Spec Comparison Results

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata

- vs -

Important Differences (Look closely - development may be required)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[55] Symbol Reqd Optional OptionalMandatory
[22] IDSource Values E = Sicovam
2 = SEDOL
1 = CUSIP
3 = QUIK
F = Belgian
D = Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
E 1 = Sicovam
CUSIP
2 = SEDOL
1 = CUSIP
3 = QUIK
F 4 = Belgian
D
ISIN number
5
= Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
RIC code
6 = ISO Currency Code
5 7 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
ISO Country Code
[167] SecurityType Values CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
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 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
CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Of Deposit
CL CMO = Call Loans
REPLACD
Collateralize Mortgage Obligation
CORP
= Replaced
MT
Corporate Bond
CP
= Mandatory Tender
RVLVTRM
Commercial Paper
CPP
= Revolver/Term Corporate Private Placement
CS = Common Stock
FHA = Federal Housing Authority
FHL = Federal Home
Loan
FN = Federal National Mortgage Association
FOR = Foreign Exchange Contract
FUT = Future
GN = Government National Mortgage Association
GOVT = Treasuries + Agency Debenture
MF = Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principle Only
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA
Pass-Thru
MUNI
= To be Announced
AN
Municipal Bond
NONE
= Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on
No ISITC Security Definition Request message)
WAR
Type
OPT
= Warrant
MF
Option
PS
= Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
Preferred Stock
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 SL = Foreign Exchange Contract
RAN
Student Loan Marketing Association
TD
= 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
Time Deposit
USTB = US Treasury Bill
TERM WAR = Term Loan
STRUCT
Warrant
ZOO
= Structured Notes
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[54] Side Values 6 = Sell short exempt
B = 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
5 = Sell short
7 = Undisclosed (valid for IOI and List Order messages only)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
B 7 = As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
Undisclosed (valid for IOI message only)
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
5 = Sell short
7 = Undisclosed (valid for IOI and List Order messages only)
[104] IOIQualifier Values O = At the open
X = Crossing opportunity
W = Indication - Working away
V = Versus
T = Through the day
S = Portfolio shown
R = Ready to trade
A = All or none
P = Taking a position
M = More behind
L = Limit
I = In touch with
D = VWAP (Volume Weighted Avg Price)
C = At the close (around/not held to close)
B = Market On Close (MOC) (held to close)
Q = At the Market (previously called Current Quote)
Y = At the Midpoint
Z = Pre-open
A = All or none
C = At the close
I = In touch with
L = Limit
M = More behind
O = At the open
X = Crossing opportunity
W = Indication - Working away
V = Versus
T = Through the day
S = Portfolio shown
R = Ready to trade
A = All or none
P = Taking a position
M = More behind
L = Limit
I = In touch with
D = VWAP (Volume Weighted Avg Price)
C = At the close (around/not held to close)
B = Market On Close (MOC) (held to close)
Q = At the Market (previously called Current Quote)
S = Portfolio show-n
T = Through the day
V = Versus
W = Indication - Working away
X = Crossing opportunity
Y = At the Midpoint
Z = Pre-open

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[55] Symbol Reqd Optional OptionalMandatory
[22] IDSource Values E = Sicovam
2 = SEDOL
1 = CUSIP
3 = QUIK
F = Belgian
D = Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
E 1 = Sicovam
CUSIP
2 = SEDOL
1 = CUSIP
3 = QUIK
F 4 = Belgian
D
ISIN number
5
= Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
RIC code
6 = ISO Currency Code
5 7 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
ISO Country Code
[167] SecurityType Values CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
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 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
CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Of Deposit
CL CMO = Call Loans
REPLACD
Collateralize Mortgage Obligation
CORP
= Replaced
MT
Corporate Bond
CP
= Mandatory Tender
RVLVTRM
Commercial Paper
CPP
= Revolver/Term Corporate Private Placement
CS = Common Stock
FHA = Federal Housing Authority
FHL = Federal Home
Loan
FN = Federal National Mortgage Association
FOR = Foreign Exchange Contract
FUT = Future
GN = Government National Mortgage Association
GOVT = Treasuries + Agency Debenture
MF = Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principle Only
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA
Pass-Thru
MUNI
= To be Announced
AN
Municipal Bond
NONE
= Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on
No ISITC Security Definition Request message)
WAR
Type
OPT
= Warrant
MF
Option
PS
= Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
Preferred Stock
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 SL = Foreign Exchange Contract
RAN
Student Loan Marketing Association
TD
= 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
Time Deposit
USTB = US Treasury Bill
TERM WAR = Term Loan
STRUCT
Warrant
ZOO
= Structured Notes
Cats, Tigers & Lions (a real code: US Treasury Receipts)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[39] OrdStatus Values 0 = New
1 = Partially filled
5 = Replaced (Removed/Replaced)
2 = Filled
6 = Pending Cancel (e.g. result of Order Cancel Request)
7 = Stopped
8 = Rejected
9 = Suspended
A = Pending New
B = Calculated
C = Expired
D = Accepted for bidding
E = Pending Replace (e.g. result of Order Cancel/Replace Request)
3 = Done for day
4 = Canceled
0 = New
1 = Partially filled
5 = Replaced (Removed/Replaced)
2 = Filled
3 = Done for day
4 = Canceled
5 = Replaced
6 = Pending Cancel (e.g. result of Order Cancel Request)
Cancel/Replace
7 = Stopped
8 = Rejected
9 = Suspended
A = Pending New
B = Calculated
C = Expired
D = Accepted for bidding
E = Pending Replace (e.g. result of Order Cancel/Replace Request)
3 = Done for day
4 = Canceled
[102] CxlRejReason Values 1 = Unknown order
0 = Too late to cancel
6 = Duplicate ClOrdID received
5 = OrigOrdModTime did not match last TransactTime of order
4 = Unable to process Order Mass Cancel Request
3 = Order already in Pending Cancel or Pending Replace status
2 = Broker / Exchange Option
1 = Unknown order
0 = Too late to cancel
6 1 = Duplicate ClOrdID received
5 = OrigOrdModTime did not match last TransactTime of
Unknown order
4 = Unable to process Order Mass Cancel Request
3 = Order already in Pending Cancel or Pending Replace status
2 = Broker / Exchange Option

Additional (Mandatory) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[434] CxlRejResponseTo (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[22] IDSource Values E = Sicovam
2 = SEDOL
1 = CUSIP
3 = QUIK
F = Belgian
D = Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
E 1 = Sicovam
CUSIP
2 = SEDOL
1 = CUSIP
3 = QUIK
F 4 = Belgian
D
ISIN number
5
= Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
RIC code
6 = ISO Currency Code
5 7 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
ISO Country Code
[167] SecurityType Values CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
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 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
CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Of Deposit
CL CMO = Call Loans
REPLACD
Collateralize Mortgage Obligation
CORP
= Replaced
MT
Corporate Bond
CP
= Mandatory Tender
RVLVTRM
Commercial Paper
CPP
= Revolver/Term Corporate Private Placement
CS = Common Stock
FHA = Federal Housing Authority
FHL = Federal Home
Loan
FN = Federal National Mortgage Association
FOR = Foreign Exchange Contract
FUT = Future
GN = Government National Mortgage Association
GOVT = Treasuries + Agency Debenture
MF = Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principle Only
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA
Pass-Thru
MUNI
= To be Announced
AN
Municipal Bond
NONE
= Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on
No ISITC Security Definition Request message)
WAR
Type
OPT
= Warrant
MF
Option
PS
= Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
Preferred Stock
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 SL = Foreign Exchange Contract
RAN
Student Loan Marketing Association
TD
= 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
Time Deposit
USTB = US Treasury Bill
TERM WAR = Term Loan
STRUCT
Warrant
ZOO
= Structured Notes
Cats, Tigers & Lions (a real code: US Treasury Receipts)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[22] IDSource Values E = Sicovam
2 = SEDOL
1 = CUSIP
3 = QUIK
F = Belgian
D = Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
E 1 = Sicovam
CUSIP
2 = SEDOL
1 = CUSIP
3 = QUIK
F 4 = Belgian
D
ISIN number
5
= Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
RIC code
6 = ISO Currency Code
5 7 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
ISO Country Code
[167] SecurityType Values CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
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 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
CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Of Deposit
CL CMO = Call Loans
REPLACD
Collateralize Mortgage Obligation
CORP
= Replaced
MT
Corporate Bond
CP
= Mandatory Tender
RVLVTRM
Commercial Paper
CPP
= Revolver/Term Corporate Private Placement
CS = Common Stock
FHA = Federal Housing Authority
FHL = Federal Home
Loan
FN = Federal National Mortgage Association
FOR = Foreign Exchange Contract
FUT = Future
GN = Government National Mortgage Association
GOVT = Treasuries + Agency Debenture
MF = Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principle Only
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA
Pass-Thru
MUNI
= To be Announced
AN
Municipal Bond
NONE
= Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on
No ISITC Security Definition Request message)
WAR
Type
OPT
= Warrant
MF
Option
PS
= Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
Preferred Stock
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 SL = Foreign Exchange Contract
RAN
Student Loan Marketing Association
TD
= 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
Time Deposit
USTB = US Treasury Bill
TERM WAR = Term Loan
STRUCT
Warrant
ZOO
= Structured Notes
Cats, Tigers & Lions (a real code: US Treasury Receipts)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[63] SettlmntTyp Values 5 = T+4
A = T+1
6 = Future
3 = T+2
2 = Next Day
8 = Sellers Option
1 = Cash
7 = When And If Issued
0 = Regular
9 = T+ 5
4 = T+3
5 0 = T+4
A
Regular
1
= T+1
6 = Future
3 = T+2
Cash
2 = Next Day
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When Issued
8 = Sellers Option
1 = Cash
7 = When And If Issued
0 = Regular
9 = T+ 5
4 = T+3
[18] ExecInst Values Y = TryToStop
M = MidPrcPeg
P = MarkPeg
Q = CancelOnSysFail
R = PrimPeg
S = Suspend
U = CustDispInst
V = Netting
W = PegVWAP
X = TradeAlong
D = PercVol
0 = StayOffer
2 = Work
4 = OverDay
5 = Held
6 = PartNotInit
7 = 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
Y 0 = TryToStop
Stay on offerside
1 = Not held
2 = Work
3 = Go along
4 = Over the day
5 = Held
6 = Participate don't initiate
7 = Strict scale
8 = Try to scale
9 = Stay on bidside
A = No cross (cross 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
I = Institutions only
L = Last peg (last sale)
M = MidPrcPeg
Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = MarkPeg
Q = CancelOnSysFail
Market peg
R = PrimPeg
Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
U = CustDispInst
Customer Display Instruction (Rule11Ac1-1/4)
V = Netting
W = PegVWAP
X = TradeAlong
D = PercVol
0 = StayOffer
2 = Work
4 = OverDay
5 = Held
6 = PartNotInit
7 = 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
Netting (for Forex)
[55] Symbol Reqd Optional OptionalMandatory
[22] IDSource Values E = Sicovam
2 = SEDOL
1 = CUSIP
3 = QUIK
F = Belgian
D = Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
E 1 = Sicovam
CUSIP
2 = SEDOL
1 = CUSIP
3 = QUIK
F 4 = Belgian
D
ISIN number
5
= Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
RIC code
6 = ISO Currency Code
5 7 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
ISO Country Code
[167] SecurityType Values CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
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 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
CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Of Deposit
CL CMO = Call Loans
REPLACD
Collateralize Mortgage Obligation
CORP
= Replaced
MT
Corporate Bond
CP
= Mandatory Tender
RVLVTRM
Commercial Paper
CPP
= Revolver/Term Corporate Private Placement
CS = Common Stock
FHA = Federal Housing Authority
FHL = Federal Home
Loan
FN = Federal National Mortgage Association
FOR = Foreign Exchange Contract
FUT = Future
GN = Government National Mortgage Association
GOVT = Treasuries + Agency Debenture
MF = Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principle Only
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA
Pass-Thru
MUNI
= To be Announced
AN
Municipal Bond
NONE
= Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on
No ISITC Security Definition Request message)
WAR
Type
OPT
= Warrant
MF
Option
PS
= Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
Preferred Stock
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 SL = Foreign Exchange Contract
RAN
Student Loan Marketing Association
TD
= 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
Time Deposit
USTB = US Treasury Bill
TERM WAR = Term Loan
STRUCT
Warrant
ZOO
= Structured Notes
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[54] Side Values 6 = Sell short exempt
B = 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
5 = Sell short
7 = Undisclosed (valid for IOI and List Order messages only)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
B 7 = As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
Undisclosed (valid for IOI message only)
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
5 = Sell short
7 = Undisclosed (valid for IOI and List Order messages only)
[40] OrdType Values D = Previously quoted
2 = Limit
3 = Stop
4 = Stop limit
5 = Market on close (Deprecated)
6 = With or without
7 = Limit or better
8 = Limit with or without
9 = On basis
A = On close (Deprecated)
1 = Market
C = Forex - Market (Deprecated)
F = Forex - Limit (Deprecated)
E = Previously indicated
G = Forex - Swap
I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan)
J = Market If Touched (MIT)
K = Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price)
L = Previous Fund Valuation Point (Historic pricing) (for CIV)
M = Next Fund Valuation Point (Forward pricing) (for CIV)
P = Pegged
B = Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)
D 1 = Previously quoted
Market
2 = Limit
3 = Stop
4 = Stop limit
5 = Market on close (Deprecated)
close
6 = With or without
7 = Limit or better
8 = Limit with or without
9 = On basis
A = On close (Deprecated)
1
close
B
= Market
Limit on close
C = Forex - Market (Deprecated)
F
Market
D
= Forex - Limit (Deprecated)
Previously quoted
E = Previously indicated
F = Forex - Limit
G = Forex - Swap
I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan)
J = Market If Touched (MIT)
K = Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price)
L = Previous Fund Valuation Point (Historic pricing) (for CIV)
M = Next Fund Valuation Point (Forward pricing) (for CIV)
P = Pegged
B = Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)
Quoted
P = Pegged (requires ExecInst = L, R, M, P or O)
[59] TimeInForce Values 7 = At the Close
0 = Day
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate or Cancel (IOC)
4 = Fill or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date
7 = At the Close
0 = Day
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate or Cancel (IOC)
(OC)
4 = Fill or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date
[77] OpenClose Values F = FIFO
R = Rolled
C = Close
O = Open
F = FIFO
R = Rolled
C = Close
O = Open

