Indexes

Message Layouts
Session
PreTrade
Trade
PostTrade
Infrastructure

Fields

IDย (Tag)
Name
Datatype
Description
Pedigree
1AccountStringAccount mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.Added FIX.2.7
2AdvIdStringUnique identifier of advertisement message.
(Prior to FIX 4.1 this field was of type int)
Added FIX.2.7
3AdvRefIDStringReference identifier used with CANCEL and REPLACE transaction types.
(Prior to FIX 4.1 this field was of type int)
Added FIX.2.7
4AdvSideAdvSideCodeSetBroker's side of advertised tradeAdded FIX.2.7
5AdvTransTypeAdvTransTypeCodeSetIdentifies advertisement message transaction typeAdded FIX.2.7
6AvgPxPriceCalculated average price of all fills on this order.
For Fixed Income trades AvgPx is always expressed as percent-of-par, regardless of the PriceType (423) of LastPx (31). I.e., AvgPx will contain an average of percent-of-par values (see LastParPx (669)) for issues traded in Yield, Spread or Discount.
Added FIX.2.7
7BeginSeqNoSeqNumMessage sequence number of first message in range to be resentAdded FIX.2.7
8BeginStringBeginStringCodeSetIdentifies beginning of new message and session protocol version by means of a session profile identifier (see FIX Session Layer for details). ALWAYS FIRST FIELD IN MESSAGE. (Always unencrypted).Added FIX.2.7
Updated EP270
9BodyLengthLengthMessage length, in bytes, forward to the CheckSum field. ALWAYS SECOND FIELD IN MESSAGE. (Always unencrypted)Added FIX.2.7
10CheckSumStringThree byte, simple checksum (see Volume 2: "Checksum Calculation" for description). ALWAYS LAST FIELD IN MESSAGE; i.e. serves, with the trailing <SOH>, as the end-of-message delimiter. Always defined as three characters. (Always unencrypted)Added FIX.2.7
11ClOrdIDStringUnique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID(49) or OnBehalfOfCompID(115) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID(11) field.Added FIX.2.7
Updated EP282
12CommissionAmtCommission. Note if CommType (13) is percentage, Commission of 5% should be represented as .05.Added FIX.2.7
13CommTypeCommTypeCodeSetSpecifies the basis or unit used to calculate the total commission based on the rate.Added FIX.2.7
Updated EP204
14CumQtyQtyTotal quantity (e.g. number of shares) filled.
(Prior to FIX 4.2 this field was of type int)
Added FIX.2.7
15CurrencyCurrencyIdentifies currency used for price or quantity fields, depending on the asset class being traded. CurrencyCodeSource(2897) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent.
Absence of this field is interpreted as the default currency for the security as defined by the respective reference data. It is recommended that systems provide the currency value whenever possible.
Added FIX.2.7
Updated EP273
16EndSeqNoSeqNumMessage sequence number of last message in range to be resent. If request is for a single message BeginSeqNo (7) = EndSeqNo. If request is for all messages subsequent to a particular message, EndSeqNo = "0" (representing infinity).Added FIX.2.7
17ExecIDStringUnique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType (150)=I (Order Status)).
Uniqueness must be guaranteed within a single trading day or the life of a multi-day order. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days.
(Prior to FIX 4.1 this field was of type int).
Added FIX.2.7
Updated EP95
18ExecInstExecInstCodeSetInstructions 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)Added FIX.2.7
19ExecRefIDStringReference identifier used with Trade, Trade Cancel and Trade Correct execution types.
(Prior to FIX 4.1 this field was of type int)
Added FIX.2.7
21HandlInstHandlInstCodeSetInstructions for order handling on Broker trading floorAdded FIX.2.7
22SecurityIDSourceSecurityIDSourceCodeSetIdentifies class or source of the SecurityID(48) value.Added FIX.2.7
Updated EP161
23IOIIDStringUnique identifier of IOI message.
(Prior to FIX 4.1 this field was of type int)
Added FIX.2.7
25IOIQltyIndIOIQltyIndCodeSetRelative quality of indicationAdded FIX.2.7
26IOIRefIDStringReference identifier used with CANCEL and REPLACE, transaction types.
