MarketDefinition

StandardHeader definition & usage →

1. 8 BeginStringStringRequired here

   FIXT.1.1 (Always unencrypted, must be first field in message)

2. 9 BodyLengthLengthRequired here

   (Always unencrypted, must be second field in message)

3. 35 MsgTypeStringRequired here

   (Always unencrypted, must be third field in message)

4. 1128 ApplVerIDString—

   Indicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence.

5. 1156 ApplExtIDint—
6. 1129 CstmApplVerIDString—

   Used to support bilaterally agreed custom functionality

7. 49 SenderCompIDStringRequired here

   (Always unencrypted)

8. 56 TargetCompIDStringRequired here

   (Always unencrypted)

9. 115 OnBehalfOfCompIDString—

   Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)

10. 128 DeliverToCompIDString—

    Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)

11. 90 SecureDataLenDeprecated FIXT.1.1Length—

    Required to identify length of encrypted section of message. (Always unencrypted)

12. 91 SecureDataDeprecated FIXT.1.1data—

    Required when message body is encrypted. Always immediately follows SecureDataLen field.

13. 34 MsgSeqNumSeqNumRequired here

    (Can be embedded within encrypted data section.)

14. 50 SenderSubIDString—

    (Can be embedded within encrypted data section.)

15. 142 SenderLocationIDString—

    Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)

16. 57 TargetSubIDString—

    "ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)

17. 143 TargetLocationIDString—

    Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)

18. 116 OnBehalfOfSubIDString—

    Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)

19. 144 OnBehalfOfLocationIDString—

    Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)

20. 129 DeliverToSubIDString—

    Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)

21. 145 DeliverToLocationIDString—

    Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)

22. 43 PossDupFlagBoolean—

    Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)

23. 97 PossResendBoolean—

    Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)

24. 52 SendingTimeUTCTimestampRequired here

    (Can be embedded within encrypted data section.)

25. 122 OrigSendingTimeUTCTimestamp—

    Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.)

26. 212 XmlDataLenLength—

    Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.)

27. 213 XmlDatadata—

    Can contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.) See Volume 1: FIXML Support

28. 347 MessageEncodingString—

    Type of message encoding (non-ASCII characters) used in a message's "Encoded" fields. Required if any "Encoding" fields are used.

29. 369 LastMsgSeqNumProcessedSeqNum—

    The last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.

30. HopGrpRepeating groupCount tag 627—

    Number of repeating groups of historical "hop" information. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops.

    HopGrp definition & usage →

    1. 627 NoHopsGroup count—
    2. 628 HopCompIDString—
    3. 629 HopSendingTimeUTCTimestamp—
    4. 630 HopRefIDSeqNum—

ApplicationSequenceControl definition & usage →

1. 1180 ApplIDString—

   Identifies the application with which a message is associated. Used only if application sequencing is in effect.

2. 1181 ApplSeqNumSeqNum—

   Application sequence number assigned to the message by the application generating the message. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified.

3. 1350 ApplLastSeqNumSeqNum—

   The previous sequence number in the application sequence stream. Permits an application to publish messages with sequence gaps where it cannot be avoided. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified

4. 1352 ApplResendFlagBoolean—

   Used to indicate that a message is being sent in response to an Application Message Request. Used only if application sequencing is in effect. It is possible for both ApplResendFlag and PossDupFlag to be set on the same message if the Sender's cache size is greater than zero and the message is being resent due to a session level resend request.

BaseTradingRules definition & usage →

1. TickRulesRepeating groupCount tag 1205—

   This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the security

   TickRules definition & usage →

   1. 1205 NoTickRulesGroup count—

      Number of tick rules. This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the security.

   2. 1206 StartTickPriceRangePrice—

      Starting price range for specified tick increment

   3. 1207 EndTickPriceRangePrice—

      Ending price range for the specified tick increment

   4. 1208 TickIncrementPrice—

      Tick increment for stated price range. Specifies the valid price increments at which a security can be quoted and traded

   5. 1209 TickRuleTypeint—

      Specifies the type of tick rule which is being described

2. LotTypeRulesRepeating groupCount tag 1234—

   Specifies the lot types that are valid for trading.

   LotTypeRules definition & usage →

   1. 1234 NoLotTypeRulesGroup count—

      Number of Lot Types

   2. 1093 LotTypechar—

      Defines the lot type assigned to the order. Use as an alternate to RoundLot(561). To be used with MinLotSize(1231). LotType + MinLotSize ( max is next level minus 1)

   3. 1231 MinLotSizeQty—

      Minimum lot size allowed based on lot type specified in LotType(1093)

3. PriceLimitsComponent—

   Specifies the price limits that are valid for trading.

   PriceLimits definition & usage →

   1. 1306 PriceLimitTypeint—

      Describes the how the price limits are expressed

   2. 1148 LowLimitPricePrice—

      Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected

   3. 1149 HighLimitPricePrice—

      Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected

   4. 1150 TradingReferencePricePrice—

      Reference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settlement price or closing price of the prior trading day.

4. 827 ExpirationCycleint—
5. 562 MinTradeVolQty—

   The minimum order quantity that can be submitted for an order.

6. 1140 MaxTradeVolQty—

   The maximum order quantity that can be submitted for a security. For listed derivatives this indicates the minimum quantity necessary for an order or trade to qualify as a block trade

7. 1143 MaxPriceVariationfloat—

   The maximum price variation of an execution from one event to the next for a given security. Expressed in absolute price terms.

8. 1144 ImpliedMarketIndicatorint—
9. 1245 TradingCurrencyCurrency—

   Used when the trading currency can differ from the price currency

10. 561 RoundLotQty—

    Trading lot size of security

11. 1377 MultilegModelint—

    Used for multileg security only. Defines whether the security is pre-defined or user-defined. Not that value = 2 (User-defined, Non-Securitized, Multileg) does not apply for Securities.

12. 1378 MultilegPriceMethodint—

    Used for multileg security only. Defines the method used when applying the multileg price to the legs.

13. 423 PriceTypeint—

    Defines the default Price Type used for trading.

OrdTypeRules definition & usage →

1. 1237 NoOrdTypeRulesGroup count—

   Number of order types

2. 40 OrdTypechar—

   Indicates order types that are valid for the specified market segment.

TimeInForceRules definition & usage →

1. 1239 NoTimeInForceRulesGroup count—

   Number of time in force techniques

2. 59 TimeInForcechar—

   Indicates time in force techniques that are valid for the specified market segment

ExecInstRules definition & usage →

1. 1232 NoExecInstRulesGroup count—

   Number of execution instructions

2. 1308 ExecInstValuechar—

   Indicates execution instructions that are valid for the specified market segment

StandardTrailer definition & usage →

1. 93 SignatureLengthDeprecated FIXT.1.1Length—

   Required when trailer contains signature. Note: Not to be included within SecureData field

2. 89 SignatureDeprecated FIXT.1.1data—

   Note: Not to be included within SecureData field

3. 10 CheckSumStringRequired here

   (Always unencrypted, always last field in message)