Spec Comparison Results

FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original

- vs -

Important Differences (Look closely - development may be required)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[322] SecurityResponseID Reqd Optional OptionalMandatory
[1093] LotType Values 1 = Odd Lot
2 = Round Lot
3 = Block Lot
4 = Round lot based upon UnitOfMeasure(996)
1 = Odd Lot
2 = Round Lot
3 = Block Lot
4 = Round lot based upon UnitOfMeasure(996)
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
[1084] DisplayMethod Values 1 = Initial (use original DisplayQty)
2 = New (use RefreshQty)
3 = Random (randomize value)
4 = Undisclosed (invisible order)
1 = Initial (use original DisplayQty)
2 = New (use RefreshQty)
3 = Random (randomize value)
4 = Undisclosed (invisible order)
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
[1081] RefOrderIDSource Values 0 = SecondaryOrderID(198)
1 = OrderID(37)
2 = MDEntryID(278)
3 = QuoteEntryID(299)
4 = Original order ID
0 = SecondaryOrderID(198)
1 = OrderID(37)
2 = MDEntryID(278)
3 = QuoteEntryID(299)
4 = Original order ID
[529] OrderRestrictions Values 1 = Program Trade
2 = Index Arbitrage
3 = Non-Index Arbitrage
4 = Competing Market Maker
5 = Acting as Market Maker or Specialist in the security
6 = Acting as Market Maker or Specialist in the underlying security of a derivative security
7 = Foreign Entity (of foreign government or regulatory jurisdiction)
8 = External Market Participant
9 = External Inter-connected Market Linkage
A = Riskless Arbitrage
B = Issuer Holding
C = Issue Price Stabilization
D = Non-algorithmic
E = Algorithmic
F = Cross
1 = Program Trade
2 = Index Arbitrage
3 = Non-Index Arbitrage
4 = Competing Market Maker
5 = Acting as Market Maker or Specialist in the security
6 = Acting as Market Maker or of Specialist in the underlying security of a derivative security
seucirty
7 = Foreign Entity (of foreign government or regulatory jurisdiction)
8 = External Market Participant
9 = External Extneral Inter-connected Market Linkage
A = Riskless Arbitrage
B = Issuer Holding
C = Issue Price Stabilization
D = Non-algorithmic
E = Algorithmic
F = Cross
[959] StrategyParameterType Values 1 = Int
2 = Length
3 = NumInGroup
4 = SeqNum
5 = TagNum
6 = float
7 = Qty
8 = Price
9 = PriceOffset
10 = Amt
11 = Percentage
12 = Char
13 = Boolean
14 = String
15 = MultipleCharValue
16 = Currency
17 = Exchange
18 = MonthYear
19 = UTCTimestamp
20 = UTCTimeOnly
21 = LocalMktDate
22 = UTCDateOnly
23 = data
24 = MultipleStringValue
25 = Country
26 = Language
27 = TZTimeOnly
28 = TZTimestamp
29 = Tenor
1 = Int
2 = Length
3 = NumInGroup
4 = SeqNum
5 = TagNum
6 = float
Float
7 = Qty
8 = Price
9 = PriceOffset
10 = Amt
11 = Percentage
12 = Char
13 = Boolean
14 = String
15 = MultipleCharValue
16 = Currency
17 = Exchange
18 = MonthYear
19 = UTCTimestamp
UTCTimeStamp
20 = UTCTimeOnly
21 = LocalMktDate
LocalMktTime
22 = UTCDateOnly
UTCDate
23 = data
Data
24 = MultipleStringValue
25 = Country
26 = Language
27 = TZTimeOnly
28 = TZTimestamp
29 = Tenor

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
[1084] DisplayMethod Values 1 = Initial (use original DisplayQty)
2 = New (use RefreshQty)
3 = Random (randomize value)
4 = Undisclosed (invisible order)
1 = Initial (use original DisplayQty)
2 = New (use RefreshQty)
3 = Random (randomize value)
4 = Undisclosed (invisible order)
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
[529] OrderRestrictions Values 1 = Program Trade
2 = Index Arbitrage
3 = Non-Index Arbitrage
4 = Competing Market Maker
5 = Acting as Market Maker or Specialist in the security
6 = Acting as Market Maker or Specialist in the underlying security of a derivative security
7 = Foreign Entity (of foreign government or regulatory jurisdiction)
8 = External Market Participant
9 = External Inter-connected Market Linkage
A = Riskless Arbitrage
B = Issuer Holding
C = Issue Price Stabilization
D = Non-algorithmic
E = Algorithmic
F = Cross
1 = Program Trade
2 = Index Arbitrage
3 = Non-Index Arbitrage
4 = Competing Market Maker
5 = Acting as Market Maker or Specialist in the security
6 = Acting as Market Maker or of Specialist in the underlying security of a derivative security
seucirty
7 = Foreign Entity (of foreign government or regulatory jurisdiction)
8 = External Market Participant
9 = External Extneral Inter-connected Market Linkage
A = Riskless Arbitrage
B = Issuer Holding
C = Issue Price Stabilization
D = Non-algorithmic
E = Algorithmic
F = Cross
[959] StrategyParameterType Values 1 = Int
2 = Length
3 = NumInGroup
4 = SeqNum
5 = TagNum
6 = float
7 = Qty
8 = Price
9 = PriceOffset
10 = Amt
11 = Percentage
12 = Char
13 = Boolean
14 = String
15 = MultipleCharValue
16 = Currency
17 = Exchange
18 = MonthYear
19 = UTCTimestamp
20 = UTCTimeOnly
21 = LocalMktDate
22 = UTCDateOnly
23 = data
24 = MultipleStringValue
25 = Country
26 = Language
27 = TZTimeOnly
28 = TZTimestamp
29 = Tenor
1 = Int
2 = Length
3 = NumInGroup
4 = SeqNum
5 = TagNum
6 = float
Float
7 = Qty
8 = Price
9 = PriceOffset
10 = Amt
11 = Percentage
12 = Char
13 = Boolean
14 = String
15 = MultipleCharValue
16 = Currency
17 = Exchange
18 = MonthYear
19 = UTCTimestamp
UTCTimeStamp
20 = UTCTimeOnly
21 = LocalMktDate
LocalMktTime
22 = UTCDateOnly
UTCDate
23 = data
Data
24 = MultipleStringValue
25 = Country
26 = Language
27 = TZTimeOnly
28 = TZTimestamp
29 = Tenor

