AllocationReport

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—

OrdAllocGrp definition & usage →

1. 73 NoOrdersGroup count—

   Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1

2. 11 ClOrdIDString—

   Order identifier assigned by client if order(s) were electronically delivered over FIX (or otherwise assigned a ClOrdID) and executed. If order(s) were manually delivered (or otherwise not delivered over FIX) this field should contain string "MANUAL". Note where an order has undergone one or more cancel/replaces, this should be the ClOrdID of the most recent version of the order. Required when NoOrders(73) > 0 and must be the first repeating field in the group.

3. 37 OrderIDString—
4. 198 SecondaryOrderIDString—

   Can be used to provide order id used by exchange or executing system.

5. 526 SecondaryClOrdIDString—
6. 66 ListIDString—

   Required for List Orders.

7. NestedParties2Repeating groupCount tag 756—

   This is used to identify the executing broker for step in/give in trades

   NestedParties2 definition & usage →

   1. 756 NoNested2PartyIDsGroup count—

      Repeating group below should contain unique combinations of Nested2PartyID, Nested2PartyIDSource, and Nested2PartyRole

   2. 757 Nested2PartyIDString—

      Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0.

   3. 758 Nested2PartyIDSourcechar—

      Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0.

   4. 759 Nested2PartyRoleint—

      Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0.

   5. NstdPtys2SubGrpRepeating groupCount tag 806—

      Repeating group of Nested2Party sub-identifiers.

      NstdPtys2SubGrp definition & usage →

      1. 806 NoNested2PartySubIDsGroup count—
      2. 760 Nested2PartySubIDString—
      3. 807 Nested2PartySubIDTypeint—
8. 38 OrderQtyQty—
9. 799 OrderAvgPxPrice—

   Average price for this order. For FX, if specified, expressed in terms of Currency(15).

10. 800 OrderBookingQtyQty—

    Quantity of this order that is being booked out by this message (will be equal to or less than this order's OrderQty) Note that the sum of the OrderBookingQty values in this repeating group must equal the total quantity being allocated (in Quantity (53) field)

ExecAllocGrp definition & usage →

1. 124 NoExecsGroup count—

   Indicates number of individual execution repeating group entries to follow. Absence of this field indicates that no individual execution entries are included. Primarily used to support step-outs.

2. 32 LastQtyQty—

   Amount of quantity (e.g. number of shares) in individual execution. Required if NoExecs > 0

3. 17 ExecIDString—
4. 527 SecondaryExecIDString—
5. 31 LastPxPrice—

   Price of individual execution. Required if NoExecs > 0. For FX, if specified, expressed in terms of Currency(15).

6. 669 LastParPxPrice—

   Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx is expressed in Yield, Spread, Discount or any other price type

7. 29 LastCapacitychar—

   Used to identify whether the trade was executed on an agency or principal basis.

8. 1003 TradeIDString—
9. 1041 FirmTradeIDString—

Instrument definition & usage →

1. 55 SymbolString—

   Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol.

2. 65 SymbolSfxString—

   Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price.

3. 48 SecurityIDString—

   Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.

4. 22 SecurityIDSourceString—

   Required if SecurityID is specified.

5. SecAltIDGrpRepeating groupCount tag 454—

   Number of alternate Security Identifiers

   SecAltIDGrp definition & usage →

   1. 454 NoSecurityAltIDGroup count—
   2. 455 SecurityAltIDString—
   3. 456 SecurityAltIDSourceString—
6. 460 Productint—

   Indicates the type of product the security is associated with (high-level category)

7. 1227 ProductComplexString—

   Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc

8. 1151 SecurityGroupString—

   An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.

9. 461 CFICodeString—

   Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.

10. 167 SecurityTypeString—

    It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.)

11. 762 SecuritySubTypeString—

    Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.

12. 200 MaturityMonthYearMonthYear—

    Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures). Note MaturityDate (a full date) can also be specified.

13. 541 MaturityDateLocalMktDate—

    Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S&P futures).may use MaturityMonthYear and/or this field. When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment. For NDFs this represents the fixing date of the contract.

14. 1079 MaturityTimeTZTimeOnly—

    For NDFs this represents the fixing time of the contract. It is optional to specify the fixing time.

15. 966 SettleOnOpenFlagString—

    Indicator to determine if Instrument is Settle on Open.

