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User Defined Fields

The table below summarises currently used custom fields.

At this time the available tag numbers in the user defined range of 5000 to 9999 have all been allocated. In December 2009 the Global Technical Committee Governance Board approved the use of tag numbers in the 20000 to 39999 range for use as user defined tags to be used bilaterally between parties. These tags do not need to be registered. The GTC Governance Board is working on a long term solution.

Please note we are keen to ensure that users benefit from the very best user experience and we are working to improve the search functionality within the tabs below 

User fields in the range 8500-8999 are currently reserved for work-in-progress in China.

 

TagField / FIX MsgTypes / DescriptionCreated by
5000 OrdStatusReqType
Discriminates between a standard Order Status Request (=0), and a non-standard Trade History query (=1)
Terril Bisnauthsing
OM Group
5001 ExchangeQuoteID
Quote ID returned from exchange
Terril Bisnauthsing
OM Group
5002 BidVolMultiplier
Bid Volume Multiplier for an Improvement Quote Integer
Terril Bisnauthsing
OM Group
5003 OfferVolMultiplier
Offer Volume Multiplier for an Improvement Quote Integer
Terril Bisnauthsing
OM Group
5004 BidVolLimit
Bid Volume Limit for an Improvement Quote Integer
Terril Bisnauthsing
OM Group
5005 OfferVolLimit
Offer Volume Limit for an Improvement Quote Integer
Terril Bisnauthsing
OM Group
5006 QuoteStatusReqType
Discriminates between a Price Quote Status Request (=0), and an Improvement Quote Status Request (=1). Char
Terril Bisnauthsing
OM Group
5007 LockStatus
Indicates whether an order is locked (temporarily) on the orderbook. Boolean
Terril Bisnauthsing
OM Group
5008 DepositoryID
Clearing house security ID
Terril Bisnauthsing
OM Group
5009 DepositoryIDSource
Type of Clearing house security ID: =1 (CUSIP) =2 (SEDOL) =4 (ISIN) String
Terril Bisnauthsing
OM Group
5010 SecuritySuspended
Indicates whether the security is suspended from trading Boolean
Terril Bisnauthsing
OM Group
5011 OrderMaxValue
Maximum order value Price
Terril Bisnauthsing
OM Group
5012 OrderMinValue
Minimum order value Price
Terril Bisnauthsing
OM Group
5013 TradeSequence
When the deal is created during the day:=2 (trade entered by operations/administration staff) =101 (normal trading) =102 (traded out of sequence; used for trades that have been hedged) Integer
Terril Bisnauthsing
OM Group
5014 TradeMode
Trade type. =1 (Standard. The trade is a normally registered trade). Other values (2-8) reserved for future use. Char
Terril Bisnauthsing
OM Group
5015 TickBandLow
Tick band low price Price
Terril Bisnauthsing
OM Group
5016 TickBandHigh
Tick band high price Price
Terril Bisnauthsing
OM Group
5017 TickBandType
Tick band type: =1 (DAY orders) =2 (quotes and IOC orders) Char
Terril Bisnauthsing
OM Group
5018 OrderBookID
The identity of a market place partition. String
Terril Bisnauthsing
OM Group
5019 TradingSessionID2
The identity of a group of instruments which share trading session characteristics, e.g. when their state changes from Waiting to Trading String
Terril Bisnauthsing
OM Group
5020 SettlDate
The settlement date for a trade. UTCDateOnly
Terril Bisnauthsing
OM Group
5021 ReportToOCS
8,Q
Specifies if a block order average price trade is to be reported to OCS (Overnight Comparison System)
Kevin Bilello
Beta Systems
5022 NoTickBands
Number of tick bands in the following repeating group. Integer
Terril Bisnauthsing
OM Group
5023 TickSize
Tick size Price
Terril Bisnauthsing
OM Group
5024 InternalSeqNo
message header
This tag is to support internal sequence checking between front-end FIX session modules and back-office FIX application engines
Kevin Bilello
Beta Systems
5025 InternalAcknowledgementSw
message header
Used to allow front-end session modules communicate to back-end application modules that the required acknowledgement for a given message has already been generated in order to improve asyncronous processing.
Kevin Bilello
Beta Systems
5026 DaylightSavingSw
message header
Used to allow front-end session modules communicate to back-end application modules whether we are observing daylight saving time.
Kevin Bilello
Beta Systems
5027 ExchangeSymbolName
Security Definition
Symbol name used to identify instrument on a local exchange.
Terril Bisnauthsing
OM Group
5028 BlkOrderDesk
8,Q
Specifies the desk for a block order average price trade
Kevin Bilello
Beta Systems
5029 BlkOrderDeskNo
8,Q
Specifies the desk number for a block order average price trade
Kevin Bilello
Beta Systems
5030 BlockOrderID
D,8,Q,9,G,F
This identifies a block order ID for grouping orders (i.e. orders for a queue and release system)
Kevin Bilello
Beta Systems
5031 ExpireTime
New Order
This field should contain the number of days from today, for which the order should be valid. The value must be less than six as GTD orders can only be valid for five days according to CSE (Colombo Stock Exchange)trading rules. Further this field is required only if TimeInForce is GTD.
Priya Sampath
Changepond Technologies
5032 SecurityType
New Order Single
Possible values are: 1 = Normal Board 2 = Odd lot Board 3 = Crossings board 4 = All or None board Default value is Normal Board
Priya Sampath
Changepond Technologies
5033 IsForeignBroker
Ner Order Single
Possible values are 0 = NO 1 = YES Default value is No
Priya Sampath
Changepond Technologies
5034 IsTaxable
New Order Single
Possible values are 0 = No 1 = Yes Default value is No.
Priya Sampath
Changepond Technologies
5035 Custodian Code
New Order Single
Three character Custodian Code
Priya Sampath
Changepond Technologies
5036 OldQty
New Order Single
Must be equal to the currently remaining quantity and not the original order quantity
Priya Sampath
Changepond Technologies
5037 OldPrice
New Order Single
Must be equal to the original Price
Priya Sampath
Changepond Technologies
5038 CMSText
all order related messages
The CMS message text equivalent with or without unprintable characters replaced by spaces
Kevin Bilello
Beta Systems
5039 ClientOrderIDFormat
D,Q,8,F,G
Allows the 2 sides to communicate what format the Client Order ID and Orig Client Order ID will be used to construct the tag(s). NOTE: Valid values must be agreed upon by both sender and target comps.
Kevin Bilello
Beta Systems
5040 JIWAYTradingStatus
Indicates the current trading status of stocks listed on the Jiway Exchange.
Michael Thompson
OM
5041 ExchangeTradingStatus
The trading status of stocks listed on 'other' exchanges.
Michael Thompson
OM
5042 MatchMultipleQty
Executed quantity must be a multiple of this quantity.
Lawrence Kastel
GL Trade
5043 AltHandlInst
Handling Instructions. Contains the same information as Tag-21, but possible values are 0, 1, and 2. No FIX message should contain both tags 21 and 5043. 0=Automated execution order, private, no Broker intervention 1=Automated execution order, public, Broker intervention OK 2=Manual order, best execution
Lawrence Kastel
GL Trade
5044 Long Name
This field is a string, consisting of a branch number and an account id.
Lawrence Kastel
GL Trade
5045 Password
The password of a dealer or account.
Lawrence Kastel
GL Trade
5046 SLEUID
D, F, G, AB, AC, 8, 9
GL-Trade User ID. Integer, 0-999
Lawrence Kastel
GL Trade
5047 AllocBrokerAccountID
Allocation
Allocation level. Used to match allocation account in the broker's settlement system to the client's account, where the client and broker account naming systems differ.
Yemi Oluwi
UBS Warburg
5048 OrdSubStatus
8, 9
Substatus of an order
Lawrence Kastel
GL Trade
5049 Deal Link Reference
DealLinkRef
This is a trade reference that is common to all Executions / Transaction Reporting Only and Settlement Only Transactions for a particular Order
John Carroll
Merrill Lynch
5050 TransStampStat
Char
Indicates if Stamp Liability / No Stampo Liability
John Carroll
Merrill Lynch International
5051 InstructNoInstruct
Y/N
Indicates whether or not a trade needs to be instructed for Settlement
John Carroll
Merrill Lynch International
5052 Maturity
D, 8
Complete maturity date for Fixed Income trades. YYYYMMDD
Brian Gay
Bloomberg
5053 TradeType2
?
Describes Trade Types in more details Values: 1. Stock & Cash DVP(Delivery versus Payment 2. Book to Book Transfer 3 Stock & Cash FOP (Free of Payment) 4. Foreign Exchange Trade 5 Reporting Only Transaction 6 Settlement Only Transaction
John Carroll
Merrill Lynch International
5054 ClientMarketInd
C or M
Transaction reporting tag to establish the Side of the transaction that we are reporting: C for Client Side M for Market Side
John Carroll
Merrill Lynch International
5055 TransReport
Yes (Y) or No (N)
Indicates that a trade needs to be transaction reported to the relevant regulatory body like the FSA, SFA, SEC etc etc.
John Carroll
Merrill Lynch International
5056 ClientCharID
8-10 digits in length. Numeric only
Client Charity ID indicates the Client is exempt from paying stamp duty because of their Charity status - this needs to be reported to the Inland Revenue.
John Carroll
Merrill Lynch International
5057 AvgPxInd
C = Average Price on SETS, A = Average Price off SETS, Blank Indicates - not an average Price
The indicator denotes if / where the average price has been generated. This is an SFA Transaction Reporting Rule.
John Carroll
Merrill Lynch International
5058 StampConsid
GBP Cash Amount / Value
This is the Stampable Consideration on a trade. It must always be displayed in GBP and will consist of Price multiplied by Quantity for Agency Trades. For Principal Trades, the Stampable Consideration will be equal to Price multiplied by Quantity plus Commissions & fees (but not including the Stamp Amount)
John Carroll
Merrill Lynch International
5059 Coupon
Float
For Fixed Income; Coupon rate of the bond. Will be zero for step-up bonds.
Daniel Doscas
Merrill Lynch
5060 PSBidPrice
The current price source bid price
Paul Radbone
Boot computers
5061 PSOfferPrice
The current price source offer price
Paul Radbone
Boot computers
5062 PriceSource
Indicates where the price has originated; H for House, M for Market
Paul Radbone
Boot computers
5063 FundingCharge
Execution Report
The funding charge applied to the price on extended settlement. Datatype - Float
Ashley Coates
Boot Computers Limited
5064 FundingConsideration
Execution Report
The funding consideration on extended settlement
Ashley Coates
Boot Computers Limited
5065 BidFundingCharge
Quote
The funding charge applied to the bid price on extended settlement
Ashley Coates
Boot Computers Limited
5066 BidFundingConsideration
Quote
The bid funding consideration on extended settlement
Ashley Coates
Boot Computers Limited
5067 DropID
8,Q
Provides front-end flexibility to control message level drop copy processing.
Kevin Bilello
Thomson Beta Systems
5068 OfferFundingCharge
Quote
The funding charge applied to the offer price on extended settlement
Ashley Coates
Boot Computers Limited
5069 OfferFundingConsideration
Quote
The offer funding consideration on extended settlement
Ashley Coates
Boot Computers Limited
5070 UseSettlement
Indicates whether or not settlement is requested. Boolean 'Y' or 'N'
Jose Tomas
.
5071 TickBandNoDecPlaces
Number of decimal places in premium price. Integer.
Jose Tomas
.
5072 ExchangeName
Security Definition
The name of the exchange that lists this security. String.
Jose Tomas
.
5073 SpreadMonicker
Describes the Spread Type. STD=Straddle, STG=Strangle, BUL= Call Vertical, BLT=Call Calendar, BER=Put Vertical, BRT=Put Calendar
Jon Dahl
Liquidity Direct
5074 FundCommissionOption
Allows the broker to specify the commission option to be used for a fund deal request.
Richard Lockett
Boot
5075 FundCommissionWaiver
Any commission that the broker wishes to sacrifice. This figure is expressed as a amount to be deducted from the default commission.
Richard Lockett
Boot
5076 FundReInvestIncome
Allows client to specify that any income gained from a holding should be re-invested into that holding.
Richard Lockett
Boot
5077 FundNomineeAccount
A facility to allow clients to group their fund holdings in a logical and meaningful way.
Richard Lockett
Boot
5078 FundSpecialDealDiscount
Future functionality; option to invoke pre-agreed discount per client.
Richard Lockett
Boot
5079 FundSellAll
Specifies that the client wishes to sell all holdings relating to the combination of fund, broker, nominee account and customer designation.
Richard Lockett
Boot
5080 AsOfIndicator
Specifies whether a trade is an As/Of Trade. Data type is Boolean.
Lalin Dias
Millennium Information Technologies
5081 AsOfTime
Specifies the date and time an As/Of Trade took place. Data type is UTCTimestamp.
Lalin Dias
Millennium Information Technologies
5082 QuoteType
Indicates whether a price is indicative or executable. Valid Values: 1 = Indicative pricing 2 = Executable pricing
Diana Ding
Bloomberg
5083 DripInterval
The time interval for releasing drip qty. DataType is Integer. Specifies drip interval in seconds
Mithila Somasiri
Millennium Information Technologies Limited
5084 DripQty
Quantity released per drip interval. Data type is integer.
Mithila Somasiri
Millennium Information Technologies Limited
5085 FundValuationDate
The date on which a fund deal transaction will be valued.
Richard Lockett
Boot
5086 FundValuationSSM
The time at which a fund deal transaction will be valued.
Richard Lockett
Boot
5087 FundExternalRef
If a fund deal response has been provided by an external RSP then their reference will be provided within this field
Richard Lockett
Boot
5088 BidDelta
The bid delta price - for FX SPOT
Diana Ding
Bloomberg
5089 AskDelta
The ask delta price - for FX SPOT
Diana Ding
Bloomberg
5090 FundInitialCharge
The total of all commission and other charges applied against an executed fund deal transaction.
Richard Lockett
Boot
5091 AllocationIndicator
Determines whether an order should be "Public" allocated or "Crowd" Allocated during a parity allocation process. data Type is integer. Valid Values:1- Crowd, 2 - Public
Mithila Somasiri
Millennium Information Technologies Limited
5092 CrossVariant
Identifies specific variant of defined cross type. Data Type is Integer. Valid Values 1=Cross, 2=Cross Only, 3=Mid point Cross, 4=IOC Cross, 5=PNP Cross)
Mithila Somasiri
Millennium Information Technologies Limited
5093 CrossQualifier
Identifies the cross qualifier. Data type in integer. Valid values:1=CNP, 2=None
Mithila Somasiri
Millennium Information Technologies Limited
5094 AmntBought
Indicates the number of shares bought.
Indika Ranamuggedara
Millennuim IT
5095 AmntSold
Indicates the number of shares sold.
Indika Ranamuggedara
Millennuim IT
5096 DeltaAmnt
The change in position for a given instrument. Expressed as the number of shares, number of option series contracts etc.
Indika Ranamuggedara
Millennuim IT
5097 NoParam
The number of parameters in the repeating group
Indika Ranamuggedara
Millennuim IT
5098 ParamType
Parameter identifier/description.
Indika Ranamuggedara
Millennuim IT
5099 ParamValue
The value of the parameter.
Indika Ranamuggedara
Millennuim IT
5100 FundSecurityType
Specifies the type of security that this is.
Richard Lockett
Boot
5101 FundManagerName
The name of the fund manager for this fund instrument.
Richard Lockett
Boot
5102 FundUnitType
accumulated or income - indicates whether income from the fund should be re-invested
Richard Lockett
Boot
5103 FundBuyableFromDate
Date from which fund may be bought.
Richard Lockett
Boot
5104 FundBuyableToDate
Date to which fund may be bought.
Richard Lockett
Boot
5105 FundValuationPoint
Free-format text - indicates when a given fund is valued.
Richard Lockett
Boot
5106 FundDesignation
Designation against which a fund deal transaction is to be executed.
Richard Lockett
Boot
5107 FundGroup1Units
D,8,F
Group 1 Cofunds traded quantity
Paul Radbone
Boot computers
5108 FundGroup2Units
D,8,F
Group 2 Cofunds traded quantity
Paul Radbone
Boot computers
5109 WaitPrimaryExchange
D, G
Wait for the Primary Exchange to open before trading this order.
Tad Knowles
NASDAQ
5110 QuoteDepthOfMarket
Quote
Informs the client how many quote contributers there were is determining the quote
Matthew McNeil
Barclays Capital
5111 Contributor
Quote
A field identifying the quote provider
Matthew McNeil
Barclays Capital
5112 IssueDenomination
Quote
The denomination of the issue
Matthew McNeil
Barclays Capital
5113 CreditRatingAgency
Instrument
CreditRatingAgency Instrument Format: int Research Agency provided Credit Rating evaluation. Used in conjunction with CreditRating field ( tag 256 ) Beacon values: 0 - S&P 1 - Moody's 2 - Fitch
Daniel Silvers
Beacon Capital Strategies
5114 NoCreditRating
Instrument
Format: NumInGroup Number of repeating CreditRating ( 255 ) and CreditRatingAgency ( 5113 ) entries. use NoCreditRating == 0 when CreditRatingAgency and CreditRating is not provided.
Daniel Silvers
Beacon Capital Strategies, LLC
5115 UnderlyingCreditRatingAgency
Underlying Instrument
Format: int Research Agency provided Credit Rating evaluation. Used in conjunction with UnderlyingCreditRating field ( tag 256 ) Beacon values: 0 - S&P 1 - Moody's 2 - Fitch
Daniel Silvers
Beacon Capital Strategies
5116 NoUnderlyingCreditRating
Underlying Instrument
Format: NumInGroup Number of repeating UnderlyingCreditRating ( 256 ) and UnderlyingCreditRatingAgency ( 5115 ) entries. use NoUnderlyingCreditRating == 0 when UnderlyingCreditRatingAgency and UnderlyingCreditRating is not provided.
Daniel Silvers
Beacon Capital Strategies
5117 LegCreditRatingAgency
Leg Instrument
Format: int Research Agency provided Leg Credit Rating evaluation. Used in conjunction with LegCreditRating field ( tag 257 ) Beacon values: 0 - S&P 1 - Moody's 2 - Fitch
Daniel Silvers
Beacon Capital Strategies
5118 NoLegCreditRating
Leg Instrument
Format: NumInGroup Number of repeating LegCreditRating ( 257 ) and LegCreditRatingAgency ( 5117 ) entries. use NoLegCreditRating == 0 when LegCreditRatingAgency and LegCreditRating is not provided.
Daniel Silvers
Beacon Capital Strategies
5119 NoRFQs
int
Specifies the number of RFQRequests. Market data field
Daniel Silvers
Beacon Capital Strategies
5120 FilterSource
Request
Format: String FilterSource specifies which language type supported to create a Filter ( 5121 ). valid values "SQL", "REGEX", "JAVASCRIPT", "XPATH",... used in conjunction with Filter(5121), FilterReqID(5122).
Daniel Silvers
Beacon Capital Strategies
5121 Filter
Request
Format: String specifies algorithm source using language type specified in FilterSource ( 5120 ).
Daniel Silvers
Beacon Capital Strategies
5122 FilterReqID
Request
Format: int filter requester ID see FilterID generated by filter provider to used to cancel/update filters.
Daniel Silvers
Beacon Capital Strategies
5123 FilterID
Response