Additional (Mandatory) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[60] TransactTime (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[63] SettlmntTyp Values 5 = T+4
A = T+1
6 = Future
3 = T+2
2 = Next Day
8 = Sellers Option
1 = Cash
7 = When And If Issued
0 = Regular
9 = T+ 5
4 = T+3
5 0 = T+4
A
Regular
1
= T+1
6 = Future
3 = T+2
Cash
2 = Next Day
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When Issued
8 = Sellers Option
1 = Cash
7 = When And If Issued
0 = Regular
9 = T+ 5
4 = T+3
[21] HandlInst Reqd Optional OptionalMandatory
[18] ExecInst Values Y = TryToStop
M = MidPrcPeg
P = MarkPeg
Q = CancelOnSysFail
R = PrimPeg
S = Suspend
U = CustDispInst
V = Netting
W = PegVWAP
X = TradeAlong
D = PercVol
0 = StayOffer
2 = Work
4 = OverDay
5 = Held
6 = PartNotInit
7 = 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
Y 0 = TryToStop
Stay on offerside
1 = Not held
2 = Work
3 = Go along
4 = Over the day
5 = Held
6 = Participate don't initiate
7 = Strict scale
8 = Try to scale
9 = Stay on bidside
A = No cross (cross 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
I = Institutions only
L = Last peg (last sale)
M = MidPrcPeg
Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = MarkPeg
Q = CancelOnSysFail
Market peg
R = PrimPeg
Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
U = CustDispInst
Customer Display Instruction (Rule11Ac1-1/4)
V = Netting
W = PegVWAP
X = TradeAlong
D = PercVol
0 = StayOffer
2 = Work
4 = OverDay
5 = Held
6 = PartNotInit
7 = 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
Netting (for Forex)
[55] Symbol Reqd Optional OptionalMandatory
[22] IDSource Values E = Sicovam
2 = SEDOL
1 = CUSIP
3 = QUIK
F = Belgian
D = Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
E 1 = Sicovam
CUSIP
2 = SEDOL
1 = CUSIP
3 = QUIK
F 4 = Belgian
D
ISIN number
5
= Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
RIC code
6 = ISO Currency Code
5 7 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
ISO Country Code
[167] SecurityType Values CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
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 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
CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Of Deposit
CL CMO = Call Loans
REPLACD
Collateralize Mortgage Obligation
CORP
= Replaced
MT
Corporate Bond
CP
= Mandatory Tender
RVLVTRM
Commercial Paper
CPP
= Revolver/Term Corporate Private Placement
CS = Common Stock
FHA = Federal Housing Authority
FHL = Federal Home
Loan
FN = Federal National Mortgage Association
FOR = Foreign Exchange Contract
FUT = Future
GN = Government National Mortgage Association
GOVT = Treasuries + Agency Debenture
MF = Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principle Only
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA
Pass-Thru
MUNI
= To be Announced
AN
Municipal Bond
NONE
= Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on
No ISITC Security Definition Request message)
WAR
Type
OPT
= Warrant
MF
Option
PS
= Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
Preferred Stock
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 SL = Foreign Exchange Contract
RAN
Student Loan Marketing Association
TD
= 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
Time Deposit
USTB = US Treasury Bill
TERM WAR = Term Loan
STRUCT
Warrant
ZOO
= Structured Notes
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[54] Side Values 6 = Sell short exempt
B = 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
5 = Sell short
7 = Undisclosed (valid for IOI and List Order messages only)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
B 7 = As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
Undisclosed (valid for IOI message only)
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
5 = Sell short
7 = Undisclosed (valid for IOI and List Order messages only)
[38] OrderQty Reqd Optional OptionalMandatory
[40] OrdType Reqd Optional OptionalMandatory
[40] OrdType Values D = Previously quoted
2 = Limit
3 = Stop
4 = Stop limit
5 = Market on close (Deprecated)
6 = With or without
7 = Limit or better
8 = Limit with or without
9 = On basis
A = On close (Deprecated)
1 = Market
C = Forex - Market (Deprecated)
F = Forex - Limit (Deprecated)
E = Previously indicated
G = Forex - Swap
I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan)
J = Market If Touched (MIT)
K = Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price)
L = Previous Fund Valuation Point (Historic pricing) (for CIV)
M = Next Fund Valuation Point (Forward pricing) (for CIV)
P = Pegged
B = Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)
D 1 = Previously quoted
Market
2 = Limit
3 = Stop
4 = Stop limit
5 = Market on close (Deprecated)
close
6 = With or without
7 = Limit or better
8 = Limit with or without
9 = On basis
A = On close (Deprecated)
1
close
B
= Market
Limit on close
C = Forex - Market (Deprecated)
F
Market
D
= Forex - Limit (Deprecated)
Previously quoted
E = Previously indicated
F = Forex - Limit
G = Forex - Swap
I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan)
J = Market If Touched (MIT)
K = Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price)
L = Previous Fund Valuation Point (Historic pricing) (for CIV)
M = Next Fund Valuation Point (Forward pricing) (for CIV)
P = Pegged
B = Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)
Quoted
P = Pegged (requires ExecInst = L, R, M, P or O)
[59] TimeInForce Values 7 = At the Close
0 = Day
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate or Cancel (IOC)
4 = Fill or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date
7 = At the Close
0 = Day
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate or Cancel (IOC)
(OC)
4 = Fill or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date
[77] OpenClose Values F = FIFO
R = Rolled
C = Close
O = Open
F = FIFO
R = Rolled
C = Close
O = Open

Additional (Mandatory) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[394] BidType (Mandatory)
[73] NoOrders (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[55] Symbol Reqd Optional OptionalMandatory
[22] IDSource Values E = Sicovam
2 = SEDOL
1 = CUSIP
3 = QUIK
F = Belgian
D = Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
E 1 = Sicovam
CUSIP
2 = SEDOL
1 = CUSIP
3 = QUIK
F 4 = Belgian
D
ISIN number
5
= Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
RIC code
6 = ISO Currency Code
5 7 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
ISO Country Code
[167] SecurityType Values CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
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 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
CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Of Deposit
CL CMO = Call Loans
REPLACD
Collateralize Mortgage Obligation
CORP
= Replaced
MT
Corporate Bond
CP
= Mandatory Tender
RVLVTRM
Commercial Paper
CPP
= Revolver/Term Corporate Private Placement
CS = Common Stock
FHA = Federal Housing Authority
FHL = Federal Home
Loan
FN = Federal National Mortgage Association
FOR = Foreign Exchange Contract
FUT = Future
GN = Government National Mortgage Association
GOVT = Treasuries + Agency Debenture
MF = Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principle Only
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA
Pass-Thru
MUNI
= To be Announced
AN
Municipal Bond
NONE
= Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on
No ISITC Security Definition Request message)
WAR
Type
OPT
= Warrant
MF
Option
PS
= Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
Preferred Stock
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 SL = Foreign Exchange Contract
RAN
Student Loan Marketing Association
TD
= 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
Time Deposit
USTB = US Treasury Bill
TERM WAR = Term Loan
STRUCT
Warrant
ZOO
= Structured Notes
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[54] Side Values 6 = Sell short exempt
B = 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
5 = Sell short
7 = Undisclosed (valid for IOI and List Order messages only)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
B 7 = As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
Undisclosed (valid for IOI message only)
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
5 = Sell short
7 = Undisclosed (valid for IOI and List Order messages only)

Additional (Mandatory) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[60] TransactTime (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[63] SettlmntTyp Values 5 = T+4
A = T+1
6 = Future
3 = T+2
2 = Next Day
8 = Sellers Option
1 = Cash
7 = When And If Issued
0 = Regular
9 = T+ 5
4 = T+3
5 0 = T+4
A
Regular
1
= T+1
6 = Future
3 = T+2
Cash
2 = Next Day
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When Issued
8 = Sellers Option
1 = Cash
7 = When And If Issued
0 = Regular
9 = T+ 5
4 = T+3
[18] ExecInst Values Y = TryToStop
M = MidPrcPeg
P = MarkPeg
Q = CancelOnSysFail
R = PrimPeg
S = Suspend
U = CustDispInst
V = Netting
W = PegVWAP
X = TradeAlong
D = PercVol
0 = StayOffer
2 = Work
4 = OverDay
5 = Held
6 = PartNotInit
7 = 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
Y 0 = TryToStop
Stay on offerside
1 = Not held
2 = Work
3 = Go along
4 = Over the day
5 = Held
6 = Participate don't initiate
7 = Strict scale
8 = Try to scale
9 = Stay on bidside
A = No cross (cross 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
I = Institutions only
L = Last peg (last sale)
M = MidPrcPeg
Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = MarkPeg
Q = CancelOnSysFail
Market peg
R = PrimPeg
Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
U = CustDispInst
Customer Display Instruction (Rule11Ac1-1/4)
V = Netting
W = PegVWAP
X = TradeAlong
D = PercVol
0 = StayOffer
2 = Work
4 = OverDay
5 = Held
6 = PartNotInit
7 = 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
Netting (for Forex)
[55] Symbol Reqd Optional OptionalMandatory
[22] IDSource Values E = Sicovam
2 = SEDOL
1 = CUSIP
3 = QUIK
F = Belgian
D = Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
E 1 = Sicovam
CUSIP
2 = SEDOL
1 = CUSIP
3 = QUIK
F 4 = Belgian
D
ISIN number
5
= Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
RIC code
6 = ISO Currency Code
5 7 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
ISO Country Code
[167] SecurityType Values CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
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 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
CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Of Deposit
CL CMO = Call Loans
REPLACD
Collateralize Mortgage Obligation
CORP
= Replaced
MT
Corporate Bond
CP
= Mandatory Tender
RVLVTRM
Commercial Paper
CPP
= Revolver/Term Corporate Private Placement
CS = Common Stock
FHA = Federal Housing Authority
FHL = Federal Home
Loan
FN = Federal National Mortgage Association
FOR = Foreign Exchange Contract
FUT = Future
GN = Government National Mortgage Association
GOVT = Treasuries + Agency Debenture
MF = Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principle Only
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA
Pass-Thru
MUNI
= To be Announced
AN
Municipal Bond
NONE
= Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on
No ISITC Security Definition Request message)
WAR
Type
OPT
= Warrant
MF
Option
PS
= Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
Preferred Stock
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 SL = Foreign Exchange Contract
RAN
Student Loan Marketing Association
TD
= 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
Time Deposit
USTB = US Treasury Bill
TERM WAR = Term Loan
STRUCT
Warrant
ZOO
= Structured Notes
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[54] Side Values 6 = Sell short exempt
B = 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
5 = Sell short
7 = Undisclosed (valid for IOI and List Order messages only)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
B 7 = As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
Undisclosed (valid for IOI message only)
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
5 = Sell short
7 = Undisclosed (valid for IOI and List Order messages only)
[40] OrdType Values D = Previously quoted
2 = Limit
3 = Stop
4 = Stop limit
5 = Market on close (Deprecated)
6 = With or without
7 = Limit or better
8 = Limit with or without
9 = On basis
A = On close (Deprecated)
1 = Market
C = Forex - Market (Deprecated)
F = Forex - Limit (Deprecated)
E = Previously indicated
G = Forex - Swap
I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan)
J = Market If Touched (MIT)
K = Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price)
L = Previous Fund Valuation Point (Historic pricing) (for CIV)
M = Next Fund Valuation Point (Forward pricing) (for CIV)
P = Pegged
B = Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)
D 1 = Previously quoted
Market
2 = Limit
3 = Stop
4 = Stop limit
5 = Market on close (Deprecated)
close
6 = With or without
7 = Limit or better
8 = Limit with or without
9 = On basis
A = On close (Deprecated)
1
close
B
= Market
Limit on close
C = Forex - Market (Deprecated)
F
Market
D
= Forex - Limit (Deprecated)
Previously quoted
E = Previously indicated
F = Forex - Limit
G = Forex - Swap
I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan)
J = Market If Touched (MIT)
K = Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price)
L = Previous Fund Valuation Point (Historic pricing) (for CIV)
M = Next Fund Valuation Point (Forward pricing) (for CIV)
P = Pegged
B = Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)
Quoted
P = Pegged (requires ExecInst = L, R, M, P or O)
[59] TimeInForce Values 7 = At the Close
0 = Day
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate or Cancel (IOC)
4 = Fill or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date
7 = At the Close
0 = Day
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate or Cancel (IOC)
(OC)
4 = Fill or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date
[77] OpenClose Values F = FIFO
R = Rolled
C = Close
O = Open
F = FIFO
R = Rolled
C = Close
O = Open

