Split Java List into your traget size

public static void main(String... args) {
    List<Integer> list = new ArrayList<Integer>();
    list.add(0);
    list.add(1);
    list.add(2);
    list.add(3);
    list.add(4);
    list.add(5);
    list.add(6);

    int targetSize = 3;
    List<List<Integer>> lists = split(list, targetSize);
    System.out.println(lists); // [[0, 1, 2], [3, 4, 5], [6]]
}

public static <T extends Object> List<List<T>> split(List<T> list, int targetSize) {
    List<List<T>> lists = new ArrayList<List<T>>();
    for (int i = 0; i < list.size(); i += targetSize) {
        lists.add(list.subList(i, Math.min(i + targetSize, list.size())));
    }
    return lists;
}

Some of the disign pattern defnitions

Abstract Factory Definition

Provides one level of interface higher than the factory pattern. It is used to return one of several factories.

Builder Definition

Construct a complex object from simple objects step by step.

FACTORY Method Definition

Provides an abstraction or an interface and lets subclass or implementing classes decide which class or method should be 

instantiated or called, based on the conditions or parameters given.

Prototype Definition

Cloning an object by reducing the cost of creation.

Singleton Defnition

One instance of a class or one value accessible globally in an application.

Adapter Definition

Convert the existing interfaces to a new interface to achieve compatibility and reusability of the unrelated classes in one application. Also known as Wrapper pattern.

Bridge

Decouple an abstraction or interface from its implementation so that the two can vary independently.

Composite

Build a complex object out of elemental objects and itself like a tree structure.

Proxy Definition

Use a simple object to represent a complex one or provide a placeholder for another object to control access to it.

FIX protocol and fix messaging

FIX protocol and fix messaging

 

What is the difference between ClOrdID and OrderID?
In FIX (financial information exchange) protocol ClOrdId is a unique id assigned by buy-side while the later is assigned by sell-side. OrderID normally remains same for a message chain (e.g. on Cancel and mod orders) while ClOrdID changes with Cancel and Modification.

What is difference between TransactTime and Sending Time?
TransactTime: Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as ‘GMT’)
SendingTime: Time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as ‘GMT’)

What is TradeBust and Trade Cancel?
Some times exchange wants to cancel a trade , if exchange is using FIX protocol then it sends execution report (MsgType=8) and ExecType=H(Cancel) , this is called TradeBust , after this earlier trade will not go for settlement and deemed as cancelled. In other times exchange (or execution party) wants to correct either TradePrice or Trade Quantity in that case they send execution report (MsgType=8) and ExecType=G (Correct), this is called Trade Correct.

As per FIX (financial information exchange) protocol
A Cancel on an execution (trade bust, ExecType (150) = Trade Cancel) happening the same day of the trade will result in CumQty (14) and DayCumQty (425) each decreasing by the quantity busted, and LeavesQty (151) increasing by the quantity busted. OrderQty (38) and DayOrderQty (424) will remain unchanged. If the business rules allow for a trade bust to be reported on a later date than the trade being busted, the OrderQty (38) and DayCumQty (425) will remain unchanged, the LeavesQty (151) and DayOrderQty (424) will increase by the quantity busted, and the CumQty (14) will decrease by the quantity busted.

What do you mean by Funari OrderType?
Funari is a special order type normally used in Japanese and Korean exchange where unexecuted quantity of a limit order turned as Market order during Market close, it is denoted as OrdType=I in FIX (financial information exchange)  protocol.

What are differences between FIX 4.0 and FIX 4.2?
In FIX 4.0 we had tag called ExecTranType which describe Execution type in FIX 4.2 this tag is merged with ExecType (tag 150) and now OrdStatus will show status of order instead of Execution type. Later versions of FIX (financial information exchange) protocol is now 5.0 or even higher.

What do you mean by Sashinari & Hikenari order types?
These are again special order types available in Japanese exchanges added on FIX (financial information exchange) protocol later.
Sashinari (Limit market order) = First, this is treated as a limit order. However, if all or part of the order is still unexecuted, then the remaining quantity is changed to market order at “day’s” closing (O-hike).
Hikenari (Market order on close) = this order type can be placed either for closing of morning session or closing of afternoon session. However, if an order is placed for closing of morning session and there are still unexecuted quantities, then the remaining quantity (not expired at morning close) is treated as a market order for “the opening of afternoon session”.
If an order is placed during afternoon session, it is treated as a market order on afternoon close

Sashinari and Hikenari are available in TOCOM exchange.

What are header tags in FIX (financial information exchange) Protocol?

. “The first three fields in the standard header are BeginString (tag #8) followed by BodyLength (tag #9) followed by MsgType (tag #35).”

 

What is difference between DMA orders and CARE orders?
These are general concept irrespective of FIX (financial information exchange) protocol. DMA orders are Direct to Market order means it will not touched by any trader or salesperson on broker side while CARE orders also called as Broker Intervention (BI) orders will be touched by Trader or salesperson on broker side.
So if a Trader has any view on Market he can take advantage of that while working with BI order

 

What is the difference between Application level Reject (MsgType=8 and ExecType=8) and Session level reject (MsgType=3)?
FixEngine will reject any message which doesn’t confirm FIX protocol i.e. some mandatory tags missing e.g. MsgType with Session level reject , application will not get that message for processing , while application e.g. OMS or Execution System will reject message based on Business logic or FIX (financial information exchange)  Protocol trade life cycle with application level Reject (MsgType=8 and ExecType=8).

What is FIX Messaging?
FIX messaging is term used to describe communication using FIX protocol. So if two FIX engines are communicating with each other using financial information exchange protocol we call it as they are communicating using FIX messaging.

 

What are most common issues encounter when two FIX Engine communicates ?
When Clients connect to broker via FINANCIAL INFORMATION EXCHANGE (FIX) protocol, there FIX engine connects to each other, while setting up and during further communication many issues can occur below are some of most common ones:
Issues related to network connectivity
Issues related to Firewall rules
Issue related to incorrect host/port name while connecting.
Incorrect SenderCompID and TargetCompID
Sequence Number mismatch
Issue related to FINANCIAL INFORMATION EXCHANGE (FIX) version mismatch

What do you mean by Warrant?
Warrant is a financial product which gives right to holder to Buy or Sell underlying financial security, its similar to option with some differences e.g. Warrants are normally issued by banks while options are primarily traded in exchange.

What is mean by Settlement of Securities? When Settlement does occur?
In Simple term Settlement means money will deducted from buyers and account and security(Shares) will be credited to his account , normally Settlement occurs after few days of trade date for most of the exchange its T+3 (i.e. Three days after trade date) , T denotes Trade date means the date on which transaction has taken place.
For some of the exchanges e.g. NSE India, SEHK Hongkong its T+2.

What is NewOrderSingle, OrderCancelReplance and OrderCancel Reject message?
These are the basic, most commonly used messages in Electronic trading via FINANCIAL INFORMATION EXCHANGE (FIX) protocol.
NewOrderSingle message is denoted by MsgType=D and its used to place an Order, OrderCancelReplace Request is modification request denoted by MsgType=G in FINANCIAL INFORMATION EXCHANGE (FIX) protocol and used to modify Order e.g for changing quantity or price of Order.

What do you mean by Incoming Sequence No and Outgoing Sequence No? Which tag is used to carry Sequence No?
Sequence Number is very important concept of FINANCIAL INFORMATION EXCHANGE (FIX) protocol which essentially provides it Recovery and replay functionality and ensures that no message will lose during transmission or communication. In FINANCIAL INFORMATION EXCHANGE (FIX) protocol every message contains a unique sequence number defined in tag 34. Logically we can divide sequence number into two Incoming and Outgoing Sequence number.
Incoming sequence number is the number any FIX Engine expecting from Counter Party and Outgoing sequence number is the number any FIX engine is sending to Counter Party.

 

FIX specification are following:

Heartbeat:
Heartbeat messages are denoted by MsgType=0 in financial information exchange (FIX) Protocol. Both FIX Session Initiator and FIX Session Acceptor sends each other Heartbeat messages to keep FIX session alive on a interval defined by Heartbeat Interval which is usually 30 or 60 seconds. If you see Heartbeat message (FIX tag 35=0) in your FIX Engine log file means your FIX session is up and connected.

Logon:
Logon message is denoted by FIX tag 35=A and it is used to send login message from FIX initiator. As per FIX Protocol once TCP connection between FIX Initiator and FIX Acceptor got established, FIX initiator sends Logon message (tag 35=A) with pre agreed SenderCompID (tag 49) and TargetCompID (tag 56) and with Sequence No (FIX tag 34) expecting by FIX Acceptor. When FIX Acceptor receives Logon request (MsgType=A) it authenticate FIX session based on CompID specified in FIX Message and Sequence No and reply back with either Logout (tag 35=5) message or Logon(tag 35=A)  message based upon result of authentication.

 

Resend Request
Resend Request (FIX tag 35=2 or MsgType=2) is used for asking of retransmission or replay of lost messages during transmission or due to incorrect sequence number. It’s normally sent by the FIX Engine which is receiving message to initiate the retransmission of messages. FIX Engine uses Resend Request (tag 35=2) if a sequence number gap is detected or if FIX Engine of receiving application lost a message or as a part of initialization process to make sequence number in sync.

Resend Request (FIX tag 35=2 or MsgType=2) can be used to request a single FIX message, a range of FIX messages or all FIX messages subsequent to a particular FIX message.

Its worth noting that sending FIX Engine may like to consider the message type when resending messages; e.g. if a new order is in the resend series and a significant time period has been passed since it was originally sent, the sender FIX Engine may not wish to retransmit the order since market dynamics an price etc might have been changed also this may result in stale order reject which is done by Order Management Systems (OMS). (The Sequence Reset (FIX tag 35=4 or MsgType=4) Also called as Gap Fill is used to skip FIX messages that a sender FIX Engine does not want to resend.)

 

It is mandatory that the receiving FIX Engine process messages in sequential order, e.g. if FIX message number 11 is missed and 12-13 received, the application should ignore 12 and 13 and ask for a resend of 11-13, or 11 -0 (0 denotes infinity). Second approach is strongly recommended to recover from out of sequence conditions as it allows for faster recovery in the presence of certain race conditions when both sides of FIX Engines are simultaneously attempting to recover a sequence number gap.
Test Request
In financial information exchange also called FIX Protocol Test Request is denoted by FIX tag 35=1 or MsgType=1. Test Request FIX Message is used by FIX Engine to forces a heartbeat from the opposing FIX Engine. The Test Request (FIX tag 35=1) message checks sequence numbers or verifies communication line status. The opposite FIX Engine responds to the Test Request Test Request (FIX tag 35=1) with a Heartbeat (FIX tag 35=0) containing the TestReqID (FIX tag 112).

The TestReqID FIX tag 112) verifies that the counterparty FIX Engine is generating the Heartbeat (FIX tag 35=0) as the result of Test Request (FIX tag 35=1) and not a normal timeout. The opposite FIX Engine includes the TestReqID (FIX tag 112) in the resulting Heartbeat (FIX tag 35=0). Any string can be used as the Heartbeat (FIX tag 35=0) (Some fix engine generally uses a timestamp string).

 

Session Level Reject
In financial information exchange (FIX) protocol Session level Reject or  Reject  message is denoted by FIX tag 35=3 or MsgType=3.  Session level Reject is used by FIX engine when a fix message is received but cannot be properly processed due to a session-level rule violation as specified in FIX Protocol specification document. As an example FIX Engine will use Session level Reject or a reject it receives a FIX message with invalid basic data (e.g. MsgType 35 =$) which successfully passes de-encryption, Checksum (FIX tag 10) and BodyLength (FIX tag 9) checks. As a rule FIX messages should be forwarded to the trading application for business level rejections whenever possible.

Rejected messages should be logged into log file and the incoming sequence number must be incremented by FIX Engine.

 

Its worth noting that receiving FIX Engine  should disregard any FIX message which  is incorrect , cannot be parsed or fails a data integrity check. Processing of the next valid FIX message will cause detection of a sequence number mismatch and a Resend Request (FIX tag 35=2 or MsgType=2) will be generated and passed to counter-party FIX Engine.

Generation and receipt of a Reject (FIX tag 3) message indicates a serious error that may be the result of faulty logic in either the sending or receiving FIX Engine.

If the sending FIX Engine chooses to retransmit the rejected message, it should be assigned a new sequence number (FIX tag 34) and sent with PossResend (FIX tag 97) =Y.

Its recommended  to describe the cause of reject in the fix tag  Text (FIX Tag 58)  which then can be used by receiving FIX engine or developer to identify actual cause of Session level reject  (e.g. Price tag is missing in Limit Order).

 

Below are some scenarios where session-level Reject (FIX Tag 3 or MsgType=3) can be used.

CompID problem: Either FIX Initiator or FIX Acceptor is sending incorrect SenderCompID (tag 49) and TargetCompID (tag 56).

Invalid MsgType: Either FIX initiator or FIX Acceptor is sending MsgType other than specified in FIX Specification for that particular FIX Version e.g. FIX4.2

Incorrect data format for value: If a FIX tag has a data type Timestamp and FIX engine is sending some other data type

Required tag missing: Either FIX Initiator or FIX Acceptor is not sending mandatory FIX tag in a particular FIX message e.g. Price (FIX tag 44) missing in a NewOrderSingle (MsgType=D) message with OrdType =2 i.e. Limit Order.

Invalid tag number: Either FIX initiator or FIX Acceptor is sending any tag other than specified in FIX Specification for that particular FIX Version e.g. FIX4.2

Tag not defined for this message type: Either FIX initiator or FIX Acceptor is sending any tag other than specified in FIX Specification for that particular message type e.g. Sending TestReqID in logout message.

Undefined Tag: In case any of sender FIX engine is sending custom tag and that is not configured or supported by Revenging fix engine.

Tag specified without a value: e.g. 35= and there is no value for that particular fix tag. Its not a valid fix message and so receiving fix engine will reject it.

 

Sequence Reset
Sequence Reset also called as Gap fill messages is denoted by FIX tag 35=4 or FIX MsgType 35=4. It is used in response to Resend Request (FIX tag 35=2 or MsgType=2) by sending FIX engine to reset the incoming sequence number on the opposing side FIX engine. Sequence Reset message (fix tag 35=4) operates in two different modes one in which GapFillFlag (FIX tag 123) is ‘Y’ also called Sequence Reset – Gap Fill and second mode on which GapFillFlag (FIX tag 123) is ‘N’ or not present also called Sequence Reset – Reset mode. As per FIX protocol specification the “Sequence Reset (fix tag 35=4)-Reset” mode should ONLY be used to recover from a disaster situation which cannot be otherwise recovered by “Gap Fill” mode.

 

The Sequence Reset or GapFill message (fix tag 35=4) can be useful in the following circumstances:

1. While processing Resend Request (FIX tag 35=2 or MsgType=2) sending FIX Engine may choose not to send a message (e.g. a stale order). The Sequence Reset (fix tag 35=4) – Gap Fill can be used to fill the place of that message.

2. While processing Resend Request (FIX tag 35=2 or MsgType=2) sending FIX Engine may choose not to send a message if all the messages are only administrative or session level messages, because there is no point on resending them in that case also Sequence Reset (fix tag 35=4) – Gap Fill is used to fill the message or sequence gap.

Logout
Logout message is denoted by FIX tag 35=5 or MsgType=5 in FIX protocol specification and it is used to terminate or close any FIX session. In case receiver FIX engine is not able to authenticate client it will send a Logout message (fix tag 35=5) and connection will be terminated though socket connection will still be there. Receiver FIX engine can also send Logout message (fix tag 35=5) if it receives fix message with sequence number lower than it is expecting. The Logout message (fix tag 35=5) is used to terminate a FIX session. Termination or disconnection without the exchange of Logout message (fix tag 35=5) messages is treated an abnormal condition.

Exchange of Logout message (fix tag 35=5) before actually terminating or closing the session allows the initiator FIX engine to perform any kind of Sequence Reset (fix tag 35=4) or Gap fill operations that may be required or necessary. Logout initiator should also wait for the opposite FIX engine to respond with a confirming Logout message (fix tag 35=5) it can terminate the session in case the remote FIX Engine does not respond within a specified time period.

 

How To Search And Replace Text With Linux VI Editor

ok, on the example text file above, lets say i want to change all the ‘wallpaper’ to ‘screensaver’ well this is how you would do it..

lets assume that wallpaperama.txt is located on my home directory at: /home/me/wallpaperama.txt

step 1. open the file with the vi editor:

vi /home/me/wallpaperama.txt

step 2. Enter – SHIFT + : (the Shift key and the colon key at the same time) on your keyboard, the screen will look like this:

step 3. now enter this command and hit enter

:%s/wallpaper/screensaver/g

step 4. now you will see that all the text ‘wallpaper’ was changed to ‘screensaver’

step 5. save the change with this command:

:qw

DONE

i hope this helps you

QuickFix Field Descriptions

Field Description

 