Format: int ID provider echo FilterReqID(5122), new generated ID by provider for Requested Filter. Used to cancel/update filters.
Daniel Silvers
Beacon Capital Strategies
5124 ConversionTick
Used for CAP DI orders. Valid Values: 1 - Destabilising (Convert only on Destabilising tick) 2 - Stabilising (Convert only on Stabilising tick)
Mithila Somasiri
Millennium Information Technologies Limited
5125 TradeNotificationID
Unique Identifier Assigned to the trade notification open for allocation.
Mithila Somasiri
Millennium Information Technologies Limited
5126 CMSInternalData
Internal data specific to CMS.
Mithila Somasiri
Millennium Information Technologies Limited
5127 Post
Trading Post ID for the security.
Mithila Somasiri
Millennium Information Technologies Limited
5128 TurnAroundNumber
Turn Around Number assigned for the order.
Mithila Somasiri
Millennium Information Technologies Limited
5129 NoIOIs
int
Used in IOIList. Market data field
Daniel Silvers
Beacon Capital Strategies
5130 TotNoIOIs
int
Used in IOIList, SecurityList, SecurityStatus Number of Indications currently alive ( not expired based on validUntilTime ) Market data field
Daniel Silvers
Beacon Capital Strategies
5131 PendingAllocation
Execution Report
Indicates whether the entering trader is responsible to allocate the execution and report allocations to the exchange in order to complete the transaction. Valid Values : Y - YES, N- NO
Mithila Somasiri
Millennium Information Technologies Limited
5132 ContraOrderOrigin
Execution Report, Trade capture
Indicates the type of the contra order. Possible values. 1 - Firm Order 2 - BARS Order 3 - Specialist Quote 4 - Market Maker Quote 5 - Away Market Inbound 6 - Away Market Outbound
Mithila Somasiri
Millennium Information Technologies Limited
5133 Omnibus
ExecutionReport
Indicates whether the contra party is an omnibus name or not.
Mithila Somasiri
Millennium Information Technologies Limited
5134 MaxBestBidSize
Security Status
Specifies the maximum number of shares to buy for which the sender can quote at their best price.
Shirin Baluch
Dresdner Kleinwort Wasserstein
5135 MaxBestOfferSize
Security Status
Specifies the maximum number of shares to sell for which the sender can quote at their best price.
Shirin Baluch
Dresdner Kleinwort Wasserstein
5136 MaxQuotableBidSize
Security Status
Specifies the maximum number of shares to buy for which the sender will quote
Shirin Baluch
Dresdner Kleinwort Wasserstein
5137 MaxQuotableOfferSize
Security Status
Specifies the maximum number of shares to sell for which the sender will quote
Shirin Baluch
Dresdner Kleinwort Wasserstein
5138 SingleConversionQty
New Order, Execution report
Single conversion quantity of a CAP-DI order
Mithila Somasiri
Millennium Information Technologies Limited
5139 AggregateConversionQty
New order, Execution Report.
Aggregate conversion quantity of a CAP-DI order.
Mithila Somasiri
Millennium Information Technologies Limited
5140 ExecBy
Execution report, Trade Capture
Executing system/Person ID for order executions. Information generally used by back-office billing.
Mithila Somasiri
Millennium Information Technologies Limited
5141 PriceImprovementSide
New Order
Specifies the side to be price improved in a cross order. Valid Values: 1 - Buy only 2 - Sell only 3 - Buy and Sell
Mithila Somasiri
Millennium Information Technologies Limited
5142 AltRule80A
D, G, AB, AC
Rule80A with user-defined values and meanings.
Lawrence Kastel
GL Trade
5143 CCPTradeSuffixNumber
8
Extra Trade Identification Number on XETRA.
Lawrence Kastel
GL Trade
5144 CCPOrderCompletionFlag
8
Used for XETRA market. 'P' if the order has been partially filled, 'F' if completely filled.
Lawrence Kastel
GL Trade
5145 NettingLevel
D, 8
Describes the level of netting assigned to an order.
Guillaume Jamin
GL Trade
5146 DealInstBroker
D
Describes the instruction assigned from a dealer to a broker
Guillaume Jamin
GL Trade
5147 NumExec
8
Indicates the number of market executions.
Guillaume Jamin
GL Trade
5148 TradOrdNum
D,G
This field is optional and contains the number assigned by the trader. This information is just conveyed in the Trade Leg Creation message.
Guillaume Jamin
GL Trade
5149 Memo
D,G,8
Free format text field sent to the market.
Guillaume Jamin
GL Trade
5150 UserIDCmd
8
Indicates the original GL User ID who has submited the order command.
Guillaume Jamin
GL Trade
5151 TickSizeDenominator
D,G,8
Tick denominator used to calculate the price for Liffe market.
Guillaume Jamin
GL Trade
5152 BoothID
Booth ID to which the request should be routed.
Mithila Somasiri
Millennium Information Technologies Limited
5153 SalesInstBroker
D,F,G,8
Describes the instruction assigned from a sales to a broker
Guillaume Jamin
GL TRADE
5154 CXFlag
D,F,G,8
Indicates when a broker buys/sells shares because a client did not deliver scrip or pay on time for the original trade.
Guillaume Jamin
GL TRADE
5155 InstitutionID
D,F,G,8
Specifies institution ID as assigned to the exchange.
Guillaume Jamin
GL TRADE
5156 UnreleasedDate
D,F,G,8,9
Indicates the date for an unreleased order (order sent to exchange but inserted into the book at the indicated date).
Guillaume Jamin
GL TRADE
5157 UnreleasedTime
D,F,G,8,9
Indicates the date/time for an unreleased order (order sent to exchange but inserted into the book at the indicated date and time).
Guillaume Jamin
GL TRADE
5158 UnreleasedText
D,F,G,8,9
Indicates instructions for an unreleased order.
Guillaume Jamin
GL TRADE
5159 ClearingCode
D,F,G,8,9
Indicates the code of the clearer.
Guillaume Jamin
GL TRADE
5160 ClearingAccountNDS
D,F,G,8,9
Indicates the National Depositery of Securities clearer account.
Guillaume Jamin
GL TRADE
5161 AccountNDS
D,F,G,8,9
Indicates the National Depositery of Securities client account.
Guillaume Jamin
GL TRADE
5162 TriggerType
D,F,G,8,9
Indicates specific trigger conditions applied to the order.
Guillaume Jamin
GL TRADE
5163 StabilisationPx
D,F,G,8
When an underwriter who tries to prevent a recent offering from dropping below the offering price by placing buy orders slightly above that price. Valid values: S=Stablisation, T=Takeover
Guillaume Jamin
GL TRADE
5164 SecondaryTransactTime
8
Time of execution at the exchange level when TransactTime is already used by the broker order management system.
Guillaume Jamin
GL TRADE
5165 SettlInstBroker
J,P
Describes the settlement instruction assigned from a sales to a broker.
Guillaume Jamin
GL TRADE
5166 NoTriggers
D,G,AB,AC
Number of triggers applied on an order.
Guillaume Jamin
GL TRADE
5167 TriggerPrice
D,G,AB,AC
Price applied for the trigger type
Guillaume Jamin
GL TRADE
5168 TriggerMaxFloor
D,G,AB
Minimum quantity to be displayed
Guillaume Jamin
GL TRADE
5169 TriggerDate
D,G,AB
Date of order activation.
Guillaume Jamin
GL TRADE
5170 TriggerDelay
D,G,AB
Count down to activate the order.
Guillaume Jamin
GL TRADE
5171 TriggerTradSesStat
D,G,AB
Trading session value used to trigger the order.
Guillaume Jamin
GL TRADE
5172 TriggerSymbol
D,G,AB
Contains the symbol used to trigger the order
Guillaume Jamin
GL TRADE
5173 TriggerIDSource
D,G,AB
Security source used to trigger the order.
Guillaume Jamin
GL TRADE
5174 TriggerSecurityIDSource
D,G,AB
Security ID used to trigger the order
Guillaume Jamin
GL TRADE
5175 Recycle
D,G,AB
Used to recycle a rejected order
Guillaume Jamin
GL TRADE
5176 ExTransactionType
8
Identifies transaction type Valid Values: 20=4 - Distinguishes balances that will be reported to the FXBB system by a version of an ExecReport(35=8) message. , 20=5 - Balance report ack message used to respond to balance report. 20=6 - Will be sent back if a balance is covered by the FX system.
Zara Munir
Bloomberg
5177 Source
8
Identifies the system source. This tag will be a string i.e. "Tradebook"
Zara Munir
Bloomberg
5178 Dealer
8 - STRING
Bank or the dealer that a trade was done with (This will be an optional field).
Zara Munir
Bloomberg
5179 TradeTime
New Order, Execution Report
Time at which the trade was negotiated between the parties.
Mithila Somasiri
Millennium Information Technologies Limited
3/24/2008
5180 CATStrategy
INT
CAPIS Algorithmic Trading Strategy (1=VWAP, 2=TWAP, etc...)
Rocky Sexton
Capital Institutional Services
5181 CATExecStyle
CHAR
CAPIS Algorithmic Trading Execution Style (N = Normal, P = Patient, A = Aggressive)
Rocky Sexton
Capital Institutional Services
5182 MaxPercentVol
INT
Used with CAT Strategies. Valid Values: 0-99.
Rocky Sexton
Capital Institutional Services
5183 MinPercentVol
INT
Used with CAT Strategies. Valid Values: 0-50.
Rocky Sexton
Capital Institutional Services
5184 PingAllECN
D, G
Ping All ECN before sending the order to NYSE/ADOT.
Tad Knowles
NASDAQ
5185 AutoReplace
D, G
When order is direct to NYSE/ADOT, perform an Cancel/Replace before 5 minutes is reached.
Tad Knowles
NASDAQ
5186 CheapECN
D, G
For none directed orders, try accessing the CheapECN first.
Tad Knowles
NASDAQ
5187 Reserved Igor Nagirner
ICAP
5/8/2008
5188 BidForwardPointsDelta Don Scheurer
Bloomberg
5189 OfferForwardPointsDelta Don Scheurer
Bloomberg
5190 LegLastSpotRate
LegLastSpotRate - Similar to tag 194 "LastSpotRate" but for the Far leg of a FX Swap deal.
Don Scheurer
Bloomberg
5191 LegLastForwardPoints
Leg Last Forward Points - Same as Tag 195 "LastForwardPoints" but for the Far leg of a FX Swap Deal.
Don Scheurer
Bloomberg
5192 LegSplitTradeFlag
Leg Split Trade Flag - Similar to tag 9101 "SplitTradeFlag" but for the far leg of a FX Swap deal.
Don Scheurer
Bloomberg
5193 LegMarketType
Leg Market Type - Similar to tag 9102 "MarketType" but for the far leg of a FX Swap leg.
Don Scheurer
Bloomberg
5194 NYSE Direct +
D, G
DirectPlus eligible order. Route to DirectPlus if enabled and Requirements for DirectPlus are satisfied.
Tad Knowles
NASDAQ
5195 FMCNOE
all
It is the Notice of Execution Refernce Number
Zul Kagalwalla
Financial Models Company.
5196 PrevFMCNOE
all
Used as reference for cancellation and correction of messages sent to FMC
Zul Kagalwalla
Financial Models Company.
5197 GUID
all
Global UID
Zul Kagalwalla
Financial Models Company.
5198 FMC Trade Block number
all
Account name for Trade Block
Zul Kagalwalla
Financial Models Company.
5199 FMC Settlement Block
all
FMC Settlement block number
Zul Kagalwalla
Financial Models Company.
5200 IOIAvailQty
6
Amount of an IOI offering (IOIQty) that is currently available to the sales force.
David Case
Thomson BETA Systems
5201 AutoExSize
8,D
Maximum order size eligible for automated execution
Donald Mendelson
Capital Markets Consulting
5202 TradeThruTime
D
The time of a trade-through event
Donald Mendelson
Capital Markets Consulting
5203 TradeThruSize
D
Size of the trade causing a trade through
Donald Mendelson
Capital Markets Consulting
5204 TradeThruPrice
D
Price of the trade causing a trade through
Donald Mendelson
Capital Markets Consulting
5205 AdjustedPriceInd
8
Indicates an adjusted price on a satisfaction order due to a block trade
Donald Mendelson
Capital Markets Consulting
5206 SatisfactionOrdDisp
8
Indicates the disposition of a satisfaction order. Valid values are: 0 = Satisfied as specified in the order (default) 1 = Pro rata satisfaction distribution (partial cancellation of Satisfaction order) 2 = Satisfaction order requested size is greater than trade-through size
Donald Mendelson
Capital Markets Consulting
5207 ExecReceiptTime
Q
Receipt time of the Execution Report being rejected by DK Trade
Donald Mendelson
Capital Markets Consulting
5208 OriginalOrderTime
Q
Specified in DK Trade if reason is Stale Execution
Donald Mendelson
Capital Markets Consulting
5209 OLAOrdRejReason
8
Reason for order rejection specific to Options Linkage Authority
Donald Mendelson
Capital Markets Consulting
5210 NonDirectedBrokerFINS1
D
FINS number of 1st broker not allowed to execute order (up to 6 characters)
Thomas Galvin
Bank of America
5211 NonDirectedBrokerFINS2
D
FINS number of 2nd broker not allowed to execute order (up to 6 characters)
Thomas Galvin
Bank of America
5212 ExecBrokerFINS
8
FINS number of broker executing the order (up to 6 characters)
Thomas Galvin
Bank of America
5213 OrderOrigin
Execution Report, Trade Capture
Indicates the origina of the order. Possible values. 1 - Firm Order 2 - BARS Order 3 - Specialist Quote 4 - Market Maker Quote 5 - Away Market Inbound 6 - Away Market Outbound
Mithila Somasiri
Millennium Information Technologies Limited
5214 MKTXTargetLevel
NewOrder
Optional indication of sought target-level.
Anthony Merhi
MarketAxess
5215 MKTXAllowPartialFill
NewOrder
Optional flag indicating client's desire to allow a partial-fill (not the same as MinQty).
Anthony Merhi
MarketAxess
5216 MKTXSpottingProcess
NewOrder
Enumeration defining the types of benchmark-spotting workflows used to arrive at the final price of fixed-income trades.
Anthony Merhi
MarketAxess
5217 StateSecurityID
Instrument block
State Securities Identification Number.
Oksana Zheliabina
B2BITS
5/21/2008
5218 MKTXInquiryTimerDuration
Integer representing the number of minutes through which the specified MKTXInquiryTimerType will down-count to expiry.
Anthony Merhi
MarketAxess
5219 MKTXRevealNumberOfDealers
NewOrder, Boolean
Optional flag indicating client's desire to reveal to each dealer to which this inquiry is addressed the number of dealers to which the inquiry is addressed.
Anthony Merhi
MarketAxess
5220 ValidateOrd
D, 8
Indicates that a new order message should only be validated versus business edits and not accepted as a new order by the receiving party. (Y = Validate)
David Case
Thomson BETA Systems
5221 MKTXDesiredDueAtTime
NewOrder, UTCTimestamp
Time of day indicating the time at which the client desires to see dealer responses
Anthony Merhi
MarketAxess
5222 MKTXActualDueAtTime
NewOrder, UTCTimestamp
Time of day indicating the time at which the client will see dealer responses
Anthony Merhi
MarketAxess
5223 ApplyIOIEdits
D, 8
Instructs order receiving firm when to apply standard IOI offering edits to determine whether the order should be accepted or rejected. (Y = Apply all edits, N = Do not apply edits, B = Apply only Broker/Dealer edits)
David Case
Thomson BETA Systems
5224 CircleInd
D, F, G, 8
Indicates that the order message type received should be treated as a circle request instead of a live order. (Y = circle request)
David Case
Thomson BETA Systems
5225 SACrossType
D, 8
Text field for Cross Type option used with Agent order types.
Christopher Acton
Sungard Brass
5226 FutSettDate
X, V
Settlement date for near leg.
Lincoln Corcoran
Velocity Systems International
5227 FutSettDate2
X, V, AE
Same as FutSettDate (tag 5226) but for the far leg of a FX Swap.
Lincoln Corcoran
Velocity Systems International
5228 BidForwardPoints
X
Near leg forward points
Lincoln Corcoran
Velocity Systems International
5229 OfferForwardPoints
X
Near leg forward points.
Lincoln Corcoran
Velocity Systems International
5230 BidForwardPoints2
X
Far leg forward points.
Lincoln Corcoran
Velocity Systems International
5231 OfferForwardPoints2
X
Far leg forward points.
Lincoln Corcoran
Velocity Systems International
5232 Currency
V
Specifies the denomination of the quantity fields.
Lincoln Corcoran
Velocity Systems International
5233 OrderQty
V
A notional dealt amount for an Outright (single legged), or the near dealt amount of a Swap.
Lincoln Corcoran
Velocity Systems International
5234 OrderQty2
V
Applicable when subscribing for Swap prices. Represents the far dealt amount of the Swap.
Lincoln Corcoran
Velocity Systems International
5235 SpotRate
X
Spot rate represented in repeating group.
Lincoln Corcoran
Velocity Systems International
2/20/2008
5236 MKTXLegBenchmarkSecurityID
QuoteRequest, Quote, etc.
Identifies a leg-specific benchmark security in multi-legged fixed-income trading
Anthony Merhi
MarketAxess
5237 MKTXLegBenchmarkSecurityIDSource
QuoteRequest, Quote, etc.
Designates the source of the identifier of a leg-specific benchmark security in multi-legged fixed-income trading
Anthony Merhi
MarketAxess
5238 MKTXLegTargetLevel
QuoteRequest, etc.
Optionally specifies the desired target level sought by the client in multi-leg fixed-income trading.
Anthony Merhi
MarketAxess
5239 Reserved Igor Nagirner
ICAP
5/8/2008
5240 OrderSequence
Counter of order changes
Gregor Malensek
Novita
4/3/2008
5241 Reserved Igor Nagirner
ICAP
5/8/2008
5242 Reserved Igor Nagirner
ICAP
5/8/2008
5243 Reserved Igor Nagirner
ICAP
5/8/2008
5244 Reserved Igor Nagirner
ICAP
5/8/2008
5245 Reserved Igor Nagirner
ICAP
5/8/2008
5246 Reserved Igor Nagirner
ICAP
5/8/2008
5247 Reserved Igor Nagirner
ICAP
5/8/2008
5248 Reserved Igor Nagirner
ICAP
5/8/2008
5249 SpotOptions
String
Use to store Stot Options
Jenny Yeung
Lehman Brothers
5250 CustomerType
D,E,G,S,i
Indicates the type of the subject who commissioned the order/quote. Format=int. Valid values: 21=Member;22=Institutional customer (interconnected);23=Private customer (interconnected);24=Organizational unit (interconnected).
Antonio Caroselli
GATE Tecnologie Informatiche
5251 TimeInForce
D,E,G,S,i
Specifies how long the order remains in effect. Absence of this field is interpreted as Good Till Cancel. Format=char. Valid values: 0=Day; 1=Good Till Cancel (GTC); 2=At the Opening (OPG); 3=Immediate or Cancel (IOC); 4=Fill or Kill (FOK); 6=Good Till Date(GTD); 7=At the Close; 8=Deferred Display (DD); 9=Display On Book (DOB); A=Good in Closing Auction (GCA); B=Good Till Maturity (GTM); C=Good for Intra-Day Auction (GFX); D=Good for Auction (GFA). E=Good Till Session (GTS)
Antonio Caroselli
GATE Tecnologie Informatiche
5252 QtyParam
D,E,G,S,i
Expresses the quantity condition on which the security is to be traded. Format=char. Valid values: 4=Fill Minimum Quantity(FMQ);A=Odd Lot(ODL).
Antonio Caroselli
GATE Tecnologie Informatiche
5253 OrdTypeExt
D,E,G,S,i
Order type with added values. Format=char. Valid values: 1=Market; 2=Limit; 3=Stop; 4=Stop Limit; J=Market If Touched (MIT); K=Market with Leftover as Limit; Q=Market at Any Price with Leftover as Limit; R=Interbank; S=Market Limit If Touched (MIT); T=Committed Principal Order.
Antonio Caroselli
GATE Tecnologie Informatiche
5254 OrigOrderID
8
OrderID of the previous order (NOT the initial order of the day) as assigned by the market. Format=String.
Antonio Caroselli
GATE Tecnologie Informatiche
5255 StopPxCondition
D,G
Stop condition. Format=char. 0=Last Trade price.1=Best Bid Price;2=Best Ask Price;
Antonio Caroselli
GATE Tecnologie Informatiche
5256 AccountOriginType
D, G, 8
Segregated or non-segregated origin types for Futures order. 1 = Segregated- An account established by the clearing member solely for the purpose of clearing transactions on behalf of its customers. 2= Non-Segregated - An account established by the clearing member solely for the purpose of clearing transactions through proprietary accounts.
Rajat Singhal
Philadelphia Stock Exchange
5257 NoPrompts
d (Security Definition)