Additional (Mandatory) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[60] TransactTime (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[55] Symbol Reqd Optional OptionalMandatory
[22] IDSource Values E = Sicovam
2 = SEDOL
1 = CUSIP
3 = QUIK
F = Belgian
D = Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
E 1 = Sicovam
CUSIP
2 = SEDOL
1 = CUSIP
3 = QUIK
F 4 = Belgian
D
ISIN number
5
= Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
RIC code
6 = ISO Currency Code
5 7 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
ISO Country Code
[167] SecurityType Values CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
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 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
CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Of Deposit
CL CMO = Call Loans
REPLACD
Collateralize Mortgage Obligation
CORP
= Replaced
MT
Corporate Bond
CP
= Mandatory Tender
RVLVTRM
Commercial Paper
CPP
= Revolver/Term Corporate Private Placement
CS = Common Stock
FHA = Federal Housing Authority
FHL = Federal Home
Loan
FN = Federal National Mortgage Association
FOR = Foreign Exchange Contract
FUT = Future
GN = Government National Mortgage Association
GOVT = Treasuries + Agency Debenture
MF = Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principle Only
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA
Pass-Thru
MUNI
= To be Announced
AN
Municipal Bond
NONE
= Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on
No ISITC Security Definition Request message)
WAR
Type
OPT
= Warrant
MF
Option
PS
= Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
Preferred Stock
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 SL = Foreign Exchange Contract
RAN
Student Loan Marketing Association
TD
= 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
Time Deposit
USTB = US Treasury Bill
TERM WAR = Term Loan
STRUCT
Warrant
ZOO
= Structured Notes
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[54] Side Values 6 = Sell short exempt
B = 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
5 = Sell short
7 = Undisclosed (valid for IOI and List Order messages only)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
B 7 = As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
Undisclosed (valid for IOI message only)
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
5 = Sell short
7 = Undisclosed (valid for IOI and List Order messages only)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[71] AllocTransType Values 5 = Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney) (Removed/Replaced)
4 = Calculated (includes MiscFees and NetMoney) (Removed/Replaced)
3 = Preliminary (without MiscFees and NetMoney) (Removed/Replaced)
2 = Cancel
1 = Replace
0 = New
5 0 = Calculated without New
1 = Replace
2 = Cancel
3 =
Preliminary (sent unsolicited by broker, includes (without MiscFees and NetMoney) (Removed/Replaced)
NetMoney)
4 = Calculated (includes MiscFees and NetMoney) (Removed/Replaced)
3 = Preliminary (without MiscFees and NetMoney) (Removed/Replaced)
2 = Cancel
1 = Replace
0 = New
NetMoney)
[54] Side Values 6 = Sell short exempt
B = 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
5 = Sell short
7 = Undisclosed (valid for IOI and List Order messages only)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
B 7 = As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
Undisclosed (valid for IOI message only)
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
5 = Sell short
7 = Undisclosed (valid for IOI and List Order messages only)
[55] Symbol Reqd Optional OptionalMandatory
[22] IDSource Values E = Sicovam
2 = SEDOL
1 = CUSIP
3 = QUIK
F = Belgian
D = Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
E 1 = Sicovam
CUSIP
2 = SEDOL
1 = CUSIP
3 = QUIK
F 4 = Belgian
D
ISIN number
5
= Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
RIC code
6 = ISO Currency Code
5 7 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
ISO Country Code
[167] SecurityType Values CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
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 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
CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Of Deposit
CL CMO = Call Loans
REPLACD
Collateralize Mortgage Obligation
CORP
= Replaced
MT
Corporate Bond
CP
= Mandatory Tender
RVLVTRM
Commercial Paper
CPP
= Revolver/Term Corporate Private Placement
CS = Common Stock
FHA = Federal Housing Authority
FHL = Federal Home
Loan
FN = Federal National Mortgage Association
FOR = Foreign Exchange Contract
FUT = Future
GN = Government National Mortgage Association
GOVT = Treasuries + Agency Debenture
MF = Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principle Only
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA
Pass-Thru
MUNI
= To be Announced
AN
Municipal Bond
NONE
= Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on
No ISITC Security Definition Request message)
WAR
Type
OPT
= Warrant
MF
Option
PS
= Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
Preferred Stock
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 SL = Foreign Exchange Contract
RAN
Student Loan Marketing Association
TD
= 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
Time Deposit
USTB = US Treasury Bill
TERM WAR = Term Loan
STRUCT
Warrant
ZOO
= Structured Notes
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[63] SettlmntTyp Values 5 = T+4
A = T+1
6 = Future
3 = T+2
2 = Next Day
8 = Sellers Option
1 = Cash
7 = When And If Issued
0 = Regular
9 = T+ 5
4 = T+3
5 0 = T+4
A
Regular
1
= T+1
6 = Future
3 = T+2
Cash
2 = Next Day
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When Issued
8 = Sellers Option
1 = Cash
7 = When And If Issued
0 = Regular
9 = T+ 5
4 = T+3
[77] OpenClose Values F = FIFO
R = Rolled
C = Close
O = Open
F = FIFO
R = Rolled
C = Close
O = Open
[80] AllocShares Reqd Optional OptionalMandatory
[156] SettlCurrFxRateCalc Values D = Divide
M = Multiply
D = Divide
M = Multiply
[160] SettlInstMode Values 0 = Default
4 = Specific Order for a single account (for CIV)
3 = Specific Allocation Account Standing
1 = Standing Instructions Provided
2 = Specific Allocation Account Overriding
0 = Default
4 = Specific Order for a single account (for CIV)
3 = Specific Allocation Account Standing
1 = Standing Instructions Provided
2 = Specific Allocation Account Overriding
3 = Specific Allocation Account Standing
[139] MiscFeeType Values 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
1 = Regulatory (e.g. SEC)
2 = Tax
3 = Local Commission
4 = Exchange Fees
5 = Stamp
6 = Levy
7 = Other
8 = Markup

Additional (Mandatory) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[626] AllocType (Mandatory)

Additional (Mandatory) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[60] TransactTime (Mandatory)

Additional (Mandatory) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[60] TransactTime (Mandatory)

Additional (Mandatory) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[429] ListStatusType (Mandatory)
[431] ListOrderStatus (Mandatory)
[68] TotNoOrders (Mandatory)
[39] OrdStatus (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[55] Symbol Reqd Optional OptionalMandatory
[22] IDSource Values E = Sicovam
2 = SEDOL
1 = CUSIP
3 = QUIK
F = Belgian
D = Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
E 1 = Sicovam
CUSIP
2 = SEDOL
1 = CUSIP
3 = QUIK
F 4 = Belgian
D
ISIN number
5
= Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
RIC code
6 = ISO Currency Code
5 7 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
ISO Country Code
[167] SecurityType Values CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
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 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
CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Of Deposit
CL CMO = Call Loans
REPLACD
Collateralize Mortgage Obligation
CORP
= Replaced
MT
Corporate Bond
CP
= Mandatory Tender
RVLVTRM
Commercial Paper
CPP
= Revolver/Term Corporate Private Placement
CS = Common Stock
FHA = Federal Housing Authority
FHL = Federal Home
Loan
FN = Federal National Mortgage Association
FOR = Foreign Exchange Contract
FUT = Future
GN = Government National Mortgage Association
GOVT = Treasuries + Agency Debenture
MF = Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principle Only
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA
Pass-Thru
MUNI
= To be Announced
AN
Municipal Bond
NONE
= Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on
No ISITC Security Definition Request message)
WAR
Type
OPT
= Warrant
MF
Option
PS
= Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
Preferred Stock
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 SL = Foreign Exchange Contract
RAN
Student Loan Marketing Association
TD
= 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
Time Deposit
USTB = US Treasury Bill
TERM WAR = Term Loan
STRUCT
Warrant
ZOO
= Structured Notes
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[54] Side Values 6 = Sell short exempt
B = 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
5 = Sell short
7 = Undisclosed (valid for IOI and List Order messages only)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
B 7 = As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
Undisclosed (valid for IOI message only)
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
5 = Sell short
7 = Undisclosed (valid for IOI and List Order messages only)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[55] Symbol Reqd Optional OptionalMandatory
[22] IDSource Values E = Sicovam
2 = SEDOL
1 = CUSIP
3 = QUIK
F = Belgian
D = Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
E 1 = Sicovam
CUSIP
2 = SEDOL
1 = CUSIP
3 = QUIK
F 4 = Belgian
D
ISIN number
5
= Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
RIC code
6 = ISO Currency Code
5 7 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
ISO Country Code
[167] SecurityType Values CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
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 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
CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Of Deposit
CL CMO = Call Loans
REPLACD
Collateralize Mortgage Obligation
CORP
= Replaced
MT
Corporate Bond
CP
= Mandatory Tender
RVLVTRM
Commercial Paper
CPP
= Revolver/Term Corporate Private Placement
CS = Common Stock
FHA = Federal Housing Authority
FHL = Federal Home
Loan
FN = Federal National Mortgage Association
FOR = Foreign Exchange Contract
FUT = Future
GN = Government National Mortgage Association
GOVT = Treasuries + Agency Debenture
MF = Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principle Only
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA
Pass-Thru
MUNI
= To be Announced
AN
Municipal Bond
NONE
= Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on
No ISITC Security Definition Request message)
WAR
Type
OPT
= Warrant
MF
Option
PS
= Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
Preferred Stock
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 SL = Foreign Exchange Contract
RAN
Student Loan Marketing Association
TD
= 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
Time Deposit
USTB = US Treasury Bill
TERM WAR = Term Loan
STRUCT
Warrant
ZOO
= Structured Notes
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[54] Side Values 6 = Sell short exempt
B = 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
5 = Sell short
7 = Undisclosed (valid for IOI and List Order messages only)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
B 7 = As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
Undisclosed (valid for IOI message only)
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
5 = Sell short
7 = Undisclosed (valid for IOI and List Order messages only)
[40] OrdType Values D = Previously quoted
2 = Limit
3 = Stop
4 = Stop limit
5 = Market on close (Deprecated)
6 = With or without
7 = Limit or better
8 = Limit with or without
9 = On basis
A = On close (Deprecated)
1 = Market
C = Forex - Market (Deprecated)
F = Forex - Limit (Deprecated)
E = Previously indicated
G = Forex - Swap
I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan)
J = Market If Touched (MIT)
K = Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price)
L = Previous Fund Valuation Point (Historic pricing) (for CIV)
M = Next Fund Valuation Point (Forward pricing) (for CIV)
P = Pegged
B = Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)
D 1 = Previously quoted
Market
2 = Limit
3 = Stop
4 = Stop limit
5 = Market on close (Deprecated)
close
6 = With or without
7 = Limit or better
8 = Limit with or without
9 = On basis
A = On close (Deprecated)
1
close
B
= Market
Limit on close
C = Forex - Market (Deprecated)
F
Market
D
= Forex - Limit (Deprecated)
Previously quoted
E = Previously indicated
F = Forex - Limit
G = Forex - Swap
I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan)
J = Market If Touched (MIT)
K = Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price)
L = Previous Fund Valuation Point (Historic pricing) (for CIV)
M = Next Fund Valuation Point (Forward pricing) (for CIV)
P = Pegged
B = Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)
Quoted
P = Pegged (requires ExecInst = L, R, M, P or O)

Additional (Mandatory) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[146] NoRelatedSym (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[55] Symbol Reqd Optional OptionalMandatory
[22] IDSource Values E = Sicovam
2 = SEDOL
1 = CUSIP
3 = QUIK
F = Belgian
D = Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
E 1 = Sicovam
CUSIP
2 = SEDOL
1 = CUSIP
3 = QUIK
F 4 = Belgian
D
ISIN number
5
= Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
RIC code
6 = ISO Currency Code
5 7 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
ISO Country Code
[167] SecurityType Values CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
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 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
CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Of Deposit
CL CMO = Call Loans
REPLACD
Collateralize Mortgage Obligation
CORP
= Replaced
MT
Corporate Bond
CP
= Mandatory Tender
RVLVTRM
Commercial Paper
CPP
= Revolver/Term Corporate Private Placement
CS = Common Stock
FHA = Federal Housing Authority
FHL = Federal Home
Loan
FN = Federal National Mortgage Association
FOR = Foreign Exchange Contract
FUT = Future
GN = Government National Mortgage Association
GOVT = Treasuries + Agency Debenture
MF = Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principle Only
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA
Pass-Thru
MUNI
= To be Announced
AN
Municipal Bond
NONE
= Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on
No ISITC Security Definition Request message)
WAR
Type
OPT
= Warrant
MF
Option
PS
= Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
Preferred Stock
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 SL = Foreign Exchange Contract
RAN
Student Loan Marketing Association
TD
= 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
Time Deposit
USTB = US Treasury Bill
TERM WAR = Term Loan
STRUCT
Warrant
ZOO
= Structured Notes
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[40] OrdType Values D = Previously quoted
2 = Limit
3 = Stop
4 = Stop limit
5 = Market on close (Deprecated)
6 = With or without
7 = Limit or better
8 = Limit with or without
9 = On basis
A = On close (Deprecated)
1 = Market
C = Forex - Market (Deprecated)
F = Forex - Limit (Deprecated)
E = Previously indicated
G = Forex - Swap
I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan)
J = Market If Touched (MIT)
K = Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price)
L = Previous Fund Valuation Point (Historic pricing) (for CIV)
M = Next Fund Valuation Point (Forward pricing) (for CIV)
P = Pegged
B = Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)
D 1 = Previously quoted
Market
2 = Limit
3 = Stop
4 = Stop limit
5 = Market on close (Deprecated)
close
6 = With or without
7 = Limit or better
8 = Limit with or without
9 = On basis
A = On close (Deprecated)
1
close
B
= Market
Limit on close
C = Forex - Market (Deprecated)
F
Market
D
= Forex - Limit (Deprecated)
Previously quoted
E = Previously indicated
F = Forex - Limit
G = Forex - Swap
I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan)
J = Market If Touched (MIT)
K = Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price)
L = Previous Fund Valuation Point (Historic pricing) (for CIV)
M = Next Fund Valuation Point (Forward pricing) (for CIV)
P = Pegged
B = Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)
Quoted
P = Pegged (requires ExecInst = L, R, M, P or O)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[160] SettlInstMode Values 0 = Default
4 = Specific Order for a single account (for CIV)
3 = Specific Allocation Account Standing
1 = Standing Instructions Provided
2 = Specific Allocation Account Overriding
0 = Default
4 = Specific Order for a single account (for CIV)
3 = Specific Allocation Account Standing
1 = Standing Instructions Provided
2 = Specific Allocation Account Overriding
3 = Specific Allocation Account Standing
[165] SettlInstSource Values 2 = Institutions Instructions
3 = Investor (e.g. CIV use)
1 = Brokers Instructions
1 = Brokers Instructions
2 = Institutions Instructions
3 = Investor (e.g. CIV use)
1 = Brokers Instructions
[54] Side Values 6 = Sell short exempt
B = 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
5 = Sell short
7 = Undisclosed (valid for IOI and List Order messages only)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
B 7 = As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
Undisclosed (valid for IOI message only)
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
5 = Sell short
7 = Undisclosed (valid for IOI and List Order messages only)
[167] SecurityType Values CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
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 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
CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Of Deposit
CL CMO = Call Loans
REPLACD
Collateralize Mortgage Obligation
CORP
= Replaced
MT
Corporate Bond
CP
= Mandatory Tender
RVLVTRM
Commercial Paper
CPP
= Revolver/Term Corporate Private Placement
CS = Common Stock
FHA = Federal Housing Authority
FHL = Federal Home
Loan
FN = Federal National Mortgage Association
FOR = Foreign Exchange Contract
FUT = Future
GN = Government National Mortgage Association
GOVT = Treasuries + Agency Debenture
MF = Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principle Only
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA
Pass-Thru
MUNI
= To be Announced
AN
Municipal Bond
NONE
= Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on
No ISITC Security Definition Request message)
WAR
Type
OPT
= Warrant
MF
Option
PS
= Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
Preferred Stock
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 SL = Foreign Exchange Contract
RAN
Student Loan Marketing Association
TD
= 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
Time Deposit
USTB = US Treasury Bill
TERM WAR = Term Loan
STRUCT
Warrant
ZOO
= Structured Notes
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[172] SettlDeliveryType Values 1 = Free
0 = Versus Payment
1 = Free
0 = Versus Payment