Tag	Field Name	Format	Description	Found in messages
1	Account	String	Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor – intermediary and fund manager.	Quote Quote Cancel Quote Status Request Quote Status Report Mass Quote Mass Quote Acknowledgement New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) Order Cancel Request Order Cancel Reject Order Status Request Order Mass Status Request New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) Bid Request New Order – List Trade Capture Report Registration Instructions Registration Instructions Response
2	AdvId	String	Unique identifier of advertisement message. (Prior to FIX 4.1 this field was of type int)	Advertisement
3	AdvRefID	String	Reference identifier used with CANCEL and REPLACE transaction types. (Prior to FIX 4.1 this field was of type int)	Advertisement
4	AdvSide	Char	Broker’s side of advertised trade Valid values: B = Buy S = Sell X = Cross T = Trade	Advertisement
5	AdvTransType	String	Identifies advertisement message transaction type Valid values: N = New C = Cancel R = Replace	Advertisement
6	AvgPx	Price	Calculated average price of all fills on this order.	Execution Report List Status Allocation
7	BeginSeqNo	SeqNum	Message sequence number of first message in range to be resent	Resend Request
8	BeginString	String	Identifies beginning of new message and protocol version. ALWAYS FIRST FIELD IN MESSAGE. (Always unencrypted) Valid values: FIX.4.3	Standard Message Header
9	BodyLength	Length	Message length, in bytes, forward to the CheckSum field. ALWAYS SECOND FIELD IN MESSAGE. (Always unencrypted)	Standard Message Header
10	CheckSum	String	Three 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)	Standard Message Trailer
11	ClOrdID	String	Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID or OnBehalfOfCompID 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 field.	Email New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) Order Cancel Request Order Cancel Reject Order Status Request Order Mass Cancel Request Order Mass Cancel Report New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) Cross Order Cancel Request New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List List Strike Price List Status Allocation Settlement Instructions Trade Capture Report Request Trade Capture Report Registration Instructions Registration Instructions Response
12	Commission	Amt	Commission. Note if CommType is percentage, Commission of 5% should be represented as .05.	Component Block – <CommissionData> Quote Quote Status Report
13	CommType	char	Commission type Valid values: 1 = per share 2 = percentage 3 = absolute 4 = (for CIV buy orders) percentage waived – cash discount 5 = (for CIV buy orders) percentage waived – enhanced units 6 = per bond	Component Block – <CommissionData> Quote Quote Status Report
14	CumQty	Qty	Total quantity (e.g. number of shares) filled. (Prior to FIX 4.2 this field was of type int)	Execution Report List Status
15	Currency	Currency	Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See “Appendix 6-A: Valid Currency Codes” for information on obtaining valid values.	Advertisement Indication of Interest Quote Request Quote Request Reject Quote Quote Status Report Mass Quote Mass Quote Acknowledgement Market Data – Snapshot / Full Refresh Market Data – Incremental Refresh Security Definition Request Security Definition Security List Request Security List Derivative Security List Request Derivative Security List Derivative Security List Security Status New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) Bid Request New Order – List List Strike Price Allocation Trade Capture Report
16	EndSeqNo	SeqNum	Message sequence number of last message in range to be resent. If request is for a single message BeginSeqNo = EndSeqNo. If request is for all messages subsequent to a particular message, EndSeqNo = “0” (representing infinity).	Resend Request
17	ExecID	String	Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) forExecType=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)	Execution Report Dont Know Trade (DK) Allocation Trade Capture Report Request Trade Capture Report
18	ExecInst	MultipleValueString	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. Valid values: 1 = Not held 2 = Work 3 = Go along 4 = Over the day 5 = Held 6 = Participate don’t initiate 7 = Strict scale 8 = Try to scale 9 = Stay on bidside 0 = Stay on offerside A = No cross (cross is forbidden) B = OK to cross C = Call first D = Percent of volume “(indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)” E = Do not increase – DNI F = Do not reduce – DNR G = All or none – AON H = Reinstate on System Failure (mutually exclusive with Q) I = Institutions only J = Reinstate on Trading Halt (mutually exclusive with K) K = Cancel on Trading Halt (mutually exclusive with L) L = Last peg (last sale) M = Mid-price peg (midprice of inside quote) N = Non-negotiable O = Opening peg P = Market peg Q = Cancel on System Failure (mutually exclusive with H) R = Primary peg (primary market – buy at bid – sell at offer) S = Suspend T = Fixed Peg to Local best bid or offer at time of order U = Customer Display Instruction (Rule11Ac1-1 – 4) V = Netting (for Forex) W = Peg to VWAP X = Trade Along Y = Try to Stop (see Volume 1: “Glossary” for value definitions)	Market Data – Snapshot / Full Refresh Market Data – Incremental Refresh New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List
19	ExecRefID	String	Reference identifier used with Cancel and Correct transaction types. (Prior to FIX 4.1 this field was of type int)	Execution Report
20	ExecTransType	char	No longer used as of FIX 4.3. Included here for reference to prior versions. *** REPLACED FIELD – See “Replaced Features and Supported Approach” *** Identifies transaction type Valid values: 0 = New 1 = Cancel 2 = Correct 3 = Status
21	HandlInst	char	Instructions for order handling on Broker trading floor Valid values: 1 = Automated execution order, private, no Broker intervention 2 = Automated execution order, public, Broker intervention OK 3 = Manual order, best execution	New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List
22	SecurityIDSource	String	Identifies class or source of the SecurityID value. Required if SecurityID is specified. Valid values: 1 = CUSIP 2 = SEDOL 3 = QUIK 4 = ISIN number 5 = RIC code 6 = ISO Currency Code 7 = ISO Country Code 8 = Exchange Symbol 9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS – CQS line format) A = Bloomberg Symbol B = Wertpapier C = Dutch D = Valoren E = Sicovam F = Belgian G = “Common” (Clearstream and Euroclear) 100+ are reserved for private security identifications (formerly named: IDSource prior to FIX 4.3)	Component Block – <Instrument>
23	IOIid	String	Unique identifier of IOI message. (Prior to FIX 4.1 this field was of type int)	Indication of Interest New Order – Single New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List
24	IOIOthSvc	char	No longer used as of FIX 4.2. Included here for reference to prior versions.
25	IOIQltyInd	char	Relative quality of indication Valid values: L = Low M = Medium H = High	Indication of Interest
26	IOIRefID	String	Reference identifier used with CANCEL and REPLACE, transaction types. (Prior to FIX 4.1 this field was of type int)	Indication of Interest
27	IOIQty	String	Quantity (e.g. number of shares) in numeric form or relative size. Valid values: 0 – 1000000000 S = Small M = Medium L = Large (formerly named: IOIShares prior to FIX 4.3)	Indication of Interest
28	IOITransType	char	Identifies IOI message transaction type Valid values: N = New C = Cancel R = Replace	Indication of Interest
29	LastCapacity	char	Broker capacity in order execution Valid values: 1 = Agent 2 = Cross as agent 3 = Cross as principal 4 = Principal	Execution Report Allocation
30	LastMkt	Exchange	Market of execution for last fill Valid values: See “Appendix 6-C”	Advertisement Execution Report Allocation Settlement Instructions Trade Capture Report
31	LastPx	Price	Price of this (last) fill.	Security Status Execution Report Dont Know Trade (DK) Allocation Trade Capture Report
32	LastQty	Qty	Quantity (e.g. shares) bought – sold on this (last) fill. (formerly named: LastShares prior to FIX 4.3) (Prior to FIX 4.2 this field was of type int)	Execution Report Dont Know Trade (DK) Allocation Trade Capture Report
33	LinesOfText	NumInGroup	Identifies number of lines of text body	News Email
34	MsgSeqNum	SeqNum	Integer message sequence number.	Standard Message Header
35	MsgType	String	Defines message type. ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted) Note: A “U” as the first character in the MsgType field (i.e. U1, U2, etc) indicates that the message format is privately defined between the sender and receiver. Valid values: *** Note the use of lower case letters *** 0 = Heartbeat 1 = Test Request 2 = Resend Request 3 = Reject 4 = Sequence Reset 5 = Logout 6 = Indication of Interest 7 = Advertisement 8 = Execution Report 9 = Order Cancel Reject A = Logon B = News C = Email D = Order – Single E = Order – List F = Order Cancel Request G= Order Cancel – Replace Request H= Order Status Request J = Allocation K = List Cancel Request L = List Execute M = List Status Request N = List Status P = Allocation ACK Q = Don’t Know Trade (DK) R = Quote Request S = Quote T = Settlement Instructions V = Market Data Request W = Market Data-Snapshot – Full Refresh X = Market Data-Incremental Refresh Y = Market Data Request Reject Z = Quote Cancel a = Quote Status Request b = Mass Quote Acknowledgement c = Security Definition Request d = Security Definition e = Security Status Request f = Security Status g = Trading Session Status Request h = Trading Session Status i = Mass Quote j = Business Message Reject k = Bid Request l = Bid Response (lowercase L) m = List Strike Price n = XML message (e.g. non-FIX MsgType) o = Registration Instructions p = Registration Instructions Response q = Order Mass Cancel Request r = Order Mass Cancel Report s = New Order – Cross t = Cross Order Cancel – Replace Request (a.k.a. Cross Order Modification Request) u = Cross Order Cancel Request v = Security Type Request w = Security Types x = Security List Request y = Security List z = Derivative Security List Request AA = Derivative Security List AB = New Order – Multileg AC = Multileg Order Cancel – Replace (a.k.a. Multileg Order Modification Request) AD = Trade Capture Report Request AE = Trade Capture Report AF = Order Mass Status Request AG = Quote Request Reject AH = RFQ Request AI = Quote Status Report	Standard Message Header
36	NewSeqNo	SeqNum	New sequence number	Sequence Reset
37	OrderID	String	Unique 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.	Email Market Data – Snapshot / Full Refresh Market Data – Incremental Refresh Execution Report Dont Know Trade (DK) Order Cancel/Replace Request (aka Order Modification Request) Order Cancel Request Order Cancel Reject Order Status Request Order Mass Cancel Report Cross Order Cancel / Replace Request (aka Cross Order Modification Request) Cross Order Cancel Request Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) Allocation Trade Capture Report Request Trade Capture Report
38	OrderQty	Qty	Quantity ordered. This represents the number of shares for equities or based on normal convention the number of contracts for options, futures, convertible bonds, etc. (Prior to FIX 4.2 this field was of type int)	Component Block – <OrderQtyData> Quote Request Quote Request Reject
39	OrdStatus	char	Identifies current status of order. Valid values: 0 = New 1 = Partially filled 2 = Filled 3 = Done for day 4 = Canceled 5 = Replaced (Removed – Replaced) 6 = Pending Cancel (e.g. result of Order Cancel Request) 7 = Stopped 8 = Rejected 9 = Suspended A = Pending New B = Calculated C = Expired D = Accepted for bidding E = Pending Replace (e.g. result of Order Cancel – Replace Request) *** SOME VALUES HAVE BEEN REPLACED – See “Replaced Features and Supported Approach” *** (see Volume 1: “Glossary” for value definitions)	Execution Report Order Cancel Reject List Status
40	OrdType	char	Order type. Valid values: 1 = Market 2 = Limit 3 = Stop 4 = Stop limit 5 = Market on close (Deprecated) 6 = With or without 7 = Limit or better 8 = Limit with or without 9 = On basis A = On close (Deprecated) B = Limit on close (Deprecated) C = Forex – Market (Deprecated) D = Previously quoted E = Previously indicated F = Forex – Limit (Deprecated) G = Forex – Swap H = Forex – Previously Quoted (Deprecated) I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan) J = Market If Touched (MIT) K = Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price) L = Previous Fund Valuation Point (Historic pricing) (for CIV) M = Next Fund Valuation Point -(Forward pricing) (for CIV) P = Pegged *** SOME VALUES HAVE BEEN DEPRECATED – See “Deprecated (Phased-out) Features and Supported Approach” *** (see Volume 1: “Glossary” for value definitions)	Quote Request Quote Request Reject Quote Quote Status Report Mass Quote Mass Quote Acknowledgement New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List
41	OrigClOrdID	String	ClOrdID 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.	Execution Report Order Cancel/Replace Request (aka Order Modification Request) Order Cancel Request Order Cancel Reject Order Mass Cancel Report Cross Order Cancel / Replace Request (aka Cross Order Modification Request) Cross Order Cancel Request Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request)
42	OrigTime	UTCTimestamp	Time of message origination (always expressed in UTC (Universal Time Coordinated, also known as “GMT”))	News Email
43	PossDupFlag	Boolean	Indicates possible retransmission of message with this sequence number Valid values: Y = Possible duplicate N = Original transmission	Standard Message Header
44	Price	Price	Price per unit of quantity (e.g. per share)	Advertisement Indication of Interest Quote Request Quote Request Reject New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) Bid Response New Order – List List Strike Price
45	RefSeqNum	SeqNum	Reference message sequence number	Business Message Reject Reject
46	RelatdSym	String	No longer used as of FIX 4.3. Included here for reference to prior versions.
47	Rule80A	char	*** DEPRECATED FIELD – See “Deprecated (Phased-out) Features and Supported Approach” *** Note that the name of this field is changing to “OrderCapacity” as Rule80A is a very US market-specific term. Other world markets need to convey similar information, however, often a subset of the US values. See the “Rule80A (aka OrderCapacity) Usage by Market” appendix for market-specific usage of this field. Valid values: A = Agency single order B = Short exempt transaction (refer to A type) C = Program Order, non-index arb, for Member firm – org D = Program Order, index arb, for Member firm – org E = Short Exempt Transaction for Principal (was incorrectly identified in the FIX spec as “Registered Equity Market Maker trades”) F = Short exempt transaction (refer to W type) H = Short exempt transaction (refer to I type) I = Individual Investor, single order J = Program Order, index arb, for individual customer K = Program Order, non-index arb, for individual customer L = Short exempt transaction for member competing market-maker affiliated with the firm clearing the trade (refer to P and O types) M = Program Order, index arb, for other member N = Program Order, non-index arb, for other member (…values continued in next row….)	New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) New Order – List
			O = Proprietary transactions for competing market-maker that is affiliated with the clearing member (was incorrectly identified in the FIX spec as “Competing dealer trades”) P = Principal R = Transactions for the account of a non-member competing market maker (was incorrectly identified in the FIX spec as “Competing dealer trades”) S = Specialist trades T = Transactions for the account of an unaffiliated member’s competing market maker (was incorrectly identified in the FIX spec as “Competing dealer trades”) U = Program Order, index arb, for other agency W = All other orders as agent for other member X = Short exempt transaction for member competing market-maker not affiliated with the firm clearing the trade (refer to W and T types) Y = Program Order, non-index arb, for other agency Z = Short exempt transaction for non-member competing market-maker (refer to A and R types)	Component Block – <Instrument> Component Block – <UnderlyingInstrument> Quote Cancel
48	SecurityID	String	Security identifier value of SecurityIDSource type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityIDSource.	Component Block – <Instrument>
49	SenderCompID	String	Assigned value used to identify firm sending message.	Standard Message Header
50	SenderSubID	String	Assigned value used to identify specific message originator (desk, trader, etc.)	Standard Message Header
51	SendingDate	LocalMktDate	No longer used. Included here for reference to prior versions.
52	SendingTime	UTCTimestamp	Time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as “GMT”)	Standard Message Header
53	Quantity	Qty	Overall – total quantity (e.g. number of shares) (formerly named: Shares prior to FIX 4.3) (Prior to FIX 4.2 this field was of type int)	Advertisement Allocation
54	Side	char	Side of order Valid values: 1 = Buy 2 = Sell 3 = Buy minus 4 = Sell plus 5 = Sell short 6 = Sell short exempt 7 = Undisclosed (valid for IOI and List Order messages only) 8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs) 9 = Cross short A = Cross short exempt B = “As Defined” (for use with multileg instruments) C = “Opposite” (for use with multileg instruments) (see Volume 1: “Glossary” for value definitions)	Indication of Interest Quote Request Quote Request Reject New Order – Single Execution Report Dont Know Trade (DK) Order Cancel/Replace Request (aka Order Modification Request) Order Cancel Request Order Status Request Order Mass Cancel Request Order Mass Cancel Report Order Mass Status Request New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) Cross Order Cancel Request New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) Bid Request Bid Response New Order – List List Strike Price Allocation Settlement Instructions Trade Capture Report Request Trade Capture Report
55	Symbol	String	Ticker symbol. Common, “human understood” representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles)	Component Block – <Instrument>
56	TargetCompID	String	Assigned value used to identify receiving firm.	Standard Message Header
57	TargetSubID	String	Assigned value used to identify specific individual or unit intended to receive message. “ADMIN” reserved for administrative messages not intended for a specific user.	Standard Message Header
58	Text	String	Free format text string (Note: this field does not have a specified maximum length)	Business Message Reject Reject Logout Advertisement Indication of Interest News Email Quote Request Quote Request Reject Quote Mass Quote Acknowledgement Market Data – Snapshot / Full Refresh Market Data – Incremental Refresh Market Data Request Reject Security Definition Request Security Definition Security Type Request Security Types Security List Request Security List Derivative Security List Request Derivative Security List Security Status Trading Session Status New Order – Single Execution Report Dont Know Trade (DK) Order Cancel/Replace Request (aka Order Modification Request) Order Cancel Request Order Cancel Reject Order Mass Cancel Request Order Mass Cancel Report New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) Cross Order Cancel Request New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) Bid Request Bid Response New Order – List List Strike Price List Status List Execute List Cancel Request List Status Request Allocation Allocation ACK Trade Capture Report Request Trade Capture Report
59	TimeInForce	char	Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders. Valid values: 0 = Day 1 = Good Till Cancel (GTC) 2 = At the Opening (OPG) 3 = Immediate or Cancel (IOC) 4 = Fill or Kill (FOK) 5 = Good Till Crossing (GTX) 6 = Good Till Date 7 = At the Close (see Volume 1: “Glossary” for value definitions)	Market Data – Snapshot / Full Refresh Market Data – Incremental Refresh New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List
60	TransactTime	UTCTimestamp	Time of execution – order creation (expressed in UTC (Universal Time Coordinated, also known as “GMT”)	Advertisement Indication of Interest Quote Request Quote Request Reject Quote Quote Status Report Mass Quote Mass Quote Acknowledgement Security Status New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) Order Cancel Request Order Cancel Reject Order Mass Cancel Request Order Mass Cancel Report New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) Cross Order Cancel Request New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List List Status List Execute List Cancel Request Allocation Allocation ACK Settlement Instructions Trade Capture Report Request Trade Capture Report
61	Urgency	char	Urgency flag Valid values: 0 = Normal 1 = Flash 2 = Background	News
62	ValidUntilTime	UTCTimestamp	Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as “GMT”)	Indication of Interest Quote Quote Status Report Mass Quote Mass Quote Acknowledgement
63	SettlmntTyp	char	Indicates order settlement period. If present, FutSettDate (64) overrides this field. If both SettlmntTyp (63) and FutSettDate (64) are omitted, the default for SettlmntTyp (63) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. Valid values: 0 = Regular 1 = Cash 2 = Next Day 3 = T+2 4 = T+3 5 = T+4 6 = Future 7 = When And If Issued 8 = Sellers Option 9 = T+ 5 A = T+1	Quote Request Quote Request Reject Quote New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) Bid Request Bid Response New Order – List Allocation Trade Capture Report Trade Capture Report
64	FutSettDate	LocalMktDate	Specific date of trade settlement (SettlementDate) in YYYYMMDD format. If present, this field overrides SettlmntTyp (63). This field is required if the value of SettlmntTyp (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlmntTyp (63) is 7 (When and If Issued) (expressed in local time at place of settlement)	Quote Request Quote Request Reject Quote Quote Status Report Mass Quote Mass Quote Acknowledgement New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) Bid Request Bid Response New Order – List Allocation Trade Capture Report Trade Capture Report
65	SymbolSfx	String	Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType (167). Valid values: As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory	Component Block – <Instrument>
66	ListID	String	Unique 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.	Execution Report Order Cancel/Replace Request (aka Order Modification Request) Order Cancel Request Order Cancel Reject Bid Request Bid Response New Order – List List Strike Price List Status List Execute List Cancel Request List Status Request Allocation
67	ListSeqNo	int	Sequence of individual order within list (i.e. ListSeqNo of TotNoOrds, 2 of 25, 3 of 25, . . . )	New Order – List
68	TotNoOrders	int	Total number of list order entries across all messages. Should be the sum of all NoOrders in each message that has repeating list order entries related to the same ListID. Used to support fragmentation. (Prior to FIX 4.2 this field was named “ListNoOrds”)	New Order – List List Status
69	ListExecInst	String	Free format text message containing list handling and execution instructions.	New Order – List
70	AllocID	String	Unique identifier for allocation message. (Prior to FIX 4.1 this field was of type int)	Allocation Allocation ACK Settlement Instructions
71	AllocTransType	char	Identifies allocation transaction type Valid values: 0 = New 1 = Replace 2 = Cancel 3 = Preliminary (without MiscFees and NetMoney) (Removed – Replaced) 4 = Calculated (includes MiscFees and NetMoney) (Removed – Replaced) 5 = Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney) (Removed – Replaced) *** SOME VALUES HAVE BEEN REPLACED – See “Replaced Features and Supported Approach” ***	Allocation
72	RefAllocID	String	Reference identifier to be used with AllocTransType=Replace or Cancel or with AllocType = “Sellside Calculated Using Preliminary”. (Prior to FIX 4.1 this field was of type int)	Allocation
73	NoOrders	NumInGroup	Indicates number of orders to be combined for average pricing and allocation.	New Order – List List Status Allocation
74	AvgPrxPrecision	int	Indicates 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.	Allocation
75	TradeDate	LocalMktDate	Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade).	Advertisement Execution Report Bid Request Allocation Allocation ACK Settlement Instructions Trade Capture Report Request Trade Capture Report
76	ExecBroker	String	No longer used as of FIX 4.3. Included here for reference to prior versions. *** REPLACED FIELD – See “Replaced Features and Supported Approach” *** Identifies executing – give-up broker. Standard NASD market-maker mnemonic is preferred.
77	PositionEffect	char	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. Valid Values: O = Open C = Close R = Rolled F = FIFO (formerly named: OpenClose prior to FIX 4.3)
78	NoAllocs	NumInGroup	Number of repeating AllocAccount – AllocPrice entries.	New Order – Single Order Cancel/Replace Request (aka Order Modification Request) New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List Allocation
79	AllocAccount	String	Sub-account mnemonic	New Order – Single Order Cancel/Replace Request (aka Order Modification Request) New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List Allocation Settlement Instructions
80	AllocQty	Qty	Quantity to be allocated to specific sub-account (formerly named: AllocShares prior to FIX 4.3) (Prior to FIX 4.2 this field was of type int)	New Order – Single Order Cancel/Replace Request (aka Order Modification Request) New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List Allocation
81	ProcessCode	char	Processing code for sub-account. Absence of this field in AllocAccount – AllocPrice – AllocQty – ProcessCode instance indicates regular trade. Valid values: 0 = regular 1 = soft dollar 2 = step-in 3 = step-out 4 = soft-dollar step-in 5 = soft-dollar step-out 6 = plan sponsor	New Order – Single New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List Allocation Trade Capture Report
82	NoRpts	NumInGroup	Total number of reports within series.	List Status
83	RptSeq	int	Sequence number of message within report series.	List Status
84	CxlQty	Qty	Total quantity canceled for this order. (Prior to FIX 4.2 this field was of type int)	List Status
