Spec Comparison Results

FIX Protocol - FIX 4.0 Standards - Original

- vs -

Important Differences (Look closely - development may be required)

Additional (Mandatory) Fields

FIX Protocol - FIX 4.0 Standards - Original FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[41] OrigClOrdID (Mandatory)
[39] OrdStatus (Mandatory)

Additional (Mandatory) Fields

FIX Protocol - FIX 4.0 Standards - Original FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[148] Headline (Mandatory)

Additional (Mandatory) Fields

FIX Protocol - FIX 4.0 Standards - Original FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[164] EmailThreadID (Mandatory)
[147] Subject (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.0 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[100] ExDestination Values 0 = none
4 = POSIT
0 = none
4 = POSIT

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.0 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[100] ExDestination Values 0 = none
4 = POSIT
0 = none
4 = POSIT

Additional (Mandatory) Fields

FIX Protocol - FIX 4.0 Standards - Original FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[125] CxlType (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.0 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[100] ExDestination Values 0 = none
4 = POSIT
0 = none
4 = POSIT

Additional (Mandatory) Fields

FIX Protocol - FIX 4.0 Standards - Original FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[151] LeavesQty (Mandatory)

Additional (Mandatory) Fields

FIX Protocol - FIX 4.0 Standards - Original FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[150] ExecType (Mandatory)
[151] LeavesQty (Mandatory)

Minor Differences (Just a quick look - development unlikely)

Attribute FIX Protocol - FIX 4.0 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
Intro

The FIX 4.0 specification delivered enhancements over FIX 3.0 in the following areas:

  • Session layer
  • Header information
  • Supported encryption
  • Date fields were modified
  • Allocation support was significantly improved

The FIX 4.0 1 specification delivered enhancements over FIX 3.4.0 in the following areas:

  • Session layer
  • Header information
  • Supported encryption
  • Date fields were modified
  • Allocation support was significantly improved
areas:

  • Orderflow
  • Allocations/settlement support
  • Symbology
  • Internalization

The data presented here includes the 19990630 errata which corrected a number of minor typographical errors or ambiguities in the original specification.

Message-Level Differences

Attribute FIX Protocol - FIX 4.0 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
Intro The test request message forces a heartbeat from the opposing application. The test request message checks sequence numbers or verifies communication line status. The opposite application responds to the Test Request with a Heartbeat containing the TestReqID. The test request message forces a heartbeat from the opposing application. The test request message checks sequence numbers or verifies communication line status. The opposite application responds to the Test Request with a Heartbeat containing the TestReqID.

Message-Level Differences

Attribute FIX Protocol - FIX 4.0 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
Intro The reject message should be issued when a message is received but cannot be properly processed due to a session-level rule violation. An example of when a reject may be appropriate would be the receipt of a message with invalid basic data which successfully passes de-encryption, CheckSum and BodyLength checks. The reject message should be issued when a message is received but cannot be properly processed due passed through to a session-level rule violation. An example of when a reject may be appropriate would be the receipt of a message with invalid basic data which successfully passes de-encryption, CheckSum and BodyLength checks.application level.

Message-Level Differences

Attribute FIX Protocol - FIX 4.0 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
Intro The logout message initiates or confirms the termination of a FIX session. Disconnection without the exchange of logout messages should be interpreted as an abnormal condition. The logout message initiates or confirms the termination of a FIX session. Disconnection without the exchange of logout messages should be interpreted as an abnormal condition.

Message-Level Differences

Attribute FIX Protocol - FIX 4.0 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
Intro Indication of interest messages are used to market merchandise which the broker is buying or selling in either a proprietary or agency capacity. Indication of interest messages are used to market merchandise which the broker is buying or selling in either a proprietary or agency capacity.

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.0 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI message only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
[104] IOIQualifier Values A = All or none
C = At the close
I = In touch with
L = Limit
M = More behind
O = At the open
P = Taking a position
Q = Current quote
S = Portfolio show-n
T = Through the day
V = Versus
W = Indication - Working away
X = Crossing opportunity
A = All or none
C = At the close
I = In touch with
L = Limit
M = More behind
O = At the open
P = Taking a position
Q = At the Market (previously called Current quote
Quote)
S = Portfolio show-n
T = Through the day
V = Versus
W = Indication - Working away
X = Crossing opportunity
Y = At the Midpoint
Z = Pre-open

