Data Types

Name Description
int

Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999").

Note that int values may contain leading zeros (e.g. "00023" = "23").

Examples: 723 in field 21 would be mapped int as |21=723|, -723 in field 12 would be mapped int as |12=-723|.

=> Length

Int field (see definition of "int" above) representing the length in bytes. Value must be positive.

=> NumInGroup

Int field (see definition of "int" above) representing the number of entries in a repeating group. Value must be positive.

=> SeqNum

Int field (see definition of "int" above) representing a message sequence number. Value must be positive.

=> TagNum

Int field (see definition of "int" above) representing a field's tag number when using FIX "Tag=Value" syntax. Value must be positive and may not contain leading zeros.

=> DayOfMonth

int field (see definition of "int" above) representing a day during a particular month (values 1-31).

float

Sequence of digits with optional decimal point and sign character (ASCII characters "-", "0" - "9" and "."); the absence of the decimal point within the string will be interpreted as the float representation of an integer value. All float fields must accommodate up to fifteen significant digits. The number of decimal places used should be a factor of business/market needs and mutual agreement between counterparties. Note that float values may contain leading zeros (e.g. "00023.23" = "23.23") and may contain or omit trailing zeros after the decimal point (e.g. "23.0" = "23.0000" = "23" = "23.").

Note that fields which are derived from float may contain negative values unless explicitly specified otherwise.

=> Qty

Float field (see definition of "float" above) capable of storing either a whole number (no decimal places) of "shares" (securities denominated in whole units) or a decimal value containing decimal places for non-share quantity asset classes (securities denominated in fractional units).

=> Price

Float field (see definition of "float" above) representing a price. Note the number of decimal places may vary. For certain asset classes prices may be negative values. For example, options strategies can be negative under certain market conditions. Refer to Volume 7: FIX Usage by Product for asset classes that support negative price values.

=> PriceOffset

Float field (see definition of "float" above) representing a price offset, which can be mathematically added to a "Price". Note the number of decimal places may vary and some fields such as LastForwardPoints may be negative.

=> Amt

Float field (see definition of "float" above) typically representing a Price times a Qty.

=> Percentage

Float field (see definition of "float" above) representing a percentage (e.g. .05 represents 5% and .9525 represents 95.25%). Note the number of decimal places may vary.

char

Single character value, can include any alphanumeric character or punctuation except the delimiter. All char fields are case sensitive (i.e. m != M).

=> Boolean

Char field (see definition of "char" above) containing one of two values: 'Y' = True/Yes, 'N' = False/No.

String

Alpha-numeric free format strings, can include any character or punctuation except the delimiter. All char fields are case sensitive (i.e. morstatt != Morstatt).

=> MultipleCharValue

String field (see definition of "String" above) containing one or more SINGLE character space delimited values.

=> MultipleValueString

String field (see definition of "String" above) containing one or more MULTIPLE character space delimited values.

=> Country

String field (see definition of "String" above) representing a country using ISO 3166 Country code (2 character) values.

Valid values: see " Appendix 6-B - FIX Fields Based Upon Other Standards "

=> Currency

String field (see definition of "String" above) representing a currency type using ISO 4217 Currency code (3 character) values.

Valid values: see " Appendix 6-A - Currency Codes - ISO 4217 Currency codes "

=> Exchange

String field (see definition of "String" above) representing a market or exchange using

Valid values: see " Appendix 6-C - Exchange Codes - ISO 10383 Market Identifier Code (MIC) "

=> month-year

String field representing month of a year. An optional day of the month can be appended or an optional week code.

Valid formats: YYYYMM YYYYMMDD YYYYMMWW. Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31, WW = w1, w2, w3, w4, w5.

=> UTCTimestamp

Time/date combination represented in UTC (Universal Time Coordinated, also known as "GMT") in either YYYYMMDD-HH:MM:SS (whole seconds) or YYYYMMDD-HH:MM:SS.sss (milliseconds) format, colons, dash, and period required.

Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-5960 (60 only if UTC leap second) (without milliseconds). YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-5960 (60 only if UTC leap second), sss=000-999 (indicating milliseconds).

