Fields By Tag

Name Description
(1) Account

Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.

(2) AdvId

Unique identifier of Advertisement (7) message.

(3) AdvRefID

Reference identifier used with CANCEL and REPLACE transaction types.

(4) AdvSide

Broker's side of advertised trade

(5) AdvTransType

Identifies Advertisement (7) message transaction type

(6) AvgPx

Calculated average price of all fills on this order.

(7) BeginSeqNo

Message sequence number of first message in range to be resent

(8) BeginString

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

(9) BodyLength

Message length, in bytes, is verified by counting the number of characters in the message following the BodyLength (9) field up to, and including, the delimiter immediately preceding the CheckSum (10) field. ALWAYS SECOND FIELD IN MESSAGE. (Always unencrypted) For example, for message 8=FIX 4.4^9=5^35=0^10=10^, the BodyLength is 5 for 35=0^

(10) CheckSum

Three byte, simple checksum (see Volume 2: "Checksum Calculation" of FIX Specification for description). ALWAYS LAST FIELD IN MESSAGE; i.e. serves, with the trailing <SOH>, as the end-of-message delimiter. Always defined as three characters. (Always unencrypted)

(11) ClOrdID

Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (115) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID (11) field.

(12) Commission

Commission. Note if CommType (13) is percentage, Commission of 5% should be represented as .05.

(13) CommType

Commission type

(14) CumQty

Total quantity (e.g. number of shares) filled.

(15) Currency

Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible.

(16) EndSeqNo

Message sequence number of last message in range to be resent. If request is for a single message BeginSeqNo (7) = EndSeqNo (16) . If request is for all messages subsequent to a particular message, EndSeqNo (16) = "0" (representing infinity).

(17) ExecID

Unique identifier of Execution Report (8) message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType (150) =I (Order Status)).

(18) ExecInst

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.

(19) ExecRefID

Reference identifier used with Trade Cancel and Trade Correct execution types.

(21) HandlInst

Instructions for order handling on Broker trading floor

(22) SecurityIDSource

Identifies class or source of the SecurityID (48) value. Required if SecurityID (48) is specified.

(23) IOIid

Unique identifier of Indication of Interest (6) message.

(25) IOIQltyInd

Relative quality of indication

(26) IOIRefID

Reference identifier used with CANCEL and REPLACE, transaction types.

(27) IOIQty

Quantity (e.g. number of shares) in numeric form or relative size.

(28) IOITransType

Identifies Indication of Interest (6) message transaction type

(29) LastCapacity

Broker capacity in order execution

(30) LastMkt

Market of execution for last fill, or an indication of the market where an order was routed

(31) LastPx

Price of this (last) fill.

(32) LastQty

Quantity (e.g. shares) bought/sold on this (last) fill.

(33) LinesOfText

Identifies number of lines of text body

(34) MsgSeqNum

Integer message sequence number.

(35) MsgType

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

(36) NewSeqNo

New sequence number

(37) OrderID

Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). 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.

(38) OrderQty

Quantity ordered. This represents the number of shares for equities or par, face or nominal value for FI instruments.

(39) OrdStatus

Identifies current status of order.

(40) OrdType

Order type.

(41) OrigClOrdID

ClOrdID (11) of the previous order (NOT the initial order of the day) as assigned by the institution, used to identify the previous order in cancel and cancel/replace requests.

(42) OrigTime

Time of message origination (always expressed in UTC (Universal Time Coordinated, also known as "GMT"))

(43) PossDupFlag

Indicates possible retransmission of message with this sequence number

(44) Price

Price per unit of quantity (e.g. per share)

(45) RefSeqNum

Reference message sequence number

(48) SecurityID

Security identifier value of SecurityIDSource (22) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityIDSource (22) .

(49) SenderCompID

Assigned value used to identify firm sending message.

(50) SenderSubID

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

(52) SendingTime

Time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

(53) Quantity

Overall/total quantity (e.g. number of shares)

(54) Side

Side of order

(55) Symbol

Ticker symbol. Common, "human understood" representation of the security. SecurityID (48) value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles).

(56) TargetCompID

Assigned value used to identify receiving firm.

(57) TargetSubID

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

(58) Text

Free format text string

(59) TimeInForce

Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders.

(60) TransactTime

Time of execution/order creation (expressed in UTC - Universal Time Coordinated, also known as "GMT")

(61) Urgency

Urgency flag

(62) ValidUntilTime

Indicates expiration time of indication message (always expressed in UTC - Universal Time Coordinated, also known as "GMT")

(63) SettlType

Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettlDate (64) are omitted, the default for SettlType (63) is 0 (Regular).

(64) SettlDate

Specific date of trade settlement (SettlementDate) in YYYYMMDD format.

(65) SymbolSfx

Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType (167) .

(66) ListID

Unique 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.

(67) ListSeqNo

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

(68) TotNoOrders

Total number of list order entries across all messages. Should be the sum of all NoOrders (73) in each message that has repeating list order entries related to the same ListID (66) . Used to support fragmentation.

(69) ListExecInst

Free format text message containing list handling and execution instructions.

(70) AllocID

Unique identifier for Allocation Instruction (J) message.

(71) AllocTransType

Identifies allocation transaction type

(72) RefAllocID

Reference identifier to be used with AllocTransType (71) = Replace or Cancel

(73) NoOrders

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

(74) AvgPxPrecision

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.

(75) TradeDate

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

(77) PositionEffect

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.

(78) NoAllocs

Number of repeating AllocAccount (79) / AllocPrice (366) entries.

(79) AllocAccount

Sub-account mnemonic

(80) AllocQty

Quantity to be allocated to specific sub-account

(81) ProcessCode

Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) / AllocQty (80) / ProcessCode (81) instance indicates regular trade.

(82) NoRpts

Total number of reports within series.

(83) RptSeq

Sequence number of message within report series.

(84) CxlQty

Total quantity canceled for this order.

(85) NoDlvyInst

Number of delivery instruction fields to in repeating group.

(87) AllocStatus

Identifies status of allocation.

(88) AllocRejCode

Identifies reason for rejection.

(89) Signature

Electronic signature

(90) SecureDataLen

Length of encrypted message

(91) SecureData

Actual encrypted data stream

(93) SignatureLength

Number of bytes in signature field.

(94) EmailType

Email message type.

(95) RawDataLength

Number of bytes in raw data field.

(96) RawData

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

(97) PossResend

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

(98) EncryptMethod

Method of encryption.

(99) StopPx

Price per unit of quantity (e.g. per share)

(100) ExDestination

Execution destination as defined by institution when order is entered.

(102) CxlRejReason

Code to identify reason for cancel rejection.

(103) OrdRejReason

Code to identify reason for order rejection.

(104) IOIQualifier

Code to qualify Indication of Interest (6) use.

(106) Issuer

Name of security issuer (e.g. International Business Machines, GNMA).

(107) SecurityDesc

Security description.

(108) HeartBtInt

Heartbeat interval (seconds)

(110) MinQty

Minimum quantity of an order to be executed.

(111) MaxFloor

Maximum quantity (e.g. number of shares) within an order to be shown on the exchange floor at any given time.

(112) TestReqID

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

(113) ReportToExch

Identifies party of trade responsible for exchange reporting.

(114) LocateReqd

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

(115) OnBehalfOfCompID

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.

(116) OnBehalfOfSubID

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

(117) QuoteID

Unique identifier for quote

(118) NetMoney

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

(119) SettlCurrAmt

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

(120) SettlCurrency

Currency code of settlement denomination.

(121) ForexReq

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

(122) OrigSendingTime

Original time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT") when transmitting orders as the result of a resend request.

(123) GapFillFlag

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

(124) NoExecs

No of execution repeating group entries to follow.

(126) ExpireTime

Time/Date of order expiration (always expressed in UTC - Universal Time Coordinated, also known as "GMT")

(127) DKReason

Reason for execution rejection.

(128) DeliverToCompID

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.

(129) DeliverToSubID

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

(130) IOINaturalFlag

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.

(131) QuoteReqID

Unique identifier for Quote Request (R)

(132) BidPx

Bid price/rate

(133) OfferPx

Offer price/rate

(134) BidSize

Quantity of bid

(135) OfferSize

Quantity of offer

(136) NoMiscFees

Number of repeating groups of miscellaneous fees

(137) MiscFeeAmt

Miscellaneous fee value

(138) MiscFeeCurr

Currency of miscellaneous fee

(139) MiscFeeType

Indicates type of miscellaneous fee.

(140) PrevClosePx

Previous closing price of security.

(141) ResetSeqNumFlag

Indicates that the both sides of the FIX session should reset sequence numbers.

(142) SenderLocationID

Assigned value used to identify specific message originator's location (i.e. geographic location and/or desk, trader)

(143) TargetLocationID

Assigned value used to identify specific message destination's location (i.e. geographic location and/or desk, trader)

(144) OnBehalfOfLocationID

Assigned value used to identify specific message originator's location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party

(145) DeliverToLocationID

Assigned value used to identify specific message recipient's location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party

(146) NoRelatedSym

Specifies the number of repeating symbols specified.

(147) Subject

The subject of an Email (C) message

(148) Headline

The headline of a News (B) message

(149) URLLink

A URI (Uniform Resource Identifier) or URL (Uniform Resource Locator) link to additional information (i.e. http://en.wikipedia.org/wiki/Uniform_Resource_Locator ). See "Appendix 6-B FIX Fields Based Upon Other Standards" of FIX .

(150) ExecType

Describes the specific Execution Report (8) (i.e. Pending Cancel) while OrdStatus (39) will always identify the current order status (i.e. Partially Filled)

(151) LeavesQty

Quantity open for further execution. If the OrdStatus (39) is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty (151) could be 0, otherwise LeavesQty (151) = OrderQty (38) - CumQty (14) .