Additional (Optional) Fields

FIX Protocol - FIX 4.0 Standards - Original FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[167] SecurityType (Optional)
[200] MaturityMonthYear (Optional)
[205] MaturityDay (Optional)
[201] PutOrCall (Optional)
[202] StrikePrice (Optional)
[206] OptAttribute (Optional)
[207] SecurityExchange (Optional)
[199] NoIOIQualifiers (Optional)
[60] TransactTime (Optional)
[149] URLLink (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.0 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code

Additional (Optional) Fields

FIX Protocol - FIX 4.0 Standards - Original FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[167] SecurityType (Optional)
[200] MaturityMonthYear (Optional)
[205] MaturityDay (Optional)
[201] PutOrCall (Optional)
[202] StrikePrice (Optional)
[206] OptAttribute (Optional)
[207] SecurityExchange (Optional)
[75] TradeDate (Optional)
[149] URLLink (Optional)
[30] LastMkt (Optional)

Additional (Optional) Fields

FIX Protocol - FIX 4.0 Standards - Original FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[198] SecondaryOrderID (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.0 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
Intro The logon message authenticates a user establishing a connection to a remote system. The logon message must be the first message sent by the application requesting to initiate a FIX session. The logon message authenticates a user establishing a connection to a remote system. The logon message must be the first message sent by the application requesting to initiate a FIX session.

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.0 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[98] EncryptMethod Values 0 = None / other
1 = PKCS (proprietary)
2 = DES (EBC mode)
3 = PKCS/DES (proprietary)
4 = PGP/DES (defunct)
5 = PGP/DES-MD5 (see app note on FIX home page)
6 = PEM/DES-MD5 (see app note on FIX home page)
0 = None / other
1 = PKCS (proprietary)
2 = DES (EBC (ECB mode)
3 = PKCS/DES (proprietary)
4 = PGP/DES (defunct)
5 = PGP/DES-MD5 (see app note on FIX home page)
web site)
6 = PEM/DES-MD5 (see app note on FIX home page)
web site)

Additional (Optional) Fields

FIX Protocol - FIX 4.0 Standards - Original FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[141] ResetSeqNumFlag (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.0 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
Intro The news message is intended for use as a general free format message between the broker and institution. The news message is intended for use as a general free format message between the broker and institution.

Additional (Optional) Fields

FIX Protocol - FIX 4.0 Standards - Original FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[146] NoRelatedSym (Optional)
[65] SymbolSfx (Optional)
[48] SecurityID (Optional)
[22] IDSource (Optional)
[167] SecurityType (Optional)
[200] MaturityMonthYear (Optional)
[205] MaturityDay (Optional)
[201] PutOrCall (Optional)
[202] StrikePrice (Optional)
[206] OptAttribute (Optional)
[207] SecurityExchange (Optional)
[106] Issuer (Optional)
[107] SecurityDesc (Optional)
[149] URLLink (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.0 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
Intro Format and purpose similar to News message, however, intended for private use between two parties. Format A Heartbeat message is simply a message header with a heartbeat id as the message content. For a heartbeat, msgType is set to 0 and purpose similar msgSeqNo is set to News message, however, intended for private use between two parties.the sequence number that will be set on the next business message.For example, pre-market, before any orders have been sent each Heartbeat message will carry <em>msgSeqNo = 1</em>. The value does not increment because the heartbeat is an unsequenced, session level message.Aquis will respond to a Heartbeat message with an outbound Heartbeat message to confirm receipt and the reliability of the connection.