Number of Valid Prompt Dates (Futures) or expiry dates (options)
Devaka Corea
Millennium Information Technolog
6/10/2008
5258 SLCptyNetCredit Gurvinder Singh
Indus Valley Partners
5259 SLCptyGrossCredit Gurvinder Singh
Indus Valley Partners
5260 SLCptyID Gurvinder Singh
Indus Valley Partners
5261 SLSecClassification Gurvinder Singh
Indus Valley Partners
5262 SLRate Gurvinder Singh
Indus Valley Partners
5263 SLTerm Gurvinder Singh
Indus Valley Partners
5264 SLMargin Gurvinder Singh
Indus Valley Partners
5265 SLRnd Gurvinder Singh
Indus Valley Partners
5266 SLLocateID Gurvinder Singh
Indus Valley Partners
5267 SLPositionID Gurvinder Singh
Indus Valley Partners
5268 Reserved Igor Nagirner
ICAP
5/8/2008
5269 Reserved Igor Nagirner
ICAP
5/8/2008
5270 IsSLMessage Gurvinder Singh
Indus Valley Partners
5271 SLMsgType Gurvinder Singh
Indus Valley Partners
5272 SLBasis Gurvinder Singh
Indus Valley Partners
5273 SLFee Gurvinder Singh
Indus Valley Partners
5274 SLOfferID Gurvinder Singh
Indus Valley Partners
5275 SLMsgID Gurvinder Singh
Indus Valley Partners
5276 SLQuoteType Gurvinder Singh
Indus Valley Partners
5277 Reserved Igor Nagirner
ICAP
5/8/2008
5278 Reserved Igor Nagirner
ICAP
5/8/2008
5279 Reserved Igor Nagirner
ICAP
5/8/2008
5280 FXall MDFilterInd1
V
Filter market data according to specified criteria
Zissis Perdikis
FXall
5281 FXall MDFilterInd2
V
Users may request filtering of Market Data as per predefined parameters
Zissis Perdikis
FXall
5282 FXall CrossExclusionInd
d, G
Exclude submitted order from crossing with certain orders
Zissis Perdikis
FXall
5283 FXall ContingentInd
8
Indicates if ER represents a contingent order.
Zissis Perdikis
FXall
5284 FXall Indicator_4 Zissis Perdikis
FXall
5285 FXall Indicator_5 Zissis Perdikis
FXall
5286 FXall Indicator_6 Zissis Perdikis
FXall
5287 FXall Indicator_7 Zissis Perdikis
FXall
5288 FXall Indicator_8 Zissis Perdikis
FXall
5289 FXall Indicator_9 Zissis Perdikis
FXall
5290 ShortCode
d (Security Definition)
A defined set of codes used to represent specific Prompt Dates (Futures) or Expiry Dates (options)
Devaka Corea
Millennium Information Technolog
6/10/2008
5291 FXall Indicator_11 Zissis Perdikis
FXall
5292 BidMarketSize
W, X
Aggregated quantity of Bid market orders.
Magnus Kling
OMX
5293 AskMarketSize
W, X
Aggregated quantity of Ask market orders.
Magnus Kling
OMX
5294 NoOfMarketMakers
W, X
The number of Market Makers that are quoting in the series on the side with the largest number of quotes.
Magnus Kling
OMX
5295 UnderlyingNumber
W, X
16-bit Integer identifying the Underlying
Magnus Kling
OMX
5296 SeriesNumber
W, X
16-bit Integer identifying the Series. Used together with the UnderlyingNumber (5295) to uniquely identify a Series.
Magnus Kling
OMX
5297 SendingTimeJavaEpoch
W, X, f
Time when the message is sent. 64-bit integer expressing the number of milliseconds since midnight January 1, 1970.
Magnus Kling
OMX
5298 4WayAgreement
D, G, 8
Indicates the presence of a four way agreement between clients
Devaka Corea
Millennium Information Technolog
6/11/2008
5299 MustRefresh
Market Data Snapshot
Indicates whether the market data recipient is required to process the message and refresh the order book. The data type is Boolean.
Lalin Dias
Millennium Information Technologies
5300 ContraID
Execution Report
This Alphanumeric field will contain the Order ID of the contra order that matched against with the order in focus.
heshan jayawardena
Millennium Information Technolog
5301 PSMM Flag
U
Indicates the pssive market making status of market participant on an Issue/security.
Pavan Kumar R B
SSIT
5302 MM Quote Open Time
U
Time at which market maker quote will be opened for neotiation.
Pavan Kumar R B
SSIT
5303 MM Quote Close Time
U
Time at which the quote of a market maker is closed for negotiation. Should always be in hh:mm format
Pavan Kumar R B
SSIT
5304 MM First Effective Date
U
The date from which market maker will be effective. Should be in UTCDate format.
Pavan Kumar R B
SSIT
5305 MM Last Effective Date
U
The date after which market maker will no longer be effective. Should always be in UTCDate format
Pavan Kumar R B
SSIT
5306 MM Aut o Quote Refresh Parameter.
U
Indicates the action to be taken on a replinshed Quote.
Pavan Kumar R B
SSIT
5307 Lock /Cross Indicator
U
Used to indicate whether the Quote has resulted in a lock or cross or none(Neither lock/cross) condition.
Pavan Kumar R B
SSIT
5308 Reserved Igor Nagirner
ICAP
5/8/2008
5309 Reserved Igor Nagirner
ICAP
5/8/2008
5310 MMBidSize
Size of Bid side of the Quote for the Market Maker (Type - Qty)
Lakshminarasimhan Rajabather
SSI Technologies
5311 MMOfferSize
Size of Offer side of the Quote for Market Maker (Type - Qty)
Lakshminarasimhan Rajabather
SSI Technologies
5312 MMBidSizeType
Type of Market Maker Bid's size. Data Type: Boolean Valid Values: Y = Size is percentage N = Size is value
Lakshminarasimhan Rajabather
SSI Technologies
5313 MMOfferSizeType
Type of Market Maker's Offer size. Data Type: Boolean Valid Values: Y = Size is percentage N = Size is value
Lakshminarasimhan Rajabather
SSI Technologies
5314 BDBidSize
Broker-Dealer Bid Size. Data Type: Qty
Lakshminarasimhan Rajabather
SSI Technologies
5315 BDBidSizeType
Type of Broker-Dealer Bid Size. Data Type: Boolean Valide Values: Y = Size is percentage N = Size is value
Lakshminarasimhan Rajabather
SSI Technologies
5316 BDOfferSize
Broker-Dealer Offer Size. Data Type: Qty
Lakshminarasimhan Rajabather
SSI Technologies
5317 BDOfferSizeType
Type of Broker-Dealer Offer Size. Data Type: Boolean Valid Values: Y = Size is percentage N = Size is value
Lakshminarasimhan Rajabather
SSI Technologies
5318 Branch
Source of the Order. Data Type: String[4]
Lakshminarasimhan Rajabather
SSI Technologies
5319 CrossMktProtection
Indicated whether Cross-Market-Protection is on or off. Data Type: Boolean Valid Values: Y = Protection type is 'Crossed' N = Protection type is not 'Crossed'
Lakshminarasimhan Rajabather
SSI Technologies
5320 CustBidSizeType
Type of Customer Bid Size. Data Type: Boolean Valid Values: Y = Size is percentage N = Size is value
Lakshminarasimhan Rajabather
SSI Technologies
5321 CustOfferSizeType
Type of the customer offer size. Data Type: Boolean Valid Values: Y = Size is percentage N = Size is value
Lakshminarasimhan Rajabather
SSI Technologies
5322 FirmID
Firm's ID. Data Type: String[40]
Lakshminarasimhan Rajabather
SSI Technologies
5323 IssueID
Issue ID. Data Type: int
Lakshminarasimhan Rajabather
SSI Technologies
5324 IsVolOnePct
Setting for first level of volume for NBBO Step-up configuration
Lakshminarasimhan Rajabather
SSI Technologies
5325 IsVolTwoPct
Setting for second level of voulme in NBBO Step-up configuration. Data Type: Boolean Valid Values: Y = Percent N = Not Percent
Lakshminarasimhan Rajabather
SSI Technologies
5326 LockMktProtection
Setting for locked market protection. Data Type: Boolean Valid Values: Y = Protection type is 'Locked' N = Protection type is not "Locked"
Lakshminarasimhan Rajabather
SSI Technologies
5327 AORThreshold
Automatic Opening Rotation Threshold (Type - int)
Lakshminarasimhan Rajabather
SSI Technologies
5328 AutoReplace
Used for Automotic re-initiation of NBBO step-ups. Data Type: Boolean Valid Values: Y = Yes N = No
Lakshminarasimhan Rajabather
SSI Technologies
5329 MinPxVar
Minimum price variation. Data Type: long
Lakshminarasimhan Rajabather
SSI Technologies
5330 OrigQuoteID
QuoteID of the current quote. Data Type: long
Lakshminarasimhan Rajabather
SSI Technologies
5331 OwnerID
User ID of the owner. Data Type: String[40]
Lakshminarasimhan Rajabather
SSI Technologies
5332 ScriptLevel
Number of levels Data Type: int
Lakshminarasimhan Rajabather
SSI Technologies
5333 SeriesID
Series ID. Data Type: long
Lakshminarasimhan Rajabather
SSI Technologies
5334 IssueStatus
Status indicator for the issue. Data Type: int Valid Values: 1 = Pre-Open 2 = Ready to Trade 3 = Not available for Trading 4 = Trading Halt 5 = Testing 6 = Electronic Book Execution 7 = Maintenance 8 = Closed - but GTC orders allowed 9 = Expired
Lakshminarasimhan Rajabather
SSI Technologies
5335 Tick
Pricing Increment. Data Type: int
Lakshminarasimhan Rajabather
SSI Technologies
5336 UnderlyingID
ID of the underlying to which the issue belongs. Data Type: int
Lakshminarasimhan Rajabather
SSI Technologies
5337 UpperLimit
Upper limit in the range. Data Type: long
Lakshminarasimhan Rajabather
SSI Technologies
5338 OPRAClassCode
OPRA Class Code. Data Tye: char
Lakshminarasimhan Rajabather
SSI Technologies
5339 OriginalSize
Current Order/Quote Size. Data Tye: int
Lakshminarasimhan Rajabather
SSI Technologies
5340 NBBOStepUpMode
NBBO Step Up Mode. Data Type: Char Valid Values: 1 = New 2 = Cancel 4 = Get By Owner & Series 5 = NBBO Reinitiate Response
Lakshminarasimhan Rajabather
SSI Technologies
5341 MPRequestID
Unique ID of the request. Data Type: String[40]
Lakshminarasimhan Rajabather
SSI Technologies
5342 NoSteps
Number of steps (NBBO Configuration). Data Type: int
Lakshminarasimhan Rajabather
SSI Technologies
5343 DisseminatedStatus
Set Dissemination of NBBO for all series. Data Type: Boolean Valid Values: Y = Disseminate N = Do not disseminate
Lakshminarasimhan Rajabather
SSI Technologies
5344 StepPosition
Step Position (NBBO Step Up configuration). Data Type: int
Lakshminarasimhan Rajabather
SSI Technologies
5345 SecDefnReqType
Type of the Security Definition Request. Data Type: Char Valid Values: 1 = Issue ID 2 = Series by Series ID 3 = Series by Issue ID 4 = Series ID
Lakshminarasimhan Rajabather
SSI Technologies
5346 NonCustSize
Non-customer size (aggregated) at a particular price break Data Type: Qty
Lakshminarasimhan Rajabather
SSI Technologies
5347 NoExchanges
Number of exchanges in the repeating group. Data Type: int
Lakshminarasimhan Rajabather
SSI Technologies
5348 QuoteScriptDataType
Quote Script Data Type. Data Type: Char Valid Values: 1 = Send Quote Size Table 2 = Cancel Quote Size Table
Lakshminarasimhan Rajabather
SSI Technologies
5349 QuoteStatusRequestType
Type of the Quote Status Request. Data Type: Char Valid Values: 1 = Get Simple Quotes by User 2 = Get Quote Size Table by Owner and Series
Lakshminarasimhan Rajabather
SSI Technologies
5350 ReinitiateConfig
Setting for re-initiation of NBBO Step-Up Configuration. Data Type: Boolean Valid Values: Y = Reinitiate NBBO Steu-Up Configuration N = Do not Reinitiate NBBO Step-Up Configuration
Lakshminarasimhan Rajabather
SSI Technologies
5351 OPRAStrikeCode
Code used by OPRA (Options Price Reporting Authority) to identify series. Concatenation of option symbol, strike code. Data Type: String[7]
Lakshminarasimhan Rajabather
SSI Technologies
5352 PCXQuoteID
PCX generated ID for the Quote. Data Type: int
Lakshminarasimhan Rajabather
SSI Technologies
5353 IsFastFirm
Indicates whether BBO is coming from an exchange declared as Fast Firm Data Type: Boolean Valid Values: Y = Fast Firm N = Not Fast Firm
Lakshminarasimhan Rajabather
SSI Technologies
5354 OptPxDenominator
Denominator used to get actual option price.
Lakshminarasimhan Rajabather
SSI Technologies
5355 NoTick
No of elements in the repeating group(Ticks) Data Type: int
Lakshminarasimhan Rajabather
SSI Technologies
5356 OrderReqType
Type of the Order Request. Data Type: Char Valid Values: 0 = Modify Orders 1 = Cancel Orders
Lakshminarasimhan Rajabather
SSI Technologies
5357 NoQuoteSizes
Number of elements in the repeating group (Quote Sizes) Data Type: int
Lakshminarasimhan Rajabather
SSI Technologies
5358 ResponseID
ID sent by PCX in some acknowledgements/notifications
Lakshminarasimhan Rajabather
SSI Technologies
5359 MktSize
Volume in other exchange. Data Type: Qty
Lakshminarasimhan Rajabather
SSI Technologies
5360 OrigOwnerID
Used to indicate the ID of the original owner. Data Type: String
Lakshminarasimhan Rajabather
SSI Technologies
5361 NoScriptLevel
Indicates the number of nested levels for step-up configuration data. Data Type: Int
Lakshminarasimhan Rajabather
SSI Technologies
5362 FMCNETTradeNumber
all
Unique Trade Number
Zul Kagalwalla
Financial Models Company.
5363 PrevFMCNETTradeNumber
all
Previous FMCNET trade Number
Zul Kagalwalla
Financial Models Company.
5364 MemberName
Descriptive name of the member firm
Mithila Somasiri
Millennium Information Technologies Limited
4/15/2008
5365 MemberAddress
Mailing address of the member
Mithila Somasiri
Millennium Information Technologies Limited
4/15/2008
5366 ContactFax
Contact FAX number
Mithila Somasiri
Millennium Information Technologies Limited
4/15/2008
5367 AltPhone1
First Alternative Phone number
Mithila Somasiri
Millennium Information Technologies Limited
4/15/2008
5368 AltPhone2
Second Alternative phone number
Mithila Somasiri
Millennium Information Technologies Limited
4/15/2008
5369 NoBranch
Number of Branches
Mithila Somasiri
Millennium Information Technologies Limited
4/15/2008
5370 BranchID
Unique Branch office ID
Mithila Somasiri
Millennium Information Technologies Limited
4/15/2008
5371 Reserved Igor Nagirner
ICAP
5/8/2008
5372 Reserved Igor Nagirner
ICAP
5/8/2008
5373 Reserved Igor Nagirner
ICAP
5/8/2008
5374 Reserved Igor Nagirner
ICAP
5/8/2008
5375 Reserved Igor Nagirner
ICAP
5/8/2008
5376 Reserved Igor Nagirner
ICAP
5/8/2008
5377 Reserved Igor Nagirner
ICAP
5/8/2008
5378 Reserved Igor Nagirner
ICAP
5/8/2008
5379 Reserved Igor Nagirner
ICAP
5/8/2008
5380 Reserved Igor Nagirner
ICAP
5/8/2008
5381 ShortSecurityDesc
Instrument block
Short security description.
Oksana Zheliabina
B2BITS
5/22/2008
5382 EncodedShortSecurityDescLen
Instrument block
Byte length of encoded (non-ASCII characters) EncodedShortSecurityDesc (5383) field.
Oksana Zheliabina
B2BITS
5/22/2008
5383 EncodedShortSecurityDesc
Instrument block
Encoded (non-ASCII characters) representation of the ShortSecurityDesc (5381) field in the encoded format specified via the MessageEncoding (347) field.
Oksana Zheliabina
B2BITS
5/22/2008
5384 AccruedInterestAmt
W, X
Amount of accrued interest.
Oksana Zheliabina
B2BITS
6/23/2008
5385 MarketCode
Security Definition
Code of market where instrument is traded.
Oksana Zheliabina
B2BITS
7/10/2008
5386 MinPriceIncrement
Security Definition
Used in pre-5.0 versions to provide same functionality as 5.0's MinPriceIncrement(969).
Oksana Zheliabina
B2BITS
7/10/2008
5387 MktShareLimit
Security Definition
Market share limit.
Oksana Zheliabina
B2BITS
7/11/2008
5388 MktShareThreshold
Security Definition
Market share limit threshold.
Oksana Zheliabina
B2BITS
7/11/2008
5389 MaxOrdersVolume
Security Definition
Maximum summary volume of active buy and sell orders.
Oksana Zheliabina
B2BITS
7/11/2008
5390 SettlVenue
A three character code representing a valid Settlement Venue
Piero Cima
GATE T.I.
6/6/2008
5391 SettlAccType
Settlement account type. Valid values: 1 = Standing 2 = House 3 = Client.
Piero Cima
GATE T.I.
6/9/2008
5392 SenderGroupID
Assigned value used to identify specific message originator group.
Piero Cima
GATE T.I.
6/10/2008
5393 Reserved Piero Cima
GATE T.I.
6/10/2008
5394 Reserved Piero Cima
GATE T.I.
6/10/2008
5395 Reserved Piero Cima
GATE T.I.
6/10/2008
5396 Reserved Piero Cima
GATE T.I.
6/10/2008
5397 Reserved Piero Cima
GATE T.I.
6/10/2008
5398 Reserved Piero Cima
GATE T.I.
6/10/2008
5399 Reserved Piero Cima
GATE T.I.
6/10/2008
5400 CashOrCredit
New Order - Single
Custom field for users that want to electronically submit a NewOrder-Single for the Korea Stock Exchange Market. 10-Cash 21-Margin Buying by Brokers' Credit 22-Liquidation of Margin Buying by Brokers' Credit 23-Short Sale by Brokers' Credit 24-Liquidation of Short Sale by Brokers' Credit 31-Margin Buying by The Korea Securities Finance Corporation(KSFC)'s Credit 32-Liquidation of Margin Buying by KSFC's Credit 33-Short Sale by KSFC's Credit 34-Liquidation of Short Sale by KSFC's Credit
Kimyung Song
Korea Stock Exchange
5401 TradeType
New order-single
Identify the type of trade on the Korea Stock Exchange 3: Reported Block Trading 9: Trading of Treasury Stocks 72: After-hour Block Trading 79: After-hour Block Trading of Treasury Stocks 80: After-hour Basket Trading
Kyuha Yang
Korea Stock Exchange
5402 LocalOrForeign
New order-single
Identify whether client is local or foreign investor 0: Local Investor 1: Foreign Investor
Kyuha Yang
Korea Stock Exchange
5403 ForeignerID Kyuha Yang
Korea Stock Exchange
5404 ClassiOfForInv
New order-single
Indicates the type of foreign investors 1: Non-resident Individuals 2: Non-resident Bank 3: Non-resident Insurance Company 4: Non-resident Securities Company 5: Non-resident Investment Company 6: Non-resident Investment Trust Company 7: Non-resident Other Company 8: Non-resident Korean with Permanent Foreign Residence 9: Non-resident Pension Fund 10: Resident 11: Resident Individuals 12: Resident Bank 13: Resident Insurance Company 14: Resident Securities Company 15: Resident Other Entity 20: Foreign Direct Invesment 21: FDI Individuals 22: FDI Bank 23: FDI Insurance Company 24: FDI Securities Company 25: FDI Other Company 30: Other 31: Acquirer of Korean Papers
Kyuha Yang
Korea Stock Exchange
5405 ExecPrice
New order-single
Indicates the price at which client buys or sells and uses for reported block trading 1: Opening Price, 3: Closing Price
Kyuha Yang
Korea Stock Exchange
5406 InvestorCode
New order-single
Indicate the type of investors to place order 1000: Securities Company 2000: Insurance Company 3000: Investment & Management Company 4000: Bank 5000: Merchant Bank 6000: Pension Fund 7000: Other Company 8000: Individuals 9000: Foreigner
Kyuha Yang
Korea Stock Exchange
5407 Non-memberID
New order-single
Assigned value to identify specific non-member that passes client order to member company.
Kyuha Yang
Korea Stock Exchange
5408 ProgramTrade
New order-single
Indicates the type of program trade 0: Regular, 1: Arbitrage, 2: Non-arbitrage
Kyuha Yang
Korea Stock Exchange
5409 ShortSaleType
New order-single
Indicates the type of short sale 0: Regular, 1: ShortSale with Price Restriction, 2: ShortSale without Price Restriction
Kyuha Yang
Korea Stock Exchange
5410 OrderRoutingMethod
New order-single
Indicates the means through which a customer routes orders to broker 1: Sale Office Terminal, 2: Wire Communication, 3: Wireless Communication, 4: HTS, 5: Others
Kyuha Yang
Korea Stock Exchange
5411 PriceIndi
New order-single
Uses for futures spread trade and indicates as "0", "+" or "-"
Kyuha Yang
Korea Stock Exchange
5412 TradePurpose
New order-single
Indicates the purpose of futures and option trade 1: arbitrage, 2: Hedge, 3: Others
Kyuha Yang
Korea Stock Exchange
5413 ReceiptTime
Execution Report
Indicates time of order receipt in local time
Kyuha Yang
Korea Stock Exchange
5414 NearestSeries Price
Execution Report
Uses for futures spread trade and indicates contract price of the nearest month series
Kyuha Yang
Korea Stock Exchange
5415 FurthestSeriesPrice