(152) CashOrderQty

Specifies the approximate order quantity desired in total monetary units vs. as tradeable units (e.g. number of shares). The broker or fund manager (for CIV orders) would be responsible for converting and calculating a tradeable unit (e.g. share) quantity ( OrderQty (38) ) based upon this amount to be used for the actual order and subsequent messages.

(153) AllocAvgPx

AvgPx (6) for a specific AllocAccount (79) .

(154) AllocNetMoney

NetMoney (118) for a specific AllocAccount (79)

(155) SettlCurrFxRate

Foreign exchange rate used to compute SettlCurrAmt (119) from Currency (15) to SettlCurrency (120)

(156) SettlCurrFxRateCalc

Specifies whether or not SettlCurrFxRate (155) should be multiplied or divided.

(157) NumDaysInterest

Number of Days of Interest for convertible bonds and fixed income. Note value may be negative.

(158) AccruedInterestRate

The amount the buyer compensates the seller for the portion of the next coupon interest payment the seller has earned but will not receive from the issuer because the issuer will send the next coupon payment to the buyer. Accrued Interest Rate is the annualized Accrued Interest amount divided by the purchase price of the bond.

(159) AccruedInterestAmt

Amount of Accrued Interest for convertible bonds and fixed income

(160) SettlInstMode

Indicates mode used for Settlement Instructions (T) message.

(161) AllocText

Free format text related to a specific AllocAccount (79) .

(162) SettlInstID

Unique identifier for Settlement Instruction.

(163) SettlInstTransType

Settlement Instructions (T) message transaction type

(164) EmailThreadID

Unique identifier for an email thread (new and chain of replies)

(165) SettlInstSource

Indicates source of Settlement Instructions

(167) SecurityType

Indicates type of security. See also the Product (460) and CFICode (461) fields. It is recommended that CFICode (461) be used instead of SecurityType (167) for non-Fixed Income instruments.

(168) EffectiveTime

Time the details within the message should take effect (always expressed in UTC (Universal Time Coordinated), also known as "GMT")

(169) StandInstDbType

Identifies the Standing Instruction database used

(170) StandInstDbName

Name of the Standing Instruction database represented with StandInstDbType (169) (i.e. the Global Custodian's name).

(171) StandInstDbID

Unique identifier used on the Standing Instructions database for the Standing Instructions to be referenced.

(172) SettlDeliveryType

Identifies type of settlement

(188) BidSpotRate

Bid F/X spot rate.

(189) BidForwardPoints

Bid F/X forward points added to spot rate. May be a negative value.

(190) OfferSpotRate

Offer F/X spot rate.

(191) OfferForwardPoints

Offer F/X forward points added to spot rate. May be a negative value.

(192) OrderQty2

OrderQty (38) of the future part of a F/X swap order.

(193) SettDate2

SettlDate (64) of the future part of a F/X swap order.

(194) LastSpotRate

F/X spot rate.

(195) LastForwardPoints

F/X forward points added to LastSpotRate (194) . May be a negative value.

(196) AllocLinkID

Can be used to link two different Allocation Instruction (J) messages (each with unique AllocID (70) ) together, i.e. for F/X "Netting" or "Swaps". Should be unique.

(197) AllocLinkType

Identifies the type of Allocation Instruction (J) linkage when AllocLinkID (196) is used.

(198) SecondaryOrderID

Assigned by the party which accepts the order. Can be used to provide the OrderID (37) used by an exchange or executing system.

(199) NoIOIQualifiers

Number of repeating groups of IOIQualifiers.

(200) MaturityMonthYear

Can be used with standardized derivatives vs. the MaturityDate (541) field. Month and Year of the maturity (used for standardized futures and options).

(202) StrikePrice

Strike Price for an Option.

(203) CoveredOrUncovered

Used for derivative products, such as options

(206) OptAttribute

Can be used for SecurityType (167) =OPT to identify a particular security. Valid values vary by SecurityExchange: For Exchanges: DTB (Frankfurt), HKSE (Hong Kong), and SOFFEX (Zurich) 0-9 = single digit "version" number assigned by exchange following capital adjustments (0=current, 1=prior, 2=prior to 1, etc).

(207) SecurityExchange

Market used to help identify a security.

(208) NotifyBrokerOfCredit

Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker).

(209) AllocHandlInst

Indicates how the receiver (i.e. third party) of Allocation Instruction (J) message should handle/process the account details.

(210) MaxShow

Maximum quantity (e.g. number of shares) within an order to be shown to other customers (i.e. sent via an Indication of Interest (6) ).

(211) PegOffsetValue

Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType (836)

(212) XmlDataLen

Length of the XmlData (213) data block.

(213) XmlData

Actual XML data stream (e.g. FIXML). See appropriate XML reference (e.g. FIXML). Note: may contain embedded SOH characters.

(214) SettlInstRefID

Reference identifier for the SettlInstID (162) with Cancel and Replace SettlInstTransType (163) transaction types.

(215) NoRoutingIDs

Number of repeating groups of RoutingID (217) and RoutingType (216) values.

(216) RoutingType

Indicates the type of RoutingID (217) specified.

(217) RoutingID

Assigned value used to identify a specific routing destination.

(218) Spread

For Fixed Income. Either Swap Spread or Spread to Benchmark depending upon the order type.

(220) BenchmarkCurveCurrency

Identifies currency used for benchmark curve.

(221) BenchmarkCurveName

Name of benchmark curve.

(222) BenchmarkCurvePoint

Point on benchmark curve. Free form values: e.g. "1Y", "7Y", "INTERPOLATED".

(223) CouponRate

The rate of interest that, when multiplied by the principal, par value, or face value of a bond, provides the currency amount of the periodic interest payment. The coupon is always cited, along with maturity, in any quotation of a bond's price.

(224) CouponPaymentDate

Date interest is to be paid. Used in identifying Corporate Bond issues.

(225) IssueDate

The date on which a bond or stock offering is issued. It may or may not be the same as the effective date ("Dated Date") or the date on which interest begins to accrue ("Interest Accrual Date")

(226) RepurchaseTerm

Number of business days before repurchase of a repo.

(227) RepurchaseRate

Percent of par at which a Repo will be repaid. Represented as a percent, e.g. .9525 represents 95-1/4 percent of par.

(228) Factor

For Fixed Income: Amorization 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.

(229) TradeOriginationDate

Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date.

(230) ExDate

The date when a distribution of interest is deducted from a securities assets or set aside for payment to bondholders. On the ex-date, the securities price drops by the amount of the distribution (plus or minus any market activity).

(231) ContractMultiplier

Specifies the ratio or multiply factor to convert from "nominal" units (e.g. contracts) to total units (e.g. shares) (e.g. 1.0, 100, 1000, etc). Applicable For Fixed Income, Convertible Bonds, Derivatives, etc.

(232) NoStipulations

Number of stipulation entries

(233) StipulationType

For Fixed Income. Type of Stipulation or Prepayment Speeds.

(234) StipulationValue

For Fixed Income. Value of stipulation.

(235) YieldType

Type of yield.

(236) Yield

Yield percentage.

(237) TotalTakedown

The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread.

(238) Concession

Provides the reduction in price for the secondary market in Muncipals.

(239) RepoCollateralSecurityType

Identifies the collateral used in the transaction.

(240) RedemptionDate

Return of investor's principal in a security. Bond redemption can occur before maturity date.

(241) UnderlyingCouponPaymentDate

Underlying security's CouponPaymentDate. See CouponPaymentDate (224) field for description

(242) UnderlyingIssueDate

Underlying security's IssueDate. See IssueDate (225) field for description

(243) UnderlyingRepoCollateralSecurityType

Underlying security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description

(244) UnderlyingRepurchaseTerm

Underlying security's RepurchaseTerm. See RepurchaseTerm (226) field for description

(245) UnderlyingRepurchaseRate

Underlying security's RepurchaseRate. See RepurchaseRate (227) field for description

(246) UnderlyingFactor

Underlying security's Factor. See Factor (228) field for description

(247) UnderlyingRedemptionDate

Underlying security's RedemptionDate. See RedemptionDate (240) field for description

(248) LegCouponPaymentDate

Multileg instrument's individual leg security's CouponPaymentDate. See CouponPaymentDate (224) field for description

(249) LegIssueDate

Multileg instrument's individual leg security's IssueDate. See IssueDate (225) field for description

(250) LegRepoCollateralSecurityType

Multileg instrument's individual leg security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description

(251) LegRepurchaseTerm

Multileg instrument's individual leg security's RepurchaseTerm. See RepurchaseTerm (226) field for description

(252) LegRepurchaseRate

Multileg instrument's individual leg security's RepurchaseRate. See RepurchaseRate (227) field for description

(253) LegFactor

Multileg instrument's individual leg security's Factor. See Factor (228) field for description

(254) LegRedemptionDate

Multileg instrument's individual leg security's RedemptionDate. See RedemptionDate (240) field for description

(255) CreditRating

An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's.

(256) UnderlyingCreditRating

Underlying security's CreditRating. See CreditRating (255) field for description

(257) LegCreditRating

Multileg instrument's individual leg security's CreditRating. See CreditRating (255) field for description

(258) TradedFlatSwitch

Driver and part of trade in the event that the Security Master file was wrong at the point of entry

(259) BasisFeatureDate

BasisFeatureDate (259) allows requesting firms within fixed income the ability to request an alternative yield-to-worst, -maturity, -extended or other call. This flows through the confirm process.

(260) BasisFeaturePrice

Price for BasisFeatureDate. See BasisFeatureDate (259)

(262) MDReqID

Unique identifier for Market Data Request (V)

(263) SubscriptionRequestType

Subscription Request Type

(264) MarketDepth

Depth of market for Book Snapshot

(265) MDUpdateType

Specifies the type of Market Data update.