85	NoDlvyInst	int	Number of delivery instruction fields to follow No longer used. Included here for reference to prior versions.
86	DlvyInst	String	Free format text field to indicate delivery instructions No longer used. Included here for reference to prior versions.
87	AllocStatus	int	Identifies status of allocation. Valid values: 0 = accepted (successfully processed) 1 = rejected 2 = partial accept 3 = received (received, not yet processed)	Allocation ACK
88	AllocRejCode	int	Identifies reason for rejection. Valid values: 0 = unknown account(s) 1 = incorrect quantity 2 = incorrect average price 3 = unknown executing broker mnemonic 4 = commission difference 5 = unknown OrderID 6 = unknown ListID 7 = other	Allocation ACK
89	Signature	data	Electronic signature	Standard Message Trailer
90	SecureDataLen	Length	Length of encrypted message	Standard Message Header
91	SecureData	data	Actual encrypted data stream	Standard Message Header
92	BrokerOfCredit	String	No longer used as of FIX 4.3. Included here for reference to prior versions. *** REPLACED FIELD – See “Replaced Features and Supported Approach” *** Broker to receive trade credit.
93	SignatureLength	Length	Number of bytes in signature field.	Standard Message Trailer
94	EmailType	char	Email message type. Valid values: 0 = New 1 = Reply 2 = Admin Reply	Email
95	RawDataLength	Length	Number of bytes in raw data field.	Logon News Email
96	RawData	data	Unformatted raw data, can include bitmaps, word processor documents, etc.	Logon News Email
97	PossResend	Boolean	Indicates that message may contain information that has been sent under another sequence number. Valid Values: Y=Possible resend N=Original transmission	Standard Message Header
98	EncryptMethod	int	Method of encryption. Valid values: 0 = None – other 1 = PKCS (proprietary) 2 = DES (ECB mode) 3 = PKCS – DES (proprietary) 4 = PGP – DES (defunct) 5 = PGP – DES-MD5 (see app note on FIX web site) 6 = PEM – DES-MD5 (see app note on FIX web site)	Logon
99	StopPx	Price	Price per unit of quantity (e.g. per share)	New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List
100	ExDestination	Exchange	Execution destination as defined by institution when order is entered. Valid values: See “Appendix 6-C”	Quote Quote Status Report New Order – Single Order Cancel/Replace Request (aka Order Modification Request) New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List
101	(Not Defined)	n – a	This field has not been defined.
102	CxlRejReason	int	Code to identify reason for cancel rejection. Valid values: 0 = Too late to cancel 1 = Unknown order 2 = Broker – Exchange Option 3 = Order already in Pending Cancel or Pending Replace status 4 = Unable to process Order Mass Cancel Request 5 = OrigOrdModTime did not match last TransactTime of order 6 = Duplicate ClOrdID received	Order Cancel Reject
103	OrdRejReason	int	Code to identify reason for order rejection. Valid values: 0 = Broker – Exchange option 1 = Unknown symbol 2 = Exchange closed 3 = Order exceeds limit 4 = Too late to enter 5 = Unknown Order 6 = Duplicate Order (e.g. dupe ClOrdID) 7 = Duplicate of a verbally communicated order 8 = Stale Order 9 = Trade Along required 10 = Invalid Investor ID 11 = Unsupported order characteristic 12 = Surveillence Option	Execution Report List Status
104	IOIQualifier	char	Code to qualify IOI use. Valid values: A = All or none B = Market On Close (MOC) (held to close) C = At the close (around – not held to close) D = VWAP (Volume Weighted Avg Price) I = In touch with L = Limit M = More behind O = At the open P = Taking a position Q = At the Market (previously called Current Quote) R = Ready to trade S = Portfolio shown T = Through the day V = Versus W = Indication – Working away X = Crossing opportunity Y = At the Midpoint Z = Pre-open (see Volume 1: “Glossary” for value definitions)	Indication of Interest
105	WaveNo	String	No longer used as of FIX 4.3. Included here for reference to prior versions.
106	Issuer	String	Company name of security issuer (e.g. International Business Machines) see also Volume 7: “PRODUCT: FIXED INCOME – Euro Soverign Issuer Codes”	Component Block – <Instrument>
107	SecurityDesc	String	Security description.	Component Block – <Instrument>
108	HeartBtInt	int	Heartbeat interval (seconds)	Logon
109	ClientID	String	No longer used as of FIX 4.3. Included here for reference to prior versions. *** REPLACED FIELD – See “Replaced Features and Supported Approach” *** Firm identifier used in third party-transactions (should not be a substitute for OnBehalfOfCompID – DeliverToCompID).
110	MinQty	Qty	Minimum quantity of an order to be executed. (Prior to FIX 4.2 this field was of type int)	Market Data – Snapshot / Full Refresh Market Data – Incremental Refresh New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List
111	MaxFloor	Qty	Maximum quantity (e.g. number of shares) within an order to be shown on the exchange floor at any given time. (Prior to FIX 4.2 this field was of type int)	New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List
112	TestReqID	String	Identifier included in Test Request message to be returned in resulting Heartbeat	Heartbeat Test Request
113	ReportToExch	Boolean	Identifies party of trade responsible for exchange reporting. Valid values: Y = Indicates that party receiving message must report trade N = Indicates that party sending message will report trade	Execution Report
114	LocateReqd	Boolean	Indicates whether the broker is to locate the stock in conjunction with a short sell order. Valid values: Y = Indicates the broker is responsible for locating the stock N = Indicates the broker is not required to locate	New Order – Single Order Cancel/Replace Request (aka Order Modification Request) New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List
115	OnBehalfOfCompID	String	Assigned value used to identify firm originating message if the message was delivered by a third party i.e. the third party firm identifier would be delivered in the SenderCompID field and the firm originating the message in this field.	Standard Message Header
116	OnBehalfOfSubID	String	Assigned value used to identify specific message originator (i.e. trader) if the message was delivered by a third party	Standard Message Header
117	QuoteID	String	Unique identifier for quote	Quote Quote Cancel Quote Status Request Quote Status Report Mass Quote Mass Quote Acknowledgement New Order – Single New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List
118	NetMoney	Amt	Total amount due as the result of the transaction (e.g. for Buy order – principal + commission + fees) reported in currency of execution.	New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List Allocation Trade Capture Report
119	SettlCurrAmt	Amt	Total amount due expressed in settlement currency (includes the effect of the forex transaction)	Execution Report Allocation Trade Capture Report
120	SettlCurrency	Currency	Currency code of settlement denomination.	New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List Allocation Trade Capture Report
121	ForexReq	Boolean	Indicates request for forex accommodation trade to be executed along with security transaction. Valid values: Y = Execute Forex after security trade N = Do not execute Forex after security trade	New Order – Single Order Cancel/Replace Request (aka Order Modification Request) New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) Bid Request New Order – List
122	OrigSendingTime	UTCTimestamp	Original time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as “GMT”) when transmitting orders as the result of a resend request.	Standard Message Header
123	GapFillFlag	Boolean	Indicates that the Sequence Reset message is replacing administrative or application messages which will not be resent. Valid values: Y = Gap Fill message, MsgSeqNum field valid N = Sequence Reset, ignore MsgSeqNum	Sequence Reset
124	NoExecs	NumInGroup	No of execution repeating group entries to follow.	Allocation
125	CxlType	char	No longer used. Included here for reference to prior versions.
126	ExpireTime	UTCTimestamp	Time – Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as “GMT”)	Quote Request Quote Request Reject Market Data – Snapshot / Full Refresh Market Data – Incremental Refresh New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List
127	DKReason	char	Reason for execution rejection. Valid values: A = Unknown symbol B = Wrong side C = Quantity exceeds order D = No matching order E = Price exceeds limit Z = Other	Dont Know Trade (DK)
128	DeliverToCompID	String	Assigned value used to identify the firm targeted to receive the message if the message is delivered by a third party i.e. the third party firm identifier would be delivered in the TargetCompID field and the ultimate receiver firm ID in this field.	Standard Message Header
129	DeliverToSubID	String	Assigned value used to identify specific message recipient (i.e. trader) if the message is delivered by a third party	Standard Message Header
130	IOINaturalFlag	Boolean	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. Valid values: Y = Natural N = Not natural	Indication of Interest
131	QuoteReqID	String	Unique identifier for quote request	Quote Request Quote Request Reject Quote Quote Cancel Quote Status Report Mass Quote Mass Quote Acknowledgement
132	BidPx	Price	Bid price – rate	Quote Quote Status Report Mass Quote Mass Quote Acknowledgement
133	OfferPx	Price	Offer price – rate	Quote Quote Status Report Mass Quote Mass Quote Acknowledgement
134	BidSize	Qty	Quantity of bid (Prior to FIX 4.2 this field was of type int)	Quote Quote Status Report Mass Quote Mass Quote Acknowledgement
135	OfferSize	Qty	Quantity of offer (Prior to FIX 4.2 this field was of type int)	Quote Quote Status Report Mass Quote Mass Quote Acknowledgement
136	NoMiscFees	NumInGroup	Number of repeating groups of miscellaneous fees	Allocation Trade Capture Report
137	MiscFeeAmt	Amt	Miscellaneous fee value	Allocation Trade Capture Report
138	MiscFeeCurr	Currency	Currency of miscellaneous fee	Allocation Trade Capture Report
139	MiscFeeType	char	Indicates type of miscellaneous fee. Valid values: 1 = Regulatory (e.g. SEC) 2 = Tax 3 = Local Commission 4 = Exchange Fees 5 = Stamp 6 = Levy 7 = Other 8 = Markup 9 = Consumption Tax	Allocation Trade Capture Report
140	PrevClosePx	Price	Previous closing price of security.	Quote Request Quote Request Reject RFQ Request New Order – Single New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List List Strike Price
141	ResetSeqNumFlag	Boolean	Indicates that the both sides of the FIX session should reset sequence numbers. Valid values: Y = Yes, reset sequence numbers N = No	Logon
142	SenderLocationID	String	Assigned value used to identify specific message originator’s location (i.e. geographic location and – or desk, trader)	Standard Message Header
143	TargetLocationID	String	Assigned value used to identify specific message destination’s location (i.e. geographic location and – or desk, trader)	Standard Message Header
144	OnBehalfOfLocationID	String	Assigned value used to identify specific message originator’s location (i.e. geographic location and – or desk, trader) if the message was delivered by a third party	Standard Message Header
145	DeliverToLocationID	String	Assigned value used to identify specific message recipient’s location (i.e. geographic location and – or desk, trader) if the message was delivered by a third party	Standard Message Header
146	NoRelatedSym	NumInGroup	Specifies the number of repeating symbols specified.	News Email Quote Request Quote Request Reject RFQ Request Market Data Request Security List Derivative Security List
147	Subject	String	The subject of an Email message	Email
148	Headline	String	The headline of a News message	News
149	URLLink	String	A URL (Uniform Resource Locator) link to additional information (i.e. http: – – http://www.XYZ.com – research.html)	Advertisement Indication of Interest News
150	ExecType	char	Describes the specific ExecutionRpt (i.e. Pending Cancel) while OrdStatus will always identify the current order status (i.e. Partially Filled) Valid values: 0 = New 1 = Partial fill (Replaced) 2 = Fill (Replaced) 3 = Done for day 4 = Canceled 5 = Replace 6 = Pending Cancel (e.g. result of Order Cancel Request) 7 = Stopped 8 = Rejected 9 = Suspended A = Pending New B = Calculated C = Expired D = Restated (ExecutionRpt sent unsolicited by sellside, with ExecRestatementReason set) E = Pending Replace (e.g. result of Order Cancel – Replace Request) F = Trade (partial fill or fill) G = Trade Correct (formerly an ExecTransType) H = Trade Cancel (formerly an ExecTransType) I = Order Status (formerly an ExecTransType) *** SOME VALUES HAVE BEEN REPLACED – See “Replaced Features and Supported Approach” ***	Execution Report Trade Capture Report
151	LeavesQty	Qty	Quantity open for further execution. If the OrdStatus is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty – CumQty. (Prior to FIX 4.2 this field was of type int)	Execution Report List Status
152	CashOrderQty	Qty	Specifies the approximate order quantity desired in total monetary units vs. as tradeable units (e.g. number of shares). The broker or fund manager (for CIV orders) would be responsible for converting and calculating a tradeable unit (e.g. share) quantity (OrderQty) based upon this amount to be used for the actual order and subsequent messages.
153	AllocAvgPx	Price	AvgPx for a specific AllocAccount	Allocation
154	AllocNetMoney	Amt	NetMoney for a specific AllocAccount	Allocation
155	SettlCurrFxRate	float	Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency	Execution Report Allocation Trade Capture Report
156	SettlCurrFxRateCalc	char	Specifies whether or not SettlCurrFxRate should be multiplied or divided. M = Multiply D = Divide	Quote Quote Status Report Execution Report Allocation Trade Capture Report
157	NumDaysInterest	int	Number of Days of Interest for convertible bonds and fixed income. Note value may be negative.	Execution Report Allocation Trade Capture Report
158	AccruedInterestRate	Percentage	Accrued Interest Rate for convertible bonds and fixed income	New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – List Allocation Trade Capture Report
159	AccruedInterestAmt	Amt	Amount of Accrued Interest for convertible bonds and fixed income	New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – List Allocation Trade Capture Report
160	SettlInstMode	char	Indicates mode used for Settlement Instructions Valid values: 0 = Default 1 = Standing Instructions Provided 2 = Specific Allocation Account Overriding 3 = Specific Allocation Account Standing 4 = Specific Order for a single account (for CIV)
161	AllocText	String	Free format text related to a specific AllocAccount.	Allocation
162	SettlInstID	String	Unique identifier for Settlement Instructions message.	Settlement Instructions
163	SettlInstTransType	char	Settlement Instructions message transaction type Valid values: N = New C = Cancel R = Replace	Settlement Instructions
164	EmailThreadID	String	Unique identifier for an email thread (new and chain of replies)	Email
165	SettlInstSource	char	Indicates source of Settlement Instructions Valid values: 1 = Broker’s Instructions 2 = Institution’s Instructions 3 = Investor (e.g. CIV use)
166	SettlLocation	String	No longer used as of FIX 4.3. Included here for reference to prior versions. *** REPLACED FIELD – See “Replaced Features and Supported Approach” *** Identifies Settlement Depository or Country Code (ISITC spec) Valid values: CED = CEDEL DTC = Depository Trust Company EUR = Euroclear FED = Federal Book Entry PNY= Physical PTC = Participant Trust Company ISO Country Code = Local Market Settle Location
167	SecurityType	String	Indicates type of security. See also the Product and CFICode fields. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Valid values (grouped by Product field value): AGENCY FAC = Federal Agency Coupon FADN = Federal Agency Discount Note PEF = Private Export Funding Identify the Issuer in the “Issuer” field(106) *** REPLACED values – See “Replaced Features and Supported Approach” *** COMMODITY FUT = Future OPT = Option Note: COMMODITY Product includes Bond, Interest Rate, Currency, Currency Spot Options, Crops – Grains, Foodstuffs, Livestock, Fibers, Lumber – Rubber, Oil – Gas – Electricity, Precious – Major Metal, and Industrial Metal. Use CFICode for more granular definition if necessary. CORPORATE CORP = Corporate Bond CPP = Corporate Private Placement CB = Convertible Bond DUAL = Dual Currency XLINKD = Indexed Linked STRUCT = Structured Notes YANK = Yankee Corporate Bond CURRENCY FOR = Foreign Exchange Contract EQUITY CS = Common Stock PS = Preferred Stock WAR – Warrant now is listed under Municipals for consistency with Bloomberg fixed income product types. For equity warrants – use CFICode instead. GOVERNMENT BRADY = Brady Bond TBOND = US Treasury Bond TINT = Interest strip from any bond or note TIPS = Treasury Inflation Protected Securities TCAL = Principal strip of a callable bond or note TPRN = Principal strip from a non-callable bond or note UST = US Treasury Note – Bond USTB = US Treasury Bill see also Volume 7: “PRODUCT: FIXED INCOME – Euro Soverign SecurityType Values” INDEX Note: “Indices” includes: Stock, Index Spot Options, Commodity, Physical Index Options, Share – Ratio, and Spreads. For index types use the CFICode. LOAN TERM = Term Loan RVLV = Revolver Loan RVLVTRM = Revolver – Term Loan BRIDGE = Bridge Loan LOFC = Letter of Credit SWING = Swing Line Facility DINP = Debtor in Possession DEFLTED = Defaulted WITHDRN = Withdrawn REPLACD = Replaced MATURED = Matured AMENDED = Amended & Restated RETIRED = Retired MONEYMARKET BA = Bankers Acceptance BN = Bank Notes BOX = Bill of Exchanges CD = Certificate of Deposit CL = Call Loans CP = Commercial Paper DN = Deposit Notes LQN = Liquidity Note MTN = Medium Term Notes ONITE = Overnight PN = Promissory Note PZFJ = Plazos Fijos RP = Repurchase Agreement RVRP = Reverse Repurchase Agreement STN = Short Term Loan Note TD = Time Deposit XCN = Extended Comm Note MORTGAGE POOL = Agency Pools ABS = Asset-backed Securities CMBS = Corp. Mortgage-backed Securities CMO = Collateralized Mortgage Obligation IET = IOETTE Mortgage MBS = Mortgage-backed Securities MIO = Mortgage Interest Only MPO = Mortgage Principal Only MPP = Mortgage Private Placement MPT = Miscellaneous Pass-through TBA = To be Announced MUNICIPAL AN = Other Anticipation Notes BAN, GAN, etc. COFO = Certificate of Obligation COFP = Certificate of Participation GO = General Obligation Bonds MT = Mandatory Tender RAN = Revenue Anticipation Note REV = Revenue Bonds SPCLA = Special Assessment SPCLO = Special Obligation SPCLT = Special Tax TAN = Tax Anticipation Note TAXA = Tax Allocation TECP = Tax Exempt Commercial Paper TRAN = Tax & Revenue Anticipation Note VRDN = Variable Rate Demand Note WAR = Warrant OTHER MF = Mutual Fund (i.e. any kind of open-ended “Collective Investment Vehicle”) MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.) NONE = No Security Type ? = “Wildcard” entry (used on Security Definition Request message)	Component Block – <Instrument> Security Types Settlement Instructions
168	EffectiveTime	UTCTimestamp	Time the details within the message should take effect (always expressed in UTC (Universal Time Coordinated, also known as “GMT”)	New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List Settlement Instructions
169	StandInstDbType	int	Identifies the Standing Instruction database used Valid values: 0 = Other 1 = DTC SID 2 = Thomson ALERT 3 = A Global Custodian (StandInstDbName must be provided)	Settlement Instructions
170	StandInstDbName	String	Name of the Standing Instruction database represented with StandInstDbType (i.e. the Global Custodian’s name).	Settlement Instructions
171	StandInstDbID	String	Unique identifier used on the Standing Instructions database for the Standing Instructions to be referenced.	Settlement Instructions
172	SettlDeliveryType	int	Identifies type of settlement 0 = “Versus. Payment”: Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment 1 = “Free”: Deliver (if Sell) or Receive (if Buy) Free	Settlement Instructions
173	SettlDepositoryCode	String	Broker’s account code at the depository (i.e. CEDEL ID for CEDEL, FINS for DTC, or Euroclear ID for Euroclear) if SettlLocation is a depository	Settlement Instructions
174	SettlBrkrCode	String	BIC (Bank Identification Code-Swift managed) code of the broker involved (i.e. for multi-company brokerage firms)	Settlement Instructions
175	SettlInstCode	String	BIC (Bank Identification Code-Swift managed) code of the institution involved (i.e. for multi-company institution firms)	Settlement Instructions
176	SecuritySettlAgentName	String	Name of SettlInstSource’s local agent bank if SettlLocation is not a depository	Settlement Instructions
177	SecuritySettlAgentCode	String	BIC (Bank Identification Code–Swift managed) code of the SettlInstSource’s local agent bank if SettlLocation is not a depository	Settlement Instructions
178	SecuritySettlAgentAcctNum	String	SettlInstSource’s account number at local agent bank if SettlLocation is not a depository	Settlement Instructions
179	SecuritySettlAgentAcctName	String	Name of SettlInstSource’s account at local agent bank if SettlLocation is not a depository	Settlement Instructions
180	SecuritySettlAgentContactName	String	Name of contact at local agent bank for SettlInstSource’s account if SettlLocation is not a depository	Settlement Instructions
181	SecuritySettlAgentContactPhone	String	Phone number for contact at local agent bank if SettlLocation is not a depository	Settlement Instructions
182	CashSettlAgentName	String	Name of SettlInstSource’s local agent bank if SettlDeliveryType=Free	Settlement Instructions
183	CashSettlAgentCode	String	BIC (Bank Identification Code–Swift managed) code of the SettlInstSource’s local agent bank if SettlDeliveryType=Free	Settlement Instructions
184	CashSettlAgentAcctNum	String	SettlInstSource’s account number at local agent bank if SettlDeliveryType=Free	Settlement Instructions
185	CashSettlAgentAcctName	String	Name of SettlInstSource’s account at local agent bank if SettlDeliveryType=Free	Settlement Instructions
186	CashSettlAgentContactName	String	Name of contact at local agent bank for SettlInstSource’s account if SettlDeliveryType=Free	Settlement Instructions
187	CashSettlAgentContactPhone	String	Phone number for contact at local agent bank for SettlInstSource’s account if SettlDeliveryType=Free	Settlement Instructions
188	BidSpotRate	Price	Bid F – X spot rate.	Quote Quote Status Report Mass Quote Mass Quote Acknowledgement
189	BidForwardPoints	PriceOffset	Bid F – X forward points added to spot rate. May be a negative value.	Quote Quote Status Report Mass Quote Mass Quote Acknowledgement
190	OfferSpotRate	Price	Offer F – X spot rate.	Quote Quote Status Report Mass Quote Mass Quote Acknowledgement
191	OfferForwardPoints	PriceOffset	Offer F – X forward points added to spot rate. May be a negative value.	Quote Quote Status Report Mass Quote Mass Quote Acknowledgement
192	OrderQty2	Qty	OrderQty of the future part of a F – X swap order.	Quote Request Quote Request Reject Quote Quote Status Report Mass Quote Mass Quote Acknowledgement New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) New Order – List
193	FutSettDate2	LocalMktDate	FutSettDate of the future part of a F – X swap order.	Quote Request Quote Request Reject Quote Quote Status Report Mass Quote Mass Quote Acknowledgement New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) New Order – List
194	LastSpotRate	Price	F – X spot rate.	Execution Report Trade Capture Report
195	LastForwardPoints	PriceOffset	F – X forward points added to LastSpotRate. May be a negative value.	Execution Report Trade Capture Report
196	AllocLinkID	String	Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F – X “Netting” or “Swaps”. Should be unique.	Allocation
197	AllocLinkType	int	Identifies the type of Allocation linkage when AllocLinkID is used. Valid values: 0 = F – X Netting 1 = F – X Swap	Allocation
198	SecondaryOrderID	String	Assigned by the party which accepts the order. Can be used to provide the OrderID used by an exchange or executing system.	Execution Report Order Cancel Reject Order Mass Cancel Report Allocation Trade Capture Report
199	NoIOIQualifiers	NumInGroup	Number of repeating groups of IOIQualifiers.	Indication of Interest
200	MaturityMonthYear	month-year	Can be used with standardized derivatives vs. the MaturityDate field. Month and Year of the maturity (used for standardized futures and options). Format: YYYYMM (i.e. 199903)	Component Block – <Instrument>
201	PutOrCall	int	No longer used as of FIX 4.3. Included here for reference to prior versions. *** REPLACED FIELD – See “Replaced Features and Supported Approach” *** Indicates whether an Option is for a put or call. Valid values: 0 = Put 1 = Call
202	StrikePrice	Price	Strike Price for an Option.	Component Block – <Instrument>
203	CoveredOrUncovered	int	Used for derivative products, such as options Valid values: 0 = Covered 1 = Uncovered	New Order – Single Order Cancel/Replace Request (aka Order Modification Request) New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List
204	CustomerOrFirm	int	No longer used as of FIX 4.3. Included here for reference to prior versions. *** REPLACED FIELD – See “Replaced Features and Supported Approach” *** Used for options when delivering the order to an execution system – exchange to specify if the order is for a customer or the firm placing the order itself. Valid values: 0 = Customer 1 = Firm
205	MaturityDay	day-of-month	No longer used as of FIX 4.3. Included here for reference to prior versions. *** REPLACED FIELD – See “Replaced Features and Supported Approach” *** Day of month used in conjunction with MaturityMonthYear to specify the maturity date for SecurityType=FUT or SecurityType=OPT. Valid values: 1-31
206	OptAttribute	char	Can be used for SecurityType=OPT to identify a particular security. Valid values vary by SecurityExchange: *** REPLACED values – See “Replaced Features and Supported Approach” *** For Exchange: MONEP (Paris) L = Long (a.k.a. “American”) S = Short (a.k.a. “European”) For Exchanges: DTB (Frankfurt), HKSE (Hong Kong), and SOFFEX (Zurich) 0-9 = single digit “version” number assigned by exchange following capital adjustments (0=current, 1=prior, 2=prior to 1, etc).	Component Block – <Instrument>
207	SecurityExchange	Exchange	Market used to help identify a security. Valid values: See “Appendix 6-C”	Component Block – <Instrument>
208	NotifyBrokerOfCredit	Boolean	Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker). Valid values: Y = Details should be communicated N = Details should not be communicated	Allocation