Additional (Optional) Fields

FIX Protocol - FIX 4.0 Standards - Original FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[146] NoRelatedSym (Optional)
[65] SymbolSfx (Optional)
[48] SecurityID (Optional)
[22] IDSource (Optional)
[167] SecurityType (Optional)
[200] MaturityMonthYear (Optional)
[205] MaturityDay (Optional)
[201] PutOrCall (Optional)
[202] StrikePrice (Optional)
[206] OptAttribute (Optional)
[207] SecurityExchange (Optional)
[106] Issuer (Optional)
[107] SecurityDesc (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.0 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[18] ExecInst Values 0 = Stay on offerside
1 = Not held
2 = Work
3 = Go along
4 = Over the day
5 = Held
6 = Participate don't initiate
7 = Strict scale
8 = Try to scale
9 = Stay on bidside
A = No cross
B = OK to cross
C = Call first
D = Percent of volume
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
I = Institutions only
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
0 = Stay on offerside
1 = Not held
2 = Work
3 = Go along
4 = Over the day
5 = Held
6 = Participate don't initiate
7 = Strict scale
8 = Try to scale
9 = Stay on bidside
A = No cross
cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of volume
volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
I = Institutions only
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
U = Customer Display Instruction (Rule11Ac1-1/4)
V = Netting (for Forex)
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI message only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
[38] OrderQty Reqd Mandatory MandatoryOptional
[40] OrdType Values 1 = Market
2 = Limit
3 = Stop
4 = Stop limit
5 = Market on close
6 = With or without
7 = Limit or better
8 = Limit with or without
9 = On basis
A = On close
B = Limit on close
C = Forex
D = Previously quoted
E = Previously indicated
P = Pegged (requires ExecInst = L, R, M, P or O)
1 = Market
2 = Limit
3 = Stop
4 = Stop limit
5 = Market on close
6 = With or without
7 = Limit or better
8 = Limit with or without
9 = On basis
A = On close
B = Limit on close
C = Forex
Forex - Market
D = Previously quoted
E = Previously indicated
F = Forex - Limit
G = Forex - Swap
H = Forex - Previously Quoted
P = Pegged (requires ExecInst = L, R, M, P or O)
[47] Rule80A Values A = Agency single order
C = Program Order, non-index arb, for Member firm/org
D = Program Order, index arb, for Member firm/org
I = Individual Investor, single order
J = Program Order, index arb, for individual customer
K = Program Order, non-index arb, for individual customer
M = Program Order, index arb, for other member
N = Program Order, non-index arb, for other member
U = Program Order, index arb, for other agency
W = All other orders as agent for other member
Y = Program Order, non-index arb, for other agency
A = Agency single order
B = Short exempt transaction (refer to A type)
C = Program Order, non-index arb, for Member firm/org
D = Program Order, index arb, for Member firm/org
E = Registered Equity Market Maker trades
F = Short exempt transaction (refer to W type)
H = Short exempt transaction (refer to I type)
I = Individual Investor, single order
J = Program Order, index arb, for individual customer
K = Program Order, non-index arb, for individual customer
L = Short exempt transaction for member competing market-maker affiliated with the firm clearing the trade (refer to P and O types)
M = Program Order, index arb, for other member
N = Program Order, non-index arb, for other member
O = Competing dealer trades
P = Principal
R = Competing dealer trades
S = Specialist trades
T = Competing dealer trades
U = Program Order, index arb, for other agency
W = All other orders as agent for other member
X = Short exempt transaction for member competing market-maker not affiliated with the firm clearing the trade (refer to W and T types)
Y = Program Order, non-index arb, for other agency
Z = Short exempt transaction for non-member competing market-maker (refer to A and R types)