(266) AggregatedBook

Specifies whether or not book entries should be aggregated. Broker option if not specified.

(267) NoMDEntryTypes

Number of MDEntryType (269) fields requested.

(268) NoMDEntries

Number of entries in Market Data message.

(269) MDEntryType

Type Market Data entry.

(270) MDEntryPx

Price of the Market Data Entry.

(271) MDEntrySize

Quantity or volume represented by the Market Data Entry.

(272) MDEntryDate

Date of Market Data Entry.

(273) MDEntryTime

Time of Market Data Entry.

(274) TickDirection

Direction of the "tick".

(275) MDMkt

Market posting quote / trade.

(276) QuoteCondition

Space-delimited list of conditions describing a quote.

(277) TradeCondition

Space-delimited list of conditions describing a trade

(278) MDEntryID

Unique Market Data Entry identifier.

(279) MDUpdateAction

Type of Market Data update action.

(280) MDEntryRefID

Refers to a previous MDEntryID (278) .

(281) MDReqRejReason

Reason for the rejection of a Market Data Request (V) .

(282) MDEntryOriginator

Originator of a Market Data Entry

(283) LocationID

Identification of a Market Maker's location

(284) DeskID

Identification of a Market Maker's desk

(285) DeleteReason

Reason for deletion.

(286) OpenCloseSettlFlag

Flag that identifies a market data entry.

(287) SellerDays

Specifies the number of days that may elapse before delivery of the security

(288) MDEntryBuyer

Buying party in a trade

(289) MDEntrySeller

Selling party in a trade

(290) MDEntryPositionNo

Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1.

(291) FinancialStatus

Identifies a firm's financial status.

(292) CorporateAction

Identifies the type of Corporate Action.

(293) DefBidSize

Default Bid Size.

(294) DefOfferSize

Default Offer Size.

(295) NoQuoteEntries

The number of quote entries for a QuoteSet.

(296) NoQuoteSets

The number of sets of quotes in the message.

(297) QuoteStatus

Identifies the status of the quote acknowledgement.

(298) QuoteCancelType

Identifies the type of quote cancel.

(299) QuoteEntryID

Uniquely identifies the quote as part of a QuoteSet.

(300) QuoteRejectReason

Reason quote was rejected.

(301) QuoteResponseLevel

Level of Response requested from receiver of quote messages.

(302) QuoteSetID

Unique id for the QuoteSet.

(303) QuoteRequestType

Indicates the type of Quote Request (R) being generated

(304) TotNoQuoteEntries

Total number of quotes for the QuoteSet across all messages. Should be the sum of all NoQuoteEntries (295) in each message that has repeating quotes that are part of the same QuoteSet.

(305) UnderlyingSecurityIDSource

Underlying security's SecurityIDSource. See SecurityIDSource (22) field for description

(306) UnderlyingIssuer

Underlying security's Issuer. See Issuer (106) field for description

(307) UnderlyingSecurityDesc

Underlying security's SecurityDesc. See SecurityDesc (107) field for description

(308) UnderlyingSecurityExchange

Underlying security's SecurityExchange (207) . Can be used to identify the underlying security.

(309) UnderlyingSecurityID

Underlying security's SecurityID. See SecurityID (48) field for description

(310) UnderlyingSecurityType

Underlying security's SecurityType (167) .

(311) UnderlyingSymbol

Underlying security's Symbol. See Symbol (55) field for description

(312) UnderlyingSymbolSfx

Underlying security's SymbolSfx. See SymbolSfx (65) field for description

(313) UnderlyingMaturityMonthYear

Underlying security's MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description

(316) UnderlyingStrikePrice

Underlying security's StrikePrice. See StrikePrice (202) field for description

(317) UnderlyingOptAttribute

Underlying security's OptAttribute. See OptAttribute (206) field for description

(318) UnderlyingCurrency

Underlying security's Currency. See Currency (15) field for description

(320) SecurityReqID

Unique ID of a Security Definition Request (c) .

(321) SecurityRequestType

Type of Security Definition Request (c) .

(322) SecurityResponseID

Unique ID of a Security Definition (d) message.

(323) SecurityResponseType

Type of Security Definition (d) message response.

(324) SecurityStatusReqID

Unique ID of a Security Status Request (e) message.

(325) UnsolicitedIndicator

Indicates whether or not message is being sent as a result of a subscription request or not.

(326) SecurityTradingStatus

Identifies the trading status applicable to the transaction.

(327) HaltReason

Denotes the reason for the Opening Delay or Trading Halt.

(328) InViewOfCommon

Indicates whether or not the halt was due to Common Stock trading being halted.

(329) DueToRelated

Indicates whether or not the halt was due to the Related Security being halted.

(330) BuyVolume

Quantity bought.

(331) SellVolume

Quantity sold.

(332) HighPx

Represents an indication of the high end of the price range for a security prior to the open or reopen

(333) LowPx

Represents an indication of the low end of the price range for a security prior to the open or reopen

(334) Adjustment

Identifies the type of adjustment.

(335) TradSesReqID

Unique ID of a Trading Session Status (h) message.

(336) TradingSessionID

Identifier for Trading Session

(337) ContraTrader

Identifies the trader (e.g. "badge number") of the ContraBroker (375) .

(338) TradSesMethod

Method of trading

(339) TradSesMode

Trading Session Mode

(340) TradSesStatus

State of the trading session.

(341) TradSesStartTime

Starting time of the trading session

(342) TradSesOpenTime

Time of the opening of the trading session

(343) TradSesPreCloseTime

Time of the pre-closed of the trading session

(344) TradSesCloseTime

Closing time of the trading session

(345) TradSesEndTime

End time of the trading session

(346) NumberOfOrders

Number of orders in the market.

(347) MessageEncoding

Type of message encoding (non-ASCII (non-English) characters) used in a message's "Encoded" fields.

(348) EncodedIssuerLen

Byte length of encoded (non-ASCII characters) EncodedIssuer (349) field.

(349) EncodedIssuer

Encoded (non-ASCII characters) representation of the Issuer (106) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Issuer (106) field.

(350) EncodedSecurityDescLen

Byte length of encoded (non-ASCII characters) EncodedSecurityDesc (351) field.

(351) EncodedSecurityDesc

Encoded (non-ASCII characters) representation of the SecurityDesc (107) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the SecurityDesc (107) field.

(352) EncodedListExecInstLen

Byte length of encoded (non-ASCII characters) EncodedListExecInst (353) field.

(353) EncodedListExecInst

Encoded (non-ASCII characters) representation of the ListExecInst (69) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ListExecInst (69) field.

(354) EncodedTextLen

Byte length of encoded (non-ASCII characters) EncodedText (355) field.

(355) EncodedText

Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text (58) field.

(356) EncodedSubjectLen

Byte length of encoded (non-ASCII characters) EncodedSubject (357) field.

(357) EncodedSubject

Encoded (non-ASCII characters) representation of the Subject (147) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Subject (147) field.

(358) EncodedHeadlineLen

Byte length of encoded (non-ASCII characters) EncodedHeadline (359) field.

(359) EncodedHeadline

Encoded (non-ASCII characters) representation of the Headline (148) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Headline (148) field.

(360) EncodedAllocTextLen

Byte length of encoded (non-ASCII characters) EncodedAllocText (361) field.

(361) EncodedAllocText

Encoded (non-ASCII characters) representation of the AllocText (161) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AllocText (161) field.

(362) EncodedUnderlyingIssuerLen

Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.

(363) EncodedUnderlyingIssuer

Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer (306) field.

(364) EncodedUnderlyingSecurityDescLen

Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.

(365) EncodedUnderlyingSecurityDesc

Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityDesc (307) field.

(366) AllocPrice

Executed price for an AllocAccount (79) entry used when using "executed price" vs. "average price" allocations (e.g. Japan).

(367) QuoteSetValidUntilTime

Indicates expiration time of this particular QuoteSet (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

(368) QuoteEntryRejectReason

Reason Quote Entry was rejected:

(369) LastMsgSeqNumProcessed

The last MsgSeqNum (34) value received by the FIX engine and processed by downstream application, such as trading engine or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.

(371) RefTagID

The tag number of the FIX field being referenced.

(372) RefMsgType

The MsgType (35) of the FIX message being referenced.

(373) SessionRejectReason

Code to identify reason for a session-level Reject (3) message.

(374) BidRequestTransType

Identifies the Bid Request (k) message type.

(375) ContraBroker

Identifies contra broker. Standard NASD market-maker mnemonic is preferred.

(376) ComplianceID

ID used to represent this transaction for compliance purposes (e.g. OATS reporting).

(377) SolicitedFlag

Indicates whether or not the order was solicited.

(378) ExecRestatementReason

Code to identify reason for an Execution Report (8) message sent with ExecType (150) =Restated or used when communicating an unsolicited cancel.

(379) BusinessRejectRefID

The value of the business-level "ID" field on the message being referenced.

(380) BusinessRejectReason

Code to identify reason for a Business Message Reject (j) message.

(381) GrossTradeAmt

Total amount traded (e.g. CumQty (14) * AvgPx (6) ) expressed in units of currency.

(382) NoContraBrokers

The number of ContraBroker (375) entries.

(383) MaxMessageSize

Maximum number of bytes supported for a single message.

(384) NoMsgTypes

Number of MsgType (35) in repeating group.

(385) MsgDirection

Specifies the direction of the messsage.

(386) NoTradingSessions

Number of TradingSessionID (336) in repeating group.

(387) TotalVolumeTraded

Total volume (quantity) traded.

(388) DiscretionInst

Code to identify the price a DiscretionOffsetValue (389) is related to and should be mathematically added to.