209	AllocHandlInst	int	Indicates how the receiver (i.e. third party) of Allocation message should handle – process the account details. Valid values: 1 = Match 2 = Forward 3 = Forward and Match	Allocation
210	MaxShow	Qty	Maximum quantity (e.g. number of shares) within an order to be shown to other customers (i.e. sent via an IOI). (Prior to FIX 4.2 this field was of type int)	New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List
211	PegDifference	PriceOffset	Amount (signed) added to the price of the peg for a pegged order.	New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List
212	XmlDataLen	Length	Length of the XmlData data block.	Standard Message Header
213	XmlData	data	Actual XML data stream (e.g. FIXML). See approriate XML reference (e.g. FIXML). Note: may contain embedded SOH characters.	Standard Message Header
214	SettlInstRefID	String	Reference identifier for the SettlInstID with Cancel and Replace SettlInstTransType transaction types.	Settlement Instructions
215	NoRoutingIDs	NumInGroup	Number of repeating groups of RoutingID and RoutingType values. See Volume 3: “Pre-Trade Message Targeting – Routing”	Indication of Interest News Email
216	RoutingType	int	Indicates the type of RoutingID specified. Valid values: 1 = Target Firm 2 = Target List 3 = Block Firm 4 = Block List	Indication of Interest News Email
217	RoutingID	String	Assigned value used to identify a specific routing destination.	Indication of Interest News Email
218	Spread	PriceOffset	For Fixed Income. Either Swap Spread or Spread to Benchmark depending upon the order type. Spread to Benchmark: Basis points relative to a benchmark. To be expressed as “count of basis points” (vs. an absolute value). E.g. High Grade Corporate Bonds may express price as basis points relative to benchmark (the Benchmark field). Note: Basis points can be negative. Swap Spread: Target spread for a swap. (formerly named: SpreadToBenchmark prior to FIX 4.3)	Component Block – <SpreadOrBenchmarkCurveData>
219	Benchmark	char	*** DEPRECATED FIELD – See “Deprecated (Phased-out) Features and Supported Approach” *** For Fixed Income. Identifies the benchmark (e.g. used in conjunction with the Spread field). Valid values: 1 = CURVE 2 = 5-YR 3 = OLD-5 4 = 10-YR 5 = OLD-10 6 = 30-YR 7 = OLD-30 8 = 3-MO-LIBOR 9 = 6-MO-LIBOR	Indication of Interest
220	BenchmarkCurveCurrency	Currency	Identifies currency used for benchmark curve. See “Appendix 6-A: Valid Currency Codes” for information on obtaining valid values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	Component Block – <SpreadOrBenchmarkCurveData>
221	BenchmarkCurveName	String	Name of benchmark curve. Valid values: MuniAAA FutureSWAP LIBID LIBOR (London Inter-Bank Offers) OTHER SWAP Treasury Euribor Pfandbriefe (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	Component Block – <SpreadOrBenchmarkCurveData>
222	BenchmarkCurvePoint	String	Point on benchmark curve. Free form values: e.g. “1Y”, “7Y”, “INTERPOLATED”. Sample values: 1M = combination of a number between 1-12 and a “M” for month 1Y = combination of number between 1-100 and a “Y” for year} 10Y-OLD = see above, then add “-OLD” when appropriate INTERPOLATED = the point is mathematically derived 2 – 2031 5 3 – 8 = the point is stated via a combination of maturity month – year and coupon See Fixed Income-specific documentation at http: – – http://www.fixprotocol.org for additional values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	Component Block – <SpreadOrBenchmarkCurveData>
223	CouponRate	Percentage	For Fixed Income. Coupon rate of the bond. Will be zero for step-up bonds.	Component Block – <Instrument>
224	CouponPaymentDate	UTCDate	Date interest is to be paid. Used in identifying Corporate Bond issues. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	Component Block – <Instrument>
225	IssueDate	UTCDate	Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	Component Block – <Instrument>
226	RepurchaseTerm	int	Number of business days before repurchase of a repo. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	Component Block – <Instrument>
227	RepurchaseRate	Percentage	Percent of par at which a Repo will be repaid. Represented as a percent, e.g. .9525 represents 95-1 – 4 percent of par. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	Component Block – <Instrument>
228	Factor	float	Fraction for deriving Current face from Original face for TIPS, ABS or MBS Fixed Income securities. Note the fraction may be greater than, equal to or less than 1. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	Component Block – <Instrument>
229	TradeOriginationDate	UTCDate	Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	Quote Request Quote Request Reject New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) Order Cancel Reject New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) Cross Order Cancel Request New Order – List List Cancel Request Allocation
230	ExDate	UTCDate	The date when a distribution of interest is deducted from a securities assets or set aside for payment to bondholders. On the ex-date, the securities price drops by the amount of the distribution (plus or minus any market activity). (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	Execution Report Trade Capture Report
231	ContractMultiplier	float	Specifies the ratio or multiply factor to convert from “nominal” units (e.g. contracts) to total units (e.g. shares) (e.g. 1.0, 100, 1000, etc). Applicable For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the “nominal” (e.g. contracts vs. shares) amount.	Component Block – <Instrument>
232	NoStipulations	NumInGroup	Number of stipulation entries (Note tag # was reserved in FIX 4.1, added in FIX 4.3).	Component Block – <Stipulations>
233	StipulationType	String	For Fixed Income. Type of Stipulation. Values include: GEOG = Geographics ISSUE = Year of Issue LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed) MAT = Maturity Year PIECES = Number of Pieces PMAX = Pools Maximum PPM = Pools per Million PPL = Pools per Lot PPT = Pools per Trade PROD = Production Year TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed) WAC = Weighted Average Coupon (value in percent) WAL = Weighted Average Life (value in months) WALA = Weighted Average Loan Age (value in months) WAM = Weighted Average Maturity (value in months) or the following Prepayment Speeds SMM = Single Monthly Mortality CPR = Constant Prepayment Rate CPY = Constant Prepayment Yield CPP = Constant Prepayment Penalty ABS = Absolute Prepayment Speed MPR = Monthly Prepayment Rate PSA = % of BMA Prepayment Curve PPC = % of Prospectus Prepayment Curve MHP = % of Manufactured Housing Prepayment Curve HEP = final CPR of Home Equity Prepayment Curve Other types may be used by mutual agreement of the counterparties. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	Component Block – <Stipulations>
234	StipulationValue	String	For Fixed Income. Value of stipulation. The expression can be an absolute single value or a combination of values and logical operators: < value > value <= value >= value value value1 – value2 value1 OR value2 value1 AND value2 plus appropriate combinations of the above and other expressions by mutual agreement of the counterparties. Examples: “>=60”, “.25”, “ORANGE OR CONTRACOSTA”, etc. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	Component Block – <Stipulations>
235	YieldType	String	Type of yield. Valid values: AFTERTAX = After Tax Yield (Municipals) – The yield on the bond net of any tax consequences from holding the bond. The discount on municipal securities can be subject to both capital gains taxes and ordinary income taxes. Calculated from dollar price. ANNUAL = Annual Yield – The annual interest or dividend income an investment earns, expressed as a percentage of the investment’s total value. ATISSUE = Yield At Issue (Municipals) – The yield of the bond offered on the issue date. AVGLIFE = Yield To Average Life – The yield assuming that all sinks (mandatory and voluntary) are taken at par. This results in a faster paydown of debt; the yield is then calculated to the average life date. AVGMATURITY = Yield To Average Maturity – The yield achieved by substituting a bond’s average maturity for the issue’s final maturity date. BOOK = Book Yield – The yield of a security calculated by using its book value instead of the current market price. This term is typically used in the US domestic market. CALL = Yield to Next Call – The yield of a bond to the next possible call date. CHANGE = Yield Change Since Close – The change in the yield since the previous day’s closing yield. (…values continued in next row….) CLOSE = Closing Yield – The yield of a bond based on the closing price. COMPOUND = Compound Yield – The yield of certain Japanese bonds based on its price. Certain Japanese bonds have irregular first or last coupons, and the yield is calculated compound for these irregular periods. CURRENT = Current Yield – Annual interest on a bond divided by the market value. The actual income rate of return as opposed to the coupon rate expressed as a percentage. GROSS = True Gross Yield – Yield calculated using the price including accrued interest, where coupon dates are moved from holidays and weekends to the next trading day. GOVTEQUIV = Government Equivalent Yield – Ask yield based on semi-annual coupons compounding in all periods and actual – actual calendar. INFLATION = Yield with Inflation Assumption – Based on price, the return an investor would require on a normal bond that would make the real return equal to that of the inflation-indexed bond, assuming a constant inflation rate. INVERSEFLOATER = Inverse Floater Bond Yield – Inverse floater semi-annual bond equivalent rate. LASTCLOSE = Most Recent Closing Yield – The last available yield stored in history, computed using price. LASTMONTH = Closing Yield Most Recent Month – The yield of a bond based on the closing price as of the most recent month’s end. LASTQUARTER = Closing Yield Most Recent Quarter – The yield of a bond based on the closing price as of the most recent quarter’s end. LASTYEAR = Closing Yield Most Recent Year – The yield of a bond based on the closing price as of the most recent year’s end. LONGAVGLIFE = Yield to Longest Average Life – The yield assuming only mandatory sinks are taken. This results in a lower paydown of debt; the yield is then calculated to the final payment date. LONGEST = Yield to Longest Average (Sinking Fund Bonds) – The yield assuming only mandatory sinks are taken. This results in a slower paydown of debt; the yield is then calculated to the final payment date. MARK = Mark To Market Yield – An adjustment in the valuation of a securities portfolio to reflect the current market values of the respective securities in the portfolio. MATURITY = Yield to Maturity – The yield of a bond to its maturity date. NEXTREFUND = Yield To Next Refund (Sinking Fund Bonds) – Yield assuming all bonds are redeemed at the next refund date at the redemption price. OPENAVG = Open Average Yield – The average yield of the respective securities in the portfolio. PUT = Yield to Next Put – The yield to the date at which the bond holder can next put the bond to the issuer. PREVCLOSE = Previous Close Yield – The yield of a bond based on the closing price 1 day ago. PROCEEDS = Proceeds Yield – The CD equivalent yield when the remaining time to maturity is less than two years. SEMIANNUAL = Semi-annual Yield – The yield of a bond whose coupon payments are reinvested semi-annually SHORTAVGLIFE = Yield to Shortest Average Life – same as AVGLIFE above. SHORTEST = Yield to Shortest Average (Sinking Fund Bonds) – The yield assuming that all sinks (mandatory and voluntary) are taken. This results in a faster paydown of debt; the yield is then calculated to the final payment date. SIMPLE = Simple Yield – The yield of a bond assuming no reinvestment of coupon payments. (Act – 360 day count) TAXEQUIV = Tax Equivalent Yield – The after tax yield grossed up by the maximum federal tax rate of 39.6%. For comparison to taxable yields. TENDER = Yield to Tender Date – The yield on a Municipal bond to its mandatory tender date. TRUE = True Yield – The yield calculated with coupon dates moved from a weekend or holiday to the next valid settlement date. VALUE1 – 32 = Yield Value Of 1 – 32 – The amount that the yield will change for a 1 – 32nd change in price. WORST = Yield To Worst Convention – The lowest yield to all possible redemption date scenarios. (…values continued in next row….) (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	Component Block – <YieldData>
236	Yield	Percentage	Yield percentage. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	Component Block – <YieldData>
237	TotalTakedown	Amt	The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter’s spread. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	Execution Report Allocation Trade Capture Report
238	Concession	Amt	Provides the reduction in price for the secondary market in Muncipals. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	Execution Report Allocation Trade Capture Report
239	RepoCollateralSecurityType	int	Identifies the collateral used in the transaction. Valid values: see SecurityType (167) field (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	Component Block – <Instrument>
240	RedemptionDate	UTCDate	Return of investor’s principal in a security. Bond redemption can occur before maturity date. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	Component Block – <Instrument>
241	UnderlyingCouponPaymentDate	UTCDate	Underlying security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	Component Block – <UnderlyingInstrument>
242	UnderlyingIssueDate	UTCDate	Underlying security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	Component Block – <UnderlyingInstrument>
243	UnderlyingRepoCollateralSecurityType	int	Underlying security’s RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	Component Block – <UnderlyingInstrument>
244	UnderlyingRepurchaseTerm	int	Underlying security’s RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	Component Block – <UnderlyingInstrument>
245	UnderlyingRepurchaseRate	Percentage	Underlying security’s RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	Component Block – <UnderlyingInstrument>
246	UnderlyingFactor	float	Underlying security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	Component Block – <UnderlyingInstrument>
247	UnderlyingRedemptionDate	UTCDate	Underlying security’s RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	Component Block – <UnderlyingInstrument>
248	LegCouponPaymentDate	UTCDate	Multileg instrument’s individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	Component Block – <InstrumentLeg>
249	LegIssueDate	UTCDate	Multileg instrument’s individual leg security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	Component Block – <InstrumentLeg>
250	LegRepoCollateralSecurityType	int	Multileg instrument’s individual leg security’s RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	Component Block – <InstrumentLeg>
251	LegRepurchaseTerm	int	Multileg instrument’s individual leg security’s RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	Component Block – <InstrumentLeg>
252	LegRepurchaseRate	Percentage	Multileg instrument’s individual leg security’s RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	Component Block – <InstrumentLeg>
253	LegFactor	float	Multileg instrument’s individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	Component Block – <InstrumentLeg>
254	LegRedemptionDate	UTCDate	Multileg instrument’s individual leg security’s RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	Component Block – <InstrumentLeg>
255	CreditRating	String	An evaluation of a company’s ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody’s. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	Component Block – <Instrument>
256	UnderlyingCreditRating	String	Underlying security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	Component Block – <UnderlyingInstrument>
257	LegCreditRating	String	Multileg instrument’s individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	Component Block – <InstrumentLeg>
258	TradedFlatSwitch	Boolean	Driver and part of trade in the event that the Security Master file was wrong at the point of entry Valid Values: Y = Traded Flat N = Not Traded Flat (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	Execution Report
259	BasisFeatureDate	UTCDate	BasisFeatureDate allows requesting firms within fixed income the ability to request an alternative yield-to-worst, -maturity, -extended or other call. This flows through the confirm process. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	Execution Report
260	BasisFeaturePrice	Price	Price for BasisFeatureDate. See BasisFeatureDate (259) (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	Execution Report
261	Reserved-Allocated to the Fixed Income proposal
262	MDReqID	String	Unique identifier for Market Data Request	Market Data Request Market Data – Snapshot / Full Refresh Market Data – Incremental Refresh Market Data Request Reject
263	SubscriptionRequestType	char	Subscription Request Type Valid values: 0 = Snapshot 1 = Snapshot + Updates (Subscribe) 2 = Disable previous Snapshot + Update Request (Unsubscribe)	RFQ Request Quote Status Request Market Data Request Security Definition Request Security Types Security List Request Derivative Security List Request Derivative Security List Trading Session Status Request Trade Capture Report Request
264	MarketDepth	int	Depth of market for Book Snapshot Valid values: 0 = Full Book 1 = Top of Book N>1 = Report best N price tiers of data	Market Data Request
265	MDUpdateType	int	Specifies the type of Market Data update. Valid values: 0 = Full Refresh 1 = Incremental Refresh	Market Data Request
266	AggregatedBook	Boolean	Specifies whether or not book entries should be aggregated. Valid values: Y = one book entry per side per price N = Multiple entries per side per price allowed (Not specified) = broker option	Market Data Request
267	NoMDEntryTypes	NumInGroup	Number of MDEntryType fields requested.	Market Data Request
268	NoMDEntries	NumInGroup	Number of entries in Market Data message.	Market Data – Snapshot / Full Refresh Market Data – Incremental Refresh
269	MDEntryType	char	Type Market Data entry. Valid values: 0 = Bid 1 = Offer 2 = Trade 3 = Index Value 4 = Opening Price 5 = Closing Price 6 = Settlement Price 7 = Trading Session High Price 8 = Trading Session Low Price 9 = Trading Session VWAP Price A = Imbalance	Market Data Request Market Data – Snapshot / Full Refresh Market Data – Incremental Refresh
270	MDEntryPx	Price	Price of the Market Data Entry.	Market Data – Snapshot / Full Refresh Market Data – Incremental Refresh
271	MDEntrySize	Qty	Quantity represented by the Market Data Entry.	Market Data – Snapshot / Full Refresh Market Data – Incremental Refresh
272	MDEntryDate	UTCDate	Date of Market Data Entry.	Market Data – Snapshot / Full Refresh Market Data – Incremental Refresh
273	MDEntryTime	UTCTimeOnly	Time of Market Data Entry.	Market Data – Snapshot / Full Refresh Market Data – Incremental Refresh
274	TickDirection	char	Direction of the “tick”. Valid values: 0 = Plus Tick 1 = Zero-Plus Tick 2 = Minus Tick 3 = Zero-Minus Tick	Market Data – Snapshot / Full Refresh Market Data – Incremental Refresh
275	MDMkt	Exchange	Market posting quote – trade. Valid values: See “Appendix 6-C”	Market Data – Snapshot / Full Refresh Market Data – Incremental Refresh
276	QuoteCondition	MultipleValueString	Space-delimited list of conditions describing a quote. Valid values: A = Open – Active B = Closed – Inactive C = Exchange Best D = Consolidated Best E = Locked F = Crossed G = Depth H = Fast Trading I = Non-Firm	Market Data – Snapshot / Full Refresh Market Data – Incremental Refresh
277	TradeCondition	MultipleValueString	Space-delimited list of conditions describing a trade Valid values: A = Cash (only) Market B = Average Price Trade C = Cash Trade (same day clearing) D = Next Day (only) Market E = Opening – Reopening Trade Detail F = Intraday Trade Detail G = Rule 127 Trade (NYSE) H = Rule 155 Trade (Amex) I = Sold Last (late reporting) J = Next Day Trade (next day clearing) K = Opened (late report of opened trade) L = Seller M = Sold (out of sequence) N = Stopped Stock (guarantee of price but does not execute the order) P = Imbalance More Buyers (Cannot be used in combination with Q) Q = Imbalance More Sellers (Cannot be used in combination with P) R = Opening Price	Market Data – Snapshot / Full Refresh Market Data – Incremental Refresh
278	MDEntryID	String	Unique Market Data Entry identifier.	Market Data – Incremental Refresh
279	MDUpdateAction	char	Type of Market Data update action. Valid values: 0 = New 1 = Change 2 = Delete	Market Data – Incremental Refresh
280	MDEntryRefID	String	Refers to a previous MDEntryID.	Market Data – Incremental Refresh
281	MDReqRejReason	char	Reason for the rejection of a Market Data request. Valid values: 0 = Unknown symbol 1 = Duplicate MDReqID 2 = Insufficient Bandwidth 3 = Insufficient Permissions 4 = Unsupported SubscriptionRequestType 5 = Unsupported MarketDepth 6 = Unsupported MDUpdateType 7 = Unsupported AggregatedBook 8 = Unsupported MDEntryType 9 = Unsupported TradingSessionID A = Unsupported Scope B = Unsupported OpenCloseSettleFlag C = Unsupported MDImplicitDelete	Market Data Request Reject
282	MDEntryOriginator	String	Originator of a Market Data Entry	Market Data – Snapshot / Full Refresh Market Data – Incremental Refresh
283	LocationID	String	Identification of a Market Maker’s location	Market Data – Snapshot / Full Refresh Market Data – Incremental Refresh
284	DeskID	String	Identification of a Market Maker’s desk	Market Data – Snapshot / Full Refresh Market Data – Incremental Refresh
285	DeleteReason	char	Reason for deletion. Valid values: 0 = Cancelation – Trade Bust 1 = Error	Market Data – Incremental Refresh
286	OpenCloseSettleFlag	MultipleValueString	Flag that identifies a price. Valid values: 0 = Daily Open – Close – Settlement price 1 = Session Open – Close – Settlement price 2 = Delivery Settlement price 3 = Expected price 4 = Price from previous business day (Prior to FIX 4.3 this field was of type char)	Market Data Request Market Data – Snapshot / Full Refresh Market Data – Incremental Refresh
287	SellerDays	int	Specifies the number of days that may elapse before delivery of the security	Market Data – Snapshot / Full Refresh Market Data – Incremental Refresh
288	MDEntryBuyer	String	Buying party in a trade	Market Data – Snapshot / Full Refresh Market Data – Incremental Refresh
289	MDEntrySeller	String	Selling party in a trade	Market Data – Snapshot / Full Refresh Market Data – Incremental Refresh
290	MDEntryPositionNo	int	Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1.	Market Data – Snapshot / Full Refresh Market Data – Incremental Refresh
291	FinancialStatus	MultipleValueString	Identifies a firm’s financial status. Valid values: 1 = Bankrupt 2 = Pending delisting	Market Data – Snapshot / Full Refresh Market Data – Incremental Refresh Security Status
292	CorporateAction	MultipleValueString	Identifies the type of Corporate Action. Valid values: A = Ex-Dividend B = Ex-Distribution C = Ex-Rights D = New E = Ex-Interest	Market Data – Snapshot / Full Refresh Market Data – Incremental Refresh Security Status
293	DefBidSize	Qty	Default Bid Size.	Mass Quote
294	DefOfferSize	Qty	Default Offer Size.	Mass Quote
295	NoQuoteEntries	NumInGroup	The number of quote entries for a QuoteSet.	Quote Cancel Mass Quote Mass Quote Acknowledgement
296	NoQuoteSets	NumInGroup	The number of sets of quotes in the message.	Mass Quote Mass Quote Acknowledgement
297	QuoteStatus	int	Identifies the status of the quote acknowledgement. Valid values: 0 = Accepted 1 = Canceled for Symbol(s) 2 = Canceled for Security Type(s) 3 = Canceled for Underlying 4 = Canceled All 5 = Rejected 6 = Removed from Market 7 = Expired 8 = Query 9 = Quote Not Found 10 = Pending (formerly named: QuoteAckStatus prior to FIX 4.3)	Quote Status Report Mass Quote Acknowledgement
298	QuoteCancelType	int	Identifies the type of quote cancel. Valid Values: 1 = Cancel for Symbol(s) 2 = Cancel for Security Type(s) 3 = Cancel for Underlying Symbol 4 = Cancel All Quotes	Quote Cancel
299	QuoteEntryID	String	Uniquely identifies the quote as part of a QuoteSet.	Mass Quote Mass Quote Acknowledgement Market Data – Snapshot / Full Refresh Market Data – Incremental Refresh
300	QuoteRejectReason	int	Reason Quote was rejected: Valid Values: 1 = Unknown symbol (Security) 2 = Exchange(Security) closed 3 = Quote Request exceeds limit 4 = Too late to enter 5 = Unknown Quote 6 = Duplicate Quote 7 = Invalid bid – ask spread 8 = Invalid price 9 = Not authorized to quote security	Mass Quote Acknowledgement
301	QuoteResponseLevel	int	Level of Response requested from receiver of quote messages. Valid Values: 0 = No Acknowledgement (Default) 1 = Acknowledge only negative or erroneous quotes 2 = Acknowledge each quote messages	Quote Quote Cancel Mass Quote Mass Quote Acknowledgement
302	QuoteSetID	String	Unique id for the Quote Set.	Mass Quote Mass Quote Acknowledgement
303	QuoteRequestType	int	Indicates the type of Quote Request being generated Valid values: 1 = Manual 2 = Automatic	Quote Request Quote Request Reject RFQ Request
304	TotQuoteEntries	int	Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set.	Mass Quote Mass Quote Acknowledgement
305	UnderlyingSecurityIDSource	String	Underlying security’s SecurityIDSource. Valid values: see SecurityIDSource (22) field (formerly named: UnderlyingIDSource prior to FIX 4.3)	Component Block – <UnderlyingInstrument>
306	UnderlyingIssuer	String	Underlying security’s Issuer. See Issuer (106) field for description	Component Block – <UnderlyingInstrument>
307	UnderlyingSecurityDesc	String	Underlying security’s SecurityDesc. See SecurityDesc (107) field for description	Component Block – <UnderlyingInstrument>
308	UnderlyingSecurityExchange	Exchange	Underlying security’s SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207)	Component Block – <UnderlyingInstrument>
309	UnderlyingSecurityID	String	Underlying security’s SecurityID. See SecurityID (48) field for description	Component Block – <UnderlyingInstrument>
310	UnderlyingSecurityType	String	Underlying security’s SecurityType. Valid values: see SecurityType (167) field	Component Block – <UnderlyingInstrument>
311	UnderlyingSymbol	String	Underlying security’s Symbol. See Symbol (55) field for description	Component Block – <UnderlyingInstrument>
