSecurityListRequest
			SecurityTypeRequest
			SecTypesGrp
			Instrument
UnderlyingSecuritySubType	763	string	UnderlyingInstrument
LegSecuritySubType	764	string	InstrumentLeg
AllowableOneSidednessPct	765	Percentage	NewOrderList
AllowableOneSidednessValue	766	Amt	NewOrderList
AllowableOneSidednessCurr	767	Currency	NewOrderList
NoTrdRegTimestamps	768	NumInGroup	TrdRegTimestamps
TrdRegTimestamp	769	UTCTimestamp	TrdRegTimestamps
TrdRegTimestampType	770	TrdRegTimestampType	TrdRegTimestamps
TrdRegTimestampOrigin	771	string	TrdRegTimestamps
ConfirmRefID	772	string	Confirmation
ConfirmType	773	ConfirmType	Confirmation
ConfirmType	773	ConfirmType	ConfirmationRequest
ConfirmRejReason	774	ConfirmRejReason	ConfirmationAck
BookingType	775	BookingType	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			ExecutionReport
			MultilegOrderCancelReplace
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			ListOrdGrp
			SideCrossOrdModGrp
IndividualAllocRejCode	776	int	AllocAckGrp
SettlInstMsgID	777	string	SettlementInstructions
NoSettlInst	778	NumInGroup	SettlInstGrp
LastUpdateTime	779	UTCTimestamp	SettlementInstructionRequest
LastUpdateTime	779	UTCTimestamp	SettlInstGrp
AllocSettlInstType	780	AllocSettlInstType	AllocGrp
NoSettlPartyIDs	781	NumInGroup	SettlParties
SettlPartyID	782	string	SettlParties
SettlPartyIDSource	783	char	SettlParties
SettlPartyRole	784	int	SettlParties
SettlPartySubID	785	string	SettlPtysSubGrp
SettlPartySubIDType	786	int	SettlPtysSubGrp
DlvyInstType	787	DlvyInstType	DlvyInstGrp
TerminationType	788	TerminationType	FinancingDetails
OrdStatusReqID	790	string	ExecutionReport
OrdStatusReqID	790	string	OrderStatusRequest
SettlInstReqID	791	string	SettlementInstructionRequest
SettlInstReqID	791	string	SettlementInstructions
SettlInstReqRejCode	792	SettlInstReqRejCode	SettlementInstructions
SecondaryAllocID	793	string	AllocationInstruction
			AllocationInstructionAck
			AllocationInstructionAlert
			AllocationReport
			AllocationReportAck
			Confirmation
			ConfirmationRequest
AllocReportType	794	AllocReportType	AllocationReport
AllocReportType	794	AllocReportType	AllocationReportAck
AllocReportRefID	795	string	AllocationReport
AllocCancReplaceReason	796	AllocCancReplaceReason	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
CopyMsgIndicator	797	Boolean	Confirmation
			ExecutionReport
			TradeCaptureReport
AllocAccountType	798	AllocAccountType	Confirmation
AllocAccountType	798	AllocAccountType	ConfirmationRequest
OrderAvgPx	799	Price	OrdAllocGrp
OrderBookingQty	800	Qty	OrdAllocGrp
NoSettlPartySubIDs	801	NumInGroup	SettlPtysSubGrp
NoPartySubIDs	802	NumInGroup	PtysSubGrp
PartySubIDType	803	PartySubIDType	PtysSubGrp
NoNestedPartySubIDs	804	NumInGroup	NstdPtysSubGrp
NestedPartySubIDType	805	int	NstdPtysSubGrp
NoNested2PartySubIDs	806	NumInGroup	NstdPtys2SubGrp
Nested2PartySubIDType	807	int	NstdPtys2SubGrp
AllocIntermedReqType	808	AllocIntermedReqType	AllocationInstruction
			AllocationInstructionAck
			AllocationInstructionAlert
			AllocationReport
			AllocationReportAck
UnderlyingPx	810	Price	UnderlyingInstrument
PriceDelta	811	float	MDFullGrp
PriceDelta	811	float	MDIncGrp
ApplQueueMax	812	int	MarketDataRequest
ApplQueueDepth	813	int	MarketDataIncrementalRefresh
ApplQueueDepth	813	int	MarketDataSnapshotFullRefresh
ApplQueueResolution	814	ApplQueueResolution	MarketDataIncrementalRefresh
ApplQueueResolution	814	ApplQueueResolution	MarketDataSnapshotFullRefresh
ApplQueueAction	815	ApplQueueAction	MarketDataRequest
NoAltMDSource	816	NumInGroup	MDRjctGrp
AltMDSourceID	817	string	MDRjctGrp
SecondaryTradeReportID	818	string	TradeCaptureReport
			TradeCaptureReportAck
			TradeCaptureReportRequest
			TrdCollGrp
AvgPxIndicator	819	AvgPxIndicator	TradeCaptureReport
TradeLinkID	820	string	TradeCaptureReport
			TradeCaptureReportAck
			TradeCaptureReportRequest
OrderInputDevice	821	string	TrdCapRptAckSideGrp
OrderInputDevice	821	string	TrdCapRptSideGrp
UnderlyingTradingSessionID	822	string	TradeCaptureReport
UnderlyingTradingSessionSubID	823	string	TradeCaptureReport
TradeLegRefID	824	string	TradeCaptureReport
ExchangeRule	825	string	TrdCapRptAckSideGrp
ExchangeRule	825	string	TrdCapRptSideGrp
TradeAllocIndicator	826	TradeAllocIndicator	TrdCapRptAckSideGrp
TradeAllocIndicator	826	TradeAllocIndicator	TrdCapRptSideGrp
ExpirationCycle	827	ExpirationCycle	SecurityDefinition
			SecurityDefinitionRequest
			RelSymDerivSecGrp
			SecListGrp
TrdType	828	TrdType	TradeCaptureReport
			TradeCaptureReportAck
			TradeCaptureReportRequest
TrdSubType	829	TrdSubType	TradeCaptureReport
			TradeCaptureReportAck
			TradeCaptureReportRequest
TransferReason	830	string	TradeCaptureReport
			TradeCaptureReportAck
			TradeCaptureReportRequest
TotNumAssignmentReports	832	int	AssignmentReport
AsgnRptID	833	string	AssignmentReport
ThresholdAmount	834	PriceOffset	AssignmentReport
			PositionMaintenanceReport
			PositionMaintenanceRequest
PegMoveType	835	PegMoveType	PegInstructions
PegOffsetType	836	PegOffsetType	PegInstructions
PegLimitType	837	PegLimitType	PegInstructions
PegRoundDirection	838	PegRoundDirection	PegInstructions
PeggedPrice	839	Price	ExecutionReport
PegScope	840	PegScope	PegInstructions
DiscretionMoveType	841	DiscretionMoveType	DiscretionInstructions
DiscretionOffsetType	842	DiscretionOffsetType	DiscretionInstructions
DiscretionLimitType	843	DiscretionLimitType	DiscretionInstructions
DiscretionRoundDirection	844	DiscretionRoundDirection	DiscretionInstructions
DiscretionPrice	845	Price	ExecutionReport
DiscretionScope	846	DiscretionScope	DiscretionInstructions
TargetStrategy	847	TargetStrategy	CrossOrderCancelReplaceRequest
			ExecutionReport
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			ListOrdGrp
TargetStrategyParameters	848	string	CrossOrderCancelReplaceRequest
			ExecutionReport
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			ListOrdGrp
ParticipationRate	849	Percentage	CrossOrderCancelReplaceRequest
			ExecutionReport
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			ListOrdGrp
TargetStrategyPerformance	850	float	ExecutionReport
LastLiquidityInd	851	LastLiquidityInd	ExecutionReport
PublishTrdIndicator	852	PublishTrdIndicator	TradeCaptureReport
ShortSaleReason	853	ShortSaleReason	TradeCaptureReport
QtyType	854	QtyType	Advertisement
			AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			CollateralAssignment
			CollateralInquiry
			CollateralInquiryAck
			CollateralReport
			CollateralRequest
			CollateralResponse
			Confirmation
			ExecutionReport
			IOI
			MultilegOrderCancelReplace
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			TradeCaptureReport
			ListOrdGrp
			QuotReqGrp
			QuotReqRjctGrp
			SideCrossOrdModGrp
SecondaryTrdType	855	int	TradeCaptureReport
			TradeCaptureReportAck
			TradeCaptureReportRequest
TradeReportType	856	TradeReportType	TradeCaptureReport
TradeReportType	856	TradeReportType	TradeCaptureReportAck
AllocNoOrdersType	857	AllocNoOrdersType	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
SharedCommission	858	Amt	Confirmation
ConfirmReqID	859	string	Confirmation
ConfirmReqID	859	string	ConfirmationRequest
AvgParPx	860	Price	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			Confirmation
ReportedPx	861	Price	Confirmation
NoCapacities	862	NumInGroup	CpctyConfGrp
OrderCapacityQty	863	Qty	CpctyConfGrp
NoEvents	864	NumInGroup	EvntGrp
EventType	865	EventType	EvntGrp
EventDate	866	LocalMktDate	EvntGrp
EventPx	867	Price	EvntGrp
EventText	868	string	EvntGrp
PctAtRisk	869	Percentage	InstrumentExtension
NoInstrAttrib	870	NumInGroup	AttrbGrp
InstrAttribType	871	InstrAttribType	AttrbGrp
InstrAttribValue	872	string	AttrbGrp
DatedDate	873	LocalMktDate	Instrument
InterestAccrualDate	874	LocalMktDate	Instrument
CPProgram	875	CPProgram	Instrument
CPRegType	876	string	Instrument
UnderlyingCPProgram	877	string	UnderlyingInstrument
UnderlyingCPRegType	878	string	UnderlyingInstrument
UnderlyingQty	879	Qty	UnderlyingInstrument
TrdMatchID	880	string	TradeCaptureReport
			TradeCaptureReportAck
			TradeCaptureReportRequest
SecondaryTradeReportRefID	881	string	TradeCaptureReport
SecondaryTradeReportRefID	881	string	TradeCaptureReportAck
UnderlyingDirtyPrice	882	Price	UnderlyingInstrument
UnderlyingEndPrice	883	Price	UnderlyingInstrument
UnderlyingStartValue	884	Amt	UnderlyingInstrument
UnderlyingCurrentValue	885	Amt	UnderlyingInstrument
UnderlyingEndValue	886	Amt	UnderlyingInstrument
NoUnderlyingStips	887	NumInGroup	UnderlyingStipulations
UnderlyingStipType	888	string	UnderlyingStipulations
UnderlyingStipValue	889	string	UnderlyingStipulations
MaturityNetMoney	890	Amt	Confirmation
MiscFeeBasis	891	MiscFeeBasis	MiscFeesGrp
TotNoAllocs	892	int	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
LastFragment	893	LastFragment	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			DerivativeSecurityList
			ListStatus
			ListStrikePrice
			NewOrderList
			SecurityList
			SecurityTypes
			QuotSetAckGrp
			QuotSetGrp
CollReqID	894	string	CollateralAssignment
			CollateralRequest
			CollateralResponse
CollAsgnReason	895	CollAsgnReason	CollateralAssignment
			CollateralRequest
			CollateralResponse
CollInquiryQualifier	896	CollInquiryQualifier	CollInqQualGrp
NoTrades	897	NumInGroup	TrdCollGrp
MarginRatio	898	Percentage	FinancingDetails
MarginExcess	899	Amt	CollateralAssignment
			CollateralInquiry
			CollateralReport
			CollateralRequest
			CollateralResponse
TotalNetValue	900	Amt	CollateralAssignment
			CollateralInquiry
			CollateralReport
			CollateralRequest
			CollateralResponse
CashOutstanding	901	Amt	CollateralAssignment
			CollateralInquiry
			CollateralReport
			CollateralRequest
			CollateralResponse
CollAsgnID	902	string	CollateralAssignment
CollAsgnID	902	string	CollateralResponse
CollAsgnTransType	903	CollAsgnTransType	CollateralAssignment
CollAsgnTransType	903	CollAsgnTransType	CollateralResponse
CollRespID	904	string	CollateralResponse
CollAsgnRespType	905	CollAsgnRespType	CollateralResponse
CollAsgnRejectReason	906	CollAsgnRejectReason	CollateralResponse
CollAsgnRefID	907	string	CollateralAssignment
CollRptID	908	string	CollateralReport
CollInquiryID	909	string	CollateralInquiry
			CollateralInquiryAck
			CollateralReport
CollStatus	910	CollStatus	CollateralReport
TotNumReports	911	int	CollateralInquiryAck
			CollateralReport
			ExecutionReport
LastRptRequested	912	LastRptRequested	AssignmentReport
			CollateralReport
			ExecutionReport
			TradeCaptureReport
AgreementDesc	913	string	FinancingDetails
AgreementID	914	string	FinancingDetails
AgreementDate	915	LocalMktDate	FinancingDetails
StartDate	916	LocalMktDate	FinancingDetails
EndDate	917	LocalMktDate	FinancingDetails
AgreementCurrency	918	Currency	FinancingDetails
DeliveryType	919	DeliveryType	FinancingDetails
EndAccruedInterestAmt	920	Amt	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			CollateralAssignment
			CollateralInquiry
			CollateralReport
			CollateralRequest
			CollateralResponse
			Confirmation
			ExecutionReport
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
StartCash	921	Amt	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			CollateralAssignment
			CollateralInquiry
			CollateralReport
			CollateralRequest
			CollateralResponse
			Confirmation
			ExecutionReport
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
EndCash	922	Amt	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			CollateralAssignment
			CollateralInquiry
			CollateralReport
			CollateralRequest
			CollateralResponse
			Confirmation
			ExecutionReport
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
UserRequestID	923	string	UserRequest
UserRequestID	923	string	UserResponse
UserRequestType	924	UserRequestType	UserRequest
NewPassword	925	string	UserRequest
UserStatus	926	UserStatus	UserResponse
UserStatusText	927	string	UserResponse
StatusValue	928	StatusValue	CompIDStatGrp
StatusText	929	string	CompIDStatGrp
RefCompID	930	string	CompIDReqGrp
RefCompID	930	string	CompIDStatGrp
RefSubID	931	string	CompIDReqGrp
RefSubID	931	string	CompIDStatGrp
NetworkResponseID	932	string	NetworkCounterpartySystemStatusResponse
NetworkRequestID	933	string	NetworkCounterpartySystemStatusRequest
NetworkRequestID	933	string	NetworkCounterpartySystemStatusResponse
LastNetworkResponseID	934	string	NetworkCounterpartySystemStatusResponse
NetworkRequestType	935	NetworkRequestType	NetworkCounterpartySystemStatusRequest
NoCompIDs	936	NumInGroup	CompIDReqGrp
NoCompIDs	936	NumInGroup	CompIDStatGrp
NetworkStatusResponseType	937	NetworkStatusResponseType	NetworkCounterpartySystemStatusResponse
NoCollInquiryQualifier	938	NumInGroup	CollInqQualGrp
TrdRptStatus	939	TrdRptStatus	TradeCaptureReportAck
AffirmStatus	940	AffirmStatus	ConfirmationAck
UnderlyingStrikeCurrency	941	Currency	UnderlyingInstrument
LegStrikeCurrency	942	Currency	InstrumentLeg
TimeBracket	943	string	ExecutionReport
			TradeCaptureReportRequest
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
CollAction	944	CollAction	UndInstrmtCollGrp
CollInquiryStatus	945	CollInquiryStatus	CollateralInquiryAck
CollInquiryResult	946	CollInquiryResult	CollateralInquiryAck
StrikeCurrency	947	Currency	Instrument
NoNested3PartyIDs	948	NumInGroup	NestedParties3
Nested3PartyID	949	string	NestedParties3
Nested3PartyIDSource	950	char	NestedParties3
Nested3PartyRole	951	int	NestedParties3
NoNested3PartySubIDs	952	NumInGroup	NstdPtys3SubGrp
Nested3PartySubID	953	string	NstdPtys3SubGrp
Nested3PartySubIDType	954	int	NstdPtys3SubGrp
LegContractSettlMonth	955	MonthYear	InstrumentLeg
LegInterestAccrualDate	956	LocalMktDate	InstrumentLeg
NoStrategyParameters	957	NumInGroup	StrategyParametersGrp
StrategyParameterName	958	string	StrategyParametersGrp
StrategyParameterType	959	StrategyParameterType	StrategyParametersGrp
StrategyParameterValue	960	string	StrategyParametersGrp
NoExpiration	981	NumInGroup	ExpirationQty
NoUnderlyingAmounts	984	NumInGroup	UnderlyingAmount
SideTrdSubTyp	1008	int	TrdCapRptAckSideGrp
NoSideTrdRegTS	1016	NumInGroup	SideTrdRegTS
LegOptionRatio	1017	float	InstrumentLeg
NoInstrumentParties	1018	NumInGroup	InstrumentParties
InstrumentPartyID	1019	string	InstrumentParties
ExecAckStatus	1036	ExecAckStatus	ExecutionAcknowledgement
UnderlyingCapValue	1038	Amt	UnderlyingInstrument
InstrumentPartyIDSource	1050	char	InstrumentParties
InstrumentPartyRole	1051	int	InstrumentParties
NoInstrumentPartySubIDs	1052	NumInGroup	InstrumentPtysSubGrp
InstrumentPartySubID	1053	string	InstrumentPtysSubGrp
InstrumentPartySubIDType	1054	int	InstrumentPtysSubGrp
NoUndlyInstrumentParties	1058	NumInGroup	UndlyInstrumentParties
UndlyInstrumentPartyID	1059	string	UndlyInstrumentParties
UndlyInstrumentPartyIDSource	1060	char	UndlyInstrumentParties
UndlyInstrumentPartyRole	1061	int	UndlyInstrumentParties
NoUndlyInstrumentPartySubIDs	1062	NumInGroup	UndlyInstrumentPtysSubGrp
UndlyInstrumentPartySubID	1063	string	UndlyInstrumentPtysSubGrp
UndlyInstrumentPartySubIDType	1064	int	UndlyInstrumentPtysSubGrp
SecondaryDisplayQty	1082	Qty	DisplayInstruction
DisplayWhen	1083	DisplayWhen	DisplayInstruction
DisplayMethod	1084	DisplayMethod	DisplayInstruction
DisplayLowQty	1085	Qty	DisplayInstruction
DisplayHighQty	1086	Qty	DisplayInstruction
DisplayMinIncr	1087	Qty	DisplayInstruction
RefreshQty	1088	Qty	DisplayInstruction
TriggerType	1100	TriggerType	TriggeringInstruction
TriggerNewPrice	1110	Price	TriggeringInstruction
NoRootPartyIDs	1116	NumInGroup	RootParties
NoRootPartySubIDs	1120	NumInGroup	RootSubParties
DisplayQty	1138	Qty	DisplayInstruction
AffectedOrdGrp		AffectedOrdGrp	OrderMassCancelReport
AllocAckGrp		AllocAckGrp	AllocationInstructionAck
AllocAckGrp		AllocAckGrp	AllocationReportAck
AllocGrp		AllocGrp	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
AttrbGrp		AttrbGrp	InstrumentExtension
BidCompReqGrp		BidCompReqGrp	BidRequest
BidCompRspGrp		BidCompRspGrp	BidResponse
BidDescReqGrp		BidDescReqGrp	BidRequest
ClrInstGrp		ClrInstGrp	AllocGrp
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
CollInqQualGrp		CollInqQualGrp	CollateralInquiry
CollInqQualGrp		CollInqQualGrp	CollateralInquiryAck
CommissionData		CommissionData	Confirmation
			ExecutionReport
			MultilegOrderCancelReplace
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			AllocGrp
			BidCompRspGrp
			ListOrdGrp
			SideCrossOrdModGrp
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
CompIDReqGrp		CompIDReqGrp	NetworkCounterpartySystemStatusRequest
CompIDStatGrp		CompIDStatGrp	NetworkCounterpartySystemStatusResponse
ContAmtGrp		ContAmtGrp	ExecutionReport
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
ContraGrp		ContraGrp	ExecutionReport
CpctyConfGrp		CpctyConfGrp	Confirmation
DiscretionInstructions		DiscretionInstructions	CrossOrderCancelReplaceRequest
			ExecutionReport
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			ListOrdGrp
DlvyInstGrp		DlvyInstGrp	SettlInstructionsData
EvntGrp		EvntGrp	Instrument
ExecAllocGrp		ExecAllocGrp	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
ExecCollGrp		ExecCollGrp	CollateralAssignment
			CollateralInquiry
			CollateralInquiryAck
			CollateralReport
			CollateralRequest
			CollateralResponse
FinancingDetails		FinancingDetails	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			CollateralAssignment
			CollateralInquiry
			CollateralInquiryAck
			CollateralReport
			CollateralRequest
			CollateralResponse
			Confirmation
			ExecutionReport
			IOI
			NewOrderSingle
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderStatusRequest
			Quote
			QuoteResponse
			QuoteStatusReport
			QuoteStatusRequest
			SecurityListRequest
			TradeCaptureReport
			TradeCaptureReportRequest
			QuotCxlEntriesGrp
			QuotReqGrp
			QuotReqRjctGrp
			SecListGrp
IOIQualGrp		IOIQualGrp	IOI
InstrmtGrp		InstrmtGrp	Email
InstrmtGrp		InstrmtGrp	News
InstrmtLegExecGrp		InstrmtLegExecGrp	ExecutionReport
InstrmtLegGrp		InstrmtLegGrp	Advertisement
			AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			AssignmentReport
			CollateralAssignment
			CollateralInquiry
			CollateralInquiryAck
			CollateralReport
			CollateralRequest
			CollateralResponse
			Confirmation
			CrossOrderCancelReplaceRequest
			CrossOrderCancelRequest
			DontKnowTrade
			Email
			ExecutionAcknowledgement
			MarketDataSnapshotFullRefresh
			NewOrderCross
			News
			PositionMaintenanceReport
			PositionMaintenanceRequest
			PositionReport
			QuoteStatusRequest
			RequestForPositions
			RequestForPositionsAck
			SecurityDefinition
			SecurityDefinitionRequest
			SecurityListRequest
			SecurityStatus
			SecurityStatusRequest
			TradeCaptureReportRequest
			TradeCaptureReportRequestAck
			InstrmtMDReqGrp
			MDIncGrp
			QuotCxlEntriesGrp
			QuotEntryAckGrp
			QuotEntryGrp
			RFQReqGrp
			RelSymDerivSecGrp
InstrmtLegIOIGrp		InstrmtLegIOIGrp	IOI
InstrmtLegSecListGrp		InstrmtLegSecListGrp	SecListGrp
InstrmtMDReqGrp		InstrmtMDReqGrp	MarketDataRequest
InstrmtStrkPxGrp		InstrmtStrkPxGrp	ListStrikePrice
Instrument		Instrument	Advertisement
			AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			AssignmentReport
			CollateralAssignment
			CollateralInquiry
			CollateralInquiryAck
			CollateralReport
			CollateralRequest
			CollateralResponse
			Confirmation
			CrossOrderCancelReplaceRequest
			CrossOrderCancelRequest
			DontKnowTrade
			ExecutionAcknowledgement
			ExecutionReport
			IOI
			MarketDataSnapshotFullRefresh
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderMassCancelReport
			OrderMassCancelRequest
			OrderMassStatusRequest
			OrderStatusRequest
			PositionMaintenanceReport
			PositionMaintenanceRequest
			PositionReport
			Quote
			QuoteResponse
			QuoteStatusReport
			QuoteStatusRequest
			RequestForPositions
			RequestForPositionsAck
			SecurityDefinition
			SecurityDefinitionRequest
			SecurityListRequest
			SecurityStatus
			SecurityStatusRequest
			TradeCaptureReport
			TradeCaptureReportAck
			TradeCaptureReportRequest
			TradeCaptureReportRequestAck
			InstrmtGrp
			InstrmtMDReqGrp
			InstrmtStrkPxGrp
			ListOrdGrp
			MDIncGrp
			QuotCxlEntriesGrp
			QuotEntryAckGrp
			QuotEntryGrp
			QuotReqGrp
			QuotReqRjctGrp
			RFQReqGrp
			RelSymDerivSecGrp
			SecListGrp
InstrumentExtension		InstrumentExtension	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			Confirmation
			SecurityDefinition
			SecurityDefinitionRequest
			SecurityListRequest
			SecurityStatus
			SecurityStatusRequest
			TradeCaptureReportRequest
			RelSymDerivSecGrp
			SecListGrp
InstrumentLeg		InstrumentLeg	InstrmtLegExecGrp
			InstrmtLegGrp
			InstrmtLegIOIGrp
			InstrmtLegSecListGrp
			LegOrdGrp
			LegQuotGrp
			LegQuotStatGrp
			QuotReqLegsGrp
			TrdInstrmtLegGrp
InstrumentPtysSubGrp		InstrumentPtysSubGrp	InstrumentParties
LegBenchmarkCurveData		LegBenchmarkCurveData	InstrmtLegSecListGrp
			LegQuotGrp
			QuotReqLegsGrp
LegOrdGrp		LegOrdGrp	MultilegOrderCancelReplace
LegOrdGrp		LegOrdGrp	NewOrderMultileg
LegPreAllocGrp		LegPreAllocGrp	LegOrdGrp
LegQuotGrp		LegQuotGrp	Quote
LegQuotGrp		LegQuotGrp	QuoteResponse
LegQuotStatGrp		LegQuotStatGrp	QuoteStatusReport
LegSecAltIDGrp		LegSecAltIDGrp	InstrumentLeg
LegStipulations		LegStipulations	InstrmtLegExecGrp
			InstrmtLegIOIGrp
			InstrmtLegSecListGrp
			LegOrdGrp
			LegQuotGrp
			LegQuotStatGrp
			QuotReqLegsGrp
			TrdInstrmtLegGrp
LinesOfTextGrp		LinesOfTextGrp	Email
LinesOfTextGrp		LinesOfTextGrp	News
ListOrdGrp		ListOrdGrp	NewOrderList
MDFullGrp		MDFullGrp	MarketDataSnapshotFullRefresh
MDIncGrp		MDIncGrp	MarketDataIncrementalRefresh
MDReqGrp		MDReqGrp	MarketDataRequest
MDRjctGrp		MDRjctGrp	MarketDataRequestReject
MiscFeesGrp		MiscFeesGrp	CollateralAssignment
			CollateralReport
			CollateralRequest
			CollateralResponse
			Confirmation
			ExecutionReport
			AllocGrp
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
NestedParties		NestedParties	AllocGrp
			InstrmtLegExecGrp
			LegOrdGrp
			LegQuotGrp
			LegQuotStatGrp
			PositionQty
			PreAllocGrp
			QuotReqLegsGrp
			RgstDtlsGrp
			TrdInstrmtLegGrp
NestedParties2		NestedParties2	LegPreAllocGrp
			OrdAllocGrp
			TrdAllocGrp
NestedParties3		NestedParties3	PreAllocMlegGrp
NstdPtys2SubGrp		NstdPtys2SubGrp	NestedParties2
NstdPtys3SubGrp		NstdPtys3SubGrp	NestedParties3
NstdPtysSubGrp		NstdPtysSubGrp	NestedParties
OrdAllocGrp		OrdAllocGrp	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			Confirmation
			ConfirmationRequest
OrdListStatGrp		OrdListStatGrp	ListStatus
OrderQtyData		OrderQtyData	DontKnowTrade
			ExecutionAcknowledgement
			ExecutionReport
			IOI
			MultilegOrderCancelReplace
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			OrderCancelRequest
			Quote
			QuoteResponse
			QuoteStatusReport
			TradeCaptureReport
			ListOrdGrp
			QuotReqGrp
			QuotReqRjctGrp
			SideCrossOrdCxlGrp
			SideCrossOrdModGrp
Parties		Parties	AllocationInstruction
			AllocationInstructionAck
			AllocationInstructionAlert
			AllocationReport
			AllocationReportAck
			AssignmentReport
			CollateralAssignment
			CollateralInquiry
			CollateralInquiryAck
			CollateralReport
			CollateralRequest
			CollateralResponse
			Confirmation
			ExecutionReport
			MassQuote
			MassQuoteAcknowledgement
			MultilegOrderCancelReplace
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderMassStatusRequest
			OrderStatusRequest
			PositionMaintenanceReport
			PositionMaintenanceRequest
			PositionReport
			Quote
			QuoteCancel
			QuoteResponse
			QuoteStatusReport
			QuoteStatusRequest
			RegistrationInstructions
			RegistrationInstructionsResponse
			RequestForPositions
			RequestForPositionsAck
			SettlementInstructionRequest
			TradeCaptureReportRequest
			ListOrdGrp
			QuotReqGrp
			QuotReqRjctGrp
			SettlInstGrp
			SideCrossOrdCxlGrp
			SideCrossOrdModGrp
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
PegInstructions		PegInstructions	CrossOrderCancelReplaceRequest
			ExecutionReport
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			ListOrdGrp
PosUndInstrmtGrp		PosUndInstrmtGrp	PositionReport
PositionAmountData		PositionAmountData	AssignmentReport
			PositionMaintenanceReport
			PositionReport
			TradeCaptureReport
PositionQty		PositionQty	AssignmentReport
			PositionMaintenanceReport
			PositionMaintenanceRequest
			PositionReport
PreAllocGrp		PreAllocGrp	NewOrderSingle
			OrderCancelReplaceRequest
			ListOrdGrp
			SideCrossOrdModGrp
PreAllocMlegGrp		PreAllocMlegGrp	MultilegOrderCancelReplace
PreAllocMlegGrp		PreAllocMlegGrp	NewOrderMultileg
PtysSubGrp		PtysSubGrp	Parties
QuotCxlEntriesGrp		QuotCxlEntriesGrp	QuoteCancel
QuotEntryAckGrp		QuotEntryAckGrp	QuotSetAckGrp
QuotEntryGrp		QuotEntryGrp	QuotSetGrp
QuotQualGrp		QuotQualGrp	Quote
			QuoteResponse
			QuoteStatusReport
			QuotReqGrp
			QuotReqRjctGrp
QuotReqGrp		QuotReqGrp	QuoteRequest
QuotReqLegsGrp		QuotReqLegsGrp	QuotReqGrp
QuotReqLegsGrp		QuotReqLegsGrp	QuotReqRjctGrp
QuotReqRjctGrp		QuotReqRjctGrp	QuoteRequestReject
QuotSetAckGrp		QuotSetAckGrp	MassQuoteAcknowledgement
QuotSetGrp		QuotSetGrp	MassQuote
RFQReqGrp		RFQReqGrp	RFQRequest
RelSymDerivSecGrp		RelSymDerivSecGrp	DerivativeSecurityList
RgstDistInstGrp		RgstDistInstGrp	RegistrationInstructions
RgstDtlsGrp		RgstDtlsGrp	RegistrationInstructions
RoutingGrp		RoutingGrp	Email
			IOI
			News
SecAltIDGrp		SecAltIDGrp	Instrument
SecListGrp		SecListGrp	SecurityList
SecLstUpdRelSymGrp		SecLstUpdRelSymGrp	SecurityListUpdateReport
SecTypesGrp		SecTypesGrp	SecurityTypes
SettlInstGrp		SettlInstGrp	SettlementInstructions
SettlInstructionsData		SettlInstructionsData	CollateralAssignment
			CollateralInquiry
			CollateralReport
			Confirmation
			AllocGrp
			SettlInstGrp
SettlParties		SettlParties	DlvyInstGrp
SettlPtysSubGrp		SettlPtysSubGrp	SettlParties
SideCrossOrdCxlGrp		SideCrossOrdCxlGrp	CrossOrderCancelRequest
SideCrossOrdModGrp		SideCrossOrdModGrp	CrossOrderCancelReplaceRequest
SideCrossOrdModGrp		SideCrossOrdModGrp	NewOrderCross
SideTrdRegTS		SideTrdRegTS	TrdCapRptSideGrp
SpreadOrBenchmarkCurveData		SpreadOrBenchmarkCurveData	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			CollateralAssignment
			CollateralInquiry
			CollateralReport
			CollateralRequest
			CollateralResponse
			Confirmation
			CrossOrderCancelReplaceRequest
			ExecutionReport
			IOI
			NewOrderCross
			NewOrderSingle
			OrderCancelReplaceRequest
			Quote
			QuoteResponse
			QuoteStatusReport
			TradeCaptureReport
			ListOrdGrp
			QuotReqGrp
			QuotReqRjctGrp
			SecListGrp
Stipulations		Stipulations	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			CollateralAssignment
			CollateralInquiry
			CollateralReport
			CollateralRequest
			CollateralResponse
			Confirmation
			CrossOrderCancelReplaceRequest
			ExecutionReport
			IOI
			NewOrderCross
			NewOrderSingle
			Quote
			QuoteResponse
			QuoteStatusReport
			ListOrdGrp
			QuotReqGrp
			QuotReqRjctGrp
			SecListGrp
			TrdCapRptAckSideGrp
			TrdCapRptSideGrp
TrdAllocGrp		TrdAllocGrp	TrdCapRptAckSideGrp
TrdAllocGrp		TrdAllocGrp	TrdCapRptSideGrp
TrdCapDtGrp		TrdCapDtGrp	TradeCaptureReportRequest
TrdCapRptSideGrp		TrdCapRptSideGrp	TradeCaptureReport
TrdCollGrp		TrdCollGrp	CollateralAssignment
			CollateralInquiry
			CollateralInquiryAck
			CollateralReport
			CollateralRequest
			CollateralResponse
TrdInstrmtLegGrp		TrdInstrmtLegGrp	TradeCaptureReport
TrdRegTimestamps		TrdRegTimestamps	CollateralAssignment
			CollateralInquiry
			CollateralReport
			CollateralRequest
			CollateralResponse
			Confirmation
			TradeCaptureReport
			TradeCaptureReportAck
TrdSessLstGrp		TrdSessLstGrp	TradingSessionList
TrdgSesGrp		TrdgSesGrp	CrossOrderCancelReplaceRequest
			MarketDataRequest
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			OrderCancelReplaceRequest
			PositionMaintenanceReport
			PositionMaintenanceRequest
			RequestForPositions
			ListOrdGrp
UndInstrmtCollGrp		UndInstrmtCollGrp	CollateralAssignment
			CollateralRequest
			CollateralResponse
UndInstrmtGrp		UndInstrmtGrp	Advertisement
			AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			AssignmentReport
			CollateralInquiry
			CollateralInquiryAck
			CollateralReport
			Confirmation
			CrossOrderCancelReplaceRequest
			CrossOrderCancelRequest
			DontKnowTrade
			Email
			ExecutionAcknowledgement
			ExecutionReport
			IOI
			MarketDataSnapshotFullRefresh
			MultilegOrderCancelReplace
			NewOrderCross
			NewOrderMultileg
			NewOrderSingle
			News
			OrderCancelReplaceRequest
			OrderCancelRequest
			OrderStatusRequest
			PositionMaintenanceReport
			PositionMaintenanceRequest
			Quote
			QuoteResponse
			QuoteStatusReport
			QuoteStatusRequest
			RequestForPositions
			RequestForPositionsAck
			SecurityDefinition
			SecurityDefinitionRequest
			SecurityListRequest
			SecurityStatus
			SecurityStatusRequest
			TradeCaptureReport
			TradeCaptureReportRequest
			TradeCaptureReportRequestAck
			InstrmtMDReqGrp
			ListOrdGrp
			MDIncGrp
			QuotCxlEntriesGrp
			QuotReqGrp
			QuotReqRjctGrp
			RFQReqGrp
			SecListGrp
UndInstrmtStrkPxGrp		UndInstrmtStrkPxGrp	ListStrikePrice
UndSecAltIDGrp		UndSecAltIDGrp	UnderlyingInstrument
UnderlyingInstrument		UnderlyingInstrument	DerivativeSecurityList
			DerivativeSecurityListRequest
			OrderMassCancelReport
			OrderMassCancelRequest
			OrderMassStatusRequest
			PosUndInstrmtGrp
			QuotSetAckGrp
			QuotSetGrp
			UndInstrmtCollGrp
			UndInstrmtGrp
			UndInstrmtStrkPxGrp
UnderlyingStipulations		UnderlyingStipulations	UnderlyingInstrument
UndlyInstrumentParties		UndlyInstrumentParties	UnderlyingInstrument
UndlyInstrumentPtysSubGrp		UndlyInstrumentPtysSubGrp	UndlyInstrumentParties
YieldData		YieldData	AllocationInstruction
			AllocationInstructionAlert
			AllocationReport
			Confirmation
			CrossOrderCancelReplaceRequest
			ExecutionReport
			IOI
			NewOrderCross
			NewOrderSingle
			OrderCancelReplaceRequest
			Quote
			QuoteResponse
			QuoteStatusReport
			TradeCaptureReport
			ListOrdGrp
			QuotReqGrp
			QuotReqRjctGrp
			SecListGrp
			SecLstUpdRelSymGrp
duration		Duration
start_time		UTCTimestamp