(389) DiscretionOffsetValue

Amount (signed) added to the "related to" price specified via DiscretionInst (388) , in the context of DiscretionOffsetType (842)

(390) BidID

Unique identifier for Bid Response (l) as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day.

(391) ClientBidID

Unique identifier for a Bid Request (k) as assigned by institution. Uniqueness must be guaranteed within a single trading day.

(392) ListName

Descriptive name for list order.

(393) TotNoRelatedSym

Total number of securities.

(394) BidType

Code to identify the type of Bid Request (k) .

(395) NumTickets

Total number of tickets.

(396) SideValue1

Amounts in currency

(397) SideValue2

Amounts in currency

(398) NoBidDescriptors

Number of BidDescriptor (400) entries.

(399) BidDescriptorType

Code to identify the type of BidDescriptor (400) .

(400) BidDescriptor

BidDescriptor (400) value. Usage depends upon BidDescriptorType (399) .

(401) SideValueInd

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.

(402) LiquidityPctLow

Liquidity indicator or lower limit if TotNoRelatedSym (393) > 1. Represented as a percentage.

(403) LiquidityPctHigh

Upper liquidity indicator if TotNoRelatedSym (393) > 1. Represented as a percentage.

(404) LiquidityValue

Value between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency (15)

(405) EFPTrackingError

Eg Used in EFP trades 12% (EFP - Exchange for Physical ). Represented as a percentage.

(406) FairValue

Used in EFP trades

(407) OutsideIndexPct

Used in EFP trades. Represented as a percentage.

(408) ValueOfFutures

Used in EFP trades

(409) LiquidityIndType

Code to identify the type of liquidity indicator.

(410) WtAverageLiquidity

Overall weighted average liquidity expressed as a % of average daily volume. Represented as a percentage.

(411) ExchangeForPhysical

Indicates whether or not to exchange for phsyical.

(412) OutMainCntryUIndex

Value of stocks in Currency (15)

(413) CrossPercent

Percentage of program that crosses in Currency (15) . Represented as a percentage.

(414) ProgRptReqs

Code to identify the desired frequency of progress reports.

(415) ProgPeriodInterval

Time in minutes between each List Status (N) report sent by SellSide. Zero means don't send status.

(416) IncTaxInd

Code to represent whether value is net (inclusive of tax) or gross.

(417) NumBidders

Indicates the total number of bidders on the list

(418) BidTradeType

Code to represent the type of trade.

(419) BasisPxType

Code to represent the basis price type.

(420) NoBidComponents

Indicates the number of list entries.

(421) Country

ISO Country Code in field

(422) TotNoStrikes

Total number of strike price entries across all messages. Should be the sum of all NoStrikes (428) in each message that has repeating strike price entries related to the same ListID (66) . Used to support fragmentation.

(423) PriceType

Code to represent the price type.

(424) DayOrderQty

For GT orders, the OrderQty (38) less all shares (adjusted for stock splits) that traded on previous days. DayOrderQty (424) = OrderQty (38) - ( CumQty (14) - DayCumQty (425) )

(425) DayCumQty

Quantity on a GT order that has traded today.

(426) DayAvgPx

The average price for quantity on a GT order that has traded today.

(427) GTBookingInst

Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate.

(428) NoStrikes

Number of list strike price entries.

(429) ListStatusType

Code to represent the status type.

(430) NetGrossInd

Code to represent whether value is net (inclusive of tax) or gross.

(431) ListOrderStatus

Code to represent the status of a list order.

(432) ExpireDate

Date of order expiration (last day the order can trade), always expressed in terms of the local market date. The time at which the order expires is determined by the local market's business practices

(433) ListExecInstType

Identifies the type of ListExecInst (69) .

(434) CxlRejResponseTo

Identifies the type of request that a Order Cancel Reject (9) is in response to.

(435) UnderlyingCouponRate

Underlying security's CouponRate. See CouponRate (223) field for description

(436) UnderlyingContractMultiplier

Underlying security's ContractMultiplier. See ContractMultiplier (231) field for description

(437) ContraTradeQty

Quantity traded with the ContraBroker (375) .

(438) ContraTradeTime

Identifes the time of the trade with the ContraBroker (375) . (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

(441) LiquidityNumSecurities

Number of Securites between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency (15) .

(442) MultiLegReportingType

Used to indicate what an Execution Report (8) represents (e.g. used with multi-leg securiteis, such as option strategies, spreads, etc.).

(443) StrikeTime

The time at which current market prices are used to determine the value of a basket.

(444) ListStatusText

Free format text string related to List Status (N) .

(445) EncodedListStatusTextLen

Byte length of encoded (non-ASCII characters) EncodedListStatusText (446) field.

(446) EncodedListStatusText

Encoded (non-ASCII characters) representation of the ListStatusText (444) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ListStatusText (444) field.

(447) PartyIDSource

Identifies class or source of the PartyID (448) value. Required if PartyID (448) is specified. Note: applicable values depend upon PartyRole (452) specified.

(448) PartyID

Party identifier/code. See PartyIDSource (447) and PartyRole (452) .

(451) NetChgPrevDay

Net change from previous day's closing price vs. last traded price.

(452) PartyRole

Identifies the type or role of the PartyID (448) specified.

(453) NoPartyIDs

Number of PartyID (448) , PartyIDSource (447) , and PartyRole (452) entries

(454) NoSecurityAltID

Number of SecurityAltID (455) entries.

(455) SecurityAltID

Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource (456) .

(456) SecurityAltIDSource

Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID (455) is specified.

(457) NoUnderlyingSecurityAltID

Number of UnderlyingSecurityAltID (458) entries.

(458) UnderlyingSecurityAltID

Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource (459) .

(459) UnderlyingSecurityAltIDSource

Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID (458) is specified.

(460) Product

Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields.

(461) CFICode

Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. ISO 10962 is maintained by ANNA (Association of National Numbering Agencies) acting as Registration Authority. See also the Product (460) and SecurityType (167) fields. It is recommended that CFICode (461) be used instead of SecurityType (167) for non-Fixed Income instruments.

(462) UnderlyingProduct

Underlying security's Product.

(463) UnderlyingCFICode

Underlying security's CFICode.

(464) TestMessageIndicator

Indicates whether or not this FIX Session is a "test" vs. "production" connection. Useful for preventing "accidents".

(465) QuantityType

Designates the type of quantities (e.g. OrderQty (38) ) specified. Used for MBS and TIPS Fixed Income security types.

(466) BookingRefID

Common reference passed to a post-trade booking process (e.g. industry matching utility).

(467) IndividualAllocID

Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount (79) ).

(468) RoundingDirection

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 CashOrderQty (152) or (for CIV only) OrderPercent (516) are specified on an order.

(469) RoundingModulus

For CIV - a float value indicating the value to which rounding is required.

(470) CountryOfIssue

ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (48) (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness.

(471) StateOrProvinceOfIssue

A two-character state or province abbreviation.

(472) LocaleOfIssue

Identifies the locale. For Municipal Security Issuers other than state or province. Refer to http://www.atmos.albany.edu/cgi/stagrep-cgi

(473) NoRegistDtls

The number of registration details on a Registration Instructions (o) message

(474) MailingDtls

Set of Correspondence address details, possibly including phone, fax, etc.

(475) InvestorCountryOfResidence

The ISO 3166 Country code (2 character) identifying which country the beneficial investor is resident for tax purposes.

(476) PaymentRef

"Settlement Payment Reference" - A free format Payment reference to assist with reconciliation, e.g. a Client and/or Order ID number.

(477) DistribPaymentMethod

A code identifying the payment method for a (fractional) distribution.

(478) CashDistribCurr

Specifies currency to be use for Cash Distributions - see "Appendix 6-A; Valid Currency Codes".

(479) CommCurrency

Specifies currency to be use for Commission (12) if the Commission currency is different from the Deal Currency - see Appendix 6-A: "Valid Currency Codes" of FIX Specification .

(480) CancellationRights

For CIV - A one character code identifying whether Cancellation rights/Cooling off period applies.

(481) MoneyLaunderingStatus

A one character code identifying Money laundering status.

(482) MailingInst

Free format text to specify mailing instruction requirements, e.g. "no third party mailings".

(483) TransBkdTime

For CIV A date and time stamp to indicate the time a CIV order was booked by the fund manager.

(484) ExecPriceType

For CIV - Identifies how the execution price LastPx (31) was calculated from the fund unit/share price(s) calculated at the fund valuation point.

(485) ExecPriceAdjustment

For CIV the amount or percentage by which the fund unit/share price was adjusted, as indicated by ExecPriceType (484)

(486) DateOfBirth

The date of birth applicable to the individual, e.g. required to open some types of tax-exempt account.

(487) TradeReportTransType

Identifies Trade Capture Report (AE) message transaction type

(488) CardHolderName

The name of the payment card holder as specified on the card being used for payment.

(489) CardNumber

The number of the payment card as specified on the card being used for payment.

(490) CardExpDate

The expiry date of the payment card as specified on the card being used for payment.

(491) CardIssNum

The issue number of the payment card as specified on the card being used for payment. This is only applicable to certain types of card.

(492) PaymentMethod

A code identifying the Settlement payment method.

(493) RegistAcctType

For CIV - a fund manager-defined code identifying which of the fund manager's account types is required.

(494) Designation

Free format text defining the designation to be associated with a holding on the register. Used to identify assets of a specific underlying investor using a common registration, e.g. a broker's nominee or street name.

(495) TaxAdvantageType

For CIV - a code identifying the type of tax exempt account in which purchased shares/units are to be held.

(496) RegistRejReasonText

Text indicating reason(s) why a Registration Instructions (o) has been rejected.

(497) FundRenewWaiv

A one character code identifying whether the Fund based renewal commission is to be waived.