312	UnderlyingSymbolSfx	String	Underlying security’s SymbolSfx. See SymbolSfx (65) field for description	Component Block – <UnderlyingInstrument>
313	UnderlyingMaturityMonthYear	month-year	Underlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate field. See MaturityMonthYear (200) field for description	Component Block – <UnderlyingInstrument>
314	UnderlyingMaturityDay	day-of-month	No longer used as of FIX 4.3. Included here for reference to prior versions. *** REPLACED FIELD – See “Replaced Features and Supported Approach” *** Underlying security’s MaturityDay. See MaturityDay field for description
315	UnderlyingPutOrCall	int	No longer used as of FIX 4.3. Included here for reference to prior versions. *** REPLACED FIELD – See “Replaced Features and Supported Approach” *** Underlying security’s PutOrCall. See PutOrCall field for description	Component Block – <UnderlyingInstrument>
316	UnderlyingStrikePrice	Price	Underlying security’s StrikePrice. See StrikePrice (202) field for description	Component Block – <UnderlyingInstrument>
317	UnderlyingOptAttribute	char	Underlying security’s OptAttribute. See OptAttribute (206) field for description	Component Block – <UnderlyingInstrument>
318	Underlying Currency	Currency	Underlying security’s Currency. See Currency (15) field for description and valid values
319	RatioQty	Quantity	Quantity of a particular leg in the security.
320	SecurityReqID	String	Unique ID of a Security Definition Request.	Security Definition Request Security Definition Security Type Request Security Types Security List Request Security List Derivative Security List Request Derivative Security List
321	SecurityRequestType	int	Type of Security Definition Request. Valid values: 0 = Request Security identity and specifications 1 = Request Security identity for the specifications provided (Name of the security is not supplied) 2 = Request List Security Types 3 = Request List Securities (Can be qualified with Symbol, SecurityType, TradingSessionID, SecurityExchange. If provided then only list Securities for the specific type)	Security Definition Request
322	SecurityResponseID	String	Unique ID of a Security Definition message.	Security Definition Security Types Security List Derivative Security List
323	SecurityResponseType	int	Type of Security Definition message response. Valid values: 1 = Accept security proposal as is 2 = Accept security proposal with revisions as indicated in the message 3 = List of security types returned per request 4 = List of securities returned per request 5 = Reject security proposal 6 = Can not match selection criteria	Security Definition Security Types
324	SecurityStatusReqID	String	Unique ID of a Security Status Request message.	Derivative Security List Security Status
325	UnsolicitedIndicator	Boolean	Indicates whether or not message is being sent as a result of a subscription request or not. Valid values: Y = Message is being sent unsolicited N = Message is being sent as a result of a prior request	Security Status Trading Session Status
326	SecurityTradingStatus	int	Identifies the trading status applicable to the transaction. Valid values: 1 = Opening Delay 2 = Trading Halt 3 = Resume 4 = No Open – No Resume 5 = Price Indication 6 = Trading Range Indication 7 = Market Imbalance Buy 8 = Market Imbalance Sell 9 = Market On Close Imbalance Buy 10 = Market On Close Imbalance Sell 11 = (not assigned) 12 = No Market Imbalance 13 = No Market On Close Imbalance 14 = ITS Pre-Opening 15 = New Price Indication 16 = Trade Dissemination Time 17 = Ready to trade (start of session) 18 = Not Available for trading (end of session) 19 = Not Traded on this Market 20 = Unknown or Invalid 21 = Pre-Open 22 = Opening Rotation 23 = Fast Market	Security Status
327	HaltReason	char	Denotes the reason for the Opening Delay or Trading Halt. Valid values: I = Order Imbalance X = Equipment Changeover P = News Pending D = News Dissemination E = Order Influx M = Additional Information	Security Status
328	InViewOfCommon	Boolean	Indicates whether or not the halt was due to Common Stock trading being halted. Valid values: Y = Halt was due to common stock being halted N = Halt was not related to a halt of the common stock	Security Status
329	DueToRelated	Boolean	Indicates whether or not the halt was due to the Related Security being halted. Valid values: Y = Halt was due to related security being halted N = Halt was not related to a halt of the related security	Security Status
330	BuyVolume	Qty	Quantity bought.	Security Status
331	SellVolume	Qty	Quantity sold.	Security Status
332	HighPx	Price	Represents an indication of the high end of the price range for a security prior to the open or reopen	Security Status
333	LowPx	Price	Represents an indication of the low end of the price range for a security prior to the open or reopen	Security Status
334	Adjustment	int	Identifies the type of adjustment. Valid values: 1 = Cancel 2 = Error 3 = Correction	Security Status
335	TradSesReqID	String	Unique ID of a Trading Session Status message.	Trading Session Status Request Trading Session Status
336	TradingSessionID	String	Identifier for Trading Session Can be used to represent a specific market trading session (e.g. “PRE-OPEN”, “CROSS_2”, “AFTER-HOURS”, “TOSTNET1”, “TOSTNET2”, etc). Values should be bi-laterally agreed to between counterparties. Firms may register Trading Session values on the FIX website (presently a document maintained within “ECN and Exchanges” working group section).	Advertisement Quote Request Quote Request Reject RFQ Request Quote Quote Cancel Quote Status Request Quote Status Report Mass Quote Mass Quote Acknowledgement Mass Quote Acknowledgement Market Data Request Market Data – Snapshot / Full Refresh Market Data – Incremental Refresh Security Definition Request Security Definition Security Type Request Security Types Security List Request Security List Derivative Security List Request Derivative Security List Derivative Security List Security Status Trading Session Status Request Trading Session Status New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) Order Mass Cancel Request Order Mass Cancel Report Order Mass Status Request New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) Bid Request Bid Response New Order – List Allocation Settlement Instructions Trade Capture Report
337	ContraTrader	String	Identifies the trader (e.g. “badge number”) of the ContraBroker.	Execution Report
338	TradSesMethod	int	Method of trading Valid values: 1 = Electronic 2 = Open Outcry 3 = Two Party	Trading Session Status Request Trading Session Status
339	TradSesMode	int	Trading Session Mode Valid values: 1 = Testing 2 = Simulated 3 = Production	Trading Session Status Request Trading Session Status
340	TradSesStatus	int	State of the trading session. Valid values: 0 = Unknown 1 = Halted 2 = Open 3 = Closed 4 = Pre-Open 5 = Pre-Close 6 = Request Rejected	Trading Session Status
341	TradSesStartTime	UTCTimestamp	Starting time of the trading session	Trading Session Status
342	TradSesOpenTime	UTCTimestamp	Time of the opening of the trading session	Trading Session Status
343	TradSesPreCloseTime	UTCTimestamp	Time of the pre-closed of the trading session	Trading Session Status
344	TradSesCloseTime	UTCTimestamp	Closing time of the trading session	Trading Session Status
345	TradSesEndTime	UTCTimestamp	End time of the trading session	Trading Session Status
346	NumberOfOrders	int	Number of orders in the market.	Market Data – Snapshot / Full Refresh Market Data – Incremental Refresh
347	MessageEncoding	String	Type of message encoding (non-ASCII (non-English) characters) used in a message’s “Encoded” fields. Valid values: ISO-2022-JP (for using JIS) EUC-JP (for using EUC) Shift_JIS (for using SJIS) UTF-8 (for using Unicode)	Standard Message Header
348	EncodedIssuerLen	Length	Byte length of encoded (non-ASCII characters) EncodedIssuer field.	Component Block – <Instrument>
349	EncodedIssuer	data	Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the Issuer field.	Component Block – <Instrument>
350	EncodedSecurityDescLen	Length	Byte length of encoded (non-ASCII characters) EncodedSecurityDesc field.	Component Block – <Instrument>
351	EncodedSecurityDesc	data	Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the SecurityDesc field.	Component Block – <Instrument>
352	EncodedListExecInstLen	Length	Byte length of encoded (non-ASCII characters) EncodedListExecInst field.	New Order – List
353	EncodedListExecInst	data	Encoded (non-ASCII characters) representation of the ListExecInst field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the ListExecInst field.	New Order – List
354	EncodedTextLen	Length	Byte length of encoded (non-ASCII characters) EncodedText field.	Business Message Reject Reject Logout Advertisement Indication of Interest News Email Quote Request Quote Request Reject Quote Market Data – Snapshot / Full Refresh Market Data – Incremental Refresh Market Data Request Reject Security Definition Request Security Definition Security Type Request Security Types Security List Request Security List Derivative Security List Request Derivative Security List Security Status Trading Session Status New Order – Single Execution Report Dont Know Trade (DK) Order Cancel/Replace Request (aka Order Modification Request) Order Cancel Request Order Cancel Reject Order Mass Cancel Request Order Mass Cancel Report New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) Cross Order Cancel Request New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) Bid Request Bid Response New Order – List List Strike Price List Status List Execute List Cancel Request List Status Request Allocation Allocation ACK Trade Capture Report Request Trade Capture Report
355	EncodedText	data	Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the Text field.	Business Message Reject Reject Logout Advertisement Indication of Interest News Email Quote Request Quote Request Reject Quote Market Data – Snapshot / Full Refresh Market Data – Incremental Refresh Market Data Request Reject Security Definition Request Security Definition Security Type Request Security Types Security List Request Security List Derivative Security List Request Derivative Security List Security Status Trading Session Status New Order – Single Execution Report Dont Know Trade (DK) Order Cancel/Replace Request (aka Order Modification Request) Order Cancel Request Order Cancel Reject Order Mass Cancel Request Order Mass Cancel Report New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) Cross Order Cancel Request New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) Bid Request Bid Response New Order – List List Strike Price List Status List Execute List Cancel Request List Status Request Allocation Allocation ACK Trade Capture Report
356	EncodedSubjectLen	Length	Byte length of encoded (non-ASCII characters) EncodedSubject field.	Email
357	EncodedSubject	data	Encoded (non-ASCII characters) representation of the Subject field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the Subject field.	Email
358	EncodedHeadlineLen	Length	Byte length of encoded (non-ASCII characters) EncodedHeadline field.	News
359	EncodedHeadline	data	Encoded (non-ASCII characters) representation of the Headline field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the Headline field.	News
360	EncodedAllocTextLen	Length	Byte length of encoded (non-ASCII characters) EncodedAllocText field.	Allocation
361	EncodedAllocText	data	Encoded (non-ASCII characters) representation of the AllocText field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the AllocText field.	Allocation
362	EncodedUnderlyingIssuerLen	Length	Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer field.	Component Block – <UnderlyingInstrument>
363	EncodedUnderlyingIssuer	data	Encoded (non-ASCII characters) representation of the UnderlyingIssuer field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.	Component Block – <UnderlyingInstrument>
364	EncodedUnderlyingSecurityDescLen	Length	Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc field.	Component Block – <UnderlyingInstrument>
365	EncodedUnderlyingSecurityDesc	data	Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field.	Component Block – <UnderlyingInstrument>
366	AllocPrice	Price	Executed price for an AllocAccount entry used when using “executed price” vs. “average price” allocations (e.g. Japan).	Allocation
367	QuoteSetValidUntilTime	UTCTimestamp	Indicates expiration time of this particular QuoteSet (always expressed in UTC (Universal Time Coordinated, also known as “GMT”)	Mass Quote
368	QuoteEntryRejectReason	int	Reason Quote Entry was rejected: Valid values: 1 = Unknown symbol (Security) 2 = Exchange(Security) closed 3 = Quote exceeds limit 4 = Too late to enter 5 = Unknown Quote 6 = Duplicate Quote 7 = Invalid bid – ask spread 8 = Invalid price 9 = Not authorized to quote security	Mass Quote Acknowledgement
369	LastMsgSeqNumProcessed	SeqNum	The last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading engine or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.	Standard Message Header
370	OnBehalfOfSendingTime	UTCTimestamp	*** DEPRECATED FIELD – See “Deprecated (Phased-out) Features and Supported Approach” *** Used when a message is sent via a “hub” or “service bureau”. If A sends to Q (the hub) who then sends to B via a separate FIX session, then when Q sends to B the value of this field should represent the SendingTime on the message A sent to Q. (always expressed in UTC (Universal Time Coordinated, also known as “GMT”)	Standard Message Header
371	RefTagID	int	The tag number of the FIX field being referenced.	Reject
372	RefMsgType	String	The MsgType of the FIX message being referenced.	Business Message Reject Logon Reject
373	SessionRejectReason	int	Code to identify reason for a session-level Reject message. Valid values: 0 = Invalid tag number 1 = Required tag missing 2 = Tag not defined for this message type 3 = Undefined Tag 4 = Tag specified without a value 5 = Value is incorrect (out of range) for this tag 6 = Incorrect data format for value 7 = Decryption problem 8 = Signature problem 9 = CompID problem 10 = SendingTime accuracy problem 11 = Invalid MsgType 12 = XML Validation error 13 = Tag appears more than once 14 = Tag specified out of required order 15 = Repeating group fields out of order 16 = Incorrect NumInGroup count for repeating group 17 = Non “data” value includes field delimiter (SOH character)	Reject
374	BidRequestTransType	char	Identifies the Bid Request message type. Valid values: N = New C = Cancel	Bid Request
375	ContraBroker	String	Identifies contra broker. Standard NASD market-maker mnemonic is preferred.	Execution Report
376	ComplianceID	String	ID used to represent this transaction for compliance purposes (e.g. OATS reporting).	New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) Order Cancel Request New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) Cross Order Cancel Request New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List Trade Capture Report
377	SolicitedFlag	Boolean	Indicates whether or not the order was solicited. Valid values: Y = Was solcitied N = Was not solicited	New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List Trade Capture Report
378	ExecRestatementReason	int	Code to identify reason for an ExecutionRpt message sent with ExecType=Restated or used when communicating an unsolicited cancel. Valid values: 0 = GT Corporate action 1 = GT renewal – restatement (no corporate action) 2 = Verbal change 3 = Repricing of order 4 = Broker option 5 = Partial decline of OrderQty (e.g. exchange-initiated partial cancel) 6 = Cancel on Trading Halt 7 = Cancel on System Failure 8 = Market (Exchange) Option	Execution Report Trade Capture Report
379	BusinessRejectRefID	String	The value of the business-level “ID” field on the message being referenced.	Business Message Reject
380	BusinessRejectReason	int	Code to identify reason for a Business Message Reject message. Valid values: 0 = Other 1 = Unkown ID 2 = Unknown Security 3 = Unsupported Message Type 4 = Application not available 5 = Conditionally Required Field Missing 6 = Not authorized 7 = DeliverTo firm not available at this time	Business Message Reject
381	GrossTradeAmt	Amt	Total amount traded (e.g. CumQty * AvgPx) expressed in units of currency.	Execution Report Allocation Trade Capture Report
382	NoContraBrokers	NumInGroup	The number of ContraBroker entries.	Execution Report
383	MaxMessageSize	Length	Maximum number of bytes supported for a single message.	Logon
384	NoMsgTypes	NumInGroup	Number of MsgTypes in repeating group.	Logon
385	MsgDirection	char	Specifies the direction of the messsage. Valid values: S = Send R = Receive	Logon
386	NoTradingSessions	NumInGroup	Number of TradingSessionIDs in repeating group.	Market Data Request New Order – Single Order Cancel/Replace Request (aka Order Modification Request) New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List
387	TotalVolumeTraded	Qty	Total volume (quantity) traded.	Market Data – Snapshot / Full Refresh Market Data – Incremental Refresh Trading Session Status
388	DiscretionInst	char	Code to identify the price a DiscretionOffset is related to and should be mathematically added to. Valid values: 0 = Related to displayed price 1 = Related to market price 2 = Related to primary price 3 = Related to local primary price 4 = Related to midpoint price 5 = Related to last trade price	New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List
389	DiscretionOffset	PriceOffset	Amount (signed) added to the “related to” price specified via DiscretionInst.	New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List
390	BidID	String	Unique identifier for Bid Response as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day.	Bid Request Bid Response New Order – List List Execute
391	ClientBidID	String	Unique identifier for a Bid Request as assigned by institution. Uniqueness must be guaranteed within a single trading day.	Bid Request Bid Response New Order – List List Execute
392	ListName	String	Descriptive name for list order.	Bid Request
393	TotalNumSecurities	int	Total number of securities.	Security List Derivative Security List Bid Request
394	BidType	int	Code to identify the type of Bid Request. Valid values: 1 = “Non Disclosed” Style (e.g. US – European) 2 = “Disclosed” Style (e.g. Japanese) 3 = No Bidding Process	Bid Request New Order – List
395	NumTickets	int	Total number of tickets.	Bid Request
396	SideValue1	Amt	Amounts in currency	Bid Request
397	SideValue2	Amt	Amounts in currency	Bid Request
398	NoBidDescriptors	NumInGroup	Number of BidDescriptor entries.	Bid Request
399	BidDescriptorType	int	Code to identify the type of BidDescriptor. Valid values: 1 = Sector 2 = Country 3 = Index	Bid Request
400	BidDescriptor	String	BidDescriptor value. Usage depends upon BidDescriptorType. If BidDescriptorType =1 Industrials etc – Free text If BidDescriptorType =2 “FR” etc – ISO Country Codes If BidDescriptorType =3 FT100, FT250, STOX – Free text	Bid Request
401	SideValueInd	int	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. Valid values: 1 = SideValue1 2 = SideValue 2	Bid Request New Order – List
402	LiquidityPctLow	Percentage	Liquidity indicator or lower limit if TotalNumSecurities > 1. Represented as a percentage.	Bid Request
403	LiquidityPctHigh	Percentage	Upper liquidity indicator if TotalNumSecurities > 1. Represented as a percentage.	Bid Request
404	LiquidityValue	Amt	Value between LiquidityPctLow and LiquidityPctHigh in Currency	Bid Request
405	EFPTrackingError	Percentage	Eg Used in EFP trades 12% (EFP – Exchange for Physical ). Represented as a percentage.	Bid Request
406	FairValue	Amt	Used in EFP trades	Bid Request Bid Response
407	OutsideIndexPct	Percentage	Used in EFP trades. Represented as a percentage.	Bid Request
408	ValueOfFutures	Amt	Used in EFP trades	Bid Request
409	LiquidityIndType	int	Code to identify the type of liquidity indicator. Valid values: 1 = 5day moving average 2 = 20 day moving average 3 = Normal Market Size 4 = Other	Bid Request
410	WtAverageLiquidity	Percentage	Overall weighted average liquidity expressed as a % of average daily volume. Represented as a percentage.	Bid Request
411	ExchangeForPhysical	Boolean	Indicates whether or not to exchange for phsyical. Valid values: Y = True N = False	Bid Request
412	OutMainCntryUIndex	Amt	Value of stocks in Currency	Bid Request
413	CrossPercent	Percentage	Percentage of program that crosses in Currency. Represented as a percentage.	Bid Request
414	ProgRptReqs	int	Code to identify the desired frequency of progress reports. Valid values: 1 = BuySide explicitly requests status using StatusRequest (Default) The sell-side firm can however, send a DONE status List Status Response in an unsolicited fashion 2 = SellSide periodically sends status using ListStatus. Period optionally specified in ProgressPeriod 3 = Real-time execution reports (to be discouraged)	Bid Request New Order – List
415	ProgPeriodInterval	int	Time in minutes between each ListStatus report sent by SellSide. Zero means don’t send status.	Bid Request New Order – List
416	IncTaxInd	int	Code to represent whether value is net (inclusive of tax) or gross. Valid values: 1 = Net 2 = Gross	Bid Request
417	NumBidders	int	Indicates the total number of bidders on the list	Bid Request
418	TradeType	char	Code to represent the type of trade. Valid values: R: Risk Trade G: VWAP Guarantee A: Agency J: Guaranteed Close	Bid Request
419	BasisPxType	char	Code to represent the basis price type. Valid values: 2 = Closing Price at morning session 3 = Closing Price 4 = Current price 5 = SQ 6 = VWAP through a day 7 = VWAP through a morning session 8 = VWAP through an afternoon session 9 = VWAP through a day except “YORI” (an opening auction) A = VWAP through a morning session except “YORI” (an opening auction) B = VWAP through an afternoon session except “YORI” (an opening auction) C = Strike D = Open Z = Others	Bid Request
420	NoBidComponents	NumInGroup	Indicates the number of list entries.	Bid Request Bid Response
421	Country	Country	ISO Country Code in field	Bid Response
422	TotNoStrikes	int	Total number of strike price entries across all messages. Should be the sum of all NoStrikes in each message that has repeating strike price entries related to the same ListID. Used to support fragmentation.	List Strike Price
423	PriceType	int	Code to represent the price type. Valid values: 1 = Percentage 2 = per share (e.g. cents per share) 3 = Fixed Amount (absolute value) 4 = discount – percentage points below par 5 = premium – percentage points over par 6 = basis points relative to benchmark 7 = TED price (see “Volume 1 – Glossary”) 8 = TED yield (see “Volume 1 – Glossary”)	Indication of Interest Quote Request Quote Request Reject New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) Bid Response New Order – List Allocation
424	DayOrderQty	Qty	For GT orders, the OrderQty less all quantity (adjusted for stock splits) that traded on previous days. DayOrderQty = OrderQty – (CumQty – DayCumQty)	Execution Report
425	DayCumQty	Qty	Quantity on a GT order that has traded today.	Execution Report
426	DayAvgPx	Price	The average price for quantity on a GT order that has traded today.	Execution Report
427	GTBookingInst	int	Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate. Valid values: 0 = book out all trades on day of execution 1 = accumulate executions until order is filled or expires 2 = accumulate until verbally notified otherwise	New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List
428	NoStrikes	NumInGroup	Number of list strike price entries.	List Strike Price
429	ListStatusType	int	Code to represent the price type. Valid values: 1 = Ack 2 = Response 3 = Timed 4 = ExecStarted 5 = AllDone 6 = Alert	List Status
430	NetGrossInd	int	Code to represent whether value is net (inclusive of tax) or gross. Valid values: 1 = Net 2 = Gross	Bid Request Bid Response
431	ListOrderStatus	int	Code to represent the status of a list order. Valid values: 1 = InBiddingProcess 2 = ReceivedForExecution 3 = Executing 4 = Canceling 5 = Alert 6 = All Done 7 = Reject	List Status
432	ExpireDate	LocalMktDate	Date of order expiration (last day the order can trade), always expressed in terms of the local market date. The time at which the order expires is determined by the local market’s business practices	Market Data – Snapshot / Full Refresh Market Data – Incremental Refresh New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List
433	ListExecInstType	char	Identifies the type of ListExecInst. Valid values: 1 = Immediate 2 = Wait for Execute Instruction (e.g. a List Execute message or phone call before proceeding with execution of the list) 3 = Exchange – switch CIV order – Sell driven 4 = Exchange – switch CIV order – Buy driven, cash top-up (i.e. additional cash will be provided to fulfil the order) 5 = Exchange – switch CIV order – Buy driven, cash withdraw (i.e. additional cash will not be provided to fulfil the order)	New Order – List
434	CxlRejResponseTo	char	Identifies the type of request that a Cancel Reject is in response to. Valid values: 1 = Order Cancel Request 2 = Order Cancel – Replace Request	Order Cancel Reject
435	UnderlyingCouponRate	Percentage	Underlying security’s CouponRate. See CouponRate (223) field for description	Component Block – <UnderlyingInstrument>
436	UnderlyingContractMultiplier	float	Underlying security’s ContractMultiplier. See ContractMultiplier (231) field for description	Component Block – <UnderlyingInstrument>
437	ContraTradeQty	Qty	Quantity traded with the ContraBroker.	Execution Report
438	ContraTradeTime	UTCTimestamp	Identifes the time of the trade with the ContraBroker. (always expressed in UTC (Universal Time Coordinated, also known as “GMT”)	Execution Report
439	ClearingFirm	String	No longer used as of FIX 4.3. Included here for reference to prior versions. *** REPLACED FIELD – See “Replaced Features and Supported Approach” *** Firm that will clear the trade. Used if different from the executing firm.
440	ClearingAccount	String	No longer used as of FIX 4.3. Included here for reference to prior versions. *** REPLACED FIELD – See “Replaced Features and Supported Approach” *** Supplemental accounting information forwared to clearing house – firm.
441	LiquidityNumSecurities	int	Number of Securites between LiquidityPctLow and LiquidityPctHigh in Currency.	Bid Request
442	MultiLegReportingType	char	Used to indicate what an Execution Report represents (e.g. used with multi-leg securiteis, such as option strategies, spreads, etc.). Valid Values: 1 = Single Security (default if not specified) 2 = Individual leg of a multi-leg security 3 = Multi-leg security	Execution Report Trade Capture Report