16. 1049 InstrmtAssignmentMethodchar—
17. 965 SecurityStatusString—

    Gives the current state of the instrument

18. 224 CouponPaymentDateLocalMktDate—

    Date interest is to be paid. Used in identifying Corporate Bond issues.

19. 1449 RestructuringTypeString—
20. 1450 SeniorityString—
21. 1451 NotionalPercentageOutstandingPercentage—
22. 1452 OriginalNotionalPercentageOutstandingPercentage—
23. 1457 AttachmentPointPercentage—
24. 1458 DetachmentPointPercentage—
25. 225 IssueDateLocalMktDate—

    Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.

26. 239 RepoCollateralSecurityTypeDeprecated FIX.4.4String—
27. 226 RepurchaseTermDeprecated FIX.4.4int—
28. 227 RepurchaseRateDeprecated FIX.4.4Percentage—
29. 228 Factorfloat—

    For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value

30. 255 CreditRatingString—
31. 543 InstrRegistryString—

    The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues.

32. 470 CountryOfIssueCountry—

    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.

33. 471 StateOrProvinceOfIssueString—

    A two-character state or province abbreviation.

34. 472 LocaleOfIssueString—

    The three-character IATA code for a locale (e.g. airport code for Municipal Bonds).

35. 240 RedemptionDateDeprecated FIX.4.4LocalMktDate—
36. 202 StrikePricePrice—

    Used for derivatives, such as options and covered warrants

37. 947 StrikeCurrencyCurrency—

    Used for derivatives

38. 967 StrikeMultiplierfloat—

    Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.

39. 968 StrikeValuefloat—

    Used for derivatives. The number of shares/units for the financial instrument involved in the option trade.

40. 1478 StrikePriceDeterminationMethodint—
41. 1479 StrikePriceBoundaryMethodint—
42. 1480 StrikePriceBoundaryPrecisionPercentage—
43. 1481 UnderlyingPriceDeterminationMethodint—
44. 206 OptAttributechar—

    Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose.

45. 231 ContractMultiplierfloat—

    For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.

46. 1435 ContractMultiplierUnitint—
47. 1439 FlowScheduleTypeint—
48. 969 MinPriceIncrementfloat—

    Minimum price increment for the instrument. Could also be used to represent tick value.

49. 1146 MinPriceIncrementAmountAmt—

    Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231]

50. 996 UnitOfMeasureString—

    0

51. 1147 UnitOfMeasureQtyQty—
52. 1191 PriceUnitOfMeasureString—
53. 1192 PriceUnitOfMeasureQtyQty—
54. 1193 SettlMethodchar—

    Settlement method for a contract. Can be used as an alternative to CFI Code value

55. 1194 ExerciseStyleint—

    Type of exercise of a derivatives security

56. 1482 OptPayoutTypeint—
57. 1195 OptPayoutAmountAmt—

    Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount

58. 1196 PriceQuoteMethodString—

    Method for price quotation

59. 1197 ValuationMethodString—

    Indicates type of valuation method used.

60. 1198 ListMethodint—

    Indicates whether the instruments are pre-listed only or can also be defined via user request

61. 1199 CapPricePrice—

    Used to express the ceiling price of a capped call

62. 1200 FloorPricePrice—

    Used to express the floor price of a capped put

63. 201 PutOrCallint—

    Used to express option right

64. 1244 FlexibleIndicatorBoolean—

    Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator

65. 1242 FlexProductEligibilityIndicatorBoolean—

    Used to indicate if a product or group of product supports the creation of flexible securities

66. 997 TimeUnitString—

    Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

67. 223 CouponRatePercentage—

    For Fixed Income.

68. 207 SecurityExchangeExchange—

    Can be used to identify the security.

69. 970 PositionLimitint—

    Position Limit for the instrument.

70. 971 NTPositionLimitint—

    Near-term Position Limit for the instrument.

71. 106 IssuerString—
72. 348 EncodedIssuerLenLength—

    Must be set if EncodedIssuer field is specified and must immediately precede it.

73. 349 EncodedIssuerdata—

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

74. 107 SecurityDescString—
75. 350 EncodedSecurityDescLenLength—

    Must be set if EncodedSecurityDesc field is specified and must immediately precede it.