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[585] MassStatusReqType Values 1 = Status for orders for a Security
2 = Status for orders for an Underlying Security
3 = Status for orders for a Product
4 = Status for orders for a CFICode
5 = Status for orders for a SecurityType
6 = Status for orders for a trading session
7 = Status for all orders
8 = Status for orders for a PartyID
9 = Status for Security Issuer
10 = Status for Issuer of Underlying Security
1 = Status for orders for a Security
2 = Status for orders for an Underlying Security
3 = Status for orders for a Product
4 = Status for orders for a CFICode
5 = Status for orders for a SecurityType
6 = Status for orders for a trading session
7 = Status for all orders
8 = Status for orders for a PartyID
9 = Status for Security Issuer
10 = Status for Issuer of Underlying Security
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[529] OrderRestrictions Values 1 = Program Trade
2 = Index Arbitrage
3 = Non-Index Arbitrage
4 = Competing Market Maker
5 = Acting as Market Maker or Specialist in the security
6 = Acting as Market Maker or Specialist in the underlying security of a derivative security
7 = Foreign Entity (of foreign government or regulatory jurisdiction)
8 = External Market Participant
9 = External Inter-connected Market Linkage
A = Riskless Arbitrage
B = Issuer Holding
C = Issue Price Stabilization
D = Non-algorithmic
E = Algorithmic
F = Cross
1 = Program Trade
2 = Index Arbitrage
3 = Non-Index Arbitrage
4 = Competing Market Maker
5 = Acting as Market Maker or Specialist in the security
6 = Acting as Market Maker or of Specialist in the underlying security of a derivative security
seucirty
7 = Foreign Entity (of foreign government or regulatory jurisdiction)
8 = External Market Participant
9 = External Extneral Inter-connected Market Linkage
A = Riskless Arbitrage
B = Issuer Holding
C = Issue Price Stabilization
D = Non-algorithmic
E = Algorithmic
F = Cross
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
[770] TrdRegTimestampType Values 1 = Execution Time
2 = Time In
3 = Time Out
4 = Broker Receipt
5 = Broker Execution
6 = Desk Receipt
7 = Submission to Clearing
1 = Execution Time
2 = Time In
3 = Time Out
4 = Broker Receipt
5 = Broker Execution
6 = Desk Receipt
7 = Submission to Clearing
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
[529] OrderRestrictions Values 1 = Program Trade
2 = Index Arbitrage
3 = Non-Index Arbitrage
4 = Competing Market Maker
5 = Acting as Market Maker or Specialist in the security
6 = Acting as Market Maker or Specialist in the underlying security of a derivative security
7 = Foreign Entity (of foreign government or regulatory jurisdiction)
8 = External Market Participant
9 = External Inter-connected Market Linkage
A = Riskless Arbitrage
B = Issuer Holding
C = Issue Price Stabilization
D = Non-algorithmic
E = Algorithmic
F = Cross
1 = Program Trade
2 = Index Arbitrage
3 = Non-Index Arbitrage
4 = Competing Market Maker
5 = Acting as Market Maker or Specialist in the security
6 = Acting as Market Maker or of Specialist in the underlying security of a derivative security
seucirty
7 = Foreign Entity (of foreign government or regulatory jurisdiction)
8 = External Market Participant
9 = External Extneral Inter-connected Market Linkage
A = Riskless Arbitrage
B = Issuer Holding
C = Issue Price Stabilization
D = Non-algorithmic
E = Algorithmic
F = Cross

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
[703] PosType Values ALC = Allocation Trade Qty
AS = Option Assignment
ASF = As-of Trade Qty
DLV = Delivery Qty
ETR = Electronic Trade Qty
EX = Option Exercise Qty
FIN = End-of-Day Qty
IAS = Intra-spread Qty
IES = Inter-spread Qty
PA = Adjustment Qty
PIT = Pit Trade Qty
SOD = Start-of-Day Qty
SPL = Integral Split
TA = Transaction from Assignment
TOT = Total Transaction Qty
TQ = Transaction Quantity
TRF = Transfer Trade Qty
TX = Transaction from Exercise
XM = Cross Margin Qty
RCV = Receive Quantity
CAA = Corporate Action Adjustment
DN = Delivery Notice Qty
EP = Exchange for Physical Qty
PNTN = Privately negotiated Trade Qty (Non-regulated)
DLT = Net Delta Qty
CEA = Credit Event Adjustment
SEA = Succession Event Adjustment
ALC = Allocation Trade Qty
AS = Option Assignment
ASF = As-of Trade Qty
DLV = Delivery Qty
ETR = Electronic Trade Qty
EX = Option Exercise Qty
FIN = End-of-Day Qty
IAS = Intra-spread Qty
IES = Inter-spread Qty
PA = Adjustment Qty
PIT = Pit Trade Qty
SOD = Start-of-Day Qty
SPL = Integral Split
TA = Transaction from Assignment
TOT = Total Transaction Qty
TQ = Transaction Quantity
TRF = Transfer Trade Qty
TX = Transaction from Exercise
XM = Cross Margin Qty
RCV = Receive Quantity
CAA = Corporate Action Adjustment
DN = Delivery Notice Qty
EP = Exchange for Physical Qty
PNTN = Privately negotiated Trade Qty (Non-regulated)
DLT = Net Delta Qty
CEA = Credit Event Adjustment
SEA = Succession Event Adjustment
[707] PosAmtType Values CASH = Cash Amount (Corporate Event)
CRES = Cash Residual Amount
FMTM = Final Mark-to-Market Amount
IMTM = Incremental Mark-to-Market Amount
PREM = Premium Amount
SMTM = Start-of-Day Mark-to-Market Amount
TVAR = Trade Variation Amount
VADJ = Value Adjusted Amount
SETL = Settlement Value
ICPN = Initial Trade Coupon Amount
ACPN = Accrued Coupon Amount
CPN = Coupon Amount
IACPN = Incremental Accrued Coupon
CMTM = Collateralized Mark to Market
ICMTM = Incremental Collateralized Mark to market
DLV = Compensation Amount
BANK = Total Banked Amount
COLAT = Total Collateralized Amount
CASH = Cash Amount (Corporate Event)
CRES = Cash Residual Amount
FMTM = Final Mark-to-Market Amount
IMTM = Incremental Mark-to-Market Amount
PREM = Premium Amount
SMTM = Start-of-Day Mark-to-Market Amount
TVAR = Trade Variation Amount
VADJ = Value Adjusted Amount
SETL = Settlement Value
ICPN = Initial Trade Coupon Amount
ACPN = Accrued Coupon Amount
CPN = Coupon Amount
IACPN = Incremental Accrued Coupon
CMTM = Collateralized Mark to Market
ICMTM = Incremental Collateralized Mark to market
DLV = Compensation Amount
BANK = Total Banked Amount
COLAT = Total Collateralized Amount