443	StrikeTime	UTCTimestamp	The time at which current market prices are used to determine the value of a basket.	Bid Request
444	ListStatusText	String	Free format text string related to List Status.	List Status
445	EncodedListStatusTextLen	Length	Byte length of encoded (non-ASCII characters) EncodedListStatusText field.	List Status
446	EncodedListStatusText	data	Encoded (non-ASCII characters) representation of the ListStatusText field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the ListStatusText field.	List Status
447	PartyIDSource	char	Identifies class or source of the PartyID value. Required if PartyID is specified. Note: applicable values depend upon PartyRole specified. See “Appendix 6-G – Use of <Parties> Component Block” Valid values: Applicable to all PartyRoles unless otherwise specified: B = BIC (Bank Identification Code-Swift managed) code (ISO 9362 – See “Appendix 6-B”) C = Generally accepted market participant identifier (e.g. NASD mnemonic) D = Proprietary – Custom code E = ISO Country Code F = Settlement Entity Location (note if Local Market Settlement use “E = ISO Country Code”) (see “Appendix 6-G” for valid values) For PartyRole=”Investor ID” and for Equities: 1 = Korean Investor ID 2 = Taiwanese Qualified Foreign Investor ID QFII – FID 3 = Taiwanese Trading Account 4 = Malaysian Central Depository (MCD) number 5 = Chinese B Share (Shezhen and Shanghai) See Volume 4: “Example Usage of PartyRole=”Investor ID” ” For PartyRole=”Investor ID” and for CIV: 6 = UK National Insurance or Pension Number 7 = US Social Security Number 8 = US Employer Identification Number 9 = Australian Business Number A = Australian Tax File Number	Component Block – <Parties>
448	PartyID	String	Party identifier – code. See PartyIDSource (447) and PartyRole (452). See “Appendix 6-G – Use of <Parties> Component Block”	Component Block – <Parties>
449	TotalVolumeTradedDate	UTCDate	Date of TotalVolumeTraded.	Market Data – Snapshot / Full Refresh Market Data – Incremental Refresh
450	TotalVolumeTraded Time	UTCTimeOnly	Time of TotalVolumeTraded.	Market Data – Snapshot / Full Refresh Market Data – Incremental Refresh
451	NetChgPrevDay	PriceOffset	Net change from previous day’s closing price vs. last traded price.	Market Data – Snapshot / Full Refresh Market Data – Incremental Refresh
452	PartyRole	int	Identifies the type or role of the PartyID specified. See “Appendix 6-G – Use of <Parties> Component Block” Valid values: 1 = Executing Firm (formerly FIX 4.2 ExecBroker) 2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit) 3 = Client ID (formerly FIX 4.2 ClientID) 4 = Clearing Firm (formerly FIX 4.2 ClearingFirm) 5 = Investor ID 6 = Introducing Firm 7 = Entering Firm 8 = Locate – Lending Firm (for short-sales) 9 = Fund manager Client ID (for CIV) 10 = Settlement Location (formerly FIX 4.2 SettlLocation) 11 = Order Origination Trader (associated with Order Origination Firm – e.g. trader who initiates – submits the order) 12 = Executing Trader (associated with Executing Firm – actually executes) 13 = Order Origination Firm (e.g. buyside firm) 14 = Giveup Clearing Firm (firm to which trade is given up) 15 = Correspondant Clearing Firm 16 = Executing System 17 = Contra Firm 18 = Contra Clearing Firm 19 = Sponsoring Firm 20 = Underlying Contra Firm (see Volume 1: “Glossary” for value definitions)	Component Block – <Parties>
453	NoPartyIDs	NumInGroup	Number of PartyID, PartyIDSource, and PartyRole entries	Component Block – <Parties>
454	NoSecurityAltID	NumInGroup	Number of SecurityAltID entries.	Component Block – <Instrument>
455	SecurityAltID	String	Alternate Security identifier value for this security of SecurityAltIDSource type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.	Component Block – <Instrument>
456	SecurityAltIDSource	String	Identifies class or source of the SecurityAltID value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource field	Component Block – <Instrument>
457	NoUnderlyingSecurityAltID	NumInGroup	Number of UnderlyingSecurityAltID entries.	Component Block – <UnderlyingInstrument>
458	UnderlyingSecurityAltID	String	Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.	Component Block – <UnderlyingInstrument>
459	UnderlyingSecurityAltIDSource	String	Identifies class or source of the UnderlyingSecurityAltID value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field	Component Block – <UnderlyingInstrument>
460	Product	int	Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields. Valid values: 1 = AGENCY 2 = COMMODITY 3 = CORPORATE 4 = CURRENCY 5 = EQUITY 6 = GOVERNMENT 7 = INDEX 8 = LOAN 9 = MONEYMARKET 10 = MORTGAGE 11 = MUNICIPAL 12 = OTHER	Component Block – <Instrument> Security Types
461	CFICode	String	Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. ISO 10962 is maintained by ANNA (Association of National Numbering Agencies) acting as Registration Authority. See “Appendix 6-B FIX Fields Based Upon Other Standards”. See also the Product (460) and SecurityType (167) fields. It is recommended that CFICode be used instead of SecurityType (167) for non-Fixed Income instruments. A subset of possible values applicable to FIX usage are identified in “Appendix 6-D CFICode Usage – ISO 10962 Classification of Financial Instruments (CFI code)”	Component Block – <Instrument> Security Types
462	UnderlyingProduct	int	Underlying security’s Product. Valid values: see Product(460) field	Component Block – <UnderlyingInstrument>
463	UnderlyingCFICode	String	Underlying security’s CFICode. Valid values: see CFICode (461)field	Component Block – <UnderlyingInstrument>
464	TestMessageIndicator	Boolean	Indicates whether or not this FIX Session is a “test” vs. “production” connection. Useful for preventing “accidents”. Valid values: Y = True (Test) N = False (Production)	Logon
465	QuantityType	int	Designates the type of quantities (e.g. OrderQty) specified. Used for MBS and TIPS Fixed Income security types. Valid values: 1 = SHARES 2 = BONDS 3 = CURRENTFACE 4 = ORIGINALFACE 5 = CURRENCY 6 = CONTRACTS 7 = OTHER 8 = PAR (see “Volume 1 – Glossary”)	Indication of Interest Quote Request Quote Request Reject New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List
466	BookingRefID	String	Common reference passed to a post-trade booking process (e.g. industry matching utility).	Allocation
467	IndividualAllocID	String	Unique identifier for a specific NoAllocs repeating group instance (e.g. for an AllocAccount).	New Order – Single Order Cancel/Replace Request (aka Order Modification Request) New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List Allocation Settlement Instructions
468	RoundingDirection	char	Specifies which direction to round For CIV – indicates whether or not the quantity of shares – units is to be rounded and in which direction where OrderCashAmt or (for CIV only) OrderPercent are specified on an order. Valid values are: 0 = Round to nearest 1 = Round down 2 = Round up The default is for rounding to be at the discretion of the executing broker or fund manager. e.g. for an order specifying CashOrdQty or OrderPercent if the calculated number of shares – units was 325.76 and RoundingModulus was 10 – “round down” would give 320 units, “round up” would give 330 units and “round to nearest” would give 320 units.	Component Block – <OrderQtyData>
469	RoundingModulus	float	For CIV – a float value indicating the value to which rounding is required. i.e. 10 means round to a multiple of 10 units – shares; 0.5 means round to a multiple of 0.5 units – shares. The default, if RoundingDirection is specified without RoundingModulus, is to round to a whole unit – share.	Component Block – <OrderQtyData>
470	CountryOfIssue	Country	ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness.	Component Block – <Instrument>
471	StateOrProvinceOfIssue	String	A two-character state or province abbreviation.	Component Block – <Instrument>
472	LocaleOfIssue	String	Identifies the locale. For Municipal Security Issuers other than state or province. Refer to http: – – http://www.atmos.albany.edu – cgi – stagrep-cgi Reference the IATA city codes for values. Note IATA (International Air Transport Association) maintains the codes at http://www.iata.org. See “Volume 7 – PRODUCT: FIXED INCOME” for example.	Component Block – <Instrument>
473	NoRegistDtls	NumInGroup	The number of registration details on a Registration Instructions message	Registration Instructions
474	MailingDtls	String	Set of Correspondence address details, possibly including phone, fax, etc.	Registration Instructions
475	InvestorCountryOfResidence	Country	The ISO 3166 Country code (2 character) identifying which country the beneficial investor is resident for tax purposes.	Registration Instructions
476	PaymentRef	String	“Settlement Payment Reference” – A free format Payment reference to assist with reconciliation, e.g. a Client and – or Order ID number.	Settlement Instructions
477	DistribPaymentMethod	int	A code identifying the payment method for a (fractional) distribution. 1 = CREST 2 = NSCC 3 = Euroclear 4 = Clearstream 5 = Cheque 6 = Telegraphic Transfer 7 = FedWire 8 = Direct Credit (BECS, BACS) 9 = ACH Credit 10 = BPAY 11 = High Value Clearing System (HVACS) 12 = Reinvest in fund 13 through 998 are reserved for future use Values above 1000 are available for use by private agreement among counterparties	Registration Instructions
478	CashDistribCurr	Currency	Specifies currency to be use for Cash Distributions- see “Appendix 6-A; Valid Currency Codes”.	Registration Instructions
479	CommCurrency	Currency	Specifies currency to be use for Commission if the Commission currency is different from the Deal Currency – see “Appendix 6-A; Valid Currency Codes”.	Component Block – <CommissionData>
480	CancellationRights	char	For CIV – A one character code identifying whether Cancellation rights – Cooling off period applies. Valid values are: Y = Yes N = No – execution only M = No – waiver agreement O = No – institutional.	New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List
481	MoneyLaunderingStatus	char	For CIV – A one character code identifying Money laundering status. Valid values: Y = Passed N = Not checked 1 = Exempt – Below The Limit 2 = Exempt – Client Money Type Exemption 3 = Exempt – Authorised Credit or Financial Institution.	New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List
482	MailingInst	String	Free format text to specify mailing instruction requirements, e.g. “no third party mailings”.	Registration Instructions
483	TransBkdTime	UTCTimestamp	For CIV A date and time stamp to indicate the time a CIV order was booked by the fund manager.	Execution Report Trade Capture Report
484	ExecPriceType	char	For CIV – Identifies how the execution price LastPx was calculated from the fund unit – share price(s) calculated at the fund valuation point. Valid values are: B = Bid price C = Creation price D = Creation price plus adjustment % E = Creation price plus adjustment amount O = Offer price P = Offer price minus adjustment % Q = Offer price minus adjustment amount S = Single price	Execution Report
485	ExecPriceAdjustment	float	For CIV the amount or percentage by which the fund unit – share price was adjusted, as indicated by ExecPriceType	Execution Report
486	DateOfBirth	LocalMktDate	The date of birth applicable to the individual, e.g. required to open some types of tax-exempt account.	Registration Instructions
487	TradeReportTransType	char	Identifies Trade Report message transaction type Valid values: N = New C = Cancel R = Replace	Trade Capture Report
488	CardHolderName	String	The name of the payment card holder as specified on the card being used for payment.	Settlement Instructions
489	CardNumber	String	The number of the payment card as specified on the card being used for payment.	Settlement Instructions
490	CardExpDate	LocalMktDate	The expiry date of the payment card as specified on the card being used for payment.	Settlement Instructions
491	CardIssNo	String	The issue number of the payment card as specified on the card being used for payment. This is only applicable to certain types of card.
492	PaymentMethod	int	A code identifying the Settlement payment method. 1 = CREST 2 = NSCC 3 = Euroclear 4 = Clearstream 5 = Cheque 6 = Telegraphic Transfer 7 = FedWire 8 = Debit Card 9 = Direct Debit (BECS) 10 = Direct Credit (BECS) 11 = Credit Card 12 = ACH Debit 13 = ACH Credit 14 = BPAY 15 = High Value Clearing System (HVACS) 16 through 998 are reserved for future use Values above 1000 are available for use by private agreement among counterparties	Settlement Instructions
493	RegistAcctType	String	For CIV – a fund manager-defined code identifying which of the fund manager’s account types is required.	Registration Instructions
494	Designation	String	Free format text defining the designation to be associated with a holding on the register. Used to identify assets of a specific underlying investor using a common registration, e.g. a broker’s nominee or street name.	New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List
495	TaxAdvantageType	int	For CIV – a code identifying the type of tax exempt account in which purchased shares – units are to be held. 0=None – Not Applicable (default) 1 = Maxi ISA (UK) 2 = TESSA (UK) 3 = Mini Cash ISA (UK) 4 = Mini Stocks and Shares ISA (UK) 5 = Mini Insurance ISA (UK) 6 = Current year payment (US) 7 = Prior year payment (US) 8 = Asset transfer (US) 9 = Employee – prior year (US) 10 = Employee – current year (US) 11 = Employer – prior year (US) 12 = Employer – current year (US) 13 = Non-fund prototype IRA (US) 14 = Non-fund qualified plan (US) 15 = Defined contribution plan (US) 16 = Individual Retirement Account (US) 17 = Individual Retirement Account – Rollover (US) 18 = KEOGH (US) 19 = Profit Sharing Plan (US) 20 = 401K (US) 21 = Self-Directed IRA (US) 22 = 403(b) (US) 23 = 457 (US) 24 = Roth IRA (fund prototype) (US) 25 = Roth IRA (non-prototype) (US) 26 = Roth Conversion IRA (fund prototype) (US) 27 = Roth Conversion IRA (non-prototype) (US) 28 = Education IRA (fund prototype) (US) 29 = Education IRA (non-prototype) (US) 30 – 998 are reserved for future use by recognized taxation authorities 999=Other values above 1000 are available for use by private agreement among counterparties	Registration Instructions
496	RegistRejReasonText	String	Text indicating reason(s) why a Registration Instruction has been rejected.	Registration Instructions Response
497	FundRenewWaiv	char	A one character code identifying whether the Fund based renewal commission is to be waived. Valid values are: Y = Yes N = No	Component Block – <CommissionData>
498	CashDistribAgentName	String	Name of local agent bank if for cash distributions	Registration Instructions
499	CashDistribAgentCode	String	BIC (Bank Identification Code–Swift managed) code of agent bank for cash distributions	Registration Instructions
500	CashDistribAgentAcctNumber	String	Account number at agent bank for distributions.
501	CashDistribPayRef	String	Free format Payment reference to assist with reconciliation of distributions.	Registration Instructions
502	CashDistribAgentAcctName	String	Name of account at agent bank for distributions.	Registration Instructions
503	CardStartDate	LocalMktDate	The start date of the card as specified on the card being used for payment.	Settlement Instructions
504	PaymentDate	LocalMktDate	The date written on a cheque or date payment should be submitted to the relevant clearing system.	Settlement Instructions
505	PaymentRemitterID	String	Identifies sender of a payment, e.g. the payment remitter or a customer reference number.	Settlement Instructions
506	RegistStatus	char	Registration status as returned by the broker or (for CIV) the fund manager: A = Accepted R = Rejected H = Held N = Reminder – i.e. Registration Instructions are still outstanding	Registration Instructions Response
507	RegistRejReasonCode	int	Reason(s) why Registration Instructions has been rejected. Possible values of reason code include: 1 = Invalid – unacceptable Account Type 2 = Invalid – unacceptable Tax Exempt Type 3 = Invalid – unacceptable Ownership Type 4 = Invalid – unacceptable No Reg Detls 5 = Invalid – unacceptable Reg Seq No 6 = Invalid – unacceptable Reg Dtls 7 = Invalid – unacceptable Mailing Dtls 8 = Invalid – unacceptable Mailing Inst 9 = Invalid – unacceptable Investor ID 10 = Invalid – unacceptable Investor ID Source 11 = Invalid – unacceptable Date of Birth 12 = Invalid – unacceptable Investor Country Of Residence 13 = Invalid – unacceptable NoDistribInstns 14 = Invalid – unacceptable Distrib Percentage 15 = Invalid – unacceptable Distrib Payment Method 16 = Invalid – unacceptable Cash Distrib Agent Acct Name 17 = Invalid – unacceptable Cash Distrib Agent Code 18 = Invalid – unacceptable Cash Distrib Agent Acct Num The reason may be further amplified in the RegistRejReasonCode field.	Registration Instructions Response
508	RegistRefID	String	Reference identifier for the RegistID with Cancel and Replace RegistTransType transaction types.	Registration Instructions Registration Instructions Response
509	RegistDetls	String	Set of Registration name and address details, possibly including phone, fax etc.
510	NoDistribInsts	NumInGroup	The number of Distribution Instructions on a Registration Instructions message	Registration Instructions
511	RegistEmail	String	Email address relating to Registration name and address details	Registration Instructions
512	DistribPercentage	Percentage	The amount of each distribution to go to this beneficiary, expressed as a percentage
513	RegistID	String	Unique identifier of the registration details as assigned by institution or intermediary.	New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List Registration Instructions Registration Instructions Response
514	RegistTransType	char	Identifies Registration Instructions transaction type Valid values: 0 = New 1 = Replace 2 = Cancel	Registration Instructions Registration Instructions Response
515	ExecValuationPoint	UTCTimestamp	For CIV – a date and time stamp to indicate the fund valuation point with respect to which a order was priced by the fund manager.	Execution Report
516	OrderPercent	Percentage	For CIV specifies the approximate order quantity desired. For a CIV Sale it specifies percentage of investor’s total holding to be sold. For a CIV switch – exchange it specifies percentage of investor’s cash realised from sales to be re-invested. The executing broker, intermediary or fund manager is responsible for converting and calculating OrderQty in shares – units for subsequent messages.	Component Block – <OrderQtyData>
517	OwnershipType	char	The relationship between Registration parties. J = Joint Investors T = Tenants in Common 2 = Joint Trustees	Registration Instructions
518	NoContAmts	NumInGroup	The number of Contract Amount details on an Execution Report message	Execution Report Trade Capture Report
519	ContAmtType	int	Type of Contract Amount. For UK valid values include: 1 = Commission Amount (actual) 2 = Commission % (actual) 3 = Initial Charge Amount 4 = Initial Charge % 5 = Discount Amount 6 = Discount % 7 = Dilution Levy Amount 8 = Dilution Levy % 9 = Exit Charge Amount 10 = Exit Charge % 11 = Fund-based Renewal Commission % (a.k.a. Trail commission) 12 = Projected Fund Value (i.e. for investments intended to realise or exceed a specific future value) 13 = Fund-based Renewal Commission Amount (based on Order value) 14 = Fund-based Renewal Commission Amount (based on Projected Fund value) 15 = Net Settlement Amount NOTE That Commission Amount – % in Contract Amounts is the commission actually charged, rather than the commission instructions given in Fields 12 – 13.	Execution Report Trade Capture Report
520	ContAmtValue	Float	Value of Contract Amount, e.g. a financial amount or percentage as indicated by ContAmtType.	Execution Report Trade Capture Report
521	ContAmtCurr	Currency	Specifies currency for the Contract amount if different from the Deal Currency – see “Appendix A; Valid Currency Codes”.	Execution Report Trade Capture Report
522	OwnerType	int	Identifies the type of owner. Valid values: 1 = Individual Investor 2 = Public Company 3 = Private Company 4 = Individual Trustee 5 = Company Trustee 6 = Pension Plan 7 = Custodian Under Gifts to Minors Act 8 = Trusts 9 = Fiduciaries 10 = Networking Sub-Account 11 = Non-Profit Organization 12 = Corporate Body 13 =Nominee	Registration Instructions
523	PartySubID	String	Sub-identifier (e.g. Clearing Account for PartyRole=Clearing Firm, Locate ID # for PartyRole=Locate – Lending Firm, etc). Not required when using PartyID, PartyIDSource, and PartyRole.	Component Block – <Parties>
524	NestedPartyID	String	PartyID value within a nested repeating group. Same values as PartyID (448)	Component Block – <NestedParties>
525	NestedPartyIDSource	Char	PartyIDSource value within a nested repeating group. Same values as PartyIDSource (447)	Component Block – <NestedParties>
526	SecondaryClOrdID	String	Assigned by the party which originates the order. Can be used to provide the ClOrdID used by an exchange or executing system.	New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) Order Cancel Request Order Cancel Reject Order Status Request Order Mass Cancel Request Order Mass Cancel Report New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) Cross Order Cancel Request New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List List Strike Price List Status Allocation
527	SecondaryExecID	String	Assigned by the party which accepts the order. Can be used to provide the ExecID used by an exchange or executing system.	Execution Report Allocation Trade Capture Report
528	OrderCapacity	char	Designates the capacity of the firm placing the order. Valid values: A = Agency G = Proprietary I = Individual P = Principal (Note for CMS purposes, Principal includes Proprietary) R = Riskless Principal W = Agent for Other Member (as of FIX 4.3, this field replaced Rule80A (tag 47) –used in conjunction with OrderRestrictions field) (see Volume 1: “Glossary” for value definitions)	New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List Trade Capture Report
529	OrderRestrictions	MultipleValueString	Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space. Valid values: 1 = Program Trade 2 = Index Arbitrage 3 = Non-Index Arbitrage 4 = Competing Market Maker 5 = Acting as Market Maker or Specialist in the security 6 = Acting as Market Maker or Specialist in the underlying security of a derivative security 7 = Foreign Entity (of foreign governmnet or regulatory jurisdiction) 8 = External Market Participant 9 = External Inter-connected Market Linkage A = Riskless Arbitrage	New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List Trade Capture Report
530	MassCancelRequestType	char	Specifies scope of Order Mass Cancel Request. Valid values: 1 = Cancel orders for a security 2 = Cancel orders for an Underlying security 3 = Cancel orders for a Product 4 = Cancel orders for a CFICode 5 = Cancel orders for a SecurityType 6 = Cancel orders for a trading session 7 = Cancel all orders	Order Mass Cancel Request Order Mass Cancel Report
531	MassCancelResponse	char	Specifies the action taken by counterparty order handling system as a result of the Order Mass Cancel Request Valid values: 0 = Cancel Request Rejected — See MassCancelRejectReason (532) 1 = Cancel orders for a security 2 = Cancel orders for an Underlying security 3 = Cancel orders for a Product 4 = Cancel orders for a CFICode 5 = Cancel orders for a SecurityType 6 = Cancel orders for a trading session 7 = Cancel all orders	Order Mass Cancel Report
532	MassCancelRejectReason	char	Reason Order Mass Cancel Request was rejected Valid valuess: 0 = Mass Cancel Not Supported 1 = Invalid or unknown Security 2 = Invalid or unknown underlying 3 = Invalid or unknown Product 4 = Invalid or unknown CFICode 5 = Invalid or unknown Security Type 6 = Invalid or unknown trading session	Order Mass Cancel Report
533	TotalAffectedOrders	int	Total number of orders affected by mass cancel request.	Order Mass Cancel Report
534	NoAffectedOrders	int	Number of affected orders in the repeating group of order ids.	Order Mass Cancel Report
535	AffectedOrderID	String	OrderID of an order affected by a mass cancel request.	Order Mass Cancel Report
536	AffectedSecondaryOrderID	Stirng	SecondaryOrderID of an order affected by a mass cancel request.	Order Mass Cancel Report
537	QuoteType	int	Identifies the type of quote. Valid values: 0 = Indicative 1 = Tradeable 2 = Restricted Tradeable An indicative quote is used to inform a counterparty of a market. An indicative quote does not result directly in a trade. A tradeable quote is submitted to a market and willresult directly in a trade against other orders and quotes in a market. A restricted tradeable quote is submitted to a market and within a certain restriction (possibly based upon price or quantity) will automatically trade against orders. Order that do not comply with restrictions are sent to the quote issuer who can choose to accept or decline the order.	Quote Request Quote Request Reject RFQ Request Quote Quote Status Report Mass Quote Mass Quote Acknowledgement
538	NestedPartyRole	int	PartyRole value within a nested repeating group. Same values as PartyRole (452)	Component Block – <NestedParties>
539	NoNestedPartyIDs	NumInGroup	Number of NestedPartyID, NestedPartyIDSource, and NestedPartyRole entries	Component Block – <NestedParties>
540	TotalAccruedInterestAmt	Amt	Total Amount of Accrued Interest for convertible bonds and fixed income	Allocation
541	MaturityDate	LocalMktDate	Date of maturity.	Component Block – <Instrument>
542	UnderlyingMaturityDate	LocalMktDate	Underlying security’s maturity date. See MaturityDate (541) field for description	Component Block – <UnderlyingInstrument>
543	InstrRegistry	String	The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Valid values: BIC (Bank Identification Code-Swift managed) = the depository or custodian who maintains ownership Records ISO Country Code = country in which registry is kept “ZZ” = physical or bearer	Component Block – <Instrument>
544	CashMargin	char	Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request. Valid values: 1 = Cash 2 = Margin Open 3 = Margin Close	New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List
545	NestedPartySubID	String	PartySubID value within a nested repeating group. Same values as PartySubID (523)	Component Block – <NestedParties>
546	Scope	MultipleValueString	Defines the scope of a data element. Valid values: 1 = Local (Exchange, ECN, ATS) 2 = National 3 = Global	Market Data Request Market Data – Snapshot / Full Refresh Market Data – Incremental Refresh