Execution Report
Uses for futures spread trade and indicates furthest series price
Kyuha Yang
Korea Stock Exchange
5416 OrderDate
NewOrder-single
Indicate the order placing date in local time (YYYYMMDD)
Kimyung Song
Korea Stock Exchange
5417 AccountType
NewOrder-Single
0=Accounts for participants in securities saving plans 1= Accounts for non-participants in securities saving plans
Kimyung Song
Korea Stock Exchange
5418 ContractTime
NewOrder-Single
Indicate the local time in HHMMSSss that futures and options contract have been completed
Kimyung Song
Korea Stock Exchange
5419 BasketID
NewOrder-Single
Unique identifier for basket orders
Kimyung Song
Korea Stock Exchange
5420 CouponFrequency
IOI Message
This field indicates coupon frequency of Fixed Income securities.
Jenny Yeung
Lehman Brothers
5421 CallDate
IOI Message
This field indicates the call date of Agency Callables in Fixed Income.
Jenny Yeung
Lehman Brothers
5422 ReliabilityIndicator
IOI Message
This field indicates the reliability of a security.
Jenny Yeung
Lehman Brothers
5423 ModelType
Quote Message
Jenny Yeung
Lehman Brothers
5424 PortfolioID
Quote Message
This field indicates the portfolio ID
Jenny Yeung
Lehman Brothers
5425 SerialNo
String
2nd Part of unique Bloomberg serial number. (The 1st part of unique Bloomberg serial number is WorkStation)
Jenny Yeung
Lehman Brothers
5426 BrokerSeqNo
String
Broker Sequence Number
Jenny Yeung
Lehman Brothers
5427 InstrAttribType
String
"I" - Interest "D" - Discount
Jenny Yeung
Lehman Brothers
5428 AdjTargetLevel
float
adjusted target level
Jenny Yeung
Lehman Brothers
5429 NumberItems
number
Number of items/quote on the list
Jenny Yeung
Lehman Brothers
5430 SpotPrice
float
Treasury Price
Jenny Yeung
Lehman Brothers
5431 SpotYield
float
Treasury Yield
Jenny Yeung
Lehman Brothers
5432 CurveName
String
Curve Name e.g. LIBOR
Jenny Yeung
Lehman Brothers
5433 CurvePoint
float
Curve Point is the point on the benchmark curve
Jenny Yeung
Lehman Brothers
5434 AdjSpread
float
Broker Fee-Adjusted Spread
Jenny Yeung
Lehman Brothers
5435 FeeAdjToSpread
float
Fee adjustment to spread
Jenny Yeung
Lehman Brothers
5436 AdjYield
float
Fee-adjusted Yield
Jenny Yeung
Lehman Brothers
5437 OldPrice
New Order Single
Must be equal to the original Price
Priya Sampath
Changepond Technologies
5438 ReferenceID
Trade Capture Report
Tape print regional reference ID associated with a Trade report
Mithila Somasiri
Millennium Information Technologies Limited
5439 OldReferenceID
Trade Capture Reports
Original Reference ID of a correction/Cancellation Print sent to tape associated with a cancel/correct trade report
Mithila Somasiri
Millennium Information Technologies Limited
5440 ClearingStatus
Execution Report
Indicate the clearing status of the trade as communicated by the clearing house.
Mithila Somasiri
Millennium Information Technologies Limited
3/25/2008
5441 ClearingMatchID
Execution Report
Unique Match ID assigned by the clearing system
Mithila Somasiri
Millennium Information Technologies Limited
3/25/2008
5442 MatchingSlipID
Execution Report
Unique Slip ID assigned by the matching system
Mithila Somasiri
Millennium Information Technologies Limited
3/25/2008
5443 ClearingSlipID
Execution Report
Unique Slip ID assigned by the Clearing System
Mithila Somasiri
Millennium Information Technologies Limited
3/25/2008
5444 LegReport
Execution Report
Indicate whether the execution report is generated for a multi-leg order or an individual leg of a multi-leg order
Mithila Somasiri
Millennium Information Technologies Limited
3/25/2008
5445 DownloadRequestID
Unique ID assigned to a data download request.
Mithila Somasiri
Millennium Information Technologies Limited
3/26/2008
5446 RequestType
Download Request Type
Mithila Somasiri
Millennium Information Technologies Limited
3/26/2008
5447 RequestID
Download Request ID
Mithila Somasiri
Millennium Information Technologies Limited
3/26/2008
5448 NumMsg
Number of messages resulting from a download request.
Mithila Somasiri
Millennium Information Technologies Limited
3/26/2008
5449 ReqResponseTo
Indicate the Type of request being responded to
Mithila Somasiri
Millennium Information Technologies Limited
3/26/2008
5450 MDElementName (string data type)
The field is defined as a set of enumerated values providing one to one mapping of market data elements to entries in FIX messages.
Igor Nagirner
EBS
5451 MDStatScope (int data type)
MDSnapshot, MDIncremental
Describes a time dimension when distributing market data statistics. Values include: 1= current day, 2 = previous day, 3 = 1 minute, 4 = 10 seconds
Lisa Taikitsadaporn
Brook Path Partners, Inc.
5452 MDCountType
MDSnapshot, MDIncremental
Describes the count type in MDCount in relation to MDStatScope. Values include: 1 = Peak, 2 = Record, 3 = Time interval, 4 = Running count
Lisa Taikitsadaporn
Brook Path Partners, Inc.
5453 TraderCount
MDSnapshot, MDIncremental
Number of unique traders quoting at a particular price level.
Lisa Taikitsadaporn
Brook Path Partners, Inc.
5454 MarketZone
MDSnapshot, MDIncremental
Code identifying the market center/zone where market data entry originated from.
Lisa Taikitsadaporn
Brook Path Partners, Inc.
5455 SmoothRateSrc
MDSnapshot, MDIncremental
The source that published the smooth rate.
Lisa Taikitsadaporn
Brook Path Partners, Inc.
5456 MDStdDeviation
MDSnapshot, MDIncremental
The margin of error, confidence factor or standard deviation of a rate/price.
Lisa Taikitsadaporn
Brook Path Partners, Inc.
5457 PriceTimestamp
MDSnapshot, MDIncremental
The timestamp (UTC) of when the statistic is calculated. This may be different from the time the statistic is published (as indicated in MDEntryTime and MDEntryDate).
Lisa Taikitsadaporn
Brook Path Partners, Inc.
5458 MDDelayed
MDIncremental, MDSnapshot
Indicates whether the market data entry is being published on a delayed basis. Default is "N". (Boolean field)
Lisa Taikitsadaporn
Brook Path Partners, Inc.
5459 SettlType
All where needed
This custom field is used in pre-5.0 versions of FIX to support the FX tenor expressions as defined in 5.0. Maps directly to 5.0's SettlType (63) inclusive of definition, all enums and patterns.
Lisa Taikitsadaporn
Brook Path Partners, Inc.
5460 AggressorIndicator
TCR & where needed
Custom field to support identifying aggressor (taker) in a trade in pre-5.0 versions of FIX. This field maps directly to 5.0's tag 1057 inclusive of definition and datatype.
Lisa Taikitsadaporn
Brook Path Partners, Inc.
5461 TicketStatus Lisa Taikitsadaporn
Brook Path Partners, Inc.
5462 PrimeDealIndicator Lisa Taikitsadaporn
Brook Path Partners, Inc.
5463 TradeID
TCR
For use in pre-5.0 versions to provide same information as TradeID (1003) in 5.0.
Lisa Taikitsadaporn
Brook Path Partners, Inc.
5464 SecondaryTradeID
TCR
Used in pre-5.0 versions to provide same functionality as 5.0's SecondaryTradeID (1040)
Lisa Taikitsadaporn
Brook Path Partners, Inc.
5465 CstmApplVerID Lisa Taikitsadaporn
Brook Path Partners, Inc.
5466 MDBookType
MD messages
This is used in pre-5.0 to allow the identification of book type. Same definition and usage as FIX 5.0's MDBookType (1021).
Lisa Taikitsadaporn
Brook Path Partners, Inc.
5467 MDPriceLevel
MD messages
This is used in pre-5.0. Same definition and usage as FIX 5.0's MDPriceLevel (1023).
Lisa Taikitsadaporn
Brook Path Partners, Inc.
5468 MDCount
MD messages
Lisa Taikitsadaporn
Brook Path Partners, Inc.
5469 ReqResponseStatus
Processing Status of a download request
Mithila Somasiri
Millennium Information Technologies Limited
3/26/2008
5470 PriceMvmLimit
Security Definition
Maximum deviation of prices from settlement price.
Oksana Zheliabina
B2BITS
7/11/2008
5471 CalculatedCcyLastQty
AE
FX Deal Feed Field
Igor Nagirner
ICAP
5/8/2008
5472 PriceMvmLimitT1
Security Definition
Maximum deviation of prices from settlement price at T+1.
Oksana Zheliabina
B2BITS
7/11/2008
5473 MguIndicator
Custom
Indicates whether a trade notification is generated as a result of a MGU order execution. Valid values: 1 - MGU Execution 0 - Other
Mithila Somasiri
Millennium Information Technologies Limited
5474 AbbreviatedPrice
New Order, Execution Report
Contract Price Price of the leg can be expressed as (a) Explicit Price (e.g. 7589) Explicit Price is a positive number without any prefix. (b) A price code expression (e.g. S + 10 which means settlement price plus ten) Valid price codes are S, YS, C, V ,M & B (basis) (c) A differential (e.g. -10 which means ten units lower than the price of the first leg) A valid differential is a number prefixed with either (+) or( - )
Mithila Somasiri
Millennium Information Technologies Limited
3/24/2008
5475 PromptDate
New Order, Execution Report
Expiry(options) / Delivery(Futures) date of the contract For Futures this is either entered as an explicit date in DDMMYY or as an abbreviated date code (e.g. T – Tomorrow, c – Two days, 3 – 3 months, MMMYY - Monthly). For Options contracts, this field will be populated by the expiry month code in MMMYY
Mithila Somasiri
Millennium Information Technologies Limited
3/24/2008
5476 PrivateReference
New Order, Execution Report
Free form text up to 80 characters.
Mithila Somasiri
Millennium Information Technologies Limited
3/24/2008
5477 PublicReferece
New Order, Execution Report
Free form text up to 80 characters
Mithila Somasiri
Millennium Information Technologies Limited
3/24/2008
5478 CrossIndicator
New Order, Execution Report
Indicates a single trade half or a cross. Value Meaning 0 Single Trade Half 1 Cross
Mithila Somasiri
Millennium Information Technologies Limited
3/24/2008
5479 CarryIndicator
New Order, Execution Report
Indicates whether this message contains a single trade half/cross or a carry trade half/cross. Value Meaning 0 Outright 1 Carry
Mithila Somasiri
Millennium Information Technologies Limited
3/24/2008
5480 YieldTo
String
Yield to value = M.C. P&A
Jenny Yeung
Lehman Brothers
5481 CleanPx
float
Clean Price is Fee adjusted price
Jenny Yeung
Lehman Brothers
5482 GrossPx
float
Gross Price is Trade price without brokerage fee
Jenny Yeung
Lehman Brothers
5483 ProceedsCalBy
String
Dealer that calculates the trade proceeds
Jenny Yeung
Lehman Brothers
5484 Principal
float
fee-adjusted principal
Jenny Yeung
Lehman Brothers
5485 DealerPrincipal
float
trade principal without brokerage fee
Jenny Yeung
Lehman Brothers
5486 dealerNetMoney
float
trade net money without brokerage fee
Jenny Yeung
Lehman Brothers
5487 NoDealers
integer
number of dealers
Jenny Yeung
Lehman Brothers
5488 ListID
String
the unique identifier of the multi-quote or Inquiry list
Jenny Yeung
Lehman Brothers
5489 Direction
String
"F" - Forward "R" - Reverse Inquiry
Jenny Yeung
Lehman Brothers
5490 LongName
String
Client Long Name
Jenny Yeung
Lehman Brothers
5491 YieldAdjustment
float
Yield Adjustment
Jenny Yeung
Lehman Brothers
5492 QuoteYieldTo
String
Quote Yield To
Jenny Yeung
Lehman Brothers
5493 GrossCover
float
Gross Cover
Jenny Yeung
Lehman Brothers
5494 LastTrader
String
Last Trader
Jenny Yeung
Lehman Brothers
5495 STATE
String
state of the trading flow
Jenny Yeung
Lehman Brothers
5496 LastYield
float
Last Yield
Jenny Yeung
Lehman Brothers
5497 DaysToSettlement
int
number of business days to settlement date
Jenny Yeung
Lehman Brothers
5498 BindIndicator
String
This is the holding bind indicator for Corporate Bonds. The value options are "Y" - Yes, and "N" - No.
Jenny Yeung
Lehman Brothers
5499 OrdStatus
number
1 = Accept 2 = Reject 3 = Expire 4 = Cancel 6 = Counter 9 = Pass
Jenny Yeung
Lehman Brothers
5500 DivReinvest
Y or N
To specify whether to reinvest the dividend or not. Y(Yes) or N(No) value.
Murali Takkalapati
Performance Technologies, Inc.
5501 TransFeeIncluded
Y or N
To specify whether the transaction fee is included in the amount (Y), or not (N)
Murali Takkalapati
Performance Technologies, Inc.
5502 DIVINST
Dividend Instructions -RR, CC , CR, CI
The following types of instructions are possible 1. Reinvest Dividends and Capital Gains (RR) - default 2.Pay Dividends and Capital Gains in Cash (CC) 3.Pay Dividends in Cash and Reinvest Capital Gains (CR) 4.Current Instructions (CI)
Murali Takkalapati
Performance Technologies, Inc.
5503 NumLinks
Number of Links - Linked Trades
Specifies the number of links in the particular trade.
Murali Takkalapati
Performance Technologies, Inc.
5504 LinkSymbol
Linked Trades
The NumLinks should be specified before using the LinkSymbol. LinkSymbol and LinkPercent are children of NumLinks
Murali Takkalapati
Performance Technologies, Inc.
5505 LinkPercent
Linked/Exchange/Swap Trades
The NumLinks should be specified before using the LinkPercent. LinkPercent and LinkSymbol are children of NumLinks
Murali Takkalapati
Performance Technologies, Inc.
5506 LinkPercent
Linked/Exchange/Swap Trades
The NumLinks should be specified before using the LinkPercent. LinkPercent and LinkSymbol are children of NumLinks
Murali Takkalapati
Performance Technologies, Inc.
5507 TrdMatchTime
Execution Report
date, time at which the trade was matched. format DDMMYYYY-HHMMSS
Mithila Somasiri
Millennium Information Technologies Limited
3/28/2008
5508 FaceValue
Security Definition
Face value of security.
Oksana Zheliabina
B2BITS
7/11/2008
5509 AuctionIndicator
Security Status
Indicates whether or not the auction is being held for the security.
Oksana Zheliabina
B2BITS
7/13/2008
5510 ChgFromWAPrice
W, X
Indicates change from previous day's weighted average price vs. last traded price.
Oksana Zheliabina
B2BITS
7/13/2008
5511 ChgOpenInterest
W, X
Indicates change from previous day's open interest.
Oksana Zheliabina
B2BITS
7/13/2008
5512 FirstEligibleTradeDate
Security Definition
First eligible trade date.
Oksana Zheliabina
B2BITS
7/13/2008
5513 LastEligibleTradeDate
Security Definition
Last eligible trade date. Similar to EventDate(866) with EventType(865) = '7'.
Oksana Zheliabina
B2BITS
7/13/2008
5514 InstrumentPricePrecision
Security Definition
Number of decimals in prices. Similar to InstrAttribValue(872) with InstrAttribType(871) = '27'.
Oksana Zheliabina
B2BITS
7/13/2008
5515 Counterparty Account
D, 8
Account identifier of a counterparty for Fixed Income orders & executions.
Brian Gay
Bloomberg
5516 MemberVolume
Custom
Volume traded by a particular member
Mithila Somasiri
Millennium Information Technologies Limited
8/19/2008
5517 MasterAccount
AE
Master account identifier
Gleb Skayansky
Bloomberg LLP.
5518 AssumedCoupon
AE
Mortgage/assest backed security assumed coupon
Gleb Skayansky
Bloomberg LLP.
5519 PrepaymentSpeed
AE
Mortgage prepayment speed
Gleb Skayansky
Bloomberg LLP.
5520 BenchmarkOfferPx
S
Benchmark offer price for quote messages that inclue the SpreadOrBenchmarkCurveData component block.
Joseph Fruchter
Bloomberg LP
6/5/2008
5521 BenchmarkBidYield
S
Benchmark bid yield for quote messages that inclue the SpreadOrBenchmarkCurveData component block.
Joseph Fruchter
Bloomberg LP
6/5/2008
5522 BenchmarkOfferYield
S
Benchmark offer yield for quote messages that inclue the SpreadOrBenchmarkCurveData component block.
Joseph Fruchter
Bloomberg LP
6/5/2008
5523 BenchmarkOfferSpread
S
Benchmark offer spread for quote messages that inclue the SpreadOrBenchmarkCurveData component block.
Joseph Fruchter
Bloomberg LP
6/5/2008
5524 OriginalDestination
8, J
To specify the original destination of a Drop copy message. Can be a platform, exchange or anything - Mutually agreed upon.
Sheetal Chainraj
Bloomberg L.P
5525 Haircut
Execution Reports
This term describes the way brokers and clients protect themselves from market risk in doing repos.
Sheetal Chainraj
5526 AllInPrice
Execution Reports
Sheetal Chainraj
5527 AllocationIndicator
Execution Reports
Indicates if allocations are to follow (Most likely a Allocation Instruction FIX Message) for the trade indicated by this Execution Report. Possible Values: 1 - No Allocations. 2 or More - Allocations Will follow. (They could indicate the possible number of accounts the allocations will occur to.)
Sheetal Chainraj
5528 SalesBook
8 = Execution Report
Identify the book for the salesperson doing the trade.
Sheetal Chainraj
5529 NoInvPositions
6
Repeating group count. No of Inventory positions advertised. Part of group (5529-5531)
Sheetal Chainraj
Bloomberg L.P
5530 InvPositionDate
6
Date of the inventory position. LocalMmktDate. Part of group (5529-5531)
Sheetal Chainraj
Bloomberg L.P
5531 InvPositionQty
6
The available amount associated with the InvPositionDate, expressed as par value. A short position will be specified as a negative par value. Part of group (5529-5531)
Sheetal Chainraj
Bloomberg L.P
5532 RateEffectiveDate
6
The date (last reset date) from which the coupon rate is effective for Variable Rate Demand Note and tender option bonds. Type= LocalMmktDate
Sheetal Chainraj
Bloomberg L.P
5533 TradeCorrectType
AE, 8
Indicates the type of correct sent in the Trade Capture or Execution Report. (Ex: Material change or not)
Sheetal Chainraj
Bloomberg L.P
5534 AllocAccountSubID1
J
Sub identifier for the Allocation Accounts. Will be part of the NoAllocs group.
Sheetal Chainraj
Bloomberg L.P
5535 AllocAccountSubID2
J
Sub identifiers #2 for Allocation Accounts. Will be part of the NoAllocs group.
Sheetal Chainraj
Bloomberg L.P
5536 AllocAccountSubID3
J
Sub identifier #3 for Allocation accounts. Will be part of the NoAllocs group.
Sheetal Chainraj
Bloomberg L.P
5537 CurrentFace
8, J
Current face for Mortgages, ABS, CMO, CMBS etc. (Original face * Factor).
Sheetal Chainraj
Bloomberg L.P
5538 AllocCurrentFace
J, AS
Current Face allocated to this Allocation account. For MTGEs only. Part of "NoAllocs" repeating group.
Sheetal Chainraj
Bloomberg L.P
5539 AllocGrossTradeAmt
J, AS
Gross trade amount allocated to the Allocation account. Part of the "NoAllocs" repeating group.
Sheetal Chainraj
Bloomberg L.P
5540 CurveDateRate1 Sheetal Chainraj
Bloomberg L.P
5541 CurveDateRate2 Sheetal Chainraj
Bloomberg L.P
5542 AllocGrossTradeAmt Sheetal Chainraj
Bloomberg L.P
5543 FirmAmount
IOI
Firm offering quantity for Municipal Commercial Paper.
Sheetal Chainraj
Bloomberg L.P
5544 SecondaryCurrency
Execution Report (8)
The denomination of the SecondaryQty (6054) field.
Dmitry Gundorov
Deutsche Bank
3/28/2008
5545 BWitemID
New Order, Execution Report
Bids Wanted Item ID.
Sheetal Chainraj
Bloomberg L.P
5546 AllocGrossTradeAmt-New Sheetal Chainraj
Bloomberg L.P
3/25/2008
5547 AllocCurrentFace-New Sheetal Chainraj
Bloomberg L.P
3/25/2008
5548 AdjustedSwapPoints
Execution Report (8)
(Deprecated) Swap points of a trade, adjusted to the Spot price denomination (multiplied by the forward tick size)
Dmitry Gundorov
Deutsche Bank
3/28/2008
5549 ClientFullName
Execution Report (8)
Full name of a client that has executed the trade
Dmitry Gundorov
Deutsche Bank
3/28/2008
5550 BalanceGroupID
New Order Single
Specifies the Unique Identifier of the BalanceGroup to which this Order should be assigned to.