(498) CashDistribAgentName

Name of local agent bank if for cash distributions

(499) CashDistribAgentCode

BIC (Bank Identification Code--Swift managed) code of agent bank for cash distributions

(500) CashDistribAgentAcctNumber

Account number at agent bank for distributions.

(501) CashDistribPayRef

Free format Payment reference to assist with reconciliation of distributions.

(502) CashDistribAgentAcctName

Name of account at agent bank for distributions.

(503) CardStartDate

The start date of the card as specified on the card being used for payment.

(504) PaymentDate

The date written on a cheque or date payment should be submitted to the relevant clearing system.

(505) PaymentRemitterID

Identifies sender of a payment, e.g. the payment remitter or a customer reference number.

(506) RegistStatus

Registration status as returned by the broker or (for CIV) the fund manager

(507) RegistRejReasonCode

Reason(s) why Registration Instructions (o) has been rejected.

(508) RegistRefID

Reference identifier for the RegistID (513) with Cancel and Replace RegistTransType (514) transaction types.

(509) RegistDtls

Set of Registration name and address details, possibly including phone, fax etc.

(510) NoDistribInsts

The number of Distribution Instructions on a Registration Instructions (o) message

(511) RegistEmail

Email address relating to Registration name and address details

(512) DistribPercentage

The amount of each distribution to go to this beneficiary, expressed as a percentage

(513) RegistID

Unique identifier of the registration details as assigned by institution or intermediary.

(514) RegistTransType

Identifies Registration Instructions (o) transaction type

(515) ExecValuationPoint

For CIV - a date and time stamp to indicate the fund valuation point with respect to which a order was priced by the fund manager.

(516) OrderPercent

For CIV specifies the approximate order quantity desired. For a CIV Sale it specifies percentage of investor's total holding to be sold. For a CIV switch/exchange it specifies percentage of investor's cash realised from sales to be re-invested. The executing broker, intermediary or fund manager is responsible for converting and calculating OrderQty (38) in shares/units for subsequent messages.

(517) OwnershipType

The relationship between Registration parties.

(518) NoContAmts

The number of Contract Amount details on an Execution Report (8) message

(519) ContAmtType

Type of ContAmtValue (520) .

(520) ContAmtValue

Value of Contract Amount, e.g. a financial amount or percentage as indicated by ContAmtType (519) .

(521) ContAmtCurr

Specifies currency for the Contract amount if different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes".

(522) OwnerType

Identifies the type of owner.

(523) PartySubID

Sub-identifier (e.g. Clearing Account for PartyRole (452) =Clearing Firm, Locate ID # for PartyRole (452) =Locate/Lending Firm, etc). Not required when using PartyID (448) , PartyIDSource (447) , and PartyRole (452) .

(524) NestedPartyID

PartyID (448) value within a nested repeating group.

(525) NestedPartyIDSource

PartyIDSource (447) value within a nested repeating group.

(526) SecondaryClOrdID

Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system.

(527) SecondaryExecID

Assigned by the party which accepts the order. Can be used to provide the ExecID (17) used by an exchange or executing system.

(528) OrderCapacity

Designates the capacity of the firm placing the order.

(529) OrderRestrictions

Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.

(530) MassCancelRequestType

Specifies scope of Order Mass Cancel Request (q) .

(531) MassCancelResponse

Specifies the action taken by counterparty order handling system as a result of the Order Mass Cancel Request (q)

(532) MassCancelRejectReason

Reason Order Mass Cancel Request (q) was rejected

(533) TotalAffectedOrders

Total number of orders affected by Order Mass Cancel Request (q) .

(534) NoAffectedOrders

Number of affected orders in the repeating group of order ids.

(535) AffectedOrderID

OrderID (37) of an order affected by a Order Mass Cancel Request (q) .

(536) AffectedSecondaryOrderID

SecondaryOrderID (198) of an order affected by a Order Mass Cancel Request (q) .

(537) QuoteType

Identifies the type of quote.

(538) NestedPartyRole

PartyRole (452) value within a nested repeating group.

(539) NoNestedPartyIDs

Number of NestedPartyID (524) , NestedPartyIDSource (525) , and NestedPartyRole (538) entries

(540) TotalAccruedInterestAmt

Total Amount of Accrued Interest for convertible bonds and fixed income

(541) MaturityDate

Date of maturity.

(542) UnderlyingMaturityDate

Underlying security's maturity date. See MaturityDate (541) field for description

(543) InstrRegistry

The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded.

(544) CashMargin

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.

(545) NestedPartySubID

PartySubID (523) value within a nested repeating group. Same values as PartySubID (523)

(546) Scope

Defines the scope of a data element.

(547) MDImplicitDelete

Defines how a server handles distribution of a truncated book. Defaults to broker option.

(548) CrossID

Identifier for a cross order. Must be unique during a given trading day. Recommend that firms use the order date as part of the CrossID (548) for Good Till Cancel (GTC) orders.

(549) CrossType

Type of cross being submitted to a market

(550) CrossPrioritization

Indicates if one side or the other of a cross order should be prioritized.

(551) OrigCrossID

CrossID (548) of the previous cross order (NOT the initial cross order of the day) as assigned by the institution, used to identify the previous cross order in Cross Order Cancel Request (u) and Cross Order Cancel/Replace Request (t) .

(552) NoSides

Number of Side (54) repeating group instances.

(553) Username

Userid or username.

(554) Password

Password or passphrase.

(555) NoLegs

Number of InstrumentLeg repeating group instances.

(556) LegCurrency

Currency associated with a particular Leg's quantity

(557) TotNoSecurityTypes

Indicates total number of security types in the event that multiple Security Types (w) messages are used to return results

(558) NoSecurityTypes

Number of Security Type repeating group instances.

(559) SecurityListRequestType

Identifies the type/criteria of Security List Request (x)

(560) SecurityRequestResult

The results returned to a Security Type Request (v) message

(561) RoundLot

The trading lot size of a security

(562) MinTradeVol

The minimum trading volume for a security

(563) MultiLegRptTypeReq

Indicates the method of execution reporting requested by issuer of the order.

(564) LegPositionEffect

PositionEffect for leg of a multileg

(565) LegCoveredOrUncovered

CoveredOrUncovered for leg of a multileg

(566) LegPrice

Price for leg of a multileg

(567) TradSesStatusRejReason

Indicates the reason a Trading Session Status Request (g) was rejected.

(568) TradeRequestID

Trade Capture Report Request (AD) ID

(569) TradeRequestType

Type of Trade Capture Report (AE) .

(570) PreviouslyReported

Indicates if the trade capture report was previously reported to the counterparty

(571) TradeReportID

Unique identifier of Trade Capture Report (AE)

(572) TradeReportRefID

Reference identifier used with CANCEL and REPLACE transaction types.

(573) MatchStatus

The status of this trade with respect to matching or comparison.

(574) MatchType

The point in the matching process at which this trade was matched.

(575) OddLot

This trade is to be treated as an odd lot. If this field is not specified, the default will be "N"

(576) NoClearingInstructions

Number of clearing instructions

(577) ClearingInstruction

Eligibility of this trade for clearing and central counterparty processing.

(578) TradeInputSource

Type of input device or system from which the trade was entered.

(579) TradeInputDevice

Specific device number, terminal number or station where trade was entered

(580) NoDates

Number of Date fields provided in date range

(581) AccountType

Type of account associated with an order

(582) CustOrderCapacity

Capacity of customer placing the order.

(583) ClOrdLinkID

Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade.

(584) MassStatusReqID

Value assigned by issuer of Order Mass Status Request (AF) to uniquely identify the request

(585) MassStatusReqType

Order Mass Status Request (AF) Type

(586) OrigOrdModTime

The most recent (or current) modification TransactTime (60) reported on an Execution Report (8) for the order.

(587) LegSettlType

Refer to values for SettlType (63)

(588) LegSettlDate

Refer to description for SettlDate (64)

(589) DayBookingInst

Indicates whether or not automatic booking can occur.

(590) BookingUnit

Indicates what constitutes a bookable unit.

(591) PreallocMethod

Indicates the method of preallocation.

(592) UnderlyingCountryOfIssue

Underlying security's CountryOfIssue. See CountryOfIssue (470) field for description

(593) UnderlyingStateOrProvinceOfIssue

Underlying security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

(594) UnderlyingLocaleOfIssue

Underlying security's LocaleOfIssue. See LocaleOfIssue (472) field for description

(595) UnderlyingInstrRegistry

Underlying security's InstrRegistry. See InstrRegistry (543) field for description

(596) LegCountryOfIssue

Multileg instrument's individual leg security's CountryOfIssue. See CountryOfIssue (470) field for description

(597) LegStateOrProvinceOfIssue

Multileg instrument's individual leg security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

(598) LegLocaleOfIssue

Multileg instrument's individual leg security's LocaleOfIssue. See LocaleOfIssue (472) field for description

(599) LegInstrRegistry

Multileg instrument's individual leg security's InstrRegistry. See InstrRegistry (543) field for description

(600) LegSymbol

Multileg instrument's individual security's Symbol. See Symbol (55) field for description

(601) LegSymbolSfx

Multileg instrument's individual security's SymbolSfx. See SymbolSfx (65) field for description

(602) LegSecurityID

Multileg instrument's individual security's SecurityID. See SecurityID (48) field for description

(603) LegSecurityIDSource

Multileg instrument's individual security's SecurityIDSource. See SecurityIDSource (22) field for description

(604) NoLegSecurityAltID

Multileg instrument's individual security's NoSecurityAltID. See NoSecurityAltID (454) field for description

(605) LegSecurityAltID

Multileg instrument's individual security's SecurityAltID. See SecurityAltID (455) field for description

