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FIXtags

FIX TAG 277

TradeCondition

MultipleStringValueAdded FIX.4.2

Definition

Type of market data entry.

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Differences between the selected source snapshots, including wording and errata; not a migration guide.

FIX 5.0 SP2 FIX Latest · EP309

Definition text changed

FIX 5.0 SP2

Space-delimited list of conditions describing a trade

FIX Latest · EP309

Type of market data entry.

Values only in FIX Latest · EP309 12

  • AUTrade through exempt
    Additional source detail

    Trade ignored prices on away markets.

  • AWLast auction price
    Additional source detail

    Trade represents outcome of last auction

  • AXHigh price
    Additional source detail

    Trade establishes new high price for the session

  • AYLow price
    Additional source detail

    Trade establishes new low price for the session

  • AZSystematic Internaliser (SI)
    Additional source detail

    Trade conducted by Systematic Internaliser (SI).

  • BAAway market
    Additional source detail

    Trade conducted on away market

  • BBMid-point price
    Additional source detail

    Trade represents current midpoint price

  • BCTraded before issue date
    Additional source detail

    Trade conducted during subscription phase of new issue

  • BDPrevious closing price
    Additional source detail

    Trade represents closing price of previous business day

  • BENational Best Bid and Offer
    Additional source detail

    Trade price within National Best Bid and Offer (NBBO)

  • 5Short Sale Minimum Price
  • 6Benchmark
    Additional source detail

    Market Model Typology (MMT) terminology: The "benchmark" price depends on a benchmark which has no current price but derived from a time series such as a VWAP.

    Deprecated FIX.Latest · EP268

Value text or deprecation changed 3

ValueFIX 5.0 SP2FIX Latest · EP309
ANOffical Closing Price (duplicate enumeration - use 'AJ' instead)Official Closing Price (duplicate enumeration - use 'AJ' instead)
AVOutside SpreadQuote spread
3Mult Asset Class Multileg TradeMulti-asset class multileg trade

Values 89

ValueMeaning
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

S

Bargain Condition (LSE)

T

Converted Price Indicator

U

Exchange Last

V

Final Price of Session

W

Ex-pit

X

Crossed

Y

Trades resulting from manual/slow quote

Z

Trades resulting from intermarket sweep

a

Volume Only

b

Direct Plus

c

Acquisition

d

Bunched

e

Distribution

f

Bunched Sale

g

Split Trade

h

Cancel Stopped

i

Cancel ETH

j

Cancel Stopped ETH

k

Out of Sequence ETH

l

Cancel Last ETH

m

Sold Last Sale ETH

n

Cancel Last

o

Sold Last Sale

p

Cancel Open

q

Cancel Open ETH

r

Opened Sale ETH

s

Cancel Only

t

Cancel Only ETH

u

Late Open ETH

v

Auto Execution ETH

w

Reopen

x

Reopen ETH

y

Adjusted

z

Adjusted ETH

AA

Spread

AB

Spread ETH

AC

Straddle

AD

Straddle ETH

AE

Stopped

AF

Stopped ETH

AG

Regular ETH

AH

Combo

AI

Combo ETH

AJ

Official Closing Price

AK

Prior Reference Price

AL

Stopped Sold Last

AM

Stopped Out of Sequence

AN

Official Closing Price (duplicate enumeration - use 'AJ' instead)

AO

Crossed (duplicate enumeration - use 'X' instead)

AP

Fast Market

AQ

Automatic Execution

AR

Form T

AS

Basket Index

AT

Burst Basket

AU

Trade through exempt

Additional detail from the official source

Trade ignored prices on away markets.

AV

Quote spread

AW

Last auction price

Additional detail from the official source

Trade represents outcome of last auction

AX

High price

Additional detail from the official source

Trade establishes new high price for the session

AY

Low price

Additional detail from the official source

Trade establishes new low price for the session

AZ

Systematic Internaliser (SI)

Additional detail from the official source

Trade conducted by Systematic Internaliser (SI).

BA

Away market

Additional detail from the official source

Trade conducted on away market

BB

Mid-point price

Additional detail from the official source

Trade represents current midpoint price

BC

Traded before issue date

Additional detail from the official source

Trade conducted during subscription phase of new issue

BD

Previous closing price

Additional detail from the official source

Trade represents closing price of previous business day

BE

National Best Bid and Offer

Additional detail from the official source

Trade price within National Best Bid and Offer (NBBO)

0

Cancel

1

Implied Trade

2

Marketplace entered trade

3

Multi-asset class multileg trade

4

Multileg-to-Multileg Trade

5

Short Sale Minimum Price

6

Benchmark

Additional detail from the official source

Market Model Typology (MMT) terminology: The "benchmark" price depends on a benchmark which has no current price but derived from a time series such as a VWAP.

Deprecated FIX.Latest
About the MultipleStringValue data type

string field containing one or more space delimited multiple character values (e.g. |277=AV AN A| ).

Used in messages 4

Includes nested components and repeating groups. Open a location to see its surrounding requirements.