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
[703] PosType Values ALC = Allocation Trade Qty
AS = Option Assignment
ASF = As-of Trade Qty
DLV = Delivery Qty
ETR = Electronic Trade Qty
EX = Option Exercise Qty
FIN = End-of-Day Qty
IAS = Intra-spread Qty
IES = Inter-spread Qty
PA = Adjustment Qty
PIT = Pit Trade Qty
SOD = Start-of-Day Qty
SPL = Integral Split
TA = Transaction from Assignment
TOT = Total Transaction Qty
TQ = Transaction Quantity
TRF = Transfer Trade Qty
TX = Transaction from Exercise
XM = Cross Margin Qty
RCV = Receive Quantity
CAA = Corporate Action Adjustment
DN = Delivery Notice Qty
EP = Exchange for Physical Qty
PNTN = Privately negotiated Trade Qty (Non-regulated)
DLT = Net Delta Qty
CEA = Credit Event Adjustment
SEA = Succession Event Adjustment
ALC = Allocation Trade Qty
AS = Option Assignment
ASF = As-of Trade Qty
DLV = Delivery Qty
ETR = Electronic Trade Qty
EX = Option Exercise Qty
FIN = End-of-Day Qty
IAS = Intra-spread Qty
IES = Inter-spread Qty
PA = Adjustment Qty
PIT = Pit Trade Qty
SOD = Start-of-Day Qty
SPL = Integral Split
TA = Transaction from Assignment
TOT = Total Transaction Qty
TQ = Transaction Quantity
TRF = Transfer Trade Qty
TX = Transaction from Exercise
XM = Cross Margin Qty
RCV = Receive Quantity
CAA = Corporate Action Adjustment
DN = Delivery Notice Qty
EP = Exchange for Physical Qty
PNTN = Privately negotiated Trade Qty (Non-regulated)
DLT = Net Delta Qty
CEA = Credit Event Adjustment
SEA = Succession Event Adjustment
[707] PosAmtType Values CASH = Cash Amount (Corporate Event)
CRES = Cash Residual Amount
FMTM = Final Mark-to-Market Amount
IMTM = Incremental Mark-to-Market Amount
PREM = Premium Amount
SMTM = Start-of-Day Mark-to-Market Amount
TVAR = Trade Variation Amount
VADJ = Value Adjusted Amount
SETL = Settlement Value
ICPN = Initial Trade Coupon Amount
ACPN = Accrued Coupon Amount
CPN = Coupon Amount
IACPN = Incremental Accrued Coupon
CMTM = Collateralized Mark to Market
ICMTM = Incremental Collateralized Mark to market
DLV = Compensation Amount
BANK = Total Banked Amount
COLAT = Total Collateralized Amount
CASH = Cash Amount (Corporate Event)
CRES = Cash Residual Amount
FMTM = Final Mark-to-Market Amount
IMTM = Incremental Mark-to-Market Amount
PREM = Premium Amount
SMTM = Start-of-Day Mark-to-Market Amount
TVAR = Trade Variation Amount
VADJ = Value Adjusted Amount
SETL = Settlement Value
ICPN = Initial Trade Coupon Amount
ACPN = Accrued Coupon Amount
CPN = Coupon Amount
IACPN = Incremental Accrued Coupon
CMTM = Collateralized Mark to Market
ICMTM = Incremental Collateralized Mark to market
DLV = Compensation Amount
BANK = Total Banked Amount
COLAT = Total Collateralized Amount

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[724] PosReqType Values 0 = Positions
1 = Trades
2 = Exercises
3 = Assignments
4 = Settlement Activity
5 = Backout Message
6 = Delta Positions
0 = Positions
1 = Trades
2 = Exercises
3 = Assignments
4 = Settlement Activity
5 = Backout Message
6 = Delta Positions
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[724] PosReqType Values 0 = Positions
1 = Trades
2 = Exercises
3 = Assignments
4 = Settlement Activity
5 = Backout Message
6 = Delta Positions
0 = Positions
1 = Trades
2 = Exercises
3 = Assignments
4 = Settlement Activity
5 = Backout Message
6 = Delta Positions
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[724] PosReqType Values 0 = Positions
1 = Trades
2 = Exercises
3 = Assignments
4 = Settlement Activity
5 = Backout Message
6 = Delta Positions
0 = Positions
1 = Trades
2 = Exercises
3 = Assignments
4 = Settlement Activity
5 = Backout Message
6 = Delta Positions
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
[703] PosType Values ALC = Allocation Trade Qty
AS = Option Assignment
ASF = As-of Trade Qty
DLV = Delivery Qty
ETR = Electronic Trade Qty
EX = Option Exercise Qty
FIN = End-of-Day Qty
IAS = Intra-spread Qty
IES = Inter-spread Qty
PA = Adjustment Qty
PIT = Pit Trade Qty
SOD = Start-of-Day Qty
SPL = Integral Split
TA = Transaction from Assignment
TOT = Total Transaction Qty
TQ = Transaction Quantity
TRF = Transfer Trade Qty
TX = Transaction from Exercise
XM = Cross Margin Qty
RCV = Receive Quantity
CAA = Corporate Action Adjustment
DN = Delivery Notice Qty
EP = Exchange for Physical Qty
PNTN = Privately negotiated Trade Qty (Non-regulated)
DLT = Net Delta Qty
CEA = Credit Event Adjustment
SEA = Succession Event Adjustment
ALC = Allocation Trade Qty
AS = Option Assignment
ASF = As-of Trade Qty
DLV = Delivery Qty
ETR = Electronic Trade Qty
EX = Option Exercise Qty
FIN = End-of-Day Qty
IAS = Intra-spread Qty
IES = Inter-spread Qty
PA = Adjustment Qty
PIT = Pit Trade Qty
SOD = Start-of-Day Qty
SPL = Integral Split
TA = Transaction from Assignment
TOT = Total Transaction Qty
TQ = Transaction Quantity
TRF = Transfer Trade Qty
TX = Transaction from Exercise
XM = Cross Margin Qty
RCV = Receive Quantity
CAA = Corporate Action Adjustment
DN = Delivery Notice Qty
EP = Exchange for Physical Qty
PNTN = Privately negotiated Trade Qty (Non-regulated)
DLT = Net Delta Qty
CEA = Credit Event Adjustment
SEA = Succession Event Adjustment
[707] PosAmtType Values CASH = Cash Amount (Corporate Event)
CRES = Cash Residual Amount
FMTM = Final Mark-to-Market Amount
IMTM = Incremental Mark-to-Market Amount
PREM = Premium Amount
SMTM = Start-of-Day Mark-to-Market Amount
TVAR = Trade Variation Amount
VADJ = Value Adjusted Amount
SETL = Settlement Value
ICPN = Initial Trade Coupon Amount
ACPN = Accrued Coupon Amount
CPN = Coupon Amount
IACPN = Incremental Accrued Coupon
CMTM = Collateralized Mark to Market
ICMTM = Incremental Collateralized Mark to market
DLV = Compensation Amount
BANK = Total Banked Amount
COLAT = Total Collateralized Amount
CASH = Cash Amount (Corporate Event)
CRES = Cash Residual Amount
FMTM = Final Mark-to-Market Amount
IMTM = Incremental Mark-to-Market Amount
PREM = Premium Amount
SMTM = Start-of-Day Mark-to-Market Amount
TVAR = Trade Variation Amount
VADJ = Value Adjusted Amount
SETL = Settlement Value
ICPN = Initial Trade Coupon Amount
ACPN = Accrued Coupon Amount
CPN = Coupon Amount
IACPN = Incremental Accrued Coupon
CMTM = Collateralized Mark to Market
ICMTM = Incremental Collateralized Mark to market
DLV = Compensation Amount
BANK = Total Banked Amount
COLAT = Total Collateralized Amount

