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 4.4 Standards - 18th June 2003 errata [Blacklined]
[221] BenchmarkCurveName Values SWAP = SWAP
LIBID = LIBID
OTHER = OTHER
Treasury = Treasury
Euribor = Euribor
Pfandbrief = Pfandbriefe
FutureSWAP = FutureSWAP
MuniAAA = MuniAAA
LIBOR = LIBOR (London Inter-Bank Offers)
SWAP = SWAP
LIBID = LIBID
OTHER = OTHER
Treasury = Treasury
Euribor = Euribor
Pfandbrief = Pfandbriefe
FutureSWAP = FutureSWAP
MuniAAA = MuniAAA
LIBOR = LIBOR (London Inter-Bank Offers)

Field-Level Differences

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

Additional (Mandatory) Fields

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

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[63] SettlType 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
0 = Regular
1 = Cash
2 = Next Day (T+1)
3 = T+2
4 = T+3
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 8 = Regular
Sellers Option
9 = T+ 5
4 = T+3
[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)
6 = With or without
7 = Limit or better
better (Deprecated)
8 = Limit with or without
9 = On basis
A D = On close (Deprecated)
1 = Market
C = Forex - Market (Deprecated)
F = Forex - Limit (Deprecated)
Previously quoted
E = Previously indicated
G = Forex - Swap
I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.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 –(Forward pricing) (for CIV)
P = Pegged
B = Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[63] SettlType 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
0 = Regular
1 = Cash
2 = Next Day (T+1)
3 = T+2
4 = T+3
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 8 = Regular
Sellers Option
9 = T+ 5
4 = T+3
[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)
6 = With or without
7 = Limit or better
better (Deprecated)
8 = Limit with or without
9 = On basis
A D = On close (Deprecated)
1 = Market
C = Forex - Market (Deprecated)
F = Forex - Limit (Deprecated)
Previously quoted
E = Previously indicated
G = Forex - Swap
I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.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 –(Forward pricing) (for CIV)
P = Pegged
B = Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[63] SettlType 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
0 = Regular
1 = Cash
2 = Next Day (T+1)
3 = T+2
4 = T+3
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 8 = Regular
Sellers Option
9 = T+ 5
4 = T+3
[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)
6 = With or without
7 = Limit or better
better (Deprecated)
8 = Limit with or without
9 = On basis
A D = On close (Deprecated)
1 = Market
C = Forex - Market (Deprecated)
F = Forex - Limit (Deprecated)
Previously quoted
E = Previously indicated
G = Forex - Swap
I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.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 –(Forward pricing) (for CIV)
P = Pegged
B = Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)
[221] BenchmarkCurveName Values SWAP = SWAP
LIBID = LIBID
OTHER = OTHER
Treasury = Treasury
Euribor = Euribor
Pfandbrief = Pfandbriefe
FutureSWAP = FutureSWAP
MuniAAA = MuniAAA
LIBOR = LIBOR (London Inter-Bank Offers)
SWAP = SWAP
LIBID = LIBID
OTHER = OTHER
Treasury = Treasury
Euribor = Euribor
Pfandbrief = Pfandbriefe
FutureSWAP = FutureSWAP
MuniAAA = MuniAAA
LIBOR = LIBOR (London Inter-Bank Offers)
[235] YieldType Values TRUE = True Yield The yield calculated with coupon dates moved from a weekend or holiday to the next valid settlement date.
PREVCLOSE = Previous Close Yield The yield of a bond based on the closing price 1 day ago.
LONGEST = Yield to Longest Average (Sinking Fund Bonds) The yield assuming only mandatory sinks are taken. This results in a slower paydown of debt; the yield is then calculated to the final payment date.
LONGAVGLIF = Yield to Longest Average Life The yield assuming only mandatory sinks are taken. This results in a lower paydown of debt; the yield is then calculated to the final payment date.
MATURITY = Yield to Maturity The yield of a bond to its maturity date.
MARK = Mark To Market Yield An adjustment in the valuation of a securities portfolio to reflect the current market values of the respective securities in the portfolio.
OPENAVG = Open Average Yield The average yield of the respective securities in the portfolio.
PUT = Yield to Next Put The yield to the date at which the bond holder can next put the bond to the issuer.
PROCEEDS = Proceeds Yield The CD equivalent yield when the remaining time to maturity is less than two years.
SEMIANNUAL = Semi-annual Yield The yield of a bond whose coupon payments are reinvested semi-annually
SHORTAVGLI = Yield to Shortest Average Life same as AVGLIFE above.
SHORTEST = Yield to Shortest Average (Sinking Fund Bonds) The yield assuming that all sinks (mandatory and voluntary) are taken. This results in a faster paydown of debt; the yield is then calculated to the final payment date.
SIMPLE = Simple Yield The yield of a bond assuming no reinvestment of coupon payments. (Act/360 day count)
TENDER = Yield to Tender Date The yield on a Municipal bond to its mandatory tender date.
VALUE1/32 = Yield Value Of 1/32 The amount that the yield will change for a 1/32nd change in price.
WORST = Yield To Worst Convention The lowest yield to all possible redemption date scenarios.
TAXEQUIV = Tax Equivalent Yield The after tax yield grossed up by the maximum federal tax rate of 39.6%. For comparison to taxable yields.
ANNUAL = Annual Yield The annual interest or dividend income an investment earns, expressed as a percentage of the investments total value.
LASTYEAR = Closing Yield Most Recent Year The yield of a bond based on the closing price as of the most recent years end.
NEXTREFUND = Yield To Next Refund (Sinking Fund Bonds) Yield assuming all bonds are redeemed at the next refund date at the redemption price.
AFTERTAX = After Tax Yield (Municipals) The yield on the bond net of any tax consequences from holding the bond. The discount on municipal securities can be subject to both capital gains taxes and ordinary income taxes. Calculated from dollar price.
ATISSUE = Yield At Issue (Municipals) The yield of the bond offered on the issue date.
AVGLIFE = Yield To Average Life The yield assuming that all sinks (mandatory and voluntary) are taken at par. This results in a faster paydown of debt; the yield is then calculated to the average life date.
AVGMATURIT = Yield To Average Maturity The yield achieved by substituting a bond's average maturity for the issue's final maturity date.
BOOK = Book Yield The yield of a security calculated by using its book value instead of the current market price. This term is typically used in the US domestic market.
CALL = Yield to Next Call The yield of a bond to the next possible call date.
CHANGE = Yield Change Since Close The change in the yield since the previous day's closing yield.
COMPOUND = Compound Yield The yield of certain Japanese bonds based on its price. Certain Japanese bonds have irregular first or last coupons, and the yield is calculated compound for these irregular periods.
CURRENT = Current Yield Annual interest on a bond divided by the market value. The actual income rate of return as opposed to the coupon rate expressed as a percentage.
GROSS = True Gross Yield Yield calculated using the price including accrued interest, where coupon dates are moved from holidays and weekends to the next trading day.
GOVTEQUIV = Government Equivalent Yield Ask yield based on semi-annual coupons compounding in all periods and actual/actual calendar.
INFLATION = Yield with Inflation Assumption Based on price, the return an investor would require on a normal bond that would make the real return equal to that of the inflation-indexed bond, assuming a constant inflation rate.
INVERSEFLO = Inverse Floater Bond Yield Inverse floater semi-annual bond equivalent rate.
LASTQUARTE = Closing Yield Most Recent Quarter The yield of a bond based on the closing price as of the most recent quarters end.
LASTCLOSE = Most Recent Closing Yield The last available yield stored in history, computed using price.
LASTMONTH = Closing Yield Most Recent Month The yield of a bond based on the closing price as of the most recent month's end.
CLOSE = Closing Yield The yield of a bond based on the closing price.
TRUE AFTERTAX = True After Tax Yield The yield calculated with coupon dates moved from a weekend or holiday to the next valid settlement date.
PREVCLOSE
(Municipals)
ANNUAL
= Previous Close Annual Yield
ATISSUE =
Yield The yield of a bond based on the closing price 1 day ago.
LONGEST
At Issue (Municipals)
AVGMATURIT = Yield To Average Maturity
BOOK = Book Yield
CALL
= Yield to Longest Average (Sinking Fund Bonds) The yield assuming only mandatory sinks are taken. This results in a slower paydown of debt; the yield is then calculated to the final payment date.
Next Call
CHANGE = Yield Change Since Close
CLOSE = Closing Yield
COMPOUND = Compound Yield
CURRENT = Current Yield
GROSS = True Gross Yield
GOVTEQUIV = Government Equivalent Yield
INFLATION = Yield with Inflation Assumption
INVERSEFLO = Inverse Floater Bond Yield
LASTCLOSE = Most Recent Closing Yield
LASTMONTH = Closing Yield Most Recent Month
LASTQUARTE = Closing Yield Most Recent Quarter
LASTYEAR = Closing Yield Most Recent Year
LONGAVGLIF = Yield to Longest Average Life The yield assuming only mandatory sinks are taken. This results in a lower paydown of debt; the yield is then calculated to the final payment date.
MATURITY = Yield to Maturity The yield of a bond to its maturity date.
Life
MARK = Mark To Market Yield An adjustment in the valuation of a securities portfolio to reflect the current market values of the respective securities in the portfolio.
OPENAVG = Open Average Yield The average yield of the respective securities in the portfolio.
PUT
Yield
MATURITY
= Yield to Next Put The yield to the date at which the bond holder can next put the bond to the issuer.
PROCEEDS = Proceeds Yield The CD equivalent yield when the remaining time to maturity is less than two years.
SEMIANNUAL = Semi-annual Yield The yield of a bond whose coupon payments are reinvested semi-annually
SHORTAVGLI = Yield to Shortest Average Life same as AVGLIFE above.
SHORTEST = Yield to Shortest Average (Sinking Fund Bonds) The yield assuming that all sinks (mandatory and voluntary) are taken. This results in a faster paydown of debt; the yield is then calculated to the final payment date.
SIMPLE = Simple Yield The yield of a bond assuming no reinvestment of coupon payments. (Act/360 day count)
TENDER = Yield to Tender Date The yield on a Municipal bond to its mandatory tender date.
VALUE1/32 = Yield Value Of 1/32 The amount that the yield will change for a 1/32nd change in price.
WORST = Yield To Worst Convention The lowest yield to all possible redemption date scenarios.
TAXEQUIV = Tax Equivalent Yield The after tax yield grossed up by the maximum federal tax rate of 39.6%. For comparison to taxable yields.
ANNUAL = Annual Yield The annual interest or dividend income an investment earns, expressed as a percentage of the investments total value.
LASTYEAR = Closing Yield Most Recent Year The yield of a bond based on the closing price as of the most recent years end.
Maturity
NEXTREFUND = Yield To Next Refund (Sinking Fund Bonds) Yield assuming all bonds are redeemed at the next refund date at the redemption price.
AFTERTAX
Bonds)
OPENAVG
= After Tax Yield (Municipals) The yield on the bond net of any tax consequences from holding the bond. The discount on municipal securities can be subject to both capital gains taxes and ordinary income taxes. Calculated from dollar price.
ATISSUE = Yield At Issue (Municipals) The yield of the bond offered on the issue date.
AVGLIFE = Yield To
Open Average Life The yield assuming that all sinks (mandatory and voluntary) are taken at par. This results in a faster paydown of debt; the yield is then calculated to the average life date.
AVGMATURIT = Yield To Average Maturity The yield achieved by substituting a bond's average maturity for the issue's final maturity date.
BOOK = Book Yield The yield of a security calculated by using its book value instead of the current market price. This term is typically used in the US domestic market.
CALL
Yield
PUT
= Yield to Next Call The yield of a bond to the next possible call date.
CHANGE
Put
PREVCLOSE = Previous Close Yield
PROCEEDS = Proceeds Yield
SEMIANNUAL = Semi-annual Yield
SHORTAVGLI
= Yield Change Since Close The change in the yield since the previous day's closing yield.
COMPOUND = Compound Yield The yield of certain Japanese bonds based on its price. Certain Japanese bonds have irregular first or last coupons, and the yield is calculated compound for these irregular periods.
CURRENT = Current Yield Annual interest on a bond divided by the market value. The actual income rate of return as opposed
to the coupon rate expressed as a percentage.
GROSS
Shortest Average Life
SIMPLE
= True Gross Yield Yield calculated using the price including accrued interest, where coupon dates are moved from holidays and weekends to the next trading day.
GOVTEQUIV
Simple Yield
TAXEQUIV
= Government Tax Equivalent Yield Ask yield based on semi-annual coupons compounding in all periods and actual/actual calendar.
INFLATION
Yield
TENDER
= Yield with Inflation Assumption Based on price, the return an investor would require on a normal bond that would make the real return equal to that of the inflation-indexed bond, assuming a constant inflation rate.
INVERSEFLO
Tender Date
TRUE
= Inverse Floater Bond True Yield
VALUE1/32 =
Yield Inverse floater semi-annual bond equivalent rate.
LASTQUARTE
Value Of 1/32
WORST
= Closing Yield Most Recent Quarter The yield of a bond based on the closing price as of the most recent quarters end.
LASTCLOSE = Most Recent Closing Yield The last available yield stored in history, computed using price.
LASTMONTH = Closing Yield Most Recent Month The yield of a bond based on the closing price as of the most recent month's end.
CLOSE = Closing Yield The yield of a bond based on the closing price.
To Worst

