Spec Comparison Results

FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata

- vs -

Important Differences (Look closely - development may be required)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[373] SessionRejectReason Values 0 = Invalid tag number
1 = Required tag missing
2 = Tag not defined for this message type
3 = Undefined Tag
4 = Tag specified without a value
5 = Value is incorrect (out of range) for this tag
6 = Incorrect data format for value
7 = Decryption problem
8 = Signature problem
9 = CompID problem
10 = SendingTime accuracy problem
11 = Invalid MsgType
12 = XML Validation error
13 = Tag appears more than once
14 = Tag specified out of required order
15 = Repeating group fields out of order
16 = Incorrect NumInGroup count for repeating group
17 = Non "data" value includes field delimiter (SOH character)
99 = Other
12 = XML Validation error
17 = Non data value includes field delimiter (SOH character)
16 = Incorrect NumInGroup count for repeating group
15 = Repeating group fields out of order
14 = Tag specified out of required order
11 = Invalid MsgType
0 = Invalid tag number
1 9 = Required tag missing
2
CompID problem
8
= Tag not defined Signature problem
7 = Decryption problem
6 = Incorrect data format
for this message type
3 = Undefined Tag
4 = Tag specified without a
value
5 = Value is incorrect (out of range) for this tag
6 4 = Incorrect data format for Tag specified without a value
7 3 = Decryption problem
8 = Signature problem
9 = CompID problem
Undefined Tag
10 = SendingTime accuracy problem
11 = Invalid MsgType
12 = XML Validation error
13 = Tag appears more than once
14 2 = Tag specified out of required order
15 = Repeating group fields out of order
16 = Incorrect NumInGroup count
not defined for repeating group
17
this message type
1
= Non "data" value includes field delimiter (SOH character)
99 = Other
Required tag missing

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[167] SecurityType Values FUT = Future
OPT = Option
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
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
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
BN = Bank Notes
BOX = Bill of Exchanges
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
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
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
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT CP = Future
OPT
Commercial Paper
VRDN
= Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO MIO = Certificate of Obligation
Mortgage Interest Only
COFP = Certificate of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax & Revenue Anticipation Note
VRDN
Time Deposit
GO
= Variable Rate Demand Note
General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Collective Investment Vehicle")
Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 B = Undisclosed (valid for IOI and List Order messages only)
As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
B 5 = "As Defined" (for use with multileg instruments)
C
Sell short
7
= "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
Undisclosed (valid for IOI and List Order messages only)
[423] PriceType Values 1 = Percentage (e.g. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed Amount (absolute value)
4 = Discount – percentage points below par
5 = Premium – percentage points over par
6 = Spread
7 = TED price
8 = TED yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
3 = Fixed Amount (absolute value)
1 = Percentage Percentage
4 = discount - percentage points below par
6 = basis points relative to benchmark
7 = TED price (see "Volume 1 - Glossary")
8 = TED yield (see "Volume 1 - Glossary")
5 = premium - percentage points over par
2 = per share
(e.g. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e.
cents per share or contract)
3 = Fixed Amount (absolute value)
4 = Discount – percentage points below par
5 = Premium – percentage points over par
6 = Spread
7 = TED price
8 = TED yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
share)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[167] SecurityType Values FUT = Future
OPT = Option
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
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
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
BN = Bank Notes
BOX = Bill of Exchanges
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
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
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
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT CP = Future
OPT
Commercial Paper
VRDN
= Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO MIO = Certificate of Obligation
Mortgage Interest Only
COFP = Certificate of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax & Revenue Anticipation Note
VRDN
Time Deposit
GO
= Variable Rate Demand Note
General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Collective Investment Vehicle")
Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[102] CxlRejReason Values 0 = Too late to cancel
1 = Unknown order
2 = Broker / Exchange Option
3 = Order already in Pending Cancel or Pending Replace status
4 = Unable to process Order Mass Cancel Request
5 = OrigOrdModTime (586) did not match last TransactTime (60) of order
6 = Duplicate ClOrdID (11) received
99 = Other
1 = Unknown order
0 = Too late to cancel
1 6 = Unknown Duplicate ClOrdID received
5 = OrigOrdModTime did not match last TransactTime of
order
2 4 = Broker / Exchange Option
Unable to process Order Mass Cancel Request
3 = Order already in Pending Cancel or Pending Replace status
4 2 = Unable to process Order Mass Cancel Request
5 = OrigOrdModTime (586) did not match last TransactTime (60) of order
6 = Duplicate ClOrdID (11) received
99 = Other
Broker / Exchange Option