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[88] AllocRejCode Values 0 = Unknown account(s)
1 = Incorrect quantity
2 = Incorrect averageg price
3 = Unknown executing broker mnemonic
4 = Commission difference
5 = Unknown OrderID (37)
6 = Unknown ListID (66)
7 = Other (further in Text (58))
8 = Incorrect allocated quantity
9 = Calculation difference
10 = Unknown or stale ExecID
11 = Mismatched data
12 = Unknown ClOrdID
13 = Warehouse request rejected
99 = Other
0 = Unknown account(s)
1 = Incorrect quantity
2 = Incorrect averageg price
3 = Unknown executing broker mnemonic
4 = Commission difference
5 = Unknown OrderID (37)
6 = Unknown ListID (66)
7 = Other (further in Text (58))
8 = Incorrect allocated quantity
9 = Calculation difference
10 = Unknown or stale ExecID
11 = Mismatched data
12 = Unknown ClOrdID
13 = Warehouse request rejected
99 = Other
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
[707] PosAmtType Values CASH = Cash Amount (Corporate Event)
CRES = Cash Residual Amount
FMTM = Final Mark-to-Market Amount
IMTM = Incremental Mark-to-Market Amount
PREM = Premium Amount
SMTM = Start-of-Day Mark-to-Market Amount
TVAR = Trade Variation Amount
VADJ = Value Adjusted Amount
SETL = Settlement Value
ICPN = Initial Trade Coupon Amount
ACPN = Accrued Coupon Amount
CPN = Coupon Amount
IACPN = Incremental Accrued Coupon
CMTM = Collateralized Mark to Market
ICMTM = Incremental Collateralized Mark to market
DLV = Compensation Amount
BANK = Total Banked Amount
COLAT = Total Collateralized Amount
CASH = Cash Amount (Corporate Event)
CRES = Cash Residual Amount
FMTM = Final Mark-to-Market Amount
IMTM = Incremental Mark-to-Market Amount
PREM = Premium Amount
SMTM = Start-of-Day Mark-to-Market Amount
TVAR = Trade Variation Amount
VADJ = Value Adjusted Amount
SETL = Settlement Value
ICPN = Initial Trade Coupon Amount
ACPN = Accrued Coupon Amount
CPN = Coupon Amount
IACPN = Incremental Accrued Coupon
CMTM = Collateralized Mark to Market
ICMTM = Incremental Collateralized Mark to market
DLV = Compensation Amount
BANK = Total Banked Amount
COLAT = Total Collateralized Amount

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[70] AllocID Reqd Optional OptionalMandatory
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
[88] AllocRejCode Values 0 = Unknown account(s)
1 = Incorrect quantity
2 = Incorrect averageg price
3 = Unknown executing broker mnemonic
4 = Commission difference
5 = Unknown OrderID (37)
6 = Unknown ListID (66)
7 = Other (further in Text (58))
8 = Incorrect allocated quantity
9 = Calculation difference
10 = Unknown or stale ExecID
11 = Mismatched data
12 = Unknown ClOrdID
13 = Warehouse request rejected
99 = Other
0 = Unknown account(s)
1 = Incorrect quantity
2 = Incorrect averageg price
3 = Unknown executing broker mnemonic
4 = Commission difference
5 = Unknown OrderID (37)
6 = Unknown ListID (66)
7 = Other (further in Text (58))
8 = Incorrect allocated quantity
9 = Calculation difference
10 = Unknown or stale ExecID
11 = Mismatched data
12 = Unknown ClOrdID
13 = Warehouse request rejected
99 = Other
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
[703] PosType Values ALC = Allocation Trade Qty
AS = Option Assignment
ASF = As-of Trade Qty
DLV = Delivery Qty
ETR = Electronic Trade Qty
EX = Option Exercise Qty
FIN = End-of-Day Qty
IAS = Intra-spread Qty
IES = Inter-spread Qty
PA = Adjustment Qty
PIT = Pit Trade Qty
SOD = Start-of-Day Qty
SPL = Integral Split
TA = Transaction from Assignment
TOT = Total Transaction Qty
TQ = Transaction Quantity
TRF = Transfer Trade Qty
TX = Transaction from Exercise
XM = Cross Margin Qty
RCV = Receive Quantity
CAA = Corporate Action Adjustment
DN = Delivery Notice Qty
EP = Exchange for Physical Qty
PNTN = Privately negotiated Trade Qty (Non-regulated)
DLT = Net Delta Qty
CEA = Credit Event Adjustment
SEA = Succession Event Adjustment
ALC = Allocation Trade Qty
AS = Option Assignment
ASF = As-of Trade Qty
DLV = Delivery Qty
ETR = Electronic Trade Qty
EX = Option Exercise Qty
FIN = End-of-Day Qty
IAS = Intra-spread Qty
IES = Inter-spread Qty
PA = Adjustment Qty
PIT = Pit Trade Qty
SOD = Start-of-Day Qty
SPL = Integral Split
TA = Transaction from Assignment
TOT = Total Transaction Qty
TQ = Transaction Quantity
TRF = Transfer Trade Qty
TX = Transaction from Exercise
XM = Cross Margin Qty
RCV = Receive Quantity
CAA = Corporate Action Adjustment
DN = Delivery Notice Qty
EP = Exchange for Physical Qty
PNTN = Privately negotiated Trade Qty (Non-regulated)
DLT = Net Delta Qty
CEA = Credit Event Adjustment
SEA = Succession Event Adjustment
[707] PosAmtType Values CASH = Cash Amount (Corporate Event)
CRES = Cash Residual Amount
FMTM = Final Mark-to-Market Amount
IMTM = Incremental Mark-to-Market Amount
PREM = Premium Amount
SMTM = Start-of-Day Mark-to-Market Amount
TVAR = Trade Variation Amount
VADJ = Value Adjusted Amount
SETL = Settlement Value
ICPN = Initial Trade Coupon Amount
ACPN = Accrued Coupon Amount
CPN = Coupon Amount
IACPN = Incremental Accrued Coupon
CMTM = Collateralized Mark to Market
ICMTM = Incremental Collateralized Mark to market
DLV = Compensation Amount
BANK = Total Banked Amount
COLAT = Total Collateralized Amount
CASH = Cash Amount (Corporate Event)
CRES = Cash Residual Amount
FMTM = Final Mark-to-Market Amount
IMTM = Incremental Mark-to-Market Amount
PREM = Premium Amount
SMTM = Start-of-Day Mark-to-Market Amount
TVAR = Trade Variation Amount
VADJ = Value Adjusted Amount
SETL = Settlement Value
ICPN = Initial Trade Coupon Amount
ACPN = Accrued Coupon Amount
CPN = Coupon Amount
IACPN = Incremental Accrued Coupon
CMTM = Collateralized Mark to Market
ICMTM = Incremental Collateralized Mark to market
DLV = Compensation Amount
BANK = Total Banked Amount
COLAT = Total Collateralized Amount

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
[770] TrdRegTimestampType Values 1 = Execution Time
2 = Time In
3 = Time Out
4 = Broker Receipt
5 = Broker Execution
6 = Desk Receipt
7 = Submission to Clearing
1 = Execution Time
2 = Time In
3 = Time Out
4 = Broker Receipt
5 = Broker Execution
6 = Desk Receipt
7 = Submission to Clearing

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
[770] TrdRegTimestampType Values 1 = Execution Time
2 = Time In
3 = Time Out
4 = Broker Receipt
5 = Broker Execution
6 = Desk Receipt
7 = Submission to Clearing
1 = Execution Time
2 = Time In
3 = Time Out
4 = Broker Receipt
5 = Broker Execution
6 = Desk Receipt
7 = Submission to Clearing

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
[770] TrdRegTimestampType Values 1 = Execution Time
2 = Time In
3 = Time Out
4 = Broker Receipt
5 = Broker Execution
6 = Desk Receipt
7 = Submission to Clearing
1 = Execution Time
2 = Time In
3 = Time Out
4 = Broker Receipt
5 = Broker Execution
6 = Desk Receipt
7 = Submission to Clearing

