Documentation
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Index ¶
Constants ¶
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const ( Close = "C" Open = "O" )
OpenClose
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const ( AdvSideBuy = "B" // Buy AdvSideSell = "S" // Sell AdvSideTrade = "T" // Trade AdvSideCross = "X" // Cross )
AdvSide
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const ( AdvTransTypeCancel = "C" // Cancel AdvTransTypeNew = "N" // New AdvTransTypeReplace = "R" // Replace )
AdvTransType
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const ( CommTypePercentage = "2" // Percentage CommTypeAbsolute = "3" // Absolute )
CommType
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const ( ExecInstStayOnOfferside = "0" // Stay on offerside ExecInstNotHeld = "1" // Not held ExecInstWork = "2" // Work ExecInstGoAlong = "3" // Go along ExecInstOverTheDay = "4" // Over the day ExecInstHeld = "5" // Held ExecInstParticipateDontInitiate = "6" // Participate don't initiate ExecInstStrictScale = "7" // Strict scale ExecInstTryToScale = "8" // Try to scale ExecInstStayOnBidside = "9" // Stay on bidside ExecInstNoCross = "A" // No cross (cross is forbidden) ExecInstOKToCross = "B" // OK to cross ExecInstCallFirst = "C" // Call first ExecInstPercentOfVolume = "D" // Percent of volume (indicates that the sender does not want to be all the volume on the floor vs. a specific percentage) ExecInstDNI = "E" // Do not increase - DNI ExecInstDNR = "F" // Do not reduce - DNR ExecInstAON = "G" // All or none - AON ExecInstInstitutionsOnly = "I" // Institutions only ExecInstLastPeg = "L" // Last peg (last sale) ExecInstMidPricePeg = "M" // Mid-price peg (midprice of inside quote) ExecInstNonNegotiable = "N" // Non-negotiable ExecInstOpeningPeg = "O" // Opening peg ExecInstMarketPeg = "P" // Market peg ExecInstPrimaryPeg = "R" // Primary peg (primary market - buy at bid/sell at offer) ExecInstSuspend = "S" // Suspend ExecInstFixedPeg = "T" // Fixed Peg to Local best bid or offer at time of order ExecInstCustomerDisplayInstruction = "U" // Customer Display Instruction (Rule11Ac1-1/4) ExecInstNetting = "V" // Netting (for Forex) ExecInstPegToVWAP = "W" // Peg to VWAP )
ExecInst
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const ( ExecTransTypeNew = "0" // New ExecTransTypeCancel = "1" // Cancel ExecTransTypeCorrect = "2" // Correct ExecTransTypeStatus = "3" // Status )
ExecTransType
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const ( HandlInstAutoExecOrderPrivate = "1" // Automated execution order, private, no Broker intervention HandlInstAutoExecOrderPublic = "2" // Automated execution order, public, Broker intervention OK HandlInstManualOrder = "3" // Manual order, best execution )
HandlInst
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const ( IDSourceCUSIP = "1" // CUSIP IDSourceSEDOL = "2" // SEDOL IDSourceQUIK = "3" // QUIK IDSourceISIN = "4" // ISIN number IDSourceRIC = "5" // RIC code IDSourceISOCurrency = "6" // ISO Currency Code IDSourceISOCountry = "7" // ISO Country Code IDSourceExchange = "8" // Exchange Symbol IDSourceCTA = "9" // Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) )
IDSource
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const ( IOIQltyIndHigh = "H" // High IOIQltyIndLow = "L" // Low IOIQltyIndMedium = "M" // Medium )
IOIQltyInd
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const ( )
IOIShares
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const ( IOITransTypeCancel = "C" // Cancel IOITransTypeNew = "N" // New IOITransTypeReplace = "R" // Replace )
IOITransType
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const ( LastCapacityAgent = "1" // Agent LastCapacityCrossAsAgent = "2" // Cross as agent LastCapacityCrossAsPrincipal = "3" // Cross as principal LastCapacityPrincipal = "4" // Principal )
LastCapacity
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const ( MsgTypeAdvertisement = "7" // Advertisement MsgTypeAllocation = "J" // Allocation MsgTypeAllocationAck = "P" // Allocation Ack MsgTypeBidRequest = "k" // Bid Request MsgTypeBidResponse = "l" // Bid Response MsgTypeBusinessMessageReject = "j" // Business Message Reject MsgTypeDontKnowTrade = "Q" // Don't Know Trade MsgTypeEmail = "C" // Email MsgTypeExecutionReport = "8" // Execution Report MsgTypeHeartbeat = "0" // Heartbeat MsgTypeIndicationOfInterest = "6" // Indication of Interest MsgTypeListCancelRequest = "K" // List Cancel Request MsgTypeListExecute = "L" // List Execute MsgTypeListStatus = "N" // List Status MsgTypeListStatusRequest = "M" // List Status Request MsgTypeListStrikePrice = "m" // List Strike Price MsgTypeLogon = "A" // Logon MsgTypeLogout = "5" // Logout MsgTypeMarketDataIncrementalRefresh = "X" // Market Data Incremental Refresh MsgTypeMarketDataRequest = "V" // Market Data Request MsgTypeMarketDataRequestReject = "Y" // Market Data Request Reject MsgTypeMarketDataSnapshotFullRefresh = "W" // Market Data Snapshot Full Refresh MsgTypeMassQuote = "i" // Mass Quote MsgTypeNewOrderList = "E" // New Order List MsgTypeNews = "B" // News MsgTypeOrderCancelReject = "9" // Order Cancel Reject MsgTypeOrderCancelRequest = "F" // Order Cancel Request MsgTypeOrderCancelOrReplaceRequest = "G" // Order Cancel/Replace Request MsgTypeOrderSingle = "D" // Order Single MsgTypeOrderStatusRequest = "H" // Order Status Request MsgTypeQuote = "S" // Quote MsgTypeQuoteAcknowledgement = "b" // Quote Acknowledgement MsgTypeQuoteCancel = "Z" // Quote Cancel MsgTypeQuoteRequest = "R" // Quote Request MsgTypeQuoteStatusRequest = "a" // Quote Status Request MsgTypeReject = "3" // Reject MsgTypeResendRequest = "2" // Resend Request MsgTypeSecurityDefinition = "d" // Security Definition MsgTypeSecurityDefinitionRequest = "c" // Security Definition Request MsgTypeSecurityStatus = "f" // Security Status MsgTypeSecurityStatusRequest = "e" // Security Status Request MsgTypeSequenceReset = "4" // Sequence Reset MsgTypeSettlementInstructions = "T" // Settlement Instructions MsgTypeTestRequest = "1" // Test Request MsgTypeTradingSessionStatus = "h" // Trading Session Status MsgTypeTradingSessionStatusRequest = "g" // Trading Session Status Request )
MsgType
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const ( OrdStatusNew = "0" // New OrdStatusPartiallyFilled = "1" // Partially filled OrdStatusFilled = "2" // Filled OrdStatusDoneForDay = "3" // Done for day OrdStatusCanceled = "4" // Canceled OrdStatusReplaced = "5" // Replaced OrdStatusPendingCancel = "6" // Pending Cancel (e.g. result of Order Cancel Request) OrdStatusStopped = "7" // Stopped OrdStatusRejected = "8" // Rejected OrdStatusSuspended = "9" // Suspended OrdStatusPendingNew = "A" // Pending New OrdStatusCalculated = "B" // Calculated OrdStatusExpired = "C" // Expired OrdStatusAcceptedForBidding = "D" // Accepted for bidding OrdStatusPendingReplace = "E" // Pending Replace (e.g. result of Order Cancel/Replace Request) )
OrdStatus
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const ( OrdTypeMarket = "1" // Market OrdTypeLimit = "2" // Limit OrdTypeStop = "3" // Stop OrdTypeStopLimit = "4" // Stop limit OrdTypeMarketOnClose = "5" // Market on close OrdTypeWithOrWithout = "6" // With or without OrdTypeLimitOrBetter = "7" // Limit or better OrdTypeLimitWithOrWithout = "8" // Limit with or without OrdTypeOnBasis = "9" // On basis OrdTypeOnClose = "A" // On close OrdTypeLimitOnClose = "B" // Limit on close OrdTypeForexMarket = "C" // Forex - Market OrdTypePreviouslyQuoted = "D" // Previously quoted OrdTypePreviouslyIndicated = "E" // Previously indicated OrdTypeForexLimit = "F" // Forex - Limit OrdTypeForexSwap = "G" // Forex - Swap OrdTypeForexPreviouslyQuoted = "H" // Forex - Previously Quoted OrdTypeFunari = "I" // Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan) OrdTypePegged = "P" // Pegged )
OrdType