Additional (Mandatory) Fields

FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata
[98] EncryptMethod (Mandatory)
[108] HeartBtInt (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[167] SecurityType Values FUT = Future
OPT = Option
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
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
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
BN = Bank Notes
BOX = Bill of Exchanges
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
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
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
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT CP = Future
OPT
Commercial Paper
VRDN
= Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO MIO = Certificate of Obligation
Mortgage Interest Only
COFP = Certificate of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax & Revenue Anticipation Note
VRDN
Time Deposit
GO
= Variable Rate Demand Note
General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Collective Investment Vehicle")
Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[447] PartyIDSource Values B = BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
5 = Chinese B Share (Shezhen and Shanghai)
8 = US Employer Identification Number
A = Australian Tax File Number
9 = Australian Business Number
E = ISO Country Code
B = BIC (Bank Identification Code—Swift CodeSwift managed) code (ISO 9362 - See "Appendix 6-B")
Appendix 6-B)
7 = US Social Security Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
6 = UK National Insurance or Pension Number
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
[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 – e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside 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
15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
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 14 = Entering Firm
Giveup Clearing Firm (firm to which trade is given up)
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 e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside firm)
14 4 = 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
(formerly FIX 4.2 ClearingFirm)
[589] DayBookingInst Values 0 = Can trigger booking without reference to the order initiator ("auto")
1 = Speak with order initiator before booking ("speak first")
2 = Accumulate
0 = Can trigger booking without reference to the order initiator ("auto")
1 = Speak with order initiator before booking ("speak first")
2 = Accumulate
[21] HandlInst Reqd Optional OptionalMandatory
[18] ExecInst Values 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
0 = Stay on offerside
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of 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
H = Reinstate on System Failure (mutually exclusive with Q)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K)
K = Cancel on Trading Halt (mutually exclusive with L)
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
Q = Cancel on System Failure (mutually exclusive with H)
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
U = Customer Display Instruction (Rule11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try to Stop
Z = Cancel if Not Best
a = Trailing Stop Peg
b = Strict Limit (No Price Improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
1 Y = 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
0 = Stay on offerside
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of 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
H = Reinstate on System Failure (mutually exclusive with Q)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K)
K = Cancel on Trading Halt (mutually exclusive with L)
L = Last peg (last sale)
TryToStop
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
MidPrcPeg
P = Market peg
MarkPeg
Q = Cancel on System Failure (mutually exclusive with H)
CancelOnSysFail
R = Primary peg (primary market - buy at bid/sell at offer)
PrimPeg
S = Suspend
U = Customer Display Instruction (Rule11Ac1-1/4)
CustDispInst
V = Netting (for Forex)
Netting
W = Peg to VWAP
PegVWAP
X = Trade Along
Y
TradeAlong
D
= Try to Stop
Z
PercVol
0
= Cancel if Not Best
a
StayOffer
2
= Trailing Stop Peg
b
Work
4
= Strict Limit (No Price Improvement)
c
OverDay
5
= Ignore Price Validity Checks
d
Held
6
= Peg to Limit Price
e
PartNotInit
7
= Work to Target Strategy
StrictScale
8 = TryToScale
9 = StayBid
A = NoCross
O = OpenPeg
C = CallFirst
N = NonNego
E = DNI
F = DNR
G = AON
H = RestateOnSysFail
I = InstitOnly
J = RestateOnTradingHalt
K = CancelOnTradingHalt
L = LastPeg
3 = GoAlong
B = OkCross
1 = NotHeld
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 B = Undisclosed (valid for IOI and List Order messages only)
As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
B 5 = "As Defined" (for use with multileg instruments)
C
Sell short
7
= "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
Undisclosed (valid for IOI and List Order messages only)
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[167] SecurityType Values FUT = Future
OPT = Option
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
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
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
BN = Bank Notes
BOX = Bill of Exchanges
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
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
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
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT CP = Future
OPT
Commercial Paper
VRDN
= Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO MIO = Certificate of Obligation
Mortgage Interest Only
COFP = Certificate of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax & Revenue Anticipation Note
VRDN
Time Deposit
GO
= Variable Rate Demand Note
General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Collective Investment Vehicle")
Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[423] PriceType Values 1 = Percentage (e.g. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed Amount (absolute value)
4 = Discount – percentage points below par
5 = Premium – percentage points over par
6 = Spread
7 = TED price
8 = TED yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
3 = Fixed Amount (absolute value)
1 = Percentage Percentage
4 = discount - percentage points below par
6 = basis points relative to benchmark
7 = TED price (see "Volume 1 - Glossary")
8 = TED yield (see "Volume 1 - Glossary")
5 = premium - percentage points over par
2 = per share
(e.g. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e.
cents per share or contract)
3 = Fixed Amount (absolute value)
4 = Discount – percentage points below par
5 = Premium – percentage points over par
6 = Spread
7 = TED price
8 = TED yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
share)
[388] DiscretionInst Values 0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP
0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[447] PartyIDSource Values B = BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
5 = Chinese B Share (Shezhen and Shanghai)
8 = US Employer Identification Number
A = Australian Tax File Number
9 = Australian Business Number
E = ISO Country Code
B = BIC (Bank Identification Code—Swift CodeSwift managed) code (ISO 9362 - See "Appendix 6-B")
Appendix 6-B)
7 = US Social Security Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
6 = UK National Insurance or Pension Number
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
[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 – e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside 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
15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
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 14 = Entering Firm
Giveup Clearing Firm (firm to which trade is given up)
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 e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside firm)
14 4 = 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
(formerly FIX 4.2 ClearingFirm)
[589] DayBookingInst Values 0 = Can trigger booking without reference to the order initiator ("auto")
1 = Speak with order initiator before booking ("speak first")
2 = Accumulate
0 = Can trigger booking without reference to the order initiator ("auto")
1 = Speak with order initiator before booking ("speak first")
2 = Accumulate
[21] HandlInst Reqd Optional OptionalMandatory
[18] ExecInst Values 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
0 = Stay on offerside
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of 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
H = Reinstate on System Failure (mutually exclusive with Q)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K)
K = Cancel on Trading Halt (mutually exclusive with L)
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
Q = Cancel on System Failure (mutually exclusive with H)
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
U = Customer Display Instruction (Rule11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try to Stop
Z = Cancel if Not Best
a = Trailing Stop Peg
b = Strict Limit (No Price Improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
1 Y = 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
0 = Stay on offerside
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of 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
H = Reinstate on System Failure (mutually exclusive with Q)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K)
K = Cancel on Trading Halt (mutually exclusive with L)
L = Last peg (last sale)
TryToStop
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
MidPrcPeg
P = Market peg
MarkPeg
Q = Cancel on System Failure (mutually exclusive with H)
CancelOnSysFail
R = Primary peg (primary market - buy at bid/sell at offer)
PrimPeg
S = Suspend
U = Customer Display Instruction (Rule11Ac1-1/4)
CustDispInst
V = Netting (for Forex)
Netting
W = Peg to VWAP
PegVWAP
X = Trade Along
Y
TradeAlong
D
= Try to Stop
Z
PercVol
0
= Cancel if Not Best
a
StayOffer
2
= Trailing Stop Peg
b
Work
4
= Strict Limit (No Price Improvement)
c
OverDay
5
= Ignore Price Validity Checks
d
Held
6
= Peg to Limit Price
e
PartNotInit
7
= Work to Target Strategy
StrictScale
8 = TryToScale
9 = StayBid
A = NoCross
O = OpenPeg
C = CallFirst
N = NonNego
E = DNI
F = DNR
G = AON
H = RestateOnSysFail
I = InstitOnly
J = RestateOnTradingHalt
K = CancelOnTradingHalt
L = LastPeg
3 = GoAlong
B = OkCross
1 = NotHeld
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 B = Undisclosed (valid for IOI and List Order messages only)
As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
B 5 = "As Defined" (for use with multileg instruments)
C
Sell short
7
= "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
Undisclosed (valid for IOI and List Order messages only)
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[167] SecurityType Values FUT = Future
OPT = Option
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
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
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
BN = Bank Notes
BOX = Bill of Exchanges
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
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
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
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT CP = Future
OPT
Commercial Paper
VRDN
= Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO MIO = Certificate of Obligation
Mortgage Interest Only
COFP = Certificate of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax & Revenue Anticipation Note
VRDN
Time Deposit
GO
= Variable Rate Demand Note
General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Collective Investment Vehicle")
Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[423] PriceType Values 1 = Percentage (e.g. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed Amount (absolute value)
4 = Discount – percentage points below par
5 = Premium – percentage points over par
6 = Spread
7 = TED price
8 = TED yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
3 = Fixed Amount (absolute value)
1 = Percentage Percentage
4 = discount - percentage points below par
6 = basis points relative to benchmark
7 = TED price (see "Volume 1 - Glossary")
8 = TED yield (see "Volume 1 - Glossary")
5 = premium - percentage points over par
2 = per share
(e.g. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e.
cents per share or contract)
3 = Fixed Amount (absolute value)
4 = Discount – percentage points below par
5 = Premium – percentage points over par
6 = Spread
7 = TED price
8 = TED yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
share)
[388] DiscretionInst Values 0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP
0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[447] PartyIDSource Values B = BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
5 = Chinese B Share (Shezhen and Shanghai)
8 = US Employer Identification Number
A = Australian Tax File Number
9 = Australian Business Number
E = ISO Country Code
B = BIC (Bank Identification Code—Swift CodeSwift managed) code (ISO 9362 - See "Appendix 6-B")
Appendix 6-B)
7 = US Social Security Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
6 = UK National Insurance or Pension Number
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
[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 – e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside 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
15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
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 14 = Entering Firm
Giveup Clearing Firm (firm to which trade is given up)
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 e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside firm)
14 4 = 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
(formerly FIX 4.2 ClearingFirm)
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[167] SecurityType Values FUT = Future
OPT = Option
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
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
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
BN = Bank Notes
BOX = Bill of Exchanges
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
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
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
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT CP = Future
OPT
Commercial Paper
VRDN
= Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO MIO = Certificate of Obligation
Mortgage Interest Only
COFP = Certificate of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax & Revenue Anticipation Note
VRDN
Time Deposit
GO
= Variable Rate Demand Note
General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Collective Investment Vehicle")
Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 B = Undisclosed (valid for IOI and List Order messages only)
As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
B 5 = "As Defined" (for use with multileg instruments)
C
Sell short
7
= "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
Undisclosed (valid for IOI and List Order messages only)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[447] PartyIDSource Values B = BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
5 = Chinese B Share (Shezhen and Shanghai)
8 = US Employer Identification Number
A = Australian Tax File Number
9 = Australian Business Number
E = ISO Country Code
B = BIC (Bank Identification Code—Swift CodeSwift managed) code (ISO 9362 - See "Appendix 6-B")
Appendix 6-B)
7 = US Social Security Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
6 = UK National Insurance or Pension Number
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
[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 – e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside 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
15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
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 14 = Entering Firm
Giveup Clearing Firm (firm to which trade is given up)
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 e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside firm)
14 4 = 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
(formerly FIX 4.2 ClearingFirm)
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[167] SecurityType Values FUT = Future
OPT = Option
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
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
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
BN = Bank Notes
BOX = Bill of Exchanges
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
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
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
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT CP = Future
OPT
Commercial Paper
VRDN
= Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO MIO = Certificate of Obligation
Mortgage Interest Only
COFP = Certificate of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax & Revenue Anticipation Note
VRDN
Time Deposit
GO
= Variable Rate Demand Note
General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Collective Investment Vehicle")
Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 B = Undisclosed (valid for IOI and List Order messages only)
As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
B 5 = "As Defined" (for use with multileg instruments)
C
Sell short
7
= "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
Undisclosed (valid for IOI and List Order messages only)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[658] QuoteRequestRejectReason Values 1 = Unknown symbol (Security)
2 = Exchange (Security) closed
3 = Quote Request exceeds limit
4 = Too late to enter
5 = Invalid price
6 = Not authorized to request quote
7 = No match for inquiry
8 = No market for instrument
9 = No inventory
10 = Pass
99 = Other
1 = Unknown symbol (Security)
2 = Exchange (Security) closed
3 = Quote Request exceeds limit
4 = Too late to enter
5 = Invalid price
6 = Not authorized to request quote
7 = No match for inquiry
8 = No market for instrument
9 = No inventory
10 = Pass
99 = Other
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[167] SecurityType Values FUT = Future
OPT = Option
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
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
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
BN = Bank Notes
BOX = Bill of Exchanges
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
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
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
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT CP = Future
OPT
Commercial Paper
VRDN
= Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO MIO = Certificate of Obligation
Mortgage Interest Only
COFP = Certificate of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax & Revenue Anticipation Note
VRDN
Time Deposit
GO
= Variable Rate Demand Note
General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Collective Investment Vehicle")
Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[537] QuoteType Values 0 = Indicative
1 = Tradeable
2 = Restricted Tradeable
3 = Counter (tradable)
0 = Indicative
1 = Tradeable
2 = Restricted Tradeable
3 = Counter (tradable)
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 B = Undisclosed (valid for IOI and List Order messages only)
As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
B 5 = "As Defined" (for use with multileg instruments)
C
Sell short
7
= "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
Undisclosed (valid for IOI and List Order messages only)
[233] StipulationType Values AMT = AMT (y/n)
AUTOREINV = Auto Reinvestment at or better
BANKQUAL = Bank qualified (y/n)
BGNCON = Bargain Conditions– see (234) for values
COUPON = Coupon range
CURRENCY = ISO Currency code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % Range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT = Valuation discount
INSURED = Insured (y/n)
ISSUE = Year or Year/Month of Issue (ex. 234=2002/09)
ISSUER = Issuer’s ticker
ISSUESIZE = issue size range
LOOKBACK = Lookback days
LOT = Explicit lot identifier
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT = Maturity Year and Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINQTY = Minimum quantity
MININCR = Minimum increment
MINDNOM = Minimum denomination
PAYFREQ = Payment frequency, calendar
PIECES = Number of Pieces
PMAX = Pools Maximum
PPM = Pools per Million
PPL = Pools per Lot
PPT = Pools per Trade
PRICE = Price range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type of redemption – values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (y/n)
SECTOR = Market sector
SECTYPE = SecurityType included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC = Weighted Average Coupon:value in percent (exact or range) plus ‘Gross’ or ‘Net’ of servicing spread (the default) (ex. 234=6.5- Net [minimum of 6.5% net of servicing fee])
WAL = Weighted Average Life Coupon: value in percent (exact or range)
WALA = Weighted Average Loan Age: value in months (exact or range)
WAM = Weighted Average Maturity : value in months (exact or range)
WHOLE = Whole Pool (y/n)
YIELD = Yield range
AMT ABS = AMT (y/n)
AUTOREINV
Absolute Prepayment Speed
WALA
= Auto Reinvestment at or better
BANKQUAL
Weighted Average Loan Age (value in months)
WAM
= Bank qualified (y/n)
BGNCON
Weighted Average Maturity (value in months)
CPR
= Bargain Conditions– see (234) for values
COUPON
Constant Prepayment Rate
HEP
= Coupon range
CURRENCY = ISO Currency code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % Range (ex. 234=CA 0-80 [minimum
final CPR of 80% California assets])
HAIRCUT
Home Equity Prepayment Curve
WAL
= Valuation discount
INSURED
Weighted Average Life (value in months)
MHP
= Insured (y/n)
ISSUE = Year or Year/Month
% of Issue (ex. 234=2002/09)
ISSUER
Manufactured Housing Prepayment Curve
SMM
= Issuer’s ticker
ISSUESIZE
Single Monthly Mortality
MPR
= issue size range
LOOKBACK
Monthly Prepayment Rate
PSA
= Lookback days
LOT
% of BMA Prepayment Curve
PPC
= Explicit lot identifier
% of Prospectus Prepayment Curve
CPP = Constant Prepayment Penalty
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
CPY = Constant Prepayment Yield
WAC = Weighted Average Coupon (value in percent)
ISSUE = Year of Issue
MAT = Maturity Year and Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINQTY = Minimum quantity
MININCR = Minimum increment
MINDNOM = Minimum denomination
PAYFREQ = Payment frequency, calendar
Year
PIECES = Number of Pieces
PMAX = Pools Maximum
PPM = Pools per Million
PPL = Pools per Lot
PPT = Pools per Trade
PRICE = Price range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type of redemption – values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (y/n)
SECTOR = Market sector
SECTYPE = SecurityType included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC GEOG = Weighted Average Coupon:value in percent (exact or range) plus ‘Gross’ or ‘Net’ of servicing spread (the default) (ex. 234=6.5- Net [minimum of 6.5% net of servicing fee])
WAL = Weighted Average Life Coupon: value in percent (exact or range)
WALA = Weighted Average Loan Age: value in months (exact or range)
WAM = Weighted Average Maturity : value in months (exact or range)
WHOLE = Whole Pool (y/n)
YIELD = Yield range
Geographics
[423] PriceType Values 1 = Percentage (e.g. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed Amount (absolute value)
4 = Discount – percentage points below par
5 = Premium – percentage points over par
6 = Spread
7 = TED price
8 = TED yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
3 = Fixed Amount (absolute value)
1 = Percentage Percentage
4 = discount - percentage points below par
6 = basis points relative to benchmark
7 = TED price (see "Volume 1 - Glossary")
8 = TED yield (see "Volume 1 - Glossary")
5 = premium - percentage points over par
2 = per share
(e.g. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e.
cents per share or contract)
3 = Fixed Amount (absolute value)
4 = Discount – percentage points below par
5 = Premium – percentage points over par
6 = Spread
7 = TED price
8 = TED yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
share)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[167] SecurityType Values FUT = Future
OPT = Option
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
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
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
BN = Bank Notes
BOX = Bill of Exchanges
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
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
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
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT CP = Future
OPT
Commercial Paper
VRDN
= Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO MIO = Certificate of Obligation
Mortgage Interest Only
COFP = Certificate of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax & Revenue Anticipation Note
VRDN
Time Deposit
GO
= Variable Rate Demand Note
General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Collective Investment Vehicle")
Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[537] QuoteType Values 0 = Indicative
1 = Tradeable
2 = Restricted Tradeable
3 = Counter (tradable)
0 = Indicative
1 = Tradeable
2 = Restricted Tradeable
3 = Counter (tradable)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[167] SecurityType Values FUT = Future
OPT = Option
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
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
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
BN = Bank Notes
BOX = Bill of Exchanges
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
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
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
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT CP = Future
OPT
Commercial Paper
VRDN
= Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO MIO = Certificate of Obligation
Mortgage Interest Only
COFP = Certificate of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax & Revenue Anticipation Note
VRDN
Time Deposit
GO
= Variable Rate Demand Note
General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Collective Investment Vehicle")
Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[297] QuoteStatus Values 0 = Accepted
1 = Canceled for Symbol(s)
2 = Canceled for Security Type(s)
3 = Canceled for Underlying
4 = Canceled All
5 = Rejected
6 = Removed from Market
7 = Expired
8 = Query
9 = Quote Not Found
10 = Pending
11 = Pass
12 = Locked Market Warning
13 = Cross Market Warning
14 = Canceled due to lock market
15 = Canceled due to cross market
0 6 = Accepted
Removed from Market
1 = Canceled for Symbol(s)
10 = Pending
9 = Quote Not Found
8 = Query
7 = Expired
5 = Rejected
4 = Canceled All
3 = Canceled for Underlying
2 = Canceled for Security Type(s)
3 0 = Canceled for Underlying
4 = Canceled All
5 = Rejected
6 = Removed from Market
7 = Expired
8 = Query
9 = Quote Not Found
10 = Pending
11 = Pass
12 = Locked Market Warning
13 = Cross Market Warning
14 = Canceled due to lock market
15 = Canceled due to cross market
Accepted
[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
99 = Other
9 = Not authorized to quote 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
99 = Other
[537] QuoteType Values 0 = Indicative
1 = Tradeable
2 = Restricted Tradeable
3 = Counter (tradable)
0 = Indicative
1 = Tradeable
2 = Restricted Tradeable
3 = Counter (tradable)
[447] PartyIDSource Values B = BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
5 = Chinese B Share (Shezhen and Shanghai)
8 = US Employer Identification Number
A = Australian Tax File Number
9 = Australian Business Number
E = ISO Country Code
B = BIC (Bank Identification Code—Swift CodeSwift managed) code (ISO 9362 - See "Appendix 6-B")
Appendix 6-B)
7 = US Social Security Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
6 = UK National Insurance or Pension Number
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
[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 – e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside 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
15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
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 14 = Entering Firm
Giveup Clearing Firm (firm to which trade is given up)
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 e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside firm)
14 4 = 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
(formerly FIX 4.2 ClearingFirm)
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[167] SecurityType Values FUT = Future
OPT = Option
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
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
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
BN = Bank Notes
BOX = Bill of Exchanges
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
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
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
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT CP = Future
OPT
Commercial Paper
VRDN
= Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO MIO = Certificate of Obligation
Mortgage Interest Only
COFP = Certificate of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax & Revenue Anticipation Note
VRDN
Time Deposit
GO
= Variable Rate Demand Note
General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Collective Investment Vehicle")
Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[167] SecurityType Values FUT = Future
OPT = Option
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
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
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
BN = Bank Notes
BOX = Bill of Exchanges
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
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
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
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT CP = Future
OPT
Commercial Paper
VRDN
= Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO MIO = Certificate of Obligation
Mortgage Interest Only
COFP = Certificate of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax & Revenue Anticipation Note
VRDN
Time Deposit
GO
= Variable Rate Demand Note
General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Collective Investment Vehicle")
Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[447] PartyIDSource Values B = BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
5 = Chinese B Share (Shezhen and Shanghai)
8 = US Employer Identification Number
A = Australian Tax File Number
9 = Australian Business Number
E = ISO Country Code
B = BIC (Bank Identification Code—Swift CodeSwift managed) code (ISO 9362 - See "Appendix 6-B")
Appendix 6-B)
7 = US Social Security Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
6 = UK National Insurance or Pension Number
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
[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 – e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside 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
15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
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 14 = Entering Firm
Giveup Clearing Firm (firm to which trade is given up)
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 e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside firm)
14 4 = 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
(formerly FIX 4.2 ClearingFirm)
[589] DayBookingInst Values 0 = Can trigger booking without reference to the order initiator ("auto")
1 = Speak with order initiator before booking ("speak first")
2 = Accumulate
0 = Can trigger booking without reference to the order initiator ("auto")
1 = Speak with order initiator before booking ("speak first")
2 = Accumulate
[21] HandlInst Reqd Optional OptionalMandatory
[18] ExecInst Values 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
0 = Stay on offerside
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of 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
H = Reinstate on System Failure (mutually exclusive with Q)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K)
K = Cancel on Trading Halt (mutually exclusive with L)
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
Q = Cancel on System Failure (mutually exclusive with H)
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
U = Customer Display Instruction (Rule11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try to Stop
Z = Cancel if Not Best
a = Trailing Stop Peg
b = Strict Limit (No Price Improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
1 Y = 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
0 = Stay on offerside
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of 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
H = Reinstate on System Failure (mutually exclusive with Q)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K)
K = Cancel on Trading Halt (mutually exclusive with L)
L = Last peg (last sale)
TryToStop
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
MidPrcPeg
P = Market peg
MarkPeg
Q = Cancel on System Failure (mutually exclusive with H)
CancelOnSysFail
R = Primary peg (primary market - buy at bid/sell at offer)
PrimPeg
S = Suspend
U = Customer Display Instruction (Rule11Ac1-1/4)
CustDispInst
V = Netting (for Forex)
Netting
W = Peg to VWAP
PegVWAP
X = Trade Along
Y
TradeAlong
D
= Try to Stop
Z
PercVol
0
= Cancel if Not Best
a
StayOffer
2
= Trailing Stop Peg
b
Work
4
= Strict Limit (No Price Improvement)
c
OverDay
5
= Ignore Price Validity Checks
d
Held
6
= Peg to Limit Price
e
PartNotInit
7
= Work to Target Strategy
StrictScale
8 = TryToScale
9 = StayBid
A = NoCross
O = OpenPeg
C = CallFirst
N = NonNego
E = DNI
F = DNR
G = AON
H = RestateOnSysFail
I = InstitOnly
J = RestateOnTradingHalt
K = CancelOnTradingHalt
L = LastPeg
3 = GoAlong
B = OkCross
1 = NotHeld
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[167] SecurityType Values FUT = Future
OPT = Option
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
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
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
BN = Bank Notes
BOX = Bill of Exchanges
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
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
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
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT CP = Future
OPT
Commercial Paper
VRDN
= Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO MIO = Certificate of Obligation
Mortgage Interest Only
COFP = Certificate of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax & Revenue Anticipation Note
VRDN
Time Deposit
GO
= Variable Rate Demand Note
General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Collective Investment Vehicle")
Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 B = Undisclosed (valid for IOI and List Order messages only)
As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
B 5 = "As Defined" (for use with multileg instruments)
C
Sell short
7
= "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
Undisclosed (valid for IOI and List Order messages only)
[233] StipulationType Values AMT = AMT (y/n)
AUTOREINV = Auto Reinvestment at or better
BANKQUAL = Bank qualified (y/n)
BGNCON = Bargain Conditions– see (234) for values
COUPON = Coupon range
CURRENCY = ISO Currency code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % Range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT = Valuation discount
INSURED = Insured (y/n)
ISSUE = Year or Year/Month of Issue (ex. 234=2002/09)
ISSUER = Issuer’s ticker
ISSUESIZE = issue size range
LOOKBACK = Lookback days
LOT = Explicit lot identifier
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT = Maturity Year and Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINQTY = Minimum quantity
MININCR = Minimum increment
MINDNOM = Minimum denomination
PAYFREQ = Payment frequency, calendar
PIECES = Number of Pieces
PMAX = Pools Maximum
PPM = Pools per Million
PPL = Pools per Lot
PPT = Pools per Trade
PRICE = Price range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type of redemption – values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (y/n)
SECTOR = Market sector
SECTYPE = SecurityType included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC = Weighted Average Coupon:value in percent (exact or range) plus ‘Gross’ or ‘Net’ of servicing spread (the default) (ex. 234=6.5- Net [minimum of 6.5% net of servicing fee])
WAL = Weighted Average Life Coupon: value in percent (exact or range)
WALA = Weighted Average Loan Age: value in months (exact or range)
WAM = Weighted Average Maturity : value in months (exact or range)
WHOLE = Whole Pool (y/n)
YIELD = Yield range
AMT ABS = AMT (y/n)
AUTOREINV
Absolute Prepayment Speed
WALA
= Auto Reinvestment at or better
BANKQUAL
Weighted Average Loan Age (value in months)
WAM
= Bank qualified (y/n)
BGNCON
Weighted Average Maturity (value in months)
CPR
= Bargain Conditions– see (234) for values
COUPON
Constant Prepayment Rate
HEP
= Coupon range
CURRENCY = ISO Currency code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % Range (ex. 234=CA 0-80 [minimum
final CPR of 80% California assets])
HAIRCUT
Home Equity Prepayment Curve
WAL
= Valuation discount
INSURED
Weighted Average Life (value in months)
MHP
= Insured (y/n)
ISSUE = Year or Year/Month
% of Issue (ex. 234=2002/09)
ISSUER
Manufactured Housing Prepayment Curve
SMM
= Issuer’s ticker
ISSUESIZE
Single Monthly Mortality
MPR
= issue size range
LOOKBACK
Monthly Prepayment Rate
PSA
= Lookback days
LOT
% of BMA Prepayment Curve
PPC
= Explicit lot identifier
% of Prospectus Prepayment Curve
CPP = Constant Prepayment Penalty
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
CPY = Constant Prepayment Yield
WAC = Weighted Average Coupon (value in percent)
ISSUE = Year of Issue
MAT = Maturity Year and Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINQTY = Minimum quantity
MININCR = Minimum increment
MINDNOM = Minimum denomination
PAYFREQ = Payment frequency, calendar
Year
PIECES = Number of Pieces
PMAX = Pools Maximum
PPM = Pools per Million
PPL = Pools per Lot
PPT = Pools per Trade
PRICE = Price range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type of redemption – values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (y/n)
SECTOR = Market sector
SECTYPE = SecurityType included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC GEOG = Weighted Average Coupon:value in percent (exact or range) plus ‘Gross’ or ‘Net’ of servicing spread (the default) (ex. 234=6.5- Net [minimum of 6.5% net of servicing fee])
WAL = Weighted Average Life Coupon: value in percent (exact or range)
WALA = Weighted Average Loan Age: value in months (exact or range)
WAM = Weighted Average Maturity : value in months (exact or range)
WHOLE = Whole Pool (y/n)
YIELD = Yield range
Geographics
[423] PriceType Values 1 = Percentage (e.g. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed Amount (absolute value)
4 = Discount – percentage points below par
5 = Premium – percentage points over par
6 = Spread
7 = TED price
8 = TED yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
3 = Fixed Amount (absolute value)
1 = Percentage Percentage
4 = discount - percentage points below par
6 = basis points relative to benchmark
7 = TED price (see "Volume 1 - Glossary")
8 = TED yield (see "Volume 1 - Glossary")
5 = premium - percentage points over par
2 = per share
(e.g. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e.
cents per share or contract)
3 = Fixed Amount (absolute value)
4 = Discount – percentage points below par
5 = Premium – percentage points over par
6 = Spread
7 = TED price
8 = TED yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
share)
[388] DiscretionInst Values 0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP
0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[447] PartyIDSource Values B = BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
5 = Chinese B Share (Shezhen and Shanghai)
8 = US Employer Identification Number
A = Australian Tax File Number
9 = Australian Business Number
E = ISO Country Code
B = BIC (Bank Identification Code—Swift CodeSwift managed) code (ISO 9362 - See "Appendix 6-B")
Appendix 6-B)
7 = US Social Security Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
6 = UK National Insurance or Pension Number
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
[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 – e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside 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
15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
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 14 = Entering Firm
Giveup Clearing Firm (firm to which trade is given up)
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 e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside firm)
14 4 = 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
(formerly FIX 4.2 ClearingFirm)
[589] DayBookingInst Values 0 = Can trigger booking without reference to the order initiator ("auto")
1 = Speak with order initiator before booking ("speak first")
2 = Accumulate
0 = Can trigger booking without reference to the order initiator ("auto")
1 = Speak with order initiator before booking ("speak first")
2 = Accumulate
[18] ExecInst Values 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
0 = Stay on offerside
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of 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
H = Reinstate on System Failure (mutually exclusive with Q)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K)
K = Cancel on Trading Halt (mutually exclusive with L)
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
Q = Cancel on System Failure (mutually exclusive with H)
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
U = Customer Display Instruction (Rule11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try to Stop
Z = Cancel if Not Best
a = Trailing Stop Peg
b = Strict Limit (No Price Improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
1 Y = 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
0 = Stay on offerside
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of 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
H = Reinstate on System Failure (mutually exclusive with Q)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K)
K = Cancel on Trading Halt (mutually exclusive with L)
L = Last peg (last sale)
TryToStop
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
MidPrcPeg
P = Market peg
MarkPeg
Q = Cancel on System Failure (mutually exclusive with H)
CancelOnSysFail
R = Primary peg (primary market - buy at bid/sell at offer)
PrimPeg
S = Suspend
U = Customer Display Instruction (Rule11Ac1-1/4)
CustDispInst
V = Netting (for Forex)
Netting
W = Peg to VWAP
PegVWAP
X = Trade Along
Y
TradeAlong
D
= Try to Stop
Z
PercVol
0
= Cancel if Not Best
a
StayOffer
2
= Trailing Stop Peg
b
Work
4
= Strict Limit (No Price Improvement)
c
OverDay
5
= Ignore Price Validity Checks
d
Held
6
= Peg to Limit Price
e
PartNotInit
7
= Work to Target Strategy
StrictScale
8 = TryToScale
9 = StayBid
A = NoCross
O = OpenPeg
C = CallFirst
N = NonNego
E = DNI
F = DNR
G = AON
H = RestateOnSysFail
I = InstitOnly
J = RestateOnTradingHalt
K = CancelOnTradingHalt
L = LastPeg
3 = GoAlong
B = OkCross
1 = NotHeld
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[167] SecurityType Values FUT = Future
OPT = Option
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
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
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
BN = Bank Notes
BOX = Bill of Exchanges
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
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
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
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT CP = Future
OPT
Commercial Paper
VRDN
= Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO MIO = Certificate of Obligation
Mortgage Interest Only
COFP = Certificate of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax & Revenue Anticipation Note
VRDN
Time Deposit
GO
= Variable Rate Demand Note
General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Collective Investment Vehicle")
Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 B = Undisclosed (valid for IOI and List Order messages only)
As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
B 5 = "As Defined" (for use with multileg instruments)
C
Sell short
7
= "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
Undisclosed (valid for IOI and List Order messages only)
[233] StipulationType Values AMT = AMT (y/n)
AUTOREINV = Auto Reinvestment at or better
BANKQUAL = Bank qualified (y/n)
BGNCON = Bargain Conditions– see (234) for values
COUPON = Coupon range
CURRENCY = ISO Currency code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % Range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT = Valuation discount
INSURED = Insured (y/n)
ISSUE = Year or Year/Month of Issue (ex. 234=2002/09)
ISSUER = Issuer’s ticker
ISSUESIZE = issue size range
LOOKBACK = Lookback days
LOT = Explicit lot identifier
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT = Maturity Year and Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINQTY = Minimum quantity
MININCR = Minimum increment
MINDNOM = Minimum denomination
PAYFREQ = Payment frequency, calendar
PIECES = Number of Pieces
PMAX = Pools Maximum
PPM = Pools per Million
PPL = Pools per Lot
PPT = Pools per Trade
PRICE = Price range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type of redemption – values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (y/n)
SECTOR = Market sector
SECTYPE = SecurityType included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC = Weighted Average Coupon:value in percent (exact or range) plus ‘Gross’ or ‘Net’ of servicing spread (the default) (ex. 234=6.5- Net [minimum of 6.5% net of servicing fee])
WAL = Weighted Average Life Coupon: value in percent (exact or range)
WALA = Weighted Average Loan Age: value in months (exact or range)
WAM = Weighted Average Maturity : value in months (exact or range)
WHOLE = Whole Pool (y/n)
YIELD = Yield range
AMT ABS = AMT (y/n)
AUTOREINV
Absolute Prepayment Speed
WALA
= Auto Reinvestment at or better
BANKQUAL
Weighted Average Loan Age (value in months)
WAM
= Bank qualified (y/n)
BGNCON
Weighted Average Maturity (value in months)
CPR
= Bargain Conditions– see (234) for values
COUPON
Constant Prepayment Rate
HEP
= Coupon range
CURRENCY = ISO Currency code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % Range (ex. 234=CA 0-80 [minimum
final CPR of 80% California assets])
HAIRCUT
Home Equity Prepayment Curve
WAL
= Valuation discount
INSURED
Weighted Average Life (value in months)
MHP
= Insured (y/n)
ISSUE = Year or Year/Month
% of Issue (ex. 234=2002/09)
ISSUER
Manufactured Housing Prepayment Curve
SMM
= Issuer’s ticker
ISSUESIZE
Single Monthly Mortality
MPR
= issue size range
LOOKBACK
Monthly Prepayment Rate
PSA
= Lookback days
LOT
% of BMA Prepayment Curve
PPC
= Explicit lot identifier
% of Prospectus Prepayment Curve
CPP = Constant Prepayment Penalty
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
CPY = Constant Prepayment Yield
WAC = Weighted Average Coupon (value in percent)
ISSUE = Year of Issue
MAT = Maturity Year and Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINQTY = Minimum quantity
MININCR = Minimum increment
MINDNOM = Minimum denomination
PAYFREQ = Payment frequency, calendar
Year
PIECES = Number of Pieces
PMAX = Pools Maximum
PPM = Pools per Million
PPL = Pools per Lot
PPT = Pools per Trade
PRICE = Price range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type of redemption – values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (y/n)
SECTOR = Market sector
SECTYPE = SecurityType included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC GEOG = Weighted Average Coupon:value in percent (exact or range) plus ‘Gross’ or ‘Net’ of servicing spread (the default) (ex. 234=6.5- Net [minimum of 6.5% net of servicing fee])
WAL = Weighted Average Life Coupon: value in percent (exact or range)
WALA = Weighted Average Loan Age: value in months (exact or range)
WAM = Weighted Average Maturity : value in months (exact or range)
WHOLE = Whole Pool (y/n)
YIELD = Yield range
Geographics
[423] PriceType Values 1 = Percentage (e.g. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed Amount (absolute value)
4 = Discount – percentage points below par
5 = Premium – percentage points over par
6 = Spread
7 = TED price
8 = TED yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
3 = Fixed Amount (absolute value)
1 = Percentage Percentage
4 = discount - percentage points below par
6 = basis points relative to benchmark
7 = TED price (see "Volume 1 - Glossary")
8 = TED yield (see "Volume 1 - Glossary")
5 = premium - percentage points over par
2 = per share
(e.g. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e.
cents per share or contract)
3 = Fixed Amount (absolute value)
4 = Discount – percentage points below par
5 = Premium – percentage points over par
6 = Spread
7 = TED price
8 = TED yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
share)
[388] DiscretionInst Values 0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP
0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[167] SecurityType Values FUT = Future
OPT = Option
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
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
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
BN = Bank Notes
BOX = Bill of Exchanges
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
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
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
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT CP = Future
OPT
Commercial Paper
VRDN
= Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO MIO = Certificate of Obligation
Mortgage Interest Only
COFP = Certificate of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax & Revenue Anticipation Note
VRDN
Time Deposit
GO
= Variable Rate Demand Note
General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Collective Investment Vehicle")
Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[167] SecurityType Values FUT = Future
OPT = Option
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
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
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
BN = Bank Notes
BOX = Bill of Exchanges
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
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
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
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT CP = Future
OPT
Commercial Paper
VRDN
= Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO MIO = Certificate of Obligation
Mortgage Interest Only
COFP = Certificate of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax & Revenue Anticipation Note
VRDN
Time Deposit
GO
= Variable Rate Demand Note
General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Collective Investment Vehicle")
Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[447] PartyIDSource Values B = BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
5 = Chinese B Share (Shezhen and Shanghai)
8 = US Employer Identification Number
A = Australian Tax File Number
9 = Australian Business Number
E = ISO Country Code
B = BIC (Bank Identification Code—Swift CodeSwift managed) code (ISO 9362 - See "Appendix 6-B")
Appendix 6-B)
7 = US Social Security Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
6 = UK National Insurance or Pension Number
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
[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 – e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside 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
15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
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 14 = Entering Firm
Giveup Clearing Firm (firm to which trade is given up)
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 e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside firm)
14 4 = 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
(formerly FIX 4.2 ClearingFirm)
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[167] SecurityType Values FUT = Future
OPT = Option
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
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
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
BN = Bank Notes
BOX = Bill of Exchanges
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
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
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
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT CP = Future
OPT
Commercial Paper
VRDN
= Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO MIO = Certificate of Obligation
Mortgage Interest Only
COFP = Certificate of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax & Revenue Anticipation Note
VRDN
Time Deposit
GO
= Variable Rate Demand Note
General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Collective Investment Vehicle")
Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 B = Undisclosed (valid for IOI and List Order messages only)
As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
B 5 = "As Defined" (for use with multileg instruments)
C
Sell short
7
= "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
Undisclosed (valid for IOI and List Order messages only)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[447] PartyIDSource Values B = BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
5 = Chinese B Share (Shezhen and Shanghai)
8 = US Employer Identification Number
A = Australian Tax File Number
9 = Australian Business Number
E = ISO Country Code
B = BIC (Bank Identification Code—Swift CodeSwift managed) code (ISO 9362 - See "Appendix 6-B")
Appendix 6-B)
7 = US Social Security Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
6 = UK National Insurance or Pension Number
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
[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 – e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside 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
15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
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 14 = Entering Firm
Giveup Clearing Firm (firm to which trade is given up)
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 e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside firm)
14 4 = 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
(formerly FIX 4.2 ClearingFirm)
[589] DayBookingInst Values 0 = Can trigger booking without reference to the order initiator ("auto")
1 = Speak with order initiator before booking ("speak first")
2 = Accumulate
0 = Can trigger booking without reference to the order initiator ("auto")
1 = Speak with order initiator before booking ("speak first")
2 = Accumulate
[21] HandlInst Reqd Optional OptionalMandatory
[18] ExecInst Values 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
0 = Stay on offerside
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of 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
H = Reinstate on System Failure (mutually exclusive with Q)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K)
K = Cancel on Trading Halt (mutually exclusive with L)
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
Q = Cancel on System Failure (mutually exclusive with H)
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
U = Customer Display Instruction (Rule11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try to Stop
Z = Cancel if Not Best
a = Trailing Stop Peg
b = Strict Limit (No Price Improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
1 Y = 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
0 = Stay on offerside
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of 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
H = Reinstate on System Failure (mutually exclusive with Q)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K)
K = Cancel on Trading Halt (mutually exclusive with L)
L = Last peg (last sale)
TryToStop
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
MidPrcPeg
P = Market peg
MarkPeg
Q = Cancel on System Failure (mutually exclusive with H)
CancelOnSysFail
R = Primary peg (primary market - buy at bid/sell at offer)
PrimPeg
S = Suspend
U = Customer Display Instruction (Rule11Ac1-1/4)
CustDispInst
V = Netting (for Forex)
Netting
W = Peg to VWAP
PegVWAP
X = Trade Along
Y
TradeAlong
D
= Try to Stop
Z
PercVol
0
= Cancel if Not Best
a
StayOffer
2
= Trailing Stop Peg
b
Work
4
= Strict Limit (No Price Improvement)
c
OverDay
5
= Ignore Price Validity Checks
d
Held
6
= Peg to Limit Price
e
PartNotInit
7
= Work to Target Strategy
StrictScale
8 = TryToScale
9 = StayBid
A = NoCross
O = OpenPeg
C = CallFirst
N = NonNego
E = DNI
F = DNR
G = AON
H = RestateOnSysFail
I = InstitOnly
J = RestateOnTradingHalt
K = CancelOnTradingHalt
L = LastPeg
3 = GoAlong
B = OkCross
1 = NotHeld
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[167] SecurityType Values FUT = Future
OPT = Option
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
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
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
BN = Bank Notes
BOX = Bill of Exchanges
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
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
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
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT CP = Future
OPT
Commercial Paper
VRDN
= Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO MIO = Certificate of Obligation
Mortgage Interest Only
COFP = Certificate of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax & Revenue Anticipation Note
VRDN
Time Deposit
GO
= Variable Rate Demand Note
General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Collective Investment Vehicle")
Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 B = Undisclosed (valid for IOI and List Order messages only)
As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
B 5 = "As Defined" (for use with multileg instruments)
C
Sell short
7
= "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
Undisclosed (valid for IOI and List Order messages only)
[423] PriceType Values 1 = Percentage (e.g. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed Amount (absolute value)
4 = Discount – percentage points below par
5 = Premium – percentage points over par
6 = Spread
7 = TED price
8 = TED yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
3 = Fixed Amount (absolute value)
1 = Percentage Percentage
4 = discount - percentage points below par
6 = basis points relative to benchmark
7 = TED price (see "Volume 1 - Glossary")
8 = TED yield (see "Volume 1 - Glossary")
5 = premium - percentage points over par
2 = per share
(e.g. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e.
cents per share or contract)
3 = Fixed Amount (absolute value)
4 = Discount – percentage points below par
5 = Premium – percentage points over par
6 = Spread
7 = TED price
8 = TED yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
share)
[388] DiscretionInst Values 0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP
0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[567] TradSesStatusRejReason Values 1 = Unknown or invalid TradingSessionID
99 = Other
1 = Unknown or invalid TradingSessionID
99 = Other