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[300] QuoteRejectReason Values 1 = Unknown Symbol (security)
2 = Exchange (Security) closed
3 = Quote Request exceeds limit
4 = Too late to enter
5 = Unknown Quote
6 = Duplicate Quote
7 = Invalid bid/ask spread
8 = Invalid price
9 = Not authorized to quote security
10 = Price exceeds current price band
11 = Quote Locked - Unable to Update/Cancel
99 = Other
12 = Invalid or unknown Security Issuer
13 = Invalid or unknown Issuer of Underlying Security
1 = Unknown Symbol (security)
2 = Exchange (Security) closed
3 = Quote Request exceeds limit
4 = Too late to enter
5 = Unknown Quote
6 = Duplicate Quote
7 = Invalid bid/ask spread
8 = Invalid price
9 = Not authorized to quote security
10 = Price exceeds current price band
11 = Quote Locked - Unable to Update/Cancel
99 = Other
12 = Invalid or unknown Security Issuer
13 = Invalid or unknown Issuer of Underlying Security
[298] QuoteCancelType Values 1 = Cancel for one or more securities
2 = Cancel for Security Type(s)
3 = Cancel for underlying security
4 = Cancel All Quotes
5 = Cancel quote specified in QuoteID
6 = Cancel by QuoteType(537)
7 = Cancel for Security Issuer
8 = Cancel for Issuer of Underlying Security
1 = Cancel for one or more securities
Symbol(s)
2 = Cancel for Security Type(s)
3 = Cancel for underlying security
Underlying Symbol
4 = Cancel All Quotes
5 = Cancel quote specified in QuoteID
6 = Cancel by QuoteType(537)
7 = Cancel for Security Issuer
8 = Cancel for Issuer of Underlying Security
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
[770] TrdRegTimestampType Values 1 = Execution Time
2 = Time In
3 = Time Out
4 = Broker Receipt
5 = Broker Execution
6 = Desk Receipt
7 = Submission to Clearing
1 = Execution Time
2 = Time In
3 = Time Out
4 = Broker Receipt
5 = Broker Execution
6 = Desk Receipt
7 = Submission to Clearing

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
[770] TrdRegTimestampType Values 1 = Execution Time
2 = Time In
3 = Time Out
4 = Broker Receipt
5 = Broker Execution
6 = Desk Receipt
7 = Submission to Clearing
1 = Execution Time
2 = Time In
3 = Time Out
4 = Broker Receipt
5 = Broker Execution
6 = Desk Receipt
7 = Submission to Clearing

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
[1093] LotType Values 1 = Odd Lot
2 = Round Lot
3 = Block Lot
4 = Round lot based upon UnitOfMeasure(996)
1 = Odd Lot
2 = Round Lot
3 = Block Lot
4 = Round lot based upon UnitOfMeasure(996)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[724] PosReqType Values 0 = Positions
1 = Trades
2 = Exercises
3 = Assignments
4 = Settlement Activity
5 = Backout Message
6 = Delta Positions
0 = Positions
1 = Trades
2 = Exercises
3 = Assignments
4 = Settlement Activity
5 = Backout Message
6 = Delta Positions
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
[703] PosType Values ALC = Allocation Trade Qty
AS = Option Assignment
ASF = As-of Trade Qty
DLV = Delivery Qty
ETR = Electronic Trade Qty
EX = Option Exercise Qty
FIN = End-of-Day Qty
IAS = Intra-spread Qty
IES = Inter-spread Qty
PA = Adjustment Qty
PIT = Pit Trade Qty
SOD = Start-of-Day Qty
SPL = Integral Split
TA = Transaction from Assignment
TOT = Total Transaction Qty
TQ = Transaction Quantity
TRF = Transfer Trade Qty
TX = Transaction from Exercise
XM = Cross Margin Qty
RCV = Receive Quantity
CAA = Corporate Action Adjustment
DN = Delivery Notice Qty
EP = Exchange for Physical Qty
PNTN = Privately negotiated Trade Qty (Non-regulated)
DLT = Net Delta Qty
CEA = Credit Event Adjustment
SEA = Succession Event Adjustment
ALC = Allocation Trade Qty
AS = Option Assignment
ASF = As-of Trade Qty
DLV = Delivery Qty
ETR = Electronic Trade Qty
EX = Option Exercise Qty
FIN = End-of-Day Qty
IAS = Intra-spread Qty
IES = Inter-spread Qty
PA = Adjustment Qty
PIT = Pit Trade Qty
SOD = Start-of-Day Qty
SPL = Integral Split
TA = Transaction from Assignment
TOT = Total Transaction Qty
TQ = Transaction Quantity
TRF = Transfer Trade Qty
TX = Transaction from Exercise
XM = Cross Margin Qty
RCV = Receive Quantity
CAA = Corporate Action Adjustment
DN = Delivery Notice Qty
EP = Exchange for Physical Qty
PNTN = Privately negotiated Trade Qty (Non-regulated)
DLT = Net Delta Qty
CEA = Credit Event Adjustment
SEA = Succession Event Adjustment
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
[707] PosAmtType Values CASH = Cash Amount (Corporate Event)
CRES = Cash Residual Amount
FMTM = Final Mark-to-Market Amount
IMTM = Incremental Mark-to-Market Amount
PREM = Premium Amount
SMTM = Start-of-Day Mark-to-Market Amount
TVAR = Trade Variation Amount
VADJ = Value Adjusted Amount
SETL = Settlement Value
ICPN = Initial Trade Coupon Amount
ACPN = Accrued Coupon Amount
CPN = Coupon Amount
IACPN = Incremental Accrued Coupon
CMTM = Collateralized Mark to Market
ICMTM = Incremental Collateralized Mark to market
DLV = Compensation Amount
BANK = Total Banked Amount
COLAT = Total Collateralized Amount
CASH = Cash Amount (Corporate Event)
CRES = Cash Residual Amount
FMTM = Final Mark-to-Market Amount
IMTM = Incremental Mark-to-Market Amount
PREM = Premium Amount
SMTM = Start-of-Day Mark-to-Market Amount
TVAR = Trade Variation Amount
VADJ = Value Adjusted Amount
SETL = Settlement Value
ICPN = Initial Trade Coupon Amount
ACPN = Accrued Coupon Amount
CPN = Coupon Amount
IACPN = Incremental Accrued Coupon
CMTM = Collateralized Mark to Market
ICMTM = Incremental Collateralized Mark to market
DLV = Compensation Amount
BANK = Total Banked Amount
COLAT = Total Collateralized Amount

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
[1093] LotType Values 1 = Odd Lot
2 = Round Lot
3 = Block Lot
4 = Round lot based upon UnitOfMeasure(996)
1 = Odd Lot
2 = Round Lot
3 = Block Lot
4 = Round lot based upon UnitOfMeasure(996)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[1093] LotType Values 1 = Odd Lot
2 = Round Lot
3 = Block Lot
4 = Round lot based upon UnitOfMeasure(996)
1 = Odd Lot
2 = Round Lot
3 = Block Lot
4 = Round lot based upon UnitOfMeasure(996)
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[1093] LotType Values 1 = Odd Lot
2 = Round Lot
3 = Block Lot
4 = Round lot based upon UnitOfMeasure(996)
1 = Odd Lot
2 = Round Lot
3 = Block Lot
4 = Round lot based upon UnitOfMeasure(996)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[1093] LotType Values 1 = Odd Lot
2 = Round Lot
3 = Block Lot
4 = Round lot based upon UnitOfMeasure(996)
1 = Odd Lot
2 = Round Lot
3 = Block Lot
4 = Round lot based upon UnitOfMeasure(996)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[1347] ApplReqType Values 0 = Retransmission of application messages for the specified Applications
1 = Subscription to the specified Applications
2 = Request for the last ApplLastSeqNum published for the specified Applications
3 = Request valid set of Applications
4 = Unsubscribe to the specified Applications
5 = Cancel retransmission
6 = Cancel retransmission and unsubscribe to the specified applications
0 = Retransmission of application messages for the specified Applications
1 = Subscription to the specified Applications
2 = Request for the last ApplLastSeqNum published for the specified Applications
3 = Request valid set of Applications
4 = Unsubscribe to the specified Applications
5 = Cancel retransmission
6 = Cancel retransmission and unsubscribe to the specified applications