Additional (Optional) Fields

FIX Protocol - FIX 4.0 Standards - Original FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[167] SecurityType (Optional)
[200] MaturityMonthYear (Optional)
[205] MaturityDay (Optional)
[201] PutOrCall (Optional)
[202] StrikePrice (Optional)
[206] OptAttribute (Optional)
[207] SecurityExchange (Optional)
[152] CashOrderQty (Optional)
[193] FutSettDate2 (Optional)
[192] OrderQty2 (Optional)
[77] OpenClose (Optional)
[203] CoveredOrUncovered (Optional)
[204] CustomerOrFirm (Optional)
[210] MaxShow (Optional)
[211] PegDifference (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.0 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[18] ExecInst Values 0 = Stay on offerside
1 = Not held
2 = Work
3 = Go along
4 = Over the day
5 = Held
6 = Participate don't initiate
7 = Strict scale
8 = Try to scale
9 = Stay on bidside
A = No cross
B = OK to cross
C = Call first
D = Percent of volume
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
I = Institutions only
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
0 = Stay on offerside
1 = Not held
2 = Work
3 = Go along
4 = Over the day
5 = Held
6 = Participate don't initiate
7 = Strict scale
8 = Try to scale
9 = Stay on bidside
A = No cross
cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of volume
volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
I = Institutions only
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
U = Customer Display Instruction (Rule11Ac1-1/4)
V = Netting (for Forex)
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI message only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
[40] OrdType Values 1 = Market
2 = Limit
3 = Stop
4 = Stop limit
5 = Market on close
6 = With or without
7 = Limit or better
8 = Limit with or without
9 = On basis
A = On close
B = Limit on close
C = Forex
D = Previously quoted
E = Previously indicated
P = Pegged (requires ExecInst = L, R, M, P or O)
1 = Market
2 = Limit
3 = Stop
4 = Stop limit
5 = Market on close
6 = With or without
7 = Limit or better
8 = Limit with or without
9 = On basis
A = On close
B = Limit on close
C = Forex
Forex - Market
D = Previously quoted
E = Previously indicated
F = Forex - Limit
G = Forex - Swap
H = Forex - Previously Quoted
P = Pegged (requires ExecInst = L, R, M, P or O)
[47] Rule80A Values A = Agency single order
C = Program Order, non-index arb, for Member firm/org
D = Program Order, index arb, for Member firm/org
I = Individual Investor, single order
J = Program Order, index arb, for individual customer
K = Program Order, non-index arb, for individual customer
M = Program Order, index arb, for other member
N = Program Order, non-index arb, for other member
U = Program Order, index arb, for other agency
W = All other orders as agent for other member
Y = Program Order, non-index arb, for other agency
A = Agency single order
B = Short exempt transaction (refer to A type)
C = Program Order, non-index arb, for Member firm/org
D = Program Order, index arb, for Member firm/org
E = Registered Equity Market Maker trades
F = Short exempt transaction (refer to W type)
H = Short exempt transaction (refer to I type)
I = Individual Investor, single order
J = Program Order, index arb, for individual customer
K = Program Order, non-index arb, for individual customer
L = Short exempt transaction for member competing market-maker affiliated with the firm clearing the trade (refer to P and O types)
M = Program Order, index arb, for other member
N = Program Order, non-index arb, for other member
O = Competing dealer trades
P = Principal
R = Competing dealer trades
S = Specialist trades
T = Competing dealer trades
U = Program Order, index arb, for other agency
W = All other orders as agent for other member
X = Short exempt transaction for member competing market-maker not affiliated with the firm clearing the trade (refer to W and T types)
Y = Program Order, non-index arb, for other agency
Z = Short exempt transaction for non-member competing market-maker (refer to A and R types)

Additional (Optional) Fields

FIX Protocol - FIX 4.0 Standards - Original FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[167] SecurityType (Optional)
[200] MaturityMonthYear (Optional)
[205] MaturityDay (Optional)
[201] PutOrCall (Optional)
[202] StrikePrice (Optional)
[206] OptAttribute (Optional)
[207] SecurityExchange (Optional)
[211] PegDifference (Optional)
[193] FutSettDate2 (Optional)
[192] OrderQty2 (Optional)
[77] OpenClose (Optional)
[203] CoveredOrUncovered (Optional)
[204] CustomerOrFirm (Optional)
[210] MaxShow (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.0 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
Intro The order cancel request message is used to request the cancellation of all or part of the remaining quantity of an existing order. The order cancel request message is used to request requests the cancellation of all or part of the remaining quantity of an existing order.

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.0 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI message only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
[38] OrderQty Reqd Mandatory MandatoryOptional

Additional (Optional) Fields

FIX Protocol - FIX 4.0 Standards - Original FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[167] SecurityType (Optional)
[200] MaturityMonthYear (Optional)
[205] MaturityDay (Optional)
[201] PutOrCall (Optional)
[202] StrikePrice (Optional)
[206] OptAttribute (Optional)
[207] SecurityExchange (Optional)
[152] CashOrderQty (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.0 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[18] ExecInst Values 0 = Stay on offerside
1 = Not held
2 = Work
3 = Go along
4 = Over the day
5 = Held
6 = Participate don't initiate
7 = Strict scale
8 = Try to scale
9 = Stay on bidside
A = No cross
B = OK to cross
C = Call first
D = Percent of volume
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
I = Institutions only
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
0 = Stay on offerside
1 = Not held
2 = Work
3 = Go along
4 = Over the day
5 = Held
6 = Participate don't initiate
7 = Strict scale
8 = Try to scale
9 = Stay on bidside
A = No cross
cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of volume
volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
I = Institutions only
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
U = Customer Display Instruction (Rule11Ac1-1/4)
V = Netting (for Forex)
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI message only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
[38] OrderQty Reqd Mandatory MandatoryOptional
[40] OrdType Values 1 = Market
2 = Limit
3 = Stop
4 = Stop limit
5 = Market on close
6 = With or without
7 = Limit or better
8 = Limit with or without
9 = On basis
A = On close
B = Limit on close
C = Forex
D = Previously quoted
E = Previously indicated
P = Pegged (requires ExecInst = L, R, M, P or O)
1 = Market
2 = Limit
3 = Stop
4 = Stop limit
5 = Market on close
6 = With or without
7 = Limit or better
8 = Limit with or without
9 = On basis
A = On close
B = Limit on close
C = Forex
Forex - Market
D = Previously quoted
E = Previously indicated
F = Forex - Limit
G = Forex - Swap
H = Forex - Previously Quoted
P = Pegged (requires ExecInst = L, R, M, P or O)
[47] Rule80A Values A = Agency single order
C = Program Order, non-index arb, for Member firm/org
D = Program Order, index arb, for Member firm/org
I = Individual Investor, single order
J = Program Order, index arb, for individual customer
K = Program Order, non-index arb, for individual customer
M = Program Order, index arb, for other member
N = Program Order, non-index arb, for other member
U = Program Order, index arb, for other agency
W = All other orders as agent for other member
Y = Program Order, non-index arb, for other agency
A = Agency single order
B = Short exempt transaction (refer to A type)
C = Program Order, non-index arb, for Member firm/org
D = Program Order, index arb, for Member firm/org
E = Registered Equity Market Maker trades
F = Short exempt transaction (refer to W type)
H = Short exempt transaction (refer to I type)
I = Individual Investor, single order
J = Program Order, index arb, for individual customer
K = Program Order, non-index arb, for individual customer
L = Short exempt transaction for member competing market-maker affiliated with the firm clearing the trade (refer to P and O types)
M = Program Order, index arb, for other member
N = Program Order, non-index arb, for other member
O = Competing dealer trades
P = Principal
R = Competing dealer trades
S = Specialist trades
T = Competing dealer trades
U = Program Order, index arb, for other agency
W = All other orders as agent for other member
X = Short exempt transaction for member competing market-maker not affiliated with the firm clearing the trade (refer to W and T types)
Y = Program Order, non-index arb, for other agency
Z = Short exempt transaction for non-member competing market-maker (refer to A and R types)

Additional (Optional) Fields

FIX Protocol - FIX 4.0 Standards - Original FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[167] SecurityType (Optional)
[200] MaturityMonthYear (Optional)
[205] MaturityDay (Optional)
[201] PutOrCall (Optional)
[202] StrikePrice (Optional)
[206] OptAttribute (Optional)
[207] SecurityExchange (Optional)
[152] CashOrderQty (Optional)
[211] PegDifference (Optional)
[193] FutSettDate2 (Optional)
[192] OrderQty2 (Optional)
[77] OpenClose (Optional)
[203] CoveredOrUncovered (Optional)
[204] CustomerOrFirm (Optional)
[210] MaxShow (Optional)
[114] LocateReqd (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.0 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI message only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)

Additional (Optional) Fields

FIX Protocol - FIX 4.0 Standards - Original FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[48] SecurityID (Optional)
[22] IDSource (Optional)
[167] SecurityType (Optional)
[200] MaturityMonthYear (Optional)
[205] MaturityDay (Optional)
[201] PutOrCall (Optional)
[202] StrikePrice (Optional)
[206] OptAttribute (Optional)
[207] SecurityExchange (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.0 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
Intro The allocation record is used to instruct a broker on how to allocate executed shares to sub-accounts. The allocation record can also be used as a confirmation message through which third parties can communicate execution and settlement instructions between trading partners. The allocation record is used to instruct instructs a broker on how to allocate executed shares to sub-accounts. The allocation record can also be used as a confirmation message through which third parties can communicate execution and settlement instructions between trading partners.sub-accounts.

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.0 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[71] AllocTransType Values 0 = New
1 = Replace
2 = Cancel
0 = New
1 = Replace
2 = Cancel
3 = Preliminary (without MiscFees and NetMoney)
4 = Calculated (includes MiscFees and NetMoney)
[73] NoOrders Reqd Mandatory MandatoryOptional
[11] ClOrdID Reqd Mandatory MandatoryOptional
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI message only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
[139] MiscFeeType Values 1 = Regulatory (e.g. SEC)
2 = Tax
3 = Local Commission
4 = Exchange Fees
5 = Stamp
6 = Levy
7 = Other
1 = Regulatory (e.g. SEC)
2 = Tax
3 = Local Commission
4 = Exchange Fees
5 = Stamp
6 = Levy
7 = Other
8 = Markup
[77] OpenClose Values C = Close
O = Open
[78] NoAllocs Reqd Mandatory MandatoryOptional
[79] AllocAccount Reqd Mandatory MandatoryOptional

Additional (Optional) Fields

FIX Protocol - FIX 4.0 Standards - Original FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[85] NoDlvyInst (Optional) [196] AllocLinkID (Optional)
[86] DlvyInst (Optional) [197] AllocLinkType (Optional)
[198] SecondaryOrderID (Optional)
[29] LastCapacity (Optional)
[167] SecurityType (Optional)
[200] MaturityMonthYear (Optional)
[205] MaturityDay (Optional)
[201] PutOrCall (Optional)
[202] StrikePrice (Optional)
[206] OptAttribute (Optional)
[207] SecurityExchange (Optional)
[157] NumDaysInterest (Optional)
[158] AccruedInterestRate (Optional)
[208] NotifyBrokerOfCredit (Optional)
[209] AllocHandlInst (Optional)
[161] AllocText (Optional)
[153] AllocAvgPx (Optional)
[154] AllocNetMoney (Optional)
[155] SettlCurrFxRate (Optional)
[156] SettlCurrFxRateCalc (Optional)
[159] AccruedInterestAmt (Optional)
[160] SettlInstMode (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.0 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
Intro The Don’t Know Trade (DK) message is used to notify a trading partner that an electronically received execution has been rejected. This message can be thought of as an execution reject message. The Don’t Know Trade (DK) message is used to notify notifies a trading partner that an electronically received execution has been rejected. This message can be thought of as an execution reject message.rejected.

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.0 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI message only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
[38] OrderQty Reqd Mandatory MandatoryOptional
[32] LastShares Reqd Mandatory MandatoryOptional
[31] LastPx Reqd Mandatory MandatoryOptional

Additional (Optional) Fields

FIX Protocol - FIX 4.0 Standards - Original FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[65] SymbolSfx (Optional)
[48] SecurityID (Optional)
[22] IDSource (Optional)
[167] SecurityType (Optional)
[200] MaturityMonthYear (Optional)
[205] MaturityDay (Optional)
[201] PutOrCall (Optional)
[202] StrikePrice (Optional)
[206] OptAttribute (Optional)
[207] SecurityExchange (Optional)
[106] Issuer (Optional)
[107] SecurityDesc (Optional)
[152] CashOrderQty (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.0 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI message only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)

Additional (Optional) Fields

FIX Protocol - FIX 4.0 Standards - Original FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[167] SecurityType (Optional)
[200] MaturityMonthYear (Optional)
[205] MaturityDay (Optional)
[201] PutOrCall (Optional)
[202] StrikePrice (Optional)
[206] OptAttribute (Optional)
[207] SecurityExchange (Optional)
[64] FutSettDate (Optional)
[40] OrdType (Optional)
[193] FutSettDate2 (Optional)
[192] OrderQty2 (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.0 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
Intro The quote message is used as the response to a quote request message and can be used to publish unsolicited quotes. The quote message is used as the response to a quote request Quote Request message and can be used to publish unsolicited quotes.

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.0 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
[132] BidPx Reqd Mandatory MandatoryOptional