76. 351 EncodedSecurityDescdata—

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

77. SecurityXMLComponent—

    Embedded XML document describing security.

    SecurityXML definition & usage →

    1. 1184 SecurityXMLLenLength—

       Must be set if SecurityXML field is specified and must immediately precede it.

    2. 1185 SecurityXMLXMLData—

       XML payload or content describing the Security information.

    3. 1186 SecurityXMLSchemaString—

       XML Schema used to validate the XML used to describe the Security.

78. 691 PoolString—

    Identifies MBS / ABS pool

79. 667 ContractSettlMonthMonthYear—

    Must be present for MBS/TBA

80. 875 CPProgramint—

    The program under which a commercial paper is issued

81. 876 CPRegTypeString—

    The registration type of a commercial paper issuance

82. EvntGrpRepeating groupCount tag 864—

    Number of repeating EventType group entries.

    EvntGrp definition & usage →

    1. 864 NoEventsGroup count—
    2. 865 EventTypeint—
    3. 866 EventDateLocalMktDate—
    4. 1145 EventTimeUTCTimestamp—

       Specific time of event. To be used in combination with EventDate [866]

    5. 867 EventPxPrice—
    6. 868 EventTextString—
83. 873 DatedDateLocalMktDate—

    If different from IssueDate

84. 874 InterestAccrualDateLocalMktDate—

    If different from IssueDate and DatedDate

85. InstrumentPartiesRepeating groupCount tag 1018—

    Used to identify the parties listing a specific instrument

    InstrumentParties definition & usage →

    1. 1018 NoInstrumentPartiesGroup count—

       Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole

    2. 1019 InstrumentPartyIDString—

       Used to identify party id related to instrument

    3. 1050 InstrumentPartyIDSourcechar—

       Used to identify source of instrument party id

    4. 1051 InstrumentPartyRoleint—

       Used to identify the role of instrument party id

    5. InstrumentPtysSubGrpRepeating groupCount tag 1052—

       Repeating group of InstrumentParty sub-identifiers.

       InstrumentPtysSubGrp definition & usage →

       1. 1052 NoInstrumentPartySubIDsGroup count—
       2. 1053 InstrumentPartySubIDString—
       3. 1054 InstrumentPartySubIDTypeint—
86. ComplexEventsRepeating groupCount tag 1483—

    ComplexEvents definition & usage →

    1. 1483 NoComplexEventsGroup count—

       Number of complex events

    2. 1484 ComplexEventTypeint—

       Identifies the type of complex event. Required if NoComplexEvents > 0.

    3. 1485 ComplexOptPayoutAmountAmt—
    4. 1486 ComplexEventPricePrice—
    5. 1487 ComplexEventPriceBoundaryMethodint—
    6. 1488 ComplexEventPriceBoundaryPrecisionPercentage—
    7. 1489 ComplexEventPriceTimeTypeint—
    8. 1490 ComplexEventConditionint—

       ComplexEventCondition is conditionally required when there are more than one ComplexEvent occurrences. A chain of ComplexEvents must be linked together through use of the ComplexEventCondition in which the relationship between any two events is described. For any two ComplexEvents the first occurrence will specify the ComplexEventCondition which links it with the second event.

    9. ComplexEventDatesRepeating groupCount tag 1491—

       Used to specify the dates and time ranges when a complex event is in effect.

       ComplexEventDates definition & usage →

       1. 1491 NoComplexEventDatesGroup count—

          Number of complex event date occurrences for a given complex event.

       2. 1492 ComplexEventStartDateUTCTimestamp—

          Required if NoComplexEventDates(1491) > 0.

       3. 1493 ComplexEventEndDateUTCTimestamp—

          Required if NoComplexEventDates(1491) > 0.

       4. ComplexEventTimesRepeating groupCount tag 1494—

          ComplexEventTimes definition & usage →

          1. 1494 NoComplexEventTimesGroup count—
          2. 1495 ComplexEventStartTimeUTCTimeOnly—

             Required if NoComplexEventTimes(1494) > 0.

          3. 1496 ComplexEventEndTimeUTCTimeOnly—

             Required if NoComplexEventTimes(1494) > 0.

InstrumentExtension definition & usage →

1. 668 DeliveryFormint—

   Identifies the form of delivery.