(Prior to FIX 4.1 this field was of type int)
Added FIX.2.7
27IOIQtyIOIQtyCodeSetQuantity (e.g. number of shares) in numeric form or relative size.Added FIX.2.7
28IOITransTypeIOITransTypeCodeSetIdentifies IOI message transaction typeAdded FIX.2.7
29LastCapacityLastCapacityCodeSetBroker capacity in order executionAdded FIX.2.7
30LastMktExchangeMarket of execution for last fill, or an indication of the market where an order was routed
Valid values:
See "Appendix 6-C"
Added FIX.2.7
Updated EP228
31LastPxPricePrice of this (last) fill.Added FIX.2.7
32LastQtyQtyQuantity (e.g. shares) bought/sold on this (last) fill.
(Prior to FIX 4.2 this field was of type int)
Added FIX.2.7
33NoLinesOfTextNumInGroupIdentifies number of lines of text bodyAdded FIX.2.7
Updated EP294
34MsgSeqNumSeqNumInteger message sequence number.Added FIX.2.7
35MsgTypeMsgTypeCodeSetDefines 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 ***
Added FIX.2.7
36NewSeqNoSeqNumNew sequence numberAdded FIX.2.7
37OrderIDStringUnique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days.Added FIX.2.7
38OrderQtyQtyQuantity ordered. This represents the number of shares for equities or par, face or nominal value for FI instruments.
(Prior to FIX 4.2 this field was of type int)
Added FIX.2.7
39OrdStatusOrdStatusCodeSetIdentifies current status of order. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)Added FIX.2.7
40OrdTypeOrdTypeCodeSetOrder type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)Added FIX.2.7
41OrigClOrdIDStringClOrdID (11) of the previous order (NOT the initial order of the day) as assigned by the institution, used to identify the previous order in cancel and cancel/replace requests.Added FIX.2.7
42OrigTimeUTCTimestampTime of message origination (always expressed in UTC (Universal Time Coordinated, also known as "GMT"))Added FIX.2.7
43PossDupFlagPossDupFlagCodeSetIndicates possible retransmission of message with this sequence numberAdded FIX.2.7
44PricePricePrice per unit of quantity (e.g. per share)Added FIX.2.7
45RefSeqNumSeqNumReference message sequence numberAdded FIX.2.7
48SecurityIDStringSecurity identifier value of SecurityIDSource (22) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityIDSource.Added FIX.2.7
49SenderCompIDStringAssigned value used to identify firm sending message.Added FIX.2.7
50SenderSubIDStringAssigned value used to identify specific message originator (desk, trader, etc.)Added FIX.2.7
52SendingTimeUTCTimestampTime of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT")Added FIX.2.7
53QuantityQtyOverall/total quantity (e.g. number of shares)
(Prior to FIX 4.2 this field was of type int)
Added FIX.2.7
54SideSideCodeSetSide of order (see Volume : "Glossary" for value definitions)Added FIX.2.7
55SymbolStringTicker symbol. Common, "human understood" representation of the security. SecurityID (48) value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles)
Use "[N/A]" for products which do not have a symbol.
Added FIX.2.7
56TargetCompIDStringAssigned value used to identify receiving firm.Added FIX.2.7
57TargetSubIDStringAssigned value used to identify specific individual or unit intended to receive message. "ADMIN" reserved for administrative messages not intended for a specific user.Added FIX.2.7
58TextStringFree format text string
(Note: this field does not have a specified maximum length)
Added FIX.2.7
59TimeInForceTimeInForceCodeSetSpecifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders.Added FIX.2.7
Updated EP253
60TransactTimeUTCTimestampTimestamp when the business transaction represented by the message occurred.Added FIX.2.7
Updated EP94
61UrgencyUrgencyCodeSetUrgency flagAdded FIX.2.7
62ValidUntilTimeUTCTimestampIndicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT")Added FIX.2.7
63SettlTypeSettlTypeCodeSetIndicates 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.
Added FIX.2.7
64SettlDateLocalMktDateSpecific date of trade settlement (SettlementDate) in YYYYMMDD format.
If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued)
(expressed in local time at place of settlement)
Added FIX.2.7
65SymbolSfxSymbolSfxCodeSetAdditional 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.
Added FIX.2.7
66ListIDStringUnique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days.Added FIX.2.7
67ListSeqNointSequence of individual order within list (i.e. ListSeqNo of TotNoOrders (68), 2 of 25, 3 of 25, . . . )Added FIX.2.7
68TotNoOrdersintTotal number of list order entries across all messages. Should be the sum of all NoOrders (73) in each message that has repeating list order entries related to the same ListID (66). Used to support fragmentation.
(Prior to FIX 4.2 this field was named "ListNoOrds")
Added FIX.2.7
69ListExecInstStringFree format text message containing list handling and execution instructions.Added FIX.2.7
70AllocIDStringUnique identifier for allocation message.
(Prior to FIX 4.1 this field was of type int)
Added FIX.2.7
71AllocTransTypeAllocTransTypeCodeSetIdentifies allocation transaction type *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***Added FIX.2.7
72RefAllocIDStringReference identifier to be used with AllocTransType (71) = Replace or Cancel.
(Prior to FIX 4.1 this field was of type int)
Added FIX.2.7
73NoOrdersNumInGroupIndicates number of orders to be combined for average pricing and allocation.Added FIX.2.7
Updated EP294
74AvgPxPrecisionintIndicates number of decimal places to be used for average pricing. Absence of this field indicates that default precision arranged by the broker/institution is to be used.Added FIX.2.7
75TradeDateLocalMktDateIndicates date of trading day. Absence of this field indicates current day (expressed in local time at place of trade).Added FIX.2.7
Updated EP190
77PositionEffectPositionEffectCodeSetIndicates 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.Added FIX.2.7
78NoAllocsNumInGroupNumber of repeating AllocAccount (79)/AllocPrice (366) entries.Added FIX.2.7
Updated EP294
79AllocAccountStringSub-account mnemonicAdded FIX.2.7
80AllocQtyQtyQuantity to be allocated to specific sub-account
(Prior to FIX 4.2 this field was of type int)
Added FIX.2.7
81ProcessCodeProcessCodeCodeSetProcessing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade.Added FIX.2.7
82NoRptsintTotal number of reports within series.Added FIX.2.7
83RptSeqintSequence number of message within report series. Used to carry reporting sequence number of the fill as represented on the Trade Report Side.Added FIX.2.7
84CxlQtyQtyTotal quantity canceled for this order.
(Prior to FIX 4.2 this field was of type int)
Added FIX.2.7
85NoDlvyInstNumInGroupNumber of delivery instruction fields in repeating group.
Note this field was removed in FIX 4.1 and reinstated in FIX 4.4.
Added FIX.2.7
Updated EP294
87AllocStatusAllocStatusCodeSetIdentifies status of allocation.Added FIX.2.7
88AllocRejCodeAllocRejCodeCodeSetIdentifies reason for rejection.Added FIX.2.7
Updated EP95
89SignaturedataElectronic signatureAdded FIX.2.7
Deprecated FIXT.1.1
90SecureDataLenLengthLength of encrypted messageAdded FIX.2.7
Deprecated FIXT.1.1
91SecureDatadataActual encrypted data streamAdded FIX.2.7
Deprecated FIXT.1.1
93SignatureLengthLengthNumber of bytes in signature fieldAdded FIX.2.7
Deprecated FIXT.1.1
94EmailTypeEmailTypeCodeSetEmail message type.Added FIX.2.7
95RawDataLengthLengthNumber of bytes in raw data field.Added FIX.2.7
96RawDatadataUnformatted raw data, can include bitmaps, word processor documents, etc.Added FIX.2.7
97PossResendPossResendCodeSetIndicates that message may contain information that has been sent under another sequence number.Added FIX.2.7
98EncryptMethodEncryptMethodCodeSetMethod of encryption.Added FIX.2.7
99StopPxPricePrice per unit of quantity (e.g. per share)Added FIX.2.7
100ExDestinationExchangeExecution destination as defined by institution when order is entered.
Valid values:
See "Appendix 6-C"
Added FIX.2.7
102CxlRejReasonCxlRejReasonCodeSetCode to identify reason for cancel rejection.Added FIX.2.7
103OrdRejReasonOrdRejReasonCodeSetCode 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.Added FIX.2.7
104IOIQualifierIOIQualifierCodeSetCode to qualify IOI use. (see Volume : "Glossary" for value definitions)Added FIX.3.0
106IssuerStringName of security issuer (e.g. International Business Machines, GNMA).
see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values"
Added FIX.3.0
107SecurityDescStringCan be used by the venue or one of the trading parties to provide a non-normative textual description for the financial instrument.Added FIX.3.0
Updated EP232
108HeartBtIntintHeartbeat interval (seconds)Added FIX.3.0
110MinQtyQtyMinimum quantity of an order to be executed.
(Prior to FIX 4.2 this field was of type int)
Added FIX.3.0
111MaxFloorQtyThe quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity.Added FIX.3.0
Deprecated FIX.5.0

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