Enumeration Types

AccountType

Encoding:

int

Type of account associated with an order
Case	Tag
CarriedCustomerSide	1
Account is carried on customer side of the books
CarriedNonCustomerSide	2
Account is carried on non-customer side of books
HouseTrader	3
House Trader
FloorTrader	4
Floor Trader
CarriedNonCustomerSideCrossMargined	6
Account is carried on non-customer side of books and is cross margined
HouseTraderCrossMargined	7
Account is house trader and is cross margined
JointBackOfficeAccount	8
Joint back office account (JBO)

AcctIDSource

Encoding:

int

Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Case	Tag
BIC	1
BIC
SIDCode	2
SID Code
TFM	3
TFM (GSPTA)
OMGEO	4
OMGEO (Alert ID)
DTCCCode	5
DTCC Code
Other	99
Other (custom or proprietary)

Adjustment

Encoding:

int

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

AdjustmentType

Encoding:

int

Type of adjustment to be applied, used for PCS and PAJ
Case	Tag
ProcessRequestAsMarginDisposition	0
Process Request As Margin Disposition
DeltaPlus	1
Delta Plus
DeltaMinus	2
Delta Minus
Final	3
Final

AdvSide

Encoding:

char

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

AdvTransType

Encoding:

string

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

AffirmStatus

Encoding:

int

Identifies the status of the ConfirmationAck.
Case	Tag
Received	1
Received
ConfirmRejected	2
Confirm rejected, i.e. not affirmed
Affirmed	3
Affirmed

AggregatedBook

Encoding:

Boolean

Specifies whether or not book entries should be aggregated. (Not specified) = broker option
Case	Tag
BookEntriesShouldNotBeAggregated	N
book entries should not be aggregated
BookEntriesToBeAggregated	Y
book entries to be aggregated

AggressorIndicator

Encoding:

Boolean

Used to identify whether the order initiator is an aggressor or not in the trade.
Case	Tag
OrderInitiatorIsPassive	N
Order initiator is passive
OrderInitiatorIsAggressor	Y
Order initiator is aggressor

AllocAccountType

Encoding:

int

Type of account associated with a confirmation or other trade-level message
Case	Tag
CarriedCustomerSide	1
Account is carried pn customer side of books
CarriedNonCustomerSide	2
Account is carried on non-customer side of books
HouseTrader	3
House trader
FloorTrader	4
Floor trader
CarriedNonCustomerSideCrossMargined	6
Account is carried on non-customer side of books and is cross margined
HouseTraderCrossMargined	7
Account is house trader and is cross margined
JointBackOfficeAccount	8
Joint back office account (JBO)

AllocCancReplaceReason

Encoding:

int

Reason for cancelling or replacing an Allocation Instruction or Allocation Report message
Case	Tag
OriginalDetailsIncomplete	1
Original details incomplete/incorrect
ChangeInUnderlyingOrderDetails	2
Change in underlying order details
Other	99
Other

AllocHandlInst

Encoding:

int

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

AllocIntermedReqType

Encoding:

int

Response to allocation to be communicated to a counterparty through an intermediary, i.e. clearing house. Used in conjunction with AllocType = "Request to Intermediary" and AllocReportType = "Request to Intermediary"
Case	Tag
PendingAccept	1
Pending Accept
PendingRelease	2
Pending Release
PendingReversal	3
Pending Reversal
Accept	4
Accept
BlockLevelReject	5
Block Level Reject
AccountLevelReject	6
Account Level Reject

AllocLinkType

Encoding:

int

Identifies the type of Allocation linkage when AllocLinkID (96) is used.
Case	Tag
FXNetting	0
FX Netting
FXSwap	1
FX Swap

AllocMethod

Encoding:

int

Specifies the method under which a trade quantity was allocated.
Case	Tag
Automatic	1
Automatic
Guarantor	2
Guarantor
Manual	3
Manual

AllocNoOrdersType

Encoding:

int

Indicates how the orders being booked and allocated by an Allocation Instruction or Allocation Report message are identified, i.e. by explicit definition in the NoOrders group or not.
Case	Tag
NotSpecified	0
Not Specified
ExplicitListProvided	1
Explicit List Provided

AllocPositionEffect

Encoding:

char

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

AllocRejCode

Encoding:

int

Identifies reason for rejection.
Case	Tag
UnknownAccount	0
Unknown account(s)
IncorrectQuantity	1
Incorrect quantity
IncorrectAveragegPrice	2
Incorrect averageg price
UnknownExecutingBrokerMnemonic	3
Unknown executing broker mnemonic
CommissionDifference	4
Commission difference
UnknownOrderID	5
Unknown OrderID (37)
UnknownListID	6
Unknown ListID (66)
OtherSeeText	7
Other (further in Text (58))
IncorrectAllocatedQuantity	8
Incorrect allocated quantity
CalculationDifference	9
Calculation difference
UnknownOrStaleExecID	10
Unknown or stale ExecID
MismatchedData	11
Mismatched data
UnknownClOrdID	12
Unknown ClOrdID
WarehouseRequestRejected	13
Warehouse request rejected

AllocReportType

Encoding:

int

Describes the specific type or purpose of an Allocation Report message
Case	Tag
PreliminaryRequestToIntermediary	2
Preliminary Request to Intermediary
SellsideCalculatedUsingPreliminary	3
Sellside Calculated Using Preliminary (includes MiscFees and NetMoney)
SellsideCalculatedWithoutPreliminary	4
Sellside Calculated Without Preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney)
WarehouseRecap	5
Warehouse Recap
RequestToIntermediary	8
Request to Intermediary
Accept	9
Accept
Reject	10
Reject
AcceptPending	11
Accept Pending
Complete	12
Complete
ReversePending	14
Reverse Pending

AllocSettlInstType

Encoding:

int

Used to indicate whether settlement instructions are provided on an allocation instruction message, and if not, how they are to be derived.
Case	Tag
UseDefaultInstructions	0
Use default instructions
DeriveFromParametersProvided	1
Derive from parameters provided
FullDetailsProvided	2
Full details provided
SSIDBIDsProvided	3
SSI DB IDs provided
PhoneForInstructions	4
Phone for instructions

AllocStatus

Encoding:

int

Identifies status of allocation.
Case	Tag
Accepted	0
accepted (successfully processed)
BlockLevelReject	1
block level reject
AccountLevelReject	2
account level reject
Received	3
received (received, not yet processed)
Incomplete	4
incomplete
RejectedByIntermediary	5
rejected by intermediary
AllocationPending	6
allocation pending
Reversed	7
reversed

AllocTransType

Encoding:

char

Identifies allocation transaction type *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***
Case	Tag
New	0
New
Replace	1
Replace
Cancel	2
Cancel
Preliminary	3
Preliminary (without MiscFees and NetMoney) (Removed/Replaced)
Calculated	4
Calculated (includes MiscFees and NetMoney) (Removed/Replaced)
CalculatedWithoutPreliminary	5
Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney) (Removed/Replaced)
Reversal	6
Reversal

AllocType

Encoding:

int

Describes the specific type or purpose of an Allocation message (i.e. "Buyside Calculated") (see Volume : "Glossary" for value definitions) *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***
Case	Tag
Calculated	1
Calculated (includes MiscFees and NetMoney)
Preliminary	2
Preliminary (without MiscFees and NetMoney)
SellsideCalculatedUsingPreliminary	3
Sellside Calculated Using Preliminary (includes MiscFees and NetMoney) (Replaced)
SellsideCalculatedWithoutPreliminary	4
Sellside Calculated Without Preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney) (Replaced)
ReadyToBook	5
Ready-To-Book - Single Order
BuysideReadyToBook	6
Buyside Ready-To-Book - Combined Set of Orders (Replaced)
WarehouseInstruction	7
Warehouse Instruction
RequestToIntermediary	8
Request to Intermediary
Accept	9
Accept
Reject	10
Reject
AcceptPending	11
Accept Pending
IncompleteGroup	12
Incomplete Group
CompleteGroup	13
Complete Group
ReversalPending	14
Reversal Pending

ApplQueueAction

Encoding:

int

Action to take to resolve an application message queue (backlog).
Case	Tag
NoActionTaken	0
No Action Taken
QueueFlushed	1
Queue Flushed
OverlayLast	2
Overlay Last
EndSession	3
End Session

ApplQueueResolution

Encoding:

int

Resolution taken when ApplQueueDepth (813) exceeds ApplQueueMax (812) or system specified maximum queue size.
Case	Tag
NoActionTaken	0
No Action Taken
QueueFlushed	1
Queue Flushed
OverlayLast	2
Overlay Last
EndSession	3
End Session

ApplVerID

Encoding:

string

Specifies the service pack release being applied at message level. Enumerated field with values assigned at time of service pack release
Case	Tag
FIX27	0
FIX27
FIX30	1
FIX30
FIX40	2
FIX40
FIX41	3
FIX41
FIX42	4
FIX42
FIX43	5
FIX43
FIX44	6
FIX44
FIX50	7
FIX50

AsOfIndicator

Encoding:

char

Used to indicate that a floor-trade was originally submitted "as of" a specific trade date which is earlier than its clearing date.
Case	Tag
False	0
false - trade is not an AsOf trade
True	1
true - trade is an AsOf trade

AssignmentMethod

Encoding:

char

Method by which short positions are assigned to an exercise notice during exercise and assignment processing
Case	Tag
ProRata	P
Pro-rata
Random	R
Random

AvgPxIndicator

Encoding:

int

Average Pricing Indicator
Case	Tag
NoAveragePricing	0
No Average Pricing
Trade	1
Trade is part of an average price group identified by the TradeLinkID (820)
LastTrade	2
Last trade is the average price group identified by the TradeLinkID (820)

BasisPxType

Encoding:

char

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

BenchmarkCurveName

Encoding:

string

Name of benchmark curve. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
Case	Tag
EONIA	EONIA
EONIA
EUREPO	EUREPO
EUREPO
Euribor	Euribor
Euribor
FutureSWAP	FutureSWAP
FutureSWAP
LIBID	LIBID
LIBID
LIBOR	LIBOR
LIBOR (London Inter-Bank Offer)
MuniAAA	MuniAAA
MuniAAA
OTHER	OTHER
OTHER
Pfandbriefe	Pfandbriefe
Pfandbriefe
SONIA	SONIA
SONIA
SWAP	SWAP
SWAP
Treasury	Treasury
Treasury

BidDescriptorType

Encoding:

int

Code to identify the type of BidDescriptor (400).
Case	Tag
Sector	1
Sector
Country	2
Country
Index	3
Index

BidRequestTransType

Encoding:

char

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

BidTradeType

Encoding:

char

Code to represent the type of trade. (Prior to FIX 4.4 this field was named "TradeType")
Case	Tag
Agency	A
Agency
VWAPGuarantee	G
VWAP Guarantee
GuaranteedClose	J
Guaranteed Close
RiskTrade	R
Risk Trade

BidType

Encoding:

int

Code to identify the type of Bid Request.
Case	Tag
NonDisclosed	1
"Non Disclosed" style (e.g. US/European)
Disclosed	2
"Disclosed" sytle (e.g. Japanese)
NoBiddingProcess	3
No bidding process

BookingType

Encoding:

int

Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar).
Case	Tag
RegularBooking	0
Regular booking
CFD	1
CFD (Contract for difference)
TotalReturnSwap	2
Total Return Swap

BookingUnit

Encoding:

char

Indicates what constitutes a bookable unit.
Case	Tag
EachPartialExecutionIsABookableUnit	0
Each partial execution is a bookable unit
AggregatePartialExecutionsOnThisOrder	1
Aggregate partial executions on this order, and book one trade per order
AggregateExecutionsForThisSymbol	2
Aggregate executions for this symbol, side, and settlement date

CPProgram

Encoding:

int

The program under which a commercial paper is issued
Case	Tag
Program3a3	1
3(a)(3)
Program42	2
4(2)
Other	99
Other

CancellationRights

Encoding:

char

For CIV – A one character code identifying whether Cancellation rights/Cooling off period applies.
Case	Tag
NoWaiverAgreement	M
No - Waiver agreement
NoExecutionOnly	N
No - Execution Only
NoInstitutional	O
No - Institutional
Yes	Y
Yes

CashMargin

Encoding:

char

Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request.
Case	Tag
Cash	1
Cash
MarginOpen	2
Margin Open
MarginClose	3
Margin Close

ClearingFeeIndicator

Encoding:

string

Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time. (Values source CBOT, CME, NYBOT, and NYMEX):
Case	Tag
FirstYearDelegate	1
1st year delegate trading for own account
SecondYearDelegate	2
2nd year delegate trading for own account
ThirdYearDelegate	3
3rd year delegate trading for own account
FourthYearDelegate	4
4th year delegate trading for own account
FifthYearDelegate	5
5th year delegate trading for own account
SixthYearDelegate	9
6th year delegate trading for own account
CBOEMember	B
CBOE Member
NonMemberAndCustomer	C
Non-member and Customer
EquityMemberAndClearingMember	E
Equity Member and Clearing Member
FullAndAssociateMember	F
Full and Associate Member trading for own account and as floor brokers
Firms106HAnd106J	H
106.H and 106.J firms
GIM	I
GIM, IDEM and COM Membership Interest Holders
Lessee106FEmployees	L
Lessee 106.F Employees
AllOtherOwnershipTypes	M
All other ownership types

ClearingInstruction

Encoding:

int

Eligibility of this trade for clearing and central counterparty processing values above 4000 are reserved for agreement between parties
Case	Tag
ProcessNormally	0
Process normally
ExcludeFromAllNetting	1
Exclude from all netting
BilateralNettingOnly	2
Bilateral netting only
ExClearing	3
Ex clearing
SpecialTrade	4
Special trade
MultilateralNetting	5
Multilateral netting
ClearAgainstCentralCounterparty	6
Clear against central counterparty
ExcludeFromCentralCounterparty	7
Exclude from central counterparty
ManualMode	8
Manual mode (pre-posting and/or pre-giveup)
AutomaticPostingMode	9
Automatic posting mode (trade posting to the position account number specified)
AutomaticGiveUpMode	10
Automatic give-up mode (trade give-up to the give-up destination number specified)
QualifiedServiceRepresentativeQSR	11
Qualified Service Representative QSR
CustomerTrade	12
Customer trade
SelfClearing	13
Self clearing

CollAction

Encoding:

int

Action proposed for an Underlying Instrument instance.
Case	Tag
Retain	0
Retain
Add	1
Add
Remove	2
Remove

CollApplType

Encoding:

int

conveys how the collateral should be/has been applied
Case	Tag
SpecificDeposit	0
Specific Deposit
General	1
General

CollAsgnReason

Encoding:

int

Reason for Collateral Assignment
Case	Tag
Initial	0
Initial
Scheduled	1
Scheduled
TimeWarning	2
Time Warning
MarginDeficiency	3
Margin Deficiency
MarginExcess	4
Margin Excess
ForwardCollateralDemand	5
Forward Collateral Demand
EventOfDefault	6
Event of default
AdverseTaxEvent	7
Adverse tax event

CollAsgnRejectReason

Encoding:

int

Collateral Assignment Reject Reason
Case	Tag
UnknownDeal	0
Unknown deal (order / trade)
UnknownOrInvalidInstrument	1
Unknown or invalid instrument
UnauthorizedTransaction	2
Unauthorized transaction
InsufficientCollateral	3
Insufficient collateral
InvalidTypeOfCollateral	4
Invalid type of collateral
ExcessiveSubstitution	5
Excessive substitution
Other	99
Other

CollAsgnRespType

Encoding:

int

Collateral Assignment Response Type
Case	Tag
Received	0
Received
Accepted	1
Accepted
Declined	2
Declined
Rejected	3
Rejected

CollAsgnTransType

Encoding:

int

Collateral Assignment Transaction Type
Case	Tag
New	0
New
Replace	1
Replace
Cancel	2
Cancel
Release	3
Release
Reverse	4
Reverse

CollInquiryQualifier

Encoding:

int

Collateral inquiry qualifiers:
Case	Tag
TradeDate	0
Trade Date
GCInstrument	1
GC Instrument
CollateralInstrument	2
Collateral Instrument
SubstitutionEligible	3
Substitution Eligible
NotAssigned	4
Not Assigned
PartiallyAssigned	5
Partially Assigned
FullyAssigned	6
Fully Assigned
OutstandingTrades	7
Outstanding Trades (Today < end date)

CollInquiryResult

Encoding:

int

Result returned in response to Collateral Inquiry 4000+ Reserved and available for bi-laterally agreed upon user-defined values
Case	Tag
Successful	0
Successful (default)
InvalidOrUnknownInstrument	1
Invalid or unknown instrument
InvalidOrUnknownCollateralType	2
Invalid or unknown collateral type
InvalidParties	3
Invalid Parties
InvalidTransportTypeRequested	4
Invalid Transport Type requested
InvalidDestinationRequested	5
Invalid Destination requested
NoCollateralFoundForTheTradeSpecified	6
No collateral found for the trade specified
NoCollateralFoundForTheOrderSpecified	7
No collateral found for the order specified
CollateralInquiryTypeNotSupported	8
Collateral inquiry type not supported
UnauthorizedForCollateralInquiry	9
Unauthorized for collateral inquiry
Other	99
Other (further information in Text (58) field)

CollInquiryStatus

Encoding:

int

Status of Collateral Inquiry
Case	Tag
Accepted	0
Accepted
AcceptedWithWarnings	1
Accepted With Warnings
Completed	2
Completed
CompletedWithWarnings	3
Completed With Warnings
Rejected	4
Rejected

CollStatus

Encoding:

int

Collateral Status
Case	Tag
Unassigned	0
Unassigned
PartiallyAssigned	1
Partially Assigned
AssignmentProposed	2
Assignment Proposed
Assigned	3
Assigned (Accepted)
Challenged	4
Challenged

CommType

Encoding:

char

Commission type
Case	Tag
PerUnit	1
Per Unit (implying shares, par, currency, etc.)
Percent	2
Percent
Absolute	3
Absolute (total monetary amount)
PercentageWaivedCashDiscount	4
Percentage waived - cash discount (for CIV buy orders)
PercentageWaivedEnhancedUnits	5
Percentage waived -= enhanced units (for CIV buy orders)
PointsPerBondOrContract	6
Points per bond or contract (supply ContractMultiplier (231) in the component block if the object security is denominated in a size other than the industry default - 1000 par for bonds)

ConfirmRejReason

Encoding:

int

Identifies the reason for rejecting a Confirmation.
Case	Tag
MismatchedAccount	1
Mismatched account
MissingSettlementInstructions	2
Missing settlement instructions
Other	99
Other

ConfirmStatus

Encoding:

int

Identifies the status of the Confirmation.
Case	Tag
Received	1
Received
MismatchedAccount	2
Mismatched Account
MissingSettlementInstructions	3
Missing Settlement Instructions
Confirmed	4
Confirmed
RequestRejected	5
Request Rejected

ConfirmTransType

Encoding:

int

Identifies the Confirmation transaction type.
Case	Tag
New	0
New
Replace	1
Replace
Cancel	2
Cancel

ConfirmType

Encoding:

int

Identifies the type of Confirmation message being sent.
Case	Tag
Status	1
Status
Confirmation	2
Confirmation
ConfirmationRequestRejected	3
Confirmation Request Rejected (reason can be stated in Text (58) field)

ContAmtType

Encoding:

int

Type of ContAmtValue (520). NOTE That Commission Amount / % in Contract Amounts is the commission actually charged, rather than the commission instructions given in Fields 2/3.
Case	Tag
CommissionAmount	1
Commission amount (actual)
CommissionPercent	2
Commission percent (actual)
InitialChargeAmount	3
Initial Charge Amount
InitialChargePercent	4
Initial Charge Percent
DiscountAmount	5
Discount Amount
DiscountPercent	6
Discount Percent
DilutionLevyAmount	7
Dilution Levy Amount
DilutionLevyPercent	8
Dilution Levy Percent
ExitChargeAmount	9
Exit Charge Amount
ExitChargePercent	10
Exit Charge Percent
FundBasedRenewalCommissionPercent	11
Fund-Based Renewal Commission Percent (a.k.a. Trail commission)
ProjectedFundValue	12
Projected Fund Value (i.e. for investments intended to realise or exceed a specific future value)
FundBasedRenewalCommissionOnOrder	13
Fund-Based Renewal Commission Amount (based on Order value)
FundBasedRenewalCommissionOnFund	14
Fund-Based Renewal Commission Amount (based on Projected Fund value)
NetSettlementAmount	15
Net Settlement Amount

CorporateAction

Encoding:

MultipleCharValue

Identifies the type of Corporate Action.
Case	Tag
ExDividend	A
Ex-Dividend
ExDistribution	B
Ex-Distribution
ExRights	C
Ex-Rights
New	D
New
ExInterest	E
Ex-Interest
CashDividend	F
Cash Dividend
StockDividend	G
Stock Dividend
NonIntegerStockSplit	H
Non-Integer Stock Split
ReverseStockSplit	I
Reverse Stock Split
StandardIntegerStockSplit	J
Standard-Integer Stock Split
PositionConsolidation	K
Position Consolidation
LiquidationReorganization	L
Liquidation Reorganization
MergerReorganization	M
Merger Reorganization
RightsOffering	N
Rights Offering
ShareholderMeeting	O
Shareholder Meeting
Spinoff	P
Spinoff
TenderOffer	Q
Tender Offer
Warrant	R
Warrant
SpecialAction	S
Special Action
SymbolConversion	T
Symbol Conversion
CUSIP	U
CUSIP / Name Change
LeapRollover	V
Leap Rollover

Country

Encoding:

string

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

CoveredOrUncovered

Encoding:

int

Used for derivative products, such as options
Case	Tag
Covered	0
Covered
Uncovered	1
Uncovered

CrossPrioritization

Encoding:

int

Indicates if one side or the other of a cross order should be prioritized. The definition of prioritization is left to the market. In some markets prioritization means which side of the cross order is applied to the market first. In other markets – prioritization may mean that the prioritized side is fully executed (sometimes referred to as the side being protected).
Case	Tag
FIXNone	0
None
BuySideIsPrioritized	1
Buy side is prioritized
SellSideIsPrioritized	2
Sell side is prioritized

CrossType

Encoding:

int

Type of cross being submitted to a market
Case	Tag
CrossAON	1
Cross AON - cross tade which is executed complete or not. Both sides are treated in the same manner. This is equivalent to an "All or None".
CrossIOC	2
Cross IOC - cross trade which is executed partially and the rest is cancelled. One side is fully executed, the other side is partially executed with the remainder being cancelled. This is equivalent to an IOC on the other side. Note: CrossPrioritization (550) field may be used to indicate which side should fully execute in this scenario.
CrossOneSide	3
Cross One Side - cross trade which is partially executed with the unfilled portions remaining active.. One side of the corss is fully executed (as denoted by the CrossPrioritization (550) field), but the unfilled portion remains active.
CrossSamePrice	4
Cross Same Price - cross trade is executed with existing orders with the same price. In this case other orders exist with the same price, the quantity of the Cross is executed against the existing orders and quotes, the remainder of the corss is executed against the other side of the cross. The two sides potentially have different quantities.

Currency

Encoding:

string

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

CustOrderCapacity

Encoding:

int

Capacity of customer placing the order Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).
Case	Tag
MemberTradingForTheirOwnAccount	1
Member trading for their own account
ClearingFirmTradingForItsProprietaryAccount	2
Clearing Firm trading for its proprietary account
MemberTradingForAnotherMember	3
Member trading for another member
AllOther	4
All other

CustOrderHandlingInst

Encoding:

MultipleStringValue

Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer. NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting only. For DeskTypeSource (1034) = 1 (NASD OATS), valid values are (as of OATS Phase 3 as provided by NASD. See also http://www.nasd.com/oats/PhaseIII for a complete list.
Case	Tag
AddOnOrder	ADD
Add-on Order
AllOrNone	AON
All or None
CashNotHeld	CNH
Cash Not Held
DirectedOrder	DIR
Directed Order
ExchangeForPhysicalTransaction	E.W
Exchange for Physical Transaction
FillOrKill	FOK
Fill or Kill
ImbalanceOnly	IO
Imbalance Only
ImmediateOrCancel	IOC
Immediate or Cancel
LimitOnClose	LOC
Limit on Close
LimitOnOpen	LOO
Limit On Open
MarketAtClose	MAC
Market at Close
MarketAtOpen	MAO
Market at Open
MarketOnClose	MOC
Market On Close
MarketOnOpen	MOO
Market on Open
MinimumQuantity	MQT
Minimum Quantity
NotHeld	NH
Not Held
OverTheDay	OVD
Over the Day
Pegged	PEG
Pegged
ReserveSizeOrder	RSV
Reserve Size Order
StopStockTransaction	S.W
Stop Stock Transaction
Scale	SCL
Scale
TimeOrder	TMO
Time Order
TrailingStop	TS
Trailing Stop
Work	WRK
Work

CxlRejReason

Encoding:

int

Code to identify reason for cancel rejection.
Case	Tag
TooLateToCancel	0
Too late to cancel
UnknownOrder	1
Unknown order
BrokerCredit	2
Broker / Exchange Option
OrderAlreadyInPendingStatus	3
Order already in Pending Cancel or Pending Replace status
UnableToProcessOrderMassCancelRequest	4
Unable to process Order Mass Cancel Request
OrigOrdModTime	5
OrigOrdModTime (586) did not match last TransactTime (60) of order
DuplicateClOrdID	6
Duplicate ClOrdID (11) received
InvalidPriceIncrement	18
Invalid price increment
Other	99
Other

CxlRejResponseTo

Encoding:

char

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

DKReason

Encoding:

char

Reason for execution rejection.
Case	Tag
UnknownSymbol	A
Unknown Symbol
WrongSide	B
Wrong Side
QuantityExceedsOrder	C
Quantity Exceeds Order
NoMatchingOrder	D
No Matching Order
PriceExceedsLimit	E
Price Exceeds Limit
CalculationDifference	F
Calculation Difference
Other	Z
Other

DayBookingInst

Encoding:

char

Indicates whether or not automatic booking can occur.
Case	Tag
Auto	0
Can trigger booking without reference to the order initiator ("auto")
SpeakWithOrderInitiatorBeforeBooking	1
Speak with order initiator before booking ("speak first")
Accumulate	2
Accumulate

DeleteReason

Encoding:

char

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

DeliveryForm

Encoding:

int

Identifies the form of delivery.
Case	Tag
BookEntry	1
Book Entry (default)
Bearer	2
Bearer

DeliveryType

Encoding:

int

Identifies type of settlement
Case	Tag
VersusPayment	0
"Versus Payment": Deliver (if sell) or Receive (if buy) vs. (against) Payment
Free	1
"Free": Deliver (if sell) or Receive (if buy) Free
TriParty	2
Tri-Party
HoldInCustody	3
Hold In Custody

DeskOrderHandlingInst

Encoding:

MultipleStringValue


Case	Tag
AddOnOrder	ADD
Add-on Order
AllOrNone	AON
All or None
CashNotHeld	CNH
Cash Not Held
DirectedOrder	DIR
Directed Order
ExchangeForPhysicalTransaction	E.W
Exchange for Physical Transaction
FillOrKill	FOK
Fill or Kill
ImbalanceOnly	IO
Imbalance Only
ImmediateOrCancel	IOC
Immediate or Cancel
LimitOnClose	LOC
Limit on Close
LimitOnOpen	LOO
Limit On Open
MarketAtClose	MAC
Market at Close
MarketAtOpen	MAO
Market at Open
MarketOnClose	MOC
Market On Close
MarketOnOpen	MOO
Market on Open
MinimumQuantity	MQT
Minimum Quantity
NotHeld	NH
Not Held
OverTheDay	OVD
Over the Day
Pegged	PEG
Pegged
ReserveSizeOrder	RSV
Reserve Size Order
StopStockTransaction	S.W
Stop Stock Transaction
Scale	SCL
Scale
TimeOrder	TMO
Time Order
TrailingStop	TS
Trailing Stop
Work	WRK
Work

DeskType

Encoding:

string

Type of trading desk
Case	Tag
Agency	A
Agency
Arbitrage	AR
Arbitrage
Derivatives	D
Derivatives
International	IN
International
Institutional	IS
Institutional
Other	O
Other
PreferredTrading	PF
Preferred Trading
Proprietary	PR
Proprietary
ProgramTrading	PT
Program Trading
Sales	S
Sales
Trading	T
Trading

DeskTypeSource

Encoding:

int


Case	Tag
NASDOATS	1
NASD OATS

DiscretionInst

Encoding:

char

Code to identify the price a DiscretionOffsetValue (389) is related to and should be mathematically added to.
Case	Tag
RelatedToDisplayedPrice	0
Related to displayed price
RelatedToMarketPrice	1
Related to market price
RelatedToPrimaryPrice	2
Related to primary price
RelatedToLocalPrimaryPrice	3
Related to local primary price
RelatedToMidpointPrice	4
Related to midpoint price
RelatedToLastTradePrice	5
Related to last trade price
RelatedToVWAP	6
Related to VWAP
AveragePriceGuarantee	7
Average Price Guarantee

DiscretionLimitType

Encoding:

int

Type of Discretion Limit
Case	Tag
OrBetter	0
Or better (default) - price improvement allowed
Strict	1
Strict - limit is a strict limit
OrWorse	2
Or worse - for a buy the discretion price is a minimum and for a sell the discretion price is a maximum (for use for orders which have a price range)

DiscretionMoveType

Encoding:

int

Describes whether discretionay price is static or floats
Case	Tag
Floating	0
Floating (default)
Fixed	1
Fixed

DiscretionOffsetType

Encoding:

int

Type of Discretion Offset value
Case	Tag
Price	0
Price (default)
BasisPoints	1
Basis Points
Ticks	2
Ticks
PriceTier	3
Price Tier / Level

DiscretionRoundDirection

Encoding:

int

If the calculated discretionary price is not a valid tick price, specifies whether to round the price to be more or less aggressive
Case	Tag
MoreAggressive	1
More aggressive - on a buy order round the price up to the nearest tick; on a sell round down to the nearest tick
MorePassive	2
More passive - on a buy order round down to the nearest tick; on a sell order round up to the nearest tick

DiscretionScope

Encoding:

int

The scope of the discretion
Case	Tag
Local	1
Local (Exchange, ECN, ATS)
National	2
National
Global	3
Global
NationalExcludingLocal	4
National excluding local

DisplayMethod

Encoding:

char

Defines what value to use in DisplayQty (1138). If not specified the default DisplayMethod is "1"
Case	Tag
Initial	1
Initial (use original DisplayQty)
New	2
New (use RefreshQty)
Random	3
Random (randomize value)

DisplayWhen

Encoding:

char

Instructs when to refresh DisplayQty (1138).
Case	Tag
Immediate	1
Immediate (after each fill)
Exhaust	2
Exhaust (when DisplayQty = 0)

DistribPaymentMethod

Encoding:

int

A code identifying the payment method for a (fractional) distribution. 13 through 998 are reserved for future use Values above 1000 are available for use by private agreement among counterparties
Case	Tag
CREST	1
CREST
NSCC	2
NSCC
Euroclear	3
Euroclear
Clearstream	4
Clearstream
Cheque	5
Cheque
TelegraphicTransfer	6
Telegraphic Transfer
FedWire	7
Fed Wire
DirectCredit	8
Direct Credit (BECS, BACS)
ACHCredit	9
ACH Credit
BPAY	10
BPAY
HighValueClearingSystemHVACS	11
High Value Clearing System HVACS
ReinvestInFund	12
Reinvest In Fund

DlvyInstType

Encoding:

char

Used to indicate whether a delivery instruction is used for securities or cash settlement.
Case	Tag
Cash	C
Cash
Securities	S
Securities

DueToRelated

Encoding:

Boolean

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

EmailType

Encoding:

char

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

EventType

Encoding:

int

Code to represent the type of event
Case	Tag
Put	1
Put
Call	2
Call
Tender	3
Tender
SinkingFundCall	4
Sinking Fund Call
Activation	5
Activation
Inactiviation	6
Inactiviation
Other	99
Other

ExDestinationIDSource

Encoding:

char

The ID source of ExDestination
Case	Tag
BIC	B
BIC (Bank Identification Code) (ISO 9362)
GeneralIdentifier	C
Generally accepted market participant identifier (e.g. NASD mnemonic)
Proprietary	D
Proprietary / Custom code
ISOCountryCode	E
ISO Country Code
MIC	G
MIC (ISO 10383 - Market Identifier Code)

Exchange

Encoding:

string

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

ExchangeForPhysical

Encoding:

Boolean

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

ExecAckStatus

Encoding:

char

The status of this execution acknowledgement message.
Case	Tag
Received	0
Received, not yet processed
Accepted	1
Accepted
Don	2
Don't know / Rejected

ExecInst

Encoding:

MultipleCharValue

Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)
Case	Tag
StayOnOfferSide	0
Stay on offer side
NotHeld	1
Not held
Work	2
Work
GoAlong	3
Go along
OverTheDay	4
Over the day
Held	5
Held
ParticipateDoNotInitiate	6
Participate don't initiate
StrictScale	7
Strict scale
TryToScale	8
Try to scale
StayOnBidSide	9
Stay on bid side
NoCross	A
No cross (cross is forbidden)
OKToCross	B
OK to cross
CallFirst	C
Call first
PercentOfVolume	D
Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)
DoNotIncrease	E
Do not increase - DNI
DoNotReduce	F
Do not reduce - DNR
AllOrNone	G
All or none - AON
ReinstateOnSystemFailure	H
Reinstate on system failue (mutually exclusive with Q)
InstitutionsOnly	I
Institutions only
ReinstateOnTradingHalt	J
Reinstate on Trading Halt (mutually exclusive with K)
CancelOnTradingHalt	K
Cancel on Trading Halt (mutually exclusive with J)
LastPeg	L
Last peg (last sale)
MidPricePeg	M
Mid-price peg (midprice of inside quote)
NonNegotiable	N
Non-negotiable
OpeningPeg	O
Opening peg
MarketPeg	P
Market peg
CancelOnSystemFailure	Q
Cancel on system failure (mutually exclusive with H)
PrimaryPeg	R
Primary peg (primary market - buy at bid/sell at offer)
Suspend	S
Suspend
FixedPegToLocalBestBidOrOfferAtTimeOfOrder	T
Fixed Peg to Local best bid or offer at time of order
CustomerDisplayInstruction	U
Customer Display Instruction (Rule 11Ac1-1/4)
Netting	V
Netting (for Forex)
PegToVWAP	W
Peg to VWAP
TradeAlong	X
Trade Along
TryToStop	Y
Try To Stop
CancelIfNotBest	Z
Cancel if not best
TrailingStopPeg	a
Trailing Stop Peg
StrictLimit	b
Strict Limit (No price improvement)
IgnorePriceValidityChecks	c
Ignore Price Validity Checks
PegToLimitPrice	d
Peg to Limit Price
WorkToTargetStrategy	e
Work to Target Strategy
IntermarketSweep	f
Intermarket Sweep
ExternalRoutingAllowed	g
External Routing Allowed
ExternalRoutingNotAllowed	h
External Routing Not Allowed
ImbalanceOnly	i
Imbalance Only
SingleExecutionRequestedForBlockTrade	j
Single execution requested for block trade
BestExecution	k
Best Execution

ExecPriceType

Encoding:

char

For CIV - Identifies how the execution price LastPx (31) was calculated from the fund unit/share price(s) calculated at the fund valuation point.
Case	Tag
BidPrice	B
Bid price
CreationPrice	C
Creation price
CreationPricePlusAdjustmentPercent	D
Creation price plus adjustment percent
CreationPricePlusAdjustmentAmount	E
Creation price plus adjustment amount
OfferPrice	O
Offer price
OfferPriceMinusAdjustmentPercent	P
Offer price minus adjustment percent
OfferPriceMinusAdjustmentAmount	Q
Offer price minus adjustment amount
SinglePrice	S
Single price

ExecRestatementReason

Encoding:

int

Code to identify reason for an ExecutionRpt message sent with ExecType=Restated or used when communicating an unsolicited cancel.
Case	Tag
GTCorporateAction	0
GT corporate action
GTRenewal	1
GT renewal / restatement (no corporate action)
VerbalChange	2
Verbal change
RepricingOfOrder	3
Repricing of order
BrokerOption	4
Broker option
PartialDeclineOfOrderQty	5
Partial decline of OrderQty (e.g. exchange initiated partial cancel)
CancelOnTradingHalt	6
Cancel on Trading Halt
CancelOnSystemFailure	7
Cancel on System Failure
Market	8
Market (Exchange) option
Canceled	9
Canceled, not best
WarehouseRecap	10
Warehouse Recap
PegRefresh	11
Peg Refresh
Other	99
Other

ExecType

Encoding:

char

Describes the specific ExecutionRpt (i.e. Pending Cancel) while OrdStatus (39) will always identify the current order status (i.e. Partially Filled) *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***
Case	Tag
New	0
New
DoneForDay	3
Done for day
Canceled	4
Canceled
Replaced	5
Replaced
PendingCancel	6
Pending Cancel (e.g. result of Order Cancel Request)
Stopped	7
Stopped
Rejected	8
Rejected
Suspended	9
Suspended
PendingNew	A
Pending New
Calculated	B
Calculated
Expired	C
Expired
Restated	D
Restated (Execution Report sent unsolicited by sellside, with ExecRestatementReason (378) set)
PendingReplace	E
Pending Replace (e.g. result of Order Cancel/Replace Request)
Trade	F
Trade (partial fill or fill)
TradeCorrect	G
Trade Correct
TradeCancel	H
Trade Cancel
OrderStatus	I
Order Status
TradeInAClearingHold	J
Trade in a Clearing Hold
TradeHasBeenReleasedToClearing	K
Trade has been released to Clearing
TriggeredOrActivatedBySystem	L
Triggered or Activated by System

ExerciseMethod

Encoding:

char

Exercise Method used to in performing assignment.
Case	Tag
Automatic	A
Automatic
Manual	M
Manual

ExpType

Encoding:

int

Expiration Qty types.
Case	Tag
AutoExercise	1
Auto Exercise
NonAutoExercise	2
Non Auto Exercise
FinalWillBeExercised	3
Final Will Be Exercised
ContraryIntention	4
Contrary Intention
Difference	5
Difference

ExpirationCycle

Encoding:

int

Part of trading cycle when an instrument expires. Field is applicable for derivatives.
Case	Tag
ExpireOnTradingSessionClose	0
Expire on trading session close (default)
ExpireOnTradingSessionOpen	1
Expire on trading session open

FinancialStatus

Encoding:

MultipleCharValue

Identifies a firm's or a security's financial status
Case	Tag
Bankrupt	1
Bankrupt
PendingDelisting	2
Pending delisting
Restricted	3
Restricted

ForexReq

Encoding:

Boolean

Indicates request for forex accommodation trade to be executed along with security transaction.
Case	Tag
DoNotExecuteForexAfterSecurityTrade	N
Do Not Execute Forex After Security Trade
ExecuteForexAfterSecurityTrade	Y
Execute Forex After Security Trade

FundRenewWaiv

Encoding:

char

A one character code identifying whether the Fund based renewal commission is to be waived.
Case	Tag
No	N
No
Yes	Y
Yes

GTBookingInst

Encoding:

int

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

HaltReason

Encoding:

char

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

HandlInst

Encoding:

char

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

IOINaturalFlag

Encoding:

Boolean

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

IOIQltyInd

Encoding:

char

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

IOIQty

Encoding:

string

Quantity (e.g. number of shares) in numeric form or relative size.
Case	Tag
Large	L
Large
Medium	M
Medium
Small	S
Small
UndisclosedQuantity	U
Undisclosed Quantity

IOIQualifier

Encoding:

char

Code to qualify IOI use. (see Volume : "Glossary" for value definitions)
Case	Tag
AllOrNone	A
All or None (AON)
MarketOnClose	B
Market On Close (MOC) (held to close)
AtTheClose	C
At the close (around/not held to close)
VWAP	D
VWAP (Volume Weighted Average Price)
InTouchWith	I
In touch with
Limit	L
Limit
MoreBehind	M
More Behind
AtTheOpen	O
At the Open
TakingAPosition	P
Taking a Position
AtTheMarket	Q
At the Market (previously called Current Quote)
ReadyToTrade	R
Ready to Trade
PortfolioShown	S
Portfolio Shown
ThroughTheDay	T
Through the Day
Versus	V
Versus
Indication	W
Indidcation - Working Away
CrossingOpportunity	X
Crossing Opportunity
AtTheMidpoint	Y
At the Midpoint
PreOpen	Z
Pre-open

IOITransType

Encoding:

char

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

InViewOfCommon

Encoding:

Boolean

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

IncTaxInd

Encoding:

int

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

IndividualAllocType

Encoding:

int

Identifies whether the allocation is to be sub-allocated or allocated to a third party
Case	Tag
SubAllocate	1
Sub Allocate
ThirdPartyAllocation	2
Third Party Allocation

InstrAttribType

Encoding:

int

Code to represent the type of instrument attribute
Case	Tag
Flat	1
Flat (securities pay interest on a current basis but are traded without interest)
ZeroCoupon	2
Zero coupon
InterestBearing	3
Interest bearing (for Euro commercial paper when not issued at discount)
NoPeriodicPayments	4
No periodic payments
VariableRate	5
Variable rate
LessFeeForPut	6
Less fee for put
SteppedCoupon	7
Stepped coupon
CouponPeriod	8
Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue (872) field.
When	9
When [and if] issued
OriginalIssueDiscount	10
Original issue discount
Callable	11
Callable, puttable
EscrowedToMaturity	12
Escrowed to Maturity
EscrowedToRedemptionDate	13
Escrowed to redemption date - callable. Supply redemption date in the InstrAttribValue (872) field
PreRefunded	14
Pre-refunded
InDefault	15
In default
Unrated	16
Unrated
Taxable	17
Taxable
Indexed	18
Indexed
SubjectToAlternativeMinimumTax	19
Subject To Alternative Minimum Tax
OriginalIssueDiscountPrice	20
Original issue discount price. Supply price in the InstrAttribValue (872) field
CallableBelowMaturityValue	21
Callable below maturity value
CallableWithoutNotice	22
Callable without notice by mail to holder unless registered
Text	99
Text. Supply the text of the attribute or disclaimer in the InstrAttribValue (872) field.

InstrmtAssignmentMethod

Encoding:

char

Method under which assignment was conducted
Case	Tag
ProRata	P
ProRata
Random	R
Random

LastCapacity

Encoding:

char

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

LastFragment

Encoding:

Boolean

Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, Security List, Derivative Security List
Case	Tag
NotLastMessage	N
Not Last Message
LastMessage	Y
Last Message

LastLiquidityInd

Encoding:

int

Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled.
Case	Tag
AddedLiquidity	1
Added Liquidity
RemovedLiquidity	2
Removed Liquidity
LiquidityRoutedOut	3
Liquidity Routed Out

LastRptRequested

Encoding:

Boolean

Indicates whether this message is that last report message in response to a request, such as Order Mass Status Request.
Case	Tag
NotLastMessage	N
Not last message
LastMessage	Y
Last message

LegSwapType

Encoding:

int

For Fixed Income, used instead of LegQty (687) or LegOrderQty (685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap.
Case	Tag
ParForPar	1
Par For Par
ModifiedDuration	2
Modified Duration
Risk	4
Risk
Proceeds	5
Proceeds

LegalConfirm

Encoding:

Boolean

Indicates that this message is to serve as the final and legal confirmation.
Case	Tag
DoesNotConsituteALegalConfirm	N
Does not consitute a Legal Confirm
LegalConfirm	Y
Legal Confirm

LiquidityIndType

Encoding:

int

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

ListExecInstType

Encoding:

char

Identifies the type of ListExecInst (69).
Case	Tag
Immediate	1
Immediate
WaitForInstruction	2
Wait for Execut Instruction (i.e. a List Execut message or phone call before proceeding with execution of the list)
SellDriven	3
Exchange/switch CIV order - Sell driven
BuyDrivenCashTopUp	4
Exchange/switch CIV order - Buy driven, cash top-up (i.e. additional cash will be provided to fulfill the order)
BuyDrivenCashWithdraw	5
Exchange/switch CIV order - Buy driven, cash withdraw (i.e. additional cash will not be provided to fulfill the order)

ListOrderStatus

Encoding:

int

Code to represent the status of a list order.
Case	Tag
InBiddingProcess	1
In bidding process
ReceivedForExecution	2
Received for execution
Executing	3
Executing
Cancelling	4
Cancelling
Alert	5
Alert
AllDone	6
All Done
Reject	7
Reject

ListStatusType

Encoding:

int

Code to represent the status type.
Case	Tag
Ack	1
Ack
Response	2
Response
Timed	3
Timed
ExecStarted	4
Exec Started
AllDone	5
All Done
Alert	6
Alert

LocateReqd

Encoding:

Boolean

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

LotType

Encoding:

char

Defines the lot type assigned to the order.
Case	Tag
OddLot	1
Odd Lot
RoundLot	2
Round Lot
BlockLot	3
Block Lot

MDBookType

Encoding:

int

Describes the type of book for which the feed is intended. Used when multiple feeds are provided over the same connection
Case	Tag
TopOfBook	1
Top of Book
PriceDepth	2
Price Depth
OrderDepth	3
Order Depth

MDEntryType

Encoding:

char

Type Market Data entry.
Case	Tag
Bid	0
Bid
Offer	1
Offer
Trade	2
Trade
IndexValue	3
Index Value
OpeningPrice	4
Opening Price
ClosingPrice	5
Closing Price
SettlementPrice	6
Settlement Price
TradingSessionHighPrice	7
Trading Session High Price
TradingSessionLowPrice	8
Trading Session Low Price
TradingSessionVWAPPrice	9
Trading Session VWAP Price
Imbalance	A
Imbalance
TradeVolume	B
Trade Volume
OpenInterest	C
Open Interest
CompositeUnderlyingPrice	D
Composite Underlying Price
SimulatedSellPrice	E
Simulated Sell Price
SimulatedBuyPrice	F
Simulated Buy Price
MarginRate	G
Margin Rate
MidPrice	H
Mid Price
EmptyBook	J
Empty Book
SettleHighPrice	K
Settle High Price
SettleLowPrice	L
Settle Low Price
PriorSettlePrice	M
Prior Settle Price
SessionHighBid	N
Session High Bid
SessionLowOffer	O
Session Low Offer
EarlyPrices	P
Early Prices
AuctionClearingPrice	Q
Auction Clearing Price

MDImplicitDelete

Encoding:

Boolean

Defines how a server handles distribution of a truncated book. Defaults to broker option.
Case	Tag
No	N
Server must send an explicit delete for bids or offers falling outside the requested MarketDepth of the request
Yes	Y
Client has responsibility for implicitly deleting bids or offers falling outside the MarketDepth of the request

MDOriginType

Encoding:

int

Used to describe the origin of an entry in the book
Case	Tag
Book	0
Book
OffBook	1
Off-Book
Cross	2
Cross

MDQuoteType

Encoding:

int

Identifies market data quote type.
Case	Tag
Indicative	0
Indicative
Tradeable	1
Tradeable
RestrictedTradeable	2
Restricted Tradeable
Counter	3
Counter
IndicativeAndTradeable	4
Indicative and Tradeable

MDReqRejReason

Encoding:

char

Reason for the rejection of a Market Data request.
Case	Tag
UnknownSymbol	0
Unknown symbol
DuplicateMDReqID	1
Duplicate MDReqID
InsufficientBandwidth	2
Insufficient Bandwidth
InsufficientPermissions	3
Insufficient Permissions
UnsupportedSubscriptionRequestType	4
Unsupported SubscriptionRequestType
UnsupportedMarketDepth	5
Unsupported MarketDepth
UnsupportedMDUpdateType	6
Unsupported MDUpdateType
UnsupportedAggregatedBook	7
Unsupported AggregatedBook
UnsupportedMDEntryType	8
Unsupported MDEntryType
UnsupportedTradingSessionID	9
Unsupported TradingSessionID
UnsupportedScope	A
Unsupported Scope
UnsupportedOpenCloseSettleFlag	B
Unsupported OpenCloseSettleFlag
UnsupportedMDImplicitDelete	C
Unsupported MDImplicitDelete
InsufficientCredit	D
Insufficient credit

MDUpdateAction

Encoding:

char

Type of Market Data update action.
Case	Tag
New	0
New
Change	1
Change
Delete	2
Delete
DeleteThru	3
Delete Thru
DeleteFrom	4
Delete From

MDUpdateType

Encoding:

int

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

MassCancelRejectReason

Encoding:

int

Reason Order Mass Cancel Request was rejected
Case	Tag
MassCancelNotSupported	0
Mass Cancel Not Supported
InvalidOrUnknownSecurity	1
Invalid or Unknown Security
InvalidOrUnkownUnderlyingSecurity	2
Invalid or Unkown Underlying security
InvalidOrUnknownProduct	3
Invalid or Unknown Product
InvalidOrUnknownCFICode	4
Invalid or Unknown CFICode
InvalidOrUnknownSecurityType	5
Invalid or Unknown SecurityType
InvalidOrUnknownTradingSession	6
Invalid or Unknown Trading Session
Other	99
Other

MassCancelRequestType

Encoding:

char

Specifies scope of Order Mass Cancel Request.
Case	Tag
CancelOrdersForASecurity	1
Cancel orders for a security
CancelOrdersForAnUnderlyingSecurity	2
Cancel orders for an underlying security
CancelOrdersForAProduct	3
Cancel orders for a Product
CancelOrdersForACFICode	4
Cancel orders for a CFICode
CancelOrdersForASecurityType	5
Cancel orders for a SecurityType
CancelOrdersForATradingSession	6
Cancel orders for a trading session
CancelAllOrders	7
Cancel all orders

MassCancelResponse

Encoding:

char

Specifies the action taken by counterparty order handling system as a result of the Order Mass Cancel Request
Case	Tag
CancelRequestRejected	0
Cancel Request Rejected - See MassCancelRejectReason (532)
CancelOrdersForASecurity	1
Cancel orders for a security
CancelOrdersForAnUnderlyingSecurity	2
Cancel orders for an Underlying Security
CancelOrdersForAProduct	3
Cancel orders for a Product
CancelOrdersForACFICode	4
Cancel orders for a CFICode
CancelOrdersForASecurityType	5
Cancel orders for a SecurityType
CancelOrdersForATradingSession	6
Cancel orders for a trading session
CancelAllOrders	7
Cancel All Orders

MassStatusReqType

Encoding:

int

Mass Status Request Type
Case	Tag
StatusForOrdersForASecurity	1
Status for orders for a Security
StatusForOrdersForAnUnderlyingSecurity	2
Status for orders for an Underlying Security
StatusForOrdersForAProduct	3
Status for orders for a Product
StatusForOrdersForACFICode	4
Status for orders for a CFICode
StatusForOrdersForASecurityType	5
Status for orders for a SecurityType
StatusForOrdersForATradingSession	6
Status for orders for a trading session
StatusForAllOrders	7
Status for all orders
StatusForOrdersForAPartyID	8
Status for orders for a PartyID

MatchStatus

Encoding:

char

The status of this trade with respect to matching or comparison.
Case	Tag
Compared	0
Compared, matched or affirmed
Uncompared	1
Uncompared, unmatched, or unaffired
AdvisoryOrAlert	2
Advisory or alert

MatchType

Encoding:

string

The point in the matching process at which this trade was matched.
Case	Tag
OnePartyTradeReportOMX	1
One-Party Trade Report (privately negotiated trade)
TwoPartyTradeReportOMX	2
Two-Party Trade Report (privately negotiated trade)
ConfirmedTradeReportOMX	3
Confirmed Trade Report (reporting from recognized markets)
AutoMatchOMX	4
Auto-match
CrossAuctionOMX	5
Cross Auction
CounterOrderSelectionOMX	6
Counter-Order Selection
CallAuctionOMX	7
Call Auction
OnePartyPrivatelyNegotiatedTradeReport	60
One-Party Privately Negotiated Trade Report
TwoPartyPrivatelyNegotiatedTradeReport	61
Two-Party Privately Negotiated Trade Report
ContinuousAutoMatch	62
Continuous Auto-match
CrossAuction	63
Cross Auction
CounterOrderSelection	64
Counter-Order Selection
CallAuction	65
Call Auction
ExactMatchPlus4BadgesExecTime	A1
Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window)
ExactMatchPlus4Badges	A2
Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus four badges
ExactMatchPlus2BadgesExecTime	A3
Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges and execution time (within two-minute window)
ExactMatchPlus2Badges	A4
Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges
ExactMatchPlusExecTime	A5
Exact match on Trade Date, Stock Symbol, Quantity, Price, TradeType, and Special Trade Indicator plus execution time (within two-minute window)
StampedAdvisoriesOrSpecialistAccepts	AQ
Compared records resulting from stamped advisories or specialist accepts/pair-offs
ExactMatchMinusBadgesTimes	M1
Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match
SummarizedMatchMinusBadgesTimes	M2
Summarized match minus badges and times: ACT M2 Match
ACTAcceptedTrade	M3
ACT Accepted Trade
ACTDefaultTrade	M4
ACT Default Trade
ACTDefaultAfterM2	M5
ACT Default After M2
ACTM6Match	M6
ACT M6 Match
OCSLockedIn	MT
OCS Locked In: Non-ACT
A1ExactMatchSummarizedQuantity	S1
Summarized match using A1 exact match criteria except quantity is summaried
A2ExactMatchSummarizedQuantity	S2
Summarized match using A2 exact match criteria except quantity is summarized
A3ExactMatchSummarizedQuantity	S3
Summarized match using A3 exact match criteria except quantity is summarized
A4ExactMatchSummarizedQuantity	S4
Summarized match using A4 exact match criteria except quantity is summarized
A5ExactMatchSummarizedQuantity	S5
Summarized match using A5 exact match criteria except quantity is summarized

MiscFeeBasis

Encoding:

int

Defines the unit for a miscellaneous fee.
Case	Tag
Absolute	0
Absolute
PerUnit	1
Per Unit
Percentage	2
Percentage

MiscFeeType

Encoding:

string

Indicates type of miscellaneous fee.
Case	Tag
Regulatory	1
Regulatory (e.g. SEC)
Tax	2
Tax
LocalCommission	3
Local Commission
ExchangeFees	4
Exchange Fees
Stamp	5
Stamp
Levy	6
Levy
Other	7
Other
Markup	8
Markup
ConsumptionTax	9
Consumption Tax
PerTransaction	10
Per transaction
Conversion	11
Conversion
Agent	12
Agent
TransferFee	13
Transfer Fee
SecurityLending	14
Security Lending

MoneyLaunderingStatus

Encoding:

char

A one character code identifying Money laundering status.
Case	Tag
ExemptBelowLimit	1
Exempt - Below the Limit
ExemptMoneyType	2
Exempt - Client Money Type exemption
ExemptAuthorised	3
Exempt - Authorised Credit or financial institution
NotChecked	N
Not Checked
Passed	Y
Passed

MsgDirection

Encoding:

char

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

MultiLegReportingType

Encoding:

char

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

MultiLegRptTypeReq

Encoding:

int

Indicates the method of execution reporting requested by issuer of the order.
Case	Tag
ReportByMulitlegSecurityOnly	0
Report by mulitleg security only (do not report legs)
ReportByMultilegSecurityAndInstrumentLegs	1
Report by multileg security and by instrument legs belonging to the multileg security
ReportByInstrumentLegsOnly	2
Report by instrument legs belonging to the multileg security only (do not report status of multileg security)

NetGrossInd

Encoding:

int

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

NetworkRequestType

Encoding:

int

Indicates the type and level of details required for a Network Status Request Message Boolean logic applies EG If you want to subscribe for changes to certain id’s then UserRequestType =0 (8+2), Snapshot for certain ID’s = 9 (8+1)
Case	Tag
Snapshot	1
Snapshot
Subscribe	2
Subscribe
StopSubscribing	4
Stop Subscribing
LevelOfDetail	8
Level of Detail, then NoCompID's becomes required

NetworkStatusResponseType

Encoding:

int

Indicates the type of Network Response Message.
Case	Tag
Full	1
Full
IncrementalUpdate	2
Incremental Update

NoSides

Encoding:

NumInGroup

Number of Side repeating group instances.
Case	Tag
OneSide	1
One Side
BothSides	2
Both Sides

NotifyBrokerOfCredit

Encoding:

Boolean

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

OddLot

Encoding:

Boolean

This trade is to be treated as an odd lot If this field is not specified, the default will be "N"
Case	Tag
TreatAsRoundLot	N
Treat as round lot (default)
TreatAsOddLot	Y
Treat as odd lot

OpenCloseSettlFlag

Encoding:

MultipleCharValue

Flag that identifies a market data entry. (Prior to FIX 4.3 this field was of type char)
Case	Tag
DailyOpen	0
Daily Open / Close / Settlement entry
SessionOpen	1
Session Open / Close / Settlement entry
DeliverySettlementEntry	2
Delivery Settlement entry
ExpectedEntry	3
Expected entry
EntryFromPreviousBusinessDay	4
Entry from previous business day
TheoreticalPriceValue	5
Theoretical Price value

OrdRejReason

Encoding:

int

Code to identify reason for order rejection. Note: Values 3, 4, and 5 will be used when rejecting an order due to pre-allocation information errors.
Case	Tag
BrokerCredit	0
Broker / Exchange option
UnknownSymbol	1
Unknown symbol
ExchangeClosed	2
Exchange closed
OrderExceedsLimit	3
Order exceeds limit
TooLateToEnter	4
Too late to enter
UnknownOrder	5
Unknown order
DuplicateOrder	6
Duplicate Order (e.g. dupe ClOrdID)
DuplicateOfAVerballyCommunicatedOrder	7
Duplicate of a verbally communicated order
StaleOrder	8
Stale order
TradeAlongRequired	9
Trade along required
InvalidInvestorID	10
Invalid Investor ID
UnsupportedOrderCharacteristic	11
Unsupported order characteristic
SurveillenceOption	12
Surveillence Option
IncorrectQuantity	13
Incorrect quantity
IncorrectAllocatedQuantity	14
Incorrect allocated quantity
UnknownAccount	15
Unknown account(s)
InvalidPriceIncrement	18
Invalid price increment
Other	99
Other

OrdStatus

Encoding:

char

Identifies current status of order. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)
Case	Tag
New	0
New
PartiallyFilled	1
Partially filled
Filled	2
Filled
DoneForDay	3
Done for day
Canceled	4
Canceled
Replaced	5
Replaced (No longer used)
PendingCancel	6
Pending Cancel (i.e. result of Order Cancel Request)
Stopped	7
Stopped
Rejected	8
Rejected
Suspended	9
Suspended
PendingNew	A
Pending New
Calculated	B
Calculated
Expired	C
Expired
AcceptedForBidding	D
Accepted for Bidding
PendingReplace	E
Pending Replace (i.e. result of Order Cancel/Replace Request)

OrdType

Encoding:

char

Order type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)
Case	Tag
Market	1
Market
Limit	2
Limit
Stop	3
Stop / Stop Loss
StopLimit	4
Stop Limit
MarketOnClose	5
Market On Close (No longer used)
WithOrWithout	6
With Or Without
LimitOrBetter	7
Limit Or Better
LimitWithOrWithout	8
Limit With Or Without
OnBasis	9
On Basis
OnClose	A
On Close (No longer used)
LimitOnClose	B
Limit On Close (No longer used)
ForexMarket	C
Forex Market (No longer used)
PreviouslyQuoted	D
Previously Quoted
PreviouslyIndicated	E
Previously Indicated
ForexLimit	F
Forex Limit (No longer used)
ForexSwap	G
Forex Swap
ForexPreviouslyQuoted	H
Forex Previously Quoted (No longer used)
Funari	I
Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
MarketIfTouched	J
Market If Touched (MIT)
MarketWithLeftOverAsLimit	K
Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
PreviousFundValuationPoint	L
Previous Fund Valuation Point (Historic pricing; for CIV)
NextFundValuationPoint	M
Next Fund Valuation Point (Forward pricing; for CIV)
Pegged	P
Pegged
CounterOrderSelection	Q
Counter-order selection

OrderCapacity

Encoding:

char

Designates the capacity of the firm placing the order. (as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field) (see Volume : "Glossary" for value definitions)
Case	Tag
Agency	A
Agency
Proprietary	G
Proprietary
Individual	I
Individual
Principal	P
Principal (Note for CMS purposes, "Principal" includes "Proprietary")
RisklessPrincipal	R
Riskless Principal
AgentForOtherMember	W
Agent for Other Member

OrderCategory

Encoding:

char

Defines the type of interest behind a trade (fill or partial fill).
Case	Tag
Order	1
Order
Quote	2
Quote
PrivatelyNegotiatedTrade	3
Privately Negotiated Trade
MultilegOrder	4
Multileg order
LinkedOrder	5
Linked order
QuoteRequest	6
Quote Request
ImpliedOrder	7
Implied Order
CrossOrder	8
Cross Order

OrderHandlingInstSource

Encoding:

int

Identifies the class or source of the "OrderHandlingInst" values. Scope of this will apply to both CustOrderHandlingInst and DeskOrderHandlingInst fields. Required if CustOrderHandlingInst and/or DeskOrderHandlingInst is specified.
Case	Tag
NASDOATS	1
NASD OATS

OrderRestrictions

Encoding:

MultipleCharValue

Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.
Case	Tag
ProgramTrade	1
Program Trade
IndexArbitrage	2
Index Arbitrage
NonIndexArbitrage	3
Non-Index Arbitrage
CompetingMarketMaker	4
Competing Market Maker
ActingAsMarketMakerOrSpecialistInSecurity	5
Acting as Market Maker or Specialist in the security
ActingAsMarketMakerOrSpecialistInUnderlying	6
Acting as Market Maker of Specialist in the underlying security of a derivative seucirty
ForeignEntity	7
Foreign Entity (of foreign government or regulatory jurisdiction)
ExternalMarketParticipant	8
External Market Participant
ExternalInterConnectedMarketLinkage	9
Extneral Inter-connected Market Linkage
RisklessArbitrage	A
Riskless Arbitrage

OwnerType

Encoding:

int

Identifies the type of owner.
Case	Tag
IndividualInvestor	1
Individual Investor
PublicCompany	2
Public Company
PrivateCompany	3
Private Company
IndividualTrustee	4
Individual Trustee
CompanyTrustee	5
Company Trustee
PensionPlan	6
Pension Plan
CustodianUnderGiftsToMinorsAct	7
Custodian Under Gifts to Minors Act
Trusts	8
Trusts
Fiduciaries	9
Fiduciaries
NetworkingSubAccount	10
Networking Sub-account
NonProfitOrganization	11
Non-profit organization
CorporateBody	12
Corporate Body
Nominee	13
Nominee

OwnershipType

Encoding:

char

The relationship between Registration parties.
Case	Tag
JointTrustees	2
Joint Trustees
JointInvestors	J
Joint Investors
TenantsInCommon	T
Tenants in Common

PartyIDSource

Encoding:

char

Identifies class or source of the PartyID (448) value. Required if PartyID is specified. Note: applicable values depend upon PartyRole (452) specified. See "Appendix 6-G – Use of Component Block"
Case	Tag
KoreanInvestorID	1
Korean Investor ID
TaiwaneseForeignInvestorID	2
Taiwanese Qualified Foreign Investor ID QFII/FID
TaiwaneseTradingAcct	3
Taiwanese Trading Acct
MalaysianCentralDepository	4
Malaysian Central Depository (MCD) number
ChineseInvestorID	5
Chinese Investor ID
UKNationalInsuranceOrPensionNumber	6
UK National Insurance or Pension Number
USSocialSecurityNumber	7
US Social Security Number
USEmployerOrTaxIDNumber	8
US Employer or Tax ID Number
AustralianBusinessNumber	9
Australian Business Number
AustralianTaxFileNumber	A
Australian Tax File Number
BIC	B
BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
GeneralIdentifier	C
Generally accepted market participant identifier (e.g. NASD mnemonic)
Proprietary	D
Proprietary / Custom code
ISOCountryCode	E
ISO Country Code
SettlementEntityLocation	F
Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
MIC	G
MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
CSDParticipant	H
CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)
ISITCAcronym	I
Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document

PartyRole

Encoding:

int

Identifies the type or role of the PartyID (448) specified. See "Appendix 6-G – Use of Component Block" (see Volume : "Glossary" for value definitions)
Case	Tag
ExecutingFirm	1
Executing Firm (formerly FIX 4.2 ExecBroker)
BrokerOfCredit	2
Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
ClientID	3
Client ID (formerly FIX 4.2 ClientID)
ClearingFirm	4
Clearing Firm (formerly FIX 4.2 ClearingFirm)
InvestorID	5
Investor ID
IntroducingFirm	6
Introducing Firm
EnteringFirm	7
Entering Firm
Locate	8
Locate / Lending Firm (for short-sales)
FundManagerClientID	9
Fund Manager Client ID (for CIV)
SettlementLocation	10
Settlement Location (formerly FIX 4.2 SettlLocation)
OrderOriginationTrader	11
Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
ExecutingTrader	12
Executing Trader (associated with Executing Firm - actually executes)
OrderOriginationFirm	13
Order Origination Firm (e.g. buy-side firm)
GiveupClearingFirm	14
Giveup Clearing Firm (firm to which trade is given up)
CorrespondantClearingFirm	15
Correspondant Clearing Firm
ExecutingSystem	16
Executing System
ContraFirm	17
Contra Firm
ContraClearingFirm	18
Contra Clearing Firm
SponsoringFirm	19
Sponsoring Firm
UnderlyingContraFirm	20
Underlying Contra Firm
ClearingOrganization	21
Clearing Organization
Exchange	22
Exchange
CustomerAccount	24
Customer Account
CorrespondentClearingOrganization	25
Correspondent Clearing Organization
CorrespondentBroker	26
Correspondent Broker
Buyer	27
Buyer/Seller (Receiver/Deliverer)
Custodian	28
Custodian
Intermediary	29
Intermediary
Agent	30
Agent
SubCustodian	31
Sub-custodian
Beneficiary	32
Beneficiary
InterestedParty	33
Interested party
RegulatoryBody	34
Regulatory body
LiquidityProvider	35
Liquidity provider
EnteringTrader	36
Entering trader
ContraTrader	37
Contra trader
PositionAccount	38
Position account
ContraInvestorID	39
Contra Investor ID
TransferToFirm	40
Transfer to Firm
ContraPositionAccount	41
Contra Position Account
ContraExchange	42
Contra Exchange
InternalCarryAccount	43
Internal Carry Account
OrderEntryOperatorID	44
Order Entry Operator ID
SecondaryAccountNumber	45
Secondary Account Number
ForeignFirm	46
Foriegn Firm
ThirdPartyAllocationFirm	47
Third Party Allocation Firm
ClaimingAccount	48
Claiming Account
AssetManager	49
Asset Manager
PledgorAccount	50
Pledgor Account
PledgeeAccount	51
Pledgee Account
LargeTraderReportableAccount	52
Large Trader Reportable Account
TraderMnemonic	53
Trader mnemonic
SenderLocation	54
Sender Location
SessionID	55
Session ID
AcceptableCounterparty	56
Acceptable Counterparty
UnacceptableCounterparty	57
Unacceptable Counterparty
EnteringUnit	58
Entering Unit
ExecutingUnit	59
Executing Unit
IntroducingBroker	60
Introducing Broker
QuoteOriginator	61
Quote originator
ReportOriginator	62
Report originator
SystematicInternaliser	63
Systematic internaliser (SI)
MultilateralTradingFacility	64
Multilateral Trading Facility (MTF)
RegulatedMarket	65
Regulated Market (RM)
MarketMaker	66
Market Maker
InvestmentFirm	67
Investment Firm
HostCompetentAuthority	68
Host Competent Authority (Host CA)
HomeCompetentAuthority	69
Home Competent Authority (Home CA)
CompetentAuthorityLiquidity	70
Competent Authority of the most relevant market in terms of liquidity (CAL)
CompetentAuthorityTransactionVenue	71
Competent Authority of the Transaction (Execution) Venue (CATV)
ReportingIntermediary	72
Reporting intermediary (medium/vendor via which report has been published)
ExecutionVenue	73
Execution Venue
MarketDataEntryOriginator	74
Market data entry originator
LocationID	75
Location ID
DeskID	76
Desk ID
MarketDataMarket	77
Market data market
AllocationEntity	78
Allocation Entity

PartySubIDType

Encoding:

int

Type of PartySubID (523) value 4000+ = Reserved and available for bi-laterally agreed upon user defined values
Case	Tag
Firm	1
Firm
Person	2
Person
System	3
System
Application	4
Application
FullLegalNameOfFirm	5
Full legal name of firm
PostalAddress	6
Postal address
PhoneNumber	7
Phone number
EmailAddress	8
Email address
ContactName	9
Contact name
SecuritiesAccountNumber	10
Securities account number (for settlement instructions)
RegistrationNumber	11
Registration number (for settlement instructions and confirmations)
RegisteredAddressForConfirmation	12
Registered address (for confirmation purposes)
RegulatoryStatus	13
Regulatory status (for confirmation purposes)
RegistrationName	14
Registration name (for settlement instructions)
CashAccountNumber	15
Cash account number (for settlement instructions)
BIC	16
BIC
CSDParticipantMemberCode	17
CSD participant member code
RegisteredAddress	18
Registered address
FundAccountName	19
Fund account name
TelexNumber	20
Telex number
FaxNumber	21
Fax number
SecuritiesAccountName	22
Securities account name
CashAccountName	23
Cash account name
Department	24
Department
LocationDesk	25
Location desk
PositionAccountType	26
Position account type
SecurityLocateID	27
Security locate ID
MarketMaker	28
Market maker
EligibleCounterparty	29
Eligible counterparty
ProfessionalClient	30
Professional client
Location	31
Location
ExecutionVenue	32
Execution venue

PaymentMethod

Encoding:

int

A code identifying the Settlement payment method. 16 through 998 are reserved for future use Values above 1000 are available for use by private agreement among counterparties
Case	Tag
CREST	1
CREST
NSCC	2
NSCC
Euroclear	3
Euroclear
Clearstream	4
Clearstream
Cheque	5
Cheque
TelegraphicTransfer	6
Telegraphic Transfer
FedWire	7
Fed Wire
DebitCard	8
Debit Card
DirectDebit	9
Direct Debit (BECS)
DirectCredit	10
Direct Credit (BECS)
CreditCard	11
Credit Card
ACHDebit	12
ACH Debit
ACHCredit	13
ACH Credit
BPAY	14
BPAY
HighValueClearingSystem	15
High Value Clearing System (HVACS)

PegLimitType

Encoding:

int

Type of Peg Limit
Case	Tag
OrBetter	0
Or better (default) - price improvement allowed
Strict	1
Strict - limit is a strict limit
OrWorse	2
Or worse - for a buy the peg limit is a minimum and for a sell the peg limit is a maximum (for use for orders which have a price range)

PegMoveType

Encoding:

int

Describes whether peg is static or floats
Case	Tag
Floating	0
Floating (default)
Fixed	1
Fixed

PegOffsetType

Encoding:

int

Type of Peg Offset value
Case	Tag
Price	0
Price (default)
BasisPoints	1
Basis Points
Ticks	2
Ticks
PriceTier	3
Price Tier / Level

PegPriceType

Encoding:

int

Defines the type of peg.
Case	Tag
LastPeg	1
Last peg (last sale)
MidPricePeg	2
Mid-price peg (midprice of inside quote)
OpeningPeg	3
Opening peg
MarketPeg	4
Market peg
PrimaryPeg	5
Primary peg (primary market - buy at bid or sell at offer)
FixedPegToLocalBestBidOrOfferAtTimeOfOrder	6
Fixed Peg to Local best bid or offer at time of order
PegToVWAP	7
Peg to VWAP
TrailingStopPeg	8
Trailing Stop Peg
PegToLimitPrice	9
Peg to Limit Price

PegRoundDirection

Encoding:

int

If the calculated peg price is not a valid tick price, specifies whether to round the price to be more or less aggressive
Case	Tag
MoreAggressive	1
More aggressive - on a buy order round the price up to the nearest tick; on a sell order round down to the nearest tick
MorePassive	2
More passive - on a buy order round down to the nearest tick; on a sell order round up to the nearest tick

PegScope

Encoding:

int

The scope of the peg
Case	Tag
Local	1
Local (Exchange, ECN, ATS)
National	2
National
Global	3
Global
NationalExcludingLocal	4
National xxcluding local

PosAmtType

Encoding:

string

Type of Position amount
Case	Tag
CashAmount	CASH
Cash Amount (Corporate Event)
CashResidualAmount	CRES
Cash Residual Amount
FinalMarkToMarketAmount	FMTM
Final Mark-to-Market Amount
IncrementalMarkToMarketAmount	IMTM
Incremental Mark-to-Market Amount
PremiumAmount	PREM
Premium Amount
SettlementValue	SETL
Settlement Value
StartOfDayMarkToMarketAmount	SMTM
Start-of-Day Mark-to-Market Amount
TradeVariationAmount	TVAR
Trade Variation Amount
ValueAdjustedAmount	VADJ
Value Adjusted Amount

PosMaintAction

Encoding:

int

Maintenance Action to be performed.
Case	Tag
New	1
New - used to increment the overall transaction quantity
Replace	2
Replace - used to override the overall transaction quantity or specifi add messages based on the reference ID
Cancel	3
Cancel - used to remove the overall transaction or specific add messages based on reference ID
Reverse	4
Reverse - used to completelly back-out the transaction such that the transaction never existed

PosMaintResult

Encoding:

int

Result of Position Maintenance Request. 4000+ Reserved and available for bi-laterally agreed upon user-defined values
Case	Tag
SuccessfulCompletion	0
Successful Completion - no warnings or errors
Rejected	1
Rejected
Other	99
Other

PosMaintStatus

Encoding:

int

Status of Position Maintenance Request
Case	Tag
Accepted	0
Accepted
AcceptedWithWarnings	1
Accepted With Warnings
Rejected	2
Rejected
Completed	3
Completed
CompletedWithWarnings	4
Completed With Warnings

PosQtyStatus

Encoding:

int

Status of this position.
Case	Tag
Submitted	0
Submitted
Accepted	1
Accepted
Rejected	2
Rejected

PosReqResult

Encoding:

int

Result of Request for Position 4000+ Reserved and available for bi-laterally agreed upon user-defined values
Case	Tag
ValidRequest	0
Valid request
InvalidOrUnsupportedRequest	1
Invalid or unsupported request
NoPositionsFoundThatMatchCriteria	2
No positions found that match criteria
NotAuthorizedToRequestPositions	3
Not authorized to request positions
RequestForPositionNotSupported	4
Request for position not supported
Other	99
Other (use Text (58) in conjunction with this code for an explaination)

PosReqStatus

Encoding:

int

Status of Request for Positions
Case	Tag
Completed	0
Completed
CompletedWithWarnings	1
Completed With Warnings
Rejected	2
Rejected

PosReqType

Encoding:

int

Used to specify the type of position request being made.
Case	Tag
Positions	0
Positions
Trades	1
Trades
Exercises	2
Exercises
Assignments	3
Assignments
SettlementActivity	4
Settlement Activity
BackoutMessage	5
Backout Message

PosTransType

Encoding:

int

Identifies the type of position transaction
Case	Tag
Exercise	1
Exercise
DoNotExercise	2
Do Not Exercise
PositionAdjustment	3
Position Adjustment
PositionChangeSubmission	4
Position Change Submission/Margin Disposition
Pledge	5
Pledge
LargeTraderSubmission	6
Large Trader Submission

PosType

Encoding:

string

Used to identify the type of quantity that is being returned.
Case	Tag
AllocationTradeQty	ALC
Allocation Trade Qty
OptionAssignment	AS
Option Assignment
AsOfTradeQty	ASF
As-of Trade Qty
CorporateActionAdjustment	CAA
Corporate Action Adjustment
DeliveryQty	DLV
Delivery Qty
DeliveryNoticeQty	DN
Delivery Notice Qty
ExchangeForPhysicalQty	EP
Exchange for Physical Qty
ElectronicTradeQty	ETR
Electronic Trade Qty
OptionExerciseQty	EX
Option Exercise Qty
EndOfDayQty	FIN
End-of-Day Qty
IntraSpreadQty	IAS
Intra-spread Qty
InterSpreadQty	IES
Inter-spread Qty
AdjustmentQty	PA
Adjustment Qty
PitTradeQty	PIT
Pit Trade Qty
ReceiveQuantity	RCV
Receive Quantity
StartOfDayQty	SOD
Start-of-Day Qty
IntegralSplit	SPL
Integral Split
TransactionFromAssignment	TA
Transaction from Assignment
TotalTransactionQty	TOT
Total Transaction Qty
TransactionQuantity	TQ
Transaction Quantity
TransferTradeQty	TRF
Transfer Trade Qty
TransactionFromExercise	TX
Transaction from Exercise
CrossMarginQty	XM
Cross Margin Qty

PositionEffect

Encoding:

char

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

PossDupFlag

Encoding:

Boolean

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

PossResend

Encoding:

Boolean

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

PreallocMethod

Encoding:

char

Indicates the method of preallocation.
Case	Tag
ProRata	0
Pro-rata
DoNotProRata	1
Do not pro-rata - discuss first

PreviouslyReported

Encoding:

Boolean

Indicates if the trade capture report was previously reported to the counterparty
Case	Tag
NotReportedToCounterparty	N
Not reported to counterparty
PerviouslyReportedToCounterparty	Y
Perviously reported to counterparty

PriceProtectionScope

Encoding:

char

Defines the type of price protection the customer requires on their order.
Case	Tag
FIXNone	0
None
Local	1
Local (Exchange, ECN, ATS)
National	2
National (Across all national markets)
Global	3
Global (Across all markets)

PriceType

Encoding:

int

Code to represent the price type. (For Financing transactions PriceType implies the "repo type" – Fixed or Floating – 9 (Yield) or 6 (Spread) respectively - and Price (44) gives the corresponding "repo rate". See Volume : "Glossary" for further value definitions)
Case	Tag
Percentage	1
Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
PerUnit	2
Per unit (i.e. per share or contract)
FixedAmount	3
Fixed amount (absolute value)
Discount	4
Discount - percentage points below par
Premium	5
Premium - percentage points over par
Spread	6
Spread (basis points spread)
TEDPrice	7
TED Price
TEDYield	8
TED Yield
Yield	9
Yield
FixedCabinetTradePrice	10
Fixed cabinet trade price (primarily for listed futures and options)
VariableCabinetTradePrice	11
Variable cabinet trade price (primarily for listed futures and options)
ProductTicksInHalfs	13
Product ticks in halfs
ProductTicksInFourths	14
Product ticks in fourths
ProductTicksInEights	15
Product ticks in eights
ProductTicksInSixteenths	16
Product ticks in sixteenths
ProductTicksInThirtySeconds	17
Product ticks in thirty-seconds
ProductTicksInSixtyForths	18
Product ticks in sixty-forths
ProductTicksInOneTwentyEights	19
Product ticks in one-twenty-eights

PriorityIndicator

Encoding:

int

Indicates if a Cancel/Replace has caused an order to lose book priority.
Case	Tag
PriorityUnchanged	0
Priority unchanged
LostPriorityAsResultOfOrderChange	1
Lost Priority as result of order change

ProcessCode

Encoding:

char

Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade.
Case	Tag
Regular	0
Regular
SoftDollar	1
Soft Dollar
StepIn	2
Step-In
StepOut	3
Step-Out
SoftDollarStepIn	4
Soft-dollar Step-In
SoftDollarStepOut	5
Soft-dollar Step-Out
PlanSponsor	6
Plan Sponsor

Product

Encoding:

int

Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields.
Case	Tag
AGENCY	1
AGENCY
COMMODITY	2
COMMODITY
CORPORATE	3
CORPORATE
CURRENCY	4
CURRENCY
EQUITY	5
EQUITY
GOVERNMENT	6
GOVERNMENT
INDEX	7
INDEX
LOAN	8
LOAN
MONEYMARKET	9
MONEYMARKET
MORTGAGE	10
MORTGAGE
MUNICIPAL	11
MUNICIPAL
OTHER	12
OTHER
FINANCING	13
FINANCING

ProgRptReqs

Encoding:

int

Code to identify the desired frequency of progress reports.
Case	Tag
BuySideRequests	1
Buy-side explicitly requests status using Statue Request (default), the sell-side firm can, however, send a DONE status List STatus Response in an unsolicited fashion
SellSideSends	2
Sell-side periodically sends status using List Status. Period optionally specified in ProgressPeriod.
RealTimeExecutionReports	3
Real-time execution reports (to be discourage)

PublishTrdIndicator

Encoding:

Boolean

Indicates if a trade should be reported via a market reporting service.
Case	Tag
DoNotReportTrade	N
Do Not Report Trade
ReportTrade	Y
Report Trade

PutOrCall

Encoding:

int

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

QtyType

Encoding:

int

Type of quantity specified in a quantity field:
Case	Tag
Units	0
Units (shares, par, currency)
Contracts	1
Contracts (if used - must specify ContractMultiplier (tag 231))
UnitsOfMeasurePerTimeUnit	2
Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997))

QuoteCancelType

Encoding:

int

Identifies the type of quote cancel.
Case	Tag
CancelForOneOrMoreSecurities	1
Cancel for Symbol(s)
CancelForSecurityType	2
Cancel for Security Type(s)
CancelForUnderlyingSecurity	3
Cancel for Underlying Symbol
CancelAllQuotes	4
Cancel All Quotes
CancelQuoteSpecifiedInQuoteID	5
Cancel quote specified in QuoteID

QuoteCondition

Encoding:

MultipleCharValue

Space-delimited list of conditions describing a quote.
Case	Tag
ReservedSAM	0
Reserved SAM
NoActiveSAM	1
No Active SAM
Restricted	2
Restricted
Open	A
Open/Active
Closed	B
Closed/Inactive
ExchangeBest	C
Exchange Best
ConsolidatedBest	D
Consolidated Best
Locked	E
Locked
Crossed	F
Crossed
Depth	G
Depth
FastTrading	H
Fast Trading
NonFirm	I
Non-Firm
OutrightPrice	J
Outright Price
ImpliedPrice	K
Implied Price
Manual	L
Manual/Slow Quote
DepthOnOffer	M
Depth on Offer
DepthOnBid	N
Depth on Bid
Closing	O
Closing
NewsDissemination	P
News Dissemination
TradingRange	Q
Trading Range
OrderInflux	R
Order Influx
DueToRelated	S
Due to Related
NewsPending	T
News Pending
AdditionalInfo	U
Additional Info
AdditionalInfoDueToRelated	V
Additional Info due to related
Resume	W
Resume
ViewOfCommon	X
View of Common
VolumeAlert	Y
Volume Alert
OrderImbalance	Z
Order Imbalance
EquipmentChangeover	a
Equipment Changeover
NoOpen	b
No Open / No Resume
RegularETH	c
Regular ETH
AutomaticExecution	d
Automatic Execution
AutomaticExecutionETH	e
Automatic Execution ETH
FastMarketETH	f
Fast Market ETH
InactiveETH	g
Inactive ETH
Rotation	h
Rotation
RotationETH	i
Rotation ETH
Halt	j
Halt
HaltETH	k
Halt ETH
DueToNewsDissemination	l
Due to News Dissemination
DueToNewsPending	m
Due to News Pending
TradingResume	n
Trading Resume
OutOfSequence	o
Out of Sequence
BidSpecialist	p
Bid Specialist
OfferSpecialist	q
Offer Specialist
BidOfferSpecialist	r
Bid Offer Specialist
EndOfDaySAM	s
End of Day SAM
ForbiddenSAM	t
Forbidden SAM
FrozenSAM	u
Frozen SAM
PreOpeningSAM	v
PreOpening SAM
OpeningSAM	w
Opening SAM
OpenSAM	x
Open SAM
SurveillanceSAM	y
Surveillance SAM
SuspendedSAM	z
Suspended SAM

QuotePriceType

Encoding:

int

Code to represent price type requested in Quote. If the Quote Request is for a Swap values 1-8 apply to all legs.
Case	Tag
Percent	1
Percent (percent of par)
PerShare	2
Per Share (e.g. cents per share)
FixedAmount	3
Fixed Amount (absolute value)
Discount	4
Discount - percentage points below par
Premium	5
Premium - percentage points over par
Spread	6
Spread - basis points relative to benchmark
TEDPrice	7
TED Price
TEDYield	8
TED Yield
YieldSpread	9
Yield Spread (swaps)
Yield	10
Yield

QuoteRejectReason

Encoding:

int

Reason Quote was rejected:
Case	Tag
UnknownSymbol	1
Unknown Symbol (security)
Exchange	2
Exchange (Security) closed
QuoteRequestExceedsLimit	3
Quote Request exceeds limit
TooLateToEnter	4
Too late to enter
UnknownQuote	5
Unknown Quote
DuplicateQuote	6
Duplicate Quote
InvalidBid	7
Invalid bid/ask spread
InvalidPrice	8
Invalid price
NotAuthorizedToQuoteSecurity	9
Not authorized to quote security
Other	99
Other

QuoteRequestRejectReason

Encoding:

int

Reason Quote was rejected:
Case	Tag
UnknownSymbol	1
Unknown Symbol (Security)
Exchange	2
Exchange (Security) Closed
QuoteRequestExceedsLimit	3
Quote Request Exceeds Limit
TooLateToEnter	4
Too Late to enter
InvalidPrice	5
Invalid Price
NotAuthorizedToRequestQuote	6
Not Authorized To Request Quote
NoMatchForInquiry	7
No Match For Inquiry
NoMarketForInstrument	8
No Market For Instrument
NoInventory	9
No Inventory
Pass	10
Pass
InsufficientCredit	11
Insufficient credit
Other	99
Other

QuoteRequestType

Encoding:

int

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

QuoteRespType

Encoding:

int

Identifies the type of Quote Response.
Case	Tag
Hit	1
Hit/Lift
Counter	2
Counter
Expired	3
Expired
Cover	4
Cover
DoneAway	5
Done Away
Pass	6
Pass

QuoteResponseLevel

Encoding:

int

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

QuoteStatus

Encoding:

int

Identifies the status of the quote acknowledgement.
Case	Tag
Accepted	0
Accepted
CancelForSymbol	1
Cancel for Symbol(s)
CanceledForSecurityType	2
Canceled for Security Type(s)
CanceledForUnderlying	3
Canceled for Underlying
CanceledAll	4
Canceled All
Rejected	5
Rejected
RemovedFromMarket	6
Removed from Market
Expired	7
Expired
Query	8
Query
QuoteNotFound	9
Quote Not Found
Pending	10
Pending
Pass	11
Pass
LockedMarketWarning	12
Locked Market Warning
CrossMarketWarning	13
Cross Market Warning
CanceledDueToLockMarket	14
Canceled Due To Lock Market
CanceledDueToCrossMarket	15
Canceled Due To Cross Market

QuoteType

Encoding:

int

Identifies the type of quote. An indicative quote is used to inform a counterparty of a market. An indicative quote does not result directly in a trade. A tradeable quote is submitted to a market and will result directly in a trade against other orders and quotes in a market. A restricted tradeable quote is submitted to a market and within a certain restriction (possibly based upon price or quantity) will automatically trade against orders. Order that do not comply with restrictions are sent to the quote issuer who can choose to accept or decline the order. A counter quote is used in the negotiation model. See Volume 7 – Product: Fixed Income for example usage.
Case	Tag
Indicative	0
Indicative
Tradeable	1
Tradeable
RestrictedTradeable	2
Restricted Tradeable
Counter	3
Counter (tradeable)

RefOrderIDSource

Encoding:

char

Used to specify what identifier, provided in order depth market data, to use when hitting (taking) a specific order.
Case	Tag
SecondaryOrderID	0
SecondaryOrdeID (198)
OrderID	1
OrdeID (37)
MDEntryID	2
MEntryID (278)
QuoteEntryID	3
QuotEntryID (299)

RegistRejReasonCode

Encoding:

int

Reason(s) why Registration Instructions has been rejected. The reason may be further amplified in the RegistRejReasonCode field. Possible values of reason code include:
Case	Tag
InvalidAccountType	1
Invalid/unacceptable Account Type
InvalidTaxExemptType	2
Invalid/unacceptable Tax Exempt Type
InvalidOwnershipType	3
Invalid/unacceptable Ownership Type
NoRegDetails	4
Invalid/unacceptable No Reg Details
InvalidRegSeqNo	5
Invalid/unacceptable Reg Seq No
InvalidRegDetails	6
Invalid/unacceptable Reg Details
InvalidMailingDetails	7
Invalid/unacceptable Mailing Details
InvalidMailingInstructions	8
Invalid/unacceptable Mailing Instructions
InvalidInvestorID	9
Invalid/unacceptable Investor ID
InvalidInvestorIDSource	10
Invalid/unaceeptable Investor ID Source
InvalidDateOfBirth	11
Invalid/unacceptable Date Of Birth
InvalidCountry	12
Invalid/unacceptable Investor Country Of Residence
InvalidDistribInstns	13
Invalid/unacceptable No Distrib Instns
InvalidPercentage	14
Invalid/unacceptable Distrib Percentage
InvalidPaymentMethod	15
Invalid/unacceptable Distrib Payment Method
InvalidAccountName	16
Invalid/unacceptable Cash Distrib Agent Acct Name
InvalidAgentCode	17
Invalid/unacceptable Cash Distrib Agent Code
InvalidAccountNum	18
Invalid/unacceptable Cash Distrib Agent Acct Num
Other	99
Other

RegistStatus

Encoding:

char

Registration status as returned by the broker or (for CIV) the fund manager:
Case	Tag
Accepted	A
Accepted
Held	H
Held
Reminder	N
Reminder - i.e. Registration Instructions are still outstanding
Rejected	R
Rejected

RegistTransType

Encoding:

char

Identifies Registration Instructions transaction type
Case	Tag
New	0
New
Replace	1
Replace
Cancel	2
Cancel

ReportToExch

Encoding:

Boolean

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

ResetSeqNumFlag

Encoding:

Boolean

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

ResponseTransportType

Encoding:

int

Identifies how the response to the request should be transmitted. Details specified via ResponseDestination (726).
Case	Tag
Inband	0
Inband - transport the request was sent over (default)
OutOfBand	1
Out of Band - pre-arranged out-of-band delivery mechanizm (i.e. FTP, HTTP, NDM, etc.) between counterparties. Details specified via ResponseDestination (726).

RoundingDirection

Encoding:

char

Specifies which direction to round For CIV – indicates whether or not the quantity of shares/units is to be rounded and in which direction where CashOrdQty (152) or (for CIV only) OrderPercent (516) are specified on an order. The default is for rounding to be at the discretion of the executing broker or fund manager. e.g. for an order specifying CashOrdQty or OrderPercent if the calculated number of shares/units was 325.76 and RoundingModulus (469) was 0 - "round down" would give 320 units, 1 - "round up" would give 330 units and "round to nearest" would give 320 units.
Case	Tag
RoundToNearest	0
Round to nearest
RoundDown	1
Round down
RoundUp	2
Round up

RoutingType

Encoding:

int

Indicates the type of RoutingID (217) specified.
Case	Tag
TargetFirm	1
Target Firm
TargetList	2
Target List
BlockFirm	3
Block Firm
BlockList	4
Block List

Scope

Encoding:

MultipleCharValue

Specifies the market scope of the a market data.
Case	Tag
LocalMarket	1
Local Market (Exchange, ECN, ATS)
National	2
National
Global	3
Global

SecurityIDSource

Encoding:

string

Identifies class or source of the SecurityID (48) value. Required if SecurityID is specified. 100+ are reserved for private security identifications
Case	Tag
CUSIP	1
CUSIP
SEDOL	2
SEDOL
QUIK	3
QUIK
ISINNumber	4
ISIN number
RICCode	5
RIC code
ISOCurrencyCode	6
ISO Currency Code
ISOCountryCode	7
ISO Country Code
ExchangeSymbol	8
Exchange Symbol
ConsolidatedTapeAssociation	9
Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
BloombergSymbol	A
Bloomberg Symbol
Wertpapier	B
Wertpapier
Dutch	C
Dutch
Valoren	D
Valoren
Sicovam	E
Sicovam
Belgian	F
Belgian
Common	G
"Common" (Clearstream and Euroclear)
ClearingHouse	H
Clearing House / Clearing Organization
ISDAFpMLSpecification	I
ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
OptionPriceReportingAuthority	J
Option Price Reporting Authority
ISDAFpMLURL	K
ISDA/FpML Product URL (URL in SecurityID)
LetterOfCredit	L
Letter of Credit

SecurityListRequestType

Encoding:

int

Identifies the type/criteria of Security List Request
Case	Tag
Symbol	0
Symbol
SecurityTypeAnd	1
SecurityType and/or CFICode
Product	2
Product
TradingSessionID	3
TradingSessionID
AllSecurities	4
All Securities

SecurityRequestResult

Encoding:

int

The results returned to a Security Request message
Case	Tag
ValidRequest	0
Valid request
InvalidOrUnsupportedRequest	1
Invalid or unsupported request
NoInstrumentsFound	2
No instruments found that match selection criteria
NotAuthorizedToRetrieveInstrumentData	3
Not authorized to retrieve instrument data
InstrumentDataTemporarilyUnavailable	4
Instrument data temporarily unavailable
RequestForInstrumentDataNotSupported	5
Request for instrument data not supported

SecurityRequestType

Encoding:

int

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

SecurityResponseType

Encoding:

int

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

SecurityStatusValue

Encoding:

string

Used for derivatives. Denotes the current state of the Instrument.
Case	Tag
Active	1
Active
Inactive	2
Inactive

