TradeCaptureReportAck

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—

RootParties definition & usage →

1. 1116 NoRootPartyIDsGroup count—

   Repeating group below should contain unique combinations of RootPartyID, RootPartyIDSource, and RootPartyRole

2. 1117 RootPartyIDString—

   Used to identify source of RootPartyID. Required if RootPartyIDSource is specified. Required if NoRootPartyIDs > 0.

3. 1118 RootPartyIDSourcechar—

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

4. 1119 RootPartyRoleint—

   Identifies the type of RootPartyID (e.g. Executing Broker). Required if NoRootPartyIDs > 0.

5. RootSubPartiesRepeating groupCount tag 1120—

   Repeating group of RootParty sub-identifiers.

   RootSubParties definition & usage →

   1. 1120 NoRootPartySubIDsGroup count—

      Repeating group of RootParty sub-identifiers.

   2. 1121 RootPartySubIDString—

      Sub-identifier (e.g. Clearing Acct for PartyID=Clearing Firm) if applicable. Required if NoRootPartySubIDs > 0.

   3. 1122 RootPartySubIDTypeint—

      Type of Sub-identifier. Required if NoRootPartySubIDs > 0.

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.

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

TrdRepIndicatorsGrp definition & usage →

1. 1387 NoTrdRepIndicatorsGroup count—

   Number of trade publication indicators following

2. 1388 TrdRepPartyRoleint—
3. 1389 TrdRepIndicatorBoolean—

TrdInstrmtLegGrp definition & usage →

1. 555 NoLegsGroup count—

   Number of legs Identifies a Multi-leg Execution if present and non-zero.

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.

3. 687 LegQtyDeprecated FIX.5.0SP1Qty—
4. 690 LegSwapTypeint—

   Instead of LegQty - requests that the sellside calculate LegQty based on opposite Leg

5. 990 LegReportIDString—

   Additional attribute to store the Trade ID of the Leg.

6. 1152 LegNumberint—

   Allow sequencing of Legs for a Strategy to be captured

7. LegStipulationsRepeating groupCount tag 683—

   LegStipulations definition & usage →

   1. 683 NoLegStipulationsGroup count—
   2. 688 LegStipulationTypeString—

      Required if NoLegStipulations >0

   3. 689 LegStipulationValueString—
8. 564 LegPositionEffectchar—

   Provide if the PositionEffect for the leg is different from that specified for the overall multileg security

9. 565 LegCoveredOrUncoveredint—

   Provide if the CoveredOrUncovered for the leg is different from that specified for the overall multileg security.

10. NestedPartiesRepeating groupCount tag 539—

    Used for NestedPartyRole=Leg Clearing Firm/Account, Leg Account/Account Type

    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—
11. 654 LegRefIDString—

    Used to identify a specific leg.

12. 587 LegSettlTypechar—
13. 588 LegSettlDateLocalMktDate—

    Takes precedence over LegSettlmntTyp value and conditionally required/omitted for specific LegSettlType values.

14. 637 LegLastPxPrice—

    Used to report the execution price assigned to the leg of the multileg instrument

15. 675 LegSettlCurrencyCurrency—
16. 1073 LegLastForwardPointsPriceOffset—
17. 1074 LegCalculatedCcyLastQtyQty—
18. 1075 LegGrossTradeAmtAmt—

    For FX Futures can be used to express the notional value of a trade when LegLastQty and other quantity fields are expressed in terms of number of contracts - LegContractMultiplier (614) is required in this case.

19. 1379 LegVolatilityfloat—
20. 1381 LegDividendYieldPercentage—
21. 1383 LegCurrencyRatiofloat—
22. 1384 LegExecInstMultipleCharValue—
23. 1418 LegLastQtyQty—
24. TradeCapLegUnderlyingsGrpRepeating groupCount tag 1342—

    TradeCapLegUnderlyingsGrp definition & usage →

    1. 1342 NoOfLegUnderlyingsGroup count—

       Number of legs for the underlying instrument

    2. UnderlyingLegInstrumentComponent—

       UnderlyingLegInstrument definition & usage →

       1. 1330 UnderlyingLegSymbolString—
       2. 1331 UnderlyingLegSymbolSfxString—
       3. 1332 UnderlyingLegSecurityIDString—
       4. 1333 UnderlyingLegSecurityIDSourceString—
       5. UnderlyingLegSecurityAltIDGrpRepeating groupCount tag 1334—

          UnderlyingLegSecurityAltIDGrp definition & usage →

          1. 1334 NoUnderlyingLegSecurityAltIDGroup count—
          2. 1335 UnderlyingLegSecurityAltIDString—
          3. 1336 UnderlyingLegSecurityAltIDSourceString—
       6. 1344 UnderlyingLegCFICodeString—
       7. 1337 UnderlyingLegSecurityTypeString—
       8. 1338 UnderlyingLegSecuritySubTypeString—
       9. 1339 UnderlyingLegMaturityMonthYearMonthYear—
       10. 1345 UnderlyingLegMaturityDateLocalMktDate—
       11. 1405 UnderlyingLegMaturityTimeTZTimeOnly—
       12. 1340 UnderlyingLegStrikePricePrice—
       13. 1391 UnderlyingLegOptAttributechar—
       14. 1343 UnderlyingLegPutOrCallint—
       15. 1341 UnderlyingLegSecurityExchangeString—
       16. 1392 UnderlyingLegSecurityDescString—