2. 869 PctAtRiskPercentage—

   Percent at risk due to lowest possible call.

3. AttrbGrpRepeating groupCount tag 870—

   Number of repeating InstrAttrib group entries.

   AttrbGrp definition & usage →

   1. 870 NoInstrAttribGroup count—
   2. 871 InstrAttribTypeint—
   3. 872 InstrAttribValueString—

FinancingDetails definition & usage →

1. 913 AgreementDescString—

   The full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this deal

2. 914 AgreementIDString—

   A common reference to the applicable standing agreement between the principals

3. 915 AgreementDateLocalMktDate—

   A reference to the date the underlying agreement was executed.

4. 918 AgreementCurrencyCurrency—

   Currency of the underlying agreement.

5. 788 TerminationTypeint—

   For Repos the timing or method for terminating the agreement.

6. 916 StartDateLocalMktDate—

   Settlement date of the beginning of the deal

7. 917 EndDateLocalMktDate—

   Repayment / repurchase date

8. 919 DeliveryTypeint—

   Delivery or custody arrangement for the underlying securities

9. 898 MarginRatioPercentage—

   Percentage of cash value that underlying security collateral must meet.

UndInstrmtGrp definition & usage →

1. 711 NoUnderlyingsGroup count—

   Number of underlyings

2. UnderlyingInstrumentComponent—

   Must be provided if Number of underlyings > 0

   UnderlyingInstrument definition & usage →

   1. 311 UnderlyingSymbolString—
   2. 312 UnderlyingSymbolSfxString—
   3. 309 UnderlyingSecurityIDString—
   4. 305 UnderlyingSecurityIDSourceString—
   5. UndSecAltIDGrpRepeating groupCount tag 457—

      UndSecAltIDGrp definition & usage →

      1. 457 NoUnderlyingSecurityAltIDGroup count—
      2. 458 UnderlyingSecurityAltIDString—
      3. 459 UnderlyingSecurityAltIDSourceString—
   6. 462 UnderlyingProductint—
   7. 463 UnderlyingCFICodeString—
   8. 310 UnderlyingSecurityTypeString—
   9. 763 UnderlyingSecuritySubTypeString—
   10. 313 UnderlyingMaturityMonthYearMonthYear—
   11. 542 UnderlyingMaturityDateLocalMktDate—
   12. 1213 UnderlyingMaturityTimeTZTimeOnly—
   13. 241 UnderlyingCouponPaymentDateLocalMktDate—
   14. 1453 UnderlyingRestructuringTypeString—
   15. 1454 UnderlyingSeniorityString—
   16. 1455 UnderlyingNotionalPercentageOutstandingPercentage—
   17. 1456 UnderlyingOriginalNotionalPercentageOutstandingPercentage—
   18. 1459 UnderlyingAttachmentPointPercentage—
   19. 1460 UnderlyingDetachmentPointPercentage—
   20. 242 UnderlyingIssueDateLocalMktDate—
   21. 243 UnderlyingRepoCollateralSecurityTypeDeprecated FIX.4.4String—
   22. 244 UnderlyingRepurchaseTermDeprecated FIX.4.4int—
   23. 245 UnderlyingRepurchaseRateDeprecated FIX.4.4Percentage—
   24. 246 UnderlyingFactorfloat—
   25. 256 UnderlyingCreditRatingString—
   26. 595 UnderlyingInstrRegistryString—
   27. 592 UnderlyingCountryOfIssueCountry—
   28. 593 UnderlyingStateOrProvinceOfIssueString—
   29. 594 UnderlyingLocaleOfIssueString—
   30. 247 UnderlyingRedemptionDateDeprecated FIX.4.4LocalMktDate—
   31. 316 UnderlyingStrikePricePrice—
   32. 941 UnderlyingStrikeCurrencyCurrency—
   33. 317 UnderlyingOptAttributechar—
   34. 436 UnderlyingContractMultiplierfloat—
   35. 1437 UnderlyingContractMultiplierUnitint—
   36. 1441 UnderlyingFlowScheduleTypeint—
   37. 998 UnderlyingUnitOfMeasureString—
   38. 1423 UnderlyingUnitOfMeasureQtyQty—
   39. 1424 UnderlyingPriceUnitOfMeasureString—
   40. 1425 UnderlyingPriceUnitOfMeasureQtyQty—
   41. 1000 UnderlyingTimeUnitString—

       Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

   42. 1419 UnderlyingExerciseStyleint—
   43. 435 UnderlyingCouponRatePercentage—
   44. 308 UnderlyingSecurityExchangeExchange—
   45. 306 UnderlyingIssuerString—
   46. 362 EncodedUnderlyingIssuerLenLength—
   47. 363 EncodedUnderlyingIssuerdata—
   48. 307 UnderlyingSecurityDescString—
   49. 364 EncodedUnderlyingSecurityDescLenLength—
   50. 365 EncodedUnderlyingSecurityDescdata—
   51. 877 UnderlyingCPProgramString—
   52. 878 UnderlyingCPRegTypeString—
   53. 972 UnderlyingAllocationPercentPercentage—

       Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument.

   54. 318 UnderlyingCurrencyCurrency—

       Specific to the <UnderlyingInstrument> (not in <Instrument>)

   55. 879 UnderlyingQtyQty—

       Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)

   56. 975 UnderlyingSettlementTypeint—

       Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component.

   57. 973 UnderlyingCashAmountAmt—

       Specific to the < UnderlyingInstrument > Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying's is a fixed cash value.

   58. 974 UnderlyingCashTypeString—

       Specific to the < UnderlyingInstrument > Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price)

   59. 810 UnderlyingPxPrice—

       Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.

   60. 882 UnderlyingDirtyPricePrice—

       Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest

   61. 883 UnderlyingEndPricePrice—

       Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.

   62. 884 UnderlyingStartValueAmt—

       Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement

   63. 885 UnderlyingCurrentValueAmt—

       Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral

   64. 886 UnderlyingEndValueAmt—

       Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement

   65. UnderlyingStipulationsRepeating groupCount tag 887—

       Specific to the <UnderlyingInstrument> (not in <Instrument>)

       UnderlyingStipulations definition & usage →

       1. 887 NoUnderlyingStipsGroup count—
       2. 888 UnderlyingStipTypeString—

          Required if NoUnderlyingStips >0

       3. 889 UnderlyingStipValueString—
   66. 1044 UnderlyingAdjustedQuantityQty—

       Specific to the <UnderlyingInstrument> (not in <Instrument>). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days).

   67. 1045 UnderlyingFXRatefloat—

       Specific to the <UnderlyingInstrument> (not in <Instrument>). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15).

   68. 1046 UnderlyingFXRateCalcchar—

       Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885).

   69. 1038 UnderlyingCapValueAmt—
   70. UndlyInstrumentPartiesRepeating groupCount tag 1058—

       UndlyInstrumentParties definition & usage →

       1. 1058 NoUndlyInstrumentPartiesGroup count—

          Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole

       2. 1059 UnderlyingInstrumentPartyIDString—

          Used to identify party id related to instrument

       3. 1060 UnderlyingInstrumentPartyIDSourcechar—

          Used to identify source of instrument party id

       4. 1061 UnderlyingInstrumentPartyRoleint—

          Used to identify the role of instrument party id

       5. UndlyInstrumentPtysSubGrpRepeating groupCount tag 1062—

          Repeating group of InstrumentParty sub-identifiers.

          UndlyInstrumentPtysSubGrp definition & usage →

          1. 1062 NoUndlyInstrumentPartySubIDsGroup count—
          2. 1063 UnderlyingInstrumentPartySubIDString—
          3. 1064 UnderlyingInstrumentPartySubIDTypeint—
   71. 1039 UnderlyingSettlMethodString—
   72. 315 UnderlyingPutOrCallint—

       Used to express option right

InstrmtLegGrp definition & usage →

1. 555 NoLegsGroup count—

   Number of legs

2. InstrumentLegComponent—

   Must be provided if Number of legs > 0

   InstrumentLeg definition & usage →

   1. 600 LegSymbolString—
   2. 601 LegSymbolSfxString—
   3. 602 LegSecurityIDString—
   4. 603 LegSecurityIDSourceString—
   5. LegSecAltIDGrpRepeating groupCount tag 604—