Kiran K Pingali
JapanCross Securities
5551 BuyLimit
New Order Single, New Order List
Describes the BuyLimit for that Balance Group
Kiran K Pingali
JapanCross Securities
5552 SellLimit
New Order Single, New Order List
Specifies the SellLimit of the BalanceGroup, of which this order is part of. The Identifier of the BalanceGroup is specified in the BalanceGroupID Tag.
Kiran K Pingali
JapanCross Securities
5553 MinimumValueType
New Order Single, New Order List
(To be used if MinQty– Tag 110 is used) Valid values ‘S’ – Shares ‘V’ – Value
Kiran K Pingali
JapanCross Securities
5554 RolloverFlag
New Order-List
Speicies how long the Order would be valid in the books of the Crossing System. Vaild values: blank - No rollovers S - same cross until good-through date has expired U - Unlimited n - (1-9) rollover to the next cross, decrement n until 0
Kiran K Pingali
JapanCross Securities
5555 ReturnCode
all message types
This field will be used to indicate a specific error message or informational message that may or may not exist in the Text tag (58) of an acknowledgement response. NOTE: This field may contain repeating values delimited by a hexidecimal '40' character.
Kevin Bilello
Beta Systems
5556 BaseSwapPx
Instrument block
Base SWAP price.
Oksana Zheliabina
B2BITS
9/1/2008
5557 AggregatedOrderExecRefIDs
Execution Report (8)
Comma separated list of aggregated trades ids
Dmitry Gundorov
Deutsche Bank
9/19/2008
5558 BuyBackPx
Instrument block
Buy back price.
Oksana Zheliabina
B2BITS
10/1/2008
5559 BuyBackDate
Instrument block
Buy back date.
Oksana Zheliabina
B2BITS
10/1/2008
5560 Reserved Igor Nagirner
ICAP
5561 Reserved Igor Nagirner
ICAP
5562 Reserved Igor Nagirner
ICAP
5563 Reserved Igor Nagirner
ICAP
5564 Reserved Igor Nagirner
ICAP
5565 Reserved Igor Nagirner
ICAP
5566 Reserved Igor Nagirner
ICAP
5567 Reserved Igor Nagirner
ICAP
5568 Reserved Igor Nagirner
ICAP
5569 Reserved Igor Nagirner
ICAP
5570 Reserved Igor Nagirner
ICAP
5571 Reserved Igor Nagirner
ICAP
5572 Reserved Igor Nagirner
ICAP
5573 Reserved Igor Nagirner
ICAP
5574 Reserved Igor Nagirner
ICAP
5575 Reserved Igor Nagirner
ICAP
5576 Reserved Igor Nagirner
ICAP
5577 Reserved Igor Nagirner
ICAP
5578 Reserved Igor Nagirner
ICAP
5579 Reserved Igor Nagirner
ICAP
5580 Reserved Igor Nagirner
ICAP
5581 Reserved Igor Nagirner
ICAP
5582 Reserved Igor Nagirner
ICAP
5583 Reserved Igor Nagirner
ICAP
5584 Reserved Igor Nagirner
ICAP
5585 Reserved Igor Nagirner
ICAP
5586 Reserved Igor Nagirner
ICAP
5587 Reserved Igor Nagirner
ICAP
5588 Reserved Igor Nagirner
ICAP
5589 Reserved Igor Nagirner
ICAP
5590 Reserved Igor Nagirner
ICAP
5591 Reserved Igor Nagirner
ICAP
5592 Reserved Igor Nagirner
ICAP
5593 Reserved Igor Nagirner
ICAP
5594 Reserved Igor Nagirner
ICAP
5595 Reserved Igor Nagirner
ICAP
5596 Reserved Igor Nagirner
ICAP
5597 Reserved Igor Nagirner
ICAP
5598 Reserved Igor Nagirner
ICAP
5599 Reserved Igor Nagirner
ICAP
5600 Thomson UDF Matthew Godin
Thomson
5601 Thomson UDF Matthew Godin
Thomson
5602 Thomson UDF Matthew Godin
Thomson
5603 Thomson UDF Matthew Godin
Thomson
5604 Thomson UDF Matthew Godin
Thomson
5605 Thomson UDF Matthew Godin
Thomson
5606 Thomson UDF Matthew Godin
Thomson
5607 Thomson UDF Matthew Godin
Thomson
5608 Thomson UDF Matthew Godin
Thomson
5609 Thomson UDF Matthew Godin
Thomson
5610 Thomson UDF Matthew Godin
Thomson
5611 Start Time
Start time for an algorithmic order
Chris Chaffee
5612 End Time
End time for an algorithmic order
Chris Chaffee
5613 Urgency
Urgency or aggressiveness for an algorithmic order
Chris Chaffee
5614 NumberOfSlices
Number of slices for an algorithmic order
Chris Chaffee
5615 IncludeMarketOpen
Indicates whether or not an algorithmic order should participate in opening crosses
Chris Chaffee
5616 IncludeMarketClose
Indicates whether or not an algorithmic order should participate in closing crosses
Chris Chaffee
5617 MinPctParticipation
Indicates the minimum participation rate for an algorithmic order
Chris Chaffee
5618 TgtPctParticipation
Indicates the target participation rate for an algorithmic order
Chris Chaffee
5619 MaxPctParticipation
Indicates the maximum participation rate for an algorithmic order
Chris Chaffee
5620 TargetPrice
Indicates the target price for an algorithmic order
Chris Chaffee
5621 DisplaySize
Indicates the quantity to be displayed on an algorithmic order
Chris Chaffee
5622 SweepType
Type of sweep algorithm to be employed prior to routing the order to a broker or exchange.
Chris Chaffee
5623 SweepPriceEnum
Pricing algorithm to be employed when sweeping an order.
Chris Chaffee
5624 SuppTacticsFlag
Supplemental flags to implement specific algorithm features.
Chris Chaffee
5625 MKTXInquiryType
QuoteRequest
Enumeration used to indicate MarkeAxess Quote Release model. Supported Values: 1-ASAP, 2-Holding Bin
Daniel Jacobson
MarketAxess
5626 MKTXPricingProcess
QuoteRequest,QuoteStatusReport
Enumeration defining the types of benchmark-spotting workflows used to arrive at the final price of fixed-income trades. Supported Values:1 = Manual,2 = Phone, 3 = Auto, 4 = OneStep, 5 = Standard
Daniel Jacobson
MarketAxess
5627 MKTXInquiryState
Quote, QuoteStatusReport
Enumeration indicating MarketAxess Inquiry States
Daniel Jacobson
MarketAxess
5628 MKTXReleaseTime
QuoteRequest
UTCTimestamp Time of day indicating the time at which the client will see dealer responses
Daniel Jacobson
MarketAxess
5629 MKTXQuoteReponseRejectReason
QuoteResponseReject
Text indicating rejection reason e.g. “Action invalid in this state”
Daniel Jacobson
MarketAxess
5630 MKTXAvailableActions
Quote,QuoteStatusReport
Comma separated list of available actions, e.g. “CANCEL” “PASS,ACCEPT,COUNTER” “NONE”
Daniel Jacobson
MarketAxess
5631 MKTXListType
custom
Indicates the type of MarketAxess inquiry-list. Valid values are: 1 = High Grade 2 = High Yield 3 = Euro (Spread) 4 = Euro (Price) 5 = Emerging Markets
Daniel Jacobson
MarketAxess
5632 MKTXListComment
ListQuoteRequest
Client-trader’s comment to dealers
Daniel Jacobson
MarketAxess
5633 MKTXListRejectMode
ListQuoteRequest
Indicates whether MarketAxess should reject all list-items or only invalid list-items, if list contains invalid items. Values: 1 = RejectInvalidItemsOnly 2 = RejectAllItems The client OMS can use this field to control the action that MarketAxess will take, if MarketAxess validation finds that the list contains one or more invalid list-items.
Daniel Jacobson
MarketAxess
5634 MKTXListName
custom
Names an inquirty-list
Daniel Jacobson
MarketAxess
5635 MADataID
W
Numeric field identifying each traded security in MarketAxess system. Unique per trade being reported in BTDS feed
Anthony Merhi
MarketAxess
5636 DataSource
W
Identifier of system sending the market data. DataType=String
Anthony Merhi
MarketAxess
5637 MDEntryTransType
W
Trade Type reported in Market Data, used when MDEntryType = 2(Trade). DataType=char Values: 0=Done (New Trade), 1=Cancel, 2=Corrected
Anthony Merhi
MarketAxess
5638 BTDSSaleCondition
W
Sale condition code for trades as reported by FINRA DataType=char Values: @ = Regular Trade C = Cash Trade N = Next Day R = Sellers Option A = Trades outside market hours W = Weighted Average Price Z = Sold Late S = No special condition applied
Anthony Merhi
MarketAxess
5639 BTDSCommissionIndicator
W
Boolean field indicating if the price is inclusive of dealer commission.
Anthony Merhi
MarketAxess
5640 BTDSQuantityIndicator
W
Indicates in Quantity reported is actual or estimated. DataType=Char Values: A=Actual, E=Estimated
Anthony Merhi
MarketAxess
5641 BTDSSecondModifier
W
Indicates whether there is a second sale condition that is applicable to the trade. DataType=char Values: A = Trades outside the market hours Z =Sold Late (Out of Sequence) S = No Second Modifier Applicable
Anthony Merhi
MarketAxess
5642 BTDSPriceChangeCode
W
Describes the summary price change(s) the transaction caused for the issue traded. DataType=char Values: 0 = No Price/Yield Changed 1 = Last Price/Yield Changed 2 = Low Price-Yield Changed 3 = Last Price/Yield and Low Price/Yield Changed 4 = High Price/Yield Changed 5 = Last Price/Yield and High/Price/Yield Changed 6 = High Price/Yield and Low Price/Yield Changed 7 = All Prices/Yields Changed
Anthony Merhi
MarketAxess
5643 BTDSSpecialPriceIndicator
W
Boolean field indicating whether the transaction is a ‘Special Price Trade’ or not
Anthony Merhi
MarketAxess
5644 BTDSReportingPartySide
MarketData Full Snapshot
One character field to describe the side of trade being reported. Values: B=dealer bought securities from the customer, S= dealer sold securities to the customer, D= inter-dealer transaction (always from the sell side)
Pomeli Ghosh
MarketAxess
10/17/2008
5645 OASSpread
W
MarketAxess estimated option adjusted spread for the traded security. Datatype=float
Anthony Merhi
MarketAxess
5646 ParSpread
W
MarketAxess estimated par spread for the traded security. Datatype=float
Anthony Merhi
MarketAxess
5647 MktSpread
W
MarketAxess estimated market spread for the traded security. Datatype=float
Anthony Merhi
MarketAxess
5648 SuspectTradeIndicator
W
Boolean flag indicating if trade is a suspect trade.
Anthony Merhi
MarketAxess
5649 OrigBCastSeqNo
W
Exists for a Cancel (5637=1) or Corrected (5637=2) trade report. This field contains the BCastSeqNo (tag 6103) of the trade that is being cancelled or corrected. DataType=SeqNum
Anthony Merhi
MarketAxess
5650 MKTXEstimatedQuantity
W
Reports the MarketAxess estimated quantity for a trade where tag 5640=E, i.e. the quantity falls beyond the range disseminated by FINRA for High Grade and High Yield bonds. DataType=Qty
Anthony Merhi
MarketAxess
5651 MKTXDeltaDaySpread
W
Day over day change in spread to treasury with respect to comparable size trade. If the bond did not trade during the prior day, no value is reported. Change computed against last trade from prior day. DataType=float
Anthony Merhi
MarketAxess
5652 MKTXDeltaWeekSpread
W
Week over week change in spread to treasury with respect to comparable size trade. If the bond did not trade during the prior week, no value is reported. Change computed against last trade from prior week. DataType=float
Anthony Merhi
MarketAxess
5653 MKTXDeltaMtdSpread
W
Month-to-date change in spread to treasury with respect to comparable size trade. If the bond did not trade during the prior month, no value is reported. Change computed against last trade from prior month. DataType=float
Anthony Merhi
MarketAxess
5654 MKTXDeltaWeekPrice
W
Week over week change in price with respect to comparable size trade. If the bond did not trade during the prior week, no value is reported. Change computed against last trade from prior week. DataType=float
Anthony Merhi
MarketAxess
5655 MKTXDeltaDayPrice
W
Day over day change in price with respect to comparable size trade. If the bond did not trade during the prior day, no value is reported. Change computed against last trade from prior day. DataType=float
Anthony Merhi
MarketAxess
5656 MKTXDeltaMtdPrice
W
Month-to-date change in price with respect to comparable size trade. If the bond did not trade during the prior month, no value is reported. Change computed against last trade from prior month. DataType=float
Anthony Merhi
MarketAxess
5657 MKTXDeltaDayYield
W
Day over day change in yield with respect to comparable size trade. If the bond did not trade during the prior day, no value is reported. Change computed against last trade from prior day. DataType=float
Anthony Merhi
MarketAxess
5658 MKTXDeltaWeekYield
W
Week over week change in yield with respect to comparable size trade. If the bond did not trade during the prior week, no value is reported. Change computed against last trade from prior week. DataType=float
Anthony Merhi
MarketAxess
5659 MKTXDeltaMtdYield
W
Month-to-date change in yield with respect to comparable size trade. If the bond did not trade during the prior month, no value is reported. Change computed against last trade from prior month. DataType=float
Anthony Merhi
MarketAxess
5660 IncludeSIs
Quote Request, New Order
Valid Values = Y or N. For quote requests or orders that are submitted to multiple Retail Service Providers (RSPs) for best execution, this field specifies whether RSPs acting as Systematic Internalizers (SIs) should be included (Y) or not included (N).
Stephen Irwin
Thomson Financial
5661 NoMKTXCostAnalysis
ExecutionReport
Repeating Custom Block for showing MKTX cost analysis calcs to clients. Exists if at least one type of cost analysis data is available. DataType: NumInGroup Value: 1..N, for number of cost analysis information provided
Pomeli Ghosh
MarketAxess
5/6/2008
5662 MKTXAnalysisTo
ExecutionReport
Req’d field if 5661 exists. Defines the value against which cost analysis is being reported. DataType: String Defined Values are: Cover, Avg, BondTicker
Pomeli Ghosh
MarketAxess
5/6/2008
5663 MKTXBenefit
ExecutionReport
Difference between Traded Principle and calculated principle for the value of “MKTXAnalysisTo” (Cover, Avg, BondTicker) DataType: Amt Value: float field with 2 decimal point precision
Pomeli Ghosh
MarketAxess
5/6/2008
5664 MKTXComparisonPrice
ExecutionReport
Price for the value of “MKTXAnalysisTo” (Cover, Avg, BondTicker) DataType: Price Value: float field with 4 decimal point precision
Pomeli Ghosh
MarketAxess
5/6/2008
5665 MKTXPriceDiff
ExecutionReport
Difference between Traded Price and calculated price for the value of “MKTXAnalysisTo” (Cover, Avg, BondTicker) DataType: Price Value: float field with 4 decimal point precision
Pomeli Ghosh
MarketAxess
5/6/2008
5666 MaturitySize
6 - IOI
Size available corresponding to Maturity range. Part of NoDateRates (5538) repeating group.
Sheetal Chainraj
Bloomberg L.P
11/19/2008
5667 MatDatStartYield
6 - IOI
Yield corresponding to Maturity start date. Part of NoDateRates (5538) repeating group.
Sheetal Chainraj
Bloomberg L.P
11/19/2008
5668 MatDatEndYield
6 - IOI
Yield corresponding to Maturity end date. Part of NoDateRates (5538) repeating group.
Sheetal Chainraj
Bloomberg L.P
11/19/2008
5669 FillOrKillAmount
6 - IOI
Fill or Kill Quantity.
Sheetal Chainraj
Bloomberg L.P
11/19/2008
5670 PositionAccount
6 - IOI
Account / Fund / Book name of the position.
Sheetal Chainraj
Bloomberg L.P
11/19/2008
5671 FOKPosition
6
FOK Position in an account.
Sheetal Chainraj
Bloomberg L.P
11/19/2008
5672 SecondaryIndividualAllocID
J
Secondary Alloc ID per allocation account.
Sheetal Chainraj
Bloomberg L.P
11/19/2008
5673 SettlCurrAccruedInterestAmt
8, J
Accrued Interest in the Settlement currency.
Sheetal Chainraj
Bloomberg L.P
11/19/2008
5674 SettlCurrNetMoney
8, J
Net money in Settlment Currency.
Sheetal Chainraj
Bloomberg L.P
11/19/2008
5675 TaxRate
AE
Tax rate.
Sheetal Chainraj
Bloomberg L.P
11/19/2008
5676 Reserved Sheetal Chainraj
Bloomberg L.P
11/19/2008
5677 Repo2Px
Instrument block
Price of the second part of REPO.
Oksana Zheliabina
B2BITS
10/1/2008
5678 ReceivePendings
Logon (MsgType = A)
Used to indicate that the receipt of Execution Reports pending confirmation is required or not, that is those Execution Reports with OrdStatus [39] = A (Pending New), E (Pending Replace) or 6 (Pending Cancel)
Francesc Prats
MEFF
5679 FixEngineName
Logon (MsgType = A)
A string value that contains a descriptive chain of software used by the client for the FIX connection. Only used for informative purposes.
Francesc Prats
MEFF
5680 ProprietaryFixProtocolVersion
Logon (MsgType = A)
Exact identification of the protocol used and expected by the initiator (String)
Francesc Prats
MEFF
5681 ExchangeTradeType
Execution Report (Msg Type = 8)
Exchange defined type of trade(String)
Francesc Prats
MEFF
5682 NewSecuritySubscription
Security List Request (MsgType = x)
Specifies whether to subscribe to "New Securities" (Char)
Francesc Prats
MEFF
5683 SecondaryConfirmStatus
Confirmation (MsgType = AK)
Describes the Give-up state (Char)
Francesc Prats
MEFF
5684 TotalBustedQty
Execution Report
Total number of shares busted.
Oksana Zheliabina
B2BITS
12/5/2008
5685 Ordered Quantity Leg 2
Ordered quantity for leg 2 of a 2-legged strategy.
Amit Chilgunde
Barclays Capital
5686 InWorkup
Market Data Snapshot
Indicates that an order is tradable in a workup that is currently in progress.
Michael Merold
ICAP
3/12/2009
5687 Executed Quantity Leg2
Executed quantity on fills for leg 2 of a 2-legged strategy.
Amit Chilgunde
Barclays Capital
5688 Draft Algo Flag
D,F,G,8
Indicating draft algo status
Tao Shen
Guosen Securities Co.,Ltd
1/31/2009
5689 VersionID
D,F,G,8
Version identifier tag
Tao Shen
Guosen Securities Co.,Ltd
1/31/2009
5690 TargetStrategy
D,F,G,8
Base strategy
Tao Shen
Guosen Securities Co.,Ltd
1/31/2009
5691 ReferencePrice
D,G
Reference price for an algo, not binding as limit price
Tao Shen
Guosen Securities Co.,Ltd
1/31/2009
5692 ReferenceVolume
D,G
Referred volume of char type.Valid value: A)total market volume;B)market volume with given limitpx;
Tao Shen
Guosen Securities Co.,Ltd
1/31/2009
5693 PegTo
D,E,F,G,8,9
A = SHCOMP B = SZCNST C = CSI300 D = SME E = CHINEXT S = SMART P = PORTFOLIO
Tao Shen
Guosen Securities Co.,Ltd
1/31/2009
5694 CatchUp
D,E,F,G,8,9
A = NOW B = Redistribute C = Tilt-Dist
Tao Shen
Guosen Securities Co.,Ltd
1/31/2009
5695 LimitWRT
D,E,F,G,8,9
A = fill B = leaves
Tao Shen
Guosen Securities Co.,Ltd
1/31/2009
5696 SoftLimit
D,E,F,G,8,9
Y = Yes N = No
Tao Shen
Guosen Securities Co.,Ltd
1/31/2009
5697 IPO Subscription Venue
D,8
1 = Online 2 = Offline
Tao Shen
Guosen Securities Co.,Ltd
1/31/2009
5698 Desk
confirm, confirm request
Kelly Calnan
Fidelity Investments
2/28/2008
5699 Restricted Brokers
New Order Single, Cancel/Replace
used with aggregator connections to confirm counterparties a security cannot be traded with
Kelly Calnan
Fidelity Investments
5700 LocateBroker
NASD Rule 3370 (Short Sell Rule) requires that every short sell order specify a Locate (Tag 114=Y), identifying which broker has loaned the stock to settle the short sale.
Joel Greenwood
RBC Capital Markets
5701 LocateIdentifier
The actual locate identifier/reference provided by the LocateBroker (5700).
Scott Atwell
American Century Investments
5702 PreBorrowQty
D
Share quantity in pre-borrow agreement. Used with 5700 and 5701 to resolve Threshold-list Short Sell locates.
Kevin Maroney
Piper Jaffray
5703 OriginalSource
ExecutionReport
The field indicates the trade source
Andrey Tapekha
Deutsche Bank
5/27/2008
5704 BusinessLine
String
The field indicates the business line owner of orders.
Nikolay Volnov
Deutsche Bank
6/18/2008
5705 NIMAllowed
Security List and Definition
Indicates whether NIM is allowed for this instrument.
Michael Merold
ICAP
3/19/2009
5706 FixedRate
floating
fixed rate in Swap
Jenny Yeung
Lehman Brothers
6/6/2008
5707 PayPeriodMultiplier
integer
period multiplier of payment dates
Jenny Yeung
Lehman Brothers
6/5/2008
5708 AdjDayRegion
String