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[447] PartyIDSource Values B = BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
5 = Chinese B Share (Shezhen and Shanghai)
8 = US Employer Identification Number
A = Australian Tax File Number
9 = Australian Business Number
E = ISO Country Code
B = BIC (Bank Identification Code—Swift CodeSwift managed) code (ISO 9362 - See "Appendix 6-B")
Appendix 6-B)
7 = US Social Security Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
6 = UK National Insurance or Pension Number
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
[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 – e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside 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
15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
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 14 = Entering Firm
Giveup Clearing Firm (firm to which trade is given up)
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 e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside firm)
14 4 = 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
(formerly FIX 4.2 ClearingFirm)
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[167] SecurityType Values FUT = Future
OPT = Option
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
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
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
BN = Bank Notes
BOX = Bill of Exchanges
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
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
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
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT CP = Future
OPT
Commercial Paper
VRDN
= Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO MIO = Certificate of Obligation
Mortgage Interest Only
COFP = Certificate of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax & Revenue Anticipation Note
VRDN
Time Deposit
GO
= Variable Rate Demand Note
General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Collective Investment Vehicle")
Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 B = Undisclosed (valid for IOI and List Order messages only)
As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
B 5 = "As Defined" (for use with multileg instruments)
C
Sell short
7
= "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
Undisclosed (valid for IOI and List Order messages only)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[537] QuoteType Values 0 = Indicative
1 = Tradeable
2 = Restricted Tradeable
3 = Counter (tradable)
0 = Indicative
1 = Tradeable
2 = Restricted Tradeable
3 = Counter (tradable)
[447] PartyIDSource Values B = BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
5 = Chinese B Share (Shezhen and Shanghai)
8 = US Employer Identification Number
A = Australian Tax File Number
9 = Australian Business Number
E = ISO Country Code
B = BIC (Bank Identification Code—Swift CodeSwift managed) code (ISO 9362 - See "Appendix 6-B")
Appendix 6-B)
7 = US Social Security Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
6 = UK National Insurance or Pension Number
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
[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 – e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside 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
15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
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 14 = Entering Firm
Giveup Clearing Firm (firm to which trade is given up)
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 e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside firm)
14 4 = 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
(formerly FIX 4.2 ClearingFirm)
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[167] SecurityType Values FUT = Future
OPT = Option
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
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
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
BN = Bank Notes
BOX = Bill of Exchanges
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
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
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
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT CP = Future
OPT
Commercial Paper
VRDN
= Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO MIO = Certificate of Obligation
Mortgage Interest Only
COFP = Certificate of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax & Revenue Anticipation Note
VRDN
Time Deposit
GO
= Variable Rate Demand Note
General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Collective Investment Vehicle")
Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 B = Undisclosed (valid for IOI and List Order messages only)
As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
B 5 = "As Defined" (for use with multileg instruments)
C
Sell short
7
= "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
Undisclosed (valid for IOI and List Order messages only)
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[167] SecurityType Values FUT = Future
OPT = Option
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
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
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
BN = Bank Notes
BOX = Bill of Exchanges
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
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
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
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT CP = Future
OPT
Commercial Paper
VRDN
= Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO MIO = Certificate of Obligation
Mortgage Interest Only
COFP = Certificate of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax & Revenue Anticipation Note
VRDN
Time Deposit
GO
= Variable Rate Demand Note
General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Collective Investment Vehicle")
Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[423] PriceType Values 1 = Percentage (e.g. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed Amount (absolute value)
4 = Discount – percentage points below par
5 = Premium – percentage points over par
6 = Spread
7 = TED price
8 = TED yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
3 = Fixed Amount (absolute value)
1 = Percentage Percentage
4 = discount - percentage points below par
6 = basis points relative to benchmark
7 = TED price (see "Volume 1 - Glossary")
8 = TED yield (see "Volume 1 - Glossary")
5 = premium - percentage points over par
2 = per share
(e.g. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e.
cents per share or contract)
3 = Fixed Amount (absolute value)
4 = Discount – percentage points below par
5 = Premium – percentage points over par
6 = Spread
7 = TED price
8 = TED yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
share)
[447] PartyIDSource Values B = BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
5 = Chinese B Share (Shezhen and Shanghai)
8 = US Employer Identification Number
A = Australian Tax File Number
9 = Australian Business Number
E = ISO Country Code
B = BIC (Bank Identification Code—Swift CodeSwift managed) code (ISO 9362 - See "Appendix 6-B")
Appendix 6-B)
7 = US Social Security Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
6 = UK National Insurance or Pension Number
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
[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 – e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside 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
15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
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 14 = Entering Firm
Giveup Clearing Firm (firm to which trade is given up)
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 e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside firm)
14 4 = 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
(formerly FIX 4.2 ClearingFirm)
[139] MiscFeeType Values 1 = Regulatory (e.g. SEC)
2 = Tax
3 = Local Commission
4 = Exchange Fees
5 = Stamp
6 = Levy
7 = Other
8 = Markup
9 = Consumption Tax
10 = Per transaction
11 = Conversion
12 = Agent
3 = Local Commission
4 = Exchange Fees
5 = Stamp
6 = Levy
7 = Other
8 = Markup
9 = Consumption Tax
1 = Regulatory (e.g. SEC)
2 = Tax
3 = Local Commission
4 = Exchange Fees
5 = Stamp
6 = Levy
7 = Other
8 = Markup
9 = Consumption Tax
10 = Per transaction
11 = Conversion
12 = Agent