      LegSecAltIDGrp definition & usage →

      1. 604 NoLegSecurityAltIDGroup count—
      2. 605 LegSecurityAltIDString—
      3. 606 LegSecurityAltIDSourceString—
   6. 607 LegProductint—
   7. 608 LegCFICodeString—
   8. 609 LegSecurityTypeString—
   9. 764 LegSecuritySubTypeString—
   10. 610 LegMaturityMonthYearMonthYear—
   11. 611 LegMaturityDateLocalMktDate—
   12. 1212 LegMaturityTimeTZTimeOnly—
   13. 248 LegCouponPaymentDateLocalMktDate—
   14. 249 LegIssueDateLocalMktDate—
   15. 250 LegRepoCollateralSecurityTypeDeprecated FIX.4.4String—
   16. 251 LegRepurchaseTermDeprecated FIX.4.4int—
   17. 252 LegRepurchaseRateDeprecated FIX.4.4Percentage—
   18. 253 LegFactorfloat—
   19. 257 LegCreditRatingString—
   20. 599 LegInstrRegistryString—
   21. 596 LegCountryOfIssueCountry—
   22. 597 LegStateOrProvinceOfIssueString—
   23. 598 LegLocaleOfIssueString—
   24. 254 LegRedemptionDateDeprecated FIX.4.4LocalMktDate—
   25. 612 LegStrikePricePrice—
   26. 942 LegStrikeCurrencyCurrency—
   27. 613 LegOptAttributechar—
   28. 614 LegContractMultiplierfloat—
   29. 1436 LegContractMultiplierUnitint—
   30. 1440 LegFlowScheduleTypeint—
   31. 999 LegUnitOfMeasureString—
   32. 1224 LegUnitOfMeasureQtyQty—
   33. 1421 LegPriceUnitOfMeasureString—
   34. 1422 LegPriceUnitOfMeasureQtyQty—
   35. 1001 LegTimeUnitString—

       Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

   36. 1420 LegExerciseStyleint—
   37. 615 LegCouponRatePercentage—
   38. 616 LegSecurityExchangeExchange—
   39. 617 LegIssuerString—
   40. 618 EncodedLegIssuerLenLength—
   41. 619 EncodedLegIssuerdata—
   42. 620 LegSecurityDescString—
   43. 621 EncodedLegSecurityDescLenLength—
   44. 622 EncodedLegSecurityDescdata—
   45. 623 LegRatioQtyfloat—

       Specific to the <InstrumentLeg> (not in <Instrument>)

   46. 624 LegSidechar—

       Specific to the <InstrumentLeg> (not in <Instrument>)

   47. 556 LegCurrencyCurrency—

       Specific to the <InstrumentLeg> (not in <Instrument>)

   48. 740 LegPoolString—

       Identifies MBS / ABS pool

   49. 739 LegDatedDateLocalMktDate—
   50. 955 LegContractSettlMonthMonthYear—
   51. 956 LegInterestAccrualDateLocalMktDate—
   52. 1358 LegPutOrCallint—

       Used to express option right

   53. 1017 LegOptionRatiofloat—

       LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity.

   54. 566 LegPricePrice—

       Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price.

SpreadOrBenchmarkCurveData definition & usage →

1. 218 SpreadPriceOffset—

   For Fixed Income

2. 220 BenchmarkCurveCurrencyCurrency—
3. 221 BenchmarkCurveNameString—
4. 222 BenchmarkCurvePointString—
5. 662 BenchmarkPricePrice—
6. 663 BenchmarkPriceTypeint—

   Must be present if BenchmarkPrice is used.

7. 699 BenchmarkSecurityIDString—

   The identifier of the benchmark security, e.g. Treasury against Corporate bond.

8. 761 BenchmarkSecurityIDSourceString—

   Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block.

Parties definition & usage →

1. 453 NoPartyIDsGroup count—

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

2. 448 PartyIDString—

   Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0.

3. 447 PartyIDSourcechar—

   Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.

4. 452 PartyRoleint—

   Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.

5. PtysSubGrpRepeating groupCount tag 802—

   Repeating group of Party sub-identifiers.

   PtysSubGrp definition & usage →

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

Stipulations definition & usage →

1. 232 NoStipulationsGroup count—
2. 233 StipulationTypeString—

   Required if NoStipulations >0

3. 234 StipulationValueString—

YieldData definition & usage →

1. 235 YieldTypeString—
2. 236 YieldPercentage—
3. 701 YieldCalcDateLocalMktDate—
4. 696 YieldRedemptionDateLocalMktDate—
5. 697 YieldRedemptionPricePrice—
6. 698 YieldRedemptionPriceTypeint—

PositionAmountData definition & usage →

1. 753 NoPosAmtGroup count—

   Number of Position Amount entries

2. 707 PosAmtTypeString—
3. 708 PosAmtAmt—
4. 1055 PositionCurrencyString—

AllocGrp definition & usage →

1. 78 NoAllocsGroup count—

   Conditionally required except when AllocTransType = Cancel, or when AllocType = Ready-to-book or Warehouse instruction

2. 79 AllocAccountString—

   May be the same value as BrokerOfCredit if ProcessCode is step-out or soft-dollar step-out and Institution does not wish to disclose individual account breakdowns to the ExecBroker. Required if NoAllocs > 0. Must be first field in repeating group. Conditionally required except when for AllocTransType="Cancel", or when AllocType= "Ready-To-Book" or "Warehouse instruction".

3. 661 AllocAcctIDSourceint—
4. 573 MatchStatuschar—
5. 366 AllocPricePrice—

   Used when performing "executed price" vs. "average price" allocations (e.g. Japan). AllocAccount plus AllocPrice form a unique Allocs entry. Used in lieu of AllocAvgPx.

6. 80 AllocQtyQty—

   Conditionally required except when for AllocTransType="Cancel", or when AllocType= "Ready-To-Book" or "Warehouse instruction".

7. 467 IndividualAllocIDString—
8. 81 ProcessCodechar—
9. 989 SecondaryIndividualAllocIDString—

   Can be used by an intermediary to specify an allocation ID assigned by the intermediary's system.

10. 1002 AllocMethodint—

    Specifies the method under which a trade quantity was allocated.

11. 993 AllocCustomerCapacityString—

    Can be used for granular reporting of separate allocation detail within a single trade report or allocation message.

12. 1047 AllocPositionEffectchar—
13. 992 IndividualAllocTypeint—
14. NestedPartiesRepeating groupCount tag 539—

    Used for NestedPartyRole=BrokerOfCredit, ClientID, Settlement location (PSET), etc. Note: this field can be used for settlement location (PSET) information.

    NestedParties definition & usage →

    1. 539 NoNestedPartyIDsGroup count—

       Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole

    2. 524 NestedPartyIDString—

       Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0.

    3. 525 NestedPartyIDSourcechar—

       Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.

    4. 538 NestedPartyRoleint—

       Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0.

    5. NstdPtysSubGrpRepeating groupCount tag 804—

       Repeating group of NestedParty sub-identifiers.

       NstdPtysSubGrp definition & usage →

       1. 804 NoNestedPartySubIDsGroup count—
       2. 545 NestedPartySubIDString—
       3. 805 NestedPartySubIDTypeint—
15. 208 NotifyBrokerOfCreditBoolean—
16. 209 AllocHandlInstint—
17. 161 AllocTextString—

    Free format text field related to this AllocAccount

18. 360 EncodedAllocTextLenLength—

    Must be set if EncodedAllocText field is specified and must immediately precede it.

19. 361 EncodedAllocTextdata—

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

20. CommissionDataComponent—

    CommissionData definition & usage →

    1. 12 CommissionAmt—
    2. 13 CommTypechar—
    3. 479 CommCurrencyCurrency—
    4. 497 FundRenewWaivchar—
21. 153 AllocAvgPxPrice—

    AvgPx for this AllocAccount. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points) for this allocation, expressed in terms of Currency(15). For Fixed Income always express value as "percent of par".

22. 154 AllocNetMoneyAmt—

    NetMoney for this AllocAccount ((AllocQty * AllocAvgPx) - Commission - sum of MiscFeeAmt + AccruedInterestAmt) if a Sell. ((AllocQty * AllocAvgPx) + Commission + sum of MiscFeeAmt + AccruedInterestAmt) if a Buy. For FX, if specified, expressed in terms of Currency(15).