547	MDImplicitDelete	Boolean	Defines how a server handles distribution of a truncated book. Defaults to broker option. Valid values: Y = Client has responsibility for implicitly deleting bids or offers falling outside the MarketDepth of the request. N = Server must send an explicit delete for bids or offers falling outside the requested MarketDepth of the request.	Market Data Request
548	CrossID	String	Identifier for a cross order. Must be unique during a given trading day. Recommend that firms use the order date as part of the CrossID for Good Till Cancel (GT) orders.	Execution Report New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) Cross Order Cancel Request
549	CrossType	int	Type of cross being submitted to a market Valid values: 1 = Cross Trade which is executed completely or not. Both sides are treated in the same manner. This is equivalent to an All or None. 2 = Cross Trade which is executed partially and the rest is cancelled. One side is fully executed, the other side is partially executed with the remainder being cancelled. This is equivalent to an Immediate or Cancel on the other side. Note: The CrossPrioritzation field may be used to indicate which side should fully execute in this scenario. 3 = Cross trade which is partially executed with the unfilled portions remaining active. One side of the cross is fully executed (as denoted with the CrossPrioritization field), but the unfilled portion remains active. 4 = Cross trade is executed with existing orders with the same price. In the case other orders exist with the same price, the quantity of the Cross is executed against the existing orders and quotes, the remainder of the cross is executed against the other side of the cross. The two sides potentially have different quantities.	Execution Report New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) Cross Order Cancel Request
550	CrossPrioritization	int	Indicates if one side or the other of a cross order should be prioritized. 0 = None 1 = Buy side is prioritized 2 = Sell side is prioritized The definition of prioritization is left to the market. In some markets prioritization means which side of the cross order is applied to the market first. In other markets – prioritization may mean that the prioritized side is fully executed (sometimes referred to as the side being protected).	New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) Cross Order Cancel Request
551	OrigCrossID	String	CrossID of the previous cross order (NOT the initial cross order of the day) as assigned by the institution, used to identify the previous cross order in Cross Cancel and Cross Cancel – Replace Requests.	Execution Report Cross Order Cancel / Replace Request (aka Cross Order Modification Request) Cross Order Cancel Request
552	NoSides	NumInGroup	Number of Side repeating group instances. Valid values: 1 = one side 2 = both sides	New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) Cross Order Cancel Request Trade Capture Report
553	Username	String	Userid or username.	Logon
554	Password	String	Password or passphrase.	Logon
555	NoLegs	NumInGroup	Number of InstrumentLeg repeating group instances.	Security Definition Request Security Definition Security List Derivative Security List Execution Report New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request)
556	LegCurrency	Currency	Currency associated with a particular Leg’s quantity	Security Definition Request Security Definition Security List Derivative Security List
557	TotalNumSecurityTypes	int	Indicates total number of security types in the event that multiple Security Type messages are used to return results
558	NoSecurityTypes	NumInGroup	Number of Security Type repeating group instances.	Security Types
559	SecurityListRequestType	int	Identifies the type – criteria of Security List Request Valid values: 0 = Symbol 1 = SecurityType and – or CFICode 2 = Product 3 = TradingSessionID 4 = All Securities	Security List Request Derivative Security List Request
560	SecurityRequestResult	int	The results returned to a Security Request message Valid values: 0 = Valid request 1 = Invalid or unsupported request 2 = No instruments found that match selection criteria 3 = Not authorized to retrieve instrument data 4 = Instrument data temporarily unavailable 5 = Request for instrument data not supported	Security List Derivative Security List
561	RoundLot	Qty	The trading lot size of a security	Security Definition Security List
562	MinTradeVol	Qty	The minimum trading volume for a security	Security Definition Security List
563	MultiLegRptTypeReq	int	Indicates the method of execution reporting requested by issuer of the order. 0 = Report by mulitleg security only (Do not report legs) 1 = Report by multileg security and by instrument legs belonging to the multileg security. 2 = Report by instrument legs belonging to the multileg security only (Do not report status of multileg security)	New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request)
564	LegPositionEffect	char	PositionEffect for leg of a multileg See PositionEffect (77) field for description	Execution Report New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request)
565	LegCoveredOrUncovered	int	CoveredOrUncovered for leg of a multileg See CoveredOrUncovered (203) field for description	Execution Report New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request)
566	LegPrice	Price	Price for leg of a multileg See Price (44) field for description	Execution Report New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request)
567	TradSesStatusRejReason	int	Indicates the reason a Trading Session Status Request was rejected. Valid values: 1 = Unknown or invalid TradingSessionID	Trading Session Status
568	TradeRequestID	String	Trade Capture Report Request ID	Trade Capture Report Request Trade Capture Report
569	TradeRequestType	int	Type of Trade Capture Report. Valid values: 0 = All trades 1 = Matched trades matching Criteria provided on request (parties, order id, instrument, input source, etc.) 2 = Unmatched trades that match criteria 3 = Unreported trades that match criteria 4 = Advisories that match criteria	Trade Capture Report Request
570	PreviouslyReported	Boolean	Indicates if the trade capture report was previously reported to the counterparty Valid values: Y = previously reported to counterparty N = not reported to counterparty	Trade Capture Report
571	TradeReportID	String	Unique identifier of trade capture report	Trade Capture Report
572	TradeReportRefID	String	Reference identifier used with CANCEL and REPLACE transaction types.	Trade Capture Report
573	MatchStatus	char	The status of this trade with respect to matching or comparison. Valid values: 0 = compared, matched or affirmed 1 = uncompared, unmatched, or unaffirmed 2 = advisory or alert	Trade Capture Report Request Trade Capture Report
574	MatchType	String	The point in the matching process at which this trade was matched. Valid values: For NYSE and AMEX: A1 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window) A2 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges A3 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus two badges and execution time (within two-minute window) A4 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus two badges A5 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus execution time (within two-minute window) AQ = Compared records resulting from stamped advisories or specialist accepts – pair-offs S1 to S5 = Summarized Match using A1 to A5 exact match criteria except quantity is summarized M1 = Exact Match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges and times M2 = Summarized Match minus badges and times MT = OCS Locked In (…values continued in next row….) For NASDAQ: M1 = ACT M1 Match M2 = ACT M2 Match M3 = ACT Accepted Trade M4 = ACT Default Trade M5 = ACT Default After M2 M6 = ACT M6 Match MT = Non-ACT	Trade Capture Report
575	OddLot	Boolean	This trade is to be treated as an odd lot Values: Y = treat as odd lot N = treat as round lot If this field is not specified, the default will be “N”	Trade Capture Report
576	NoClearingInstructions	int	Number of clearing instructions	Trade Capture Report
577	ClearingInstruction	int	Eligibility of this trade for clearing and central counterparty processing Valid values: 0 = process normally 1 = exclude from all netting 2 = bilateral netting only 3 = ex clearing 4 = special trade 5 = multilateral netting 6 = clear against central counterparty 7 = exclude from central counterparty 8 = Manual mode (pre-posting and – or pre-giveup) 9 = Automatic posting mode (trade posting to the position account number specified) 10 = Automatic give-up mode (trade give-up to the give-up destination number specified) values above 4000 are reserved for agreement between parties	Trade Capture Report
578	TradeInputSource	String	Type of input device or system from which the trade was entered.	Trade Capture Report Request Trade Capture Report
579	TradeInputDevice	String	Specific device number, terminal number or station where trade was entered	Trade Capture Report Request Trade Capture Report
580	NoDates	int	Number of Date fields provided in date range	Trade Capture Report Request
581	AccountType	int	Type of account associated with an order Valid values: 1 = Account is carried on customer Side of Books 2 = Account is carried on non-Customer Side of books 3 = House Trader 4 = Floor Trader 6 = Account is carried on non-customer side of books and is cross margined 7 = Account is house trader and is cross margined 8 = Joint Backoffice Account (JBO)	Quote Quote Cancel Quote Status Request Quote Status Report Mass Quote Mass Quote Acknowledgement New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) Order Cancel Request Order Cancel Reject New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List Trade Capture Report
582	CustOrderCapacity	int	Capacity of customer placing the order 1 = Member trading for their own account 2 = Clearing Firm trading for its proprietary account 3 = Member trading for another member 4 = All other Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).	New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List Trade Capture Report
583	ClOrdLinkID	String	Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer.	New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) Order Cancel Request Order Cancel Reject Order Status Request New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) Cross Order Cancel Request New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List
584	MassStatusReqID	String	Value assigned by issuer of Mass Status Request to uniquely identify the request	Order Mass Status Request
585	MassStatusReqType	int	Mass Status Request Type Valid values: 1 = Status for orders for a security 2 = Status for orders for an Underlying security 3 = Status for orders for a Product 4 = Status for orders for a CFICode 5 = Status for orders for a SecurityType 6 = Status for orders for a trading session 7 = Status for all orders 8 = Status for orders for a PartyID	Order Mass Status Request
586	OrigOrdModTime	UTCTimestamp	The most recent (or current) modification TransactTime (tag 60) reported on an Execution Report for the order. The OrigOrdModTime is provided as an optional field on Order Cancel Request and Order Cancel Replace Requests to identify that the state of the order has not changed since the request was issued. This is provided to support markets similar to Eurex and A – C – E.	Order Cancel/Replace Request (aka Order Modification Request) Order Cancel Request Order Cancel Reject Cross Order Cancel / Replace Request (aka Cross Order Modification Request) Cross Order Cancel Request Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request)
587	LegSettlmntTyp	char	Refer to values for SettlmntTyp[63]	Execution Report New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request)
588	LegFutSettDate	LocalMMktDate	Refer to description for FutSettDate[64]	Execution Report New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request)
589	DayBookingInst	char	Indicates whether or not automatic booking can occur. 0 = Can trigger booking without reference to the order initiator (“auto”) 1 = Speak with order initiator before booking (“speak first”)	New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List
590	BookingUnit	char	Indicates what constitutes a bookable unit. 0 = Each partial execution is a bookable unit 1 = Aggregate partial executions on this order, and book one trade per order 2 = Aggregate executions for this symbol, side, and settlement date	New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List
591	PreallocMethod	char	Indicates the method of preallocation. 0 = Pro-rata 1 = Do not pro-rata = discuss first	New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List
592	UnderlyingCountryOfIssue	Country	Underlying security’s CountryOfIssue. See CountryOfIssue (470) field for description	Component Block – <UnderlyingInstrument>
593	UnderlyingStateOrProvinceOfIssue	String	Underlying security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description	Component Block – <UnderlyingInstrument>
594	UnderlyingLocaleOfIssue	String	Underlying security’s LocaleOfIssue. See LocaleOfIssue (472) field for description	Component Block – <UnderlyingInstrument>
595	UnderlyingInstrRegistry	String	Underlying security’s InstrRegistry. See InstrRegistry (543) field for description	Component Block – <UnderlyingInstrument>
596	LegCountryOfIssue	Country	Multileg instrument’s individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description	Component Block – <InstrumentLeg>
597	LegStateOrProvinceOfIssue	String	Multileg instrument’s individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description	Component Block – <InstrumentLeg>
598	LegLocaleOfIssue	String	Multileg instrument’s individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description	Component Block – <InstrumentLeg>
599	LegInstrRegistry	String	Multileg instrument’s individual leg security’s InstrRegistry. See InstrRegistry (543) field for description	Component Block – <InstrumentLeg>
600	LegSymbol	String	Multileg instrument’s individual security’s Symbol. See Symbol (55) field for description	Component Block – <InstrumentLeg>
601	LegSymbolSfx	String	Multileg instrument’s individual security’s SymbolSfx. See SymbolSfx (65) field for description	Component Block – <InstrumentLeg>
602	LegSecurityID	String	Multileg instrument’s individual security’s SecurityID. See SecurityID (48) field for description	Component Block – <InstrumentLeg>
603	LegSecurityIDSource	String	Multileg instrument’s individual security’s SecurityIDSource. See SecurityIDSource (22) field for description	Component Block – <InstrumentLeg>
604	NoLegSecurityAltID	String	Multileg instrument’s individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description	Component Block – <InstrumentLeg>
605	LegSecurityAltID	String	Multileg instrument’s individual security’s SecurityAltID. See SecurityAltID (455) field for description	Component Block – <InstrumentLeg>
606	LegSecurityAltIDSource	String	Multileg instrument’s individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description	Component Block – <InstrumentLeg>
607	LegProduct	int	Multileg instrument’s individual security’s Product. See Product (460) field for description	Component Block – <InstrumentLeg>
608	LegCFICode	String	Multileg instrument’s individual security’s CFICode. See CFICode (461) field for description	Component Block – <InstrumentLeg>
609	LegSecurityType	String	Multileg instrument’s individual security’s SecurityType. See SecurityType (167) field for description	Component Block – <InstrumentLeg>
610	LegMaturityMonthYear	month-year	Multileg instrument’s individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description	Component Block – <InstrumentLeg>
611	LegMaturityDate	LocalMktDate	Multileg instrument’s individual security’s MaturityDate. See MaturityDate (541) field for description	Component Block – <InstrumentLeg>
612	LegStrikePrice	Price	Multileg instrument’s individual security’s StrikePrice. See StrikePrice (202) field for description	Component Block – <InstrumentLeg>
613	LegOptAttribute	char	Multileg instrument’s individual security’s OptAttribute. See OptAttribute (206) field for description	Component Block – <InstrumentLeg>
614	LegContractMultiplier	float	Multileg instrument’s individual security’s ContractMultiplier. See ContractMultiplier (231) field for description	Component Block – <InstrumentLeg>
615	LegCouponRate	Percentage	Multileg instrument’s individual security’s CouponRate. See CouponRate (223) field for description	Component Block – <InstrumentLeg>
616	LegSecurityExchange	Exchange	Multileg instrument’s individual security’s SecurityExchange. See SecurityExchange (207) field for description	Component Block – <InstrumentLeg>
617	LegIssuer	String	Multileg instrument’s individual security’s Issuer. See Issuer (106) field for description	Component Block – <InstrumentLeg>
618	EncodedLegIssuerLen	Length	Multileg instrument’s individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description	Component Block – <InstrumentLeg>
619	EncodedLegIssuer	data	Multileg instrument’s individual security’s EncodedIssuer. See EncodedIssuer (349) field for description	Component Block – <InstrumentLeg>
620	LegSecurityDesc	String	Multileg instrument’s individual security’s SecurityDesc. See SecurityDesc (107) field for description	Component Block – <InstrumentLeg>
621	EncodedLegSecurityDescLen	Length	Multileg instrument’s individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description	Component Block – <InstrumentLeg>
622	EncodedLegSecurityDesc	data	Multileg instrument’s individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (351) field for description	Component Block – <InstrumentLeg>
623	LegRatioQty	float	The ratio of quantity for this individual leg relative to the entire multileg security.	Component Block – <InstrumentLeg>
624	LegSide	char	The side of this individual leg (multileg security). See Side (54) field for description and values	Component Block – <InstrumentLeg>
625	TradingSessionSubID	String	Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations.	Advertisement Quote Request Quote Request Reject RFQ Request Quote Quote Cancel Quote Status Request Quote Status Report Mass Quote Mass Quote Acknowledgement Mass Quote Acknowledgement Market Data Request Market Data – Snapshot / Full Refresh Market Data – Incremental Refresh Security Definition Request Security Definition Security Type Request Security Types Security List Request Security List Derivative Security List Request Derivative Security List Derivative Security List Security Status Trading Session Status Request Trading Session Status New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) Order Mass Cancel Request Order Mass Cancel Report Order Mass Status Request New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) Bid Request Bid Response New Order – List Allocation Settlement Instructions Trade Capture Report
626	AllocType	int	Describes the specific type or purpose of an Allocation message (i.e. “Buyside Calculated”) Valid values: 1 = Buyside Calculated (includes MiscFees and NetMoney) 2 = Buyside Preliminary (without MiscFees and NetMoney) 3 = Sellside Calculated Using Preliminary (includes MiscFees and NetMoney) 4 = Sellside Calculated Without Preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney) 5 = Buyside Ready-To-Book – Single Order 6 = Buyside Ready-To-Book – Combined Set of Orders (see Volume 1: “Glossary” for value definitions)	Allocation
627	NoHops	NumInGroup	Number of HopCompID entries in repeating group.	Standard Message Header
628	HopCompID	String	Assigned value used to identify the third party firm which delivered a specific message either from the firm which originated the message or from another third party (if multiple “hops” are performed). It is recommended that this value be the SenderCompID (49) of the third party. Applicable when messages are communicated – re-distributed via third parties which function as service bureaus or “hubs”. Only applicable if OnBehalfOfCompID (115) is being used.	Standard Message Header
629	HopSendingTime	UTCTimestamp	Time that HopCompID (628) sent the message. It is recommended that this value be the SendingTime (52) of the message sent by the third party. Applicable when messages are communicated – re-distributed via third parties which function as service bureaus or “hubs”. Only applicable if OnBehalfOfCompID (115) is being used.	Standard Message Header
630	HopRefID	SeqNum	Reference identifier assigned by HopCompID (628) associated with the message sent. It is recommended that this value be the MsgSeqNum (34) of the message sent by the third party. Applicable when messages are communicated – re-distributed via third parties which function as service bureaus or “hubs”. Only applicable if OnBehalfOfCompID (115) is being used.	Standard Message Header
631	MidPx	Price	Mid price – rate	Quote Quote Status Report Mass Quote Mass Quote Acknowledgement
632	BidYield	Percentage	Bid yield	Quote Quote Status Report Mass Quote Mass Quote Acknowledgement
633	MidYield	Percentage	Mid yield	Quote Quote Status Report Mass Quote Mass Quote Acknowledgement
634	OfferYield	Percentage	Offer yield	Quote Quote Status Report Mass Quote Mass Quote Acknowledgement
635	ClearingFeeIndicator	String	Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time. Valid Values (source CBOT, CME, NYBOT, and NYMEX): B = CBOE Member C = Non-member and Customer E = Equity Member and Clearing Member F = Full and Associate Member trading for own account and as floor Brokers H = 106.H and 106.J Firms I = GIM, IDEM and COM Membership Interest Holders L = Lessee and 106.F Employees M = All other ownership types 1 = 1st year delegate trading for his own account 2 = 2nd year delegate trading for his own account 3 = 3rd year delegate trading for his own account 4 = 4th year delegate trading for his own account 5 = 5th year delegate trading for his own account 9 = 6th year and beyond delegate trading for his own account	New Order – Single Execution Report Order Cancel/Replace Request (aka Order Modification Request) New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request) New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request) New Order – List Trade Capture Report
636	WorkingIndicator	Boolean	Indicates if the order is currently being worked. Applicable only for OrdStatus = “New”. For open outcry markets this indicates that the order is being worked in the crowd. For electronic markets it indicates that the order has transitioned from a contingent order to a market order. Valid values: Y = Order is currently being worked N = Order has been accepted but not yet in a working state	Execution Report Order Cancel Reject List Status
637	LegLastPx	Price	Execution price assigned to a leg of a multileg instrument. See LastPx (31) field for description and values	Execution Report
638	PriorityIndicator	int	Indicates if a Cancel – Replace has caused an order to lose book priority. Valid values: 0 = Priority Unchanged 1 = Lost Priority as result of order change	Execution Report
639	PriceImprovement	PriceOffset	Amount of price improvement.	Execution Report
640	Price2	Price	Price of the future part of a F – X swap order. See Price (44) for description.	Quote Request Quote Request Reject New Order – Single Order Cancel/Replace Request (aka Order Modification Request) New Order – List
641	LastForwardPoints2	PriceOffset	F – X forward points of the future part of a F – X swap order added to LastSpotRate. May be a negative value.	Execution Report
642	BidForwardPoints2	PriceOffset	Bid F – X forward points of the future portion of a F – X swap quote added to spot rate. May be a negative value.	Quote Quote Status Report Mass Quote Mass Quote Acknowledgement
643	OfferForwardPoints2	PriceOffset	Offer F – X forward points of the future portion of a F – X swap quote added to spot rate. May be a negative value.	Quote Quote Status Report Mass Quote Mass Quote Acknowledgement
644	RFQReqID	String	RFQ Request ID – used to identify an RFQ Request.	Quote Request Quote Request Reject RFQ Request
645	MktBidPx	Price	Used to indicate the best bid in a market	Quote Quote Status Report
646	MktOfferPx	Price	Used to indicate the best offer in a market	Quote Quote Status Report
647	MinBidSize	Qty	Used to indicate a minimum quantity for a bid. If this field is used the BidSize field is interpreted as the maximum bid size	Quote Quote Status Report
648	MinOfferSize	Qty	Used to indicate a minimum quantity for an offer. If this field is used the OfferSize field is interpreted as the maximum offer size.	Quote Quote Status Report
649	QuoteStatusReqID	String	Unique identifier for Quote Status Request.	Quote Status Request Quote Status Report
650	LegalConfirm	Boolean	Indicates that this message is to serve as the final and legal confirmation. Valid values: Y = Legal confirm N = Does not constitute a legal confirm	Allocation Allocation ACK
651	UnderlyingLastPx	Price	The calculated or traded price for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative.	Execution Report
652	UnderlyingLastQty	Qty	The calculated or traded quantity for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative.	Execution Report
653	SecDefStatus	int	State of a security definition request made to a market. Useful for markets, such as derivatives markets, where market participants are permitted to define instruments for subsequent trading Valid values: 0 = Pending Approval 1 = Approved (Accepted) 2 = Rejected 3 = Unauthorized request 4 = Invalid definition request
654	LegRefID	String	Unique indicator for a specific leg.	Execution Report New Order – Multileg Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request)
655	ContraLegRefID	String	Unique indicator for a specific leg for the ContraBroker (375).	Execution Report
656	SettlCurrBidFxRate	float	Foreign exchange rate used to compute the bid “SettlCurrAmt” from Currency to SettlCurrency	Quote Quote Status Report
657	SettlCurrOfferFxRate	float	Foreign exchange rate used to compute the offer “SettlCurrAmt” from Currency to SettlCurrency	Quote Quote Status Report
658	QuoteRequestRejectReason	Int	Reason Quote was rejected: Valid Values: 1 = Unknown symbol (Security) 2 = Exchange(Security) closed 3 = Quote Request exceeds limit 4 = Too late to enter 5 = Invalid price 6 = Not authorized to request quote	Quote Request Reject
659	SideComplianceID	String	ID within repeating group of sides which is used to represent this transaction for compliance purposes (e.g. OATS reporting).	New Order – Cross Cross Order Cancel / Replace Request (aka Cross Order Modification Request)