business center of the adjusted business Day convention used in Swap.
Jenny Yeung
Lehman Brothers
6/5/2008
5709 ADJSDT
Date
accrual period start Day adjustment convention
Jenny Yeung
Lehman Brothers
6/4/2008
5710 PnlLocation
String
the location of PnL: NY - New York LD - London TK - Tokyo
Jenny Yeung
Lehman Brothers
6/4/2008
5711 AckStatus
two int value options: 1 : Accept 2 : Reject
Jenny Yeung
Lehman Brothers
5712 AckType
String representing the Bloomberg Ack Name
Jenny Yeung
Lehman Brothers
5713 TicketStatus
QuoteRequest
TicketStatus represents the internal status of the ticket. Possible Status: New - The client requested a quote Quoted - The trader sent a quote CustDone - The client accepted within the OTW time CustDoneConfirmed - Bloomberg confirmed the client accepted within the OTW CustEnd - The client passed Subject - The client accepted outside the OTW time DealerDone - The trader accepted DealerEnd - The trader passed CustTimeOut - The ticket timed out on the client DealerTimeOut - The ticket timed out on the trader
Jenny Yeung
Lehman Brothers
5714 TicketTraders
QuoteRequest
represents a list of traders (comma delimited) who received the ticket
Jenny Yeung
Lehman Brothers
5715 TicketOwner
QuoteRequest
Represents the trader who too ownership of the ticket
Jenny Yeung
Lehman Brothers
5716 TimespanToQuote
QuoteRequest
This field would contain the time (in seconds) the trader has to submit his quote.
Jenny Yeung
Lehman Brothers
5717 ExpireBy
String Type. Valid values: Client, Dealer
Jenny Yeung
Lehman Brothers
5718 BBRespType
this is an integer field.
Jenny Yeung
Lehman Brothers
5719 StartPaymentDate
ExecutionReport
date format. This indicates the starting payment date of interest rate.
Jenny Yeung
Lehman Brothers
5720 EndPaymentDate
ExecutionReport
Date Type. GMT format. this is the end payment date of interest rate in SWAP
Jenny Yeung
Lehman Brothers
5721 FloatingPaymentFreq
Quote
data type: int. this is the payment frequency of floating interest rates in interest rate swap.
Jenny Yeung
Lehman Brothers
5722 FixedPaymentFreq
Quote
Data Type: int this is the payment frequency of Fixed interest rate payment in Interest Rate Swap
Jenny Yeung
Lehman Brothers
5723 behaviour
String type D - Drain A - Abort
Jenny Yeung
Lehman Brothers
5724 readyToPrice
int 0-yes 1-no
Jenny Yeung
Lehman Brothers
5725 readyToTrade
integer type: 0-yes 1-no
Jenny Yeung
Lehman Brothers
5726 U_QuoteRespType
Quote Response
This tag inherits all properties of QuoteRespType in FIX, and has an additional value option "100 - DoingAway"
Jenny Yeung
Lehman Brothers
5727 PPT Override
execution
Allow user to override a Prevent Principal Trade edit.
Rich Kiehl
Thomson Financial - TTS
5728 BenchmarkSecurityAltID Jenny Yeung
Lehman Brothers
5729 AuctionDate
TIME
Indicates the auction date of the security when it's initially issued.
Jenny Yeung
Lehman Brothers
5730 CompQuote
Float
Composite Quote
Jenny Yeung
Lehman Brothers
5731 DV01
float
Dollar Price change per basis point in Yield
Jenny Yeung
Lehman Brothers
5732 AdjMidPx
float
adjusted mid price
Jenny Yeung
Lehman Brothers
5733 Requotable
String
Valid Values: Y - allow the other party to re-quote N - re-quote is not allowed
Jenny Yeung
Lehman Brothers
5734 MrkupQuote Jenny Yeung
Lehman Brothers
2/13/2008
5735 BAMT
The dollar amount that will be recovered from the dealer as a customer execution fee
Jenny Yeung
Lehman Brothers
2/13/2008
5736 PBRKR
String
The prime broker's dealer acronym
Jenny Yeung
Lehman Brothers
2/13/2008
5737 PBSVC
String
The prime broker service. Values: Give-UP, GTS
Jenny Yeung
Lehman Brothers
2/13/2008
5738 PBRESP
String
The prime broker's advice status. Values: PENDGIVEUP, ACCEPT
Jenny Yeung
Lehman Brothers
2/13/2008
5739 BoblBid Jenny Yeung
Lehman Brothers
2/20/2008
5740 boblask Jenny Yeung
Lehman Brothers
2/20/2008
5741 bundsBid Jenny Yeung
Lehman Brothers
2/20/2008
5742 bundsask Jenny Yeung
Lehman Brothers
2/20/2008
5743 schatzBid Jenny Yeung
Lehman Brothers
2/20/2008
5744 schatzask Jenny Yeung
Lehman Brothers
2/20/2008
5745 MTKT
number
number of tickets/account trade requires
Jenny Yeung
Lehman Brothers
2/21/2008
5746 IRSTYPE
String
Valid Values: BMK, IMM or OIM
Jenny Yeung
Lehman Brothers
2/22/2008
5747 IRSEOM
String
end of month roll. possible value: YES or NO
Jenny Yeung
Lehman Brothers
2/22/2008
5748 ROLLSON
String
The convention for determining the sequence of calculation period end dates. Valid Values: 1 to 31, EOM, or IMM
Jenny Yeung
Lehman Brothers
2/22/2008
5749 ADJDT
String
Termination(END) date business day adjustment convention. Possible values: MODFOLLOW
Jenny Yeung
Lehman Brothers
2/22/2008
5750 MATDTADJ
Datetime
Adjusted maturity (Termination) date
Jenny Yeung
Lehman Brothers
2/22/2008
5751 VSPDate
Allocation; 35=J
Used on allocation to match to the original date of the order - Citigroup Inc.
Martin Jiang
Citigroup Inc
5752 VSPPrice
Allocation, 35=J
Used on allocation to match to the original price of the order - Citigroup Inc.
Martin Jiang
5753 DECPLCS
String
Maximum number of decimal places to be used for Rate
Jenny Yeung
Lehman Brothers
2/22/2008
5754 DECRND
String
The quote in the QUOTE message must be divisible by the amount specified by this field.
Jenny Yeung
Lehman Brothers
2/22/2008
5755 CMPND
String
Indicates whether the floating leg of the trade is compounding or not. Considered NO if not present.
Jenny Yeung
Lehman Brothers
2/22/2008
5756 CMPB
Floating
Composite quote at the time of QUOTE REQUEST
Jenny Yeung
Lehman Brothers
2/22/2008
5757 CMPA
Floating
Composite pay rate for an USD Interest Rate Swap switch
Jenny Yeung
Lehman Brothers
2/22/2008
5758 CMPM
Floating
composite receiving rate for an USD Insterest Rate Swap Switch
Jenny Yeung
Lehman Brothers
2/22/2008
5759 CMPSP
Floating
composite spread contributed by the dealers for an DSWP (USD Interest Rate Swap) benchmark trade
Jenny Yeung
Lehman Brothers
2/22/2008
5760 ADJDTCP
String
Calculation (Accrual) Period Business Day Adjustment Convention. Possible values Floating Leg: MODFOLLOW
Jenny Yeung
Lehman Brothers
2/22/2008
5761 ADJDTPD
String
Payment date business day adjustment convention. Possible values Floating leg: MODFOLLOW
Jenny Yeung
Lehman Brothers
2/22/2008
5762 ADJDTRES
String
Required for Floating Rate Leg. Reset Date business day adjustment convention. Possible Values Floating leg: MODFOLLOW
Jenny Yeung
Lehman Brothers
2/22/2008
5763 DYCTBAS
String
Day count basis. leg values: 30/360, 30E/360, ACT/360. Floating Leg values: ACT/360
Jenny Yeung
Lehman Brothers
2/22/2008
5764 FRREF
String
Required for Floating Rate Leg. Floating rate reference. Values: LIBOR3M
Jenny Yeung
Lehman Brothers
2/22/2008
5765 FRESDAYS
Number
Required for Floating Rate Leg. Reset Days for floating payments. Values: 2
Jenny Yeung
Lehman Brothers
2/22/2008
5766 IRSSWTYPE
String
Jenny Yeung
Lehman Brothers
2/27/2008
5767 SWSPRD
String
This is the diference in the rates for each side of the switch. For benchmark trades it is the composite spread at the time of trade. Max precision 5 decimal places, rounded to .00125 for benchmark spreads, .0001 for switches.
Jenny Yeung
Lehman Brothers
2/27/2008
5768 CNFCO
String
Jenny Yeung
Lehman Brothers
2/27/2008
5769 fe
String
reserved
Jenny Yeung
Lehman Brothers
2/27/2008
5770 PriceRatio
d
Used for price calculation in spread and leg pricing.
Fred Malabre
Chicago Mercantile Exchange
6/20/2008
5771 ECV
String
Electronic confirmation vendor - values None, Parallel or Tradeweb
Jenny Yeung
Lehman Brothers
2/27/2008
5772 ISMN
String
Forward months for OIS forward runs and forward starting swaps
Jenny Yeung
Lehman Brothers
3/20/2008
5773 ISDY
Integer
Number of months in the tenor (0, 3, 6, 12, 24, etc)
Jenny Yeung
Lehman Brothers
3/20/2008
5774 reserved Jenny Yeung
Lehman Brothers
3/20/2008
5775 FixedLegDayCount
String
Fixed leg day-count basis. 30/360, ACT/360, ACT/ACTM or ACT/ACTD
Jenny Yeung
Lehman Brothers
3/20/2008
5776 FloatingLegDayCount
String
Floating leg day-count basis. ACT/360
Jenny Yeung
Lehman Brothers
3/20/2008
5777 CUSTPRC
string
Yes Indicates whether this is a customer bid/ask trade. Value: NO
Jenny Yeung
Lehman Brothers
4/2/2008
5778 AORGID
String
The accountNet organization identifier of the customer. present for AccountNet-enabled customers only.
Jenny Yeung
Lehman Brothers
4/29/2008
5779 AORGID
String
the accountNet organization identifier of the customer. Present for AccountNet enabled customers only
Jenny Yeung
Lehman Brothers
4/29/2008
5780 ACODE
String
AccountNet ACODE. Present for AccountNet-enabled customers only.
Jenny Yeung
Lehman Brothers
4/29/2008
5781 ACCTACR
String
Account Acronym assigned by the dealer.
Jenny Yeung
Lehman Brothers
4/29/2008
5782 BRKNA
String
Breakdown active indicator used in allocation instruction message.
Jenny Yeung
Lehman Brothers
4/29/2008
5783 Exchange Gateway ID
The gateway id (or name) for the exchange in the broker system. (one exchange can have multiple gateways from a broker system)
Amit Chilgunde
Barclays Capital
6/3/2008
5784 EndPointExchangeOrderId
Mostly for algo orders. Exchangeorderid of the child order.
Amit Chilgunde
Barclays Capital
7/10/2008
5785 EndpointExchangeExecutionId
Mostly for algo orders. ExchangeExecutionId of the child order.
Amit Chilgunde
Barclays Capital
7/10/2008
5786 NIMTimeRemaining
Quote Status Report
Number of seconds remaining in the current phase of the NIM.
Michael Merold
ICAP
3/19/2009
5787 ClearingQType
Execution Report
Indicates whether allocated qty was executed in the IF-CLEARED or WHEN-CLEARED queue. Valid values are "I" for IF-CLEARED and "W" for WHEN-CLEARED.
Michael Merold
ICAP
3/19/2009
5788 QueryToken
Order Mass Status Rqst & ER
Token used to maintain query context for result paging.
Michael Merold
ICAP
3/23/2009
5789 ClientInfo
New Order - Single, Execution Rp
Free form string containing client-specific information associated with an order. Information is provided in New Order Single, and Order Cancel Replace messages. Trading system will return ClientInfo in Execution Report.
Michael Merold
ICAP
3/20/2009
5790 FixingBraket
X
Identifies the time braket the fixing price is for.
Fred Malabre
CME Group
6/30/2008
5791 TotalVolume
x
Total volume for a given security, cross venues.
Fred Malabre
CME Group
6/30/2008
5792 OpenInterestQty
x
Quantity of the open interest in a given security.
Fred Malabre
CME Group
6/30/2008
5793 MassQuoteMessagesCount
b
Total number of mass quote messages received in a given time interval.
Fred Malabre
CME Group
6/30/2008
5794 QuoteEntriesCount
b
Total number of quote entries received in a given time interval.
Fred Malabre
CME Group
6/30/2008
5795 LegSecurityGroup
InstrumentLeg
Multileg instrument's individual security's group. See SecurityGroup (1151) field for description
Fred Malabre
CME Group
6/30/2008
5796 TradingReferenceDate
D
Contains the date to which the TradingReferencePrice correspond.
Fred Malabre
CME Group
6/30/2008
5797 AggressorSide
X
Aggressor side of a trade in a central order book. 1: Buyer 2: Seller
Fred Malabre
CME Group
6/30/2008
5798 DayCount
f
Day count used to calculate interest rates.
Fred Malabre
CME Group
6/30/2008
5799 MatchEventStartIndicator
35=X
Boolean to indicate the beginning of a match event for a central order book system.
Fred Malabre
CME Group
6/26/2008
5800 CDNAccountType
CDNAccountType
Indicates the type of the trading account. Valid values include:"NC" non-client (ME, TSX*, TSXV*)"CL" client (ME, TSX, TSXV)"ST" equities specialist (TSX)"IN" inventory (ME, TSX, TSXV)"OF" options firm account (TSX) "OT" options market maker (TSX, TSXV)Notes: * Indicates default exchange.There is no default for a Trade Modification from the ME.
Tom May
RBC
5801 CDNAnonymous
CDNAnonymous
An order flagged as Anonymous is forwarded to the exchange where they are published to the market without the members firm id.Valid values include "Y" | "N".Default is "N".TSX only.
Tom May
RBC
5802 CDNInternalCross
CDNInternalCross
A trade originating from a Participating Organization between managed accounts that have the same manager. Valid values include "Y" | "N".Default "N".TSX and TSXV.
Tom May
RBC
5803 CDNLotsOf
CDNLotsOf
A special term for an order specifying that each fill must be divided into equal lots. Total volume of order must be a multiple of LotsOf. LotsOf = Volume.No defaultTSX and TSXV.
Tom May
RBC
5804 CDNNonResident
CDNNonResident
A terms marker indicating that trade participant is not a Canadian resident. Valid values include "Y" | "N"Default is "N".TSX only.
Tom May
RBC
5805 CDNPrincipalTrade
CDNPrincipalTrade
A transaction where the member as principal sells securities to or buys securities from its particular customer; i.e. a cross between a client and another account type. A.K.A. – DF MarkerValid values include "Y" | "N".Default "N".TSX and TSXV.
Tom May
RBC
5806 CDNUserId
CDNUserId
The trading system’s user id for a trader.No default.TSX and TSXV.
Tom May
RBC
5807 CDNBasketTrade
A five digit number identifying the basket number for Toronto Stock Exchange, default is "N"
Tom Tsai
Cap-Mart, Inc.
5808 CDNSettlementTerm
To specify to TSX the settelement term for an order. Valid values are Cash, CT (Cash today), YYYYMMDD, DD (Delayed delivery), MS (contingent equity trade), NN (non-net)
Tom Tsai
Cap-Mart, Inc.
5809 CDNShortExempt
To indicate to the TSX trading engine that short sell order is exempt from the short selling rule.
Tom Tsai
Cap-Mart, Inc.
5810 CDNRTAutoFill
A TSX fill report marker to indicate a system generated autofill against the responsible Equities Specialists account
Tom Tsai
Cap-Mart, Inc.
5811 CDNProgramTrade
To indicate to the TSX trading engine that this order is generated by a program. Valid values are Y or N
Tom Tsai
Cap-Mart, Inc.
5812 CDNMGFCandidate
To indicate to the Toronto Stock Exchange that this order is entitled to the minimum guaranteed fill. Its value can be either "Y" or "N"
Tom Tsai
Cap-Mart, Inc.
5813 CDNJitney
To specify an order to the Toronto Stock Exchange that it is executed on behalf of another broker.
Tom Tsai
Cap-Mart, Inc.
5814 CDNMarketOnClose
To specify this order is to be excuted on the TSX end of day closing auction. Possible values Y or N
Tom Tsai
Cap-Mart, Inc.
5815 SubMkt
8
Submarket code
Juliette Vignola
Nasdaq/OMX
8/26/2008
5816 ClearingVenue
8
string
Juliette Vignola
Nasdaq/OMX
8/26/2008
5817 ContraOrderRestrictions
8
Juliette Vignola
Nasdaq/OMX
9/4/2008
5818 DecayQuantity
35=d
Indicates the quantity a contract will decay by once the decay start date is reached.
Fred Malabre
CME Group
11/17/2008
5819 DecayStartDate
35=d
The date at which a decaying product begins to decay.
Fred Malabre
CME Group
11/17/2008
5820 LekSecuritiesCustomField1 stephen jose
Lek Securities Corp
5821 LekSecuritiesCustomField2 stephen jose
Lek Securities Corp
5822 LekSecuritiesCustomField3 stephen jose
Lek Securities Corp
5823 CounterParty
String
account of the step in counter party in Swap/swaption
Jenny Yeung
Lehman Brothers
7/3/2008
5824 CounterParty1
String
account of the step out counter party in swap or swaption
Jenny Yeung
Lehman Brothers
7/3/2008
5825 remainingParty
String
account of the remaining counter party in swap or swaption
Jenny Yeung
Lehman Brothers
7/3/2008
5826 ClTrdIDRefType
string
Jenny Yeung
Lehman Brothers
7/7/2008
5827 OutstandingQty
Floating
out standing quantity in partial unwind or assignments
Jenny Yeung
Lehman Brothers
7/7/2008
5828 RemainingParty1
String
Jenny Yeung
Lehman Brothers
7/7/2008
5829 RESERVED
string
Jenny Yeung
Lehman Brothers
7/7/2008
5830 MiscFeeCCY
String
currency of payment
Jenny Yeung
Lehman Brothers
7/21/2008
5831 StAllocType
String
allocation type. Valid Values: 101 - Block 102 - New Allocation 103 - Full Unwind 104 - Partial Unwind 105 - Step-in Assignment 106 - Full RP Assignment 107 - Partial RP Assignment 108 - Full Internal Assignment 109 - Partial Internal Assignment 110 - Full 4-way Assignment 111 - Partial 4-way Assignment
Jenny Yeung
Lehman Brothers
7/21/2008
5832 StraddleInd
String
Indicates if it's straddle or not. Y - Straddle N - not
Jenny Yeung
Lehman Brothers
7/21/2008
5833 ThirdPartyFullCalcPeriod
string
Jenny Yeung
Lehman Brothers
7/21/2008
5834 FirstPaymentDate
date
first payment date of additional payments on IRS Swap
Jenny Yeung
Lehman Brothers
7/21/2008
5835 MiscFeeReceiver
STring
fee receiver
Jenny Yeung
Lehman Brothers
7/21/2008
5836 MiscFeePayer
string
Jenny Yeung
Lehman Brothers
7/21/2008
5837 RiskID
String
Jenny Yeung
Lehman Brothers
7/21/2008
5838 RESERVED Jenny Yeung
Lehman Brothers
7/21/2008
5839 AllocRefEventID
String
Jenny Yeung
Lehman Brothers
7/21/2008
5840 RESERVED Jenny Yeung
Lehman Brothers
7/22/2008
5841 RESERVED
String
Jenny Yeung
Lehman Brothers
7/22/2008
5842 RESERVED Jenny Yeung
Lehman Brothers
7/22/2008
5843 RemainingParty1
String
Jenny Yeung
Lehman Brothers
7/24/2008
5844 PremiumFee
Floating
premium fee for swaption
Jenny Yeung
Lehman Brothers
8/20/2008
5845 PremiumPayer
String
the payer of premium payer in swaption
Jenny Yeung
Lehman Brothers
8/21/2008
5846 CreditRating
<Instrument>
To be used with Repeating group 5114 - NoCreditRating. Data type is same as standard tag 255. Used to show ratings associated with RatingAgency (5113)
Pomeli Ghosh
MarketAxess
1/29/2009
5847 TargetStrategy
Clone of Tag 847 from FIX 4.4. Introduced by the FIX Algorithmic Trading Working Party.
Chris Sims
Gartmore
5848 TargetStrategyParameters
Clone of Tag 848 from FIX 4.4. Introduced by the Algorithmic Trading Working Party.
Chris Sims
Gartmore
5849 OriginalContractSize
35=d
TBD.
Fred Malabre
CME Group
11/17/2008
5850 OrigIssueAmt
<Instrument>
Face value of the original issuance of a bond. DataType: Amt
Pomeli Ghosh
MarketAxess
1/29/2009
5851 DB Algo Billy Zhao
Deutsche Bank
5852 InsuranceCode
<Instrument>
Insurance Code Identifier DataType: String
Pomeli Ghosh
MarketAxess
2/27/2009
5853 NewIssueIndicator
<Instrument>
Boolean flag indicating if a corporate or municipal bond is a new issue
Pomeli Ghosh
MarketAxess
2/27/2009
5854 DB Algo Billy Zhao
Deutsche Bank
5855 QueryDirection
Order Mass Status Rqst
Indicates direction of query relative to QueryToken context. Valid values are either "1" to indicate the next result page or "-1" to indicate the previous result page.
Michael Merold
ICAP
3/23/2009
5856 DB Algo Billy Zhao
Deutsche Bank
5857 DB Algo Billy Zhao
Deutsche Bank
5858 DB Algo Billy Zhao
Deutsche Bank
5859 BidPostedQty
Execution Report
Quantity available for further execution on bid side.
Michael Merold
ICAP
3/23/2009
5860 DB Algo Billy Zhao
Deutsche Bank
5861 OfrPostedQty
Execution Report
Quantity available for further execution on the offer side.
Michael Merold
ICAP
3/23/2009
5862 UpdateReason
8
Update Reason returned by GL SOM (for client EDA orders)
Gilles Bui
GL Trade
3/26/2009
5863 DB Algo Billy Zhao
Deutsche Bank
5864 DB Algo Billy Zhao
Deutsche Bank
5865 Testing select tag
test
testo