23. 119 SettlCurrAmtDeprecated FIX.4.4Amt—

    Replaced by AllocSettlCurrAmt

24. 737 AllocSettlCurrAmtAmt—

    AllocNetMoney in AllocSettlCurrency for this AllocAccount if AllocSettlCurrency is different from "overall" Currency

25. 120 SettlCurrencyDeprecated FIX.4.4Currency—

    Replaced by AllocSettlCurrency SettlCurrency for this AllocAccount if different from "overall" Currency. Required if SettlCurrAmt is specified.

26. 736 AllocSettlCurrencyCurrency—

    AllocSettlCurrency for this AllocAccount if different from "overall" Currency. Required if AllocSettlCurrAmt is specified. Required for NDFs.

27. 155 SettlCurrFxRatefloat—

    Foreign exchange rate used to compute AllocSettlCurrAmt from Currency to AllocSettlCurrency

28. 156 SettlCurrFxRateCalcchar—

    Specifies whether the SettlCurrFxRate should be multiplied or divided

29. 742 AllocAccruedInterestAmtAmt—

    Applicable for Convertible Bonds and fixed income

30. 741 AllocInterestAtMaturityAmt—

    Applicable for securities that pay interest in lump-sum at maturity

31. MiscFeesGrpRepeating groupCount tag 136—

    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 > 0

    3. 138 MiscFeeCurrCurrency—
    4. 139 MiscFeeTypeString—

       Required if NoMiscFees > 0

    5. 891 MiscFeeBasisint—
32. ClrInstGrpRepeating groupCount tag 576—

    ClrInstGrp definition & usage →

    1. 576 NoClearingInstructionsGroup count—
    2. 577 ClearingInstructionint—

       Required if NoClearingInstructions > 0

33. 635 ClearingFeeIndicatorString—
34. 780 AllocSettlInstTypeint—

    Used to indicate whether settlement instructions are provided on this message, and if not, how they are to be derived. Absence of this field implies use of default instructions.

35. SettlInstructionsDataComponent—

    Used to communicate settlement instructions for this AllocAccount detail. Required if AllocSettlInstType = 2 or 3.

    SettlInstructionsData definition & usage →

    1. 172 SettlDeliveryTypeint—

       Required if AllocSettlInstType = 1 or 2

    2. 169 StandInstDbTypeint—

       Required if AllocSettlInstType = 3 (should not be populated otherwise)

    3. 170 StandInstDbNameString—

       Required if AllocSettlInstType = 3 (should not be populated otherwise)

    4. 171 StandInstDbIDString—

       Identifier used within the StandInstDbType Required if AllocSettlInstType = 3 (should not be populated otherwise)

    5. DlvyInstGrpRepeating groupCount tag 85—

       Required (and must be > 0) if AllocSettlInstType = 2 (should not be populated otherwise)

       DlvyInstGrp definition & usage →

       1. 85 NoDlvyInstGroup count—
       2. 165 SettlInstSourcechar—
       3. 787 DlvyInstTypechar—
       4. SettlPartiesRepeating groupCount tag 781—

          SettlParties definition & usage →

          1. 781 NoSettlPartyIDsGroup count—

             Repeating group below should contain unique combinations of SettlPartyID, SettlPartyIDSource, and SettlPartyRole

          2. 782 SettlPartyIDString—

             Used to identify source of SettlPartyID. Required if SettlPartyIDSource is specified. Required if NoSettlPartyIDs > 0.

          3. 783 SettlPartyIDSourcechar—

             Used to identify class source of SettlPartyID value (e.g. BIC). Required if SettlPartyID is specified. Required if NoSettlPartyIDs > 0.

          4. 784 SettlPartyRoleint—

             Identifies the type of SettlPartyID (e.g. Executing Broker). Required if NoSettlPartyIDs > 0.

          5. SettlPtysSubGrpRepeating groupCount tag 801—

             Repeating group of SettlParty sub-identifiers.

             SettlPtysSubGrp definition & usage →

             1. 801 NoSettlPartySubIDsGroup count—
             2. 785 SettlPartySubIDString—
             3. 786 SettlPartySubIDTypeint—

RateSource definition & usage →

1. 1445 NoRateSourcesGroup count—
2. 1446 RateSourceint—

   Required if NoRateSource(1445) > 0

3. 1447 RateSourceTypeint—

   Required if NoRateSources(1445) > 0

4. 1448 ReferencePageString—

   Required if RateSource(1446)=other

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)