Java questions and answers

http://inheritingjava.blogspot.com/p/sun-certified-java-programmer-scjp.html

Java Volatile

If you are working with the multi-threaded programming, the volatile keyword will be more useful. When multiple threads using the same variable, each thread will have its own copy of the local cache for that variable. So, when it’s updating the value, it is actually updated in the local cache not in the main variable memory. The other thread which is using the same variable doesn’t know anything about the values changed by the another thread. To avoid this problem, if you declare a variable as volatile, then it will not be stored in the local cache. Whenever thread are updating the values, it is updated to the main memory. So, other threads can access the updated value.

package javabeat.samples;

class ExampleThread extends Thread {
private volatile int testValue;
public ExampleThread(String str){
super(str);
}
public void run() {
for (int i = 0; i < 3; i++) {
try {
System.out.println(getName() + ” : “+i);
if (getName().equals(“Thread 1 “))
{
testValue = 10;
}
if (getName().equals(“Thread 2 “))
{
System.out.println( “Test Value : ” + testValue);
}
Thread.sleep(1000);
} catch (InterruptedException exception) {
exception.printStackTrace();
}
}
}
}
public class VolatileExample {
public static void main(String args[]) {
new ExampleThread(“Thread 1 “).start();
new ExampleThread(“Thread 2 “).start();
}
}

 

more info:

 

Volatile… A volatile modifier is mainly used in mutiple threads. Java allows threads can keep private working copies of the shared variables(caches).These working copies need be updated with the master copies in the main memory.

But possible of data get messed up. To avoid this data corruption use volatile modifier or synchronized .volatile means everything done in the main memory only not in the private working copies (caches).( Volatile primitives cannot be cached ).

So volatile guarantes that any thread will read most recently written value.Because they all in the main memory not in the cache…Also volatile fields can be slower than non volatile.Because they are in main memory not in the cache.But volatile is useful to avoid concurrency problem.

Blocking Queue

A blocking queue is a queue that blocks when you try to dequeue from it and the queue is empty, or if you try to enqueue items to it and the queue is already full. A thread trying to dequeue from an empty queue is blocked until some other thread inserts an item into the queue. A thread trying to enqueue an item in a full queue is blocked until some other thread makes space in the queue, either by dequeuing one or more items or clearing the queue completely.

Here is a diagram showing two threads cooperating via a blocking queue:

A BlockingQueue with one thread putting into it, and another thread taking from it.

Java 5 comes with blocking queue implementations in the java.util.concurrent package. You can read about that class in my java.util.concurrent.BlockingQueue tutorial. Even if Java 5 comes with a blocking queue implementation, it can be useful to know the theory behind their implementation.

 

Blocking Queue Implementation

The implementation of a blocking queue looks similar to a Bounded Semaphore. Here is a simple implementation of a blocking queue:

public class BlockingQueue {

  private List queue = new LinkedList();
  private int  limit = 10;

  public BlockingQueue(int limit){
    this.limit = limit;
  }

  public synchronized void enqueue(Object item)
  throws InterruptedException  {
    while(this.queue.size() == this.limit) {
      wait();
    }
    if(this.queue.size() == 0) {
      notifyAll();
    }
    this.queue.add(item);
  }

  public synchronized Object dequeue()
  throws InterruptedException{
    while(this.queue.size() == 0){
      wait();
    }
    if(this.queue.size() == this.limit){
      notifyAll();
    }

    return this.queue.remove(0);
  }

}

Notice how notifyAll() is only called from enqueue() and dequeue() if the queue size is equal to the size bounds (0 or limit). If the queue size is not equal to either bound when enqueue() ordequeue() is called, there can be no threads waiting to either enqueue or dequeue items.

JGrid sample info

import de.jgrid.JGrid;
import java.beans.PropertyVetoException;
import javax.swing.DefaultListModel;
import javax.swing.JScrollPane;
import javax.swing.event.ListSelectionEvent;
import javax.swing.event.ListSelectionListener;
import org.book.domain.Book;
import org.openide.explorer.ExplorerManager;
import org.openide.nodes.Node;
import org.openide.util.Exceptions;

public class JGridView extends JScrollPane {

    @Override
    public void addNotify() {
        super.addNotify();
        final ExplorerManager em = ExplorerManager.find(this);
        if (em != null) {
            final JGrid grid = new JGrid();
            Node root = em.getRootContext();
            final Node[] nodes = root.getChildren().getNodes();
            final Book[] books = new Book[nodes.length];
            for (int i = 0; i < nodes.length; i++) {
                Node node = nodes[i];
                books[i] = node.getLookup().lookup(Book.class);
            }
            grid.getCellRendererManager().setDefaultRenderer(new OpenLibraryGridRenderer());
            grid.setModel(new DefaultListModel() {
                @Override
                public int getSize() {
                    return books.length;
                }
                @Override
                public Object getElementAt(int i) {
                    return books[i];
                }
            });
            grid.setUI(new BookshelfUI());
            grid.getSelectionModel().addListSelectionListener(new ListSelectionListener() {
                @Override
                public void valueChanged(ListSelectionEvent e) {
                    //Somehow compare the selected item
                    //with the list of books and find a matching book:
                    int selectedIndex = grid.getSelectedIndex();
                    for (int i = 0; i < nodes.length; i++) {
                        String nodeName = books[i].getTitel();
                        if (String.valueOf(selectedIndex).equals(nodeName)) {
                            try {
                                em.setSelectedNodes(new Node[]{nodes[i]});
                            } catch (PropertyVetoException ex) {
                                Exceptions.printStackTrace(ex);
                            }    
                        }
                    }
                }
            });
            setViewportView(grid);
        }
    }

}

Above, you see references to OpenLibraryGridRenderer and BookshelfUI, both of which are part of the “JGrid-Bookshelf” sample in the JGrid download.

The above is specific for Book objects, i.e., that’s one of the samples that comes with the JGrid download. I need to make the above more general, so that any kind of object can be handled without requiring changes to the JGridView.

Once you have the above, it’s easy to integrate it into a TopComponent, just like any other NetBeans explorer view.

glassfish server log location

/SDK/domains/domain1/applications/j2ee-modules/PEServlet/dist