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[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)
6 = With or without
7 = Limit or better
better (Deprecated)
8 = Limit with or without
9 = On basis
A D = On close (Deprecated)
1 = Market
C = Forex - Market (Deprecated)
F = Forex - Limit (Deprecated)
Previously quoted
E = Previously indicated
G = Forex - Swap
I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.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 –(Forward pricing) (for CIV)
P = Pegged
B = Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[63] SettlType 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
0 = Regular
1 = Cash
2 = Next Day (T+1)
3 = T+2
4 = T+3
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 8 = Regular
Sellers Option
9 = T+ 5
4 = T+3
[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)
6 = With or without
7 = Limit or better
better (Deprecated)
8 = Limit with or without
9 = On basis
A D = On close (Deprecated)
1 = Market
C = Forex - Market (Deprecated)
F = Forex - Limit (Deprecated)
Previously quoted
E = Previously indicated
G = Forex - Swap
I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.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 –(Forward pricing) (for CIV)
P = Pegged
B = Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)
[221] BenchmarkCurveName Values SWAP = SWAP
LIBID = LIBID
OTHER = OTHER
Treasury = Treasury
Euribor = Euribor
Pfandbrief = Pfandbriefe
FutureSWAP = FutureSWAP
MuniAAA = MuniAAA
LIBOR = LIBOR (London Inter-Bank Offers)
SWAP = SWAP
LIBID = LIBID
OTHER = OTHER
Treasury = Treasury
Euribor = Euribor
Pfandbrief = Pfandbriefe
FutureSWAP = FutureSWAP
MuniAAA = MuniAAA
LIBOR = LIBOR (London Inter-Bank Offers)
[235] YieldType Values TRUE = True Yield The yield calculated with coupon dates moved from a weekend or holiday to the next valid settlement date.
PREVCLOSE = Previous Close Yield The yield of a bond based on the closing price 1 day ago.
LONGEST = Yield to Longest Average (Sinking Fund Bonds) The yield assuming only mandatory sinks are taken. This results in a slower paydown of debt; the yield is then calculated to the final payment date.
LONGAVGLIF = Yield to Longest Average Life The yield assuming only mandatory sinks are taken. This results in a lower paydown of debt; the yield is then calculated to the final payment date.
MATURITY = Yield to Maturity The yield of a bond to its maturity date.
MARK = Mark To Market Yield An adjustment in the valuation of a securities portfolio to reflect the current market values of the respective securities in the portfolio.
OPENAVG = Open Average Yield The average yield of the respective securities in the portfolio.
PUT = Yield to Next Put The yield to the date at which the bond holder can next put the bond to the issuer.
PROCEEDS = Proceeds Yield The CD equivalent yield when the remaining time to maturity is less than two years.
SEMIANNUAL = Semi-annual Yield The yield of a bond whose coupon payments are reinvested semi-annually
SHORTAVGLI = Yield to Shortest Average Life same as AVGLIFE above.
SHORTEST = Yield to Shortest Average (Sinking Fund Bonds) The yield assuming that all sinks (mandatory and voluntary) are taken. This results in a faster paydown of debt; the yield is then calculated to the final payment date.
SIMPLE = Simple Yield The yield of a bond assuming no reinvestment of coupon payments. (Act/360 day count)
TENDER = Yield to Tender Date The yield on a Municipal bond to its mandatory tender date.
VALUE1/32 = Yield Value Of 1/32 The amount that the yield will change for a 1/32nd change in price.
WORST = Yield To Worst Convention The lowest yield to all possible redemption date scenarios.
TAXEQUIV = Tax Equivalent Yield The after tax yield grossed up by the maximum federal tax rate of 39.6%. For comparison to taxable yields.
ANNUAL = Annual Yield The annual interest or dividend income an investment earns, expressed as a percentage of the investments total value.
LASTYEAR = Closing Yield Most Recent Year The yield of a bond based on the closing price as of the most recent years end.
NEXTREFUND = Yield To Next Refund (Sinking Fund Bonds) Yield assuming all bonds are redeemed at the next refund date at the redemption price.
AFTERTAX = After Tax Yield (Municipals) The yield on the bond net of any tax consequences from holding the bond. The discount on municipal securities can be subject to both capital gains taxes and ordinary income taxes. Calculated from dollar price.
ATISSUE = Yield At Issue (Municipals) The yield of the bond offered on the issue date.
AVGLIFE = Yield To Average Life The yield assuming that all sinks (mandatory and voluntary) are taken at par. This results in a faster paydown of debt; the yield is then calculated to the average life date.
AVGMATURIT = Yield To Average Maturity The yield achieved by substituting a bond's average maturity for the issue's final maturity date.
BOOK = Book Yield The yield of a security calculated by using its book value instead of the current market price. This term is typically used in the US domestic market.
CALL = Yield to Next Call The yield of a bond to the next possible call date.
CHANGE = Yield Change Since Close The change in the yield since the previous day's closing yield.
COMPOUND = Compound Yield The yield of certain Japanese bonds based on its price. Certain Japanese bonds have irregular first or last coupons, and the yield is calculated compound for these irregular periods.
CURRENT = Current Yield Annual interest on a bond divided by the market value. The actual income rate of return as opposed to the coupon rate expressed as a percentage.
GROSS = True Gross Yield Yield calculated using the price including accrued interest, where coupon dates are moved from holidays and weekends to the next trading day.
GOVTEQUIV = Government Equivalent Yield Ask yield based on semi-annual coupons compounding in all periods and actual/actual calendar.
INFLATION = Yield with Inflation Assumption Based on price, the return an investor would require on a normal bond that would make the real return equal to that of the inflation-indexed bond, assuming a constant inflation rate.
INVERSEFLO = Inverse Floater Bond Yield Inverse floater semi-annual bond equivalent rate.
LASTQUARTE = Closing Yield Most Recent Quarter The yield of a bond based on the closing price as of the most recent quarters end.
LASTCLOSE = Most Recent Closing Yield The last available yield stored in history, computed using price.
LASTMONTH = Closing Yield Most Recent Month The yield of a bond based on the closing price as of the most recent month's end.
CLOSE = Closing Yield The yield of a bond based on the closing price.
TRUE AFTERTAX = True After Tax Yield The yield calculated with coupon dates moved from a weekend or holiday to the next valid settlement date.
PREVCLOSE
(Municipals)
ANNUAL
= Previous Close Annual Yield
ATISSUE =
Yield The yield of a bond based on the closing price 1 day ago.
LONGEST
At Issue (Municipals)
AVGMATURIT = Yield To Average Maturity
BOOK = Book Yield
CALL
= Yield to Longest Average (Sinking Fund Bonds) The yield assuming only mandatory sinks are taken. This results in a slower paydown of debt; the yield is then calculated to the final payment date.
Next Call
CHANGE = Yield Change Since Close
CLOSE = Closing Yield
COMPOUND = Compound Yield
CURRENT = Current Yield
GROSS = True Gross Yield
GOVTEQUIV = Government Equivalent Yield
INFLATION = Yield with Inflation Assumption
INVERSEFLO = Inverse Floater Bond Yield
LASTCLOSE = Most Recent Closing Yield
LASTMONTH = Closing Yield Most Recent Month
LASTQUARTE = Closing Yield Most Recent Quarter
LASTYEAR = Closing Yield Most Recent Year
LONGAVGLIF = Yield to Longest Average Life The yield assuming only mandatory sinks are taken. This results in a lower paydown of debt; the yield is then calculated to the final payment date.
MATURITY = Yield to Maturity The yield of a bond to its maturity date.
Life
MARK = Mark To Market Yield An adjustment in the valuation of a securities portfolio to reflect the current market values of the respective securities in the portfolio.
OPENAVG = Open Average Yield The average yield of the respective securities in the portfolio.
PUT
Yield
MATURITY
= Yield to Next Put The yield to the date at which the bond holder can next put the bond to the issuer.
PROCEEDS = Proceeds Yield The CD equivalent yield when the remaining time to maturity is less than two years.
SEMIANNUAL = Semi-annual Yield The yield of a bond whose coupon payments are reinvested semi-annually
SHORTAVGLI = Yield to Shortest Average Life same as AVGLIFE above.
SHORTEST = Yield to Shortest Average (Sinking Fund Bonds) The yield assuming that all sinks (mandatory and voluntary) are taken. This results in a faster paydown of debt; the yield is then calculated to the final payment date.
SIMPLE = Simple Yield The yield of a bond assuming no reinvestment of coupon payments. (Act/360 day count)
TENDER = Yield to Tender Date The yield on a Municipal bond to its mandatory tender date.
VALUE1/32 = Yield Value Of 1/32 The amount that the yield will change for a 1/32nd change in price.
WORST = Yield To Worst Convention The lowest yield to all possible redemption date scenarios.
TAXEQUIV = Tax Equivalent Yield The after tax yield grossed up by the maximum federal tax rate of 39.6%. For comparison to taxable yields.
ANNUAL = Annual Yield The annual interest or dividend income an investment earns, expressed as a percentage of the investments total value.
LASTYEAR = Closing Yield Most Recent Year The yield of a bond based on the closing price as of the most recent years end.
Maturity
NEXTREFUND = Yield To Next Refund (Sinking Fund Bonds) Yield assuming all bonds are redeemed at the next refund date at the redemption price.
AFTERTAX
Bonds)
OPENAVG
= After Tax Yield (Municipals) The yield on the bond net of any tax consequences from holding the bond. The discount on municipal securities can be subject to both capital gains taxes and ordinary income taxes. Calculated from dollar price.
ATISSUE = Yield At Issue (Municipals) The yield of the bond offered on the issue date.
AVGLIFE = Yield To
Open Average Life The yield assuming that all sinks (mandatory and voluntary) are taken at par. This results in a faster paydown of debt; the yield is then calculated to the average life date.
AVGMATURIT = Yield To Average Maturity The yield achieved by substituting a bond's average maturity for the issue's final maturity date.
BOOK = Book Yield The yield of a security calculated by using its book value instead of the current market price. This term is typically used in the US domestic market.
CALL
Yield
PUT
= Yield to Next Call The yield of a bond to the next possible call date.
CHANGE
Put
PREVCLOSE = Previous Close Yield
PROCEEDS = Proceeds Yield
SEMIANNUAL = Semi-annual Yield
SHORTAVGLI
= Yield Change Since Close The change in the yield since the previous day's closing yield.
COMPOUND = Compound Yield The yield of certain Japanese bonds based on its price. Certain Japanese bonds have irregular first or last coupons, and the yield is calculated compound for these irregular periods.
CURRENT = Current Yield Annual interest on a bond divided by the market value. The actual income rate of return as opposed
to the coupon rate expressed as a percentage.
GROSS
Shortest Average Life
SIMPLE
= True Gross Yield Yield calculated using the price including accrued interest, where coupon dates are moved from holidays and weekends to the next trading day.
GOVTEQUIV
Simple Yield
TAXEQUIV
= Government Tax Equivalent Yield Ask yield based on semi-annual coupons compounding in all periods and actual/actual calendar.
INFLATION
Yield
TENDER
= Yield with Inflation Assumption Based on price, the return an investor would require on a normal bond that would make the real return equal to that of the inflation-indexed bond, assuming a constant inflation rate.
INVERSEFLO
Tender Date
TRUE
= Inverse Floater Bond True Yield
VALUE1/32 =
Yield Inverse floater semi-annual bond equivalent rate.
LASTQUARTE
Value Of 1/32
WORST
= Closing Yield Most Recent Quarter The yield of a bond based on the closing price as of the most recent quarters end.
LASTCLOSE = Most Recent Closing Yield The last available yield stored in history, computed using price.
LASTMONTH = Closing Yield Most Recent Month The yield of a bond based on the closing price as of the most recent month's end.
CLOSE = Closing Yield The yield of a bond based on the closing price.
To Worst