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[1347] ApplReqType Values 0 = Retransmission of application messages for the specified Applications
1 = Subscription to the specified Applications
2 = Request for the last ApplLastSeqNum published for the specified Applications
3 = Request valid set of Applications
4 = Unsubscribe to the specified Applications
5 = Cancel retransmission
6 = Cancel retransmission and unsubscribe to the specified applications
0 = Retransmission of application messages for the specified Applications
1 = Subscription to the specified Applications
2 = Request for the last ApplLastSeqNum published for the specified Applications
3 = Request valid set of Applications
4 = Unsubscribe to the specified Applications
5 = Cancel retransmission
6 = Cancel retransmission and unsubscribe to the specified applications

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[1426] ApplReportType Values 0 = Reset ApplSeqNum to new value specified in ApplNewSeqNum(1399)
1 = Reports that the last message has been sent for the ApplIDs Refer to RefApplLastSeqNum(1357) for the application sequence number of the last message.
2 = Heartbeat message indicating that Application identified by RefApplID(1355) is still alive. Refer to RefApplLastSeqNum(1357) for the application sequence number of the previous message.
3 = Application message re-send completed.
0 = Reset ApplSeqNum to new value specified in ApplNewSeqNum(1399)
1 = Reports that the last message has been sent for the ApplIDs Refer to RefApplLastSeqNum(1357) for the application sequence number of the last message.
2 = Heartbeat message indicating that Application identified by RefApplID(1355) is still alive. Refer to RefApplLastSeqNum(1357) for the application sequence number of the previous message.
3 = Application message re-send completed.

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[1374] MassActionScope Values 1 = All orders for a security
2 = All orders for an underlying security
3 = All orders for a Product
4 = All orders for a CFICode
5 = All orders for a SecurityType
6 = All orders for a trading session
7 = All orders
8 = All orders for a Market
9 = All orders for a Market Segment
10 = All orders for a Security Group
11 = Cancel for Security Issuer
12 = Cancel for Issuer of Underlying Security
1 = All orders for a security
2 = All orders for an underlying security
3 = All orders for a Product
4 = All orders for a CFICode
5 = All orders for a SecurityType
6 = All orders for a trading session
7 = All orders
8 = All orders for a Market
9 = All orders for a Market Segment
10 = All orders for a Security Group
11 = Cancel for Security Issuer
12 = Cancel for Issuer of Underlying Security
[1376] MassActionRejectReason Values 0 = Mass Action Not Supported
1 = Invalid or unknown security
2 = Invalid or unknown underlying security
3 = Invalid or unknown Product
4 = Invalid or unknown CFICode
5 = Invalid or unknown SecurityType
6 = Invalid or unknown trading session
7 = Invalid or unknown Market
8 = Invalid or unknown Market Segment
9 = Invalid or unknown Security Group
99 = Other
10 = Invalid or unknown Security Issuer
11 = Invalid or unknown Issuer of Underlying Security
0 = Mass Action Not Supported
1 = Invalid or unknown security
2 = Invalid or unknown underlying security
3 = Invalid or unknown Product
4 = Invalid or unknown CFICode
5 = Invalid or unknown SecurityType
6 = Invalid or unknown trading session
7 = Invalid or unknown Market
8 = Invalid or unknown Market Segment
9 = Invalid or unknown Security Group
99 = Other
10 = Invalid or unknown Security Issuer
11 = Invalid or unknown Issuer of Underlying Security
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[1374] MassActionScope Values 1 = All orders for a security
2 = All orders for an underlying security
3 = All orders for a Product
4 = All orders for a CFICode
5 = All orders for a SecurityType
6 = All orders for a trading session
7 = All orders
8 = All orders for a Market
9 = All orders for a Market Segment
10 = All orders for a Security Group
11 = Cancel for Security Issuer
12 = Cancel for Issuer of Underlying Security
1 = All orders for a security
2 = All orders for an underlying security
3 = All orders for a Product
4 = All orders for a CFICode
5 = All orders for a SecurityType
6 = All orders for a trading session
7 = All orders
8 = All orders for a Market
9 = All orders for a Market Segment
10 = All orders for a Security Group
11 = Cancel for Security Issuer
12 = Cancel for Issuer of Underlying Security
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
[1084] DisplayMethod Values 1 = Initial (use original DisplayQty)
2 = New (use RefreshQty)
3 = Random (randomize value)
4 = Undisclosed (invisible order)
1 = Initial (use original DisplayQty)
2 = New (use RefreshQty)
3 = Random (randomize value)
4 = Undisclosed (invisible order)
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
[1081] RefOrderIDSource Values 0 = SecondaryOrderID(198)
1 = OrderID(37)
2 = MDEntryID(278)
3 = QuoteEntryID(299)
4 = Original order ID
0 = SecondaryOrderID(198)
1 = OrderID(37)
2 = MDEntryID(278)
3 = QuoteEntryID(299)
4 = Original order ID
[529] OrderRestrictions Values 1 = Program Trade
2 = Index Arbitrage
3 = Non-Index Arbitrage
4 = Competing Market Maker
5 = Acting as Market Maker or Specialist in the security
6 = Acting as Market Maker or Specialist in the underlying security of a derivative security
7 = Foreign Entity (of foreign government or regulatory jurisdiction)
8 = External Market Participant
9 = External Inter-connected Market Linkage
A = Riskless Arbitrage
B = Issuer Holding
C = Issue Price Stabilization
D = Non-algorithmic
E = Algorithmic
F = Cross
1 = Program Trade
2 = Index Arbitrage
3 = Non-Index Arbitrage
4 = Competing Market Maker
5 = Acting as Market Maker or Specialist in the security
6 = Acting as Market Maker or of Specialist in the underlying security of a derivative security
seucirty
7 = Foreign Entity (of foreign government or regulatory jurisdiction)
8 = External Market Participant
9 = External Extneral Inter-connected Market Linkage
A = Riskless Arbitrage
B = Issuer Holding
C = Issue Price Stabilization
D = Non-algorithmic
E = Algorithmic
F = Cross
[959] StrategyParameterType Values 1 = Int
2 = Length
3 = NumInGroup
4 = SeqNum
5 = TagNum
6 = float
7 = Qty
8 = Price
9 = PriceOffset
10 = Amt
11 = Percentage
12 = Char
13 = Boolean
14 = String
15 = MultipleCharValue
16 = Currency
17 = Exchange
18 = MonthYear
19 = UTCTimestamp
20 = UTCTimeOnly
21 = LocalMktDate
22 = UTCDateOnly
23 = data
24 = MultipleStringValue
25 = Country
26 = Language
27 = TZTimeOnly
28 = TZTimestamp
29 = Tenor
1 = Int
2 = Length
3 = NumInGroup
4 = SeqNum
5 = TagNum
6 = float
Float
7 = Qty
8 = Price
9 = PriceOffset
10 = Amt
11 = Percentage
12 = Char
13 = Boolean
14 = String
15 = MultipleCharValue
16 = Currency
17 = Exchange
18 = MonthYear
19 = UTCTimestamp
UTCTimeStamp
20 = UTCTimeOnly
21 = LocalMktDate
LocalMktTime
22 = UTCDateOnly
UTCDate
23 = data
Data
24 = MultipleStringValue
25 = Country
26 = Language
27 = TZTimeOnly
28 = TZTimestamp
29 = Tenor