(606) LegSecurityAltIDSource

Multileg instrument's individual security's SecurityAltIDSource. See SecurityAltIDSource (456) field for description

(607) LegProduct

Multileg instrument's individual security's Product. See Product (460) field for description

(608) LegCFICode

Multileg instrument's individual security's CFICode. See CFICode (461) field for description

(609) LegSecurityType

Multileg instrument's individual security's SecurityType. See SecurityType (167) field for description

(610) LegMaturityMonthYear

Multileg instrument's individual security's MaturityMonthYear. See MaturityMonthYear (200) field for description

(611) LegMaturityDate

Multileg instrument's individual security's MaturityDate. See MaturityDate (541) field for description

(612) LegStrikePrice

Multileg instrument's individual security's StrikePrice. See StrikePrice (202) field for description

(613) LegOptAttribute

Multileg instrument's individual security's OptAttribute. See OptAttribute (206) field for description

(614) LegContractMultiplier

Multileg instrument's individual security's ContractMultiplier. See ContractMultiplier (231) field for description

(615) LegCouponRate

Multileg instrument's individual security's CouponRate. See CouponRate (223) field for description

(616) LegSecurityExchange

Multileg instrument's individual security's SecurityExchange. See SecurityExchange (207) field for description

(617) LegIssuer

Multileg instrument's individual security's Issuer. See Issuer (106) field for description

(618) EncodedLegIssuerLen

Multileg instrument's individual security's EncodedIssuerLen. See EncodedIssuerLen (348) field for description

(619) EncodedLegIssuer

Multileg instrument's individual security's EncodedIssuer. See EncodedIssuer (349) field for description

(620) LegSecurityDesc

Multileg instrument's individual security's SecurityDesc. See SecurityDesc (107) field for description

(621) EncodedLegSecurityDescLen

Multileg instrument's individual security's EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description

(622) EncodedLegSecurityDesc

Multileg instrument's individual security's EncodedSecurityDesc. See EncodedSecurityDesc (351) field for description

(623) LegRatioQty

The ratio of quantity for this individual leg relative to the entire multileg security.

(624) LegSide

The side of this individual leg (multileg security). See Side (54) field for description and values

(625) TradingSessionSubID

Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.

(626) AllocType

Describes the specific type or purpose of an Allocation Instruction (J) message (i.e. "Buyside Calculated")

(627) NoHops

Number of HopCompID (628) entries in repeating group.

(628) HopCompID

Assigned value used to identify the third party firm which delivered a specific message either from the firm which originated the message or from another third party (if multiple "hops" are performed). It is recommended that this value be the SenderCompID (49) of the third party.

(629) HopSendingTime

Time that HopCompID (628) sent the message. It is recommended that this value be the SendingTime (52) of the message sent by the third party.

(630) HopRefID

Reference identifier assigned by HopCompID (628) associated with the message sent. It is recommended that this value be the MsgSeqNum (34) of the message sent by the third party.

(631) MidPx

Mid price/rate

(632) BidYield

Bid yield

(633) MidYield

Mid yield

(634) OfferYield

Offer yield

(635) ClearingFeeIndicator

Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time.

(636) WorkingIndicator

Indicates if the order is currently being worked. Applicable only for OrdStatus (39) = "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.

(637) LegLastPx

Execution price assigned to a leg of a multileg instrument. See LastPx (31) field for description and values

(638) PriorityIndicator

Indicates if a Cancel/Replace has caused an order to lose book priority.

(639) PriceImprovement

Amount of price improvement.

(640) Price2

Price of the future part of a F/X swap order.

(641) LastForwardPoints2

F/X forward points of the future part of a F/X swap order added to LastSpotRate (194) . May be a negative value.

(642) BidForwardPoints2

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

Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value.

(644) RFQReqID

RFQ Request ID - used to identify an RFQ Request (AH) .

(645) MktBidPx

Used to indicate the best bid in a market

(646) MktOfferPx

Used to indicate the best offer in a market

(647) MinBidSize

Used to indicate a minimum quantity for a bid. If this field is used the BidSize (134) field is interpreted as the maximum bid size

(648) MinOfferSize

Used to indicate a minimum quantity for an offer. If this field is used the OfferSize (135) field is interpreted as the maximum offer size.

(649) QuoteStatusReqID

Unique identifier for Quote Status Request (a) .

(650) LegalConfirm

Indicates that this message is to serve as the final and legal confirmation.

(651) UnderlyingLastPx

The calculated or traded price for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative.

(652) UnderlyingLastQty

The calculated or traded quantity for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative.

(654) LegRefID

Unique indicator for a specific leg.

(655) ContraLegRefID

Unique indicator for a specific leg for the ContraBroker (375) .

(656) SettlCurrBidFxRate

Foreign exchange rate used to compute the bid SettlCurrAmt (119) from Currency (15) to SettlCurrency (120)

(657) SettlCurrOfferFxRate

Foreign exchange rate used to compute the offer SettlCurrAmt (119) from Currency (15) to SettlCurrency (120)

(658) QuoteRequestRejectReason

Reason Quote was rejected.

(659) SideComplianceID

ID within repeating group of sides which is used to represent this transaction for compliance purposes (e.g. OATS reporting).

(660) AcctIDSource

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.

(661) AllocAcctIDSource

Used to identify the source of the AllocAccount code.

(662) BenchmarkPrice

Specifies the price of the benchmark.

(663) BenchmarkPriceType

Identifies type of BenchmarkPrice.

(664) ConfirmID

Message reference for Confirmation (AK)

(665) ConfirmStatus

Identifies the status of the Confirmation (AK) .

(666) ConfirmTransType

Identifies the Confirmation (AK) transaction type.

(667) ContractSettlMonth

Specifies when the contract (i.e. MBS/TBA) will settle.

(668) DeliveryForm

Identifies the form of delivery.

(669) LastParPx

Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx (31) is expressed in Yield, Spread, Discount or any other type.

(670) NoLegAllocs

Number of Allocations for the leg

(671) LegAllocAccount

Allocation Account for the leg

(672) LegIndividualAllocID

Reference for the individual allocation ticket

(673) LegAllocQty

Leg allocation quantity.

(674) LegAllocAcctIDSource

The source of the LegAllocAccount

(675) LegSettlCurrency

Identifies settlement currency for the Leg.

(676) LegBenchmarkCurveCurrency

LegBenchmarkPrice currency

(677) LegBenchmarkCurveName

Name of the Leg Benchmark Curve.

(678) LegBenchmarkCurvePoint

Identifies the point on the Leg Benchmark Curve.

(679) LegBenchmarkPrice

Used to identify the price of the benchmark security.

(680) LegBenchmarkPriceType

The price type of the LegBenchmarkPrice.

(681) LegBidPx

Bid price of this leg.

(682) LegIOIQty

Leg-specific IOI quantity.

(683) NoLegStipulations

Number of leg stipulation entries.

(684) LegOfferPx

Offer price of this leg.

(685) LegOrderQty

Quantity ordered of this leg.

(686) LegPriceType

The price type of the LegBidPx (681) and/or LegOfferPx (684) .

(687) LegQty

Quantity of this leg, e.g. in Quote dialog.

(688) LegStipulationType

For Fixed Income, type of Stipulation for this leg.

(689) LegStipulationValue

For Fixed Income, value of stipulation.

(690) LegSwapType

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.

(691) Pool

For Fixed Income, identifies MBS / ABS pool.

(692) QuotePriceType

Code to represent price type requested in Quote.

(693) QuoteRespID

Message reference for Quote Response (AJ) .

(694) QuoteRespType

Identifies the type of Quote Response (AJ) .

(695) QuoteQualifier

Code to qualify Quote use

(696) YieldRedemptionDate

Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date).

(697) RedemptionPrice

Price to which the yield has been calculated.

(698) RedemptionPriceType

The price type of the RedemptionPrice (697)

(699) BenchmarkSecurityID

The identifier of the benchmark security, e.g. Treasury against Corporate bond.

(700) ReversalIndicator

Indicates a trade that reverses a previous trade.

(701) YieldCalcDate

Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day.

(702) NoPositions

Number of position entries.

(703) PosType

Used to identify the type of quantity that is being returned.

(704) LongQty

Long Quantity

(705) ShortQty

Short Quantity

(706) PosQtyStatus

Status of this position.

(707) PosAmtType

Type of Position amount.

(708) PosAmt

Position amount.

(709) PosTransType

Identifies the type of position transaction.

(710) PosReqID

Unique identifier for the position maintenance request as assigned by the submitter.

(711) NoUnderlyings

Number of underlying legs that make up the security.

(712) PosMaintAction

Maintenance Action to be performed.

(713) OrigPosReqRefID

Reference to the PosReqID (710) of a previous maintenance request that is being replaced or canceled.

(714) PosMaintRptRefID

Reference to a PosMaintRptID (721) from a previous Position Maintenance Report (AM) that is being replaced or canceled.

(715) ClearingBusinessDate

The "Clearing Business Date" referred to by this maintenance request.

(716) SettlSessID

Identifies a specific settlement session.

(717) SettlSessSubID

SubID value associated with SettlSessID (716) .

(718) AdjustmentType

Type of adjustment to be applied, used for PCS & PAJ.

(719) ContraryInstructionIndicator

Required to be set to true (Y) when a Position Maintenance Request (AL) is being performed contrary to current money position.

(720) PriorSpreadIndicator

Indicates if requesting a rollover of prior day's spread submissions.

(721) PosMaintRptID

Unique identifier for this Position Report (AP)

(722) PosMaintStatus

Status of Position Maintenance Request (AL) .

(723) PosMaintResult

Result of Position Maintenance Request (AL) .

(724) PosReqType

Unique identifier for the Position Maintenance Request (AL) as assigned by the submitter

(725) ResponseTransportType

Identifies how the response to the request should be transmitted.

