MarketDefinition

StandardHeader definition & usage →

1. 8 BeginStringStringRequired here

   FIX session profile (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 FIX.5.0SP2Length—

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

12. 91 SecureDataDeprecated FIX.5.0SP2data—

    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 XmlDataXMLData—

    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.

InstrumentScopeGrp definition & usage →

1. 1656 NoInstrumentScopesGroup count—
2. 1535 InstrumentScopeOperatorint—

   Required when NoInstrumentScopes > 0.

3. InstrumentScopeComponent—

   InstrumentScope definition & usage →

   1. 1536 InstrumentScopeSymbolString—
   2. 1537 InstrumentScopeSymbolSfxString—
   3. 1538 InstrumentScopeSecurityIDString—
   4. 1539 InstrumentScopeSecurityIDSourceString—
   5. InstrumentScopeSecurityAltIDGrpRepeating groupCount tag 1540—

      InstrumentScopeSecurityAltIDGrp definition & usage →

      1. 1540 NoInstrumentScopeSecurityAltIDGroup count—
      2. 1541 InstrumentScopeSecurityAltIDString—

         Required when NoInstrumentScopeSecurityAltID > 0.

      3. 1542 InstrumentScopeSecurityAltIDSourceString—

         Required when NoInstrumentScopeSecurityAltID > 0.

   6. 1543 InstrumentScopeProductint—
   7. 1544 InstrumentScopeProductComplexString—
   8. 1545 InstrumentScopeSecurityGroupString—
   9. 1546 InstrumentScopeCFICodeString—
   10. 2895 InstrumentScopeUPICodeString—
   11. 1547 InstrumentScopeSecurityTypeString—
   12. 1548 InstrumentScopeSecuritySubTypeString—
   13. 1549 InstrumentScopeMaturityMonthYearMonthYear—
   14. 1550 InstrumentScopeMaturityTimeTZTimeOnly—
   15. 1551 InstrumentScopeRestructuringTypeString—
   16. 1552 InstrumentScopeSeniorityString—
   17. 1553 InstrumentScopePutOrCallint—
   18. 1554 InstrumentScopeFlexibleIndicatorBoolean—
   19. 1555 InstrumentScopeCouponRatePercentage—
   20. 1616 InstrumentScopeSecurityExchangeExchange—
   21. 1556 InstrumentScopeSecurityDescString—
   22. 1620 InstrumentScopeEncodedSecurityDescLenLength—
   23. 1621 InstrumentScopeEncodedSecurityDescdata—
   24. 1557 InstrumentScopeSettlTypeString—

       Can be used to specify FX tenors.

RelatedMarketSegmentGrp definition & usage →

1. 2545 NoRelatedMarketSegmentsGroup count—

   Number of market segments.

2. 2546 RelatedMarketSegmentIDString—

   Required if NoRelatedMarketSegments (2545) > 0.

3. 2547 MarketSegmentRelationshipint—

BaseTradingRules definition & usage →

1. TickRulesRepeating groupCount tag 1205—

   Specifies price tick rules for the security.

   TickRules definition & usage →

   1. 1205 NoTickRulesGroup count—
   2. 1206 StartTickPriceRangePrice—

      Required if NoTickRules(1205) > 0.

   3. 1207 EndTickPriceRangePrice—
   4. 1208 TickIncrementPrice—
   5. 1209 TickRuleTypeint—
   6. 2571 TickRuleProductComplexString—

      Can be used to limit tick rule to specific product suite.

   7. 1830 SettlPriceIncrementPrice—
   8. 1831 SettlPriceSecondaryIncrementPrice—
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).

      Required if NoLotTypeRules(1234) > 0.

   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. PriceRangeRuleGrpRepeating groupCount tag 2550—

   Specifies the valid price range tables for trading.

   PriceRangeRuleGrp definition & usage →

   1. 2550 NoPriceRangeRulesGroup count—
   2. 2551 StartPriceRangePrice—

      Required if NoPriceRangeRules(2550) > 0.

   3. 2552 EndPriceRangePrice—
   4. 2553 PriceRangeValuePrice—

      Mutually exclusive with PriceRangePercentage(2554).

   5. 2554 PriceRangePercentagePercentage—

      Mutually exclusive with PriceRangeValue(2553).

   6. 2556 PriceRangeRuleIDString—

      Can be used to provide an identifier so that the rule can be reference via the ID elsewhere.

   7. 2555 PriceRangeProductComplexString—

      Can be used to limit price range to specific product suite.

5. QuoteSizeRuleGrpRepeating groupCount tag 2558—

   Specifies the valid quote sizes for trading.

   QuoteSizeRuleGrp definition & usage →

   1. 2558 NoQuoteSizeRulesGroup count—

      Number of quote size rules.

   2. 647 MinBidSizeQty—

      Required if NoQuoteSizeRules(2558) > 0.

   3. 648 MinOfferSizeQty—

      Required if NoQuoteSizeRules(2558) > 0.

   4. 2447 FastMarketIndicatorBoolean—

      Used to define the sizes applicable for fast market conditions.

6. 827 ExpirationCycleint—
7. 1786 TradeVolTypeint—
8. 562 MinTradeVolQty—
9. 1140 MaxTradeVolQty—

   For listed derivatives this indicates the minimum quantity necessary for an order or trade to qualify as a block trade.

10. 1143 MaxPriceVariationfloat—
11. 1144 ImpliedMarketIndicatorint—
12. 1245 TradingCurrencyCurrency—
13. 2934 TradingCurrencyCodeSourceString—
14. 561 RoundLotQty—
15. 1377 MultilegModelint—

    Used for multileg security only.