TrdRegTimestamps definition & usage →

1. 768 NoTrdRegTimestampsGroup count—
2. 769 TrdRegTimestampUTCTimestamp—

   Required if NoTrdRegTimestamps > 1

3. 770 TrdRegTimestampTypeint—

   Required if NoTrdRegTimestamps > 1

4. 771 TrdRegTimestampOriginString—
5. 1033 DeskTypeString—

   Type of Trading desk

6. 1034 DeskTypeSourceint—
7. 1035 DeskOrderHandlingInstMultipleStringValue—

PositionAmountData definition & usage →

1. 753 NoPosAmtGroup count—

   Number of Position Amount entries

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

TrdCapRptAckSideGrp definition & usage →

1. 552 NoSidesGroup count—
2. 54 SidecharRequired here
3. 1427 SideExecIDString—

   This refers to the ExecID of the execution being reported. Used in trade reporting models that utilize different execution IDs for each side of the trade. This is used when reporting a trade with two or more sides.

4. 1428 OrderDelayint—
5. 1429 OrderDelayUnitint—

   Used in conjunction with OrderDelay to specify the time unit being expressed. Default is "seconds" if not specified.

6. PartiesRepeating groupCount tag 453—

   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—
7. 1 AccountString—
8. 660 AcctIDSourceint—
9. 581 AccountTypeint—
10. 81 ProcessCodechar—
11. 575 OddLotDeprecated FIX.5.0Boolean—
12. ClrInstGrpRepeating groupCount tag 576—

    ClrInstGrp definition & usage →

    1. 576 NoClearingInstructionsGroup count—
    2. 577 ClearingInstructionint—

       Required if NoClearingInstructions > 0

13. 578 TradeInputSourceString—
14. 579 TradeInputDeviceString—
15. 376 ComplianceIDString—
16. 377 SolicitedFlagBoolean—
17. 582 CustOrderCapacityint—
18. 336 TradingSessionIDString—

    Generally the same for all sides of a trade, if reported only on the first side the same TradingSessionID will apply to all sides of the trade

19. 625 TradingSessionSubIDString—

    Generally the same for all sides of a trade, if reported only on the first side the same TradingSessionSubID will apply to all sides of the trade.

20. 943 TimeBracketString—
21. 430 NetGrossIndint—

    Code to represent whether value is net (inclusive of tax) or gross.

22. 1154 SideCurrencyCurrency—

    Used to Identify the Currency of the Trade Report Side.

23. 1155 SideSettlCurrencyCurrency—

    Used to Identify the Settlement Currency of the Trade Report Side.

24. CommissionDataComponent—

    CommissionData definition & usage →

    1. 12 CommissionAmt—
    2. 13 CommTypechar—
    3. 479 CommCurrencyCurrency—
    4. 497 FundRenewWaivchar—
25. 157 NumDaysInterestint—
26. 230 ExDateLocalMktDate—
27. 158 AccruedInterestRatePercentage—
28. 159 AccruedInterestAmtAmt—
29. 738 InterestAtMaturityAmt—
30. 920 EndAccruedInterestAmtAmt—
31. 921 StartCashAmt—
32. 922 EndCashAmt—
33. 238 ConcessionAmt—
34. 237 TotalTakedownAmt—
35. 118 NetMoneyAmt—
36. 119 SettlCurrAmtAmt—
37. 155 SettlCurrFxRatefloat—
38. 156 SettlCurrFxRateCalcchar—
39. 77 PositionEffectchar—
40. 752 SideMultiLegReportingTypeint—
41. ContAmtGrpRepeating groupCount tag 518—

    ContAmtGrp definition & usage →

    1. 518 NoContAmtsGroup count—

       Number of contract details in this message (number of repeating groups to follow)

    2. 519 ContAmtTypeint—

       Must be first field in the repeating group.

    3. 520 ContAmtValuefloat—
    4. 521 ContAmtCurrCurrency—
42. StipulationsRepeating groupCount tag 232—

    Stipulations definition & usage →

    1. 232 NoStipulationsGroup count—
    2. 233 StipulationTypeString—

       Required if NoStipulations >0

    3. 234 StipulationValueString—
43. 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—
44. 825 ExchangeRuleString—
45. SettlDetailsRepeating groupCount tag 1158—

    Conveys settlement account details reported as part of obligation

    SettlDetails definition & usage →

    1. 1158 NoSettlDetailsGroup count—

       Number of settlement parties

    2. 1164 SettlObligSourcechar—

       Indicates the Source of the Settlement Instructions

    3. SettlPartiesRepeating groupCount tag 781—

       Carries settlement account information

       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—
46. 826 TradeAllocIndicatorint—
47. 591 PreallocMethodchar—
48. 70 AllocIDString—
49. TrdAllocGrpRepeating groupCount tag 78—

    TrdAllocGrp definition & usage →

    1. 78 NoAllocsGroup count—

       Number of repeating groups for trade allocation

    2. 79 AllocAccountString—

       Required if NoAllocs > 0. Must be first field in repeating group.