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
[326] SecurityTradingStatus Values 1 = Opening delay
2 = Trading halt
3 = Resume
4 = No Open / No Resume
5 = Price indication
6 = Trading Range Indication
7 = Market Imbalance Buy
8 = Market Imbalance Sell
9 = Market on Close Imbalance Buy
10 = Market on Close Imbalance Sell
12 = No Market Imbalance
13 = No Market on Close Imbalance
14 = ITS Pre-opening
15 = New Price Indication
16 = Trade Dissemination Time
17 = Ready to trade (start of session)
18 = Not available for trading (end of session)
19 = Not traded on this market
20 = Unknown or Invalid
21 = Pre-open
22 = Opening Rotation
23 = Fast Market
24 = Pre-Cross - system is in a pre-cross state allowing market to respond to either side of cross
25 = Cross - system has crossed a percentage of the orders and allows market to respond prior to crossing remaining portion
26 = Post-close
1 = Opening delay
2 = Trading halt
3 = Resume
4 = No Open / No Resume
5 = Price indication
6 = Trading Range Indication
7 = Market Imbalance Buy
8 = Market Imbalance Sell
9 = Market on Close Imbalance Buy
10 = Market on Close Imbalance Sell
12 = No Market Imbalance
13 = No Market on Close Imbalance
14 = ITS Pre-opening
15 = New Price Indication
16 = Trade Dissemination Time
17 = Ready to trade (start of session)
18 = Not available for trading (end of session)
19 = Not traded on this market
20 = Unknown or Invalid
21 = Pre-open
22 = Opening Rotation
23 = Fast Market
24 = Pre-Cross - system is in a pre-cross state allowing market to respond to either side of cross
25 = Cross - system has crossed a percentage of the orders and allows market to respond prior to crossing remaining portion
26 = Post-close

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
[707] PosAmtType Values CASH = Cash Amount (Corporate Event)
CRES = Cash Residual Amount
FMTM = Final Mark-to-Market Amount
IMTM = Incremental Mark-to-Market Amount
PREM = Premium Amount
SMTM = Start-of-Day Mark-to-Market Amount
TVAR = Trade Variation Amount
VADJ = Value Adjusted Amount
SETL = Settlement Value
ICPN = Initial Trade Coupon Amount
ACPN = Accrued Coupon Amount
CPN = Coupon Amount
IACPN = Incremental Accrued Coupon
CMTM = Collateralized Mark to Market
ICMTM = Incremental Collateralized Mark to market
DLV = Compensation Amount
BANK = Total Banked Amount
COLAT = Total Collateralized Amount
CASH = Cash Amount (Corporate Event)
CRES = Cash Residual Amount
FMTM = Final Mark-to-Market Amount
IMTM = Incremental Mark-to-Market Amount
PREM = Premium Amount
SMTM = Start-of-Day Mark-to-Market Amount
TVAR = Trade Variation Amount
VADJ = Value Adjusted Amount
SETL = Settlement Value
ICPN = Initial Trade Coupon Amount
ACPN = Accrued Coupon Amount
CPN = Coupon Amount
IACPN = Incremental Accrued Coupon
CMTM = Collateralized Mark to Market
ICMTM = Incremental Collateralized Mark to market
DLV = Compensation Amount
BANK = Total Banked Amount
COLAT = Total Collateralized Amount

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[530] MassCancelRequestType Values 1 = Cancel orders for a security
2 = Cancel orders for an underlying security
3 = Cancel orders for a Product
4 = Cancel orders for a CFICode
5 = Cancel orders for a SecurityType
6 = Cancel orders for a trading session
7 = Cancel all orders
8 = Cancel orders for a market
9 = Cancel orders for a market segment
A = Cancel orders for a security group
B = Cancel for Security Issuer
C = Cancel for Issuer of Underlying Security
1 = Cancel orders for a security
2 = Cancel orders for an underlying security
3 = Cancel orders for a Product
4 = Cancel orders for a CFICode
5 = Cancel orders for a SecurityType
6 = Cancel orders for a trading session
7 = Cancel all orders
8 = Cancel orders for a market
9 = Cancel orders for a market segment
A = Cancel orders for a security group
B = Cancel for Security Issuer
C = Cancel for Issuer of Underlying Security
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[530] MassCancelRequestType Values 1 = Cancel orders for a security
2 = Cancel orders for an underlying security
3 = Cancel orders for a Product
4 = Cancel orders for a CFICode
5 = Cancel orders for a SecurityType
6 = Cancel orders for a trading session
7 = Cancel all orders
8 = Cancel orders for a market
9 = Cancel orders for a market segment
A = Cancel orders for a security group
B = Cancel for Security Issuer
C = Cancel for Issuer of Underlying Security
1 = Cancel orders for a security
2 = Cancel orders for an underlying security
3 = Cancel orders for a Product
4 = Cancel orders for a CFICode
5 = Cancel orders for a SecurityType
6 = Cancel orders for a trading session
7 = Cancel all orders
8 = Cancel orders for a market
9 = Cancel orders for a market segment
A = Cancel orders for a security group
B = Cancel for Security Issuer
C = Cancel for Issuer of Underlying Security
[531] MassCancelResponse Values 0 = Cancel Request Rejected - See MassCancelRejectReason (532)
1 = Cancel orders for a security
2 = Cancel orders for an Underlying Security
3 = Cancel orders for a Product
4 = Cancel orders for a CFICode
5 = Cancel orders for a SecurityType
6 = Cancel orders for a trading session
7 = Cancel All Orders
8 = Cancel orders for a market
9 = Cancel orders for a market segment
A = Cancel orders for a security group
B = Cancel Orders for a Securities Issuer
C = Cancel Orders for Issuer of Underlying Security
0 = Cancel Request Rejected - See MassCancelRejectReason (532)
1 = Cancel orders for a security
2 = Cancel orders for an Underlying Security
3 = Cancel orders for a Product
4 = Cancel orders for a CFICode
5 = Cancel orders for a SecurityType
6 = Cancel orders for a trading session
7 = Cancel All Orders
8 = Cancel orders for a market
9 = Cancel orders for a market segment
A = Cancel orders for a security group
B = Cancel Orders for a Securities Issuer
C = Cancel Orders for Issuer of Underlying Security
[532] MassCancelRejectReason Values 0 = Mass Cancel Not Supported
1 = Invalid or Unknown Security
2 = Invalid or Unkown Underlying security
3 = Invalid or Unknown Product
4 = Invalid or Unknown CFICode
5 = Invalid or Unknown SecurityType
6 = Invalid or Unknown Trading Session
7 = Invalid or unknown Market
8 = Invalid or unkown Market Segment
9 = Invalid or unknown Security Group
99 = Other
10 = Invalid or unknown Security Issuer
11 = Invalid or unknown Issuer of Underlying Security
0 = Mass Cancel Not Supported
1 = Invalid or Unknown Security
2 = Invalid or Unkown Underlying security
3 = Invalid or Unknown Product
4 = Invalid or Unknown CFICode
5 = Invalid or Unknown SecurityType
6 = Invalid or Unknown Trading Session
7 = Invalid or unknown Market
8 = Invalid or unkown Market Segment
9 = Invalid or unknown Security Group
99 = Other
10 = Invalid or unknown Security Issuer
11 = Invalid or unknown Issuer of Underlying Security
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
[529] OrderRestrictions Values 1 = Program Trade
2 = Index Arbitrage
3 = Non-Index Arbitrage
4 = Competing Market Maker
5 = Acting as Market Maker or Specialist in the security
6 = Acting as Market Maker or Specialist in the underlying security of a derivative security
7 = Foreign Entity (of foreign government or regulatory jurisdiction)
8 = External Market Participant
9 = External Inter-connected Market Linkage
A = Riskless Arbitrage
B = Issuer Holding
C = Issue Price Stabilization
D = Non-algorithmic
E = Algorithmic
F = Cross
1 = Program Trade
2 = Index Arbitrage
3 = Non-Index Arbitrage
4 = Competing Market Maker
5 = Acting as Market Maker or Specialist in the security
6 = Acting as Market Maker or of Specialist in the underlying security of a derivative security
seucirty
7 = Foreign Entity (of foreign government or regulatory jurisdiction)
8 = External Market Participant
9 = External Extneral Inter-connected Market Linkage
A = Riskless Arbitrage
B = Issuer Holding
C = Issue Price Stabilization
D = Non-algorithmic
E = Algorithmic
F = Cross
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
[1084] DisplayMethod Values 1 = Initial (use original DisplayQty)
2 = New (use RefreshQty)
3 = Random (randomize value)
4 = Undisclosed (invisible order)
1 = Initial (use original DisplayQty)
2 = New (use RefreshQty)
3 = Random (randomize value)
4 = Undisclosed (invisible order)
[959] StrategyParameterType Values 1 = Int
2 = Length
3 = NumInGroup
4 = SeqNum
5 = TagNum
6 = float
7 = Qty
8 = Price
9 = PriceOffset
10 = Amt
11 = Percentage
12 = Char
13 = Boolean
14 = String
15 = MultipleCharValue
16 = Currency
17 = Exchange
18 = MonthYear
19 = UTCTimestamp
20 = UTCTimeOnly
21 = LocalMktDate
22 = UTCDateOnly
23 = data
24 = MultipleStringValue
25 = Country
26 = Language
27 = TZTimeOnly
28 = TZTimestamp
29 = Tenor
1 = Int
2 = Length
3 = NumInGroup
4 = SeqNum
5 = TagNum
6 = float
Float
7 = Qty
8 = Price
9 = PriceOffset
10 = Amt
11 = Percentage
12 = Char
13 = Boolean
14 = String
15 = MultipleCharValue
16 = Currency
17 = Exchange
18 = MonthYear
19 = UTCTimestamp
UTCTimeStamp
20 = UTCTimeOnly
21 = LocalMktDate
LocalMktTime
22 = UTCDateOnly
UTCDate
23 = data
Data
24 = MultipleStringValue
25 = Country
26 = Language
27 = TZTimeOnly
28 = TZTimestamp
29 = Tenor