Additional (Mandatory) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[214] SettlInstRefID (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[150] ExecType Values 6 = Pending Cancel (e.g. result of Order Cancel Request)
0 = New
1 = Partial fill (Replaced)
2 = Fill (Replaced)
4 = Canceled
5 = Replace
8 = Rejected
9 = Suspended
A = Pending New
B = Calculated
C = Expired
D = Restated (ExecutionRpt sent unsolicited by sellside, with ExecRestatementReason set)
E = Pending Replace (e.g. result of Order Cancel/Replace Request)
F = Trade (partial fill or fill)
G = Trade Correct (formerly an ExecTransType)
H = Trade Cancel (formerly an ExecTransType)
I = Order Status (formerly an ExecTransType)
3 = Done for day
7 = Stopped
6 = Pending Cancel (e.g. result of Order Cancel Request)
0 = New
1 = Partial fill (Replaced)
fill
2 = Fill (Replaced)
Fill
3 = Done for day
4 = Canceled
Cancelled
5 = Replace
6 = Pending Cancel/Replace
7 = Stopped
8 = Rejected
9 = Suspended
A = Pending New
B = Calculated
C = Expired
D = Restated (ExecutionRpt sent unsolicited by sellside, with ExecRestatementReason set)
E = Pending Replace (e.g. result of Order Cancel/Replace Request)
F = Trade (partial fill or fill)
G = Trade Correct (formerly an ExecTransType)
H = Trade Cancel (formerly an ExecTransType)
I = Order Status (formerly an ExecTransType)
3 = Done for day
7 = Stopped
[39] OrdStatus Values 0 = New
1 = Partially filled
5 = Replaced (Removed/Replaced)
2 = Filled
6 = Pending Cancel (e.g. result of Order Cancel Request)
7 = Stopped
8 = Rejected
9 = Suspended
A = Pending New
B = Calculated
C = Expired
D = Accepted for bidding
E = Pending Replace (e.g. result of Order Cancel/Replace Request)
3 = Done for day
4 = Canceled
0 = New
1 = Partially filled
5 = Replaced (Removed/Replaced)
2 = Filled
3 = Done for day
4 = Canceled
5 = Replaced
6 = Pending Cancel (e.g. result of Order Cancel Request)
Cancel/Replace
7 = Stopped
8 = Rejected
9 = Suspended
A = Pending New
B = Calculated
C = Expired
D = Accepted for bidding
E = Pending Replace (e.g. result of Order Cancel/Replace Request)
3 = Done for day
4 = Canceled
[103] OrdRejReason Values 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 = Unsupported order characteristic
12 = Surveillence Option
0 = Broker / Exchange option
8 = Stale Order
0 = Broker 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 = Unsupported order characteristic
12 = Surveillence Option
0 = Broker / Exchange option
8 = Stale
Order
[63] SettlmntTyp Values 5 = T+4
A = T+1
6 = Future
3 = T+2
2 = Next Day
8 = Sellers Option
1 = Cash
7 = When And If Issued
0 = Regular
9 = T+ 5
4 = T+3
5 0 = T+4
A
Regular
1
= T+1
6 = Future
3 = T+2
Cash
2 = Next Day
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When Issued
8 = Sellers Option
1 = Cash
7 = When And If Issued
0 = Regular
9 = T+ 5
4 = T+3
[55] Symbol Reqd Optional OptionalMandatory
[22] IDSource Values E = Sicovam
2 = SEDOL
1 = CUSIP
3 = QUIK
F = Belgian
D = Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
6 = ISO Currency Code
5 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
E 1 = Sicovam
CUSIP
2 = SEDOL
1 = CUSIP
3 = QUIK
F 4 = Belgian
D
ISIN number
5
= Valoren
C = Dutch
B = Wertpapier
A = Bloomberg Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 = Exchange Symbol
7 = ISO Country Code
RIC code
6 = ISO Currency Code
5 7 = RIC code
4 = ISIN number
G = Common (Clearstream and Euroclear)
ISO Country Code
[167] SecurityType Values CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD = Replaced
MT = Mandatory Tender
RVLVTRM = Revolver/Term Loan
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
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 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
CP = Commercial Paper
VRDN = Variable Rate Demand Note
PZFJ = Plazos Fijos
PN = Promissory Note
ONITE = Overnight
MTN = Medium Term Notes
TECP = Tax Exempt Commercial Paper
AMENDED = Amended & Restated
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN = Liquidity Note
MATURED = Matured
DN = Deposit Notes
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Of Deposit
CL CMO = Call Loans
REPLACD
Collateralize Mortgage Obligation
CORP
= Replaced
MT
Corporate Bond
CP
= Mandatory Tender
RVLVTRM
Commercial Paper
CPP
= Revolver/Term Corporate Private Placement
CS = Common Stock
FHA = Federal Housing Authority
FHL = Federal Home
Loan
FN = Federal National Mortgage Association
FOR = Foreign Exchange Contract
FUT = Future
GN = Government National Mortgage Association
GOVT = Treasuries + Agency Debenture
MF = Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principle Only
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
TBA
Pass-Thru
MUNI
= To be Announced
AN
Municipal Bond
NONE
= Other Anticipation Notes BAN, GAN, etc.
MIO = Mortgage Interest Only
COFP = Certificate of Participation
MBS = Mortgage-backed Securities
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO = Certificate of Obligation
TD = Time Deposit
GO = General Obligation Bonds
? = Wildcard entry (used on
No ISITC Security Definition Request message)
WAR
Type
OPT
= Warrant
MF
Option
PS
= Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
Preferred Stock
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 SL = Foreign Exchange Contract
RAN
Student Loan Marketing Association
TD
= 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
Time Deposit
USTB = US Treasury Bill
TERM WAR = Term Loan
STRUCT
Warrant
ZOO
= Structured Notes
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[54] Side Values 6 = Sell short exempt
B = 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
5 = Sell short
7 = Undisclosed (valid for IOI and List Order messages only)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
B 7 = As Defined (for use with multileg instruments)
C = Opposite (for use with multileg instruments)
Undisclosed (valid for IOI message only)
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
5 = Sell short
7 = Undisclosed (valid for IOI and List Order messages only)
[38] OrderQty Reqd Optional OptionalMandatory
[40] OrdType Values D = Previously quoted
2 = Limit
3 = Stop
4 = Stop limit
5 = Market on close (Deprecated)
6 = With or without
7 = Limit or better
8 = Limit with or without
9 = On basis
A = On close (Deprecated)
1 = Market
C = Forex - Market (Deprecated)
F = Forex - Limit (Deprecated)
E = Previously indicated
G = Forex - Swap
I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan)
J = Market If Touched (MIT)
K = Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price)
L = Previous Fund Valuation Point (Historic pricing) (for CIV)
M = Next Fund Valuation Point (Forward pricing) (for CIV)
P = Pegged
B = Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)
D 1 = Previously quoted
Market
2 = Limit
3 = Stop
4 = Stop limit
5 = Market on close (Deprecated)
close
6 = With or without
7 = Limit or better
8 = Limit with or without
9 = On basis
A = On close (Deprecated)
1
close
B
= Market
Limit on close
C = Forex - Market (Deprecated)
F
Market
D
= Forex - Limit (Deprecated)
Previously quoted
E = Previously indicated
F = Forex - Limit
G = Forex - Swap
I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan)
J = Market If Touched (MIT)
K = Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price)
L = Previous Fund Valuation Point (Historic pricing) (for CIV)
M = Next Fund Valuation Point (Forward pricing) (for CIV)
P = Pegged
B = Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)
Quoted
P = Pegged (requires ExecInst = L, R, M, P or O)
[59] TimeInForce Values 7 = At the Close
0 = Day
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate or Cancel (IOC)
4 = Fill or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date
7 = At the Close
0 = Day
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate or Cancel (IOC)
(OC)
4 = Fill or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date
[18] ExecInst Values Y = TryToStop
M = MidPrcPeg
P = MarkPeg
Q = CancelOnSysFail
R = PrimPeg
S = Suspend
U = CustDispInst
V = Netting
W = PegVWAP
X = TradeAlong
D = PercVol
0 = StayOffer
2 = Work
4 = OverDay
5 = Held
6 = PartNotInit
7 = 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
Y 0 = TryToStop
Stay on offerside
1 = Not held
2 = Work
3 = Go along
4 = Over the day
5 = Held
6 = Participate don't initiate
7 = Strict scale
8 = Try to scale
9 = Stay on bidside
A = No cross (cross 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
I = Institutions only
L = Last peg (last sale)
M = MidPrcPeg
Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = MarkPeg
Q = CancelOnSysFail
Market peg
R = PrimPeg
Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
U = CustDispInst
Customer Display Instruction (Rule11Ac1-1/4)
V = Netting
W = PegVWAP
X = TradeAlong
D = PercVol
0 = StayOffer
2 = Work
4 = OverDay
5 = Held
6 = PartNotInit
7 = 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
Netting (for Forex)
[32] LastShares Reqd Optional OptionalMandatory
[31] LastPx Reqd Optional OptionalMandatory
[156] SettlCurrFxRateCalc Values D = Divide
M = Multiply
D = Divide
M = Multiply

Additional (Mandatory) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[20] ExecTransType (Mandatory)

Minor Differences (Just a quick look - development unlikely)

Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
Intro

The FIX 4.3 specification delivered enhancements over FIX 4.2 in the following areas:

  • Fixed Income product support
  • Collective Investment Vehicles (CIV) product (Mutual Funds, Unit Trusts, etc) support
  • Enhanced support for Derivatives products
  • Expanded support for Cross orders
  • Support for swaps and multi-leg instrument 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.

The FIX 4.3 1 specification delivered enhancements over FIX 4.2 0 in the following areas:

  • Fixed Income product support
  • Collective Investment Vehicles (CIV) product (Mutual Funds, Unit Trusts, etc) support
  • Enhanced support for Derivatives products
  • Expanded support for Cross orders
  • Support for swaps and multi-leg instrument 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 areas:

  • Orderflow
  • Allocations/settlement support
  • Symbology
  • Internalization

The data presented here includes the 20020920 Errata 19990630 errata which corrected a number of minor typographical errors or ambiguities in the original specification, and which introduced a number of new fields to address various omissions.specification.

Message-Level Differences

Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
Intro The reject message should be issued when a message is received but cannot be properly processed due to a session-level rule violation. The reject message should be issued when a message is received but cannot be properly processed due passed through to a session-level rule violation.the application level.

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[371] RefTagID (Optional)
[372] RefMsgType (Optional)
[373] SessionRejectReason (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[123] GapFillFlag Values Y = Gap Fill message, MsgSeqNum field valid
N = Sequence Reset, ignore MsgSeqNum
N = Sequence Reset, ignore MsgSeqNum
Y = Gap Fill message, MsgSeqNum field valid
N = Sequence Reset, ignore MsgSeqNum

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
Intro Indication of interest messages are used to market merchandise which the broker is buying or selling in either a proprietary or agency capacity. Indication of interest messages are used to market merchandise which the broker is buying or selling in either a proprietary or agency capacity.

