Orchimate 1.4.1 /

FIX.LatestFIX.Latest_EP266

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Broker's side of advertised trade

Identifies advertisement message transaction type

Specifies the basis or unit used to calculate the total commission based on the rate.

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

Instructions for order handling on Broker trading floor

Identifies class or source of the SecurityID(48) value.

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.
*** Note the use of lower case letters ***

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 (see Volume : "Glossary" for value definitions)

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

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.
Additionally the following patterns may be uses as well as enum values
Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0
Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.

Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType (167).
As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory.

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. Note: Values 3, 4, and 5 will be used when rejecting an order due to pre-allocation information errors.

Code to qualify IOI use. (see Volume : "Glossary" for value definitions)

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 both sides of the FIX session should reset sequence numbers.

Describes the specific ExecutionRpt (e.g. Pending Cancel) while OrdStatus(39) will always identify the current order status (e.g. Partially Filled).

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. Security type enumerations are grouped by Product(460) field value. 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 (96) is used.

Indicates whether an option contract is a put, call, chooser or undetermined.

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 information should handle/process the account details.

Indicates the type of RoutingID (217) specified.

Name of benchmark curve.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

For Fixed Income.
Type of Stipulation.
Other types may be used by mutual agreement of the counterparties.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Type of yield. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

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. (Not specified) = broker option

Type of market data entry.

Direction of the "tick".

Space-delimited list of conditions describing a quote.

Type of market data entry.

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 or a security'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. A default value should be bilaterally agreed.

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.

Identifier for a trading session.
A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties.
To specify good for session where session spans more than one calendar day, use TimeInForce = 0 (Day) in conjunction with TradingSessionID(336).
Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility.

Method of trading

Trading Session Mode

State of the trading session.

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

Identifies the Bid Request message type.

Indicates whether or not the order was solicited.

The reason for restatement when an ExecutionReport(35=8) or TradeCaptureReport(35=AE) message is sent with ExecType(150) = D (Restated) or used when communicating an unsolicited cancel.

Code to identify reason for a Business Message Reject message.

Specifies the direction of the messsage.

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. SideValue1 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 phsyical.

Code to identify the desired frequency of progress reports.

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