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 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 1 = Default
Standing Instructions Provided
4 = Specific Order for a single account (for CIV)
3 5 = Specific Allocation Account Standing
1 = Standing Instructions Provided
2 = Specific Allocation Account Overriding
Request reject
[63] SettlType 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
0 = Regular
1 = Cash
2 = Next Day (T+1)
3 = T+2
4 = T+3
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 8 = Regular
Sellers Option
9 = T+ 5
4 = T+3
[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)
6 = With or without
7 = Limit or better
better (Deprecated)
8 = Limit with or without
9 = On basis
A D = On close (Deprecated)
1 = Market
C = Forex - Market (Deprecated)
F = Forex - Limit (Deprecated)
Previously quoted
E = Previously indicated
G = Forex - Swap
I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.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 –(Forward pricing) (for CIV)
P = Pegged
B = Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)
[221] BenchmarkCurveName Values SWAP = SWAP
LIBID = LIBID
OTHER = OTHER
Treasury = Treasury
Euribor = Euribor
Pfandbrief = Pfandbriefe
FutureSWAP = FutureSWAP
MuniAAA = MuniAAA
LIBOR = LIBOR (London Inter-Bank Offers)
SWAP = SWAP
LIBID = LIBID
OTHER = OTHER
Treasury = Treasury
Euribor = Euribor
Pfandbrief = Pfandbriefe
FutureSWAP = FutureSWAP
MuniAAA = MuniAAA
LIBOR = LIBOR (London Inter-Bank Offers)
[235] YieldType Values TRUE = True Yield The yield calculated with coupon dates moved from a weekend or holiday to the next valid settlement date.
PREVCLOSE = Previous Close Yield The yield of a bond based on the closing price 1 day ago.
LONGEST = Yield to Longest Average (Sinking Fund Bonds) The yield assuming only mandatory sinks are taken. This results in a slower paydown of debt; the yield is then calculated to the final payment date.
LONGAVGLIF = Yield to Longest Average Life The yield assuming only mandatory sinks are taken. This results in a lower paydown of debt; the yield is then calculated to the final payment date.
MATURITY = Yield to Maturity The yield of a bond to its maturity date.
MARK = Mark To Market Yield An adjustment in the valuation of a securities portfolio to reflect the current market values of the respective securities in the portfolio.
OPENAVG = Open Average Yield The average yield of the respective securities in the portfolio.
PUT = Yield to Next Put The yield to the date at which the bond holder can next put the bond to the issuer.
PROCEEDS = Proceeds Yield The CD equivalent yield when the remaining time to maturity is less than two years.
SEMIANNUAL = Semi-annual Yield The yield of a bond whose coupon payments are reinvested semi-annually
SHORTAVGLI = Yield to Shortest Average Life same as AVGLIFE above.
SHORTEST = Yield to Shortest Average (Sinking Fund Bonds) The yield assuming that all sinks (mandatory and voluntary) are taken. This results in a faster paydown of debt; the yield is then calculated to the final payment date.
SIMPLE = Simple Yield The yield of a bond assuming no reinvestment of coupon payments. (Act/360 day count)
TENDER = Yield to Tender Date The yield on a Municipal bond to its mandatory tender date.
VALUE1/32 = Yield Value Of 1/32 The amount that the yield will change for a 1/32nd change in price.
WORST = Yield To Worst Convention The lowest yield to all possible redemption date scenarios.
TAXEQUIV = Tax Equivalent Yield The after tax yield grossed up by the maximum federal tax rate of 39.6%. For comparison to taxable yields.
ANNUAL = Annual Yield The annual interest or dividend income an investment earns, expressed as a percentage of the investments total value.
LASTYEAR = Closing Yield Most Recent Year The yield of a bond based on the closing price as of the most recent years end.
NEXTREFUND = Yield To Next Refund (Sinking Fund Bonds) Yield assuming all bonds are redeemed at the next refund date at the redemption price.
AFTERTAX = After Tax Yield (Municipals) The yield on the bond net of any tax consequences from holding the bond. The discount on municipal securities can be subject to both capital gains taxes and ordinary income taxes. Calculated from dollar price.
ATISSUE = Yield At Issue (Municipals) The yield of the bond offered on the issue date.
AVGLIFE = Yield To Average Life The yield assuming that all sinks (mandatory and voluntary) are taken at par. This results in a faster paydown of debt; the yield is then calculated to the average life date.
AVGMATURIT = Yield To Average Maturity The yield achieved by substituting a bond's average maturity for the issue's final maturity date.
BOOK = Book Yield The yield of a security calculated by using its book value instead of the current market price. This term is typically used in the US domestic market.
CALL = Yield to Next Call The yield of a bond to the next possible call date.
CHANGE = Yield Change Since Close The change in the yield since the previous day's closing yield.
COMPOUND = Compound Yield The yield of certain Japanese bonds based on its price. Certain Japanese bonds have irregular first or last coupons, and the yield is calculated compound for these irregular periods.
CURRENT = Current Yield Annual interest on a bond divided by the market value. The actual income rate of return as opposed to the coupon rate expressed as a percentage.
GROSS = True Gross Yield Yield calculated using the price including accrued interest, where coupon dates are moved from holidays and weekends to the next trading day.
GOVTEQUIV = Government Equivalent Yield Ask yield based on semi-annual coupons compounding in all periods and actual/actual calendar.
INFLATION = Yield with Inflation Assumption Based on price, the return an investor would require on a normal bond that would make the real return equal to that of the inflation-indexed bond, assuming a constant inflation rate.
INVERSEFLO = Inverse Floater Bond Yield Inverse floater semi-annual bond equivalent rate.
LASTQUARTE = Closing Yield Most Recent Quarter The yield of a bond based on the closing price as of the most recent quarters end.
LASTCLOSE = Most Recent Closing Yield The last available yield stored in history, computed using price.
LASTMONTH = Closing Yield Most Recent Month The yield of a bond based on the closing price as of the most recent month's end.
CLOSE = Closing Yield The yield of a bond based on the closing price.
TRUE AFTERTAX = True After Tax Yield The yield calculated with coupon dates moved from a weekend or holiday to the next valid settlement date.
PREVCLOSE
(Municipals)
ANNUAL
= Previous Close Annual Yield
ATISSUE =
Yield The yield of a bond based on the closing price 1 day ago.
LONGEST
At Issue (Municipals)
AVGMATURIT = Yield To Average Maturity
BOOK = Book Yield
CALL
= Yield to Longest Average (Sinking Fund Bonds) The yield assuming only mandatory sinks are taken. This results in a slower paydown of debt; the yield is then calculated to the final payment date.
Next Call
CHANGE = Yield Change Since Close
CLOSE = Closing Yield
COMPOUND = Compound Yield
CURRENT = Current Yield
GROSS = True Gross Yield
GOVTEQUIV = Government Equivalent Yield
INFLATION = Yield with Inflation Assumption
INVERSEFLO = Inverse Floater Bond Yield
LASTCLOSE = Most Recent Closing Yield
LASTMONTH = Closing Yield Most Recent Month
LASTQUARTE = Closing Yield Most Recent Quarter
LASTYEAR = Closing Yield Most Recent Year
LONGAVGLIF = Yield to Longest Average Life The yield assuming only mandatory sinks are taken. This results in a lower paydown of debt; the yield is then calculated to the final payment date.
MATURITY = Yield to Maturity The yield of a bond to its maturity date.
Life
MARK = Mark To Market Yield An adjustment in the valuation of a securities portfolio to reflect the current market values of the respective securities in the portfolio.
OPENAVG = Open Average Yield The average yield of the respective securities in the portfolio.
PUT
Yield
MATURITY
= Yield to Next Put The yield to the date at which the bond holder can next put the bond to the issuer.
PROCEEDS = Proceeds Yield The CD equivalent yield when the remaining time to maturity is less than two years.
SEMIANNUAL = Semi-annual Yield The yield of a bond whose coupon payments are reinvested semi-annually
SHORTAVGLI = Yield to Shortest Average Life same as AVGLIFE above.
SHORTEST = Yield to Shortest Average (Sinking Fund Bonds) The yield assuming that all sinks (mandatory and voluntary) are taken. This results in a faster paydown of debt; the yield is then calculated to the final payment date.
SIMPLE = Simple Yield The yield of a bond assuming no reinvestment of coupon payments. (Act/360 day count)
TENDER = Yield to Tender Date The yield on a Municipal bond to its mandatory tender date.
VALUE1/32 = Yield Value Of 1/32 The amount that the yield will change for a 1/32nd change in price.
WORST = Yield To Worst Convention The lowest yield to all possible redemption date scenarios.
TAXEQUIV = Tax Equivalent Yield The after tax yield grossed up by the maximum federal tax rate of 39.6%. For comparison to taxable yields.
ANNUAL = Annual Yield The annual interest or dividend income an investment earns, expressed as a percentage of the investments total value.
LASTYEAR = Closing Yield Most Recent Year The yield of a bond based on the closing price as of the most recent years end.
Maturity
NEXTREFUND = Yield To Next Refund (Sinking Fund Bonds) Yield assuming all bonds are redeemed at the next refund date at the redemption price.
AFTERTAX
Bonds)
OPENAVG
= After Tax Yield (Municipals) The yield on the bond net of any tax consequences from holding the bond. The discount on municipal securities can be subject to both capital gains taxes and ordinary income taxes. Calculated from dollar price.
ATISSUE = Yield At Issue (Municipals) The yield of the bond offered on the issue date.
AVGLIFE = Yield To
Open Average Life The yield assuming that all sinks (mandatory and voluntary) are taken at par. This results in a faster paydown of debt; the yield is then calculated to the average life date.
AVGMATURIT = Yield To Average Maturity The yield achieved by substituting a bond's average maturity for the issue's final maturity date.
BOOK = Book Yield The yield of a security calculated by using its book value instead of the current market price. This term is typically used in the US domestic market.
CALL
Yield
PUT
= Yield to Next Call The yield of a bond to the next possible call date.
CHANGE
Put
PREVCLOSE = Previous Close Yield
PROCEEDS = Proceeds Yield
SEMIANNUAL = Semi-annual Yield
SHORTAVGLI
= Yield Change Since Close The change in the yield since the previous day's closing yield.
COMPOUND = Compound Yield The yield of certain Japanese bonds based on its price. Certain Japanese bonds have irregular first or last coupons, and the yield is calculated compound for these irregular periods.
CURRENT = Current Yield Annual interest on a bond divided by the market value. The actual income rate of return as opposed
to the coupon rate expressed as a percentage.
GROSS
Shortest Average Life
SIMPLE
= True Gross Yield Yield calculated using the price including accrued interest, where coupon dates are moved from holidays and weekends to the next trading day.
GOVTEQUIV
Simple Yield
TAXEQUIV
= Government Tax Equivalent Yield Ask yield based on semi-annual coupons compounding in all periods and actual/actual calendar.
INFLATION
Yield
TENDER
= Yield with Inflation Assumption Based on price, the return an investor would require on a normal bond that would make the real return equal to that of the inflation-indexed bond, assuming a constant inflation rate.
INVERSEFLO
Tender Date
TRUE
= Inverse Floater Bond True Yield
VALUE1/32 =
Yield Inverse floater semi-annual bond equivalent rate.
LASTQUARTE
Value Of 1/32
WORST
= Closing Yield Most Recent Quarter The yield of a bond based on the closing price as of the most recent quarters end.
LASTCLOSE = Most Recent Closing Yield The last available yield stored in history, computed using price.
LASTMONTH = Closing Yield Most Recent Month The yield of a bond based on the closing price as of the most recent month's end.
CLOSE = Closing Yield The yield of a bond based on the closing price.
To Worst