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[25] IOIQltyInd Values M = Medium
H = High
L = Low
M = Medium
H = High
L = Low
M = Medium
[130] IOINaturalFlag Values Y = Natural
N = Not natural
Y = Natural
N = Not natural
Y = Natural

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[454] NoSecurityAltID (Optional) [205] MaturityDay (Optional)
[455] SecurityAltID (Optional) [201] PutOrCall (Optional)
[456] SecurityAltIDSource (Optional) [24] IOIOthSvc (Optional)
[460] Product (Optional)
[461] CFICode (Optional)
[541] MaturityDate (Optional)
[224] CouponPaymentDate (Optional)
[225] IssueDate (Optional)
[239] RepoCollateralSecurityType (Optional)
[226] RepurchaseTerm (Optional)
[227] RepurchaseRate (Optional)
[228] Factor (Optional)
[255] CreditRating (Optional)
[543] InstrRegistry (Optional)
[470] CountryOfIssue (Optional)
[471] StateOrProvinceOfIssue (Optional)
[472] LocaleOfIssue (Optional)
[240] RedemptionDate (Optional)
[231] ContractMultiplier (Optional)
[223] CouponRate (Optional)
[348] EncodedIssuerLen (Optional)
[349] EncodedIssuer (Optional)
[350] EncodedSecurityDescLen (Optional)
[351] EncodedSecurityDesc (Optional)
[465] QuantityType (Optional)
[423] PriceType (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)
[215] NoRoutingIDs (Optional)
[216] RoutingType (Optional)
[217] RoutingID (Optional)
[218] Spread (Optional)
[220] BenchmarkCurveCurrency (Optional)
[221] BenchmarkCurveName (Optional)
[222] BenchmarkCurvePoint (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[5] AdvTransType Values N = New
C = Cancel
R = Replace
N = New
C = Cancel
N = New
R = Replace
[4] AdvSide Values B = Buy
S = Sell
X = Cross
T = Trade
B = Buy
S = Sell
T = Trade
X = Cross
T = Trade

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[454] NoSecurityAltID (Optional) [205] MaturityDay (Optional)
[455] SecurityAltID (Optional) [201] PutOrCall (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[461] CFICode (Optional)
[541] MaturityDate (Optional)
[224] CouponPaymentDate (Optional)
[225] IssueDate (Optional)
[239] RepoCollateralSecurityType (Optional)
[226] RepurchaseTerm (Optional)
[227] RepurchaseRate (Optional)
[228] Factor (Optional)
[255] CreditRating (Optional)
[543] InstrRegistry (Optional)
[470] CountryOfIssue (Optional)
[471] StateOrProvinceOfIssue (Optional)
[472] LocaleOfIssue (Optional)
[240] RedemptionDate (Optional)
[231] ContractMultiplier (Optional)
[223] CouponRate (Optional)
[348] EncodedIssuerLen (Optional)
[349] EncodedIssuer (Optional)
[350] EncodedSecurityDescLen (Optional)
[351] EncodedSecurityDesc (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)
[336] TradingSessionID (Optional)
[625] TradingSessionSubID (Optional)

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[526] SecondaryClOrdID (Optional) [109] ClientID (Optional)
[583] ClOrdLinkID (Optional) [76] ExecBroker (Optional)
[636] WorkingIndicator (Optional)
[586] OrigOrdModTime (Optional)
[1] Account (Optional)
[581] AccountType (Optional)
[229] TradeOriginationDate (Optional)
[60] TransactTime (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[98] EncryptMethod Values 2 = DES (ECB mode)
6 = PEM/DES-MD5 (see app note on FIX web site)
5 = PGP/DES-MD5 (see app note on FIX web site)
3 = PKCS/DES (proprietary)
0 = None / other
1 = PKCS (proprietary)
4 = PGP/DES (defunct)
0 = None / other
1 = PKCS (proprietary)
2 = DES (ECB mode)
3 = PKCS/DES (proprietary)
4 = PGP/DES (defunct)
5 = PGP/DES-MD5 (see app note on FIX web site)
6 = PEM/DES-MD5 (see app note on FIX web site)
5 = PGP/DES-MD5 (see app note on FIX web site)
3 = PKCS/DES (proprietary)
0 = None / other
1 = PKCS (proprietary)
4 = PGP/DES (defunct)
[141] ResetSeqNumFlag Values Y = Yes, reset sequence numbers
N = No
N = No
Y = Yes, reset sequence numbers
N = No

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[383] MaxMessageSize (Optional)
[384] NoMsgTypes (Optional)
[372] RefMsgType (Optional)
[385] MsgDirection (Optional)
[464] TestMessageIndicator (Optional)
[553] Username (Optional)
[554] Password (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[61] Urgency Values 1 = Flash
2 = Background
0 = Normal
0 = Normal
1 = Flash
2 = Background
0 = Normal

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[358] EncodedHeadlineLen (Optional) [46] RelatdSym (Optional)
[359] EncodedHeadline (Optional) [205] MaturityDay (Optional)
[215] NoRoutingIDs (Optional) [201] PutOrCall (Optional)
[216] RoutingType (Optional)
[217] RoutingID (Optional)
[55] Symbol (Optional)
[454] NoSecurityAltID (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[461] CFICode (Optional)
[541] MaturityDate (Optional)
[224] CouponPaymentDate (Optional)
[225] IssueDate (Optional)
[239] RepoCollateralSecurityType (Optional)
[226] RepurchaseTerm (Optional)
[227] RepurchaseRate (Optional)
[228] Factor (Optional)
[255] CreditRating (Optional)
[543] InstrRegistry (Optional)
[470] CountryOfIssue (Optional)
[471] StateOrProvinceOfIssue (Optional)
[472] LocaleOfIssue (Optional)
[240] RedemptionDate (Optional)
[231] ContractMultiplier (Optional)
[223] CouponRate (Optional)
[348] EncodedIssuerLen (Optional)
[349] EncodedIssuer (Optional)
[350] EncodedSecurityDescLen (Optional)
[351] EncodedSecurityDesc (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
Intro The email message is similar to the format and purpose of the News message, however, it is intended for private use between two parties. The email A Heartbeat message is similar simply a message header with a heartbeat id as the message content. For a heartbeat, msgType is set to 0 and msgSeqNo is set to the format sequence number that will be set on the next business message.For example, pre-market, before any orders have been sent each Heartbeat message will carry <em>msgSeqNo = 1</em>. The value does not increment because the heartbeat is an unsequenced, session level message.Aquis will respond to a Heartbeat message with an outbound Heartbeat message to confirm receipt and purpose the reliability of the News message, however, it is intended for private use between two parties.connection.

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[356] EncodedSubjectLen (Optional) [46] RelatdSym (Optional)
[357] EncodedSubject (Optional) [205] MaturityDay (Optional)
[215] NoRoutingIDs (Optional) [201] PutOrCall (Optional)
[216] RoutingType (Optional)
[217] RoutingID (Optional)
[55] Symbol (Optional)
[454] NoSecurityAltID (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[461] CFICode (Optional)
[541] MaturityDate (Optional)
[224] CouponPaymentDate (Optional)
[225] IssueDate (Optional)
[239] RepoCollateralSecurityType (Optional)
[226] RepurchaseTerm (Optional)
[227] RepurchaseRate (Optional)
[228] Factor (Optional)
[255] CreditRating (Optional)
[543] InstrRegistry (Optional)
[470] CountryOfIssue (Optional)
[471] StateOrProvinceOfIssue (Optional)
[472] LocaleOfIssue (Optional)
[240] RedemptionDate (Optional)
[231] ContractMultiplier (Optional)
[223] CouponRate (Optional)
[348] EncodedIssuerLen (Optional)
[349] EncodedIssuer (Optional)
[350] EncodedSecurityDescLen (Optional)
[351] EncodedSecurityDesc (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
Name NewOrderSingle NewOrderSingleOrderSingle

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[81] ProcessCode Values 6 = plan sponsor
0 = regular
1 = soft dollar
2 = step-in
3 = step-out
4 = soft-dollar step-in
5 = soft-dollar step-out
6 = plan sponsor
0 = regular
1 = soft dollar
2 = step-in
3 = step-out
4 = soft-dollar step-in
5 = soft-dollar step-out
6 = plan sponsor
[114] LocateReqd Values Y = Indicates the broker is responsible for locating the stock
N = Indicates the broker is not required to locate
N = Indicates the broker is not required to locate
Y = Indicates the broker is responsible for locating the stock
N = Indicates the broker is not required to locate
[47] Rule80A Values N = Program Order, non-index arb, for other member
B = Short exempt transaction (refer to A type)
D = Program Order, index arb, for Member firm/org
E = Short Exempt Transaction for Principal (was incorrectly identified in the FIX spec as Registered Equity Market Maker trades)
F = Short exempt transaction (refer to W type)
H = Short exempt transaction (refer to I type)
I = Individual Investor, single order
J = Program Order, index arb, for individual customer
K = Program Order, non-index arb, for individual customer
M = Program Order, index arb, for other member
A = Agency single order
O = Proprietary transactions for competing market-maker that is affiliated with the clearing member (was incorrectly identified in the FIX spec as Competing dealer trades)
P = Principal
R = Transactions for the account of a non-member competing market maker (was incorrectly identified in the FIX spec as Competing dealer trades)
S = Specialist trades
T = Transactions for the account of an unaffiliated members competing market maker (was incorrectly identified in the FIX spec as Competing dealer trades)
U = Program Order, index arb, for other agency
W = All other orders as agent for other member
X = Short exempt transaction for member competing market-maker not affiliated with the firm clearing the trade (refer to W and T types)
Y = Program Order, non-index arb, for other agency
Z = Short exempt transaction for non-member competing market-maker (refer to A and R types)
L = Short exempt transaction for member competing market-maker affiliated with the firm clearing the trade (refer to P and O types)
C = Program Order, non-index arb, for Member firm/org
N A = Program Order, non-index arb, for other member
Agency single order
B = Short exempt transaction (refer to A type)
C = Program Order, non-index arb, for Member firm/org
D = Program Order, index arb, for Member firm/org
E = Short Exempt Transaction for Principal (was incorrectly identified in the FIX spec as Registered Equity Market Maker trades)
trades
F = Short exempt transaction (refer to W type)
H = Short exempt transaction (refer to I type)
I = Individual Investor, single order
J = Program Order, index arb, for individual customer
K = Program Order, non-index arb, for individual customer
L = Short exempt transaction for member competing market-maker affiliated with the firm clearing the trade (refer to P and O types)
M = Program Order, index arb, for other member
A N = Agency single order
Program Order, non-index arb, for other member
O = Proprietary transactions for competing market-maker that is affiliated with the clearing member (was incorrectly identified in the FIX spec as Competing dealer trades)
trades
P = Principal
R = Transactions for the account of a non-member competing market maker (was incorrectly identified in the FIX spec as Competing dealer trades)
trades
S = Specialist trades
T = Transactions for the account of an unaffiliated members competing market maker (was incorrectly identified in the FIX spec as Competing dealer trades)
trades
U = Program Order, index arb, for other agency
W = All other orders as agent for other member
X = Short exempt transaction for member competing market-maker not affiliated with the firm clearing the trade (refer to W and T types)
Y = Program Order, non-index arb, for other agency
Z = Short exempt transaction for non-member competing market-maker (refer to A and R types)
L = Short exempt transaction for member competing market-maker affiliated with the firm clearing the trade (refer to P and O types)
C = Program Order, non-index arb, for Member firm/org
[121] ForexReq Values Y = Execute Forex after security trade
N = Do not execute Forex after security trade
Y = Execute Forex after security trade
N = Do not execute Forex after security trade
Y = Execute Forex after security trade
[203] CoveredOrUncovered Values 1 = Uncovered
0 = Covered
0 = Covered
1 = Uncovered
0 = Covered

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[526] SecondaryClOrdID (Optional) [109] ClientID (Optional)
[583] ClOrdLinkID (Optional) [76] ExecBroker (Optional)
[453] NoPartyIDs (Optional) [205] MaturityDay (Optional)
[448] PartyID (Optional) [201] PutOrCall (Optional)
[447] PartyIDSource (Optional) [12] Commission (Optional)
[452] PartyRole (Optional) [13] CommType (Optional)
[523] PartySubID (Optional) [204] CustomerOrFirm (Optional)
[229] TradeOriginationDate (Optional)
[581] AccountType (Optional)
[589] DayBookingInst (Optional)
[590] BookingUnit (Optional)
[591] PreallocMethod (Optional)
[78] NoAllocs (Optional)
[79] AllocAccount (Optional)
[467] IndividualAllocID (Optional)
[539] NoNestedPartyIDs (Optional)
[524] NestedPartyID (Optional)
[525] NestedPartyIDSource (Optional)
[538] NestedPartyRole (Optional)
[545] NestedPartySubID (Optional)
[80] AllocQty (Optional)
[544] CashMargin (Optional)
[635] ClearingFeeIndicator (Optional)
[386] NoTradingSessions (Optional)
[336] TradingSessionID (Optional)
[625] TradingSessionSubID (Optional)
[454] NoSecurityAltID (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[461] CFICode (Optional)
[541] MaturityDate (Optional)
[224] CouponPaymentDate (Optional)
[225] IssueDate (Optional)
[239] RepoCollateralSecurityType (Optional)
[226] RepurchaseTerm (Optional)
[227] RepurchaseRate (Optional)
[228] Factor (Optional)
[255] CreditRating (Optional)
[543] InstrRegistry (Optional)
[470] CountryOfIssue (Optional)
[471] StateOrProvinceOfIssue (Optional)
[472] LocaleOfIssue (Optional)
[240] RedemptionDate (Optional)
[231] ContractMultiplier (Optional)
[223] CouponRate (Optional)
[348] EncodedIssuerLen (Optional)
[349] EncodedIssuer (Optional)
[350] EncodedSecurityDescLen (Optional)
[351] EncodedSecurityDesc (Optional)
[232] NoStipulations (Optional)
[233] StipulationType (Optional)
[234] StipulationValue (Optional)
[465] QuantityType (Optional)
[516] OrderPercent (Optional)
[468] RoundingDirection (Optional)
[469] RoundingModulus (Optional)
[423] PriceType (Optional)
[218] Spread (Optional)
[220] BenchmarkCurveCurrency (Optional)
[221] BenchmarkCurveName (Optional)
[222] BenchmarkCurvePoint (Optional)
[235] YieldType (Optional)
[236] Yield (Optional)
[376] ComplianceID (Optional)
[377] SolicitedFlag (Optional)
[168] EffectiveTime (Optional)
[432] ExpireDate (Optional)
[427] GTBookingInst (Optional)
[528] OrderCapacity (Optional)
[529] OrderRestrictions (Optional)
[582] CustOrderCapacity (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)
[640] Price2 (Optional)
[388] DiscretionInst (Optional)
[389] DiscretionOffset (Optional)
[480] CancellationRights (Optional)
[481] MoneyLaunderingStatus (Optional)
[513] RegistID (Optional)
[494] Designation (Optional)
[158] AccruedInterestRate (Optional)
[159] AccruedInterestAmt (Optional)
[118] NetMoney (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
Name NewOrderList NewOrderListOrderList
Intro The NewOrderList Message can be used in one of two ways depending on which market conventions are being followed. The NewOrderList Message can be new order list message type is used in one by institutions wishing to electronically submit lists of two ways depending on which market conventions are being followed.related orders to a broker for execution.