7/15/2009
5866 DB Algo Billy Zhao
Deutsche Bank
5867 DB Algo Billy Zhao
Deutsche Bank
5868 DB Algo Billy Zhao
Deutsche Bank
5869 DB Algo Billy Zhao
Deutsche Bank
5870 DB Algo Billy Zhao
Deutsche Bank
5871 DB Algo Billy Zhao
Deutsche Bank
5872 DB Algo Billy Zhao
Deutsche Bank
5873 DB Algo Billy Zhao
Deutsche Bank
5874 DB Algo Billy Zhao
Deutsche Bank
5875 DB Algo Billy Zhao
Deutsche Bank
5876 DB Algo Billy Zhao
Deutsche Bank
5877 DB Algo Billy Zhao
Deutsche Bank
5878 DB Algo Billy Zhao
Deutsche Bank
5879 DB Algo Billy Zhao
Deutsche Bank
5880 DB Algo Billy Zhao
Deutsche Bank
5881 DB Algo Billy Zhao
Deutsche Bank
5882 DB Algo Billy Zhao
Deutsche Bank
5883 PackageID
8,s
Trade Package Identifier
Marc Abend
NYSE Euronext
11/2/2009
5884 Target Billy Zhao
Deutsche Bank
5885 DB Algo Billy Zhao
Deutsche Bank
5886 DB Algo Billy Zhao
Deutsche Bank
5887 DB Algo Billy Zhao
Deutsche Bank
5888 DB Algo Billy Zhao
Deutsche Bank
5889 DB Algo Billy Zhao
Deutsche Bank
5890 DB Algo Billy Zhao
Deutsche Bank
5891 DB Algo Billy Zhao
Deutsche Bank
5892 DB Algo Billy Zhao
Deutsche Bank
5893 Execution Report Detail
Execution Report
1 - ExecutionReport Log 2 - ExecutionReport Trade 3 - Others
Pablo Felipe