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[63] SettlType 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
0 = Regular
1 = Cash
2 = Next Day (T+1)
3 = T+2
4 = T+3
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 8 = Regular
Sellers Option
9 = T+ 5
4 = T+3
[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)
6 = With or without
7 = Limit or better
better (Deprecated)
8 = Limit with or without
9 = On basis
A D = On close (Deprecated)
1 = Market
C = Forex - Market (Deprecated)
F = Forex - Limit (Deprecated)
Previously quoted
E = Previously indicated
G = Forex - Swap
I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.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 –(Forward pricing) (for CIV)
P = Pegged
B = Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)
[221] BenchmarkCurveName Values SWAP = SWAP
LIBID = LIBID
OTHER = OTHER
Treasury = Treasury
Euribor = Euribor
Pfandbrief = Pfandbriefe
FutureSWAP = FutureSWAP
MuniAAA = MuniAAA
LIBOR = LIBOR (London Inter-Bank Offers)
SWAP = SWAP
LIBID = LIBID
OTHER = OTHER
Treasury = Treasury
Euribor = Euribor
Pfandbrief = Pfandbriefe
FutureSWAP = FutureSWAP
MuniAAA = MuniAAA
LIBOR = LIBOR (London Inter-Bank Offers)
[235] YieldType Values TRUE = True Yield The yield calculated with coupon dates moved from a weekend or holiday to the next valid settlement date.
PREVCLOSE = Previous Close Yield The yield of a bond based on the closing price 1 day ago.
LONGEST = Yield to Longest Average (Sinking Fund Bonds) The yield assuming only mandatory sinks are taken. This results in a slower paydown of debt; the yield is then calculated to the final payment date.
LONGAVGLIF = Yield to Longest Average Life The yield assuming only mandatory sinks are taken. This results in a lower paydown of debt; the yield is then calculated to the final payment date.
MATURITY = Yield to Maturity The yield of a bond to its maturity date.
MARK = Mark To Market Yield An adjustment in the valuation of a securities portfolio to reflect the current market values of the respective securities in the portfolio.
OPENAVG = Open Average Yield The average yield of the respective securities in the portfolio.
PUT = Yield to Next Put The yield to the date at which the bond holder can next put the bond to the issuer.
PROCEEDS = Proceeds Yield The CD equivalent yield when the remaining time to maturity is less than two years.
SEMIANNUAL = Semi-annual Yield The yield of a bond whose coupon payments are reinvested semi-annually
SHORTAVGLI = Yield to Shortest Average Life same as AVGLIFE above.
SHORTEST = Yield to Shortest Average (Sinking Fund Bonds) The yield assuming that all sinks (mandatory and voluntary) are taken. This results in a faster paydown of debt; the yield is then calculated to the final payment date.
SIMPLE = Simple Yield The yield of a bond assuming no reinvestment of coupon payments. (Act/360 day count)
TENDER = Yield to Tender Date The yield on a Municipal bond to its mandatory tender date.
VALUE1/32 = Yield Value Of 1/32 The amount that the yield will change for a 1/32nd change in price.
WORST = Yield To Worst Convention The lowest yield to all possible redemption date scenarios.
TAXEQUIV = Tax Equivalent Yield The after tax yield grossed up by the maximum federal tax rate of 39.6%. For comparison to taxable yields.
ANNUAL = Annual Yield The annual interest or dividend income an investment earns, expressed as a percentage of the investments total value.
LASTYEAR = Closing Yield Most Recent Year The yield of a bond based on the closing price as of the most recent years end.
NEXTREFUND = Yield To Next Refund (Sinking Fund Bonds) Yield assuming all bonds are redeemed at the next refund date at the redemption price.
AFTERTAX = After Tax Yield (Municipals) The yield on the bond net of any tax consequences from holding the bond. The discount on municipal securities can be subject to both capital gains taxes and ordinary income taxes. Calculated from dollar price.
ATISSUE = Yield At Issue (Municipals) The yield of the bond offered on the issue date.
AVGLIFE = Yield To Average Life The yield assuming that all sinks (mandatory and voluntary) are taken at par. This results in a faster paydown of debt; the yield is then calculated to the average life date.
AVGMATURIT = Yield To Average Maturity The yield achieved by substituting a bond's average maturity for the issue's final maturity date.
BOOK = Book Yield The yield of a security calculated by using its book value instead of the current market price. This term is typically used in the US domestic market.
CALL = Yield to Next Call The yield of a bond to the next possible call date.
CHANGE = Yield Change Since Close The change in the yield since the previous day's closing yield.
COMPOUND = Compound Yield The yield of certain Japanese bonds based on its price. Certain Japanese bonds have irregular first or last coupons, and the yield is calculated compound for these irregular periods.
CURRENT = Current Yield Annual interest on a bond divided by the market value. The actual income rate of return as opposed to the coupon rate expressed as a percentage.
GROSS = True Gross Yield Yield calculated using the price including accrued interest, where coupon dates are moved from holidays and weekends to the next trading day.
GOVTEQUIV = Government Equivalent Yield Ask yield based on semi-annual coupons compounding in all periods and actual/actual calendar.
INFLATION = Yield with Inflation Assumption Based on price, the return an investor would require on a normal bond that would make the real return equal to that of the inflation-indexed bond, assuming a constant inflation rate.
INVERSEFLO = Inverse Floater Bond Yield Inverse floater semi-annual bond equivalent rate.
LASTQUARTE = Closing Yield Most Recent Quarter The yield of a bond based on the closing price as of the most recent quarters end.
LASTCLOSE = Most Recent Closing Yield The last available yield stored in history, computed using price.
LASTMONTH = Closing Yield Most Recent Month The yield of a bond based on the closing price as of the most recent month's end.
CLOSE = Closing Yield The yield of a bond based on the closing price.
TRUE AFTERTAX = True After Tax Yield The yield calculated with coupon dates moved from a weekend or holiday to the next valid settlement date.
PREVCLOSE
(Municipals)
ANNUAL
= Previous Close Annual Yield
ATISSUE =
Yield The yield of a bond based on the closing price 1 day ago.
LONGEST
At Issue (Municipals)
AVGMATURIT = Yield To Average Maturity
BOOK = Book Yield
CALL
= Yield to Longest Average (Sinking Fund Bonds) The yield assuming only mandatory sinks are taken. This results in a slower paydown of debt; the yield is then calculated to the final payment date.
Next Call
CHANGE = Yield Change Since Close
CLOSE = Closing Yield
COMPOUND = Compound Yield
CURRENT = Current Yield
GROSS = True Gross Yield
GOVTEQUIV = Government Equivalent Yield
INFLATION = Yield with Inflation Assumption
INVERSEFLO = Inverse Floater Bond Yield
LASTCLOSE = Most Recent Closing Yield
LASTMONTH = Closing Yield Most Recent Month
LASTQUARTE = Closing Yield Most Recent Quarter
LASTYEAR = Closing Yield Most Recent Year
LONGAVGLIF = Yield to Longest Average Life The yield assuming only mandatory sinks are taken. This results in a lower paydown of debt; the yield is then calculated to the final payment date.
MATURITY = Yield to Maturity The yield of a bond to its maturity date.
Life
MARK = Mark To Market Yield An adjustment in the valuation of a securities portfolio to reflect the current market values of the respective securities in the portfolio.
OPENAVG = Open Average Yield The average yield of the respective securities in the portfolio.
PUT
Yield
MATURITY
= Yield to Next Put The yield to the date at which the bond holder can next put the bond to the issuer.
PROCEEDS = Proceeds Yield The CD equivalent yield when the remaining time to maturity is less than two years.
SEMIANNUAL = Semi-annual Yield The yield of a bond whose coupon payments are reinvested semi-annually
SHORTAVGLI = Yield to Shortest Average Life same as AVGLIFE above.
SHORTEST = Yield to Shortest Average (Sinking Fund Bonds) The yield assuming that all sinks (mandatory and voluntary) are taken. This results in a faster paydown of debt; the yield is then calculated to the final payment date.
SIMPLE = Simple Yield The yield of a bond assuming no reinvestment of coupon payments. (Act/360 day count)
TENDER = Yield to Tender Date The yield on a Municipal bond to its mandatory tender date.
VALUE1/32 = Yield Value Of 1/32 The amount that the yield will change for a 1/32nd change in price.
WORST = Yield To Worst Convention The lowest yield to all possible redemption date scenarios.
TAXEQUIV = Tax Equivalent Yield The after tax yield grossed up by the maximum federal tax rate of 39.6%. For comparison to taxable yields.
ANNUAL = Annual Yield The annual interest or dividend income an investment earns, expressed as a percentage of the investments total value.
LASTYEAR = Closing Yield Most Recent Year The yield of a bond based on the closing price as of the most recent years end.
Maturity
NEXTREFUND = Yield To Next Refund (Sinking Fund Bonds) Yield assuming all bonds are redeemed at the next refund date at the redemption price.
AFTERTAX
Bonds)
OPENAVG
= After Tax Yield (Municipals) The yield on the bond net of any tax consequences from holding the bond. The discount on municipal securities can be subject to both capital gains taxes and ordinary income taxes. Calculated from dollar price.
ATISSUE = Yield At Issue (Municipals) The yield of the bond offered on the issue date.
AVGLIFE = Yield To
Open Average Life The yield assuming that all sinks (mandatory and voluntary) are taken at par. This results in a faster paydown of debt; the yield is then calculated to the average life date.
AVGMATURIT = Yield To Average Maturity The yield achieved by substituting a bond's average maturity for the issue's final maturity date.
BOOK = Book Yield The yield of a security calculated by using its book value instead of the current market price. This term is typically used in the US domestic market.
CALL
Yield
PUT
= Yield to Next Call The yield of a bond to the next possible call date.
CHANGE
Put
PREVCLOSE = Previous Close Yield
PROCEEDS = Proceeds Yield
SEMIANNUAL = Semi-annual Yield
SHORTAVGLI
= Yield Change Since Close The change in the yield since the previous day's closing yield.
COMPOUND = Compound Yield The yield of certain Japanese bonds based on its price. Certain Japanese bonds have irregular first or last coupons, and the yield is calculated compound for these irregular periods.
CURRENT = Current Yield Annual interest on a bond divided by the market value. The actual income rate of return as opposed
to the coupon rate expressed as a percentage.
GROSS
Shortest Average Life
SIMPLE
= True Gross Yield Yield calculated using the price including accrued interest, where coupon dates are moved from holidays and weekends to the next trading day.
GOVTEQUIV
Simple Yield
TAXEQUIV
= Government Tax Equivalent Yield Ask yield based on semi-annual coupons compounding in all periods and actual/actual calendar.
INFLATION
Yield
TENDER
= Yield with Inflation Assumption Based on price, the return an investor would require on a normal bond that would make the real return equal to that of the inflation-indexed bond, assuming a constant inflation rate.
INVERSEFLO
Tender Date
TRUE
= Inverse Floater Bond True Yield
VALUE1/32 =
Yield Inverse floater semi-annual bond equivalent rate.
LASTQUARTE
Value Of 1/32
WORST
= Closing Yield Most Recent Quarter The yield of a bond based on the closing price as of the most recent quarters end.
LASTCLOSE = Most Recent Closing Yield The last available yield stored in history, computed using price.
LASTMONTH = Closing Yield Most Recent Month The yield of a bond based on the closing price as of the most recent month's end.
CLOSE = Closing Yield The yield of a bond based on the closing price.
To Worst

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[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)
6 = With or without
7 = Limit or better
better (Deprecated)
8 = Limit with or without
9 = On basis
A D = On close (Deprecated)
1 = Market
C = Forex - Market (Deprecated)
F = Forex - Limit (Deprecated)
Previously quoted
E = Previously indicated
G = Forex - Swap
I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.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 –(Forward pricing) (for CIV)
P = Pegged
B = Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 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 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
New
1 = Replace
0 2 = New
Cancel
[626] AllocType Values 6 = Buyside Ready-To-Book - Combined Set of Orders
2 = Buyside Preliminary (without MiscFees and NetMoney)
3 = Sellside Calculated Using Preliminary (includes MiscFees and NetMoney)
5 = Buyside Ready-To-Book - Single Order
1 = Buyside Calculated (includes MiscFees and NetMoney)
4 = Sellside Calculated Without Preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney)
6 1 = Buyside Ready-To-Book - Combined Set of Orders
Calculated (includes MiscFees and NetMoney)
2 = Buyside Preliminary (without MiscFees and NetMoney)
3 = Sellside Calculated Using Preliminary (includes MiscFees and NetMoney)
5 = Buyside Ready-To-Book - Single Order
1
Ready-To-Book
7
= Buyside Calculated (includes MiscFees and NetMoney)
4
Warehouse instruction
8
= Sellside Calculated Without Preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney)
Request to Intermediary
[63] SettlType 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
0 = Regular
1 = Cash
2 = Next Day (T+1)
3 = T+2
4 = T+3
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 8 = Regular
Sellers Option
9 = T+ 5
4 = T+3

Additional (Mandatory) Fields

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

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[63] SettlType 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
0 = Regular
1 = Cash
2 = Next Day (T+1)
3 = T+2
4 = T+3
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 8 = Regular
Sellers Option
9 = T+ 5
4 = T+3

Field-Level Differences

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

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[60] TransactTime Reqd Optional OptionalMandatory

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[63] SettlType 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
0 = Regular
1 = Cash
2 = Next Day (T+1)
3 = T+2
4 = T+3
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 8 = Regular
Sellers Option
9 = T+ 5
4 = T+3
[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)
6 = With or without
7 = Limit or better
better (Deprecated)
8 = Limit with or without
9 = On basis
A D = On close (Deprecated)
1 = Market
C = Forex - Market (Deprecated)
F = Forex - Limit (Deprecated)
Previously quoted
E = Previously indicated
G = Forex - Swap
I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.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 –(Forward pricing) (for CIV)
P = Pegged
B = Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)
[221] BenchmarkCurveName Values SWAP = SWAP
LIBID = LIBID
OTHER = OTHER
Treasury = Treasury
Euribor = Euribor
Pfandbrief = Pfandbriefe
FutureSWAP = FutureSWAP
MuniAAA = MuniAAA
LIBOR = LIBOR (London Inter-Bank Offers)
SWAP = SWAP
LIBID = LIBID
OTHER = OTHER
Treasury = Treasury
Euribor = Euribor
Pfandbrief = Pfandbriefe
FutureSWAP = FutureSWAP
MuniAAA = MuniAAA
LIBOR = LIBOR (London Inter-Bank Offers)
[235] YieldType Values TRUE = True Yield The yield calculated with coupon dates moved from a weekend or holiday to the next valid settlement date.
PREVCLOSE = Previous Close Yield The yield of a bond based on the closing price 1 day ago.
LONGEST = Yield to Longest Average (Sinking Fund Bonds) The yield assuming only mandatory sinks are taken. This results in a slower paydown of debt; the yield is then calculated to the final payment date.
LONGAVGLIF = Yield to Longest Average Life The yield assuming only mandatory sinks are taken. This results in a lower paydown of debt; the yield is then calculated to the final payment date.
MATURITY = Yield to Maturity The yield of a bond to its maturity date.
MARK = Mark To Market Yield An adjustment in the valuation of a securities portfolio to reflect the current market values of the respective securities in the portfolio.
OPENAVG = Open Average Yield The average yield of the respective securities in the portfolio.
PUT = Yield to Next Put The yield to the date at which the bond holder can next put the bond to the issuer.
PROCEEDS = Proceeds Yield The CD equivalent yield when the remaining time to maturity is less than two years.
SEMIANNUAL = Semi-annual Yield The yield of a bond whose coupon payments are reinvested semi-annually
SHORTAVGLI = Yield to Shortest Average Life same as AVGLIFE above.
SHORTEST = Yield to Shortest Average (Sinking Fund Bonds) The yield assuming that all sinks (mandatory and voluntary) are taken. This results in a faster paydown of debt; the yield is then calculated to the final payment date.
SIMPLE = Simple Yield The yield of a bond assuming no reinvestment of coupon payments. (Act/360 day count)
TENDER = Yield to Tender Date The yield on a Municipal bond to its mandatory tender date.
VALUE1/32 = Yield Value Of 1/32 The amount that the yield will change for a 1/32nd change in price.
WORST = Yield To Worst Convention The lowest yield to all possible redemption date scenarios.
TAXEQUIV = Tax Equivalent Yield The after tax yield grossed up by the maximum federal tax rate of 39.6%. For comparison to taxable yields.
ANNUAL = Annual Yield The annual interest or dividend income an investment earns, expressed as a percentage of the investments total value.
LASTYEAR = Closing Yield Most Recent Year The yield of a bond based on the closing price as of the most recent years end.
NEXTREFUND = Yield To Next Refund (Sinking Fund Bonds) Yield assuming all bonds are redeemed at the next refund date at the redemption price.
AFTERTAX = After Tax Yield (Municipals) The yield on the bond net of any tax consequences from holding the bond. The discount on municipal securities can be subject to both capital gains taxes and ordinary income taxes. Calculated from dollar price.
ATISSUE = Yield At Issue (Municipals) The yield of the bond offered on the issue date.
AVGLIFE = Yield To Average Life The yield assuming that all sinks (mandatory and voluntary) are taken at par. This results in a faster paydown of debt; the yield is then calculated to the average life date.
AVGMATURIT = Yield To Average Maturity The yield achieved by substituting a bond's average maturity for the issue's final maturity date.
BOOK = Book Yield The yield of a security calculated by using its book value instead of the current market price. This term is typically used in the US domestic market.
CALL = Yield to Next Call The yield of a bond to the next possible call date.
CHANGE = Yield Change Since Close The change in the yield since the previous day's closing yield.
COMPOUND = Compound Yield The yield of certain Japanese bonds based on its price. Certain Japanese bonds have irregular first or last coupons, and the yield is calculated compound for these irregular periods.
CURRENT = Current Yield Annual interest on a bond divided by the market value. The actual income rate of return as opposed to the coupon rate expressed as a percentage.
GROSS = True Gross Yield Yield calculated using the price including accrued interest, where coupon dates are moved from holidays and weekends to the next trading day.
GOVTEQUIV = Government Equivalent Yield Ask yield based on semi-annual coupons compounding in all periods and actual/actual calendar.
INFLATION = Yield with Inflation Assumption Based on price, the return an investor would require on a normal bond that would make the real return equal to that of the inflation-indexed bond, assuming a constant inflation rate.
INVERSEFLO = Inverse Floater Bond Yield Inverse floater semi-annual bond equivalent rate.
LASTQUARTE = Closing Yield Most Recent Quarter The yield of a bond based on the closing price as of the most recent quarters end.
LASTCLOSE = Most Recent Closing Yield The last available yield stored in history, computed using price.
LASTMONTH = Closing Yield Most Recent Month The yield of a bond based on the closing price as of the most recent month's end.
CLOSE = Closing Yield The yield of a bond based on the closing price.
TRUE AFTERTAX = True After Tax Yield The yield calculated with coupon dates moved from a weekend or holiday to the next valid settlement date.
PREVCLOSE
(Municipals)
ANNUAL
= Previous Close Annual Yield
ATISSUE =
Yield The yield of a bond based on the closing price 1 day ago.
LONGEST
At Issue (Municipals)
AVGMATURIT = Yield To Average Maturity
BOOK = Book Yield
CALL
= Yield to Longest Average (Sinking Fund Bonds) The yield assuming only mandatory sinks are taken. This results in a slower paydown of debt; the yield is then calculated to the final payment date.
Next Call
CHANGE = Yield Change Since Close
CLOSE = Closing Yield
COMPOUND = Compound Yield
CURRENT = Current Yield
GROSS = True Gross Yield
GOVTEQUIV = Government Equivalent Yield
INFLATION = Yield with Inflation Assumption
INVERSEFLO = Inverse Floater Bond Yield
LASTCLOSE = Most Recent Closing Yield
LASTMONTH = Closing Yield Most Recent Month
LASTQUARTE = Closing Yield Most Recent Quarter
LASTYEAR = Closing Yield Most Recent Year
LONGAVGLIF = Yield to Longest Average Life The yield assuming only mandatory sinks are taken. This results in a lower paydown of debt; the yield is then calculated to the final payment date.
MATURITY = Yield to Maturity The yield of a bond to its maturity date.
Life
MARK = Mark To Market Yield An adjustment in the valuation of a securities portfolio to reflect the current market values of the respective securities in the portfolio.
OPENAVG = Open Average Yield The average yield of the respective securities in the portfolio.
PUT
Yield
MATURITY
= Yield to Next Put The yield to the date at which the bond holder can next put the bond to the issuer.
PROCEEDS = Proceeds Yield The CD equivalent yield when the remaining time to maturity is less than two years.
SEMIANNUAL = Semi-annual Yield The yield of a bond whose coupon payments are reinvested semi-annually
SHORTAVGLI = Yield to Shortest Average Life same as AVGLIFE above.
SHORTEST = Yield to Shortest Average (Sinking Fund Bonds) The yield assuming that all sinks (mandatory and voluntary) are taken. This results in a faster paydown of debt; the yield is then calculated to the final payment date.
SIMPLE = Simple Yield The yield of a bond assuming no reinvestment of coupon payments. (Act/360 day count)
TENDER = Yield to Tender Date The yield on a Municipal bond to its mandatory tender date.
VALUE1/32 = Yield Value Of 1/32 The amount that the yield will change for a 1/32nd change in price.
WORST = Yield To Worst Convention The lowest yield to all possible redemption date scenarios.
TAXEQUIV = Tax Equivalent Yield The after tax yield grossed up by the maximum federal tax rate of 39.6%. For comparison to taxable yields.
ANNUAL = Annual Yield The annual interest or dividend income an investment earns, expressed as a percentage of the investments total value.
LASTYEAR = Closing Yield Most Recent Year The yield of a bond based on the closing price as of the most recent years end.
Maturity
NEXTREFUND = Yield To Next Refund (Sinking Fund Bonds) Yield assuming all bonds are redeemed at the next refund date at the redemption price.
AFTERTAX
Bonds)
OPENAVG
= After Tax Yield (Municipals) The yield on the bond net of any tax consequences from holding the bond. The discount on municipal securities can be subject to both capital gains taxes and ordinary income taxes. Calculated from dollar price.
ATISSUE = Yield At Issue (Municipals) The yield of the bond offered on the issue date.
AVGLIFE = Yield To
Open Average Life The yield assuming that all sinks (mandatory and voluntary) are taken at par. This results in a faster paydown of debt; the yield is then calculated to the average life date.
AVGMATURIT = Yield To Average Maturity The yield achieved by substituting a bond's average maturity for the issue's final maturity date.
BOOK = Book Yield The yield of a security calculated by using its book value instead of the current market price. This term is typically used in the US domestic market.
CALL
Yield
PUT
= Yield to Next Call The yield of a bond to the next possible call date.
CHANGE
Put
PREVCLOSE = Previous Close Yield
PROCEEDS = Proceeds Yield
SEMIANNUAL = Semi-annual Yield
SHORTAVGLI
= Yield Change Since Close The change in the yield since the previous day's closing yield.
COMPOUND = Compound Yield The yield of certain Japanese bonds based on its price. Certain Japanese bonds have irregular first or last coupons, and the yield is calculated compound for these irregular periods.
CURRENT = Current Yield Annual interest on a bond divided by the market value. The actual income rate of return as opposed
to the coupon rate expressed as a percentage.
GROSS
Shortest Average Life
SIMPLE
= True Gross Yield Yield calculated using the price including accrued interest, where coupon dates are moved from holidays and weekends to the next trading day.
GOVTEQUIV
Simple Yield
TAXEQUIV
= Government Tax Equivalent Yield Ask yield based on semi-annual coupons compounding in all periods and actual/actual calendar.
INFLATION
Yield
TENDER
= Yield with Inflation Assumption Based on price, the return an investor would require on a normal bond that would make the real return equal to that of the inflation-indexed bond, assuming a constant inflation rate.
INVERSEFLO
Tender Date
TRUE
= Inverse Floater Bond True Yield
VALUE1/32 =
Yield Inverse floater semi-annual bond equivalent rate.
LASTQUARTE
Value Of 1/32
WORST
= Closing Yield Most Recent Quarter The yield of a bond based on the closing price as of the most recent quarters end.
LASTCLOSE = Most Recent Closing Yield The last available yield stored in history, computed using price.
LASTMONTH = Closing Yield Most Recent Month The yield of a bond based on the closing price as of the most recent month's end.
CLOSE = Closing Yield The yield of a bond based on the closing price.
To Worst

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[63] SettlType 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
0 = Regular
1 = Cash
2 = Next Day (T+1)
3 = T+2
4 = T+3
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 8 = Regular
Sellers Option
9 = T+ 5
4 = T+3
[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)
6 = With or without
7 = Limit or better
better (Deprecated)
8 = Limit with or without
9 = On basis
A D = On close (Deprecated)
1 = Market
C = Forex - Market (Deprecated)
F = Forex - Limit (Deprecated)
Previously quoted
E = Previously indicated
G = Forex - Swap
I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.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 –(Forward pricing) (for CIV)
P = Pegged
B = Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)
[221] BenchmarkCurveName Values SWAP = SWAP
LIBID = LIBID
OTHER = OTHER
Treasury = Treasury
Euribor = Euribor
Pfandbrief = Pfandbriefe
FutureSWAP = FutureSWAP
MuniAAA = MuniAAA
LIBOR = LIBOR (London Inter-Bank Offers)
SWAP = SWAP
LIBID = LIBID
OTHER = OTHER
Treasury = Treasury
Euribor = Euribor
Pfandbrief = Pfandbriefe
FutureSWAP = FutureSWAP
MuniAAA = MuniAAA
LIBOR = LIBOR (London Inter-Bank Offers)
[235] YieldType Values TRUE = True Yield The yield calculated with coupon dates moved from a weekend or holiday to the next valid settlement date.
PREVCLOSE = Previous Close Yield The yield of a bond based on the closing price 1 day ago.
LONGEST = Yield to Longest Average (Sinking Fund Bonds) The yield assuming only mandatory sinks are taken. This results in a slower paydown of debt; the yield is then calculated to the final payment date.
LONGAVGLIF = Yield to Longest Average Life The yield assuming only mandatory sinks are taken. This results in a lower paydown of debt; the yield is then calculated to the final payment date.
MATURITY = Yield to Maturity The yield of a bond to its maturity date.
MARK = Mark To Market Yield An adjustment in the valuation of a securities portfolio to reflect the current market values of the respective securities in the portfolio.
OPENAVG = Open Average Yield The average yield of the respective securities in the portfolio.
PUT = Yield to Next Put The yield to the date at which the bond holder can next put the bond to the issuer.
PROCEEDS = Proceeds Yield The CD equivalent yield when the remaining time to maturity is less than two years.
SEMIANNUAL = Semi-annual Yield The yield of a bond whose coupon payments are reinvested semi-annually
SHORTAVGLI = Yield to Shortest Average Life same as AVGLIFE above.
SHORTEST = Yield to Shortest Average (Sinking Fund Bonds) The yield assuming that all sinks (mandatory and voluntary) are taken. This results in a faster paydown of debt; the yield is then calculated to the final payment date.
SIMPLE = Simple Yield The yield of a bond assuming no reinvestment of coupon payments. (Act/360 day count)
TENDER = Yield to Tender Date The yield on a Municipal bond to its mandatory tender date.
VALUE1/32 = Yield Value Of 1/32 The amount that the yield will change for a 1/32nd change in price.
WORST = Yield To Worst Convention The lowest yield to all possible redemption date scenarios.
TAXEQUIV = Tax Equivalent Yield The after tax yield grossed up by the maximum federal tax rate of 39.6%. For comparison to taxable yields.
ANNUAL = Annual Yield The annual interest or dividend income an investment earns, expressed as a percentage of the investments total value.
LASTYEAR = Closing Yield Most Recent Year The yield of a bond based on the closing price as of the most recent years end.
NEXTREFUND = Yield To Next Refund (Sinking Fund Bonds) Yield assuming all bonds are redeemed at the next refund date at the redemption price.
AFTERTAX = After Tax Yield (Municipals) The yield on the bond net of any tax consequences from holding the bond. The discount on municipal securities can be subject to both capital gains taxes and ordinary income taxes. Calculated from dollar price.
ATISSUE = Yield At Issue (Municipals) The yield of the bond offered on the issue date.
AVGLIFE = Yield To Average Life The yield assuming that all sinks (mandatory and voluntary) are taken at par. This results in a faster paydown of debt; the yield is then calculated to the average life date.
AVGMATURIT = Yield To Average Maturity The yield achieved by substituting a bond's average maturity for the issue's final maturity date.
BOOK = Book Yield The yield of a security calculated by using its book value instead of the current market price. This term is typically used in the US domestic market.
CALL = Yield to Next Call The yield of a bond to the next possible call date.
CHANGE = Yield Change Since Close The change in the yield since the previous day's closing yield.
COMPOUND = Compound Yield The yield of certain Japanese bonds based on its price. Certain Japanese bonds have irregular first or last coupons, and the yield is calculated compound for these irregular periods.
CURRENT = Current Yield Annual interest on a bond divided by the market value. The actual income rate of return as opposed to the coupon rate expressed as a percentage.
GROSS = True Gross Yield Yield calculated using the price including accrued interest, where coupon dates are moved from holidays and weekends to the next trading day.
GOVTEQUIV = Government Equivalent Yield Ask yield based on semi-annual coupons compounding in all periods and actual/actual calendar.
INFLATION = Yield with Inflation Assumption Based on price, the return an investor would require on a normal bond that would make the real return equal to that of the inflation-indexed bond, assuming a constant inflation rate.
INVERSEFLO = Inverse Floater Bond Yield Inverse floater semi-annual bond equivalent rate.
LASTQUARTE = Closing Yield Most Recent Quarter The yield of a bond based on the closing price as of the most recent quarters end.
LASTCLOSE = Most Recent Closing Yield The last available yield stored in history, computed using price.
LASTMONTH = Closing Yield Most Recent Month The yield of a bond based on the closing price as of the most recent month's end.
CLOSE = Closing Yield The yield of a bond based on the closing price.
TRUE AFTERTAX = True After Tax Yield The yield calculated with coupon dates moved from a weekend or holiday to the next valid settlement date.
PREVCLOSE
(Municipals)
ANNUAL
= Previous Close Annual Yield
ATISSUE =
Yield The yield of a bond based on the closing price 1 day ago.
LONGEST
At Issue (Municipals)
AVGMATURIT = Yield To Average Maturity
BOOK = Book Yield
CALL
= Yield to Longest Average (Sinking Fund Bonds) The yield assuming only mandatory sinks are taken. This results in a slower paydown of debt; the yield is then calculated to the final payment date.
Next Call
CHANGE = Yield Change Since Close
CLOSE = Closing Yield
COMPOUND = Compound Yield
CURRENT = Current Yield
GROSS = True Gross Yield
GOVTEQUIV = Government Equivalent Yield
INFLATION = Yield with Inflation Assumption
INVERSEFLO = Inverse Floater Bond Yield
LASTCLOSE = Most Recent Closing Yield
LASTMONTH = Closing Yield Most Recent Month
LASTQUARTE = Closing Yield Most Recent Quarter
LASTYEAR = Closing Yield Most Recent Year
LONGAVGLIF = Yield to Longest Average Life The yield assuming only mandatory sinks are taken. This results in a lower paydown of debt; the yield is then calculated to the final payment date.
MATURITY = Yield to Maturity The yield of a bond to its maturity date.
Life
MARK = Mark To Market Yield An adjustment in the valuation of a securities portfolio to reflect the current market values of the respective securities in the portfolio.
OPENAVG = Open Average Yield The average yield of the respective securities in the portfolio.
PUT
Yield
MATURITY
= Yield to Next Put The yield to the date at which the bond holder can next put the bond to the issuer.
PROCEEDS = Proceeds Yield The CD equivalent yield when the remaining time to maturity is less than two years.
SEMIANNUAL = Semi-annual Yield The yield of a bond whose coupon payments are reinvested semi-annually
SHORTAVGLI = Yield to Shortest Average Life same as AVGLIFE above.
SHORTEST = Yield to Shortest Average (Sinking Fund Bonds) The yield assuming that all sinks (mandatory and voluntary) are taken. This results in a faster paydown of debt; the yield is then calculated to the final payment date.
SIMPLE = Simple Yield The yield of a bond assuming no reinvestment of coupon payments. (Act/360 day count)
TENDER = Yield to Tender Date The yield on a Municipal bond to its mandatory tender date.
VALUE1/32 = Yield Value Of 1/32 The amount that the yield will change for a 1/32nd change in price.
WORST = Yield To Worst Convention The lowest yield to all possible redemption date scenarios.
TAXEQUIV = Tax Equivalent Yield The after tax yield grossed up by the maximum federal tax rate of 39.6%. For comparison to taxable yields.
ANNUAL = Annual Yield The annual interest or dividend income an investment earns, expressed as a percentage of the investments total value.
LASTYEAR = Closing Yield Most Recent Year The yield of a bond based on the closing price as of the most recent years end.
Maturity
NEXTREFUND = Yield To Next Refund (Sinking Fund Bonds) Yield assuming all bonds are redeemed at the next refund date at the redemption price.
AFTERTAX
Bonds)
OPENAVG
= After Tax Yield (Municipals) The yield on the bond net of any tax consequences from holding the bond. The discount on municipal securities can be subject to both capital gains taxes and ordinary income taxes. Calculated from dollar price.
ATISSUE = Yield At Issue (Municipals) The yield of the bond offered on the issue date.
AVGLIFE = Yield To
Open Average Life The yield assuming that all sinks (mandatory and voluntary) are taken at par. This results in a faster paydown of debt; the yield is then calculated to the average life date.
AVGMATURIT = Yield To Average Maturity The yield achieved by substituting a bond's average maturity for the issue's final maturity date.
BOOK = Book Yield The yield of a security calculated by using its book value instead of the current market price. This term is typically used in the US domestic market.
CALL
Yield
PUT
= Yield to Next Call The yield of a bond to the next possible call date.
CHANGE
Put
PREVCLOSE = Previous Close Yield
PROCEEDS = Proceeds Yield
SEMIANNUAL = Semi-annual Yield
SHORTAVGLI
= Yield Change Since Close The change in the yield since the previous day's closing yield.
COMPOUND = Compound Yield The yield of certain Japanese bonds based on its price. Certain Japanese bonds have irregular first or last coupons, and the yield is calculated compound for these irregular periods.
CURRENT = Current Yield Annual interest on a bond divided by the market value. The actual income rate of return as opposed
to the coupon rate expressed as a percentage.
GROSS
Shortest Average Life
SIMPLE
= True Gross Yield Yield calculated using the price including accrued interest, where coupon dates are moved from holidays and weekends to the next trading day.
GOVTEQUIV
Simple Yield
TAXEQUIV
= Government Tax Equivalent Yield Ask yield based on semi-annual coupons compounding in all periods and actual/actual calendar.
INFLATION
Yield
TENDER
= Yield with Inflation Assumption Based on price, the return an investor would require on a normal bond that would make the real return equal to that of the inflation-indexed bond, assuming a constant inflation rate.
INVERSEFLO
Tender Date
TRUE
= Inverse Floater Bond True Yield
VALUE1/32 =
Yield Inverse floater semi-annual bond equivalent rate.
LASTQUARTE
Value Of 1/32
WORST
= Closing Yield Most Recent Quarter The yield of a bond based on the closing price as of the most recent quarters end.
LASTCLOSE = Most Recent Closing Yield The last available yield stored in history, computed using price.
LASTMONTH = Closing Yield Most Recent Month The yield of a bond based on the closing price as of the most recent month's end.
CLOSE = Closing Yield The yield of a bond based on the closing price.
To Worst