16. 1378 MultilegPriceMethodint—

    Used for multileg security only.

17. 423 PriceTypeint—

    Defines the default price type used for trading.

18. 2557 FastMarketPercentagePercentage—

    Can be used as a factor to be applied to other base trading rules during a fast market, e.g. to widen price or size ranges by the specified percentage factor.

19. 2559 QuoteSideIndicatorBoolean—

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 ExecInstValueMultipleCharValue—

   Indicates execution instructions that are valid for the specified market segment

AuctionTypeRuleGrp definition & usage →

1. 2548 NoAuctionTypeRulesGroup count—
2. 1803 AuctionTypeint—

   Required if NoAuctionTypeRules(2548) > 0.

   AuctionType(1803) = 0 (None) can be used to invalidate all auction types on the instrument level that are defined on a market segment level.

3. 2549 AuctionTypeProductComplexString—

   Can be used to limit auction order type to specific product suite. Use multiple entries with the same AuctionType(1803) if multiple but not all product suites are supported.

MarketDataFeedTypes definition & usage →

1. 1141 NoMDFeedTypesGroup count—
2. 1022 MDFeedTypeString—

   Required if NoMDFeedTypes(1141) > 0.

3. 1683 MDSubFeedTypeString—
4. 264 MarketDepthint—

   Specifies the depth of book (or levels of market depth) for the feed type.

5. 2563 MarketDepthTimeIntervalint—

   Conditionally required when MarketDepthTimeIntervalUnit(2564) is specified.

6. 2564 MarketDepthTimeIntervalUnitint—

   Conditionally required when MarketDataTimeInterval(2563) is specified.

7. 2565 MDRecoveryTimeIntervalint—

   Conditionally required when MDRecoveryTimeIntervalUnit(2566) is specified.

8. 2566 MDRecoveryTimeIntervalUnitint—

   Conditionally required when MDRecoveryTimeInterval(2565) is specified.

9. 1021 MDBookTypeint—
10. 1173 MDSubBookTypeint—
11. 2567 PrimaryServiceLocationIDString—
12. 2568 SecondaryServiceLocationIDString—

MatchRules definition & usage →

1. 1235 NoMatchRulesGroup count—
2. 1142 MatchAlgorithmString—

   Required if NoMatchRules(1235) > 0.

3. 574 MatchTypeString—
4. 2569 MatchRuleProductComplexString—

   Can be used to limit match rule to specific product suite.

5. 2570 CustomerPriorityint—

   Can be used to give customer orders priority for the given matching algorithm.

FlexProductEligibilityGrp definition & usage →

1. 2560 NoFlexProductEligibilitiesGroup count—
2. 1242 FlexProductEligibilityIndicatorBoolean—

   Required if NoFlexProductEligibilities(2560) > 0.

3. 2561 FlexProductEligibilityComplexString—

   Required if NoFlexProductEligibilities(2560) > 0.

   Used to specify a product suite related to an eligibility indicator.

Parties definition & usage →

1. 453 NoPartyIDsGroup count—

   Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole

2. 448 PartyIDString—

   Required if NoPartyIDs(453) > 0.

   Identification of the party.

3. 447 PartyIDSourcechar—

   Required if NoPartyIDs(453) > 0.

   Used to identify classification source.

4. 452 PartyRoleint—

   Required if NoPartyIDs(453) > 0.

   Identifies the type of PartyID(448).

5. 2376 PartyRoleQualifierint—
6. PtysSubGrpRepeating groupCount tag 802—

   Repeating group of Party sub-identifiers.

   PtysSubGrp definition & usage →

   1. 802 NoPartySubIDsGroup count—
   2. 523 PartySubIDString—
   3. 803 PartySubIDTypeint—

MiscFeesGrp definition & usage →

1. 136 NoMiscFeesGroup count—

   Required if any miscellaneous fees are reported. Indicates number of repeating entries.

2. 137 MiscFeeAmtAmt—

   Required if NoMiscFees(136) > 0.

3. 138 MiscFeeCurrCurrency—
4. 139 MiscFeeTypeString—

   Required if NoMiscFees(136) > 0.

5. 2712 MiscFeeQualifierint—
6. MiscFeesSubGrpRepeating groupCount tag 2633—

   MiscFeesSubGrp definition & usage →

   1. 2633 NoMiscFeeSubTypesGroup count—
   2. 2634 MiscFeeSubTypeString—

      Required if NoMiscFeeSubTypes(2633) > 0.

   3. 2635 MiscFeeSubTypeAmtAmt—
   4. 2636 MiscFeeSubTypeDescString—
   5. 2637 EncodedMiscFeeSubTypeDescLenLength—

      Must be set if EncodedMiscFeeSubTypeDesc(2638) field is specified and must immediately precede it.

   6. 2638 EncodedMiscFeeSubTypeDescdata—

      Encoded (non-ASCII characters) representation of the MiscFeeSubTypeDesc(2636) field in the encoded format specified via the MessageEncoding(347) field.

7. 891 MiscFeeBasisint—
8. 2216 MiscFeeRatePercentage—
9. 2217 MiscFeeAmountDueAmt—
10. 2713 MiscFeeDescString—

StandardTrailer definition & usage →

1. 93 SignatureLengthDeprecated FIX.5.0SP2Length—

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

2. 89 SignatureDeprecated FIX.5.0SP2data—

   Note: Not to be included within SecureData field

3. 10 CheckSumStringRequired here

   (Always unencrypted, always last field in message)