Additional (Mandatory) Fields

FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata
[857] AllocNoOrdersType (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 B = Undisclosed (valid for IOI and List Order messages only)
As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
B 5 = "As Defined" (for use with multileg instruments)
C
Sell short
7
= "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
Undisclosed (valid for IOI and List Order messages only)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[167] SecurityType Values FUT = Future
OPT = Option
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
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
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
BN = Bank Notes
BOX = Bill of Exchanges
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
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
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
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT CP = Future
OPT
Commercial Paper
VRDN
= Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO MIO = Certificate of Obligation
Mortgage Interest Only
COFP = Certificate of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax & Revenue Anticipation Note
VRDN
Time Deposit
GO
= Variable Rate Demand Note
General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Collective Investment Vehicle")
Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 B = Undisclosed (valid for IOI and List Order messages only)
As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
B 5 = "As Defined" (for use with multileg instruments)
C
Sell short
7
= "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
Undisclosed (valid for IOI and List Order messages only)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[103] OrdRejReason Values 0 = Broker / Exchange option
1 = Unknown symbol
2 = Exchange closed
3 = Order exceeds limit
4 = Too late to enter
5 = Unknown Order
6 = Duplicate Order (e.g. dupe ClOrdID (11))
7 = Duplicate of a verbally communicated order
8 = Stale Order
9 = Trade Along required
10 = Invalid Investor ID
11 = Unsupported order characteristic12 = Surveillence Option
13 = Incorrect quantity
14 = Incorrect allocated quantity
15 = Unknown account(s)
99 = Other
0 = Broker / Exchange option
1 = Unknown symbol
2 = Exchange closed
1 = Unknown symbol
3 = Order exceeds limit
4 = Too late to enter
5 = Unknown Order
7 = Duplicate of a verbally communicated order
9 = Trade Along required
10 = Invalid Investor ID
6 = Duplicate Order (e.g. dupe ClOrdID (11))
7 = Duplicate of a verbally communicated order
8 = Stale Order
9 = Trade Along required
10 = Invalid Investor ID
ClOrdID)
11 = Unsupported order characteristic12 characteristic
12
= Surveillence Option
13 0 = Incorrect quantity
14
Broker / Exchange option
8
= Incorrect allocated quantity
15 = Unknown account(s)
99 = Other
Stale Order

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[447] PartyIDSource Values B = BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
5 = Chinese B Share (Shezhen and Shanghai)
8 = US Employer Identification Number
A = Australian Tax File Number
9 = Australian Business Number
E = ISO Country Code
B = BIC (Bank Identification Code—Swift CodeSwift managed) code (ISO 9362 - See "Appendix 6-B")
Appendix 6-B)
7 = US Social Security Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
6 = UK National Insurance or Pension Number
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
[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 – e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside 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
15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
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 14 = Entering Firm
Giveup Clearing Firm (firm to which trade is given up)
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 e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside firm)
14 4 = 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
(formerly FIX 4.2 ClearingFirm)
[517] OwnershipType Values J = Joint Investors
T = Tenants in Common
2 = Joint Trustees
J = Joint Investors
T = Tenants in Common
2 = Joint Trustees
[477] DistribPaymentMethod Values 1 = CREST
2 = NSCC
3 = Euroclear
4 = Clearstream
5 = Cheque
6 = Telegraphic Transfer
7 = FedWire
8 = Direct Credit (BECS, BACS)
9 = ACH Credit
10 = BPAY
11 = High Value Clearing System (HVACS)
12 = Reinvest in fund
1 = CREST
2 = NSCC
3 = Euroclear
4 = Clearstream
5 = Cheque
6 = Telegraphic Transfer
7 = FedWire
8 = Direct Credit (BECS, BACS)
9 = ACH Credit
10 = BPAY
11 = High Value Clearing System (HVACS)
12 = Reinvest in fund

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[447] PartyIDSource Values B = BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
5 = Chinese B Share (Shezhen and Shanghai)
8 = US Employer Identification Number
A = Australian Tax File Number
9 = Australian Business Number
E = ISO Country Code
B = BIC (Bank Identification Code—Swift CodeSwift managed) code (ISO 9362 - See "Appendix 6-B")
Appendix 6-B)
7 = US Social Security Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
6 = UK National Insurance or Pension Number
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
[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 – e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside 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
15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
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 14 = Entering Firm
Giveup Clearing Firm (firm to which trade is given up)
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 e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside firm)
14 4 = 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
(formerly FIX 4.2 ClearingFirm)
[507] RegistRejReasonCode Values 1 = Invalid/unacceptable Account Type
2 = Invalid/unacceptable Tax Exempt Type
3 = Invalid/unacceptable Ownership Type
4 = Invalid/unacceptable No Reg Detls
5 = Invalid/unacceptable Reg Seq No
6 = Invalid/unacceptable Reg Dtls
7 = Invalid/unacceptable Mailing Dtls
8 = Invalid/unacceptable Mailing Inst
9 = Invalid/unacceptable Investor ID
10 = Invalid/unacceptable Investor ID Source
11 = Invalid/unacceptable Date of Birth
12 = Invalid/unacceptable Investor Country Of Residence
13 = Invalid/unacceptable NoDistribInstns
14 = Invalid/unacceptable Distrib Percentage
15 = Invalid/unacceptable Distrib Payment Method
16 = Invalid/unacceptable Cash Distrib Agent Acct Name
17 = Invalid/unacceptable Cash Distrib Agent Code
18 = Invalid/unacceptable Cash Distrib Agent Acct Num
99 = Other
1 13 = Invalid/unacceptable Account NoDistribInstns
17 = Invalid/unacceptable Cash Distrib Agent Code
16 = Invalid/unacceptable Cash Distrib Agent Acct Name
4 = Invalid/unacceptable No Reg Detls
15 = Invalid/unacceptable Distrib Payment Method
14 = Invalid/unacceptable Distrib Percentage
3 = Invalid/unacceptable Ownership
Type
2 = Invalid/unacceptable Tax Exempt Type
3 = Invalid/unacceptable Ownership Type
4 = Invalid/unacceptable No Reg Detls
5 = Invalid/unacceptable Reg Seq No
6 = Invalid/unacceptable Reg Dtls
7 = Invalid/unacceptable Mailing Dtls
8 = Invalid/unacceptable Mailing Inst
9 = Invalid/unacceptable Investor ID
10 = Invalid/unacceptable Investor ID Source
11 = Invalid/unacceptable Date of Birth
12 = Invalid/unacceptable Investor Country Of Residence
13 11 = Invalid/unacceptable NoDistribInstns
14
Date of Birth
10
= Invalid/unacceptable Distrib Percentage
15
Investor ID Source
9
= Invalid/unacceptable Distrib Payment Method
16
Investor ID
8
= Invalid/unacceptable Cash Distrib Agent Acct Name
17
Mailing Inst
7
= Invalid/unacceptable Cash Distrib Agent Code
Mailing Dtls
5 = Invalid/unacceptable Reg Seq No
1 = Invalid/unacceptable Account Type
18 = Invalid/unacceptable Cash Distrib Agent Acct Num
99 6 = Other
Invalid/unacceptable Reg Dtls

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[127] DKReason Values A = Unknown symbol
B = Wrong side
C = Quantity exceeds order
D = No matching order
E = Price exceeds limit
F = Calculation difference
Z = Other
A = Unknown symbol
B = Wrong side
C = Quantity exceeds order
D = No matching order
E = Price exceeds limit
F = Calculation difference
Z = Other
A = Unknown symbol
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[167] SecurityType Values FUT = Future
OPT = Option
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
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
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
BN = Bank Notes
BOX = Bill of Exchanges
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
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
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
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT CP = Future
OPT
Commercial Paper
VRDN
= Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO MIO = Certificate of Obligation
Mortgage Interest Only
COFP = Certificate of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax & Revenue Anticipation Note
VRDN
Time Deposit
GO
= Variable Rate Demand Note
General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Collective Investment Vehicle")
Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 B = Undisclosed (valid for IOI and List Order messages only)
As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
B 5 = "As Defined" (for use with multileg instruments)
C
Sell short
7
= "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
Undisclosed (valid for IOI and List Order messages only)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[167] SecurityType Values FUT = Future
OPT = Option
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
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
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
BN = Bank Notes
BOX = Bill of Exchanges
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
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
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
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT CP = Future
OPT
Commercial Paper
VRDN
= Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO MIO = Certificate of Obligation
Mortgage Interest Only
COFP = Certificate of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax & Revenue Anticipation Note
VRDN
Time Deposit
GO
= Variable Rate Demand Note
General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Collective Investment Vehicle")
Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 B = Undisclosed (valid for IOI and List Order messages only)
As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
B 5 = "As Defined" (for use with multileg instruments)
C
Sell short
7
= "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
Undisclosed (valid for IOI and List Order messages only)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[167] SecurityType Values FUT = Future
OPT = Option
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
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
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
BN = Bank Notes
BOX = Bill of Exchanges
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
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
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
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT CP = Future
OPT
Commercial Paper
VRDN
= Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO MIO = Certificate of Obligation
Mortgage Interest Only
COFP = Certificate of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax & Revenue Anticipation Note
VRDN
Time Deposit
GO
= Variable Rate Demand Note
General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Collective Investment Vehicle")
Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[537] QuoteType Values 0 = Indicative
1 = Tradeable
2 = Restricted Tradeable
3 = Counter (tradable)
0 = Indicative
1 = Tradeable
2 = Restricted Tradeable
3 = Counter (tradable)
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 B = Undisclosed (valid for IOI and List Order messages only)
As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
B 5 = "As Defined" (for use with multileg instruments)
C
Sell short
7
= "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
Undisclosed (valid for IOI and List Order messages only)
[233] StipulationType Values AMT = AMT (y/n)
AUTOREINV = Auto Reinvestment at or better
BANKQUAL = Bank qualified (y/n)
BGNCON = Bargain Conditions– see (234) for values
COUPON = Coupon range
CURRENCY = ISO Currency code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % Range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT = Valuation discount
INSURED = Insured (y/n)
ISSUE = Year or Year/Month of Issue (ex. 234=2002/09)
ISSUER = Issuer’s ticker
ISSUESIZE = issue size range
LOOKBACK = Lookback days
LOT = Explicit lot identifier
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT = Maturity Year and Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINQTY = Minimum quantity
MININCR = Minimum increment
MINDNOM = Minimum denomination
PAYFREQ = Payment frequency, calendar
PIECES = Number of Pieces
PMAX = Pools Maximum
PPM = Pools per Million
PPL = Pools per Lot
PPT = Pools per Trade
PRICE = Price range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type of redemption – values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (y/n)
SECTOR = Market sector
SECTYPE = SecurityType included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC = Weighted Average Coupon:value in percent (exact or range) plus ‘Gross’ or ‘Net’ of servicing spread (the default) (ex. 234=6.5- Net [minimum of 6.5% net of servicing fee])
WAL = Weighted Average Life Coupon: value in percent (exact or range)
WALA = Weighted Average Loan Age: value in months (exact or range)
WAM = Weighted Average Maturity : value in months (exact or range)
WHOLE = Whole Pool (y/n)
YIELD = Yield range
AMT ABS = AMT (y/n)
AUTOREINV
Absolute Prepayment Speed
WALA
= Auto Reinvestment at or better
BANKQUAL
Weighted Average Loan Age (value in months)
WAM
= Bank qualified (y/n)
BGNCON
Weighted Average Maturity (value in months)
CPR
= Bargain Conditions– see (234) for values
COUPON
Constant Prepayment Rate
HEP
= Coupon range
CURRENCY = ISO Currency code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % Range (ex. 234=CA 0-80 [minimum
final CPR of 80% California assets])
HAIRCUT
Home Equity Prepayment Curve
WAL
= Valuation discount
INSURED
Weighted Average Life (value in months)
MHP
= Insured (y/n)
ISSUE = Year or Year/Month
% of Issue (ex. 234=2002/09)
ISSUER
Manufactured Housing Prepayment Curve
SMM
= Issuer’s ticker
ISSUESIZE
Single Monthly Mortality
MPR
= issue size range
LOOKBACK
Monthly Prepayment Rate
PSA
= Lookback days
LOT
% of BMA Prepayment Curve
PPC
= Explicit lot identifier
% of Prospectus Prepayment Curve
CPP = Constant Prepayment Penalty
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
CPY = Constant Prepayment Yield
WAC = Weighted Average Coupon (value in percent)
ISSUE = Year of Issue
MAT = Maturity Year and Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINQTY = Minimum quantity
MININCR = Minimum increment
MINDNOM = Minimum denomination
PAYFREQ = Payment frequency, calendar
Year
PIECES = Number of Pieces
PMAX = Pools Maximum
PPM = Pools per Million
PPL = Pools per Lot
PPT = Pools per Trade
PRICE = Price range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type of redemption – values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (y/n)
SECTOR = Market sector
SECTYPE = SecurityType included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC GEOG = Weighted Average Coupon:value in percent (exact or range) plus ‘Gross’ or ‘Net’ of servicing spread (the default) (ex. 234=6.5- Net [minimum of 6.5% net of servicing fee])
WAL = Weighted Average Life Coupon: value in percent (exact or range)
WALA = Weighted Average Loan Age: value in months (exact or range)
WAM = Weighted Average Maturity : value in months (exact or range)
WHOLE = Whole Pool (y/n)
YIELD = Yield range
Geographics
[423] PriceType Values 1 = Percentage (e.g. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed Amount (absolute value)
4 = Discount – percentage points below par
5 = Premium – percentage points over par
6 = Spread
7 = TED price
8 = TED yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
3 = Fixed Amount (absolute value)
1 = Percentage Percentage
4 = discount - percentage points below par
6 = basis points relative to benchmark
7 = TED price (see "Volume 1 - Glossary")
8 = TED yield (see "Volume 1 - Glossary")
5 = premium - percentage points over par
2 = per share
(e.g. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e.
cents per share or contract)
3 = Fixed Amount (absolute value)
4 = Discount – percentage points below par
5 = Premium – percentage points over par
6 = Spread
7 = TED price
8 = TED yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
share)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[532] MassCancelRejectReason Values 0 = Mass Cancel Not Supported
1 = Invalid or unknown Security
2 = Invalid or unknown underlying
3 = Invalid or unknown Product
4 = Invalid or unknown CFICode
5 = Invalid or unknown Security Type
6 = Invalid or unknown trading session
99 = Other
0 = Mass Cancel Not Supported
1 = Invalid or unknown Security
2 = Invalid or unknown underlying
3 = Invalid or unknown Product
4 = Invalid or unknown CFICode
5 = Invalid or unknown Security Type
6 = Invalid or unknown trading session
99 5 = Other
Invalid or unknown Security Type
3 = Invalid or unknown Product
1 = Invalid or unknown Security
0 = Mass Cancel Not Supported
4 = Invalid or unknown CFICode
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[167] SecurityType Values FUT = Future
OPT = Option
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
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
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
BN = Bank Notes
BOX = Bill of Exchanges
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
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
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
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT CP = Future
OPT
Commercial Paper
VRDN
= Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO MIO = Certificate of Obligation
Mortgage Interest Only
COFP = Certificate of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax & Revenue Anticipation Note
VRDN
Time Deposit
GO
= Variable Rate Demand Note
General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Collective Investment Vehicle")
Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 B = Undisclosed (valid for IOI and List Order messages only)
As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
B 5 = "As Defined" (for use with multileg instruments)
C
Sell short
7
= "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
Undisclosed (valid for IOI and List Order messages only)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 B = Undisclosed (valid for IOI and List Order messages only)
As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
B 5 = "As Defined" (for use with multileg instruments)
C
Sell short
7
= "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
Undisclosed (valid for IOI and List Order messages only)
[447] PartyIDSource Values B = BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
5 = Chinese B Share (Shezhen and Shanghai)
8 = US Employer Identification Number
A = Australian Tax File Number
9 = Australian Business Number
E = ISO Country Code
B = BIC (Bank Identification Code—Swift CodeSwift managed) code (ISO 9362 - See "Appendix 6-B")
Appendix 6-B)
7 = US Social Security Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
6 = UK National Insurance or Pension Number
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
[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 – e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside 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
15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
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 14 = Entering Firm
Giveup Clearing Firm (firm to which trade is given up)
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 e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside firm)
14 4 = 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
(formerly FIX 4.2 ClearingFirm)
[589] DayBookingInst Values 0 = Can trigger booking without reference to the order initiator ("auto")
1 = Speak with order initiator before booking ("speak first")
2 = Accumulate
0 = Can trigger booking without reference to the order initiator ("auto")
1 = Speak with order initiator before booking ("speak first")
2 = Accumulate
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[167] SecurityType Values FUT = Future
OPT = Option
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
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
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
BN = Bank Notes
BOX = Bill of Exchanges
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
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
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
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT CP = Future
OPT
Commercial Paper
VRDN
= Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO MIO = Certificate of Obligation
Mortgage Interest Only
COFP = Certificate of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax & Revenue Anticipation Note
VRDN
Time Deposit
GO
= Variable Rate Demand Note
General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Collective Investment Vehicle")
Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[21] HandlInst Reqd Optional OptionalMandatory
[18] ExecInst Values 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
0 = Stay on offerside
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of 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
H = Reinstate on System Failure (mutually exclusive with Q)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K)
K = Cancel on Trading Halt (mutually exclusive with L)
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
Q = Cancel on System Failure (mutually exclusive with H)
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
U = Customer Display Instruction (Rule11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try to Stop
Z = Cancel if Not Best
a = Trailing Stop Peg
b = Strict Limit (No Price Improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
1 Y = 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
0 = Stay on offerside
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of 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
H = Reinstate on System Failure (mutually exclusive with Q)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K)
K = Cancel on Trading Halt (mutually exclusive with L)
L = Last peg (last sale)
TryToStop
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
MidPrcPeg
P = Market peg
MarkPeg
Q = Cancel on System Failure (mutually exclusive with H)
CancelOnSysFail
R = Primary peg (primary market - buy at bid/sell at offer)
PrimPeg
S = Suspend
U = Customer Display Instruction (Rule11Ac1-1/4)
CustDispInst
V = Netting (for Forex)
Netting
W = Peg to VWAP
PegVWAP
X = Trade Along
Y
TradeAlong
D
= Try to Stop
Z
PercVol
0
= Cancel if Not Best
a
StayOffer
2
= Trailing Stop Peg
b
Work
4
= Strict Limit (No Price Improvement)
c
OverDay
5
= Ignore Price Validity Checks
d
Held
6
= Peg to Limit Price
e
PartNotInit
7
= Work to Target Strategy
StrictScale
8 = TryToScale
9 = StayBid
A = NoCross
O = OpenPeg
C = CallFirst
N = NonNego
E = DNI
F = DNR
G = AON
H = RestateOnSysFail
I = InstitOnly
J = RestateOnTradingHalt
K = CancelOnTradingHalt
L = LastPeg
3 = GoAlong
B = OkCross
1 = NotHeld
[233] StipulationType Values AMT = AMT (y/n)
AUTOREINV = Auto Reinvestment at or better
BANKQUAL = Bank qualified (y/n)
BGNCON = Bargain Conditions– see (234) for values
COUPON = Coupon range
CURRENCY = ISO Currency code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % Range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT = Valuation discount
INSURED = Insured (y/n)
ISSUE = Year or Year/Month of Issue (ex. 234=2002/09)
ISSUER = Issuer’s ticker
ISSUESIZE = issue size range
LOOKBACK = Lookback days
LOT = Explicit lot identifier
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT = Maturity Year and Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINQTY = Minimum quantity
MININCR = Minimum increment
MINDNOM = Minimum denomination
PAYFREQ = Payment frequency, calendar
PIECES = Number of Pieces
PMAX = Pools Maximum
PPM = Pools per Million
PPL = Pools per Lot
PPT = Pools per Trade
PRICE = Price range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type of redemption – values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (y/n)
SECTOR = Market sector
SECTYPE = SecurityType included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC = Weighted Average Coupon:value in percent (exact or range) plus ‘Gross’ or ‘Net’ of servicing spread (the default) (ex. 234=6.5- Net [minimum of 6.5% net of servicing fee])
WAL = Weighted Average Life Coupon: value in percent (exact or range)
WALA = Weighted Average Loan Age: value in months (exact or range)
WAM = Weighted Average Maturity : value in months (exact or range)
WHOLE = Whole Pool (y/n)
YIELD = Yield range
AMT ABS = AMT (y/n)
AUTOREINV
Absolute Prepayment Speed
WALA
= Auto Reinvestment at or better
BANKQUAL
Weighted Average Loan Age (value in months)
WAM
= Bank qualified (y/n)
BGNCON
Weighted Average Maturity (value in months)
CPR
= Bargain Conditions– see (234) for values
COUPON
Constant Prepayment Rate
HEP
= Coupon range
CURRENCY = ISO Currency code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % Range (ex. 234=CA 0-80 [minimum
final CPR of 80% California assets])
HAIRCUT
Home Equity Prepayment Curve
WAL
= Valuation discount
INSURED
Weighted Average Life (value in months)
MHP
= Insured (y/n)
ISSUE = Year or Year/Month
% of Issue (ex. 234=2002/09)
ISSUER
Manufactured Housing Prepayment Curve
SMM
= Issuer’s ticker
ISSUESIZE
Single Monthly Mortality
MPR
= issue size range
LOOKBACK
Monthly Prepayment Rate
PSA
= Lookback days
LOT
% of BMA Prepayment Curve
PPC
= Explicit lot identifier
% of Prospectus Prepayment Curve
CPP = Constant Prepayment Penalty
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
CPY = Constant Prepayment Yield
WAC = Weighted Average Coupon (value in percent)
ISSUE = Year of Issue
MAT = Maturity Year and Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINQTY = Minimum quantity
MININCR = Minimum increment
MINDNOM = Minimum denomination
PAYFREQ = Payment frequency, calendar
Year
PIECES = Number of Pieces
PMAX = Pools Maximum
PPM = Pools per Million
PPL = Pools per Lot
PPT = Pools per Trade
PRICE = Price range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type of redemption – values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (y/n)
SECTOR = Market sector
SECTYPE = SecurityType included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC GEOG = Weighted Average Coupon:value in percent (exact or range) plus ‘Gross’ or ‘Net’ of servicing spread (the default) (ex. 234=6.5- Net [minimum of 6.5% net of servicing fee])
WAL = Weighted Average Life Coupon: value in percent (exact or range)
WALA = Weighted Average Loan Age: value in months (exact or range)
WAM = Weighted Average Maturity : value in months (exact or range)
WHOLE = Whole Pool (y/n)
YIELD = Yield range
Geographics
[423] PriceType Values 1 = Percentage (e.g. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed Amount (absolute value)
4 = Discount – percentage points below par
5 = Premium – percentage points over par
6 = Spread
7 = TED price
8 = TED yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
3 = Fixed Amount (absolute value)
1 = Percentage Percentage
4 = discount - percentage points below par
6 = basis points relative to benchmark
7 = TED price (see "Volume 1 - Glossary")
8 = TED yield (see "Volume 1 - Glossary")
5 = premium - percentage points over par
2 = per share
(e.g. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e.
cents per share or contract)
3 = Fixed Amount (absolute value)
4 = Discount – percentage points below par
5 = Premium – percentage points over par
6 = Spread
7 = TED price
8 = TED yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
share)
[388] DiscretionInst Values 0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP
0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[537] QuoteType Values 0 = Indicative
1 = Tradeable
2 = Restricted Tradeable
3 = Counter (tradable)
0 = Indicative
1 = Tradeable
2 = Restricted Tradeable
3 = Counter (tradable)
[447] PartyIDSource Values B = BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
5 = Chinese B Share (Shezhen and Shanghai)
8 = US Employer Identification Number
A = Australian Tax File Number
9 = Australian Business Number
E = ISO Country Code
B = BIC (Bank Identification Code—Swift CodeSwift managed) code (ISO 9362 - See "Appendix 6-B")
Appendix 6-B)
7 = US Social Security Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
6 = UK National Insurance or Pension Number
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
[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 – e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside 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
15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
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 14 = Entering Firm
Giveup Clearing Firm (firm to which trade is given up)
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 e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside firm)
14 4 = 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
(formerly FIX 4.2 ClearingFirm)
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[167] SecurityType Values FUT = Future
OPT = Option
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
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
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
BN = Bank Notes
BOX = Bill of Exchanges
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
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
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
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT CP = Future
OPT
Commercial Paper
VRDN
= Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO MIO = Certificate of Obligation
Mortgage Interest Only
COFP = Certificate of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax & Revenue Anticipation Note
VRDN
Time Deposit
GO
= Variable Rate Demand Note
General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Collective Investment Vehicle")
Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 B = Undisclosed (valid for IOI and List Order messages only)
As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
B 5 = "As Defined" (for use with multileg instruments)
C
Sell short
7
= "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
Undisclosed (valid for IOI and List Order messages only)
[447] PartyIDSource Values B = BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
5 = Chinese B Share (Shezhen and Shanghai)
8 = US Employer Identification Number
A = Australian Tax File Number
9 = Australian Business Number
E = ISO Country Code
B = BIC (Bank Identification Code—Swift CodeSwift managed) code (ISO 9362 - See "Appendix 6-B")
Appendix 6-B)
7 = US Social Security Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
6 = UK National Insurance or Pension Number
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
[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 – e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside 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
15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
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 14 = Entering Firm
Giveup Clearing Firm (firm to which trade is given up)
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 e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside firm)
14 4 = 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
(formerly FIX 4.2 ClearingFirm)
[589] DayBookingInst Values 0 = Can trigger booking without reference to the order initiator ("auto")
1 = Speak with order initiator before booking ("speak first")
2 = Accumulate
0 = Can trigger booking without reference to the order initiator ("auto")
1 = Speak with order initiator before booking ("speak first")
2 = Accumulate
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[167] SecurityType Values FUT = Future
OPT = Option
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
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
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
BN = Bank Notes
BOX = Bill of Exchanges
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
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
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
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT CP = Future
OPT
Commercial Paper
VRDN
= Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO MIO = Certificate of Obligation
Mortgage Interest Only
COFP = Certificate of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax & Revenue Anticipation Note
VRDN
Time Deposit
GO
= Variable Rate Demand Note
General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Collective Investment Vehicle")
Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[21] HandlInst Reqd Optional OptionalMandatory
[18] ExecInst Values 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
0 = Stay on offerside
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of 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
H = Reinstate on System Failure (mutually exclusive with Q)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K)
K = Cancel on Trading Halt (mutually exclusive with L)
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
Q = Cancel on System Failure (mutually exclusive with H)
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
U = Customer Display Instruction (Rule11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try to Stop
Z = Cancel if Not Best
a = Trailing Stop Peg
b = Strict Limit (No Price Improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
1 Y = 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
0 = Stay on offerside
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of 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
H = Reinstate on System Failure (mutually exclusive with Q)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K)
K = Cancel on Trading Halt (mutually exclusive with L)
L = Last peg (last sale)
TryToStop
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
MidPrcPeg
P = Market peg
MarkPeg
Q = Cancel on System Failure (mutually exclusive with H)
CancelOnSysFail
R = Primary peg (primary market - buy at bid/sell at offer)
PrimPeg
S = Suspend
U = Customer Display Instruction (Rule11Ac1-1/4)
CustDispInst
V = Netting (for Forex)
Netting
W = Peg to VWAP
PegVWAP
X = Trade Along
Y
TradeAlong
D
= Try to Stop
Z
PercVol
0
= Cancel if Not Best
a
StayOffer
2
= Trailing Stop Peg
b
Work
4
= Strict Limit (No Price Improvement)
c
OverDay
5
= Ignore Price Validity Checks
d
Held
6
= Peg to Limit Price
e
PartNotInit
7
= Work to Target Strategy
StrictScale
8 = TryToScale
9 = StayBid
A = NoCross
O = OpenPeg
C = CallFirst
N = NonNego
E = DNI
F = DNR
G = AON
H = RestateOnSysFail
I = InstitOnly
J = RestateOnTradingHalt
K = CancelOnTradingHalt
L = LastPeg
3 = GoAlong
B = OkCross
1 = NotHeld
[233] StipulationType Values AMT = AMT (y/n)
AUTOREINV = Auto Reinvestment at or better
BANKQUAL = Bank qualified (y/n)
BGNCON = Bargain Conditions– see (234) for values
COUPON = Coupon range
CURRENCY = ISO Currency code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % Range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT = Valuation discount
INSURED = Insured (y/n)
ISSUE = Year or Year/Month of Issue (ex. 234=2002/09)
ISSUER = Issuer’s ticker
ISSUESIZE = issue size range
LOOKBACK = Lookback days
LOT = Explicit lot identifier
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT = Maturity Year and Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINQTY = Minimum quantity
MININCR = Minimum increment
MINDNOM = Minimum denomination
PAYFREQ = Payment frequency, calendar
PIECES = Number of Pieces
PMAX = Pools Maximum
PPM = Pools per Million
PPL = Pools per Lot
PPT = Pools per Trade
PRICE = Price range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type of redemption – values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (y/n)
SECTOR = Market sector
SECTYPE = SecurityType included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC = Weighted Average Coupon:value in percent (exact or range) plus ‘Gross’ or ‘Net’ of servicing spread (the default) (ex. 234=6.5- Net [minimum of 6.5% net of servicing fee])
WAL = Weighted Average Life Coupon: value in percent (exact or range)
WALA = Weighted Average Loan Age: value in months (exact or range)
WAM = Weighted Average Maturity : value in months (exact or range)
WHOLE = Whole Pool (y/n)
YIELD = Yield range
AMT ABS = AMT (y/n)
AUTOREINV
Absolute Prepayment Speed
WALA
= Auto Reinvestment at or better
BANKQUAL
Weighted Average Loan Age (value in months)
WAM
= Bank qualified (y/n)
BGNCON
Weighted Average Maturity (value in months)
CPR
= Bargain Conditions– see (234) for values
COUPON
Constant Prepayment Rate
HEP
= Coupon range
CURRENCY = ISO Currency code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % Range (ex. 234=CA 0-80 [minimum
final CPR of 80% California assets])
HAIRCUT
Home Equity Prepayment Curve
WAL
= Valuation discount
INSURED
Weighted Average Life (value in months)
MHP
= Insured (y/n)
ISSUE = Year or Year/Month
% of Issue (ex. 234=2002/09)
ISSUER
Manufactured Housing Prepayment Curve
SMM
= Issuer’s ticker
ISSUESIZE
Single Monthly Mortality
MPR
= issue size range
LOOKBACK
Monthly Prepayment Rate
PSA
= Lookback days
LOT
% of BMA Prepayment Curve
PPC
= Explicit lot identifier
% of Prospectus Prepayment Curve
CPP = Constant Prepayment Penalty
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
CPY = Constant Prepayment Yield
WAC = Weighted Average Coupon (value in percent)
ISSUE = Year of Issue
MAT = Maturity Year and Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINQTY = Minimum quantity
MININCR = Minimum increment
MINDNOM = Minimum denomination
PAYFREQ = Payment frequency, calendar
Year
PIECES = Number of Pieces
PMAX = Pools Maximum
PPM = Pools per Million
PPL = Pools per Lot
PPT = Pools per Trade
PRICE = Price range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type of redemption – values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (y/n)
SECTOR = Market sector
SECTYPE = SecurityType included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC GEOG = Weighted Average Coupon:value in percent (exact or range) plus ‘Gross’ or ‘Net’ of servicing spread (the default) (ex. 234=6.5- Net [minimum of 6.5% net of servicing fee])
WAL = Weighted Average Life Coupon: value in percent (exact or range)
WALA = Weighted Average Loan Age: value in months (exact or range)
WAM = Weighted Average Maturity : value in months (exact or range)
WHOLE = Whole Pool (y/n)
YIELD = Yield range
Geographics
[423] PriceType Values 1 = Percentage (e.g. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed Amount (absolute value)
4 = Discount – percentage points below par
5 = Premium – percentage points over par
6 = Spread
7 = TED price
8 = TED yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
3 = Fixed Amount (absolute value)
1 = Percentage Percentage
4 = discount - percentage points below par
6 = basis points relative to benchmark
7 = TED price (see "Volume 1 - Glossary")
8 = TED yield (see "Volume 1 - Glossary")
5 = premium - percentage points over par
2 = per share
(e.g. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e.
cents per share or contract)
3 = Fixed Amount (absolute value)
4 = Discount – percentage points below par
5 = Premium – percentage points over par
6 = Spread
7 = TED price
8 = TED yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
share)
[388] DiscretionInst Values 0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP
0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP

Additional (Mandatory) Fields

FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata
[41] OrigClOrdID (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[162] SettlInstID Reqd Optional OptionalMandatory
[163] SettlInstTransType Reqd Optional OptionalMandatory
[163] SettlInstTransType Values N = New
C = Cancel
R = Replace
T = Restate (used where the Settlement Instruction is being used to communicate standing instructions which have not been changed or added to)
N = New
C = Cancel
R = Replace
T C = Restate (used where the Settlement Instruction is being used to communicate standing instructions which have not been changed or added to)
Cancel
[214] SettlInstRefID Reqd Optional OptionalMandatory
[447] PartyIDSource Values B = BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
5 = Chinese B Share (Shezhen and Shanghai)
8 = US Employer Identification Number
A = Australian Tax File Number
9 = Australian Business Number
E = ISO Country Code
B = BIC (Bank Identification Code—Swift CodeSwift managed) code (ISO 9362 - See "Appendix 6-B")
Appendix 6-B)
7 = US Social Security Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
6 = UK National Insurance or Pension Number
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
[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 – e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside 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
15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
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 14 = Entering Firm
Giveup Clearing Firm (firm to which trade is given up)
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 e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside firm)
14 4 = 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
(formerly FIX 4.2 ClearingFirm)
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 B = Undisclosed (valid for IOI and List Order messages only)
As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
B 5 = "As Defined" (for use with multileg instruments)
C
Sell short
7
= "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
Undisclosed (valid for IOI and List Order messages only)
[167] SecurityType Values FUT = Future
OPT = Option
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
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
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
BN = Bank Notes
BOX = Bill of Exchanges
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
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
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
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT CP = Future
OPT
Commercial Paper
VRDN
= Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO MIO = Certificate of Obligation
Mortgage Interest Only
COFP = Certificate of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax & Revenue Anticipation Note
VRDN
Time Deposit
GO
= Variable Rate Demand Note
General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Collective Investment Vehicle")
Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[172] SettlDeliveryType Values 0 = "Versus. Payment": Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment
1 = "Free": Deliver (if Sell) or Receive (if Buy) Free
2 = Tri-Party
3 = Hold In Custody
1 = Free
0 = "Versus. Payment": Deliver (if Sell) or Receive (if Buy) vs. (Against) Versus Payment
1 = "Free": Deliver (if Sell) or Receive (if Buy) Free
2 = Tri-Party
3 = Hold In Custody
[169] StandInstDbType Values 0 = Other
1 = DTC SID
2 = Thomson ALERT
3 = A Global Custodian (StandInstDbName (170) must be provided)
4 = AccountNet
0 = Other
1 = DTC SID
2 = Thomson ALERT
3 = A Global Custodian (StandInstDbName (170) must be provided)
4 2 = AccountNet
Thomson ALERT
[165] SettlInstSource Reqd Optional OptionalMandatory

Additional (Mandatory) Fields

FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata
[777] SettlInstMsgID (Mandatory) [79] AllocAccount (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 B = Undisclosed (valid for IOI and List Order messages only)
As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
B 5 = "As Defined" (for use with multileg instruments)
C
Sell short
7
= "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
Undisclosed (valid for IOI and List Order messages only)
[447] PartyIDSource Values B = BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
5 = Chinese B Share (Shezhen and Shanghai)
8 = US Employer Identification Number
A = Australian Tax File Number
9 = Australian Business Number
E = ISO Country Code
B = BIC (Bank Identification Code—Swift CodeSwift managed) code (ISO 9362 - See "Appendix 6-B")
Appendix 6-B)
7 = US Social Security Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
6 = UK National Insurance or Pension Number
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
[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 – e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside 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
15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
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 14 = Entering Firm
Giveup Clearing Firm (firm to which trade is given up)
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 e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside firm)
14 4 = 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
(formerly FIX 4.2 ClearingFirm)
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[167] SecurityType Values FUT = Future
OPT = Option
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
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
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
BN = Bank Notes
BOX = Bill of Exchanges
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
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
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
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT CP = Future
OPT
Commercial Paper
VRDN
= Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO MIO = Certificate of Obligation
Mortgage Interest Only
COFP = Certificate of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax & Revenue Anticipation Note
VRDN
Time Deposit
GO
= Variable Rate Demand Note
General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Collective Investment Vehicle")
Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[286] OpenCloseSettleFlag Values 0 = Daily Open / Close / Settlement entry
1 = Session Open / Close / Settlement entry
2 = Delivery Settlement entry
3 = Expected entry
4 = Entry from previous business day
5 = Theoretical Price value
0 = Daily Open / Close / Settlement entry
1 = Session Open / Close / Settlement entry
price
2 = Delivery Settlement entry
price
3 = Expected entry
price
4 = Entry Price from previous business day
5 0 = Theoretical Price value
Daily Open / Close / Settlement price
[269] MDEntryType Values 0 = Bid
1 = Offer
2 = Trade
3 = Index Value
4 = Opening Price
5 = Closing Price
6 = Settlement Price
7 = Trading Session High Price
8 = Trading Session Low Price
9 = Trading Session VWAP Price
A = Imbalance
B = Trade Volume
C = Open Interest
0 = Bid
1 = Offer
2 = Trade
3 = Index Value
4 = Opening Price
5 = Closing Price
6 = Settlement Price
7 = Trading Session High Price
1 = Offer
A = Imbalance
9 = Trading Session VWAP
Price
8 = Trading Session Low Price
9 5 = Trading Session VWAP Closing Price
A 4 = Imbalance
B
Opening Price
0
= Trade Volume
C
Bid
2
= Open Interest
Trade
3 = Index Value
6 = Settlement Price
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[167] SecurityType Values FUT = Future
OPT = Option
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
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
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
BN = Bank Notes
BOX = Bill of Exchanges
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
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
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
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT CP = Future
OPT
Commercial Paper
VRDN
= Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO MIO = Certificate of Obligation
Mortgage Interest Only
COFP = Certificate of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax & Revenue Anticipation Note
VRDN
Time Deposit
GO
= Variable Rate Demand Note
General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Collective Investment Vehicle")
Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[167] SecurityType Values FUT = Future
OPT = Option
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
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
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
BN = Bank Notes
BOX = Bill of Exchanges
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
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
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
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT CP = Future
OPT
Commercial Paper
VRDN
= Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO MIO = Certificate of Obligation
Mortgage Interest Only
COFP = Certificate of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax & Revenue Anticipation Note
VRDN
Time Deposit
GO
= Variable Rate Demand Note
General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Collective Investment Vehicle")
Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[269] MDEntryType Values 0 = Bid
1 = Offer
2 = Trade
3 = Index Value
4 = Opening Price
5 = Closing Price
6 = Settlement Price
7 = Trading Session High Price
8 = Trading Session Low Price
9 = Trading Session VWAP Price
A = Imbalance
B = Trade Volume
C = Open Interest
0 = Bid
1 = Offer
2 = Trade
3 = Index Value
4 = Opening Price
5 = Closing Price
6 = Settlement Price
7 = Trading Session High Price
1 = Offer
A = Imbalance
9 = Trading Session VWAP
Price
8 = Trading Session Low Price
9 5 = Trading Session VWAP Closing Price
A 4 = Imbalance
B
Opening Price
0
= Trade Volume
C
Bid
2
= Open Interest
Trade
3 = Index Value
6 = Settlement Price
[286] OpenCloseSettleFlag Values 0 = Daily Open / Close / Settlement entry
1 = Session Open / Close / Settlement entry
2 = Delivery Settlement entry
3 = Expected entry
4 = Entry from previous business day
5 = Theoretical Price value
0 = Daily Open / Close / Settlement entry
1 = Session Open / Close / Settlement entry
price
2 = Delivery Settlement entry
price
3 = Expected entry
price
4 = Entry Price from previous business day
5 0 = Theoretical Price value
Daily Open / Close / Settlement price
[18] ExecInst Values 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
0 = Stay on offerside
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of 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
H = Reinstate on System Failure (mutually exclusive with Q)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K)
K = Cancel on Trading Halt (mutually exclusive with L)
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
Q = Cancel on System Failure (mutually exclusive with H)
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
U = Customer Display Instruction (Rule11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try to Stop
Z = Cancel if Not Best
a = Trailing Stop Peg
b = Strict Limit (No Price Improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
1 Y = 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
0 = Stay on offerside
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of 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
H = Reinstate on System Failure (mutually exclusive with Q)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K)
K = Cancel on Trading Halt (mutually exclusive with L)
L = Last peg (last sale)
TryToStop
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
MidPrcPeg
P = Market peg
MarkPeg
Q = Cancel on System Failure (mutually exclusive with H)
CancelOnSysFail
R = Primary peg (primary market - buy at bid/sell at offer)
PrimPeg
S = Suspend
U = Customer Display Instruction (Rule11Ac1-1/4)
CustDispInst
V = Netting (for Forex)
Netting
W = Peg to VWAP
PegVWAP
X = Trade Along
Y
TradeAlong
D
= Try to Stop
Z
PercVol
0
= Cancel if Not Best
a
StayOffer
2
= Trailing Stop Peg
b
Work
4
= Strict Limit (No Price Improvement)
c
OverDay
5
= Ignore Price Validity Checks
d
Held
6
= Peg to Limit Price
e
PartNotInit
7
= Work to Target Strategy
StrictScale
8 = TryToScale
9 = StayBid
A = NoCross
O = OpenPeg
C = CallFirst
N = NonNego
E = DNI
F = DNR
G = AON
H = RestateOnSysFail
I = InstitOnly
J = RestateOnTradingHalt
K = CancelOnTradingHalt
L = LastPeg
3 = GoAlong
B = OkCross
1 = NotHeld