2/13/2009
5894 Reserved
Reserved
Reserved
Pablo Felipe

2/13/2009
5899 SpotDate
8
Spot Value Date
Dmitry Gundorov
Deutsche Bank
3/25/2009
5900 TargetStrategy
EASE Electronic Trading Services Order
1=Volume Weighted Average Price (VWAP), 2=Target Volume (TVOL), 1001=Volume Weighted Average Price (VWAP) [same as 1], 1002=Target Volume (TVOL) [same as 2], 1003=Order Staging Model (OSM), 1004=Sensitivity (SENS), 1005=Time Weighted Average Price (TWAP), 1006=Arrival Price (AP), 1999=Custom (CUST) N.B. This is a required field!
Erik Friis
Banc of America Securities
5901 TargetStrategyParameters
EASE Electronic Trading Services Order
Reserved for future use.
Erik Friis
Banc of America Securities
5902 EffectiveTime
EASE Electronic Trading Services Order
Starting time as a UTC timestamp.
Erik Friis
Banc of America Securities
5903 ExpireTime
EASE Electronic Trading Services Order
Ending time as a UTC timestamp.
Erik Friis
Banc of America Securities
5904 Duration
EASE Electronic Trading Services Order
Duration in minutes. Valid values: (1 - 390, for US markets)
Erik Friis
Banc of America Securities
5905 ParticipationRate
EASE Electronic Trading Services Order
When TargetStrategy is TVOL (5900=2), this parameter represents the target participation rate. For other values, this parameter represents a volume limit. Valid values: a percentage (0 - 100).
Erik Friis
Banc of America Securities
5906 ExecutionMode
EASE Electronic Trading Services Order
Execution mode. Valid values: 0 = neutral, 1 = passive, 2 = aggressive.
Erik Friis
Banc of America Securities
5907 LEKInternationalOrderTypes
Used to designate special order types for International Exchanges
stephen jose
Lek Securities Corp
3/27/2009
5908 LEKInternationalOrderParams1
Parameters for order types for International Exchanges
stephen jose
Lek Securities Corp
3/27/2009
5909 LEKInternationalOrderParams2
Parameters for order types for International Exchanges
stephen jose
Lek Securities Corp
3/27/2009
5910 TriggerStopGap
D,F,AB,AC
Number of ticks between day low (for buy order) or day high (for sell order) and trigger price
Guillaume Jamin
GL TRADE
5911 TriggerLimitGap
D,F,AB,AC
Number of ticks between day low (for buy order) or day high (for sell order) and limit price
Guillaume Jamin
GL TRADE
5912 TriggerMinQty
D,F,AB,AC
Minimum quantity to trigger
Guillaume Jamin
GL TRADE
5913 AllowHiddenSize
Security List and Definition
Allow hidden size for given symbol
Michael Merold
ICAP
5/21/2009
5914 MinNoDecimals
Security List and Definition
Minimum number of decimals to display
Michael Merold
ICAP
5/21/2009
5915 MaxNoDecimals
Security List and Definition
Maximum number of decimals to display
Michael Merold
ICAP
5/21/2009
5916 NIMPrivateDuration
Security List and Definition
Duration of NIM private phase in milliseconds.
Michael Merold
ICAP
5/21/2009
5917 NIMPublicDuration
Security List and Definition
Duration of NIM public phase in milliseconds.
Michael Merold
ICAP
5/21/2009
5918 TradeConvention
Security List and Definition
Price or yield
Michael Merold
ICAP
5/21/2009
5919 LastFragment
W
Used in pre-4.4 versions to provide same functionality as 4.4's LastFragment(893). Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation. Valid values: 'Y' (Last message), 'N' (Not last message).
Oksana Zheliabina
B2BITS
7/8/2009
5920 ExclusiveFlag
S
Values: R, A, or B. Determines whether the offering is exclusive to the Rep, ATS, or both.
Joseph Fruchter
Bloomberg LP
10/28/2008
5921 ExternalMarkUp
S
Specifies trader's mark up over the offering price.
Joseph Fruchter
Bloomberg LP
10/28/2008
5922 AllowLimits
S
Values: Y/N.
Joseph Fruchter
Bloomberg LP
10/28/2008
5923 BidPriceForDiscountQuotes
S
This field will contain the bid dollar price for discount-quoted securities.
Joseph Fruchter
Bloomberg LP
11/3/2008
5924 OfferPriceForDiscountQuotes
S
This field will contain the offer dollar price for discount-quoted securities.
Joseph Fruchter
Bloomberg LP
11/3/2008
5925 IndexRatio
S
This field is the Index Ratio.
Joseph Fruchter
Bloomberg LP
11/3/2008
5926 OfferYTC
S
Offer Yield-to-call.
Joseph Fruchter
Bloomberg LP
12/2/2008
5927 BidYTM
S
Bid Yield-to-maturity.
Joseph Fruchter
Bloomberg LP
12/2/2008
5928 OfferYTM
S
Offer Yield-to-maturity.
Joseph Fruchter
Bloomberg LP
12/2/2008
5929 YieldFlag
S
This is the Yield Flag.
Joseph Fruchter
Bloomberg LP
12/2/2008
5930 StoryField
S
This is the story field.
Joseph Fruchter
Bloomberg LP
1/20/2009
5931 MinAnytimeQty
Qty
Minimum anytime fill quantity on an order, for subsequent fills. Works alongside tag 110 as MinQty (which effectively acts as minimum initial quantity).
Andrew Bowley
Nomura International Plc
3/4/2009
5932 MinLeavesQty
Qty
Minimum order quantity to be left on an order. Potential fills which take LeavesQty (tag 151) below this value will not be executed.
Andrew Bowley
Nomura International Plc
3/4/2009
5933 GeneralLedgerAccount
S
This is the General Legder Account field.
Joseph Fruchter
Bloomberg LP
4/21/2009
5934 ClearingRefNo
8
A unique reference number assigned by the clearing system
Devaka Corea
Millennium Information Technolog
4/27/2009
5935 MatchRefNo
8
A unique reference number assigned by the matching system
Devaka Corea
Millennium Information Technolog
4/27/2009
5936 ExplicitPromptDate
8
Displays the explicit date that is derived from a prompt date code
Devaka Corea
Millennium Information Technolog
4/27/2009
5937 PriceCode Devaka Corea
Millennium Information Technolog
4/27/2009
5938 TradeOrigin Devaka Corea
Millennium Information Technolog
4/27/2009
5939 Reserved Devaka Corea
Millennium Information Technolog
4/27/2009
5940 Reserved Devaka Corea
Millennium Information Technolog
4/27/2009
5941 DPIFirm
Specify "Directed Price Improvement" firm
Magic Magee
Chicago Board Options Exchange
2/6/2009
5942 MinDeltaNeutrality
Percentage
The percentage change in long position minus the percentage change in short position
Kunal Nandwani
Nomura
7/3/2009
5943 MaxDeltaNeutrality
Percentage
The percentage change in long position minus the percentage change in short position has to be less than this value.
Kunal Nandwani
Nomura
7/3/2009
5944 InitialDisplayQty
8
Initial display quantity of a reserve order that can be returned in an ExecutionReport in addition to the currently displayed quantity contained in 1138 DisplayQty. It is intended as an echo of the input.
Hanno Klein
Deutsche Boerse
7/10/2009
5945 TargetVolumeReference
The target volume specification to be used in reference to primary market volume profile, or primary plus alternate market volume profiles
Kunal Nandwani
Nomura
7/15/2009
5946 PendingReason
8
Explanation for a pending ExecType (150) value (Pending New, Pending Replace, Pending Cancel) being returned (String).
Hanno Klein
Deutsche Börse Systems
7/21/2009
5947 ExecInst
Same as ExecInst (tag 18). Added as a user-defined field in case ExecInst cannot be used.
John Shields
Nomura Securities Co.
9/3/2009
5948 PartitionID
BU, BV, BW, BX
Identifier for a system partition that processes requests for a subset of all tradable entities.
Hanno Klein
Deutsche Börse Systems
9/11/2009
5949 BinID
BU, BV
Identifier of market maker bin comprising one or more products.
Hanno Klein
Deutsche Börse Systems
9/11/2009
5950 Slope
D, G, 8
Indicates a slope to be used for TWAP
David Tong
RBC Capital Markets
2/23/2009
5951 RemainingPortfolioNetDeltaMin
Integer dollar value
for portfolio strategies, this field would indicate the min delta in dollar terms for the remaining portfolio
Kunal Nandwani
Nomura
8/6/2009
5952 RemainingPortfolioNetDeltaMax
Integer dollar value
for portfolio strategies, this field would indicate the max delta in dollar terms for the remaining portfolio
Kunal Nandwani
Nomura
8/6/2009
5953 TradingPortfolioNetDeltaMin
Integer Dollar Value
for portfolio strategies, this field would indicate the min delta in dollar terms for the overall portfolio
Kunal Nandwani
Nomura
8/6/2009
5954 TradingPortfolioNetDeltaMax
Integer dollar value
for portfolio strategies, this field would indicate the max delta in dollar terms for the overall portfolio
Kunal Nandwani
Nomura
8/6/2009
5955 SchedulingDays
Positive Integer
No. of days for which a trade is scheduled to trade
Kunal Nandwani
Nomura
8/6/2009
5956 Dark Block Limit Price
Price
valid limit price for dark block posting
Kunal Nandwani
Nomura
8/20/2009
5957 NoStrategyParameters
Indicates number of strategy parameters. Intended as alternative to new 957 tag introduced by the algorithmic trading working group.
Chris Sims
Gartmore
5958 StrategyParameterName
Name of parameter. Intended as an alternative to the new 958 tag introduced by the Algorithmic Trading Working Group.
Chris Sims
Gartmore
5959 StrategyParameterType
Datatype of the parameter. Intended as an alternative to the new 959 tag introduced by the Algorithmic Trading Working Group.
Chris Sims
Gartmore
5960 StrategyParameterValue
Value of the parameter. Intended as an alternative to the new 960 tag introduced by the Algorithmic Trading Working Group.
Chris Sims
Gartmore
5961 TradingProtocol
8, AB, D,E
The trading workflow used to negotiate the order.
Thomas Hill
Market Axess
5962 BidActivity
Quote
Indicates if the Bid Price is within the Price volatility band.
Tanja Risovic
Belgrade Stock Exchange
4/16/2009
5963 OfferActivity
QuoteStatusReport
Indicates if the Offer Price is within the Price volatility band.
Tanja Risovic
Belgrade Stock Exchange
4/16/2009
5964 NoPartitionIDs
A, CB
Repeating group of partition information
Hanno Klein
Deutsche Börse Systems
9/11/2009
5965 LocateSource
8
Indicates the source of Locate,whether the Security is located from another broker or pre-borrowed or loacte details are not required.
Sumeet Nagar
UBS Investment Bank
7/24/2009
5966 AllocQty2
Amount of allocation in dealt currency on far leg of a swap.
Martin Long
Thomson Reuters
8/27/2009
5967 CalculatedAllocQty
Amount of allocation in contra currency on near leg.
Martin Long
Thomson Reuters
8/27/2009
5968 CalculatedAllocQty2
Amount of allocation in contra currency on far leg of a swap.
Martin Long
Thomson Reuters
8/27/2009
5969 PartitionStatus
A, CB
Status of system partition identified by PartitionID (5948)
Hanno Klein
Deutsche Börse Systems
9/11/2009
5970 LegCalculatedCcyLastQty
Execution Report (8)
The quantity of the other side in FX swap trade.
Joshua Yoo
5971 CalculatedCcyLastQty
Execution Report (8)
The quantity of the other side in FX trade.
Joshua Yoo
5972 STPOrderType
D, AB
Citi-FX custom OrderType to support orders for FX ECommerce.
Joshua Yoo
5973 STPExecType
D, AB
Citi-FX custom ExecType to support orders for FX ECommerce.
Joshua Yoo
5974 STPFixingName
D, AB, 8
Citi-FX. Fixing Name.
Joshua Yoo
5975 OrderLinkID
Execution Report (8)
Citi-FX. Permits order originators to tie together groups of trades in which trades resulting from orders are associated for a specific purpose.
Joshua Yoo
5976 NoUserData
all
Number of following pairs of UserDataName(5977) and UserDataValue(5978).
Joshua Yoo
5977 UserDataName
all
User data name part.
Joshua Yoo
5978 UserDataValue
all
User data value part.
Joshua Yoo
5979 RequestTime
<all reponses to requests>
Information carried on a response to convey the time (UTCTimestamp) when the request was received that led to this response. RequestTime and SendingTime are part of the response, use the same system clock and allow the recipient of the response to calculate the processing time for his request.
Hanno Klein
Deutsche Börse Systems
9/11/2009
5980 AltExDestination
D, E, S
Internal field to capture ExDestination when an order is routed internally via fix.
Greg Johnston
RBC Capital Markets
5981 IOILink
6
IOI Fix Link
Greg Johnston
RBC Capital Markets
5982 GroupID
D,F,G,8
Ionel Vasilescu

4/17/2008
5983 InstrumentID
D,F,G,8
Ionel Vasilescu

4/17/2008
5984 QuoteID Ionel Vasilescu

4/17/2008
5985 LegOrdStatus Ionel Vasilescu

4/17/2008
5986 LegErrorCode Ionel Vasilescu

4/17/2008
5987 LegErrorMsg Ionel Vasilescu

4/17/2008
5988 QuantitySign Ionel Vasilescu

4/17/2008
5989 AllinPriceFlag
S
This flag (Y/N) indicates whether it's an all-in price.
Joseph Fruchter
Bloomberg LP
5/11/2009
5990 PriceActivity
ExecutionReport
Indicates if the order price is within the volatility band. N = Not active, A = Active
Tanja Risovic
Belgrade Stock Exchange
5991 SumBidQuantity
Market data
Total bid quantity in the order book (all prices - active orders only)
Tanja Risovic
Belgrade Stock Exchange
5992 SumOfferQuantity
Market data incremental refresh
Total offer quantity in the order book (all prices - active orders only)
Tanja Risovic
Belgrade Stock Exchange
5993 UpperVolatilityBand
Security List
Upper volatility band boundary (absolute value)
Tanja Risovic
Belgrade Stock Exchange
5994 LowerVolatilityBand
Security List
Lower volatility ban boundary (absolute value)
Tanja Risovic
Belgrade Stock Exchange
5995 ExtendedVolatilityBand
Security List
Percentage of refernce price by which volatility bands can be extended in intra-day auction
Tanja Risovic
Belgrade Stock Exchange
5996 TradingMethod
Security List
Indicates trading method for security. Values: MKT - Continuous trading, MPC - Fixing, MPP - Proportional, MVC - Multiple price fixing, MKP - Continuous selling, MMC - Minimum price
Tanja Risovic
Belgrade Stock Exchange
5997 NoTradePriceConditions
X,W,AE,AR,AD
Number of trade price conditions associated that apply to a trade whose price is different than the current market price (MiFID)
Jim Northey
The LaSalle Technology Group
2/12/2008
5998 TradePriceCondition
X,W,AE,AR,AD
Conditions, such as corporate actions or events or trade type that caused a trade price to differ from the market price. Integer enumerated fields - currently populated with Bargain Conditions defined by the LSE (MiFID)
Jim Northey
The LaSalle Technology Group
2/12/2008
5999 EaseBaseTag
EASE Electronic Trading Services Order
Reserved for future use.
Erik Friis
Banc of America Securities