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const ( PossDupFlagNo = "N" // Original transmission PossDupFlagYes = "Y" // Possible duplicate )
PossDupFlag
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const ( SideBuy = "1" // Buy SideSell = "2" // Sell SideBuyMinus = "3" // Buy minus SideSellPlus = "4" // Sell plus SideSellShort = "5" // Sell short SideSellShortExempt = "6" // Sell short exempt SideUndisclosed = "7" // Undisclosed (valid for IOI and List Order messages only) SideCross = "8" // Cross (orders where counterparty is an exchange, valid for all messages except IOIs) SideCrossShort = "9" // Cross short )
Side
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const ( TimeInForceDay = "0" // Day TimeInForceGTC = "1" // Good Till Cancel (GTC) TimeInForceOPG = "2" // At the Opening (OPG) TimeInForceIOC = "3" // Immediate or Cancel (IOC) TimeInForceFOK = "4" // Fill or Kill (FOK) TimeInForceGTX = "5" // Good Till Crossing (GTX) TimeInForceGTD = "6" // Good Till Date )
TimeInForce
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const ( UrgencyNormal = "0" // Normal UrgencyFlash = "1" // Flash UrgencyBackground = "2" // Background )
Urgency
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const ( SettlmntTypRegular = "0" // Regular SettlmntTypCash = "1" // Cash SettlmntTypNextDay = "2" // Next Day SettlmntTypT2 = "3" // T+2 SettlmntTypT3 = "4" // T+3 SettlmntTypT4 = "5" // T+4 SettlmntTypFuture = "6" // Future SettlmntTypWhenIssued = "7" // When Issued SettlmntTypSellersOption = "8" // Sellers Option SettlmntTypT5 = "9" // T+5 )
SettlmntTyp
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const ( AllocTransTypeNew = "0" // New AllocTransTypeReplace = "1" // Replace AllocTransTypeCancel = "2" // Cancel AllocTransTypePreliminary = "3" // Preliminary (without MiscFees and NetMoney) AllocTransTypeCalculated = "4" // Calculated (includes MiscFees and NetMoney) AllocTransTypeCalculatedWithoutPreliminary = "5" // Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney) )
AllocTransType
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const ( ProcessCodeRegular = "0" // regular ProcessCodeSoftDollar = "1" // soft dollar ProcessCodeStepIn = "2" // step-in ProcessCodeStepOut = "3" // step-out ProcessCodeSoftDollarStepIn = "4" // soft-dollar step-in ProcessCodeSoftDollarStepOut = "5" // soft-dollar step-out ProcessCodePlanSponsor = "6" // plan sponsor )
ProcessCode
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const ( AllocStatusAccepted = "0" // accepted (successfully processed) AllocStatusRejected = "1" // rejected AllocStatusPartialAccept = "2" // partial accept AllocStatusReceived = "3" // received (received, not yet processed) )
AllocStatus
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const ( AllocRejCodeUnknownAccounts = "0" // unknown account(s) AllocRejCodeIncorrectQuantity = "1" // incorrect quantity AllocRejCodeIncorrectAveragePrice = "2" // incorrect average price AllocRejCodeUnknownExecutingBrokerMnemonic = "3" // unknown executing broker mnemonic AllocRejCodeCommissionDifference = "4" // commission difference AllocRejCodeUnknownOrderID = "5" // unknown OrderID AllocRejCodeUnknownListID = "6" // unknown ListID AllocRejCodeOther = "7" // other )
AllocRejCode
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const ( EmailTypeNew = "0" // New EmailTypeReply = "1" // Reply EmailTypeAdminReply = "2" // Admin Reply )
EmailType
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const ( PossResendNo = "N" // Original transmission PossResendYes = "Y" // Possible resend )
PossResend
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const ( EncryptMethodNone = "0" // None / other EncryptMethodPKCS = "1" // PKCS (proprietary) EncryptMethodDES = "2" // DES (ECB mode) EncryptMethodPKCSDES = "3" // PKCS/DES (proprietary) EncryptMethodPGPDES = "4" // PGP/DES (defunct) EncryptMethodPGPDESMD5 = "5" // PGP/DES-MD5 (see app note on FIX website) EncryptMethodPEMDESMD5 = "6" // PEM/DES-MD5 (see app note on FIX website) )
EncryptMethod
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const ( CxlRejReasonTooLate = "0" // Too late to cancel CxlRejReasonUnknownOrder = "1" // Unknown order CxlRejReasonBrokerOption = "2" // Broker Option CxlRejReasonAlreadyPending = "3" // Order already in Pending Cancel or Pending Replace status )
CxlRejReason
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const ( ReportToExchNo = "N" // Indicates that party sending message will report trade ReportToExchYes = "Y" // Indicates that party receiving message must report trade )
ReportToExch
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const ( LocateReqdNo = "N" // Indicates the broker is not required to locate LocateReqdYes = "Y" // Indicates the broker is responsible for locating the stock )
LocateReqd
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const ( ForexReqNo = "N" // Do not execute Forex after security trade ForexReqYes = "Y" // Execute Forex after security trade )
ForexReq
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const ( GapFillFlagNo = "N" // Sequence Reset, ignore MsgSeqNum GapFillFlagYes = "Y" // Gap Fill message, MsgSeqNum field valid )
GapFillFlag
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const ( IOINaturalFlagNo = "N" // Not natural IOINaturalFlagYes = "Y" // Natural )
IOINaturalFlag
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const ( MiscFeeTypeRegulatory = "1" // Regulatory (e.g. SEC) MiscFeeTypeTax = "2" // Tax MiscFeeTypeLocalCommission = "3" // Local Commission MiscFeeTypeExchangeFees = "4" // Exchange Fees MiscFeeTypeStamp = "5" // Stamp MiscFeeTypeLevy = "6" // Levy MiscFeeTypeOther = "7" // Other MiscFeeTypeMarkup = "8" // Markup MiscFeeTypeConsumptionTax = "9" // Consumption Tax )
MiscFeeType
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const ( ResetSeqNumFlagNo = "N" // No ResetSeqNumFlagYes = "Y" // Yes, reset sequence numbers )
ResetSeqNumFlag
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const ( SettlInstTransTypeCancel = "C" // Cancel SettlInstTransTypeNew = "N" // New SettlInstTransTypeReplace = "R" // Replace )
SettlInstTransType
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const ( SettlLocationCEDEL = "CED" // CEDEL SettlLocationDepositoryTrustCompany = "DTC" // Depository Trust Company SettlLocationEuroclear = "EUR" // Euroclear SettlLocationFederalBookEntry = "FED" // Federal Book Entry SettlLocationLocalMarketSettleLocation = "ISO Country Code" // Local Market Settle Location SettlLocationPhysical = "PNY" // Physical SettlLocationParticipantTrustCompany = "PTC" // Participant Trust Company )
SettlLocation
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const ( SettlDeliveryTypeVersusPayment = "0" // 'Versus. Payment': Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment SettlDeliveryTypeFree = "1" // 'Free': Deliver (if Sell) or Receive (if Buy) Free )
SettlDeliveryType
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const ( AllocLinkTypeNetting = "0" // F/X Netting AllocLinkTypeSwap = "1" // F/X Swap )
AllocLinkType