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[81] ProcessCode Values 6 = plan sponsor
0 = regular
1 = soft dollar
2 = step-in
3 = step-out
4 = soft-dollar step-in
5 = soft-dollar step-out
6 = plan sponsor
0 = regular
1 = soft dollar
2 = step-in
3 = step-out
4 = soft-dollar step-in
5 = soft-dollar step-out
6 = plan sponsor
[114] LocateReqd Values Y = Indicates the broker is responsible for locating the stock
N = Indicates the broker is not required to locate
N = Indicates the broker is not required to locate
Y = Indicates the broker is responsible for locating the stock
N = Indicates the broker is not required to locate
[47] Rule80A Values N = Program Order, non-index arb, for other member
B = Short exempt transaction (refer to A type)
D = Program Order, index arb, for Member firm/org
E = Short Exempt Transaction for Principal (was incorrectly identified in the FIX spec as Registered Equity Market Maker trades)
F = Short exempt transaction (refer to W type)
H = Short exempt transaction (refer to I type)
I = Individual Investor, single order
J = Program Order, index arb, for individual customer
K = Program Order, non-index arb, for individual customer
M = Program Order, index arb, for other member
A = Agency single order
O = Proprietary transactions for competing market-maker that is affiliated with the clearing member (was incorrectly identified in the FIX spec as Competing dealer trades)
P = Principal
R = Transactions for the account of a non-member competing market maker (was incorrectly identified in the FIX spec as Competing dealer trades)
S = Specialist trades
T = Transactions for the account of an unaffiliated members competing market maker (was incorrectly identified in the FIX spec as Competing dealer trades)
U = Program Order, index arb, for other agency
W = All other orders as agent for other member
X = Short exempt transaction for member competing market-maker not affiliated with the firm clearing the trade (refer to W and T types)
Y = Program Order, non-index arb, for other agency
Z = Short exempt transaction for non-member competing market-maker (refer to A and R types)
L = Short exempt transaction for member competing market-maker affiliated with the firm clearing the trade (refer to P and O types)
C = Program Order, non-index arb, for Member firm/org
N A = Program Order, non-index arb, for other member
Agency single order
B = Short exempt transaction (refer to A type)
C = Program Order, non-index arb, for Member firm/org
D = Program Order, index arb, for Member firm/org
E = Short Exempt Transaction for Principal (was incorrectly identified in the FIX spec as Registered Equity Market Maker trades)
trades
F = Short exempt transaction (refer to W type)
H = Short exempt transaction (refer to I type)
I = Individual Investor, single order
J = Program Order, index arb, for individual customer
K = Program Order, non-index arb, for individual customer
L = Short exempt transaction for member competing market-maker affiliated with the firm clearing the trade (refer to P and O types)
M = Program Order, index arb, for other member
A N = Agency single order
Program Order, non-index arb, for other member
O = Proprietary transactions for competing market-maker that is affiliated with the clearing member (was incorrectly identified in the FIX spec as Competing dealer trades)
trades
P = Principal
R = Transactions for the account of a non-member competing market maker (was incorrectly identified in the FIX spec as Competing dealer trades)
trades
S = Specialist trades
T = Transactions for the account of an unaffiliated members competing market maker (was incorrectly identified in the FIX spec as Competing dealer trades)
trades
U = Program Order, index arb, for other agency
W = All other orders as agent for other member
X = Short exempt transaction for member competing market-maker not affiliated with the firm clearing the trade (refer to W and T types)
Y = Program Order, non-index arb, for other agency
Z = Short exempt transaction for non-member competing market-maker (refer to A and R types)
L = Short exempt transaction for member competing market-maker affiliated with the firm clearing the trade (refer to P and O types)
C = Program Order, non-index arb, for Member firm/org
[121] ForexReq Values Y = Execute Forex after security trade
N = Do not execute Forex after security trade
Y = Execute Forex after security trade
N = Do not execute Forex after security trade
Y = Execute Forex after security trade
[203] CoveredOrUncovered Values 1 = Uncovered
0 = Covered
0 = Covered
1 = Uncovered
0 = Covered

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[390] BidID (Optional) [105] WaveNo (Optional)
[391] ClientBidID (Optional) [109] ClientID (Optional)
[414] ProgRptReqs (Optional) [76] ExecBroker (Optional)
[415] ProgPeriodInterval (Optional) [205] MaturityDay (Optional)
[480] CancellationRights (Optional) [201] PutOrCall (Optional)
[481] MoneyLaunderingStatus (Optional) [12] Commission (Optional)
[513] RegistID (Optional) [13] CommType (Optional)
[433] ListExecInstType (Optional) [204] CustomerOrFirm (Optional)
[352] EncodedListExecInstLen (Optional)
[353] EncodedListExecInst (Optional)
[526] SecondaryClOrdID (Optional)
[583] ClOrdLinkID (Optional)
[160] SettlInstMode (Optional)
[453] NoPartyIDs (Optional)
[448] PartyID (Optional)
[447] PartyIDSource (Optional)
[452] PartyRole (Optional)
[523] PartySubID (Optional)
[229] TradeOriginationDate (Optional)
[581] AccountType (Optional)
[589] DayBookingInst (Optional)
[590] BookingUnit (Optional)
[591] PreallocMethod (Optional)
[78] NoAllocs (Optional)
[79] AllocAccount (Optional)
[467] IndividualAllocID (Optional)
[539] NoNestedPartyIDs (Optional)
[524] NestedPartyID (Optional)
[525] NestedPartyIDSource (Optional)
[538] NestedPartyRole (Optional)
[545] NestedPartySubID (Optional)
[80] AllocQty (Optional)
[544] CashMargin (Optional)
[635] ClearingFeeIndicator (Optional)
[386] NoTradingSessions (Optional)
[336] TradingSessionID (Optional)
[625] TradingSessionSubID (Optional)
[454] NoSecurityAltID (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[461] CFICode (Optional)
[541] MaturityDate (Optional)
[224] CouponPaymentDate (Optional)
[225] IssueDate (Optional)
[239] RepoCollateralSecurityType (Optional)
[226] RepurchaseTerm (Optional)
[227] RepurchaseRate (Optional)
[228] Factor (Optional)
[255] CreditRating (Optional)
[543] InstrRegistry (Optional)
[470] CountryOfIssue (Optional)
[471] StateOrProvinceOfIssue (Optional)
[472] LocaleOfIssue (Optional)
[240] RedemptionDate (Optional)
[231] ContractMultiplier (Optional)
[223] CouponRate (Optional)
[348] EncodedIssuerLen (Optional)
[349] EncodedIssuer (Optional)
[350] EncodedSecurityDescLen (Optional)
[351] EncodedSecurityDesc (Optional)
[401] SideValueInd (Optional)
[60] TransactTime (Optional)
[232] NoStipulations (Optional)
[233] StipulationType (Optional)
[234] StipulationValue (Optional)
[465] QuantityType (Optional)
[152] CashOrderQty (Optional)
[516] OrderPercent (Optional)
[468] RoundingDirection (Optional)
[469] RoundingModulus (Optional)
[423] PriceType (Optional)
[218] Spread (Optional)
[220] BenchmarkCurveCurrency (Optional)
[221] BenchmarkCurveName (Optional)
[222] BenchmarkCurvePoint (Optional)
[235] YieldType (Optional)
[236] Yield (Optional)
[376] ComplianceID (Optional)
[377] SolicitedFlag (Optional)
[23] IOIid (Optional)
[117] QuoteID (Optional)
[168] EffectiveTime (Optional)
[432] ExpireDate (Optional)
[427] GTBookingInst (Optional)
[528] OrderCapacity (Optional)
[529] OrderRestrictions (Optional)
[582] CustOrderCapacity (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)
[640] Price2 (Optional)
[388] DiscretionInst (Optional)
[389] DiscretionOffset (Optional)
[494] Designation (Optional)
[158] AccruedInterestRate (Optional)
[159] AccruedInterestAmt (Optional)
[118] NetMoney (Optional)

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[526] SecondaryClOrdID (Optional) [109] ClientID (Optional)
[583] ClOrdLinkID (Optional) [76] ExecBroker (Optional)
[586] OrigOrdModTime (Optional) [205] MaturityDay (Optional)
[1] Account (Optional) [201] PutOrCall (Optional)
[581] AccountType (Optional)
[453] NoPartyIDs (Optional)
[448] PartyID (Optional)
[447] PartyIDSource (Optional)
[452] PartyRole (Optional)
[523] PartySubID (Optional)
[454] NoSecurityAltID (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[461] CFICode (Optional)
[541] MaturityDate (Optional)
[224] CouponPaymentDate (Optional)
[225] IssueDate (Optional)
[239] RepoCollateralSecurityType (Optional)
[226] RepurchaseTerm (Optional)
[227] RepurchaseRate (Optional)
[228] Factor (Optional)
[255] CreditRating (Optional)
[543] InstrRegistry (Optional)
[470] CountryOfIssue (Optional)
[471] StateOrProvinceOfIssue (Optional)
[472] LocaleOfIssue (Optional)
[240] RedemptionDate (Optional)
[231] ContractMultiplier (Optional)
[223] CouponRate (Optional)
[348] EncodedIssuerLen (Optional)
[349] EncodedIssuer (Optional)
[350] EncodedSecurityDescLen (Optional)
[351] EncodedSecurityDesc (Optional)
[516] OrderPercent (Optional)
[468] RoundingDirection (Optional)
[469] RoundingModulus (Optional)
[376] ComplianceID (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[47] Rule80A Values N = Program Order, non-index arb, for other member
B = Short exempt transaction (refer to A type)
D = Program Order, index arb, for Member firm/org
E = Short Exempt Transaction for Principal (was incorrectly identified in the FIX spec as Registered Equity Market Maker trades)
F = Short exempt transaction (refer to W type)
H = Short exempt transaction (refer to I type)
I = Individual Investor, single order
J = Program Order, index arb, for individual customer
K = Program Order, non-index arb, for individual customer
M = Program Order, index arb, for other member
A = Agency single order
O = Proprietary transactions for competing market-maker that is affiliated with the clearing member (was incorrectly identified in the FIX spec as Competing dealer trades)
P = Principal
R = Transactions for the account of a non-member competing market maker (was incorrectly identified in the FIX spec as Competing dealer trades)
S = Specialist trades
T = Transactions for the account of an unaffiliated members competing market maker (was incorrectly identified in the FIX spec as Competing dealer trades)
U = Program Order, index arb, for other agency
W = All other orders as agent for other member
X = Short exempt transaction for member competing market-maker not affiliated with the firm clearing the trade (refer to W and T types)
Y = Program Order, non-index arb, for other agency
Z = Short exempt transaction for non-member competing market-maker (refer to A and R types)
L = Short exempt transaction for member competing market-maker affiliated with the firm clearing the trade (refer to P and O types)
C = Program Order, non-index arb, for Member firm/org
N A = Program Order, non-index arb, for other member
Agency single order
B = Short exempt transaction (refer to A type)
C = Program Order, non-index arb, for Member firm/org
D = Program Order, index arb, for Member firm/org
E = Short Exempt Transaction for Principal (was incorrectly identified in the FIX spec as Registered Equity Market Maker trades)
trades
F = Short exempt transaction (refer to W type)
H = Short exempt transaction (refer to I type)
I = Individual Investor, single order
J = Program Order, index arb, for individual customer
K = Program Order, non-index arb, for individual customer
L = Short exempt transaction for member competing market-maker affiliated with the firm clearing the trade (refer to P and O types)
M = Program Order, index arb, for other member
A N = Agency single order
Program Order, non-index arb, for other member
O = Proprietary transactions for competing market-maker that is affiliated with the clearing member (was incorrectly identified in the FIX spec as Competing dealer trades)
trades
P = Principal
R = Transactions for the account of a non-member competing market maker (was incorrectly identified in the FIX spec as Competing dealer trades)
trades
S = Specialist trades
T = Transactions for the account of an unaffiliated members competing market maker (was incorrectly identified in the FIX spec as Competing dealer trades)
trades
U = Program Order, index arb, for other agency
W = All other orders as agent for other member
X = Short exempt transaction for member competing market-maker not affiliated with the firm clearing the trade (refer to W and T types)
Y = Program Order, non-index arb, for other agency
Z = Short exempt transaction for non-member competing market-maker (refer to A and R types)
L = Short exempt transaction for member competing market-maker affiliated with the firm clearing the trade (refer to P and O types)
C = Program Order, non-index arb, for Member firm/org
[121] ForexReq Values Y = Execute Forex after security trade
N = Do not execute Forex after security trade
Y = Execute Forex after security trade
N = Do not execute Forex after security trade
Y = Execute Forex after security trade
[203] CoveredOrUncovered Values 1 = Uncovered
0 = Covered
0 = Covered
1 = Uncovered
0 = Covered
[114] LocateReqd Values Y = Indicates the broker is responsible for locating the stock
N = Indicates the broker is not required to locate
N = Indicates the broker is not required to locate
Y = Indicates the broker is responsible for locating the stock
N = Indicates the broker is not required to locate