Additional (Optional) Fields

FIX Protocol - FIX 4.0 Standards - Original FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[167] SecurityType (Optional)
[200] MaturityMonthYear (Optional)
[205] MaturityDay (Optional)
[201] PutOrCall (Optional)
[202] StrikePrice (Optional)
[206] OptAttribute (Optional)
[207] SecurityExchange (Optional)
[188] BidSpotRate (Optional)
[190] OfferSpotRate (Optional)
[189] BidForwardPoints (Optional)
[191] OfferForwardPoints (Optional)
[60] TransactTime (Optional)
[64] FutSettDate (Optional)
[40] OrdType (Optional)
[193] FutSettDate2 (Optional)
[192] OrderQty2 (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.0 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[103] OrdRejReason Values 0 = Broker option
1 = Unknown symbol
2 = Exchange closed
3 = Order exceeds limit
4 = Too late to enter
0 = Broker option
1 = Unknown symbol
2 = Exchange closed
3 = Order exceeds limit
4 = Too late to enter
5 = Unknown Order
6 = Duplicate Order
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI message only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
[40] OrdType Values 1 = Market
2 = Limit
3 = Stop
4 = Stop limit
5 = Market on close
6 = With or without
7 = Limit or better
8 = Limit with or without
9 = On basis
A = On close
B = Limit on close
C = Forex
D = Previously quoted
E = Previously indicated
P = Pegged (requires ExecInst = L, R, M, P or O)
1 = Market
2 = Limit
3 = Stop
4 = Stop limit
5 = Market on close
6 = With or without
7 = Limit or better
8 = Limit with or without
9 = On basis
A = On close
B = Limit on close
C = Forex
Forex - Market
D = Previously quoted
E = Previously indicated
F = Forex - Limit
G = Forex - Swap
H = Forex - Previously Quoted
P = Pegged (requires ExecInst = L, R, M, P or O)
[18] ExecInst Values 0 = Stay on offerside
1 = Not held
2 = Work
3 = Go along
4 = Over the day
5 = Held
6 = Participate don't initiate
7 = Strict scale
8 = Try to scale
9 = Stay on bidside
A = No cross
B = OK to cross
C = Call first
D = Percent of volume
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
I = Institutions only
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
0 = Stay on offerside
1 = Not held
2 = Work
3 = Go along
4 = Over the day
5 = Held
6 = Participate don't initiate
7 = Strict scale
8 = Try to scale
9 = Stay on bidside
A = No cross
cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of volume
volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
I = Institutions only
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
U = Customer Display Instruction (Rule11Ac1-1/4)
V = Netting (for Forex)
[47] Rule80A Values A = Agency single order
C = Program Order, non-index arb, for Member firm/org
D = Program Order, index arb, for Member firm/org
I = Individual Investor, single order
J = Program Order, index arb, for individual customer
K = Program Order, non-index arb, for individual customer
M = Program Order, index arb, for other member
N = Program Order, non-index arb, for other member
U = Program Order, index arb, for other agency
W = All other orders as agent for other member
Y = Program Order, non-index arb, for other agency
A = Agency single order
B = Short exempt transaction (refer to A type)
C = Program Order, non-index arb, for Member firm/org
D = Program Order, index arb, for Member firm/org
E = Registered Equity Market Maker trades
F = Short exempt transaction (refer to W type)
H = Short exempt transaction (refer to I type)
I = Individual Investor, single order
J = Program Order, index arb, for individual customer
K = Program Order, non-index arb, for individual customer
L = Short exempt transaction for member competing market-maker affiliated with the firm clearing the trade (refer to P and O types)
M = Program Order, index arb, for other member
N = Program Order, non-index arb, for other member
O = Competing dealer trades
P = Principal
R = Competing dealer trades
S = Specialist trades
T = Competing dealer trades
U = Program Order, index arb, for other agency
W = All other orders as agent for other member
X = Short exempt transaction for member competing market-maker not affiliated with the firm clearing the trade (refer to W and T types)
Y = Program Order, non-index arb, for other agency
Z = Short exempt transaction for non-member competing market-maker (refer to A and R types)

Additional (Optional) Fields

FIX Protocol - FIX 4.0 Standards - Original FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[136] NoMiscFees (Optional) [198] SecondaryOrderID (Optional)
[137] MiscFeeAmt (Optional) [41] OrigClOrdID (Optional)
[138] MiscFeeCurr (Optional) [167] SecurityType (Optional)
[139] MiscFeeType (Optional) [200] MaturityMonthYear (Optional)
[118] NetMoney (Optional) [205] MaturityDay (Optional)
[201] PutOrCall (Optional)
[202] StrikePrice (Optional)
[206] OptAttribute (Optional)
[207] SecurityExchange (Optional)
[211] PegDifference (Optional)
[194] LastSpotRate (Optional)
[195] LastForwardPoints (Optional)
[155] SettlCurrFxRate (Optional)
[156] SettlCurrFxRateCalc (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.0 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[8] BeginString Values FIX.4.0 = FIX 4.0
FIX.4.0 1 = FIX 4.0
1
[97] PossResend Values N = Original transmission
Y = Possible resend

Additional (Optional) Fields

FIX Protocol - FIX 4.0 Standards - Original FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[142] SenderLocationID (Optional)
[143] TargetLocationID (Optional)
[144] OnBehalfOfLocationID (Optional)
[145] DeliverToLocationID (Optional)

Differences in Message Support (Take a look if you need any of these message types)

FIX Protocol - FIX 4.0 Standards - Original FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
T - SettlementInstructions
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