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate / Lending Firm (for short-sales)
9 = Fund Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering trader
37 = Contra trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foreign Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
79 = Prime Broker providing General Trade Services
80 = Step-Out Firm (Prime Broker)
81 = BrokerClearingID
82 = Central Registration Depository (CRD)
83 = Clearing Account
84 = Acceptable Settling Counterparty
85 = Unacceptable Settling Counterparty
[529] OrderRestrictions Values 1 = Program Trade
2 = Index Arbitrage
3 = Non-Index Arbitrage
4 = Competing Market Maker
5 = Acting as Market Maker or Specialist in the security
6 = Acting as Market Maker or Specialist in the underlying security of a derivative security
7 = Foreign Entity (of foreign government or regulatory jurisdiction)
8 = External Market Participant
9 = External Inter-connected Market Linkage
A = Riskless Arbitrage
B = Issuer Holding
C = Issue Price Stabilization
D = Non-algorithmic
E = Algorithmic
F = Cross
1 = Program Trade
2 = Index Arbitrage
3 = Non-Index Arbitrage
4 = Competing Market Maker
5 = Acting as Market Maker or Specialist in the security
6 = Acting as Market Maker or of Specialist in the underlying security of a derivative security
seucirty
7 = Foreign Entity (of foreign government or regulatory jurisdiction)
8 = External Market Participant
9 = External Extneral Inter-connected Market Linkage
A = Riskless Arbitrage
B = Issuer Holding
C = Issue Price Stabilization
D = Non-algorithmic
E = Algorithmic
F = Cross
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
[996] UnitOfMeasure Values Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
Bcf = Billion cubic feet
MMbbl = Million Barrels
MMBtu = One Million BTU
MWh = Megawatt hours
Bbl = Barrels
Bu = Bushels
lbs = pounds
Gal = Gallons
oz_tr = Troy Ounces
t = Metric Tons (aka Tonne)
tn = Tons (US)
USD = US Dollars
Alw = Allowances
[1196] PriceQuoteMethod Values STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
STD = Standard, money per unit of a physical
INX = Index
INT = Interest rate Index
PCTPAR = Percent of Par
[1197] FuturesValuationMethod Values EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
EQTY = premium style
FUT = futures style mark-to-market
FUTDA = futures style with an attached cash adjustment
CDS = CDS style collateralization of market to market and coupon
CDSD = CDS in delivery - use recovery rate to calculate obligation
[1084] DisplayMethod Values 1 = Initial (use original DisplayQty)
2 = New (use RefreshQty)
3 = Random (randomize value)
4 = Undisclosed (invisible order)
1 = Initial (use original DisplayQty)
2 = New (use RefreshQty)
3 = Random (randomize value)
4 = Undisclosed (invisible order)
[959] StrategyParameterType Values 1 = Int
2 = Length
3 = NumInGroup
4 = SeqNum
5 = TagNum
6 = float
7 = Qty
8 = Price
9 = PriceOffset
10 = Amt
11 = Percentage
12 = Char
13 = Boolean
14 = String
15 = MultipleCharValue
16 = Currency
17 = Exchange
18 = MonthYear
19 = UTCTimestamp
20 = UTCTimeOnly
21 = LocalMktDate
22 = UTCDateOnly
23 = data
24 = MultipleStringValue
25 = Country
26 = Language
27 = TZTimeOnly
28 = TZTimestamp
29 = Tenor
1 = Int
2 = Length
3 = NumInGroup
4 = SeqNum
5 = TagNum
6 = float
Float
7 = Qty
8 = Price
9 = PriceOffset
10 = Amt
11 = Percentage
12 = Char
13 = Boolean
14 = String
15 = MultipleCharValue
16 = Currency
17 = Exchange
18 = MonthYear
19 = UTCTimestamp
UTCTimeStamp
20 = UTCTimeOnly
21 = LocalMktDate
LocalMktTime
22 = UTCDateOnly
UTCDate
23 = data
Data
24 = MultipleStringValue
25 = Country
26 = Language
27 = TZTimeOnly
28 = TZTimestamp
29 = Tenor

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientI