Indexes

Message Layouts
PostTrade
Trade

Code Sets

Name
ID
Datatype
Description
Pedigree
BBOWeightIndicatorCodeSet3Alpha
BrokenTradeReasonCodeSet4Alpha

Indicates the reason a trade was broken.

CapacityCodeSet5Alpha

The capacity specified on the order.

CrossTypeCodeSet7Alpha

The cross type specified on the order.

CustomerTypeCodeSet8Char
DiscretionPriceTypeCodeSet12Alpha
DisplayCodeSet13Alpha

The accepted display type for the order.

EventCodeCodeSet16Alpha
HandleInstCodeSet21Alpha
InterMarketSweepEligibilityCodeSet22Alpha
LiquidityFlagCodeSet23Alpha
OrderCancelReasonCodeSet30Alpha

Indicates the reason an order was canceled.

OrderRejectReasonCodeSet32Numeric

Indicates the reason an order was rejected.

OrderRestateReasonCodeSet33Alpha

Indicates the reason an order was restated.

OrderStateCodeSet34Alpha
PostOnlyCodeSet37Alpha
PriceTypeCodeSet39Char
SharesLocatedCodeSet45Alpha

For short sell orders, indicates whether shares are located.

SideCodeSet46Alpha
TimeInForceCodeSet48Alpha

Corresponds to TimeInForce (59) in Nasdaq FIX.

TradeNowCodeSet50Alpha
TypeCodeSet51Alpha

Identifies the message type.

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