SecurityTradingStatus

Encoding:

int

Identifies the trading status applicable to the transaction.
Case	Tag
OpeningDelay	1
Opening delay
TradingHalt	2
Trading halt
Resume	3
Resume
NoOpen	4
No Open / No Resume
PriceIndication	5
Price indication
TradingRangeIndication	6
Trading Range Indication
MarketImbalanceBuy	7
Market Imbalance Buy
MarketImbalanceSell	8
Market Imbalance Sell
MarketOnCloseImbalanceBuy	9
Market on Close Imbalance Buy
MarketOnCloseImbalanceSell	10
Market on Close Imbalance Sell
NoMarketImbalance	12
No Market Imbalance
NoMarketOnCloseImbalance	13
No Market on Close Imbalance
ITSPreOpening	14
ITS Pre-opening
NewPriceIndication	15
New Price Indication
TradeDisseminationTime	16
Trade Dissemination Time
ReadyToTrade	17
Ready to trade (start of session)
NotAvailableForTrading	18
Not available for trading (end of session)
NotTradedOnThisMarket	19
Not traded on this market
UnknownOrInvalid	20
Unknown or Invalid
PreOpen	21
Pre-open
OpeningRotation	22
Opening Rotation
FastMarket	23
Fast Market

SecurityType

Encoding:

string

Indicates type of security. See also the Product (460) and CFICode (461) fields. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Example values (grouped by Product field value) (Note: additional values may be used by mutual agreement of the counterparties): * Identify the Issuer in the "Issuer" field(106) *** REPLACED values - See "Replaced Features and Supported Approach" *** NOTE: Additional values may be used by mutual agreement of the counterparties)
Case	Tag
AssetBackedSecurities	ABS
Asset-backed Securities
Amended	AMENDED
Amended & Restated
OtherAnticipationNotes	AN
Other Anticipation Notes (BAN, GAN, etc.)
BankersAcceptance	BA
Bankers Acceptance
BankNotes	BN
Bank Notes
BillOfExchanges	BOX
Bill Of Exchanges
BradyBond	BRADY
Brady Bond
BridgeLoan	BRIDGE
Bridge Loan
BuySellback	BUYSELL
Buy Sellback
Cash	CASH
Cash
ConvertibleBond	CB
Convertible Bond
CertificateOfDeposit	CD
Certificate Of Deposit
CallLoans	CL
Call Loans
Corp	CMBS
Corp. Mortgage-backed Securities
CollateralizedMortgageObligation	CMO
Collateralized Mortgage Obligation
CertificateOfObligation	COFO
Certificate Of Obligation
CertificateOfParticipation	COFP
Certificate Of Participation
CorporateBond	CORP
Corporate Bond
CommercialPaper	CP
Commercial Paper
CorporatePrivatePlacement	CPP
Corporate Private Placement
CommonStock	CS
Common Stock
Defaulted	DEFLTED
Defaulted
DebtorInPossession	DINP
Debtor In Possession
DepositNotes	DN
Deposit Notes
DualCurrency	DUAL
Dual Currency
EuroCertificateOfDeposit	EUCD
Euro Certificate Of Deposit
EuroCorporateBond	EUCORP
Euro Corporate Bond
EuroCommercialPaper	EUCP
Euro Commercial Paper
EuroSovereigns	EUSOV
Euro Sovereigns *
EuroSupranationalCoupons	EUSUPRA
Euro Supranational Coupons *
FederalAgencyCoupon	FAC
Federal Agency Coupon
FederalAgencyDiscountNote	FADN
Federal Agency Discount Note
ForeignExchangeContract	FOR
Foreign Exchange Contract
Forward	FORWARD
Forward
Future	FUT
Future
GeneralObligationBonds	GO
General Obligation Bonds
IOETTEMortgage	IET
IOETTE Mortgage
LetterOfCredit	LOFC
Letter Of Credit
LiquidityNote	LQN
Liquidity Note
Matured	MATURED
Matured
MortgageBackedSecurities	MBS
Mortgage-backed Securities
MutualFund	MF
Mutual Fund
MortgageInterestOnly	MIO
Mortgage Interest Only
MultilegInstrument	MLEG
Multileg Instrument
MortgagePrincipalOnly	MPO
Mortgage Principal Only
MortgagePrivatePlacement	MPP
Mortgage Private Placement
MiscellaneousPassThrough	MPT
Miscellaneous Pass-through
MandatoryTender	MT
Mandatory Tender
MediumTermNotes	MTN
Medium Term Notes
NoSecurityType	NONE
No Security Type
Overnight	ONITE
Overnight
OptionsOnFutures	OOF
Options on Futures
OptionsOnPhysical	OOP
Options on Physical
Option	OPT
Option
PrivateExportFunding	PEF
Private Export Funding *
Pfandbriefe	PFAND
Pfandbriefe *
PromissoryNote	PN
Promissory Note
PreferredStock	PS
Preferred Stock
PlazosFijos	PZFJ
Plazos Fijos
RevenueAnticipationNote	RAN
Revenue Anticipation Note
Replaced	REPLACD
Replaced
Repurchase	REPO
Repurchase
Retired	RETIRED
Retired
RevenueBonds	REV
Revenue Bonds
RevolverLoan	RVLV
Revolver Loan
Revolver	RVLVTRM
Revolver/Term Loan
SecuritiesLoan	SECLOAN
Securities Loan
SecuritiesPledge	SECPLEDGE
Securities Pledge
SpecialAssessment	SPCLA
Special Assessment
SpecialObligation	SPCLO
Special Obligation
SpecialTax	SPCLT
Special Tax
ShortTermLoanNote	STN
Short Term Loan Note
StructuredNotes	STRUCT
Structured Notes
USDSupranationalCoupons	SUPRA
USD Supranational Coupons *
SwingLineFacility	SWING
Swing Line Facility
TaxAnticipationNote	TAN
Tax Anticipation Note
TaxAllocation	TAXA
Tax Allocation
ToBeAnnounced	TBA
To Be Announced
USTreasuryBill	TBILL
US Treasury Bill
USTreasuryBond	TBOND
US Treasury Bond
PrincipalStripOfACallableBondOrNote	TCAL
Principal Strip Of A Callable Bond Or Note
TimeDeposit	TD
Time Deposit
TaxExemptCommercialPaper	TECP
Tax Exempt Commercial Paper
TermLoan	TERM
Term Loan
InterestStripFromAnyBondOrNote	TINT
Interest Strip From Any Bond Or Note
TreasuryInflationProtectedSecurities	TIPS
Treasury Inflation Protected Securities
USTreasuryNote	TNOTE
US Treasury Note
PrincipalStripFromANonCallableBondOrNote	TPRN
Principal Strip From A Non-Callable Bond Or Note
TaxRevenueAnticipationNote	TRAN
Tax Revenue Anticipation Note
USTreasuryNoteOld	UST
US Treasury Note (Deprecated Value Use TNOTE)
USTreasuryBillOld	USTB
US Treasury Bill (Deprecated Value Use TBILL)
VariableRateDemandNote	VRDN
Variable Rate Demand Note
Warrant	WAR
Warrant
Withdrawn	WITHDRN
Withdrawn
WildcardEntry	WLD
Wildcard Entry (was "?" in 4.4, used on Security Definition Request message)
ExtendedCommNote	XCN
Extended Comm Note
IndexedLinked	XLINKD
Indexed Linked
YankeeCorporateBond	YANK
Yankee Corporate Bond
YankeeCertificateOfDeposit	YCD
Yankee Certificate Of Deposit

SecurityUpdateAction

Encoding:

char


Case	Tag
Add	A
Add
Delete	D
Delete
Modify	M
Modify

SettlCurrFxRateCalc

Encoding:

char

Specifies whether or not SettlCurrFxRate (55) should be multiplied or divided.
Case	Tag
Divide	D
Divide
Multiply	M
Multiply

SettlDeliveryType

Encoding:

int

Identifies type of settlement
Case	Tag
Versus	0
"Versus. Payment": Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment
Free	1
"Free": Deliver (if Sell) or Receive (if Buy) Free
TriParty	2
Tri-Party
HoldInCustody	3
Hold In Custody

SettlInstMode

Encoding:

char

Indicates mode used for Settlement Instructions message. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***
Case	Tag
Default	0
Default (Replaced)
StandingInstructionsProvided	1
Standing Instructions Provided
SpecificAllocationAccountOverriding	2
Specific Allocation Account Overriding (Replaced)
SpecificAllocationAccountStanding	3
Specific Allocation Account Standing (Replaced)
SpecificOrderForASingleAccount	4
Specific Order for a single account (for CIV)
RequestReject	5
Request reject

SettlInstReqRejCode

Encoding:

int

Identifies reason for rejection (of a settlement instruction request message).
Case	Tag
UnableToProcessRequest	0
Unable to process request
UnknownAccount	1
Unknown account
NoMatchingSettlementInstructionsFound	2
No matching settlement instructions found
Other	99
Other

SettlInstSource

Encoding:

char

Indicates source of Settlement Instructions
Case	Tag
BrokerCredit	1
Broker's Instructions
Institution	2
Institution's Instructions
Investor	3
Investor (e.g. CIV use)

SettlInstTransType

Encoding:

char

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

SettlPriceType

Encoding:

int

Type of settlement price
Case	Tag
Final	1
Final
Theoretical	2
Theoretical

SettlSessID

Encoding:

string

Identifies a specific settlement session
Case	Tag
EndOfDay	EOD
End Of Day
ElectronicTradingHours	ETH
Electronic Trading Hours
Intraday	ITD
Intraday
RegularTradingHours	RTH
Regular Trading Hours

SettlType

Encoding:

string

Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. Additionally the following patterns may be uses as well as enum values Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0 Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0 Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0 Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0 Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
Case	Tag
Regular	0
Regular / FX Spot settlement (T+1 or T+2 depending on currency)
Cash	1
Cash (TOD / T+0)
NextDay	2
Next Day (TOM / T+1)
TPlus2	3
T+2
TPlus3	4
T+3
TPlus4	5
T+4
Future	6
Future
WhenAndIfIssued	7
When And If Issued
SellersOption	8
Sellers Option
TPlus5	9
T+5
BrokenDate	B
Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
FXSpotNextSettlement	C
FX Spot Next settlement (Spot+1, aka next day)

ShortSaleReason

Encoding:

int

Reason for short sale.
Case	Tag
DealerSoldShort	0
Dealer Sold Short
DealerSoldShortExempt	1
Dealer Sold Short Exempt
SellingCustomerSoldShort	2
Selling Customer Sold Short
SellingCustomerSoldShortExempt	3
Selling Customer Sold Short Exempt
QualifiedServiceRepresentative	4
Qualified Service Representative (QSR) or Automatic Give-up (AGU) Contra Side Sold Short
QSROrAGUContraSideSoldShortExempt	5
QSR or AGU Contra Side Sold Short Exempt

Side

Encoding:

char

Side of order (see Volume : "Glossary" for value definitions)
Case	Tag
Buy	1
Buy
Sell	2
Sell
BuyMinus	3
Buy minus
SellPlus	4
Sell plus
SellShort	5
Sell short
SellShortExempt	6
Sell short exempt
Undisclosed	7
Undisclosed (valid for IOI and List Order messages only)
Cross	8
Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
CrossShort	9
Cross short
CrossShortExempt	A
Cross short exxmpt
AsDefined	B
"As Defined" (for use with multileg instruments)
Opposite	C
"Opposite" (for use with multileg instruments)
Subscribe	D
Subscribe (e.g. CIV)
Redeem	E
Redeem (e.g. CIV)
Lend	F
Lend (FINANCING - identifies direction of collateral)
Borrow	G
Borrow (FINANCING - identifies direction of collateral)

SideMultiLegReportingType

Encoding:

int

Used to indicate if the side being reported on Trade Capture Report represents a leg of a multileg instrument or a single security.
Case	Tag
SingleSecurity	1
Single Security (default if not specified)
IndividualLegOfAMultilegSecurity	2
Individual leg of a multileg security
MultilegSecurity	3
Multileg Security

SideValueInd

Encoding:

int

Code to identify which "SideValue" the value refers to. SideValue1 and SideValue2 are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell.
Case	Tag
SideValue1	1
Side Value 1
SideValue2	2
Side Value 2

SolicitedFlag

Encoding:

Boolean

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

StandInstDbType

Encoding:

int

Identifies the Standing Instruction database used
Case	Tag
Other	0
Other
DTCSID	1
DTC SID
ThomsonALERT	2
Thomson ALERT
AGlobalCustodian	3
A Global Custodian (StandInstDBName (70) must be provided)
AccountNet	4
AccountNet

StatusValue

Encoding:

int

Indicates the status of a network connection
Case	Tag
Connected	1
Connected
NotConnectedUnexpected	2
Not Connected - down expected up
NotConnectedExpected	3
Not Connected - down expected down
InProcess	4
In Process

StipulationType

Encoding:

string

For Fixed Income. Type of Stipulation. Other types may be used by mutual agreement of the counterparties. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
Case	Tag
AbsolutePrepaymentSpeed	ABS
Absolute Prepayment Speed
AlternativeMinimumTax	AMT
Alternative Minimum Tax (Y/N)
AutoReinvestment	AUTOREINV
Auto Reinvestment at or better
BankQualified	BANKQUAL
Bank qualified (Y/N)
BargainConditions	BGNCON
Bargain conditions (see StipulationValue (234) for values)
CouponRange	COUPON
Coupon range
ConstantPrepaymentPenalty	CPP
Constant Prepayment Penalty
ConstantPrepaymentRate	CPR
Constant Prepayment Rate
ConstantPrepaymentYield	CPY
Constant Prepayment Yield
ISOCurrencyCode	CURRENCY
ISO Currency Code
CustomStart	CUSTOMDATE
Custom start/end date
Geographics	GEOG
Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets])
ValuationDiscount	HAIRCUT
Valuation Discount
FinalCPROfHomeEquityPrepaymentCurve	HEP
final CPR of Home Equity Prepayment Curve
Insured	INSURED
Insured (Y/N)
IssueDate	ISSUE
Year Or Year/Month of Issue (ex. 234=2002/09)
Issuer	ISSUER
Issuer's ticker
IssueSizeRange	ISSUESIZE
issue size range
LookbackDays	LOOKBACK
Lookback Days
ExplicitLotIdentifier	LOT
Explicit lot identifier
LotVariance	LOTVAR
Lot Variance (value in percent maximum over- or under-allocation allowed)
MaturityYearAndMonth	MAT
Maturity Year And Month
MaturityRange	MATURITY
Maturity range
MaximumSubstitutions	MAXSUBS
Maximum substitutions (Repo)
PercentOfManufacturedHousingPrepaymentCurve	MHP
Percent of Manufactured Housing Prepayment Curve
MinimumDenomination	MINDNOM
Minimum denomination
MinimumIncrement	MININCR
Minimum increment
MinimumQuantity	MINQTY
Minimum quantity
MonthlyPrepaymentRate	MPR
Monthly Prepayment Rate
PaymentFrequency	PAYFREQ
Payment frequency, calendar
NumberOfPieces	PIECES
Number Of Pieces
PoolsMaximum	PMAX
Pools Maximum
PercentOfProspectusPrepaymentCurve	PPC
Percent of Prospectus Prepayment Curve
PoolsPerLot	PPL
Pools per Lot
PoolsPerMillion	PPM
Pools per Million
PoolsPerTrade	PPT
Pools per Trade
PriceRange	PRICE
Price Range
PricingFrequency	PRICEFREQ
Pricing frequency
ProductionYear	PROD
Production Year
CallProtection	PROTECT
Call protection
PercentOfBMAPrepaymentCurve	PSA
Percent of BMA Prepayment Curve
Purpose	PURPOSE
Purpose
BenchmarkPriceSource	PXSOURCE
Benchmark price source
RatingSourceAndRange	RATING
Rating source and range
TypeOfRedemption	REDEMPTION
Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible
Restricted	RESTRICTED
Restricted (Y/N)
MarketSector	SECTOR
Market Sector
SecurityTypeIncludedOrExcluded	SECTYPE
Security Type included or excluded
SingleMonthlyMortality	SMM
Single Monthly Mortality
Structure	STRUCT
Structure
SubstitutionsFrequency	SUBSFREQ
Substitutions frequency (Repo)
SubstitutionsLeft	SUBSLEFT
Substitutions left (Repo)
FreeformText	TEXT
Freeform Text
TradeVariance	TRDVAR
Trade Variance (value in percent maximum over- or under-allocation allowed)
WeightedAverageCoupon	WAC
Weighted Average Coupon - value in percent (exact or range) plus "Gross" or "Net" of servicing spread (the default) (ex. 234=6.5-Net [minimum of 6.5% net of servicing fee])
WeightedAverageLifeCoupon	WAL
Weighted Average Life Coupon - value in percent (exact or range)
WeightedAverageLoanAge	WALA
Weighted Average Loan Age - value in months (exact or range)
WeightedAverageMaturity	WAM
Weighted Average Maturity - value in months (exact or range)
WholePool	WHOLE
Whole Pool (Y/N)
YieldRange	YIELD
Yield Range

StrategyParameterType

Encoding:

int

Datatype of the parameter
Case	Tag
Int	1
Int
Length	2
Length
NumInGroup	3
NumInGroup
SeqNum	4
SeqNum
TagNum	5
TagNum
Float	6
Float
Qty	7
Qty
Price	8
Price
PriceOffset	9
PriceOffset
Amt	10
Amt
Percentage	11
Percentage
Char	12
Char
Boolean	13
Boolean
string	14
String
MultipleCharValue	15
MultipleCharValue
Currency	16
Currency
Exchange	17
Exchange
MonthYear	18
MonthYear
UTCTimestamp	19
UTCTimeStamp
UTCTimeOnly	20
UTCTimeOnly
LocalMktDate	21
LocalMktTime
UTCDateOnly	22
UTCDate
Data	23
Data
MultipleStringValue	24
MultipleStringValue

SubscriptionRequestType

Encoding:

char

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

SymbolSfx

Encoding:

string

Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType (167). As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory.
Case	Tag
EUCPWithLumpSumInterest	CD
EUCP with lump-sum interest rather than discount price
WhenIssued	WI
"When Issued" for a security to be reissued under an old CUSIP or ISIN

TargetStrategy

Encoding:

int

The target strategy of the order 1000+ = Reserved and available for bi-laterally agreed upon user defined values
Case	Tag
VWAP	1
VWAP
Participate	2
Participate (i.e. aim to be x percent of the market volume)
MininizeMarketImpact	3
Mininize market impact

TaxAdvantageType

Encoding:

int

For CIV - a code identifying the type of tax exempt account in which purchased shares/units are to be held. 30 – 998 are reserved for future use by recognized taxation authorities 999=Other values above 1000 are available for use by private agreement among counterparties
Case	Tag
FIXNone	0
None/Not Applicable (default)
MaxiISA	1
Maxi ISA (UK)
TESSA	2
TESSA (UK)
MiniCashISA	3
Mini Cash ISA (UK)
MiniStocksAndSharesISA	4
Mini Stocks And Shares ISA (UK)
MiniInsuranceISA	5
Mini Insurance ISA (UK)
CurrentYearPayment	6
Current Year Payment (US)
PriorYearPayment	7
Prior Year Payment (US)
AssetTransfer	8
Asset Transfer (US)
EmployeePriorYear	9
Employee - prior year (US)
EmployeeCurrentYear	10
Employee - current year (US)
EmployerPriorYear	11
Employer - prior year (US)
EmployerCurrentYear	12
Employer - current year (US)
NonFundPrototypeIRA	13
Non-fund prototype IRA (US)
NonFundQualifiedPlan	14
Non-fund qualified plan (US)
DefinedContributionPlan	15
Defined contribution plan (US)
IRA	16
Individual Retirement Account (US)
IRARollover	17
Individual Retirement Account - Rollover (US)
KEOGH	18
KEOGH (US)
ProfitSharingPlan	19
Profit Sharing Plan (US)
US401K	20
401(k) (US)
SelfDirectedIRA	21
Self-directed IRA (US)
US403b	22
403(b) (US)
US457	23
457 (US)
RothIRAPrototype	24
Roth IRA (Fund Prototype) (US)
RothIRANonPrototype	25
Roth IRA (Non-prototype) (US)
RothConversionIRAPrototype	26
Roth Conversion IRA (Fund Prototype) (US)
RothConversionIRANonPrototype	27
Roth Conversion IRA (Non-prototype) (US)
EducationIRAPrototype	28
Education IRA (Fund Prototype) (US)
EducationIRANonPrototype	29
Education IRA (Non-prototype) (US)
Other	999
Other

TerminationType

Encoding:

int

Type of financing termination.
Case	Tag
Overnight	1
Overnight
Term	2
Term
Flexible	3
Flexible
Open	4
Open

TestMessageIndicator

Encoding:

Boolean

Indicates whether or not this FIX Session is a "test" vs. "production" connection. Useful for preventing "accidents".
Case	Tag
Fales	N
Fales (Production)
True	Y
True (Test)

TickDirection

Encoding:

char

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

TimeInForce

Encoding:

char

Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders. (see Volume : "Glossary" for value definitions)
Case	Tag
Day	0
Day (or session)
GoodTillCancel	1
Good Till Cancel (GTC)
AtTheOpening	2
At the Opening (OPG)
ImmediateOrCancel	3
Immediate Or Cancel (IOC)
FillOrKill	4
Fill Or Kill (FOK)
GoodTillCrossing	5
Good Till Crossing (GTX)
GoodTillDate	6
Good Till Date (GTD)
AtTheClose	7
At the Close

TimeUnit

Encoding:

string

Unit of time associated with the contract. NOTE: Additional values may be used by mutual agreement of the counterparties
Case	Tag
Day	D
Day
Hour	H
Hour
Minute	Min
Minute
Month	Mo
Month
Second	S
Second
Week	Wk
Week
Year	Yr
Year

TradSesMethod

Encoding:

int

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

TradSesMode

Encoding:

int

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

TradSesStatus

Encoding:

int

State of the trading session.
Case	Tag
Unknown	0
Unknown
Halted	1
Halted
Open	2
Open
Closed	3
Closed
PreOpen	4
Pre-Open
PreClose	5
Pre-Close
RequestRejected	6
Request Rejected

TradSesStatusRejReason

Encoding:

int

Indicates the reason a Trading Session Status Request was rejected.
Case	Tag
UnknownOrInvalidTradingSessionID	1
Unknown or invalid TradingSessionID
Other	99
Other

TradeAllocIndicator

Encoding:

int

Identifies how the trade is to be allocated
Case	Tag
AllocationNotRequired	0
Allocation not required
AllocationRequired	1
Allocation required (give-up trade) allocation information not provided (incomplete)
UseAllocationProvidedWithTheTrade	2
Use allocation provided with the trade
AllocationGiveUpExecutor	3
Allocation give-up executor
AllocationFromExecutor	4
Allocation from executor
AllocationToClaimAccount	5
Allocation to claim account

TradeCondition

Encoding:

MultipleStringValue

Space-delimited list of conditions describing a trade
Case	Tag
Cancel	0
Cancel
Cash	A
Cash (only) Market
Spread	AA
Spread
SpreadETH	AB
Spread ETH
Straddle	AC
Straddle
StraddleETH	AD
Straddle ETH
Stopped	AE
Stopped
StoppedETH	AF
Stopped ETH
RegularETH	AG
Regular ETH
Combo	AH
Combo
ComboETH	AI
Combo ETH
OfficialClosingPrice	AJ
Official Closing Price
PriorReferencePrice	AK
Prior Reference Price
StoppedSoldLast	AL
Stopped Sold Last
StoppedOutOfSequence	AM
Stopped Out of Sequence
OfficalClosingPrice	AN
Offical Closing Price
CrossedOld	AO
Crossed (duplicate enumeration - use 'X' instead)
FastMarket	AP
Fast Market
AutomaticExecution	AQ
Automatic Execution
FormT	AR
Form T
BasketIndex	AS
Basket Index
BurstBasket	AT
Burst Basket
AveragePriceTrade	B
Average Price Trade
CashTrade	C
Cash Trade (same day clearing)
NextDay	D
Next Day (only)Market
Opening	E
Opening/Reopening Trade Detail
IntradayTradeDetail	F
Intraday Trade Detail
Rule127Trade	G
Rule 127 Trade (NYSE)
Rule155Trade	H
Rule 155 Trade (AMEX)
SoldLast	I
Sold Last (late reporting)
NextDayTrade	J
Next Day Trade (next day clearing)
Opened	K
Opened (late report of opened trade)
Seller	L
Seller
Sold	M
Sold (out of sequence)
StoppedStock	N
Stopped Stock (guarantee of price but does not execute the order)
ImbalanceMoreBuyers	P
Imbalance More Buyers (cannot be used in combination with Q)
ImbalanceMoreSellers	Q
Imbalance More Sellers (cannot be used in combination with P)
OpeningPrice	R
Opening Price
BargainCondition	S
Bargain Condition (LSE)
ConvertedPriceIndicator	T
Converted Price Indicator
ExchangeLast	U
Exchange Last
FinalPriceOfSession	V
Final Price of Session
ExPit	W
Ex-pit
Crossed	X
Crossed
TradesResultingFromManual	Y
Trades resulting from manual/slow quote
TradesResultingFromIntermarketSweep	Z
Trades resulting from intermarket sweep
VolumeOnly	a
Volume Only
DirectPlus	b
Direct Plus
Acquisition	c
Acquisition
Bunched	d
Bunched
Distribution	e
Distribution
BunchedSale	f
Bunched Sale
SplitTrade	g
Split Trade
CancelStopped	h
Cancel Stopped
CancelETH	i
Cancel ETH
CancelStoppedETH	j
Cancel Stopped ETH
OutOfSequenceETH	k
Out of Sequence ETH
CancelLastETH	l
Cancel Last ETH
SoldLastSaleETH	m
Sold Last Sale ETH
CancelLast	n
Cancel Last
SoldLastSale	o
Sold Last Sale
CancelOpen	p
Cancel Open
CancelOpenETH	q
Cancel Open ETH
OpenedSaleETH	r
Opened Sale ETH
CancelOnly	s
Cancel Only
CancelOnlyETH	t
Cancel Only ETH
LateOpenETH	u
Late Open ETH
AutoExecutionETH	v
Auto Execution ETH
Reopen	w
Reopen
ReopenETH	x
Reopen ETH
Adjusted	y
Adjusted
AdjustedETH	z
Adjusted ETH

TradeHandlingInstr

Encoding:

char

Specified how the Trade Capture Report should be handled by the Respondent.
Case	Tag
TradeConfirmation	0
Trade Confirmation
TwoPartyReport	1
Two-Party Report
OnePartyReportForMatching	2
One-Party Report for Matching
OnePartyReportForPassThrough	3
One-Party Report for Pass Through
AutomatedFloorOrderRouting	4
Automated Floor Order Routing

TradeReportRejectReason

Encoding:

int

Reason Trade Capture Request was rejected. 100+ Reserved and available for bi-laterally agreed upon user-defined values
Case	Tag
Successful	0
Successful (default)
InvalidPartyOnformation	1
Invalid party onformation
UnknownInstrument	2
Unknown instrument
UnauthorizedToReportTrades	3
Unauthorized to report trades
InvalidTradeType	4
Invalid trade type
Other	99
Other

TradeReportTransType

Encoding:

int

Identifies Trade Report message transaction type (Prior to FIX 4.4 this field was of type char)
Case	Tag
New	0
New
Cancel	1
Cancel
Replace	2
Replace
Release	3
Release
Reverse	4
Reverse
CancelDueToBackOutOfTrade	5
Cancel Due To Back Out of Trade

TradeReportType

Encoding:

int

Type of Trade Report
Case	Tag
Submit	0
Submit
Alleged	1
Alleged
Accept	2
Accept
Decline	3
Decline
Addendum	4
Addendum
No	5
No/Was
TradeReportCancel	6
Trade Report Cancel
LockedIn	7
(Locked-In) Trade Break
Defaulted	8
Defaulted
InvalidCMTA	9
Invalid CMTA
Pended	10
Pended
AllegedNew	11
Alleged New
AllegedAddendum	12
Alleged Addendum
AllegedNo	13
Alleged No/Was
AllegedTradeReportCancel	14
Alleged Trade Report Cancel
AllegedTradeBreak	15
Alleged (Locked-In) Trade Break

TradeRequestResult

Encoding:

int

Result of Trade Request 4000+ Reserved and available for bi-laterally agreed upon user-defined values
Case	Tag
Successful	0
Successful (default)
InvalidOrUnknownInstrument	1
Invalid or unknown instrument
InvalidTypeOfTradeRequested	2
Invalid type of trade requested
InvalidParties	3
Invalid parties
InvalidTransportTypeRequested	4
Invalid transport type requested
InvalidDestinationRequested	5
Invalid destination requested
TradeRequestTypeNotSupported	8
TradeRequestType not supported
NotAuthorized	9
Unauthorized ror Trade Capture Report Request
Other	99
Other

TradeRequestStatus

Encoding:

int

Status of Trade Request.
Case	Tag
Accepted	0
Accepted
Completed	1
Completed
Rejected	2
Rejected

TradeRequestType

Encoding:

int

Type of Trade Capture Report.
Case	Tag
AllTrades	0
All Trades
MatchedTradesMatchingCriteria	1
Matched trades matching criteria provided on request (Parties, ExecID, TradeID, OrderID, Instrument, InputSource, etc.)
UnmatchedTradesThatMatchCriteria	2
Unmatched trades that match criteria
UnreportedTradesThatMatchCriteria	3
Unreported trades that match criteria
AdvisoriesThatMatchCriteria	4
Advisories that match criteria

TradedFlatSwitch

Encoding:

Boolean

Driver and part of trade in the event that the Security Master file was wrong at the point of entry(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
Case	Tag
NotTradedFlat	N
Not Traded Flat
TradedFlat	Y
Traded Flat

TrdRegTimestampType

Encoding:

int

Traded / Regulatory timestamp type. Note of Applicability: values are required in US futures markets by the CFTC to support computerized trade reconstruction. (see Volume : "Glossary" for value definitions)
Case	Tag
ExecutionTime	1
Execution Time
TimeIn	2
Time In
TimeOut	3
Time Out
BrokerReceipt	4
Broker Receipt
BrokerExecution	5
Broker Execution
DeskReceipt	6
Desk Receipt

TrdRptStatus

Encoding:

int

Trade Report Status
Case	Tag
Accepted	0
Accepted
Rejected	1
Rejected
AcceptedWithErrors	3
Accepted with errors

TrdSubType

Encoding:

int

Further qualification to the trade type
Case	Tag
CMTA	0
CMTA
InternalTransferOrAdjustment	1
Internal transfer or adjustment
ExternalTransferOrTransferOfAccount	2
External transfer or transfer of account
RejectForSubmittingSide	3
Reject for submitting side
AdvisoryForContraSide	4
Advisory for contra side
OffsetDueToAnAllocation	5
Offset due to an allocation
OnsetDueToAnAllocation	6
Onset dut to an allocation
DifferentialSpread	7
Differential spread
ImpliedSpreadLegExecutedAgainstAnOutright	8
Implied spread leg executed against an outright
TransactionFromExercise	9
Transaction from exercise
TransactionFromAssignment	10
Transaction from assignment
ACATS	11
ACATS
AI	14
AI (Automated input facility disabled in response to an exchange request.)
B	15
B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.)
K	16
K (Transaction using block trade facility.)
LC	17
LC (Correction submitted more than three days after publication of the original trade report.)
M	18
M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.)
N	19
N (Non-protected portfolio transaction or a fully disclosed portfolio transaction)
NM	20
NM ( i) transaction where Exchange has granted permission for non-publication
ii)IDB is reporting as seller
iii) submitting a transaction report to the Exchange, where the transaction report is not also a trade report.)
NR	21
NR (Non-risk transaction in a SEATS security other than an AIM security)
P	22
P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities)
PA	23
PA (Protected transaction notification)
PC	24
PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system)
PN	25
PN (Worked principal notification for a portfolio transaction which includes order book securities)
R	26
R ( (i) riskless principal transaction between non-members where the buying and selling transactions are executed at different prices or on different terms (requires a trade report with trade type indicator R for each transaction)
(ii) market maker is reporting all the legs of a riskless principal transaction where the buying and selling transactions are executed at different prices (requires a trade report with trade type indicator R for each transaction)or
(iii) market maker is reporting the onward leg of a riskless principal transaction where the legs are executed at different prices, and another market maker has submitted a trade report using trade type indicator M for the first leg (this requires a single trade report with trade type indicator R).)
RO	27
RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant)
RT	28
RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security)
SW	29
SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock))
T	30
T (If reporting a single protected transaction)
WN	31
WN (Worked principal notification for a single order book security)
WT	32
WT (Worked principal transaction (other than a portfolio transaction))

TrdType

Encoding:

int

Type of Trade:
Case	Tag
RegularTrade	0
Regular Trade
BlockTrade	1
Block Trade
EFP	2
EFP (Exchange for physical)
Transfer	3
Transfer
LateTrade	4
Late Trade
TTrade	5
T Trade
WeightedAveragePriceTrade	6
Weighted Average Price Trade
BunchedTrade	7
Bunched Trade
LateBunchedTrade	8
Late Bunched Trade
PriorReferencePriceTrade	9
Prior Reference Price Trade
AfterHoursTrade	10
After Hours Trade
ExchangeForRisk	11
Exchange for Risk (EFR)
ExchangeForSwap	12
Exchange for Swap (EFS )
ExchangeOfFuturesFor	13
Exchange of Futures for (in Market) Futures (EFM ) (e,g, full sized for mini)
ExchangeOfOptionsForOptions	14
Exchange of Options for Options (EOO)
TradingAtSettlement	15
Trading at Settlement
AllOrNone	16
All or None
FuturesLargeOrderExecution	17
Futures Large Order Execution
ExchangeOfFuturesForFutures	18
Exchange of Futures for Futures (external market) (EFF)
OptionInterimTrade	19
Option Interim Trade
OptionCabinetTrade	20
Option Cabinet Trade
PrivatelyNegotiatedTrades	22
Privately Negotiated Trades
SubstitutionOfFuturesForForwards	23
Substitution of Futures for Forwards
ErrorTrade	24
Error trade
SpecialCumDividend	25
Special cum dividend (CD)
SpecialExDividend	26
Special ex dividend (XD)
SpecialCumCoupon	27
Special cum coupon (CC)
SpecialExCoupon	28
Special ex coupon (XC)
CashSettlement	29
Cash settlement (CS)
SpecialPrice	30
Special price (usually net- or all-in price) (SP)
GuaranteedDelivery	31
Guaranteed delivery (GD)
SpecialCumRights	32
Special cum rights (CR)
SpecialExRights	33
Special ex rights (XR)
SpecialCumCapitalRepayments	34
Special cum capital repayments (CP)
SpecialExCapitalRepayments	35
Special ex capital repayments (XP)
SpecialCumBonus	36
Special cum bonus (CB)
SpecialExBonus	37
Special ex bonus (XB)
LargeTrade	38
Block trade (same as large trade)
WorkedPrincipalTrade	39
Worked principal trade (UK-specific)
BlockTrades	40
Block Trades - after market
NameChange	41
Name change
PortfolioTransfer	42
Portfolio transfer
ProrogationBuy	43
Prorogation buy - Euronext Paris only. Is used to defer settlement under French SRD (deferred settlement system) . Trades must be reported as crosses at zero price
ProrogationSell	44
Prorogation sell - see prorogation buy
OptionExercise	45
Option exercise
DeltaNeutralTransaction	46
Delta neutral transaction
FinancingTransaction	47
Financing transaction (includes repo and stock lending)

TriggerAction

Encoding:

char

Defines the type of action to take when the trigger hits.
Case	Tag
Activate	1
Activate
Modify	2
Modify
Cancel	3
Cancel

TriggerOrderType

Encoding:

char

The OrdType the order should have after the trigger has hit. Required to express orders that change from Limit to Market. Other values from OrdType (40) may be used if appropriate and bilaterally agreed upon.
Case	Tag
Market	1
Market
Limit	2
Limit

TriggerPriceDirection

Encoding:

char

The side from which the trigger price is reached.
Case	Tag
Down	D
Trigger if the price of the specified type goes DOWN to or through the specified Trigger Price.
Up	U
Trigger if the price of the specified type goes UP to or through the specified Trigger Price.

TriggerPriceType

Encoding:

char

The type of price that the trigger is compared to.
Case	Tag
BestOffer	1
Best Offer
LastTrade	2
Last Trade
BestBid	3
Best Bid
BestBidOrLastTrade	4
Best Bid or Last Trade
BestOfferOrLastTrade	5
Best Offer or Last Trade
BestMid	6
Best Mid

TriggerPriceTypeScope

Encoding:

char

Defines the type of price protection the customer requires on their order.
Case	Tag
FIXNone	0
None
Local	1
Local (Exchange, ECN, ATS)
National	2
National (Across all national markets)
Global	3
Global (Across all markets)

TriggerType

Encoding:

char

Defines when the trigger will hit, i.e. the action specified by the trigger instructions will come into effect.
Case	Tag
PartialExecution	1
Partial Execution
SpecifiedTradingSession	2
Specified Trading Session
NextAuction	3
Next Auction
PriceMovement	4
Price Movement

UnderlyingCashType

Encoding:

string

Specific to the <UnderlyingInstrument> Used for derivatives that deliver into cash underlying.
Case	Tag
DIFF	DIFF
DIFF
FIXED	FIXED
FIXED

UnderlyingFXRateCalc

Encoding:

char

Specifies whether the UnderlyingFxRate (1045) should be multiplied or divided.
Case	Tag
Divide	D
Divide
Multiply	M
Multiply

UnderlyingSettlementType

Encoding:

int

Indicates order settlement period for the underlying instrument.
Case	Tag
TPlus1	2
T+1
TPlus3	4
T+3
TPlus4	5
T+4

UnitofMeasure

Encoding:

string

Physical unit of measure for Derivative products. NOTE: Additional values may be used by mutual agreement of the counterparties (http://www.unc.edu/~rowlett/units/index.html is a good source for units)
Case	Tag
Barrels	Bbl
Barrels
BillionCubicFeet	Bcf
Billion cubic feet
Bushels	Bu
Bushels
Gallons	Gal
Gallons
OneMillionBTU	MMBtu
One Million BTU
MillionBarrels	MMbbl
Million Barrels
MegawattHours	MWh
Megawatt hours
USDollars	USD
US Dollars
Pounds	lbs
pounds
TroyOunces	oz_tr
Troy Ounces
MetricTons	t
Metric Tons (aka Tonne)
Tons	tn
Tons (US)

UnsolicitedIndicator

Encoding:

Boolean

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

Urgency

Encoding:

char

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

UserRequestType

Encoding:

int

Indicates the action required by a User Request Message
Case	Tag
LogOnUser	1
Log On User
LogOffUser	2
Log Off User
ChangePasswordForUser	3
Change Password For User
RequestIndividualUserStatus	4
Request Individual User Status

UserStatus

Encoding:

int

Indicates the status of a user
Case	Tag
LoggedIn	1
Logged In
NotLoggedIn	2
Not Logged In
UserNotRecognised	3
User Not Recognised
PasswordIncorrect	4
Password Incorrect
PasswordChanged	5
Password Changed
Other	6
Other

WorkingIndicator

Encoding:

Boolean

Indicates if the order is currently being worked. Applicable only for OrdStatus = "New". For open outcry markets this indicates that the order is being worked in the crowd. For electronic markets it indicates that the order has transitioned from a contingent order to a market order.
Case	Tag
NotWorking	N
Order has been accepted but not yet in a working state
Working	Y
Order is currently being worked

YieldType

Encoding:

string

Type of yield. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
Case	Tag
AfterTaxYield	AFTERTAX
After Tax Yield (Municipals)
AnnualYield	ANNUAL
Annual Yield
YieldAtIssue	ATISSUE
Yield At Issue (Municipals)
YieldToAverageMaturity	AVGMATURITY
Yield To Avg Maturity
BookYield	BOOK
Book Yield
YieldToNextCall	CALL
Yield to Next Call
YieldChangeSinceClose	CHANGE
Yield Change Since Close
ClosingYield	CLOSE
Closing Yield
CompoundYield	COMPOUND
Compound Yield
CurrentYield	CURRENT
Current Yield
GvntEquivalentYield	GOVTEQUIV
Gvnt Equivalent Yield
TrueGrossYield	GROSS
True Gross Yield
YieldWithInflationAssumption	INFLATION
Yield with Inflation Assumption
InverseFloaterBondYield	INVERSEFLOATER
Inverse Floater Bond Yield
MostRecentClosingYield	LASTCLOSE
Most Recent Closing Yield
ClosingYieldMostRecentMonth	LASTMONTH
Closing Yield Most Recent Month
ClosingYieldMostRecentQuarter	LASTQUARTER
Closing Yield Most Recent Quarter
ClosingYieldMostRecentYear	LASTYEAR
Closing Yield Most Recent Year
YieldToLongestAverageLife	LONGAVGLIFE
Yield to Longest Average Life
MarkToMarketYield	MARK
Mark to Market Yield
YieldToMaturity	MATURITY
Yield to Maturity
YieldToNextRefund	NEXTREFUND
Yield to Next Refund (Sinking Fund Bonds)
OpenAverageYield	OPENAVG
Open Average Yield
PreviousCloseYield	PREVCLOSE
Previous Close Yield
ProceedsYield	PROCEEDS
Proceeds Yield
YieldToNextPut	PUT
Yield to Next Put
SemiAnnualYield	SEMIANNUAL
Semi-annual Yield
YieldToShortestAverageLife	SHORTAVGLIFE
Yield to Shortest Average Life
SimpleYield	SIMPLE
Simple Yield
TaxEquivalentYield	TAXEQUIV
Tax Equivalent Yield
YieldToTenderDate	TENDER
Yield to Tender Date
TrueYield	TRUE
True Yield
YieldValueOf32nds	VALUE1_32
Yield Value Of 1/32
YieldToWorst	WORST
Yield To Worst

week

Encoding:

string


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

FIX_5_0

DataTypes

Basic Types

Compound Types

Atomic Alias Types

Set Alias Types

Message Declarations

6: IOI

7: Advertisement

8: ExecutionReport

9: OrderCancelReject

AA: DerivativeSecurityList

AB: NewOrderMultileg

AC: MultilegOrderCancelReplace

AD: TradeCaptureReportRequest

AE: TradeCaptureReport

AF: OrderMassStatusRequest

AG: QuoteRequestReject

AH: RFQRequest

AI: QuoteStatusReport

AJ: QuoteResponse

AK: Confirmation

AL: PositionMaintenanceRequest

AM: PositionMaintenanceReport

AN: RequestForPositions

AO: RequestForPositionsAck

AP: PositionReport

AQ: TradeCaptureReportRequestAck

AR: TradeCaptureReportAck

AS: AllocationReport

AT: AllocationReportAck

AU: ConfirmationAck

AV: SettlementInstructionRequest

AW: AssignmentReport

AX: CollateralRequest

AY: CollateralAssignment

AZ: CollateralResponse

B: News

BA: CollateralReport

BB: CollateralInquiry

BC: NetworkCounterpartySystemStatusRequest

BD: NetworkCounterpartySystemStatusResponse

BE: UserRequest

BF: UserResponse

BG: CollateralInquiryAck

BH: ConfirmationRequest

BI: TradingSessionListRequest

BJ: TradingSessionList

BK: SecurityListUpdateReport

BL: AdjustedPositionReport

BM: AllocationInstructionAlert

BN: ExecutionAcknowledgement

BO: ContraryIntentionReport

BP: SecurityDefinitionUpdateReport

C: Email

D: NewOrderSingle

E: NewOrderList

F: OrderCancelRequest

G: OrderCancelReplaceRequest

H: OrderStatusRequest

J: AllocationInstruction

K: ListCancelRequest

L: ListExecute

M: ListStatusRequest

N: ListStatus

P: AllocationInstructionAck

Q: DontKnowTrade

R: QuoteRequest

S: Quote

T: SettlementInstructions

V: MarketDataRequest

W: MarketDataSnapshotFullRefresh

X: MarketDataIncrementalRefresh

Y: MarketDataRequestReject

Z: QuoteCancel

a: QuoteStatusRequest

b: MassQuoteAcknowledgement

c: SecurityDefinitionRequest

d: SecurityDefinition

e: SecurityStatusRequest