Leap Seconds: Note that UTC includes corrections for leap seconds, which are inserted to account for slowing of the rotation of the earth. Leap second insertion is declared by the International Earth Rotation Service (IERS) and has, since 1972, only occurred on the night of Dec. 31 or Jun 30. The IERS considers March 31 and September 30 as secondary dates for leap second insertion, but has never utilized these dates. During a leap second insertion, a UTCTimestamp field may read "19981231-23:59:59", "19981231-23:59:60", "19990101-00:00:00". (see http://tycho.usno.navy.mil/leapsec.html )

=> UTCTimeOnly

Time-only represented in UTC (Universal Time Coordinated, also known as "GMT") in either HH:MM:SS (whole seconds) or HH:MM:SS.sss (milliseconds) format, colons, and period required. This special-purpose field is paired with UTCDateOnly to form a proper UTCTimestamp for bandwidth-sensitive messages.

Valid values: HH = 00-23, MM = 00-59, SS = 00-5960 (60 only if UTC leap second) (without milliseconds). HH = 00-23, MM = 00-59, SS = 00-5960 (60 only if UTC leap second), sss=000-999 (indicating milliseconds).

=> UTCDateOnly

Date represented in UTC (Universal Time Coordinated, also known as "GMT") in YYYYMMDD format. This special-purpose field is paired with UTCTimeOnly to form a proper UTCTimestamp for bandwidth-sensitive messages.

Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31.

=> LocalMktDate

Date of Local Market (vs. UTC) in YYYYMMDD format. This is the "normal" date field used by the FIX protocol.

Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31.

=> TZTimeOnly

The time represented based on ISO 8601. This is the time with a UTC offset to allow identification of local time and timezone of that time. Format is HH:MM[:SS][.sss][Z | [ + | - hh[:mm]]] where HH = 00-23 hours, MM = 00-59 minutes, SS = 00-59 seconds, sss = milliseconds, hh = 01-12 offset hours, mm = 00-59 offset minutes.

Example: 07:39Z is 07:39 UTC

Example: 02:39-05 is five hours behind UTC, thus Eastern Time

Example: 15:39+08 is eight hours ahead of UTC, Hong Kong/Singapore time

Example: 13:09+05:30 is 5.5 hours ahead of UTC, India time

=> TZTimestamp

The time/date combination representing local time with an offset to UTC to allow identification of local time and timezone offset of that time. The representation is based on ISO 8601. Format is YYYYMMDD-HH:MM:SS[.sss][Z | [ + | - hh[:mm]]] where YYYY = 0000 to 9999, MM = 01-12, DD = 01-31 HH = 00-23 hours, MM = 00-59 minutes, SS = 00-59 seconds, sss = milliseconds, hh = 01-12 offset hours, mm = 00-59 offset minutes

Example: 20060901-07:39Z is 07:39 UTC on 1st of September 2006

Example: 20060901-02:39-05 is five hours behind UTC, thus Eastern Time on 1st of September 2006

Example: 20060901-15:39+08 is eight hours ahead of UTC, Hong Kong/Singapore time on 1st of September 2006

Example: 20060901-13:09+05:30 is 5.5 hours ahead of UTC, India time on 1st of September 2006

data

Raw data with no format or content restrictions. Data fields are always immediately preceded by a length field. The length field should specify the number of bytes of the value of the data field (up to but not including the terminating SOH). Caution: the value of one of these fields may contain the delimiter (SOH) character. Note that the value specified for this field should be followed by the delimiter (SOH) character as all fields are terminated with an "SOH".

Pattern

A "pattern" data type is used to build on and provide some restrictions on what is allowed as valid values in fields that uses a base FIX data type and a pattern data type. The universe of allowable valid values for the field would then be the union of the base set of valid values and what is defined by the pattern data type. The pattern data type used by the field will retain its base FIX data type (e.g. String, int, char).

=> Tenor

The Tenor pattern is used to allow the expression of FX standard tenors in addition to the base valid enumerations defined for the field that uses this pattern data type. This pattern data type is defined as follows:

Dx = FX tenor expression for "days", e.g. "D5" to express 5 days, where "x" is any integer > 0

Mx = FX tenor expression for "months", e.g. "M3" to express 3 months, where "x" is any integer > 0

Wx = FX tenor expression for "weeks", e.g. "W13" to express 13 weeks, where "x" is any integer > 0

Yx = FX tenor expression for "years", e.g. "Y1" to express 1 year, where "x" is any integer > 0

=> Reserved100Plus

The Reserved100Plus pattern is used to allow additional billaterally agreed upon enumerations to be defined for the field by using enumeration values starting at "100" and above.

=> Reserved1000Plus

The Reserved1000Plus pattern is used to allow additional billaterally agreed upon enumerations to be defined for the field by using enumeration values starting at "1000" and above.

=> Reserved4000Plus

The Reserved4000Plus pattern is used to allow additional billaterally agreed upon enumerations to be defined for the field by using enumeration values starting at "4000" and above.