Orchimate / FIX Trading /

FIX.4.4FIX.4.4_EP311

Broker's side of advertised trade

Identifies advertisement message transaction type

Commission type

Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space.

Instructions for order handling on Broker trading floor

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

Relative quality of indication

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

Identifies IOI message transaction type

Broker capacity in order execution

Defines message type ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted)
Note: A "U" as the first character in the MsgType field (i.e. U, U2, etc) indicates that the message format is privately defined between the sender and receiver.

Identifies current status of order.
*** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***
(see Volume : "Glossary" for value definitions)

Order type
*** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" ***
(see Volume : "Glossary" for value definitions)

Indicates possible retransmission of message with this sequence number

Side of order

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

Urgency flag

Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.

Identifies allocation transaction type
*** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***

Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.

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

Identifies status of allocation

Identifies reason for rejection

Email message type

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

Method of encryption

Code to identify reason for cancel rejection

Code to identify reason for order rejection.

Code to qualify IOI use

Identifies party of trade responsible for exchange reporting.

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

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

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

Reason for execution rejection

Indicates that IOI is the result of an existing agency order or a facilitation position resulting from an agency order, not from principal trading or order solicitation activity.

Indicates type of miscellaneous fee

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

Describes the specific ExecutionRpt (i.e. Pending Cancel) while OrdStatus (39) will always identify the current order status (i.e. Partially Filled)
*** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***

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

Indicates mode used for Settlement Instructions message.
*** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***

Settlement Instructions message transaction type

Indicates source of Settlement Instructions

Indicates type of security. See also the Product(460) and CFICode(461) fields. It is recommended that CFICode(461) be used instead of SecurityType(167) for non-Fixed Income instruments.
Example values (grouped by Product field value) (Note: additional values may be used by mutual agreement of the counterparties):
* Identify the Issuer in the field Issuer(106)
*** REPLACED values - See "Replaced Features and Supported Approach" ***
NOTE: Additional values may be used by mutual agreement of the counterparties)

Identifies the Standing Instruction database used

Identifies type of settlement

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

Indicates whether an Option is for a put or call

Used for derivative products, such as options

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

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

Indicates the type of RoutingID (27) specified

Type of Stipulation

Type of yield

Driver and part of trade in the event that the Security Master file was wrong at the point of entry
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Subscription Request Type

Specifies the type of Market Data update

Specifies whether or not book entries should be aggregated.

Type Market Data entry

Direction of the "tick"

Space-delimited list of conditions describing a quote

Space-delimited list of conditions describing a trade

Type of Market Data update action

Reason for the rejection of a Market Data request

Reason for deletion

Flag that identifies a market data entry
(Prior to FIX 4.3 this field was of type char)

Identifies a firm’s financial status

Identifies the type of Corporate Action

Identifies the status of the quote acknowledgement

Identifies the type of quote cancel.

Reason Quote was rejected

Level of Response requested from receiver of quote messages.

Indicates the type of Quote Request being generated

Type of Security Definition Request.

Type of Security Definition message response

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

Identifies the trading status applicable to the transaction

Denotes the reason for the Opening Delay or Trading Halt

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

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

Identifies the type of adjustment

Method of trading

Trading Session Mode

State of the trading session

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

Code to identify reason for a session-level Reject message

Identifies the Bid Request message type

Indicates whether or not the order was solicited.

Code to identify reason for an ExecutionRpt message sent with ExecType=Restated or used when communicating an unsolicited cancel.

Code to identify reason for a Business Message Reject message

Specifies the direction of the message

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

Code to identify the type of Bid Request

Code to identify the type of BidDescriptor (400)

Code to identify which "SideValue" the value refers to. SideValue and SideValue2 are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell.

Code to identify the type of liquidity indicator

Indicates whether or not to exchange for physical.

Code to identify the desired frequency of progress reports

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

Code to represent the type of trade