    3. 661 AllocAcctIDSourceint—
    4. 736 AllocSettlCurrencyCurrency—
    5. 467 IndividualAllocIDString—
    6. NestedParties2Repeating groupCount tag 756—

       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—
    7. 80 AllocQtyQty—
    8. 993 AllocCustomerCapacityString—

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

    9. 1002 AllocMethodint—

       Specifies the method under which a trade quantity was allocated.

    10. 989 SecondaryIndividualAllocIDString—

        Provides support for an intermediary assigned allocation ID

    11. 1136 AllocClearingFeeIndicatorString—
50. 1072 SideGrossTradeAmtAmt—
51. 1057 AggressorIndicatorBoolean—
52. 1009 SideLastQtyint—
53. 1005 SideTradeReportIDString—
54. 1006 SideFillStationCdString—
55. 1007 SideReasonCdString—
56. 83 RptSeqint—
57. 1008 SideTrdSubTypint—
58. 1115 OrderCategorychar—
59. TradeReportOrderDetailComponent—

    Details of the order associated with this side of the trade.

    TradeReportOrderDetail definition & usage →

    1. 37 OrderIDString—
    2. 198 SecondaryOrderIDString—
    3. 11 ClOrdIDString—

       In the case of quotes can be mapped to QuoteMsgID(1166) of a single Quote(MsgType=S) or QuoteID(117) of a MassQuote(MsgType=i).

    4. 526 SecondaryClOrdIDString—

       In the case of quotes can be mapped to QuoteID(117) of a single Quote(MsgType=S) or QuoteEntryID(299) of a MassQuote(MsgType=i).

    5. 66 ListIDString—
    6. 1080 RefOrderIDString—

       Some hosts assign an order a new order id under special circumstances. The RefOrdID field will connect the same underlying order across changing OrderIDs.

    7. 1081 RefOrderIDSourcechar—
    8. 1431 RefOrdIDReasonint—

       The reason for updating the RefOrdID

    9. 40 OrdTypechar—

       Order type from the order associated with the trade

    10. 44 PricePrice—

        Order price at time of trade

    11. 99 StopPxPrice—

        Stop/Limit order price

    12. 18 ExecInstMultipleCharValue—

        Execution Instruction from the order associated with the trade

    13. 39 OrdStatuschar—

        Status of order as of this trade report

    14. OrderQtyDataComponent—

        Order quantity at time of trade

        OrderQtyData definition & usage →

        1. 38 OrderQtyQty—

           One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified.

        2. 152 CashOrderQtyQty—

           One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in tradeable units (e.g. shares) for subsequent messages.

        3. 516 OrderPercentPercentage—

           For CIV - Optional. One of CashOrderQty, OrderQty or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified.

        4. 468 RoundingDirectionchar—

           For CIV - Optional

        5. 469 RoundingModulusfloat—

           For CIV - Optional

    15. 151 LeavesQtyQty—
    16. 14 CumQtyQty—
    17. 59 TimeInForcechar—
    18. 126 ExpireTimeUTCTimestamp—

        The order expiration date/time in UTC

    19. DisplayInstructionComponent—

        DisplayInstruction definition & usage →

        1. 1138 DisplayQtyQty—
        2. 1082 SecondaryDisplayQtyQty—
        3. 1083 DisplayWhenchar—
        4. 1084 DisplayMethodchar—
        5. 1085 DisplayLowQtyQty—

           Required when DisplayMethod = 3

        6. 1086 DisplayHighQtyQty—

           Required when DisplayMethod = 3

        7. 1087 DisplayMinIncrQty—

           Can be used to specify larger increments than the standard increment provided by the market. Optionally used when DisplayMethod = 3

        8. 1088 RefreshQtyQty—

           Required when DisplayMethod = 2

    20. 528 OrderCapacitychar—
    21. 529 OrderRestrictionsMultipleCharValue—
    22. 775 BookingTypeint—
    23. 1432 OrigCustOrderCapacityint—
    24. 821 OrderInputDeviceString—
    25. 1093 LotTypechar—
    26. 483 TransBkdTimeUTCTimestamp—
    27. 586 OrigOrdModTimeUTCTimestamp—
60. SideTrdRegTSRepeating groupCount tag 1016—

    SideTrdRegTS definition & usage →

    1. 1016 NoSideTrdRegTSGroup count—
    2. 1012 SideTrdRegTimestampUTCTimestamp—
    3. 1013 SideTrdRegTimestampTypeint—
    4. 1014 SideTrdRegTimestampSrcString—

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)