Fields By Name

Account mnemonic as agreed between broker and institution.

Unique identifier of Advertisement (7) message

Reference identifier used with CANCEL and REPLACE transaction types.

Broker's side of advertised trade

Identifies Advertisement (7) message transaction type

Sub-account mnemonic

Unique identifier for allocation record.

Identifies reason for rejection.

Number of shares to be allocated to specific sub-account

Identifies status of allocation.

Identifies allocation transaction type

Indicates number of decimal places to be used for average pricing. Absence of this field indicates that default precision arranged by the broker/institution is to be used.

Calculated average price of all fills on this order.

Message sequence number of first record in range to be resent

Identifies beginning of new message and protocol version. ALWAYS FIRST FIELD IN MESSAGE. (Always unencrypted)

Bid price/rate

Quantity of bid

Message length, in bytes, forward to the CheckSum (10) field. ALWAYS SECOND FIELD IN MESSAGE. (Always unencrypted)

Broker to receive trade credit

Three byte, simple checksum (see Appendix B of FIX Specification for description). ALWAYS LAST FIELD IN RECORD; i.e. serves, with the trailing <SOH>, as the end-of-record delimiter. Always defined as three characters. (Always unencrypted)

Unique identifier for Order as assigned by institution. Uniqueness must be guaranteed within a single trading day. Firms which electronically submit multi-day orders should consider embedding a date within the ClOrdID (11) field to assure uniqueness across days.

Firm identifier used in third party-transactions.

Commission type

Commission

Total number of shares filled.

Identifies currency used for price, Absence of this field in a message is interpreted as US dollars. See Appendix A for information on obtaining valid values.

Total number of shares canceled for this order.

Code to identify reason for cancel rejection.

Defines if cancel is for part or all of the remaining quantity of an order.

Reason for execution rejection.

Assigned value used to identify the firm targeted to receive the message if the message is delivered by a third party i.e. the third party firm identifier would be delivered in the TargetCompID (56) field and the ultimate receiver firm ID in this field.

Assigned value used to identify specific message recipient (desk, trader, etc.) if the message is delivered by a third party

Free format text field to indicate delivery instructions

Email message type.

Method of encryption.

Message sequence number of last record in range to be resent. If request is for a single record BeginSeqNo (7) = EndSeqNo (16) . If request is for all messages subsequent to a particular message, EndSeqNo (16) = '999999'

Execution destination as defined by institution when order is entered.

Identifies executing/give-up broker. Standard NASD market-maker mnemonic is preferred.

Unique identifier of execution message as assigned by broker (will be 0 (zero) for ExecTransType (20) =3 (Status)).

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.

Reference identifier used with Cancel and Correct transaction types.

Identifies transaction type

Time/Date of order expiration (always expressed in GMT)

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

Specific date of trade settlement in YYYYMMDD format. Required when SettlmntTyp (63) = 6 (Future) or SettlmntTyp (63) = 8 (Sellers Option). (expressed in local time at place of settlement)

Indicates that the Sequence Reset (4) message is replacing administrative or application messages which will not be resent.

Instructions for order handling on Broker trading floor

Heartbeat interval (seconds)

Identifies class of alternative SecurityID (48)

Indicates that Indication of Interest (6) 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.

Indicates if, and on which other services, the indication has been advertised. Each character represents an additional service (e.g. if on Bridge and Autex, field = BA, if only on Autex, field = A)

Relative quality of indication

Code to qualify Indication of Interest (6) use.

Reference identifier used with CANCEL and REPLACE, transaction types.

Number of shares in numeric or relative size.

Identifies Indication of Interest (6) message transaction type

Unique identifier of Indication of Interest (6) message.

Company name of security issuer (e.g. International Business Machines)

Broker capacity in order execution

Market of execution for last fill

Price of last fill. Field not required for ExecTransType (20) = 3 (Status)

Quantity of shares bought/sold on this fill. Field not required for ExecTransType (20) = 3 (Status)

Identifies number of lines of text body

Free format text message containing list handling and execution instructions.

Customer assigned listUnique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID (66) field to assure uniqueness across days.

Total number of orders within list (i.e. ListSeqNo (67) of TotNoOrders (68) , e.g. 2 of 25, 3 of 25, . . . )

Sequence of individual order within list (i.e. ListSeqNo (67) of ListNoOrds (68) , 2 of 25, 3 of 25, . . . )

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

Maximum number of shares within an order to be shown on the exchange floor at any given time.

Minimum quantity of an order to be executed.

Miscellaneous fee value

Currency of miscellaneous fee

Indicates type of miscellaneous fee.

Integer message sequence number.

Defines message type. ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted)

Total amount due as the result of the transaction (e.g. for Buy order - principal + commission + fees) reported in currency of execution.

New sequence number

Number of AllocAccount (79) / AllocQty (80) / ProcessCode (81) instances included in allocation record.

Number of delivery instruction fields to follow

No of execution record groups to follow.

Number of repeating groups of miscellaneous fees

Indicates number of orders to be combined for average pricing and allocation.

Total number of reports within series.

Offer price/rate

Quantity of offer

Assigned value used to identify firm originating message if the message was delivered by a third party i.e. the third party firm identifier would be delivered in the SenderCompID (49) field and the firm originating the message in this field.

Assigned value used to identify specific message originator (desk, trader, etc.) if the message was delivered by a third party

For options only.

Code to identify reason for order rejection.

Identifies current status of order.

Order type.

Unique identifier for Order as assigned by broker. Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID (37) field to assure uniqueness across days.

Number of shares ordered

Original order id as assigned by the institution, used to identify original order in cancel and cancel/replace requests.

Original time of message transmission (always expressed in GMT) when transmitting orders as the result of a resend request.

Time of message origination (always expressed in GMT)

Indicates possible retransmission of message with this sequence number

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

Previous closing price of security.

Price per share

Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocQty (80) / ProcessCode (81) instance indicates regular trade.

Unique identifier for quote

Unique identifier for Quote Request (R)

Unformatted raw data, can include bitmaps, word processor documents, etc.

Number of bytes in raw data field.

Reference identifier to be used with Replace and Cancel AllocTransType (71) records.

Reference message sequence number

Symbol of issue related to story. Can be repeated within message to identify multiple companies.

Identifies party of trade responsible for exchange reporting.

Sequence number of message within report series.

Indicates order type upon which exchange Rule 80A is applied.

Actual encrypted data stream

Length of encrypted message

Security description.

CUSIP or other alternate security identifier

Assigned value used to identify firm sending message.

Assigned value used to identify specific message originator (desk, trader, etc.)

Time of message transmission (always expressed in GMT)

Total amount due expressed in settlement currency (includes the effect of the forex transaction)

Currency code of settlement denomination.

Indicates order settlement period. Absence of this field is interpreted as Regular. Regular is defined as the default settlement period for the particular security on the exchange of execution.

Number of shares

Side of order

Electronic signature

Number of bytes in signature field.

Price per share

Ticker symbol

Additional information about the security (e.g. preferred, warrants, etc.). Absence of this field indicates common.

Assigned value used to identify receiving firm.

Assigned value used to identify specific individual or unit intended to receive message. 'ADMIN' reserved for administrative messages not intended for a specific user.

Identifier included in Test Request (1) message to be returned in resulting Heartbeat (0)

Free format text string

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

Indicates date of trade referenced in this record in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade).

Time of execution/order creation (expressed in GMT)

Urgency flag

Indicates expiration time of indication message (always expressed in GMT)

Identifier to aid in the management of multiple lists derived from a single, master list.