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[453] NoPartyIDs (Optional) [109] ClientID (Optional)
[448] PartyID (Optional) [76] ExecBroker (Optional)
[447] PartyIDSource (Optional) [205] MaturityDay (Optional)
[452] PartyRole (Optional) [201] PutOrCall (Optional)
[523] PartySubID (Optional) [12] Commission (Optional)
[229] TradeOriginationDate (Optional) [13] CommType (Optional)
[526] SecondaryClOrdID (Optional) [204] CustomerOrFirm (Optional)
[583] ClOrdLinkID (Optional)
[586] OrigOrdModTime (Optional)
[581] AccountType (Optional)
[589] DayBookingInst (Optional)
[590] BookingUnit (Optional)
[591] PreallocMethod (Optional)
[78] NoAllocs (Optional)
[79] AllocAccount (Optional)
[467] IndividualAllocID (Optional)
[539] NoNestedPartyIDs (Optional)
[524] NestedPartyID (Optional)
[525] NestedPartyIDSource (Optional)
[538] NestedPartyRole (Optional)
[545] NestedPartySubID (Optional)
[80] AllocQty (Optional)
[544] CashMargin (Optional)
[635] ClearingFeeIndicator (Optional)
[386] NoTradingSessions (Optional)
[336] TradingSessionID (Optional)
[625] TradingSessionSubID (Optional)
[454] NoSecurityAltID (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[461] CFICode (Optional)
[541] MaturityDate (Optional)
[224] CouponPaymentDate (Optional)
[225] IssueDate (Optional)
[239] RepoCollateralSecurityType (Optional)
[226] RepurchaseTerm (Optional)
[227] RepurchaseRate (Optional)
[228] Factor (Optional)
[255] CreditRating (Optional)
[543] InstrRegistry (Optional)
[470] CountryOfIssue (Optional)
[471] StateOrProvinceOfIssue (Optional)
[472] LocaleOfIssue (Optional)
[240] RedemptionDate (Optional)
[231] ContractMultiplier (Optional)
[223] CouponRate (Optional)
[348] EncodedIssuerLen (Optional)
[349] EncodedIssuer (Optional)
[350] EncodedSecurityDescLen (Optional)
[351] EncodedSecurityDesc (Optional)
[465] QuantityType (Optional)
[516] OrderPercent (Optional)
[468] RoundingDirection (Optional)
[469] RoundingModulus (Optional)
[423] PriceType (Optional)
[218] Spread (Optional)
[220] BenchmarkCurveCurrency (Optional)
[221] BenchmarkCurveName (Optional)
[222] BenchmarkCurvePoint (Optional)
[235] YieldType (Optional)
[236] Yield (Optional)
[388] DiscretionInst (Optional)
[389] DiscretionOffset (Optional)
[376] ComplianceID (Optional)
[377] SolicitedFlag (Optional)
[168] EffectiveTime (Optional)
[432] ExpireDate (Optional)
[427] GTBookingInst (Optional)
[528] OrderCapacity (Optional)
[529] OrderRestrictions (Optional)
[582] CustOrderCapacity (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)
[640] Price2 (Optional)
[480] CancellationRights (Optional)
[481] MoneyLaunderingStatus (Optional)
[513] RegistID (Optional)
[494] Designation (Optional)
[158] AccruedInterestRate (Optional)
[159] AccruedInterestAmt (Optional)
[118] NetMoney (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
Intro The Allocation message provides the ability to specify how an order or set of orders should be subdivided amongst one or more accounts. The Allocation message provides the ability to specify allocation record instructs a broker on how an order or set of orders should be subdivided amongst one or more accounts.to allocate executed shares to sub-accounts.

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[29] LastCapacity Values 4 = Principal
3 = Cross as principal
1 = Agent
2 = Cross as agent
4 = Principal
3 = Cross as principal
1 = Agent
2 = Cross as agent
3 = Cross as principal
4 = Principal
[81] ProcessCode Values 6 = plan sponsor
0 = regular
1 = soft dollar
2 = step-in
3 = step-out
4 = soft-dollar step-in
5 = soft-dollar step-out
6 = plan sponsor
0 = regular
1 = soft dollar
2 = step-in
3 = step-out
4 = soft-dollar step-in
5 = soft-dollar step-out
6 = plan sponsor
[209] AllocHandlInst Values 3 = Forward and Match
2 = Forward
1 = Match
1 = Match
2 = Forward
3 = Forward and Match
2 = Forward
1 = Match

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[466] BookingRefID (Optional) [105] WaveNo (Optional)
[526] SecondaryClOrdID (Optional) [205] MaturityDay (Optional)
[527] SecondaryExecID (Optional) [201] PutOrCall (Optional)
[454] NoSecurityAltID (Optional) [92] BrokerOfCredit (Optional)
[455] SecurityAltID (Optional) [76] ExecBroker (Optional)
[456] SecurityAltIDSource (Optional) [109] ClientID (Optional)
[460] Product (Optional) [12] Commission (Optional)
[461] CFICode (Optional) [13] CommType (Optional)
[541] MaturityDate (Optional)
[224] CouponPaymentDate (Optional)
[225] IssueDate (Optional)
[239] RepoCollateralSecurityType (Optional)
[226] RepurchaseTerm (Optional)
[227] RepurchaseRate (Optional)
[228] Factor (Optional)
[255] CreditRating (Optional)
[543] InstrRegistry (Optional)
[470] CountryOfIssue (Optional)
[471] StateOrProvinceOfIssue (Optional)
[472] LocaleOfIssue (Optional)
[240] RedemptionDate (Optional)
[231] ContractMultiplier (Optional)
[223] CouponRate (Optional)
[348] EncodedIssuerLen (Optional)
[349] EncodedIssuer (Optional)
[350] EncodedSecurityDescLen (Optional)
[351] EncodedSecurityDesc (Optional)
[229] TradeOriginationDate (Optional)
[336] TradingSessionID (Optional)
[625] TradingSessionSubID (Optional)
[423] PriceType (Optional)
[453] NoPartyIDs (Optional)
[448] PartyID (Optional)
[447] PartyIDSource (Optional)
[452] PartyRole (Optional)
[523] PartySubID (Optional)
[381] GrossTradeAmt (Optional)
[238] Concession (Optional)
[237] TotalTakedown (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)
[540] TotalAccruedInterestAmt (Optional)
[650] LegalConfirm (Optional)
[366] AllocPrice (Optional)
[467] IndividualAllocID (Optional)
[539] NoNestedPartyIDs (Optional)
[524] NestedPartyID (Optional)
[525] NestedPartyIDSource (Optional)
[538] NestedPartyRole (Optional)
[545] NestedPartySubID (Optional)
[360] EncodedAllocTextLen (Optional)
[361] EncodedAllocText (Optional)

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[229] TradeOriginationDate (Optional) [105] WaveNo (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[391] ClientBidID (Optional) [105] WaveNo (Optional)
[390] BidID (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[354] EncodedTextLen (Optional) [105] WaveNo (Optional)
[355] EncodedText (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
Intro The list status message is issued as the response to a List Status Request message sent in an unsolicited fashion by the sell-side. The list status message is issued as the response to a List Status Request message sent in an unsolicited fashion by and indicates the sell-side.current state of the orders within the list as they exists at the broker's site.

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[444] ListStatusText (Optional) [105] WaveNo (Optional)
[445] EncodedListStatusTextLen (Optional)
[446] EncodedListStatusText (Optional)
[60] TransactTime (Optional)
[526] SecondaryClOrdID (Optional)
[636] WorkingIndicator (Optional)
[103] OrdRejReason (Optional)
[58] Text (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
Name AllocationAck AllocationAckAllocationInstructionAck
Intro The Allocation ACK message is used to acknowledge the receipt and status of an Allocation message. The Allocation allocation ACK message record is used by the broker to acknowledge the receipt and status of an Allocation message.allocation record received from the institution.

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[87] AllocStatus Values 1 = rejected
2 = partial accept
3 = received (received, not yet processed)
0 = accepted (successfully processed)
0 = accepted (successfully processed)
1 = rejected
2 = partial accept
3 = received (received, not yet processed)
0 = accepted (successfully processed)
[88] AllocRejCode Values 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
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
6 = unknown ListID
7 = other

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[453] NoPartyIDs (Optional) [109] ClientID (Optional)
[448] PartyID (Optional) [76] ExecBroker (Optional)
[447] PartyIDSource (Optional)
[452] PartyRole (Optional)
[523] PartySubID (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)
[650] LegalConfirm (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
Intro The Don’t Know Trade (DK) message notifies a trading partner that an electronically received execution has been rejected. This message can be thought of as an execution reject message. The Don’t Know Trade (DK) message notifies a trading partner that an electronically received execution has been rejected. This message can be thought of as an execution reject message.

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[37] OrderID Reqd Mandatory MandatoryOptional
[17] ExecID Reqd Mandatory MandatoryOptional
[127] DKReason Values B = Wrong side
C = Quantity exceeds order
D = No matching order
E = Price exceeds limit
Z = Other
A = Unknown symbol
A = Unknown symbol
B = Wrong side
C = Quantity exceeds order
D = No matching order
E = Price exceeds limit
Z = Other
A = Unknown symbol

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[454] NoSecurityAltID (Optional) [205] MaturityDay (Optional)
[455] SecurityAltID (Optional) [201] PutOrCall (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[461] CFICode (Optional)
[541] MaturityDate (Optional)
[224] CouponPaymentDate (Optional)
[225] IssueDate (Optional)
[239] RepoCollateralSecurityType (Optional)
[226] RepurchaseTerm (Optional)
[227] RepurchaseRate (Optional)
[228] Factor (Optional)
[255] CreditRating (Optional)
[543] InstrRegistry (Optional)
[470] CountryOfIssue (Optional)
[471] StateOrProvinceOfIssue (Optional)
[472] LocaleOfIssue (Optional)
[240] RedemptionDate (Optional)
[231] ContractMultiplier (Optional)
[223] CouponRate (Optional)
[348] EncodedIssuerLen (Optional)
[349] EncodedIssuer (Optional)
[350] EncodedSecurityDescLen (Optional)
[351] EncodedSecurityDesc (Optional)
[516] OrderPercent (Optional)
[468] RoundingDirection (Optional)
[469] RoundingModulus (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
Intro In some markets it is the practice to request quotes from brokers prior to placement of an order. The quote request message is used for this purpose. This message is commonly referred to as an Request For Quote (RFQ) In some markets it is the practice to request quotes from brokers prior to placement of an order. The quote request message is used for this purpose. This message is commonly referred to as an Request For Quote (RFQ)

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[644] RFQReqID (Optional) [205] MaturityDay (Optional)
[454] NoSecurityAltID (Optional) [201] PutOrCall (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[461] CFICode (Optional)
[541] MaturityDate (Optional)
[224] CouponPaymentDate (Optional)
[225] IssueDate (Optional)
[239] RepoCollateralSecurityType (Optional)
[226] RepurchaseTerm (Optional)
[227] RepurchaseRate (Optional)
[228] Factor (Optional)
[255] CreditRating (Optional)
[543] InstrRegistry (Optional)
[470] CountryOfIssue (Optional)
[471] StateOrProvinceOfIssue (Optional)
[472] LocaleOfIssue (Optional)
[240] RedemptionDate (Optional)
[231] ContractMultiplier (Optional)
[223] CouponRate (Optional)
[348] EncodedIssuerLen (Optional)
[349] EncodedIssuer (Optional)
[350] EncodedSecurityDescLen (Optional)
[351] EncodedSecurityDesc (Optional)
[303] QuoteRequestType (Optional)
[537] QuoteType (Optional)
[336] TradingSessionID (Optional)
[625] TradingSessionSubID (Optional)
[229] TradeOriginationDate (Optional)
[232] NoStipulations (Optional)
[233] StipulationType (Optional)
[234] StipulationValue (Optional)
[465] QuantityType (Optional)
[152] CashOrderQty (Optional)
[63] SettlmntTyp (Optional)
[126] ExpireTime (Optional)
[60] TransactTime (Optional)
[15] Currency (Optional)
[218] Spread (Optional)
[220] BenchmarkCurveCurrency (Optional)
[221] BenchmarkCurveName (Optional)
[222] BenchmarkCurvePoint (Optional)
[423] PriceType (Optional)
[44] Price (Optional)
[640] Price2 (Optional)
[235] YieldType (Optional)
[236] Yield (Optional)
[58] Text (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
Intro The quote message is used as the response to a Quote Request message in both indicative, tradeable, and restricted tradeable quoting markets. The quote message is used as the response to a Quote Request message in both indicative, tradeable, and restricted tradeable quoting markets.can be used to publish unsolicited quotes.