(726) ResponseDestination

URI (Uniform Resource Identifier) for details) or other pre-arranged value. Used in conjunction with ResponseTransportType (725) value of Out-of-Band to identify the out-of-band destination.

(727) TotalNumPosReports

Total number of Position Reports being returned.

(728) PosReqResult

Result of Request for Positions (AN) .

(729) PosReqStatus

Status of Request for Positions (AN)

(730) SettlPrice

Settlement price.

(731) SettlPriceType

Type of settlement price.

(732) UnderlyingSettlPrice

Underlying security's SettlPrice. See SettlPrice (730) field for description

(733) UnderlyingSettlPriceType

Underlying security's SettlPriceType.

(734) PriorSettlPrice

Previous settlement price.

(735) NoQuoteQualifiers

Number of repeating groups of QuoteQualifiers.

(736) AllocSettlCurrency

Currency code of settlement denomination for a specific AllocAccount (79) .

(737) AllocSettlCurrAmt

Total amount due expressed in settlement currency (includes the effect of the forex transaction) for a specific AllocAccount (79) .

(738) InterestAtMaturity

Amount of interest (i.e. lump-sum) at maturity.

(739) LegDatedDate

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

(740) LegPool

For Fixed Income, identifies MBS / ABS pool for a specific leg of a multi-leg instrument.

(741) AllocInterestAtMaturity

Amount of interest (i.e. lump-sum) at maturity at the account-level.

(742) AllocAccruedInterestAmt

Amount of Accrued Interest for convertible bonds and fixed income at the allocation-level.

(743) DeliveryDate

Date of delivery.

(744) AssignmentMethod

Method under which assignment was conducted.

(745) AssignmentUnit

Quantity Increment used in performing assignment.

(746) OpenInterest

Open interest that was eligible for assignment.

(747) ExerciseMethod

Exercise Method used to in performing assignment.

(748) TotalNumTradeReports

Total number of trade reports returned.

(749) TradeRequestResult

Result of Trade Request

(750) TradeRequestStatus

Status of Trade Request.

(751) TradeReportRejectReason

Reason Trade Capture Request was rejected.

(752) SideMultiLegReportingType

Used to indicate if the side being reported on Trade Capture Report (AE) represents a leg of a multileg instrument or a single security.

(753) NoPosAmt

Number of position amount entries.

(754) AutoAcceptIndicator

Identifies whether or not an allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House.

(755) AllocReportID

Unique identifier for Allocation Report (AS) message.

(756) NoNested2PartyIDs

Number of Nested2PartyID (757) , Nested2PartyIDSource (758) , and Nested2PartyRole (759) entries

(757) Nested2PartyID

PartyID value within a "second instance" Nested repeating group.

(758) Nested2PartyIDSource

PartyIDSource value within a "second instance" Nested repeating group.

(759) Nested2PartyRole

PartyRole value within a "second instance" Nested repeating group.

(760) Nested2PartySubID

PartySubID value within a "second instance" Nested repeating group.

(761) BenchmarkSecurityIDSource

Identifies class or source of the BenchmarkSecurityID (699) value. Required if BenchmarkSecurityID (699) is specified.

(762) SecuritySubType

Sub-type qualification/identification of the SecurityType (167) (e.g. for SecurityType (167) ="REPO").

(763) UnderlyingSecuritySubType

Underlying security's SecuritySubType.

(764) LegSecuritySubType

SecuritySubType of the leg instrument.

(765) AllowableOneSidednessPct

The maximum percentage that execution of one side of a program trade can exceed execution of the other.

(766) AllowableOneSidednessValue

The maximum amount that execution of one side of a program trade can exceed execution of the other.

(767) AllowableOneSidednessCurr

The currency that AllowableOneSidednessValue (766) is expressed in if AllowableOneSidednessValue (766) is used.

(768) NoTrdRegTimestamps

Number of TrdRegTimestamp (769) entries

(769) TrdRegTimestamp

Traded / Regulatory timestamp value. Use to store time information required by government regulators or self regulatory organizations (such as an exchange or clearing house).

(770) TrdRegTimestampType

Traded / Regulatory timestamp type.

(771) TrdRegTimestampOrigin

Text which identifies the "origin" (i.e. system which was used to generate the time stamp) for the Traded / Regulatory timestamp value.

(772) ConfirmRefID

Reference identifier to be used with ConfirmTransType (666) =Replace or Cancel

(773) ConfirmType

Identifies the type of Confirmation (AK) message being sent.

(774) ConfirmRejReason

Identifies the reason for rejecting a Confirmation (AK) .

(775) 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).

(776) IndividualAllocRejCode

Identified reason for rejecting an individual AllocAccount (79) detail.

(777) SettlInstMsgID

Unique identifier for Settlement Instructions (T) message.

(778) NoSettlInst

Number of settlement instructions within repeating group.

(779) LastUpdateTime

Timestamp of last update to data item (or creation if no updates made since creation).

(780) AllocSettlInstType

Used to indicate whether settlement instructions are provided on an Allocation Instruction (J) message, and if not, how they are to be derived.

(781) NoSettlPartyIDs

Number of SettlPartyID (782) , SettlPartyIDSource (783) , and SettlPartyRole (784) entries

(782) SettlPartyID

PartyID value within a settlement parties component. Nested repeating group.

(783) SettlPartyIDSource

PartyIDSource value within a settlement parties component.

(784) SettlPartyRole

PartyRole value within a settlement parties component.

(785) SettlPartySubID

PartySubID value within a settlement parties component.

(786) SettlPartySubIDType

Type of SettlPartySubID value.

(787) DlvyInstType

Used to indicate whether a delivery instruction is used for securities or cash settlement.

(788) TerminationType

Type of financing termination.

(789) NextExpectedMsgSeqNum

Next expected MsgSeqNum (34) value to be received.

(790) OrdStatusReqID

Can be used to uniquely identify a specific Order Status Request (H) message.

(791) SettlInstReqID

Unique ID of Settlement Instruction Request (AV) message

(792) SettlInstReqRejCode

Identifies reason for rejection (of a Settlement Instruction Request (AV) message).

(793) SecondaryAllocID

Secondary allocation identifier. Unlike the AllocID (70) , this can be shared across a number of allocation instruction (J) or allocation report (AS) messages, thereby making it possible to pass an identifier for an original allocation (J) message on multiple messages (e.g. from one party to a second to a third, across cancel and replace messages etc.).

(794) AllocReportType

Describes the specific type or purpose of an Allocation Report (AS) message

(795) AllocReportRefID

Reference identifier to be used with AllocTransType (71) =Replace or Cancel

(796) AllocCancReplaceReason

Reason for cancelling or replacing an Allocation Instruction (J) or Allocation Report (AS) message

(797) CopyMsgIndicator

Indicates whether or not this message is a drop copy of another message.

(798) AllocAccountType

Type of account associated with a confirmation or other trade-level message

(799) OrderAvgPx

Average price for a specific order

(800) OrderBookingQty

Quantity of the order that is being booked out as part of an Allocation Instruction (J) or Allocation Report (AS) message

(801) NoSettlPartySubIDs

Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries

(802) NoPartySubIDs

Number of PartySubID (523) and PartySubIDType (803) entries

(803) PartySubIDType

Type of PartySubID (523) value

(804) NoNestedPartySubIDs

Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries

(805) NestedPartySubIDType

Type of NestedPartySubID (545) value.

(806) NoNested2PartySubIDs

Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of NestedParties .

(807) Nested2PartySubIDType

Type of Nested2PartySubID (760) value. Second instance of NestedParties .

(808) AllocIntermedReqType

Response to allocation to be communicated to a counterparty through an intermediary, i.e. clearing house. Used in conjunction with AllocType (626) = "Request to Intermediary" and AllocReportType (794) = "Request to Intermediary"

(810) UnderlyingPx

Underlying price associate with a derivative instrument.

(811) PriceDelta

Delta calculated from theoretical price

(812) ApplQueueMax

Used to specify the maximum number of application messages that can be queued before a corrective action needs to take place to resolve the queuing issue.

(813) ApplQueueDepth

Current number of application messages that were queued at the time that the message was created by the counterparty.

(814) ApplQueueResolution

Resolution taken when ApplQueueDepth (813) exceeds ApplQueueMax (812) or system specified maximum queue size.

(815) ApplQueueAction

Action to take to resolve an application message queue (backlog).

(816) NoAltMDSource

Number of alternative market data sources

(817) AltMDSourceID

Session layer source for market data

(818) SecondaryTradeReportID

Secondary trade report identifier - can be used to associate an additional identifier with a trade.

(819) AvgPxIndicator

Average Pricing Indicator

(820) TradeLinkID

Used to link a group of trades together. Useful for linking a group of trades together for average price calculations.

(821) OrderInputDevice

Specific device number, terminal number or station where order was entered

(822) UnderlyingTradingSessionID

Trading Session in which the underlying instrument trades

(823) UnderlyingTradingSessionSubID

Trading Session sub identifier in which the underlying instrument trades

(824) TradeLegRefID

Reference to the leg of a multileg instrument to which this trade refers

(825) ExchangeRule

Used to report any exchange rules that apply to this trade.

(826) TradeAllocIndicator

Identifies how the trade is to be allocated

(827) ExpirationCycle

Part of trading cycle when an instrument expires. Field is applicable for derivatives.

(828) TrdType

Type of Trade

(829) TrdSubType

Further qualification to the trade type

(830) TransferReason

Reason trade is being transferred

(832) TotNumAssignmentReports

Total Number of Assignment Reports being returned to a firm

(833) AsgnRptID

Unique identifier for the Assignment Report (AW)

(834) ThresholdAmount

Amount that a position has to be in the money before it is exercised.