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[167] SecurityType Values FUT = Future
OPT = Option
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
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
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
BN = Bank Notes
BOX = Bill of Exchanges
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
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
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
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT CP = Future
OPT
Commercial Paper
VRDN
= Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO MIO = Certificate of Obligation
Mortgage Interest Only
COFP = Certificate of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax & Revenue Anticipation Note
VRDN
Time Deposit
GO
= Variable Rate Demand Note
General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Collective Investment Vehicle")
Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[269] MDEntryType Values 0 = Bid
1 = Offer
2 = Trade
3 = Index Value
4 = Opening Price
5 = Closing Price
6 = Settlement Price
7 = Trading Session High Price
8 = Trading Session Low Price
9 = Trading Session VWAP Price
A = Imbalance
B = Trade Volume
C = Open Interest
0 = Bid
1 = Offer
2 = Trade
3 = Index Value
4 = Opening Price
5 = Closing Price
6 = Settlement Price
7 = Trading Session High Price
1 = Offer
A = Imbalance
9 = Trading Session VWAP
Price
8 = Trading Session Low Price
9 5 = Trading Session VWAP Closing Price
A 4 = Imbalance
B
Opening Price
0
= Trade Volume
C
Bid
2
= Open Interest
Trade
3 = Index Value
6 = Settlement Price
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[167] SecurityType Values FUT = Future
OPT = Option
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
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
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
BN = Bank Notes
BOX = Bill of Exchanges
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
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
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
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT CP = Future
OPT
Commercial Paper
VRDN
= Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO MIO = Certificate of Obligation
Mortgage Interest Only
COFP = Certificate of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax & Revenue Anticipation Note
VRDN
Time Deposit
GO
= Variable Rate Demand Note
General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Collective Investment Vehicle")
Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[286] OpenCloseSettleFlag Values 0 = Daily Open / Close / Settlement entry
1 = Session Open / Close / Settlement entry
2 = Delivery Settlement entry
3 = Expected entry
4 = Entry from previous business day
5 = Theoretical Price value
0 = Daily Open / Close / Settlement entry
1 = Session Open / Close / Settlement entry
price
2 = Delivery Settlement entry
price
3 = Expected entry
price
4 = Entry Price from previous business day
5 0 = Theoretical Price value
Daily Open / Close / Settlement price
[18] ExecInst Values 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
0 = Stay on offerside
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of 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
H = Reinstate on System Failure (mutually exclusive with Q)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K)
K = Cancel on Trading Halt (mutually exclusive with L)
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
Q = Cancel on System Failure (mutually exclusive with H)
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
U = Customer Display Instruction (Rule11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try to Stop
Z = Cancel if Not Best
a = Trailing Stop Peg
b = Strict Limit (No Price Improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
1 Y = 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
0 = Stay on offerside
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of 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
H = Reinstate on System Failure (mutually exclusive with Q)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K)
K = Cancel on Trading Halt (mutually exclusive with L)
L = Last peg (last sale)
TryToStop
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
MidPrcPeg
P = Market peg
MarkPeg
Q = Cancel on System Failure (mutually exclusive with H)
CancelOnSysFail
R = Primary peg (primary market - buy at bid/sell at offer)
PrimPeg
S = Suspend
U = Customer Display Instruction (Rule11Ac1-1/4)
CustDispInst
V = Netting (for Forex)
Netting
W = Peg to VWAP
PegVWAP
X = Trade Along
Y
TradeAlong
D
= Try to Stop
Z
PercVol
0
= Cancel if Not Best
a
StayOffer
2
= Trailing Stop Peg
b
Work
4
= Strict Limit (No Price Improvement)
c
OverDay
5
= Ignore Price Validity Checks
d
Held
6
= Peg to Limit Price
e
PartNotInit
7
= Work to Target Strategy
StrictScale
8 = TryToScale
9 = StayBid
A = NoCross
O = OpenPeg
C = CallFirst
N = NonNego
E = DNI
F = DNR
G = AON
H = RestateOnSysFail
I = InstitOnly
J = RestateOnTradingHalt
K = CancelOnTradingHalt
L = LastPeg
3 = GoAlong
B = OkCross
1 = NotHeld

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[167] SecurityType Values FUT = Future
OPT = Option
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
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
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
BN = Bank Notes
BOX = Bill of Exchanges
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
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
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
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT CP = Future
OPT
Commercial Paper
VRDN
= Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO MIO = Certificate of Obligation
Mortgage Interest Only
COFP = Certificate of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax & Revenue Anticipation Note
VRDN
Time Deposit
GO
= Variable Rate Demand Note
General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Collective Investment Vehicle")
Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[167] SecurityType Values FUT = Future
OPT = Option
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
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
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
BN = Bank Notes
BOX = Bill of Exchanges
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
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
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
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT CP = Future
OPT
Commercial Paper
VRDN
= Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO MIO = Certificate of Obligation
Mortgage Interest Only
COFP = Certificate of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax & Revenue Anticipation Note
VRDN
Time Deposit
GO
= Variable Rate Demand Note
General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Collective Investment Vehicle")
Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[447] PartyIDSource Values B = BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
5 = Chinese B Share (Shezhen and Shanghai)
8 = US Employer Identification Number
A = Australian Tax File Number
9 = Australian Business Number
E = ISO Country Code
B = BIC (Bank Identification Code—Swift CodeSwift managed) code (ISO 9362 - See "Appendix 6-B")
Appendix 6-B)
7 = US Social Security Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
6 = UK National Insurance or Pension Number
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
[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 – e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside 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
15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
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 14 = Entering Firm
Giveup Clearing Firm (firm to which trade is given up)
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 e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside firm)
14 4 = 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
(formerly FIX 4.2 ClearingFirm)
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[167] SecurityType Values FUT = Future
OPT = Option
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
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
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
BN = Bank Notes
BOX = Bill of Exchanges
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
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
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
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT CP = Future
OPT
Commercial Paper
VRDN
= Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO MIO = Certificate of Obligation
Mortgage Interest Only
COFP = Certificate of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax & Revenue Anticipation Note
VRDN
Time Deposit
GO
= Variable Rate Demand Note
General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Collective Investment Vehicle")
Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[447] PartyIDSource Values B = BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
5 = Chinese B Share (Shezhen and Shanghai)
8 = US Employer Identification Number
A = Australian Tax File Number
9 = Australian Business Number
E = ISO Country Code
B = BIC (Bank Identification Code—Swift CodeSwift managed) code (ISO 9362 - See "Appendix 6-B")
Appendix 6-B)
7 = US Social Security Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
6 = UK National Insurance or Pension Number
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
[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 – e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside 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
15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
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 14 = Entering Firm
Giveup Clearing Firm (firm to which trade is given up)
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 e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside firm)
14 4 = 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
(formerly FIX 4.2 ClearingFirm)
[103] OrdRejReason Values 0 = Broker / Exchange option
1 = Unknown symbol
2 = Exchange closed
3 = Order exceeds limit
4 = Too late to enter
5 = Unknown Order
6 = Duplicate Order (e.g. dupe ClOrdID (11))
7 = Duplicate of a verbally communicated order
8 = Stale Order
9 = Trade Along required
10 = Invalid Investor ID
11 = Unsupported order characteristic12 = Surveillence Option
13 = Incorrect quantity
14 = Incorrect allocated quantity
15 = Unknown account(s)
99 = Other
0 = Broker / Exchange option
1 = Unknown symbol
2 = Exchange closed
1 = Unknown symbol
3 = Order exceeds limit
4 = Too late to enter
5 = Unknown Order
7 = Duplicate of a verbally communicated order
9 = Trade Along required
10 = Invalid Investor ID
6 = Duplicate Order (e.g. dupe ClOrdID (11))
7 = Duplicate of a verbally communicated order
8 = Stale Order
9 = Trade Along required
10 = Invalid Investor ID
ClOrdID)
11 = Unsupported order characteristic12 characteristic
12
= Surveillence Option
13 0 = Incorrect quantity
14
Broker / Exchange option
8
= Incorrect allocated quantity
15 = Unknown account(s)
99 = Other
Stale Order
[378] ExecRestatementReason Values 0 = GT Corporate action
1 = GT renewal / restatement (no corporate action)
2 = Verbal change
3 = Repricing of order
4 = Broker option
5 = Partial decline of OrderQty (e.g. exchange-initiated partial cancel)
6 = Cancel on Trading Halt
7 = Cancel on System Failure
8 = Market (Exchange) Option
9 = Canceled, Not Best
10 = Warehouse recap
99 = Other
7 = Cancel on System Failure
0 = GT Corporate action
1 8 = GT renewal / restatement (no corporate action)
2
Market (Exchange) Option
6
= Verbal change
3 = Repricing of order
4 = Broker option
Cancel on Trading Halt
5 = Partial decline of OrderQty (e.g. exchange-initiated partial cancel)
6 4 = Cancel on Trading Halt
7
Broker option
3
= Cancel on System Failure
8
Repricing of order
1
= Market (Exchange) Option
9
GT renewal / restatement (no corporate action)
2
= Canceled, Not Best
10 = Warehouse recap
99 = Other
Verbal change
[589] DayBookingInst Values 0 = Can trigger booking without reference to the order initiator ("auto")
1 = Speak with order initiator before booking ("speak first")
2 = Accumulate
0 = Can trigger booking without reference to the order initiator ("auto")
1 = Speak with order initiator before booking ("speak first")
2 = Accumulate
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[167] SecurityType Values FUT = Future
OPT = Option
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
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
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
BN = Bank Notes
BOX = Bill of Exchanges
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
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
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
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT CP = Future
OPT
Commercial Paper
VRDN
= Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO MIO = Certificate of Obligation
Mortgage Interest Only
COFP = Certificate of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax & Revenue Anticipation Note
VRDN
Time Deposit
GO
= Variable Rate Demand Note
General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Collective Investment Vehicle")
Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 B = Undisclosed (valid for IOI and List Order messages only)
As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
B 5 = "As Defined" (for use with multileg instruments)
C
Sell short
7
= "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
Undisclosed (valid for IOI and List Order messages only)
[233] StipulationType Values AMT = AMT (y/n)
AUTOREINV = Auto Reinvestment at or better
BANKQUAL = Bank qualified (y/n)
BGNCON = Bargain Conditions– see (234) for values
COUPON = Coupon range
CURRENCY = ISO Currency code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % Range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT = Valuation discount
INSURED = Insured (y/n)
ISSUE = Year or Year/Month of Issue (ex. 234=2002/09)
ISSUER = Issuer’s ticker
ISSUESIZE = issue size range
LOOKBACK = Lookback days
LOT = Explicit lot identifier
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT = Maturity Year and Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINQTY = Minimum quantity
MININCR = Minimum increment
MINDNOM = Minimum denomination
PAYFREQ = Payment frequency, calendar
PIECES = Number of Pieces
PMAX = Pools Maximum
PPM = Pools per Million
PPL = Pools per Lot
PPT = Pools per Trade
PRICE = Price range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type of redemption – values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (y/n)
SECTOR = Market sector
SECTYPE = SecurityType included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC = Weighted Average Coupon:value in percent (exact or range) plus ‘Gross’ or ‘Net’ of servicing spread (the default) (ex. 234=6.5- Net [minimum of 6.5% net of servicing fee])
WAL = Weighted Average Life Coupon: value in percent (exact or range)
WALA = Weighted Average Loan Age: value in months (exact or range)
WAM = Weighted Average Maturity : value in months (exact or range)
WHOLE = Whole Pool (y/n)
YIELD = Yield range
AMT ABS = AMT (y/n)
AUTOREINV
Absolute Prepayment Speed
WALA
= Auto Reinvestment at or better
BANKQUAL
Weighted Average Loan Age (value in months)
WAM
= Bank qualified (y/n)
BGNCON
Weighted Average Maturity (value in months)
CPR
= Bargain Conditions– see (234) for values
COUPON
Constant Prepayment Rate
HEP
= Coupon range
CURRENCY = ISO Currency code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % Range (ex. 234=CA 0-80 [minimum
final CPR of 80% California assets])
HAIRCUT
Home Equity Prepayment Curve
WAL
= Valuation discount
INSURED
Weighted Average Life (value in months)
MHP
= Insured (y/n)
ISSUE = Year or Year/Month
% of Issue (ex. 234=2002/09)
ISSUER
Manufactured Housing Prepayment Curve
SMM
= Issuer’s ticker
ISSUESIZE
Single Monthly Mortality
MPR
= issue size range
LOOKBACK
Monthly Prepayment Rate
PSA
= Lookback days
LOT
% of BMA Prepayment Curve
PPC
= Explicit lot identifier
% of Prospectus Prepayment Curve
CPP = Constant Prepayment Penalty
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
CPY = Constant Prepayment Yield
WAC = Weighted Average Coupon (value in percent)
ISSUE = Year of Issue
MAT = Maturity Year and Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINQTY = Minimum quantity
MININCR = Minimum increment
MINDNOM = Minimum denomination
PAYFREQ = Payment frequency, calendar
Year
PIECES = Number of Pieces
PMAX = Pools Maximum
PPM = Pools per Million
PPL = Pools per Lot
PPT = Pools per Trade
PRICE = Price range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type of redemption – values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (y/n)
SECTOR = Market sector
SECTYPE = SecurityType included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC GEOG = Weighted Average Coupon:value in percent (exact or range) plus ‘Gross’ or ‘Net’ of servicing spread (the default) (ex. 234=6.5- Net [minimum of 6.5% net of servicing fee])
WAL = Weighted Average Life Coupon: value in percent (exact or range)
WALA = Weighted Average Loan Age: value in months (exact or range)
WAM = Weighted Average Maturity : value in months (exact or range)
WHOLE = Whole Pool (y/n)
YIELD = Yield range
Geographics
[423] PriceType Values 1 = Percentage (e.g. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed Amount (absolute value)
4 = Discount – percentage points below par
5 = Premium – percentage points over par
6 = Spread
7 = TED price
8 = TED yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
3 = Fixed Amount (absolute value)
1 = Percentage Percentage
4 = discount - percentage points below par
6 = basis points relative to benchmark
7 = TED price (see "Volume 1 - Glossary")
8 = TED yield (see "Volume 1 - Glossary")
5 = premium - percentage points over par
2 = per share
(e.g. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e.
cents per share or contract)
3 = Fixed Amount (absolute value)
4 = Discount – percentage points below par
5 = Premium – percentage points over par
6 = Spread
7 = TED price
8 = TED yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
share)
[388] DiscretionInst Values 0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP
0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP
[18] ExecInst Values 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
0 = Stay on offerside
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of 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
H = Reinstate on System Failure (mutually exclusive with Q)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K)
K = Cancel on Trading Halt (mutually exclusive with L)
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
Q = Cancel on System Failure (mutually exclusive with H)
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
U = Customer Display Instruction (Rule11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try to Stop
Z = Cancel if Not Best
a = Trailing Stop Peg
b = Strict Limit (No Price Improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
1 Y = 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
0 = Stay on offerside
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of 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
H = Reinstate on System Failure (mutually exclusive with Q)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K)
K = Cancel on Trading Halt (mutually exclusive with L)
L = Last peg (last sale)
TryToStop
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
MidPrcPeg
P = Market peg
MarkPeg
Q = Cancel on System Failure (mutually exclusive with H)
CancelOnSysFail
R = Primary peg (primary market - buy at bid/sell at offer)
PrimPeg
S = Suspend
U = Customer Display Instruction (Rule11Ac1-1/4)
CustDispInst
V = Netting (for Forex)
Netting
W = Peg to VWAP
PegVWAP
X = Trade Along
Y
TradeAlong
D
= Try to Stop
Z
PercVol
0
= Cancel if Not Best
a
StayOffer
2
= Trailing Stop Peg
b
Work
4
= Strict Limit (No Price Improvement)
c
OverDay
5
= Ignore Price Validity Checks
d
Held
6
= Peg to Limit Price
e
PartNotInit
7
= Work to Target Strategy
StrictScale
8 = TryToScale
9 = StayBid
A = NoCross
O = OpenPeg
C = CallFirst
N = NonNego
E = DNI
F = DNR
G = AON
H = RestateOnSysFail
I = InstitOnly
J = RestateOnTradingHalt
K = CancelOnTradingHalt
L = LastPeg
3 = GoAlong
B = OkCross
1 = NotHeld