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[537] QuoteType (Optional) [205] MaturityDay (Optional)
[301] QuoteResponseLevel (Optional) [201] PutOrCall (Optional)
[453] NoPartyIDs (Optional)
[448] PartyID (Optional)
[447] PartyIDSource (Optional)
[452] PartyRole (Optional)
[523] PartySubID (Optional)
[1] Account (Optional)
[581] AccountType (Optional)
[336] TradingSessionID (Optional)
[625] TradingSessionSubID (Optional)
[454] NoSecurityAltID (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[461] CFICode (Optional)
[541] MaturityDate (Optional)
[224] CouponPaymentDate (Optional)
[225] IssueDate (Optional)
[239] RepoCollateralSecurityType (Optional)
[226] RepurchaseTerm (Optional)
[227] RepurchaseRate (Optional)
[228] Factor (Optional)
[255] CreditRating (Optional)
[543] InstrRegistry (Optional)
[470] CountryOfIssue (Optional)
[471] StateOrProvinceOfIssue (Optional)
[472] LocaleOfIssue (Optional)
[240] RedemptionDate (Optional)
[231] ContractMultiplier (Optional)
[223] CouponRate (Optional)
[348] EncodedIssuerLen (Optional)
[349] EncodedIssuer (Optional)
[350] EncodedSecurityDescLen (Optional)
[351] EncodedSecurityDesc (Optional)
[645] MktBidPx (Optional)
[646] MktOfferPx (Optional)
[647] MinBidSize (Optional)
[648] MinOfferSize (Optional)
[631] MidPx (Optional)
[632] BidYield (Optional)
[633] MidYield (Optional)
[634] OfferYield (Optional)
[63] SettlmntTyp (Optional)
[642] BidForwardPoints2 (Optional)
[643] OfferForwardPoints2 (Optional)
[15] Currency (Optional)
[656] SettlCurrBidFxRate (Optional)
[657] SettlCurrOfferFxRate (Optional)
[156] SettlCurrFxRateCalc (Optional)
[12] Commission (Optional)
[13] CommType (Optional)
[582] CustOrderCapacity (Optional)
[100] ExDestination (Optional)
[58] Text (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
Intro The Settlement Instructions message provides the broker’s, the institution’s, or the intermediary’s instructions for trade settlement. The Settlement Instructions message provides either the broker’s, the institution’s, broker’s or the intermediary’s institution’s instructions for trade settlement.

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[163] SettlInstTransType Values N = New
R = Replace
C = Cancel
C = Cancel
N = New
R = Replace
C = Cancel
[169] StandInstDbType Values 0 = Other
1 = DTC SID
3 = A Global Custodian (StandInstDbName must be provided)
2 = Thomson ALERT
0 = Other
1 = DTC SID
2 = Thomson ALERT
3 = A Global Custodian (StandInstDbName must be provided)
2 = Thomson ALERT

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[467] IndividualAllocID (Optional) [166] SettlLocation (Optional)
[11] ClOrdID (Optional) [109] ClientID (Optional)
[336] TradingSessionID (Optional) [76] ExecBroker (Optional)
[625] TradingSessionSubID (Optional)
[453] NoPartyIDs (Optional)
[448] PartyID (Optional)
[447] PartyIDSource (Optional)
[452] PartyRole (Optional)
[523] PartySubID (Optional)
[492] PaymentMethod (Optional)
[476] PaymentRef (Optional)
[488] CardHolderName (Optional)
[489] CardNumber (Optional)
[503] CardStartDate (Optional)
[490] CardExpDate (Optional)
[491] CardIssNo (Optional)
[504] PaymentDate (Optional)
[505] PaymentRemitterID (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[47] Rule80A Values N = Program Order, non-index arb, for other member
B = Short exempt transaction (refer to A type)
D = Program Order, index arb, for Member firm/org
E = Short Exempt Transaction for Principal (was incorrectly identified in the FIX spec as Registered Equity Market Maker trades)
F = Short exempt transaction (refer to W type)
H = Short exempt transaction (refer to I type)
I = Individual Investor, single order
J = Program Order, index arb, for individual customer
K = Program Order, non-index arb, for individual customer
M = Program Order, index arb, for other member
A = Agency single order
O = Proprietary transactions for competing market-maker that is affiliated with the clearing member (was incorrectly identified in the FIX spec as Competing dealer trades)
P = Principal
R = Transactions for the account of a non-member competing market maker (was incorrectly identified in the FIX spec as Competing dealer trades)
S = Specialist trades
T = Transactions for the account of an unaffiliated members competing market maker (was incorrectly identified in the FIX spec as Competing dealer trades)
U = Program Order, index arb, for other agency
W = All other orders as agent for other member
X = Short exempt transaction for member competing market-maker not affiliated with the firm clearing the trade (refer to W and T types)
Y = Program Order, non-index arb, for other agency
Z = Short exempt transaction for non-member competing market-maker (refer to A and R types)
L = Short exempt transaction for member competing market-maker affiliated with the firm clearing the trade (refer to P and O types)
C = Program Order, non-index arb, for Member firm/org
N A = Program Order, non-index arb, for other member
Agency single order
B = Short exempt transaction (refer to A type)
C = Program Order, non-index arb, for Member firm/org
D = Program Order, index arb, for Member firm/org
E = Short Exempt Transaction for Principal (was incorrectly identified in the FIX spec as Registered Equity Market Maker trades)
trades
F = Short exempt transaction (refer to W type)
H = Short exempt transaction (refer to I type)
I = Individual Investor, single order
J = Program Order, index arb, for individual customer
K = Program Order, non-index arb, for individual customer
L = Short exempt transaction for member competing market-maker affiliated with the firm clearing the trade (refer to P and O types)
M = Program Order, index arb, for other member
A N = Agency single order
Program Order, non-index arb, for other member
O = Proprietary transactions for competing market-maker that is affiliated with the clearing member (was incorrectly identified in the FIX spec as Competing dealer trades)
trades
P = Principal
R = Transactions for the account of a non-member competing market maker (was incorrectly identified in the FIX spec as Competing dealer trades)
trades
S = Specialist trades
T = Transactions for the account of an unaffiliated members competing market maker (was incorrectly identified in the FIX spec as Competing dealer trades)
trades
U = Program Order, index arb, for other agency
W = All other orders as agent for other member
X = Short exempt transaction for member competing market-maker not affiliated with the firm clearing the trade (refer to W and T types)
Y = Program Order, non-index arb, for other agency
Z = Short exempt transaction for non-member competing market-maker (refer to A and R types)
L = Short exempt transaction for member competing market-maker affiliated with the firm clearing the trade (refer to P and O types)
C = Program Order, non-index arb, for Member firm/org
[29] LastCapacity Values 4 = Principal
3 = Cross as principal
1 = Agent
2 = Cross as agent
4 = Principal
3 = Cross as principal
1 = Agent
2 = Cross as agent
3 = Cross as principal
4 = Principal
[113] ReportToExch Values Y = Indicates that party receiving message must report trade
N = Indicates that party sending message will report trade
N = Indicates that party sending message will report trade
Y = Indicates that party receiving message must report trade
N = Indicates that party sending message will report trade

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[526] SecondaryClOrdID (Optional) [109] ClientID (Optional)
[527] SecondaryExecID (Optional) [76] ExecBroker (Optional)
[583] ClOrdLinkID (Optional) [205] MaturityDay (Optional)
[453] NoPartyIDs (Optional) [201] PutOrCall (Optional)
[448] PartyID (Optional) [12] Commission (Optional)
[447] PartyIDSource (Optional) [13] CommType (Optional)
[452] PartyRole (Optional)
[523] PartySubID (Optional)
[229] TradeOriginationDate (Optional)
[382] NoContraBrokers (Optional)
[375] ContraBroker (Optional)
[337] ContraTrader (Optional)
[437] ContraTradeQty (Optional)
[438] ContraTradeTime (Optional)
[655] ContraLegRefID (Optional)
[548] CrossID (Optional)
[551] OrigCrossID (Optional)
[549] CrossType (Optional)
[636] WorkingIndicator (Optional)
[378] ExecRestatementReason (Optional)
[581] AccountType (Optional)
[589] DayBookingInst (Optional)
[590] BookingUnit (Optional)
[591] PreallocMethod (Optional)
[544] CashMargin (Optional)
[635] ClearingFeeIndicator (Optional)
[454] NoSecurityAltID (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[461] CFICode (Optional)
[541] MaturityDate (Optional)
[224] CouponPaymentDate (Optional)
[225] IssueDate (Optional)
[239] RepoCollateralSecurityType (Optional)
[226] RepurchaseTerm (Optional)
[227] RepurchaseRate (Optional)
[228] Factor (Optional)
[255] CreditRating (Optional)
[543] InstrRegistry (Optional)
[470] CountryOfIssue (Optional)
[471] StateOrProvinceOfIssue (Optional)
[472] LocaleOfIssue (Optional)
[240] RedemptionDate (Optional)
[231] ContractMultiplier (Optional)
[223] CouponRate (Optional)
[348] EncodedIssuerLen (Optional)
[349] EncodedIssuer (Optional)
[350] EncodedSecurityDescLen (Optional)
[351] EncodedSecurityDesc (Optional)
[232] NoStipulations (Optional)
[233] StipulationType (Optional)
[234] StipulationValue (Optional)
[465] QuantityType (Optional)
[152] CashOrderQty (Optional)
[516] OrderPercent (Optional)
[468] RoundingDirection (Optional)
[469] RoundingModulus (Optional)
[423] PriceType (Optional)
[388] DiscretionInst (Optional)
[389] DiscretionOffset (Optional)
[376] ComplianceID (Optional)
[377] SolicitedFlag (Optional)
[168] EffectiveTime (Optional)
[432] ExpireDate (Optional)
[528] OrderCapacity (Optional)
[529] OrderRestrictions (Optional)
[582] CustOrderCapacity (Optional)
[652] UnderlyingLastQty (Optional)
[651] UnderlyingLastPx (Optional)
[336] TradingSessionID (Optional)
[625] TradingSessionSubID (Optional)
[424] DayOrderQty (Optional)
[425] DayCumQty (Optional)
[426] DayAvgPx (Optional)
[427] GTBookingInst (Optional)
[218] Spread (Optional)
[220] BenchmarkCurveCurrency (Optional)
[221] BenchmarkCurveName (Optional)
[222] BenchmarkCurvePoint (Optional)
[235] YieldType (Optional)
[236] Yield (Optional)
[381] GrossTradeAmt (Optional)
[157] NumDaysInterest (Optional)
[230] ExDate (Optional)
[158] AccruedInterestRate (Optional)
[159] AccruedInterestAmt (Optional)
[258] TradedFlatSwitch (Optional)
[259] BasisFeatureDate (Optional)
[260] BasisFeaturePrice (Optional)
[238] Concession (Optional)
[237] TotalTakedown (Optional)
[118] NetMoney (Optional)
[21] HandlInst (Optional)
[110] MinQty (Optional)
[111] MaxFloor (Optional)
[77] PositionEffect (Optional)
[210] MaxShow (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)
[193] FutSettDate2 (Optional)
[192] OrderQty2 (Optional)
[641] LastForwardPoints2 (Optional)
[442] MultiLegReportingType (Optional)
[480] CancellationRights (Optional)
[481] MoneyLaunderingStatus (Optional)
[513] RegistID (Optional)
[494] Designation (Optional)
[483] TransBkdTime (Optional)
[515] ExecValuationPoint (Optional)
[484] ExecPriceType (Optional)
[485] ExecPriceAdjustment (Optional)
[638] PriorityIndicator (Optional)
[639] PriceImprovement (Optional)
[518] NoContAmts (Optional)
[519] ContAmtType (Optional)
[520] ContAmtValue (Optional)
[521] ContAmtCurr (Optional)
[555] NoLegs (Optional)
[600] LegSymbol (Optional)
[601] LegSymbolSfx (Optional)
[602] LegSecurityID (Optional)
[603] LegSecurityIDSource (Optional)
[604] NoLegSecurityAltID (Optional)
[605] LegSecurityAltID (Optional)
[606] LegSecurityAltIDSource (Optional)
[607] LegProduct (Optional)
[608] LegCFICode (Optional)
[609] LegSecurityType (Optional)
[610] LegMaturityMonthYear (Optional)
[611] LegMaturityDate (Optional)
[248] LegCouponPaymentDate (Optional)
[249] LegIssueDate (Optional)
[250] LegRepoCollateralSecurityType (Optional)
[251] LegRepurchaseTerm (Optional)
[252] LegRepurchaseRate (Optional)
[253] LegFactor (Optional)
[257] LegCreditRating (Optional)
[599] LegInstrRegistry (Optional)
[596] LegCountryOfIssue (Optional)
[597] LegStateOrProvinceOfIssue (Optional)
[598] LegLocaleOfIssue (Optional)
[254] LegRedemptionDate (Optional)
[612] LegStrikePrice (Optional)
[613] LegOptAttribute (Optional)
[614] LegContractMultiplier (Optional)
[615] LegCouponRate (Optional)
[616] LegSecurityExchange (Optional)
[617] LegIssuer (Optional)
[618] EncodedLegIssuerLen (Optional)
[619] EncodedLegIssuer (Optional)
[620] LegSecurityDesc (Optional)
[621] EncodedLegSecurityDescLen (Optional)
[622] EncodedLegSecurityDesc (Optional)
[623] LegRatioQty (Optional)
[624] LegSide (Optional)
[564] LegPositionEffect (Optional)
[565] LegCoveredOrUncovered (Optional)
[539] NoNestedPartyIDs (Optional)
[524] NestedPartyID (Optional)
[525] NestedPartyIDSource (Optional)
[538] NestedPartyRole (Optional)
[545] NestedPartySubID (Optional)
[654] LegRefID (Optional)
[566] LegPrice (Optional)
[587] LegSettlmntTyp (Optional)
[588] LegFutSettDate (Optional)
[637] LegLastPx (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[8] BeginString Values FIX.4.3 = FIX 4.3
FIX.4.3 1 = FIX 4.3
1

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[212] XmlDataLen (Optional)
[213] XmlData (Optional)
[347] MessageEncoding (Optional)
[369] LastMsgSeqNumProcessed (Optional)
[370] OnBehalfOfSendingTime (Optional)
[627] NoHops (Optional)
[628] HopCompID (Optional)
[629] HopSendingTime (Optional)
[630] HopRefID (Optional)

Identical Messages (No work required - yippee)

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
0 - Heartbeat 0 - Heartbeat
1 - TestRequest 1 - TestRequest
2 - ResendRequest 2 - ResendRequest
Help Tab