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const ( // TagAccount - Account mnemonic as agreed between broker and institution. TagAccount = iota + 1 // TagAdvId - Unique identifier of Advertisement <35=7> message. TagAdvId // TagAdvRefID - Reference identifier used with CANCEL and REPLACE transaction types. TagAdvRefID // TagAdvSide - Broker's side of advertised trade TagAdvSide // TagAdvTransType - Identifies Advertisement <35=7> message transaction type TagAdvTransType // TagAvgPx - Calculated average price of all fills on this order. TagAvgPx // TagBeginSeqNo - Message sequence number of first message in range to be resent TagBeginSeqNo // TagBeginString - Identifies beginning of new message and protocol version. ALWAYS FIRST FIELD IN MESSAGE. (Always // unencrypted) TagBeginString // TagBodyLength - Message length, in bytes, forward to the CheckSum (10) field. ALWAYS SECOND FIELD IN MESSAGE. // (Always unencrypted) TagBodyLength // TagCheckSum - Three byte, simple checksum. ALWAYS LAST FIELD IN MESSAGE; i.e. serves, with the trailing , as the // end-of-message delimiter. Always defined as three characters. (Always unencrypted) TagCheckSum // TagClOrdID - Unique identifier for Order as assigned by institution (identified by SenderCompID (49) or // OnBehalfOfCompID (115) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, // particularly those which electronically submit multi-day orders, trade globally or throughout market close // periods,should ensure uniqueness across days, for example by embedding a date within the ClOrdID (11) field. TagClOrdID // TagCommission - Commission. Note if CommType (13) is percentage, Commission (12) of 5% should be represented as // .05. TagCommission // TagCommType - Commission (12) type TagCommType // TagCumQty - Total number of shares filled. TagCumQty // TagCurrency - Identifies currency used for price. Absence of this field is interpreted as the default for the // security. It is recommended that systems provide the currency value whenever possible. TagCurrency // TagEndSeqNo - Message sequence number of last message in range to be resent. If request is for a single message // BeginSeqNo (7) = EndSeqNo (16). If request is for all messages after a particular message, EndSeqNo (16) = 0 // (representing infinity). TagEndSeqNo // TagExecID - Unique identifier of execution message as assigned by broker (will be 0 (zero) for ExecTransType // (20)='3' (Status)). // // Uniqueness must be guaranteed within a single trading day or the life of a multi-day order. Firms which accept // multi-day orders should consider embedding a date within the ExecID (17) field to assure uniqueness across days. TagExecID // TagExecInst - Instructions for order handling on exchange trading floor. If more than one instruction is // applicable to an order, this field can contain multiple instructions separated by space. TagExecInst // TagExecRefID - Reference identifier used with Cancel and Correct transaction types. TagExecRefID // TagExecTransType - Identifies transaction type TagExecTransType // TagHandlInst - Instructions for order handling on Broker trading floor TagHandlInst // TagIDSource - Identifies class of alternative SecurityID (48) TagIDSource // TagIOIid - Unique identifier of Indication of Interest <35=6> message. TagIOIid // TagIOIOthSvc - No longer used as of FIX 4.2. TagIOIOthSvc // TagIOIQltyInd - Relative quality of indication TagIOIQltyInd // TagIOIRefID - Reference identifier used with CANCEL and REPLACE, transaction types. TagIOIRefID TagIOIShares // TagIOITransType - Identifies IOI message transaction type TagIOITransType // TagLastCapacity - Broker capacity in order execution TagLastCapacity // TagLastMkt - Market of execution for last fill TagLastMkt // TagLastPx - Price of this (last) fill. Field not required for ExecTransType (20) ='3' (Status) TagLastPx // ='3' (Status) TagLastShares // TagLinesOfText - Identifies number of lines of text body TagLinesOfText // TagMsgSeqNum - Integer message sequence number. TagMsgSeqNum // TagMsgType - Defines message type. Always third field in message. Always unencrypted. // // The value is case-sensitive. // // "U" as the first character of the value (e.g. U1, U2) indicates that the message format is privately defined // between the sender and receiver. TagMsgType // TagNewSeqNo - New sequence number TagNewSeqNo // TagOrderID - Unique identifier for Order as assigned by broker. Uniqueness must be guaranteed within a single // trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID (37) field // to assure uniqueness across days. TagOrderID // TagOrderQty - Number of shares ordered. This represents the number of shares for equities or based on normal // convention the number of contracts for options, futures, convertible bonds, etc. TagOrderQty // TagOrdStatus - Identifies current status of order. TagOrdStatus // TagOrdType - Order type. TagOrdType // TagOrigClOrdID - ClOrdID (11) of the previous order (NOT the initial order of the day) as assigned by the // institution, used to identify the previous order in cancel and cancel/replace requests. TagOrigClOrdID // TagOrigTime - Time of message origination (always expressed in UTC (Universal Time Coordinated, also known as // 'GMT')) TagOrigTime // TagPossDupFlag - Indicates possible retransmission of message with this sequence number TagPossDupFlag // TagPrice - Price per share TagPrice // TagRefSeqNum - Reference message sequence number TagRefSeqNum // TagRelatdSym - Symbol of issue related to story. Can be repeated within message to identify multiple companies. TagRelatdSym // TagRule80A - Note that the name of this field is changing to 'OrderCapacity' as Rule80A is a very US // market-specific term. Other world markets need to convey similar information, however, often a subset of the US // values. TagRule80A // TagSecurityID - CUSIP or other alternate security identifier TagSecurityID // TagSenderCompID - Assigned value used to identify firm sending message. TagSenderCompID // TagSenderSubID - Assigned value used to identify specific message originator (desk, trader, etc.) TagSenderSubID // TagSendingDate - No longer used. Included here for reference to prior versions. TagSendingDate // TagSendingTime - Time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as // 'GMT') TagSendingTime TagShares // TagSide - Side of order TagSide // TagSymbol - Ticker symbol TagSymbol // TagTargetCompID - Assigned value used to identify receiving firm. TagTargetCompID // TagTargetSubID - Assigned value used to identify specific individual or unit intended to receive message. 'ADMIN' // reserved for administrative messages not intended for a specific user. TagTargetSubID // TagText - Free format text string TagText // TagTimeInForce - Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. TagTimeInForce // TagTransactTime - Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as // 'GMT') TagTransactTime // TagUrgency - Urgency flag TagUrgency // TagValidUntilTime - Indicates expiration time of indication message (always expressed in UTC (Universal Time // Coordinated, also known as 'GMT') TagValidUntilTime // TagSettlmntTyp - Indicates order settlement period. Absence of this field is interpreted as Regular. Regular is // defined as the default settlement period for the particular security on the exchange of execution. TagSettlmntTyp // TagFutSettDate - Specific date of trade settlement (SettlementDate) in YYYYMMDD format. Required when SettlmntTyp // (63) = '6' (Future) or SettlmntTyp (63) = '8' (Sellers Option). (expressed in local time at place of settlement) TagFutSettDate // TagSymbolSfx - Additional information about the security (e.g. preferred, warrants, etc.). TagSymbolSfx // TagListID - Unique identifier for list as assigned by institution, used to associate multiple individual orders. // Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider // embedding a date within the ListID (66) field to assure uniqueness across days. TagListID // TagListSeqNo - Sequence of individual order within list (i.e. ListSeqNo (67) of TotNoOrders (68), 2 of 25, 3 of // 25, . . . ) TagListSeqNo // TagTotNoOrders - Total number of list order entries across all messages. Should be the sum of all NoOrders (73) // in each message that has repeating list order entries related to the same ListID (66). Used to support // fragmentation. TagTotNoOrders // TagListExecInst - Free format text message containing list handling and execution instructions. TagListExecInst // TagAllocID - Unique identifier for Allocation <35=J> message. TagAllocID // TagAllocTransType - Identifies allocation transaction type