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[150] ExecType Reqd Optional OptionalMandatory
[378] ExecRestatementReason Values 0 = GT Corporate action
1 = GT renewal / restatement (no corporate action)
2 = Verbal change
3 = Repricing of order
4 = Broker option
5 = Partial decline of OrderQty (e.g. exchange-initiated partial cancel)
6 = Cancel on Trading Halt
7 = Cancel on System Failure
8 = Market (Exchange) Option
9 = Canceled, Not Best
10 = Warehouse recap
99 = Other
7 = Cancel on System Failure
0 = GT Corporate action
1 8 = GT renewal / restatement (no corporate action)
2
Market (Exchange) Option
6
= Verbal change
3 = Repricing of order
4 = Broker option
Cancel on Trading Halt
5 = Partial decline of OrderQty (e.g. exchange-initiated partial cancel)
6 4 = Cancel on Trading Halt
7
Broker option
3
= Cancel on System Failure
8
Repricing of order
1
= Market (Exchange) Option
9
GT renewal / restatement (no corporate action)
2
= Canceled, Not Best
10 = Warehouse recap
99 = Other
Verbal change
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[167] SecurityType Values FUT = Future
OPT = Option
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
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
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
BN = Bank Notes
BOX = Bill of Exchanges
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
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
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
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT CP = Future
OPT
Commercial Paper
VRDN
= Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO MIO = Certificate of Obligation
Mortgage Interest Only
COFP = Certificate of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax & Revenue Anticipation Note
VRDN
Time Deposit
GO
= Variable Rate Demand Note
General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Collective Investment Vehicle")
Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 B = Undisclosed (valid for IOI and List Order messages only)
As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
B 5 = "As Defined" (for use with multileg instruments)
C
Sell short
7
= "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
Undisclosed (valid for IOI and List Order messages only)
[447] PartyIDSource Values B = BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
5 = Chinese B Share (Shezhen and Shanghai)
8 = US Employer Identification Number
A = Australian Tax File Number
9 = Australian Business Number
E = ISO Country Code
B = BIC (Bank Identification Code—Swift CodeSwift managed) code (ISO 9362 - See "Appendix 6-B")
Appendix 6-B)
7 = US Social Security Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
6 = UK National Insurance or Pension Number
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
[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 – e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside 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
15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
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 14 = Entering Firm
Giveup Clearing Firm (firm to which trade is given up)
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 e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside firm)
14 4 = 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
(formerly FIX 4.2 ClearingFirm)
[577] ClearingInstruction Values 0 = process normally
1 = exclude from all netting
2 = bilateral netting only
3 = ex clearing
4 = special trade
5 = multilateral netting
6 = clear against central counterparty
7 = exclude from central counterparty
8 = Manual mode (pre-posting and/or pre-giveup)
9 = Automatic posting mode (trade posting to the position account number specified)
10 = Automatic give-up mode (trade give-up to the give-up destination number specified)
11 = Qualified Service Representative (QSR) -
12 = Customer Trade
13 = Self clearing
0 = process normally
1 = exclude from all netting
2 = bilateral netting only
3 = ex clearing
4 = special trade
5 = multilateral netting
6 = clear against central counterparty
7 = exclude from central counterparty
8 = Manual mode (pre-posting and/or pre-giveup)
5 = multilateral netting
9 = Automatic posting mode (trade posting to the position account number specified)
2 = bilateral netting only
6 = clear against central counterparty
10 = Automatic give-up mode (trade give-up to the give-up destination number specified)
11 4 = Qualified Service Representative (QSR) -
12
special trade
3
= Customer Trade
13 = Self
ex clearing
0 = process normally
7 = exclude from central counterparty
1 = exclude from all netting
[139] MiscFeeType Values 1 = Regulatory (e.g. SEC)
2 = Tax
3 = Local Commission
4 = Exchange Fees
5 = Stamp
6 = Levy
7 = Other
8 = Markup
9 = Consumption Tax
10 = Per transaction
11 = Conversion
12 = Agent
3 = Local Commission
4 = Exchange Fees
5 = Stamp
6 = Levy
7 = Other
8 = Markup
9 = Consumption Tax
1 = Regulatory (e.g. SEC)
2 = Tax
3 = Local Commission
4 = Exchange Fees
5 = Stamp
6 = Levy
7 = Other
8 = Markup
9 = Consumption Tax
10 = Per transaction
11 = Conversion
12 = Agent

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[537] QuoteType Values 0 = Indicative
1 = Tradeable
2 = Restricted Tradeable
3 = Counter (tradable)
0 = Indicative
1 = Tradeable
2 = Restricted Tradeable
3 = Counter (tradable)
[447] PartyIDSource Values B = BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
5 = Chinese B Share (Shezhen and Shanghai)
8 = US Employer Identification Number
A = Australian Tax File Number
9 = Australian Business Number
E = ISO Country Code
B = BIC (Bank Identification Code—Swift CodeSwift managed) code (ISO 9362 - See "Appendix 6-B")
Appendix 6-B)
7 = US Social Security Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
6 = UK National Insurance or Pension Number
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
[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 – e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside 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
15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
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 14 = Entering Firm
Giveup Clearing Firm (firm to which trade is given up)
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 e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside firm)
14 4 = 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
(formerly FIX 4.2 ClearingFirm)
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[167] SecurityType Values FUT = Future
OPT = Option
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
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
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
BN = Bank Notes
BOX = Bill of Exchanges
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
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
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
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT CP = Future
OPT
Commercial Paper
VRDN
= Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO MIO = Certificate of Obligation
Mortgage Interest Only
COFP = Certificate of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax & Revenue Anticipation Note
VRDN
Time Deposit
GO
= Variable Rate Demand Note
General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Collective Investment Vehicle")
Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[297] QuoteStatus Values 0 = Accepted
1 = Canceled for Symbol(s)
2 = Canceled for Security Type(s)
3 = Canceled for Underlying
4 = Canceled All
5 = Rejected
6 = Removed from Market
7 = Expired
8 = Query
9 = Quote Not Found
10 = Pending
11 = Pass
12 = Locked Market Warning
13 = Cross Market Warning
14 = Canceled due to lock market
15 = Canceled due to cross market
0 6 = Accepted
Removed from Market
1 = Canceled for Symbol(s)
10 = Pending
9 = Quote Not Found
8 = Query
7 = Expired
5 = Rejected
4 = Canceled All
3 = Canceled for Underlying
2 = Canceled for Security Type(s)
3 0 = Canceled for Underlying
4 = Canceled All
5 = Rejected
6 = Removed from Market
7 = Expired
8 = Query
9 = Quote Not Found
10 = Pending
11 = Pass
12 = Locked Market Warning
13 = Cross Market Warning
14 = Canceled due to lock market
15 = Canceled due to cross market
Accepted

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[167] SecurityType Values FUT = Future
OPT = Option
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
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
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
BN = Bank Notes
BOX = Bill of Exchanges
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
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
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
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT CP = Future
OPT
Commercial Paper
VRDN
= Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO MIO = Certificate of Obligation
Mortgage Interest Only
COFP = Certificate of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax & Revenue Anticipation Note
VRDN
Time Deposit
GO
= Variable Rate Demand Note
General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Collective Investment Vehicle")
Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
E = Sicovam
2 = SEDOL
1 = CUSIP
2 = SEDOL
3 = QUIK
4 F = ISIN number
5
Belgian
D
= RIC code
6
Valoren
C
= ISO Currency Code
7
Dutch
B
= ISO Country Code
8
Wertpapier
A
= Exchange Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A 8 = Bloomberg Exchange Symbol
B 7 = Wertpapier
C
ISO Country Code
6
= Dutch
D
ISO Currency Code
5
= Valoren
E
RIC code
4
= Sicovam
F = Belgian
ISIN number
G = "Common" Common (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
[460] Product Values 1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 = EQUITY
6 = GOVERNMENT
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
5 2 = EQUITY
COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
10 5 = MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
EQUITY
[167] SecurityType Values FUT = Future
OPT = Option
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
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
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
BN = Bank Notes
BOX = Bill of Exchanges
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
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
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
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT CP = Future
OPT
Commercial Paper
VRDN
= Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Variable Rate Demand Note
PEF PZFJ = Private Export Funding *
SUPRA
Plazos Fijos
PN
= USD Supranational Coupons *
CORP
Promissory Note
ONITE
= Corporate Bond
CPP
Overnight
MTN
= Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Medium Term Notes
YANK TECP = Yankee Corporate Bond
FOR
Tax Exempt Commercial Paper
AMENDED
= Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD LQN = Replaced
Liquidity Note
MATURED = Matured
AMENDED DN = Amended & Restated
Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP REPLACD = Commercial Paper
DN
Replaced
MT
= Deposit Notes
EUCD
Mandatory Tender
RVLVTRM
= Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO MIO = Certificate of Obligation
Mortgage Interest Only
COFP = Certificate of Participation
GO MBS = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP COFO = Tax Exempt Commercial Paper
TRAN
Certificate of Obligation
TD
= Tax & Revenue Anticipation Note
VRDN
Time Deposit
GO
= Variable Rate Demand Note
General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Collective Investment Vehicle")
Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[447] PartyIDSource Values B = BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
5 = Chinese B Share (Shezhen and Shanghai)
8 = US Employer Identification Number
A = Australian Tax File Number
9 = Australian Business Number
E = ISO Country Code
B = BIC (Bank Identification Code—Swift CodeSwift managed) code (ISO 9362 - See "Appendix 6-B")
Appendix 6-B)
7 = US Social Security Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
6 = UK National Insurance or Pension Number
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
[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 – e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside 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
15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
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 14 = Entering Firm
Giveup Clearing Firm (firm to which trade is given up)
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 e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside firm)
14 4 = 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
(formerly FIX 4.2 ClearingFirm)
[75] TradeDate Reqd Optional OptionalMandatory
[87] AllocStatus Values 0 = accepted (successfully processed)
1 = block level reject
2 = account level reject
3 = received (received, not yet processed)
4 = incomplete
5 = rejected by intermediary
0 = accepted (successfully processed)
1 = block level reject
rejected
2 = account level reject
partial accept
3 = received (received, not yet processed)
4 0 = incomplete
5 = rejected by intermediary
accepted (successfully processed)
[88] AllocRejCode Values 0 = unknown account(s)
1 = incorrect quantity
2 = incorrect average price
3 = unknown executing broker mnemonic
4 = commission difference
5 = unknown OrderID (37)
6 = unknown ListID (66)
7 = other (further in Note 58=)
8 = incorrect allocated quantity
9 = calculation difference
10 = unknown or stale ExecID (17)
11 = mismatched data value (further in Note 58=)
12 = unknown ClOrdID (11)
13 = warehouse request rejected
0 = unknown account(s)
6 = unknown ListID
3 = unknown executing broker mnemonic
5 = unknown OrderID
7 = other
4 = commission difference
1 = incorrect quantity
2 = incorrect average price
3 = unknown executing broker mnemonic
4 = commission difference
5 = unknown OrderID (37)
6 = unknown ListID (66)
7 = other (further in Note 58=)
8 = incorrect allocated quantity
9 = calculation difference
10 = unknown or stale ExecID (17)
11 = mismatched data value (further in Note 58=)
12 = unknown ClOrdID (11)
13 = warehouse request rejected

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 B = Undisclosed (valid for IOI and List Order messages only)
As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
A = Cross short exempt
B 5 = "As Defined" (for use with multileg instruments)
C
Sell short
7
= "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
Undisclosed (valid for IOI and List Order messages only)
[423] PriceType Values 1 = Percentage (e.g. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed Amount (absolute value)
4 = Discount – percentage points below par
5 = Premium – percentage points over par
6 = Spread
7 = TED price
8 = TED yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
3 = Fixed Amount (absolute value)
1 = Percentage Percentage
4 = discount - percentage points below par
6 = basis points relative to benchmark
7 = TED price (see "Volume 1 - Glossary")
8 = TED yield (see "Volume 1 - Glossary")
5 = premium - percentage points over par
2 = per share
(e.g. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e.
cents per share or contract)
3 = Fixed Amount (absolute value)
4 = Discount – percentage points below par
5 = Premium – percentage points over par
6 = Spread
7 = TED price
8 = TED yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
share)

Minor Differences (Just a quick look - development unlikely)

Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
Intro

The FIX 4.4 specification delivered enhancements over FIX 4.3 in the following areas:

  • Improved support for fixed income including Treasuries, Municipals, Corporates, Repos and Security Lending
  • Enhancements to Quoting messages to support fixed income negotiation process
  • Minor enhancements to single and muli-leg orders to support fixed income
  • Allocation model to support 2-party Fixed Income trading.
  • Enhanced Allocation and Trade Capture Report messaging to support 3rd party FI reporting.
  • Enhanced Allocation messaging for street-side listed futures and options. New 'allocation claim' or response messages.
  • Enhanced Trade Capture Report to support blocks and exchange for (off floor) reporting for listed futures and options.
  • Added new messages to support Position Maintenance.
  • Added new messages to support Assignment Reporting.
  • Cleaner Allocation messaging with AllocationInstruction and AllocationReport and their corresponding Ack messages
  • Move away from 'implicit' allocation confirmation towards explicit confirmation with new Confirmation messages
  • Improved 'ready-to-book' messaging using the allocation message set.
  • Improved SSI support with new SettlementInstructionsRequest message
  • Improved support for the concept of 'warehousing' which is applicable to certain markets.
  • Overall enhancements to Trade Capture Report messaging.
  • Overall enhancements to multi-leg instrument support.

The data presented here includes the 20020920 Errata which corrected a number of typographical errors or ambiguities in the original specification, and which introduced a number of new fields to address various omissions.

The FIX 4.4 3 specification delivered enhancements over FIX 4.3 2 in the following areas:

  • Improved areas:

    • Fixed Income product support
    • Collective Investment Vehicles (CIV) product (Mutual Funds, Unit Trusts, etc) support
    • Enhanced support for fixed income including Treasuries, Municipals, Corporates, Repos and Security Lending
    • Enhancements to Quoting messages to support fixed income negotiation process
    • Minor enhancements to single and muli-leg orders to support fixed income
    • Allocation model to support 2-party Fixed Income trading.
    • Enhanced Allocation and Trade Capture Report messaging to support 3rd party FI reporting.
    • Enhanced Allocation messaging for street-side listed futures and options. New 'allocation claim' or response messages.
    • Enhanced Trade Capture Report to support blocks and exchange for (off floor) reporting for listed futures and options.
    • Added new messages to support Position Maintenance.
    • Added new messages to support Assignment Reporting.
    • Cleaner Allocation messaging with AllocationInstruction and AllocationReport and their corresponding Ack messages
    • Move away from 'implicit' allocation confirmation towards explicit confirmation with new Confirmation messages
    • Improved 'ready-to-book' messaging using the allocation message set.
    • Improved SSI support with new SettlementInstructionsRequest message
    • Improved Derivatives products
    • Expanded support for the concept of 'warehousing' which is applicable to certain markets.
    • Overall enhancements to Trade Capture Report messaging.
    • Overall enhancements to Cross orders
    • Support for swaps and multi-leg instrument support.

    The orders

  • 'Streetside' trade capture reporting (e.g. sellside to DTC in U.S.)
  • Enhancements to security and trading session definition and requestsAdditional support for Asia/Pacific and Japanese requirements

The data presented here includes the 20020920 Errata which corrected a number of typographical errors or ambiguities in the original specification, and which introduced a number of new fields to address various omissions.

Message-Level Differences

Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
Intro The Sequence Reset message has two modes: Gap Fill mode and Reset mode. The Sequence Reset sequence reset message has two modes: Gap Fill mode and Reset mode.is used by the sending application to reset the incoming sequence number on the opposing side.

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Blacklined]
[28] IOITransType Values