(835) PegMoveType

Describes whether peg is static or floats

(836) PegOffsetType

Type of Peg Offset value

(837) PegLimitType

Type of Peg Limit

(838) PegRoundDirection

If the calculated peg price is not a valid tick price, specifies whether to round the price to be more or less aggressive

(839) PeggedPrice

The price the order is currently pegged at

(840) PegScope

The scope of the peg

(841) DiscretionMoveType

Describes whether discretionay price is static or floats

(842) DiscretionOffsetType

Type of Discretion Offset value

(843) DiscretionLimitType

Type of Discretion Limit

(844) DiscretionRoundDirection

If the calculated discretionary price is not a valid tick price, specifies whether to round the price to be more or less aggressive

(845) DiscretionPrice

The current discretionary price of the order

(846) DiscretionScope

The scope of the discretion

(847) TargetStrategy

The target strategy of the order

(848) TargetStrategyParameters

Field to allow further specification of the TargetStrategy (847) - usage to be agreed between counterparties

(849) ParticipationRate

For a TargetStrategy (847) =Participate order specifies the target particpation rate. For other order types this is a volume limit (i.e. do not be more than this percent of the market volume)

(850) TargetStrategyPerformance

For communication of the performance of the order versus the target strategy

(851) LastLiquidityInd

Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus (39) of Partial or Filled.

(852) PublishTrdIndicator

Indicates if a trade should be reported via a market reporting service.

(853) ShortSaleReason

Reason for short sale.

(854) QtyType

Type of quantity specified in a quantity field

(855) SecondaryTrdType

Additional TrdType (828) assigned to a trade by trade match system.

(856) TradeReportType

Type of Trade Report

(857) AllocNoOrdersType

Indicates how the orders being booked and allocated by an Allocation Instruction (J) or Allocation Report (AS) message are identified, i.e. by explicit definition in the NoOrders (73) group or not.

(858) SharedCommission

Commission to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement.

(859) ConfirmReqID

Unique identifier for a Confirmation Request message

(860) AvgParPx

Used to express average price as percent of par (used where AvgPx (6) field is expressed in some other way)

(861) ReportedPx

Reported price (used to differentiate from AvgPx (6) on a confirmation of a marked-up or marked-down principal trade)

(862) NoCapacities

Number of repeating OrderCapacity entries.

(863) OrderCapacityQty

Quantity executed under a specific OrderCapacity (e.g. quantity executed as agent, quantity executed as principal)

(864) NoEvents

Number of repeating EventType (865) entries.

(865) EventType

Code to represent the type of event

(866) EventDate

Date of event

(867) EventPx

Predetermined price of issue at event, if applicable

(868) EventText

Comments related to the event.

(869) PctAtRisk

Percent at risk due to lowest possible call.

(870) NoInstrAttrib

Number of repeating InstrAttribType (871) entries.

(871) InstrAttribType

Code to represent the type of instrument attribute

(872) InstrAttribValue

Attribute value appropriate to the InstrAttribType (871) field.

(873) DatedDate

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the IssueDate (225) and the InterestAccrualDate (874)

(874) InterestAccrualDate

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the IssueDate (225) and the DatedDate (873)

(875) CPProgram

The program under which a commercial paper is issued

(876) CPRegType

The registration type of a commercial paper issuance

(877) UnderlyingCPProgram

The program under which the underlying commercial paper is issued

(878) UnderlyingCPRegType

The registration type of the underlying commercial paper issuance

(879) UnderlyingQty

Unit amount of the underlying security (par, shares, currency, etc.)

(880) TrdMatchID

Identifier assigned to a trade by a matching system.

(881) SecondaryTradeReportRefID

Used to refer to a previous SecondaryTradeReportRefID (881) when amending the transaction (cancel, replace, release, or reversal).

(882) UnderlyingDirtyPrice

Price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest

(883) UnderlyingEndPrice

Price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.

(884) UnderlyingStartValue

Currency value attributed to this collateral at the start of the agreement

(885) UnderlyingCurrentValue

Currency value currently attributed to this collateral

(886) UnderlyingEndValue

Currency value attributed to this collateral at the end of the agreement

(887) NoUnderlyingStips

Number of underlying stipulation entries

(888) UnderlyingStipType

Type of stipulation.

(889) UnderlyingStipValue

Value of stipulation.

(890) MaturityNetMoney

Net Money at maturity if Zero Coupon and maturity value is different from par value

(891) MiscFeeBasis

Defines the unit for a miscellaneous fee.

(892) TotNoAllocs

Total number of NoAlloc entries across all messages. Should be the sum of all NoAllocs (78) in each message that has repeating NoAlloc entries related to the same AllocID (70) or AllocReportID (755) . Used to support fragmentation.

(893) LastFragment

Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction (J) , Mass Quote (i) , Security List (y) , Derivative Security List (AA)

(894) CollReqID

Collateral Request (AX) Identifier

(895) CollAsgnReason

Reason for Collateral Assignment (AY)

(896) CollInquiryQualifier

Collateral inquiry qualifiers

(897) NoTrades

Number of trades in repeating group.

(898) MarginRatio

The fraction of the cash consideration that must be collateralized, expressed as a percent. A MarginRatio (898) of 102% indicates that the value of the collateral (after deducting for "haircut") must exceed the cash consideration by 2%.

(899) MarginExcess

Excess margin amount (deficit if value is negative)

(900) TotalNetValue

TotalNetValue (900) is determined as follows:

(901) CashOutstanding

Starting consideration less repayments

(902) CollAsgnID

Collateral Assignment (AY) Identifier

(903) CollAsgnTransType

Collateral Assignment (AY) Transaction Type

(904) CollRespID

Collateral Response (AZ) Identifier

(905) CollAsgnRespType

Collateral Assignment (AY) Response Type

(906) CollAsgnRejectReason

Collateral Assignment (AY) Reject Reason

(907) CollAsgnRefID

Collateral Assignment (AY) Identifier to which a transaction refers

(908) CollRptID

Collateral Report (BA) Identifier

(909) CollInquiryID

Collateral Inquiry (BB) Identifier

(910) CollStatus

Collateral Status

(911) TotNumReports

Total number or reports returned in response to a request

(912) LastRptRequested

Indicates whether this message is that last report message in response to a request, such as Order Mass Status Request (AF) .

(913) AgreementDesc

The full name of the base standard agreement, annexes and amendments in place between the principals applicable to a financing transaction.

(914) AgreementID

A common reference to the applicable standing agreement between the counterparties to a financing transaction.

(915) AgreementDate

A reference to the date the underlying agreement specified by AgreementID (914) and AgreementDesc (913) was executed.

(916) StartDate

Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral

(917) EndDate

End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral

(918) AgreementCurrency

Contractual currency forming the basis of a financing agreement and associated transactions. Usually, but not always, the same as the trade currency.

(919) DeliveryType

Identifies type of settlement

(920) EndAccruedInterestAmt

Accrued Interest Amount applicable to a financing transaction on the End Date.

(921) StartCash

Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date.

(922) EndCash

Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date.

(923) UserRequestID

Unique identifier for a User Request (BE) .

(924) UserRequestType

Indicates the action required by a User Request (BE) message

(925) NewPassword

New Password or passphrase

(926) UserStatus

Indicates the status of a user

(927) UserStatusText

A text description associated with a user status.

(928) StatusValue

Indicates the status of a network connection

(929) StatusText

A text description associated with a network status.

(930) RefCompID

Assigned value used to identify a firm.

(931) RefSubID

Assigned value used to identify specific elements within a firm.

(932) NetworkResponseID

Unique identifier for a network response.

(933) NetworkRequestID

Unique identifier for a network resquest.

(934) LastNetworkResponseID

Identifier of the previous Network (Counterparty System) Status Response (BD) message sent to a counterparty, used to allow incremental updates.

(935) NetworkRequestType

Indicates the type and level of details required for a Network (Counterparty System) Status Request (BC) message

(936) NoCompIDs

Number of CompID entries in a repeating group.

(937) NetworkStatusResponseType

Indicates the type of Network (Counterparty System) Status Response (BD) message.

(938) NoCollInquiryQualifier

Number of CollInquiryQualifier entries in a repeating group.

(939) TrdRptStatus

Trade Report Status

(940) AffirmStatus

Identifies the status of the Confirmation Ack (AU) .

(941) UnderlyingStrikeCurrency

Currency in which the strike price of an underlying instrument is denominated

(942) LegStrikeCurrency

Currency in which the strike price of a instrument leg of a multileg instrument is denominated

(943) TimeBracket

A code that represents a time interval in which a fill or trade occurred.

(944) CollAction

Action proposed for an Underlying Instrument instance.

(945) CollInquiryStatus

Status of Collateral Inquiry (BB)

(946) CollInquiryResult

Result returned in response to Collateral Inquiry (BB)

(947) StrikeCurrency

Currency in which the StrikePrice (202) is denominated.

(948) NoNested3PartyIDs

Number of Nested3PartyID (949) , Nested3PartyIDSource (950) , and Nested3PartyRole (951) entries

(949) Nested3PartyID

PartyID value within a "third instance" Nested repeating group.

(950) Nested3PartyIDSource

PartyIDSource value within a "third instance" Nested repeating group.

(951) Nested3PartyRole

PartyRole value within a "third instance" Nested repeating group.

(952) NoNested3PartySubIDs

Number of Nested3PartySubID (953) entries

(953) Nested3PartySubID

PartySubID value within a "third instance" Nested repeating group.

(954) Nested3PartySubIDType

PartySubIDType value within a "third instance" Nested repeating group.

(955) LegContractSettlMonth

Specifies when the contract (i.e. MBS/TBA) will settle.

(956) LegInterestAccrualDate

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the IssueDate (225) and the DatedDate (873)