TagAllocTransType // TagRefAllocID - Reference identifier to be used with Replace, Cancel, and Calculated AllocTransType (71) // messages. TagRefAllocID // TagNoOrders - Indicates number of orders to be combined for average pricing and allocation. TagNoOrders // TagAvgPrxPrecision - Indicates number of decimal places to be used for average pricing. Absence of this field // indicates that default precision arranged by the broker/institution is to be used. TagAvgPrxPrecision // TagTradeDate - Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field // indicates current day (expressed in local time at place of trade). TagTradeDate // TagExecBroker - Identifies executing / give-up broker. Standard NASD market-maker mnemonic is preferred. TagExecBroker // TagOpenClose - Indicates whether the resulting position after a trade should be an opening position or closing // position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted // together. TagOpenClose // TagNoAllocs - Number of repeating AllocAccount (79)/AllocPrice (366) entries. TagNoAllocs // TagAllocAccount - Sub-account mnemonic TagAllocAccount TagAllocShares // TagProcessCode - Processing code for sub-account. Absence of this field in AllocAccount (79) / // AllocPrice (366)/AllocShares (80) / ProcessCode (81) instance indicates regular trade. TagProcessCode // TagNoRpts - Total number of reports within series. TagNoRpts // TagRptSeq - Sequence number of message within report series. TagRptSeq // TagCxlQty - Total number of shares canceled for this order. TagCxlQty // TagNoDlvyInst - Number of delivery instruction fields to follow TagNoDlvyInst // TagDlvyInst - Free format text field to indicate delivery instructions TagDlvyInst // TagAllocStatus - Identifies status of allocation. TagAllocStatus // TagAllocRejCode - Identifies reason for rejection. TagAllocRejCode // TagSignature - Electronic signature TagSignature // TagSecureDataLen - Length of encrypted message TagSecureDataLen // TagSecureData - Actual encrypted data stream TagSecureData // TagBrokerOfCredit - Broker to receive trade credit. TagBrokerOfCredit // TagSignatureLength - Number of bytes in Signature (89) field. TagSignatureLength // TagEmailType - Email <35=C> message type. TagEmailType // TagRawDataLength - Number of bytes in raw data field. TagRawDataLength // TagRawData - Unformatted raw data, can include bitmaps, word processor documents, etc. TagRawData // TagPossResend - Indicates that message may contain information that has been sent under another sequence number. TagPossResend // TagEncryptMethod - Method of encryption. TagEncryptMethod // TagStopPx - Price per share TagStopPx // TagExDestination - Execution destination as defined by institution when order is entered. TagExDestination // TagCxlRejReason - Code to identify reason for cancel rejection. TagCxlRejReason // TagOrdRejReason - Code to identify reason for order rejection. TagOrdRejReason // TagIOIQualifier - Code to qualify IOI use. TagIOIQualifier // TagWaveNo - Identifier to aid in the management of multiple lists derived from a single, master list. TagWaveNo // TagIssuer - Company name of security issuer (e.g. International Business Machines) TagIssuer // TagSecurityDesc - Security description. TagSecurityDesc // TagHeartBtInt - Heartbeat <35=0> interval (seconds) TagHeartBtInt // TagClientID - Firm identifier used in third party-transactions (should not be a substitute for OnBehalfOfCompID // (115)/DeliverToCompID (128)). TagClientID // TagMinQty - Minimum quantity of an order to be executed. TagMinQty // TagMaxFloor - Maximum number of shares within an order to be shown on the exchange floor at any given time. TagMaxFloor // TagTestReqID - Identifier included in Test Request <35=1> message to be returned in resulting Heartbeat <35=0> TagTestReqID // TagReportToExch - Identifies party of trade responsible for exchange reporting. TagReportToExch // TagLocateReqd - Indicates whether the broker is to locate the stock in conjunction with a short sell order. TagLocateReqd // TagOnBehalfOfCompID - Assigned value used to identify firm originating message if the message was delivered by a // third party i.e. the third party firm identifier would be delivered in the SenderCompID (49) field and the firm // originating the message in this field. TagOnBehalfOfCompID // TagOnBehalfOfSubID - Assigned value used to identify specific message originator (i.e. trader) if the message was // delivered by a third party TagOnBehalfOfSubID // TagQuoteID - Unique identifier for quote TagQuoteID // TagNetMoney - Total amount due as the result of the transaction (e.g. for Buy order - principal + commission + // fees) reported in currency of execution. TagNetMoney // TagSettlCurrAmt - Total amount due expressed in settlement currency (includes the effect of the forex // transaction) TagSettlCurrAmt // TagSettlCurrency - Currency code of settlement denomination. TagSettlCurrency // TagForexReq - Indicates request for forex accommodation trade to be executed along with security transaction. TagForexReq // TagOrigSendingTime - Original time of message transmission (always expressed in UTC (Universal Time Coordinated, // also known as 'GMT') when transmitting orders as the result of a resend request. TagOrigSendingTime // TagGapFillFlag - Indicates that the Sequence Reset <35=4> message is replacing administrative or application // messages which will not be resent. TagGapFillFlag // TagNoExecs - No of execution repeating group entries to follow. TagNoExecs // TagCxlType - No longer used. Included here for reference to prior versions. TagCxlType // TagExpireTime - Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as // 'GMT') TagExpireTime // TagDKReason - Reason for execution rejection. TagDKReason // TagDeliverToCompID - Assigned value used to identify the firm targeted to receive the message if the message is // delivered by a third party i.e. the third party firm identifier would be delivered in the TargetCompID (56) field // and the ultimate receiver firm ID in this field. TagDeliverToCompID // TagDeliverToSubID - Assigned value used to identify specific message recipient (i.e. trader) if the message is // delivered by a third party TagDeliverToSubID // TagIOINaturalFlag - Indicates that IOI is the result of an existing agency order or a facilitation position // resulting from an agency order, not from principal trading or order solicitation activity. TagIOINaturalFlag // TagQuoteReqID - Unique identifier for quote request TagQuoteReqID // TagBidPx - Bid price/rate TagBidPx // TagOfferPx - Offer price/rate TagOfferPx // TagBidSize - Quantity of bid TagBidSize // TagOfferSize - Quantity of offer TagOfferSize // TagNoMiscFees - Number of repeating groups of miscellaneous fees TagNoMiscFees // TagMiscFeeAmt - Miscellaneous fee value TagMiscFeeAmt // TagMiscFeeCurr - Currency (15) of miscellaneous fee TagMiscFeeCurr // TagMiscFeeType - Indicates type of miscellaneous fee. TagMiscFeeType // TagPrevClosePx - Previous closing price of security. TagPrevClosePx // TagResetSeqNumFlag - Indicates that the both sides of the FIX session should reset sequence numbers. TagResetSeqNumFlag // TagSenderLocationID - Assigned value used to identify specific message originator's location (i.e. geographic // location and/or desk, trader) TagSenderLocationID // TagTargetLocationID - Assigned value used to identify specific message destination's location (i.e. geographic // location and/or desk, trader) TagTargetLocationID // TagOnBehalfOfLocationID - Assigned value used to identify specific message originator's location (i.e. geographic // location and/or desk, trader) if the message was delivered by a third party TagOnBehalfOfLocationID // TagDeliverToLocationID - Assigned value used to identify specific message recipient's location (i.e. geographic // location and/or desk, trader) if the message was delivered by a third party TagDeliverToLocationID // TagNoRelatedSym - Specifies the number of repeating symbols specified. TagNoRelatedSym // TagSubject - The subject of an Email <35=C> message TagSubject // TagHeadline - The headline of a News <35=B> message TagHeadline // TagURLLink - A URL (Uniform Resource Locator) link to additional information (i.e. // https://en.wikipedia.org/wiki/URL) TagURLLink // TagExecType - Describes the specific Execution Report <35=8> (i.e. Pending Cancel) while OrdStatus (39) will // always identify the current order status (i.e. Partially Filled) TagExecType // TagLeavesQty - Amount of shares open for further execution. If the OrdStatus (39) is Canceled, DoneForTheDay, // Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty (151) could be 0, // otherwise LeavesQty (151) = OrderQty (38) - CumQty (14). TagLeavesQty // TagCashOrderQty - Specifies the approximate order quantity desired in total monetary units vs. as a number of // shares. The broker would be responsible for converting and calculating a share quantity (OrderQty (38)) based // upon this amount to be used for the actual order and subsequent messages. TagCashOrderQty // TagAllocAvgPx - AvgPx (6) for a specific AllocAccount (79) TagAllocAvgPx // TagAllocNetMoney - NetMoney (118) for a specific AllocAccount (79) TagAllocNetMoney // TagSettlCurrFxRate - Foreign exchange rate used to compute SettlCurrAmt (119) from Currency (15) to SettlCurrency // (120) TagSettlCurrFxRate // TagSettlCurrFxRateCalc - Specifies whether SettlCurrFxRate (155) should be multiplied or divided. TagSettlCurrFxRateCalc // TagNumDaysInterest - Number of Days of Interest for convertible bonds and fixed income TagNumDaysInterest // TagAccruedInterestRate - Accrued Interest Rate for convertible bonds and fixed income TagAccruedInterestRate // TagAccruedInterestAmt - Amount of Accrued Interest for convertible bonds and fixed income TagAccruedInterestAmt // TagSettlInstMode - Indicates mode used for Settlement Instructions <35=T> TagSettlInstMode // TagAllocText - Free format text related to a specific AllocAccount (79). TagAllocText // TagSettlInstID - Unique identifier for Settlement Instructions <35=T> message. TagSettlInstID // TagSettlInstTransType - Settlement Instructions <35=T> message transaction type TagSettlInstTransType // TagEmailThreadID - Unique identifier for an email thread (new and chain of replies) TagEmailThreadID // TagSettlInstSource - Indicates source of Settlement Instructions <35=T> TagSettlInstSource // TagSettlLocation - Identifies Settlement Depository or Country (421) Code (ISITC spec) TagSettlLocation // TagSecurityType - Indicates type of security (ISITC spec) TagSecurityType // TagEffectiveTime - Time the details within the message should take effect (always expressed in UTC (Universal // Time Coordinated, also known as 'GMT') TagEffectiveTime // TagStandInstDbType - Identifies the Standing Instruction database used TagStandInstDbType // TagStandInstDbName - Name of the Standing Instruction database represented with StandInstDbType (169) (i.e. the // Global Custodian's name). TagStandInstDbName // TagStandInstDbID - Unique identifier used on the Standing Instructions database for the Standing Instructions to // be referenced. TagStandInstDbID // TagSettlDeliveryType - Identifies type of settlement TagSettlDeliveryType // TagSettlDepositoryCode - Broker's account code at the depository (i.e. CEDEL ID for CEDEL, FINS for DTC, or // Euroclear ID for Euroclear) if SettlLocation (166) is a depository TagSettlDepositoryCode // TagSettlBrkrCode - BIC (Bank Identification Code-Swift managed) code of the broker involved (i.e. for // multi-company brokerage firms) TagSettlBrkrCode // TagSettlInstCode - BIC (Bank Identification Code-Swift managed) code of the institution involved (i.e. for // multi-company institution firms) TagSettlInstCode // TagSecuritySettlAgentName - Name of SettlInstSource (165)'s local agent bank if SettlLocation (166) is not a // depository TagSecuritySettlAgentName // TagSecuritySettlAgentCode - BIC (Bank Identification Code-Swift managed) code of the SettlInstSource (165)'s // local agent bank if SettlLocation (166) is not a depository TagSecuritySettlAgentCode // TagSecuritySettlAgentAcctNum - SettlInstSource (165)'s account number at local agent bank if SettlLocation (166) // is not a depository TagSecuritySettlAgentAcctNum // TagSecuritySettlAgentAcctName - Name of SettlInstSource (165)'s account at local agent bank if SettlLocation // (166) is not a depository TagSecuritySettlAgentAcctName // TagSecuritySettlAgentContactName - Name of contact at local agent bank for SettlInstSource (165)'s account if // SettlLocation (166) is not a depository TagSecuritySettlAgentContactName // TagSecuritySettlAgentContactPhone - Phone number for contact at local agent bank if SettlLocation (166) is not a // depository TagSecuritySettlAgentContactPhone // TagCashSettlAgentName - Name of SettlInstSource (165)'s local agent bank if SettlDeliveryType (172)=Free TagCashSettlAgentName // TagCashSettlAgentCode - BIC (Bank Identification Code-Swift managed) code of the SettlInstSource (165)'s local // agent bank if SettlDeliveryType (172)=Free TagCashSettlAgentCode // TagCashSettlAgentAcctNum - SettlInstSource (165)'s account number at local agent bank if SettlDeliveryType // (172)=Free TagCashSettlAgentAcctNum // TagCashSettlAgentAcctName - Name of SettlInstSource (165)'s account at local agent bank if SettlDeliveryType // (172)=Free TagCashSettlAgentAcctName // TagCashSettlAgentContactName - Name of contact at local agent bank for SettlInstSource (165)'s account if // SettlDeliveryType (172)=Free TagCashSettlAgentContactName // TagCashSettlAgentContactPhone - Phone number for contact at local agent bank for SettlInstSource (165)'s account // if SettlDeliveryType (172)=Free TagCashSettlAgentContactPhone // TagBidSpotRate - Bid F/X spot rate. TagBidSpotRate // TagBidForwardPoints - Bid F/X forward points added to spot rate. May be a negative value. TagBidForwardPoints // TagOfferSpotRate - Offer F/X spot rate. TagOfferSpotRate // TagOfferForwardPoints - Offer F/X forward points added to spot rate. May be a negative value. TagOfferForwardPoints // TagOrderQty2 - OrderQty (38) of the future part of a F/X swap order. TagOrderQty2 // TagFutSettDate2 - FutSettDate (64) of the future part of a F/X swap order. TagFutSettDate2 // TagLastSpotRate - F/X spot rate. TagLastSpotRate // TagLastForwardPoints - F/X forward points added to LastSpotRate (194). May be a negative value. TagLastForwardPoints // TagAllocLinkID - Can be used to link two different Allocation <35=J> messages (each with unique AllocID (70)) // together, i.e. for F/X 'Netting' or 'Swaps'. Should be unique. TagAllocLinkID // TagAllocLinkType - Identifies the type of Allocation <35=J> linkage when AllocLinkID (196) is used. TagAllocLinkType // TagSecondaryOrderID - Assigned by the party which accepts the order. Can be used to provide the OrderID (37) used // by an exchange or executing system. TagSecondaryOrderID // TagNoIOIQualifiers - Number of repeating groups of IOIQualifiers. TagNoIOIQualifiers // TagMaturityMonthYear - Month and Year of the maturity for SecurityType (167)=FUT or SecurityType (167)=OPT. // Required if MaturityDay (205) is specified. TagMaturityMonthYear // TagPutOrCall - Indicates whether an Option is for a put or call. TagPutOrCall // TagStrikePrice - Strike Price for an Option. TagStrikePrice // TagCoveredOrUncovered - Used for options TagCoveredOrUncovered // TagCustomerOrFirm - Used for options when delivering the order to an execution system/exchange to specify if the // order is for a customer or the firm placing the order itself. TagCustomerOrFirm // TagMaturityDay - Day of month used in conjunction with MaturityMonthYear (200) to specify the maturity date for // SecurityType (167)=FUT or SecurityType (167)=OPT. TagMaturityDay // TagOptAttribute - Can be used for SecurityType (167)=OPT to identify a particular security. TagOptAttribute // TagSecurityExchange - Market used to help identify a security. TagSecurityExchange // TagNotifyBrokerOfCredit - Indicates whether details should be communicated to BrokerOfCredit (92) (i.e. step-in // broker). TagNotifyBrokerOfCredit // TagAllocHandlInst - Indicates how the receiver (i.e. third party) of Allocation <35=J> message should // handle/process the account details. TagAllocHandlInst // TagMaxShow - Maximum number of shares within an order to be shown to other customers (i.e. sent via an IOI). TagMaxShow // TagPegDifference - Amount (signed) added to the price of the peg for a pegged order. TagPegDifference // TagXmlDataLen - Length of the XmlData (213) data block. TagXmlDataLen // TagXmlData - Actual XML data stream (e.g. FIXML). See approriate XML reference (e.g. FIXML). Note: may contain // embedded SOH characters. TagXmlData // TagSettlInstRefID - Reference identifier for the SettlInstID (162) with Cancel and Replace SettlInstTransType // (163) transaction types. TagSettlInstRefID // TagNoRoutingIDs - Number of repeating groups of RoutingID (217) and RoutingType (216) values. TagNoRoutingIDs // TagRoutingType - Indicates the type of RoutingID (217) specified. TagRoutingType // TagRoutingID - Assigned value used to identify a specific routing destination. TagRoutingID // TagSpreadToBenchmark - For Fixed Income. Basis points relative to a benchmark. To be expressed as "count of basis // points" (vs. an absolute value). E.g. High Grade Corporate Bonds may express price as basis points relative to // benchmark (the Benchmark (219) field). Note: Basis points can be negative. TagSpreadToBenchmark // TagBenchmark - For Fixed Income. Identifies the benchmark (e.g. used in conjunction with the SpreadToBenchmark // (218) field). TagBenchmark // TagCouponRate - For Fixed Income. Coupon rate of the bond. Will be zero for step-up bonds. TagCouponRate = iota + 4 // TagContractMultiplier - Specifies the ratio or multiply factor to convert from contracts to shares (e.g. 1.0, // 100, 1000, etc.). Applicable For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities // should be expressed in the "nominal" (e.g. contracts vs. shares) amount. TagContractMultiplier = iota + 11 // TagMDReqID - Unique identifier for Market Data Request <35=V> TagMDReqID = iota + 41 // TagSubscriptionRequestType - Subscription Request Type TagSubscriptionRequestType // TagMarketDepth - Depth of market for Book Snapshot TagMarketDepth // TagMDUpdateType - Specifies the type of Market Data update. TagMDUpdateType // TagAggregatedBook - Specifies whether book entries should be aggregated. TagAggregatedBook // TagNoMDEntryTypes - Number of MDEntryType (269) fields requested. TagNoMDEntryTypes // TagNoMDEntries - Number of entries in Market Data message. TagNoMDEntries // TagMDEntryType - Type Market Data entry. TagMDEntryType // TagMDEntryPx - Price of the Market Data Entry. TagMDEntryPx // TagMDEntrySize - Number of shares represented by the Market Data Entry. TagMDEntrySize // TagMDEntryDate - Date of Market Data Entry. TagMDEntryDate // TagMDEntryTime - Time of Market Data Entry. TagMDEntryTime // TagTickDirection - Direction of the "tick". TagTickDirection // TagMDMkt - Market posting quote / trade. TagMDMkt // TagQuoteCondition - Space-delimited list of conditions describing a quote. TagQuoteCondition // TagTradeCondition - Space-delimited list of conditions describing a trade TagTradeCondition // TagMDEntryID - Unique Market Data Entry identifier. TagMDEntryID // TagMDUpdateAction - Type of Market Data update action. TagMDUpdateAction // TagMDEntryRefID - Refers to a previous MDEntryID (278). TagMDEntryRefID // TagMDReqRejReason - Reason for the rejection of aMarket Data Request <35=V>. TagMDReqRejReason // TagMDEntryOriginator - Originator of a Market Data Entry TagMDEntryOriginator // TagLocationID - Identification of a Market Maker's location TagLocationID // TagDeskID - Identification of a Market Maker's desk TagDeskID // TagDeleteReason - Reason for deletion. TagDeleteReason // TagOpenCloseSettleFlag - Flag that identifies a price. TagOpenCloseSettleFlag // TagSellerDays - Specifies the number of days that may elapse before delivery of the security TagSellerDays // TagMDEntryBuyer - Buying party in a trade TagMDEntryBuyer // TagMDEntrySeller - Selling party in a trade TagMDEntrySeller // TagMDEntryPositionNo - Display position of a bid or offer, numbered from most competitive to least competitive, // per market side, beginning with 1. TagMDEntryPositionNo // TagFinancialStatus - Identifies a firm's financial status. TagFinancialStatus // TagCorporateAction - Identifies the type of Corporate Action. TagCorporateAction // TagDefBidSize - Default Bid Size. TagDefBidSize // TagDefOfferSize - Default Offer Size. TagDefOfferSize // TagNoQuoteEntries - The number of quote entries for a QuoteSet. TagNoQuoteEntries // TagNoQuoteSets - The number of sets of quotes in the message. TagNoQuoteSets // TagQuoteAckStatus - Identifies the status of the quote acknowledgement. TagQuoteAckStatus // TagQuoteCancelType - Identifies the type of quote cancel. TagQuoteCancelType // TagQuoteEntryID - Uniquely identifies the quote as part of a QuoteSet. TagQuoteEntryID // TagQuoteRejectReason - Reason Quote was rejected. TagQuoteRejectReason // TagQuoteResponseLevel - Level of Response requested from receiver of quote messages. TagQuoteResponseLevel // TagQuoteSetID - Unique id for the Quote Set. TagQuoteSetID // TagQuoteRequestType - Indicates the type of Quote Request <35=R> being generated TagQuoteRequestType // TagTotQuoteEntries - Total number of quotes for the quote set across all messages. Should be the sum of all // NoQuoteEntries (295) in each message that has repeating quotes that are part of the same quote set. TagTotQuoteEntries // TagUnderlyingIDSource - Underlying security's IDSource. TagUnderlyingIDSource // TagUnderlyingIssuer - Underlying security's Issuer. TagUnderlyingIssuer // TagUnderlyingSecurityDesc - Underlying security's SecurityDesc. TagUnderlyingSecurityDesc // TagUnderlyingSecurityExchange - Underlying security's SecurityExchange. Can be used to identify the underlying // security. TagUnderlyingSecurityExchange // TagUnderlyingSecurityID - Underlying security's SecurityID. TagUnderlyingSecurityID // TagUnderlyingSecurityType - Underlying security's SecurityType. TagUnderlyingSecurityType // TagUnderlyingSymbol - Underlying security's Symbol. TagUnderlyingSymbol // TagUnderlyingSymbolSfx - Underlying security's SymbolSfx. TagUnderlyingSymbolSfx // TagUnderlyingMaturityMonthYear - Underlying security's MaturityMonthYear. Required if UnderlyingMaturityDay (314) // is specified. TagUnderlyingMaturityMonthYear // TagUnderlyingMaturityDay - Underlying security's MaturityDay. TagUnderlyingMaturityDay // TagUnderlyingPutOrCall - Underlying security's PutOrCall. TagUnderlyingPutOrCall // TagUnderlyingStrikePrice - Underlying security's StrikePrice. TagUnderlyingStrikePrice // TagUnderlyingOptAttribute - Underlying security's OptAttribute. TagUnderlyingOptAttribute // TagUnderlyingCurrency - Underlying security's Currency. TagUnderlyingCurrency // TagRatioQty - Quantity of a particular leg in the security. TagRatioQty // TagSecurityReqID - Unique ID of a Security Definition Request <35=c>. TagSecurityReqID // TagSecurityRequestType - Type of Security Definition Request <35=c>. TagSecurityRequestType // TagSecurityResponseID - Unique ID of a Security Definition <35=d> message. TagSecurityResponseID // TagSecurityResponseType - Type of Security Definition <35=d> message response. TagSecurityResponseType // TagSecurityStatusReqID - Unique ID of a Security Status Request <35=e> message. TagSecurityStatusReqID // TagUnsolicitedIndicator - Indicates whether message is being sent as a result of a subscription request or not. TagUnsolicitedIndicator // TagSecurityTradingStatus - Identifies the trading status applicable to the transaction. TagSecurityTradingStatus // TagHaltReason - Denotes the reason for the Opening Delay or Trading Halt. TagHaltReason // TagInViewOfCommon - Indicates whether the halt was due to Common Stock trading being halted. TagInViewOfCommon // TagDueToRelated - Indicates whether the halt was due to the Related Security being halted. TagDueToRelated // TagBuyVolume - Number of shares bought. TagBuyVolume // TagSellVolume - Number of shares sold. TagSellVolume // TagHighPx - Represents an indication of the high end of the price range for a security prior to the open or // reopen TagHighPx // TagLowPx - Represents an indication of the low end of the price range for a security prior to the open or reopen TagLowPx // TagAdjustment - Identifies the type of adjustment. TagAdjustment // TagTradSesReqID - Unique ID of a Trading Session Status <35=h> message. TagTradSesReqID // TagTradingSessionID - Identifier for Trading Session // // Can be used to represent a specific market trading session (e.g. 'PRE-OPEN", "CROSS_2", "AFTER-HOURS", // "TOSTNET1", "TOSTNET2", etc.). // // Values should be bi-laterally agreed to between counterparties. TagTradingSessionID // TagContraTrader - Identifies the trader (e.g. "badge number") of the ContraBroker (375). TagContraTrader // TagTradSesMethod - Method of trading TagTradSesMethod // TagTradSesMode - Trading Session Mode TagTradSesMode // TagTradSesStatus - State of the trading session. TagTradSesStatus // TagTradSesStartTime - Starting time of the trading session TagTradSesStartTime // TagTradSesOpenTime - Time of the opening of the trading session TagTradSesOpenTime // TagTradSesPreCloseTime - Time of the pre-closed of the trading session TagTradSesPreCloseTime // TagTradSesCloseTime - Closing time of the trading session TagTradSesCloseTime // TagTradSesEndTime - End time of the trading session TagTradSesEndTime // TagNumberOfOrders - Number of orders in the market. TagNumberOfOrders // TagMessageEncoding - Type of message encoding (non-ASCII (non-English) characters) used in a message's 'Encoded' // fields. TagMessageEncoding // TagEncodedIssuerLen - Byte length of encoded (non-ASCII characters) EncodedIssuer (349) field. TagEncodedIssuerLen // TagEncodedIssuer - Encoded (non-ASCII characters) representation of the Issuer (106) field in the encoded format // specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be // specified in the Issuer (106) field. TagEncodedIssuer // TagEncodedSecurityDescLen - Byte length of encoded (non-ASCII characters) EncodedSecurityDesc (351) field. TagEncodedSecurityDescLen // TagEncodedSecurityDesc - Encoded (non-ASCII characters) representation of the SecurityDesc (107) field in the // encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should // also be specified in the SecurityDesc (107) field. TagEncodedSecurityDesc // TagEncodedListExecInstLen - Byte length of encoded (non-ASCII characters) EncodedListExecInst (353) field. TagEncodedListExecInstLen // TagEncodedListExecInst - Encoded (non-ASCII characters) representation of the ListExecInst (69) field in the // encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should // also be specified in the ListExecInst (69) field. TagEncodedListExecInst // TagEncodedTextLen - Byte length of encoded (non-ASCII characters) EncodedText (355) field. TagEncodedTextLen // TagEncodedText - Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format // specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be // specified in the Text (58) field. TagEncodedText // TagEncodedSubjectLen - Byte length of encoded (non-ASCII characters) EncodedSubject (357) field. TagEncodedSubjectLen // TagEncodedSubject - Encoded (non-ASCII characters) representation of the Subject (147) field in the encoded // format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be // specified in the Subject (147) field. TagEncodedSubject // TagEncodedHeadlineLen - Byte length of encoded (non-ASCII characters) EncodedHeadline (359) field. TagEncodedHeadlineLen // TagEncodedHeadline - Encoded (non-ASCII characters) representation of the Headline (148) field in the encoded // format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be // specified in the Headline (148) field. TagEncodedHeadline // TagEncodedAllocTextLen - Byte length of encoded (non-ASCII characters) EncodedAllocText (361) field. TagEncodedAllocTextLen // TagEncodedAllocText - Encoded (non-ASCII characters) representation of the AllocText (161) field in the encoded // format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be // specified in the AllocText (161) field. TagEncodedAllocText // TagEncodedUnderlyingIssuerLen - Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) // field. TagEncodedUnderlyingIssuerLen // TagEncodedUnderlyingIssuer - Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in // the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation // should also be specified in the UnderlyingIssuer (306) field. TagEncodedUnderlyingIssuer // TagEncodedUnderlyingSecurityDescLen - Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc // (365) field. TagEncodedUnderlyingSecurityDescLen // TagEncodedUnderlyingSecurityDesc - Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc // (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) // representation should also be specified in the UnderlyingSecurityeDesc field. TagEncodedUnderlyingSecurityDesc // TagAllocPrice - Executed price for an AllocAccount (79) entry used when using 'executed price' vs. 'average // price' allocations (e.g. Japan). TagAllocPrice // TagQuoteSetValidUntilTime - Indicates expiration time of this particular QuoteSet (always expressed in UTC // (Universal Time Coordinated, also known as 'GMT') TagQuoteSetValidUntilTime // TagQuoteEntryRejectReason - Reason Quote Entry was rejected: 1--9 TagQuoteEntryRejectReason // TagLastMsgSeqNumProcessed - The last MsgSeqNum (34) value received and processed. Can be specified on every // message sent. Useful for detecting a backlog with a counterparty. TagLastMsgSeqNumProcessed // TagOnBehalfOfSendingTime - Used when a message is sent via a 'hub' or 'service bureau'. If A sends to Q (the hub) // who then sends to B via a separate FIX session, then when Q sends to B the value of this field should represent // the SendingTime (52) on the message A sent to Q. (always expressed in UTC (Universal Time Coordinated, also known // as 'GMT') TagOnBehalfOfSendingTime // TagRefTagID - The tag number of the FIX field being referenced. TagRefTagID // TagRefMsgType - The MsgType (35) of the FIX message being referenced. TagRefMsgType // TagSessionRejectReason - Code to identify reason for a session-level Reject <35=3> message. TagSessionRejectReason // TagBidRequestTransType - Identifies the Bid Request <35=k> message type. TagBidRequestTransType // TagContraBroker - Identifies contra broker. Standard NASD market-maker mnemonic is preferred. TagContraBroker // TagComplianceID - ID used to represent this transaction for compliance purposes (e.g. OATS reporting). TagComplianceID // TagSolicitedFlag - Indicates whether the order was solicited. TagSolicitedFlag // TagExecRestatementReason - Code to identify reason for an ExecutionRpt message sent with ExecType (150)=Restated // or used when communicating an unsolicited cancel. TagExecRestatementReason // TagBusinessRejectRefID - The value of the business-level 'ID' field on the message being referenced. TagBusinessRejectRefID // TagBusinessRejectReason - Code to identify reason for a Business Message Reject <35=j> message. TagBusinessRejectReason // TagGrossTradeAmt - Total amount traded (e.g. CumQty (14) * AvgPx (6)) expressed in units of currency. TagGrossTradeAmt // TagNoContraBrokers - The number of ContraBroker (375) entries. TagNoContraBrokers // TagMaxMessageSize - Maximum number of bytes supported for a single message. TagMaxMessageSize // TagNoMsgTypes - Number of MsgType (35) in repeating group. TagNoMsgTypes // TagMsgDirection - Specifies the direction of the message. TagMsgDirection // TagNoTradingSessions - Number of TradingSessionID (336) in repeating group. TagNoTradingSessions // TagTotalVolumeTraded - Total volume (quantity) traded. TagTotalVolumeTraded // TagDiscretionInst - Code to identify the price a DiscretionOffset (389) is related to and should be // mathematically added to. TagDiscretionInst // TagDiscretionOffset - Amount (signed) added to the 'related to' price specified via DiscretionInst (388). TagDiscretionOffset // TagBidID - Unique identifier for Bid Response <35=l> as assigned by broker. Uniqueness must be guaranteed within // a single trading day. TagBidID // TagClientBidID - Unique identifier for a Bid Request <35=k> as assigned by institution. Uniqueness must be // guaranteed within a single trading day. TagClientBidID // TagListName - Descriptive name for list order. TagListName // TagTotalNumSecurities - Total number of securities. TagTotalNumSecurities // TagBidType - Code to identify the type of Bid Request <35=k>. TagBidType // TagNumTickets - Total number of tickets. TagNumTickets // TagSideValue1 - Amounts in currency TagSideValue1 // TagSideValue2 - Amounts in currency TagSideValue2 // TagNoBidDescriptors - Number of BidDescriptor (400) entries. TagNoBidDescriptors // TagBidDescriptorType - Code to identify the type of BidDescriptor (400). TagBidDescriptorType // TagBidDescriptor - BidDescriptor value. Usage depends upon BidDescriptorType (399). // // If BidDescriptorType = 1 // // Industrials etc. - Free text // // If BidDescriptorType = 2 // // "FR" etc. - ISO Country (421) Codes // // If BidDescriptorType = 3 // // FT100, FT250, STOX - Free text TagBidDescriptor // TagSideValueInd - Code to identify which "SideValue" the value refers to. SideValue1 (396) and SideValue2 (397) // are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. TagSideValueInd // TagLiquidityPctLow - Liquidity indicator or lower limit if TotalNumSecurities (393) > 1. Represented as a // percentage. TagLiquidityPctLow // TagLiquidityPctHigh - Upper liquidity indicator if TotalNumSecurities (393) > 1. Represented as a percentage. TagLiquidityPctHigh // TagLiquidityValue - Value between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency (15) TagLiquidityValue // TagEFPTrackingError - Eg Used in EFP trades 12% (EFP - Exchange for Physical ). Represented as a percentage. TagEFPTrackingError // TagFairValue - Used in EFP trades TagFairValue // TagOutsideIndexPct - Used in EFP trades. Represented as a percentage. TagOutsideIndexPct // TagValueOfFutures - Used in EFP trades TagValueOfFutures // TagLiquidityIndType - Code to identify the type of liquidity indicator. TagLiquidityIndType // TagWtAverageLiquidity - Overall weighted average liquidity expressed as a % of average daily volume. Represented // as a percentage. TagWtAverageLiquidity // TagExchangeForPhysical - Indicates whether to exchange for physical. TagExchangeForPhysical // TagOutMainCntryUIndex - Value of stocks in Currency (15) TagOutMainCntryUIndex // TagCrossPercent - Percentage of program that crosses in Currency (15). Represented as a percentage. TagCrossPercent // TagProgRptReqs - Code to identify the desired frequency of progress reports. TagProgRptReqs // TagProgPeriodInterval - Time in minutes between each List Status <35=N> report sent by SellSide. Zero means don't // send status. TagProgPeriodInterval // TagIncTaxInd - Code to represent whether value is net (inclusive of tax) or gross. TagIncTaxInd // TagNumBidders - Indicates the total number of bidders on the list TagNumBidders // TagTradeType - Code to represent the type of trade. TagTradeType // TagBasisPxType - Code to represent the basis price type. TagBasisPxType // TagNoBidComponents - Indicates the number of list entries. TagNoBidComponents // TagCountry - ISO Country Code in field. TagCountry // TagTotNoStrikes - Total number of strike price entries across all messages. Should be the sum of all NoStrikes // (428) in each message that has repeating strike price entries related to the same ListID (66). Used to support // fragmentation. TagTotNoStrikes // TagPriceType - Code to represent the price type. TagPriceType // TagDayOrderQty - For GT orders, the OrderQty (38) less all shares (adjusted for stock splits) that traded on // previous days. DayOrderQty (424) = OrderQty (38) - (CumQty (14) - DayCumQty (425)) TagDayOrderQty // TagDayCumQty - The number of shares on a GT order that have traded today. TagDayCumQty // TagDayAvgPx - The average price of shares on a GT order that have traded today. TagDayAvgPx // TagGTBookingInst - Code to identify whether to book out executions on a part-filled GT order on the day of // execution or to accumulate. TagGTBookingInst // TagNoStrikes - Number of list strike price entries. TagNoStrikes // TagListStatusType - Code to represent the price type. TagListStatusType // TagNetGrossInd - Code to represent whether value is net (inclusive of tax) or gross. TagNetGrossInd // TagListOrderStatus - Code to represent the status of a list order. TagListOrderStatus // TagExpireDate - Date of order expiration (last day the order can trade), always expressed in terms of the local // market date. The time at which the order expires is determined by the local market's business practices TagExpireDate // TagListExecInstType - Identifies the type of ListExecInst (69). TagListExecInstType // TagCxlRejResponseTo - Identifies the type of request that a Order Cancel Reject <35=9> is in response to. TagCxlRejResponseTo // TagUnderlyingCouponRate - Underlying security's CouponRate. TagUnderlyingCouponRate // TagUnderlyingContractMultiplier - Underlying security's ContractMultiplier. TagUnderlyingContractMultiplier // TagContraTradeQty - Quantity traded with the ContraBroker (375). TagContraTradeQty // TagContraTradeTime - Identifes the time of the trade with the ContraBroker (375). (always expressed in UTC // (Universal Time Coordinated, also known as 'GMT') TagContraTradeTime // TagClearingFirm - Firm that will clear the trade. Used if different from the executing firm. TagClearingFirm // TagClearingAccount - Supplemental accounting information forward to clearing house/firm. TagClearingAccount // TagLiquidityNumSecurities - Number of Securites between LiquidityPctLow (402) and LiquidityPctHigh (403) in // Currency (15). TagLiquidityNumSecurities // TagMultiLegReportingType - Used to indicate what an Execution Report <35=8> represents (e.g. used with multi-leg // securities, such as option strategies, spreads, etc.). TagMultiLegReportingType // TagStrikeTime - The time at which current market prices are used to determine the value of a basket. TagStrikeTime // TagListStatusText - Free format text string related to List Status <35=N>. TagListStatusText // TagEncodedListStatusTextLen - Byte length of encoded (non-ASCII characters) EncodedListStatusText (446) field. TagEncodedListStatusTextLen // TagEncodedListStatusText - Encoded (non-ASCII characters) representation of the ListStatusText (444) field in the // encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should // also be specified in the ListStatusText (444) field. TagEncodedListStatusText )
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const BeginStringFIX42 = "FIX.4.2"
Variables ¶
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Functions ¶
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Types ¶
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