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[63] SettlType 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
0 = Regular
1 = Cash
2 = Next Day (T+1)
3 = T+2
4 = T+3
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 8 = Regular
Sellers Option
9 = T+ 5
4 = T+3
[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)
6 = With or without
7 = Limit or better
better (Deprecated)
8 = Limit with or without
9 = On basis
A D = On close (Deprecated)
1 = Market
C = Forex - Market (Deprecated)
F = Forex - Limit (Deprecated)
Previously quoted
E = Previously indicated
G = Forex - Swap
I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.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 –(Forward pricing) (for CIV)
P = Pegged
B = Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[63] SettlType 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
0 = Regular
1 = Cash
2 = Next Day (T+1)
3 = T+2
4 = T+3
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 8 = Regular
Sellers Option
9 = T+ 5
4 = T+3
[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)
6 = With or without
7 = Limit or better
better (Deprecated)
8 = Limit with or without
9 = On basis
A D = On close (Deprecated)
1 = Market
C = Forex - Market (Deprecated)
F = Forex - Limit (Deprecated)
Previously quoted
E = Previously indicated
G = Forex - Swap
I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.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 –(Forward pricing) (for CIV)
P = Pegged
B = Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)
[221] BenchmarkCurveName Values SWAP = SWAP
LIBID = LIBID
OTHER = OTHER
Treasury = Treasury
Euribor = Euribor
Pfandbrief = Pfandbriefe
FutureSWAP = FutureSWAP
MuniAAA = MuniAAA
LIBOR = LIBOR (London Inter-Bank Offers)
SWAP = SWAP
LIBID = LIBID
OTHER = OTHER
Treasury = Treasury
Euribor = Euribor
Pfandbrief = Pfandbriefe
FutureSWAP = FutureSWAP
MuniAAA = MuniAAA
LIBOR = LIBOR (London Inter-Bank Offers)
[235] YieldType Values TRUE = True Yield The yield calculated with coupon dates moved from a weekend or holiday to the next valid settlement date.
PREVCLOSE = Previous Close Yield The yield of a bond based on the closing price 1 day ago.
LONGEST = Yield to Longest Average (Sinking Fund Bonds) The yield assuming only mandatory sinks are taken. This results in a slower paydown of debt; the yield is then calculated to the final payment date.
LONGAVGLIF = Yield to Longest Average Life The yield assuming only mandatory sinks are taken. This results in a lower paydown of debt; the yield is then calculated to the final payment date.
MATURITY = Yield to Maturity The yield of a bond to its maturity date.
MARK = Mark To Market Yield An adjustment in the valuation of a securities portfolio to reflect the current market values of the respective securities in the portfolio.
OPENAVG = Open Average Yield The average yield of the respective securities in the portfolio.
PUT = Yield to Next Put The yield to the date at which the bond holder can next put the bond to the issuer.
PROCEEDS = Proceeds Yield The CD equivalent yield when the remaining time to maturity is less than two years.
SEMIANNUAL = Semi-annual Yield The yield of a bond whose coupon payments are reinvested semi-annually
SHORTAVGLI = Yield to Shortest Average Life same as AVGLIFE above.
SHORTEST = Yield to Shortest Average (Sinking Fund Bonds) The yield assuming that all sinks (mandatory and voluntary) are taken. This results in a faster paydown of debt; the yield is then calculated to the final payment date.
SIMPLE = Simple Yield The yield of a bond assuming no reinvestment of coupon payments. (Act/360 day count)
TENDER = Yield to Tender Date The yield on a Municipal bond to its mandatory tender date.
VALUE1/32 = Yield Value Of 1/32 The amount that the yield will change for a 1/32nd change in price.
WORST = Yield To Worst Convention The lowest yield to all possible redemption date scenarios.
TAXEQUIV = Tax Equivalent Yield The after tax yield grossed up by the maximum federal tax rate of 39.6%. For comparison to taxable yields.
ANNUAL = Annual Yield The annual interest or dividend income an investment earns, expressed as a percentage of the investments total value.
LASTYEAR = Closing Yield Most Recent Year The yield of a bond based on the closing price as of the most recent years end.
NEXTREFUND = Yield To Next Refund (Sinking Fund Bonds) Yield assuming all bonds are redeemed at the next refund date at the redemption price.
AFTERTAX = After Tax Yield (Municipals) The yield on the bond net of any tax consequences from holding the bond. The discount on municipal securities can be subject to both capital gains taxes and ordinary income taxes. Calculated from dollar price.
ATISSUE = Yield At Issue (Municipals) The yield of the bond offered on the issue date.
AVGLIFE = Yield To Average Life The yield assuming that all sinks (mandatory and voluntary) are taken at par. This results in a faster paydown of debt; the yield is then calculated to the average life date.
AVGMATURIT = Yield To Average Maturity The yield achieved by substituting a bond's average maturity for the issue's final maturity date.
BOOK = Book Yield The yield of a security calculated by using its book value instead of the current market price. This term is typically used in the US domestic market.
CALL = Yield to Next Call The yield of a bond to the next possible call date.
CHANGE = Yield Change Since Close The change in the yield since the previous day's closing yield.
COMPOUND = Compound Yield The yield of certain Japanese bonds based on its price. Certain Japanese bonds have irregular first or last coupons, and the yield is calculated compound for these irregular periods.
CURRENT = Current Yield Annual interest on a bond divided by the market value. The actual income rate of return as opposed to the coupon rate expressed as a percentage.
GROSS = True Gross Yield Yield calculated using the price including accrued interest, where coupon dates are moved from holidays and weekends to the next trading day.
GOVTEQUIV = Government Equivalent Yield Ask yield based on semi-annual coupons compounding in all periods and actual/actual calendar.
INFLATION = Yield with Inflation Assumption Based on price, the return an investor would require on a normal bond that would make the real return equal to that of the inflation-indexed bond, assuming a constant inflation rate.
INVERSEFLO = Inverse Floater Bond Yield Inverse floater semi-annual bond equivalent rate.
LASTQUARTE = Closing Yield Most Recent Quarter The yield of a bond based on the closing price as of the most recent quarters end.
LASTCLOSE = Most Recent Closing Yield The last available yield stored in history, computed using price.
LASTMONTH = Closing Yield Most Recent Month The yield of a bond based on the closing price as of the most recent month's end.
CLOSE = Closing Yield The yield of a bond based on the closing price.
TRUE AFTERTAX = True After Tax Yield The yield calculated with coupon dates moved from a weekend or holiday to the next valid settlement date.
PREVCLOSE
(Municipals)
ANNUAL
= Previous Close Annual Yield
ATISSUE =
Yield The yield of a bond based on the closing price 1 day ago.
LONGEST
At Issue (Municipals)
AVGMATURIT = Yield To Average Maturity
BOOK = Book Yield
CALL
= Yield to Longest Average (Sinking Fund Bonds) The yield assuming only mandatory sinks are taken. This results in a slower paydown of debt; the yield is then calculated to the final payment date.
Next Call
CHANGE = Yield Change Since Close
CLOSE = Closing Yield
COMPOUND = Compound Yield
CURRENT = Current Yield
GROSS = True Gross Yield
GOVTEQUIV = Government Equivalent Yield
INFLATION = Yield with Inflation Assumption
INVERSEFLO = Inverse Floater Bond Yield
LASTCLOSE = Most Recent Closing Yield
LASTMONTH = Closing Yield Most Recent Month
LASTQUARTE = Closing Yield Most Recent Quarter
LASTYEAR = Closing Yield Most Recent Year
LONGAVGLIF = Yield to Longest Average Life The yield assuming only mandatory sinks are taken. This results in a lower paydown of debt; the yield is then calculated to the final payment date.
MATURITY = Yield to Maturity The yield of a bond to its maturity date.
Life
MARK = Mark To Market Yield An adjustment in the valuation of a securities portfolio to reflect the current market values of the respective securities in the portfolio.
OPENAVG = Open Average Yield The average yield of the respective securities in the portfolio.
PUT
Yield
MATURITY
= Yield to Next Put The yield to the date at which the bond holder can next put the bond to the issuer.
PROCEEDS = Proceeds Yield The CD equivalent yield when the remaining time to maturity is less than two years.
SEMIANNUAL = Semi-annual Yield The yield of a bond whose coupon payments are reinvested semi-annually
SHORTAVGLI = Yield to Shortest Average Life same as AVGLIFE above.
SHORTEST = Yield to Shortest Average (Sinking Fund Bonds) The yield assuming that all sinks (mandatory and voluntary) are taken. This results in a faster paydown of debt; the yield is then calculated to the final payment date.
SIMPLE = Simple Yield The yield of a bond assuming no reinvestment of coupon payments. (Act/360 day count)
TENDER = Yield to Tender Date The yield on a Municipal bond to its mandatory tender date.
VALUE1/32 = Yield Value Of 1/32 The amount that the yield will change for a 1/32nd change in price.
WORST = Yield To Worst Convention The lowest yield to all possible redemption date scenarios.
TAXEQUIV = Tax Equivalent Yield The after tax yield grossed up by the maximum federal tax rate of 39.6%. For comparison to taxable yields.
ANNUAL = Annual Yield The annual interest or dividend income an investment earns, expressed as a percentage of the investments total value.
LASTYEAR = Closing Yield Most Recent Year The yield of a bond based on the closing price as of the most recent years end.
Maturity
NEXTREFUND = Yield To Next Refund (Sinking Fund Bonds) Yield assuming all bonds are redeemed at the next refund date at the redemption price.
AFTERTAX
Bonds)
OPENAVG
= After Tax Yield (Municipals) The yield on the bond net of any tax consequences from holding the bond. The discount on municipal securities can be subject to both capital gains taxes and ordinary income taxes. Calculated from dollar price.
ATISSUE = Yield At Issue (Municipals) The yield of the bond offered on the issue date.
AVGLIFE = Yield To
Open Average Life The yield assuming that all sinks (mandatory and voluntary) are taken at par. This results in a faster paydown of debt; the yield is then calculated to the average life date.
AVGMATURIT = Yield To Average Maturity The yield achieved by substituting a bond's average maturity for the issue's final maturity date.
BOOK = Book Yield The yield of a security calculated by using its book value instead of the current market price. This term is typically used in the US domestic market.
CALL
Yield
PUT
= Yield to Next Call The yield of a bond to the next possible call date.
CHANGE
Put
PREVCLOSE = Previous Close Yield
PROCEEDS = Proceeds Yield
SEMIANNUAL = Semi-annual Yield
SHORTAVGLI
= Yield Change Since Close The change in the yield since the previous day's closing yield.
COMPOUND = Compound Yield The yield of certain Japanese bonds based on its price. Certain Japanese bonds have irregular first or last coupons, and the yield is calculated compound for these irregular periods.
CURRENT = Current Yield Annual interest on a bond divided by the market value. The actual income rate of return as opposed
to the coupon rate expressed as a percentage.
GROSS
Shortest Average Life
SIMPLE
= True Gross Yield Yield calculated using the price including accrued interest, where coupon dates are moved from holidays and weekends to the next trading day.
GOVTEQUIV
Simple Yield
TAXEQUIV
= Government Tax Equivalent Yield Ask yield based on semi-annual coupons compounding in all periods and actual/actual calendar.
INFLATION
Yield
TENDER
= Yield with Inflation Assumption Based on price, the return an investor would require on a normal bond that would make the real return equal to that of the inflation-indexed bond, assuming a constant inflation rate.
INVERSEFLO
Tender Date
TRUE
= Inverse Floater Bond True Yield
VALUE1/32 =
Yield Inverse floater semi-annual bond equivalent rate.
LASTQUARTE
Value Of 1/32
WORST
= Closing Yield Most Recent Quarter The yield of a bond based on the closing price as of the most recent quarters end.
LASTCLOSE = Most Recent Closing Yield The last available yield stored in history, computed using price.
LASTMONTH = Closing Yield Most Recent Month The yield of a bond based on the closing price as of the most recent month's end.
CLOSE = Closing Yield The yield of a bond based on the closing price.
To Worst

Additional (Mandatory) Fields

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

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 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 1 = Default
Standing Instructions Provided
4 = Specific Order for a single account (for CIV)
3 5 = Specific Allocation Account Standing
1 = Standing Instructions Provided
2 = Specific Allocation Account Overriding
Request reject

Additional (Mandatory) Fields

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

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[323] SecurityResponseType Values 5 = Reject security proposal
1 = Accept security proposal as is
6 = Can not match selection criteria
2 = Accept security proposal with revisions as indicated in the message
4 = List of securities returned per request
3 = List of security types returned per request
5 = Reject security proposal
1 = Accept security proposal as is
6 = Can not match selection criteria
2 = Accept security proposal with revisions as indicated in the message
4 5 = List of securities returned per request
3 = List of
Reject security types returned per request
proposal
6 = Can not match selection criteria

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 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
0 = New
3 = Done for day
4 = Canceled
5 = Replace
6 = Pending Cancel (e.g. result of Order Cancel Request)
0 7 = New
1 = Partial fill (Replaced)
2 = Fill (Replaced)
4 = Canceled
5 = Replace
Stopped
8 = Rejected
9 = Suspended
A = Pending New
B = Calculated
C = Expired
D = Restated (ExecutionRpt sent unsolicited by sellside, with ExecRestatementReason (378) set)
E = Pending Replace (e.g. result of Order Cancel/Replace Request)
F = Trade (partial fill or fill)
G = Trade Correct (formerly an ExecTransType)
ExecTransType (20))
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
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
[63] SettlType 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
0 = Regular
1 = Cash
2 = Next Day (T+1)
3 = T+2
4 = T+3
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 8 = Regular
Sellers Option
9 = T+ 5
4 = T+3
[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)
6 = With or without
7 = Limit or better
better (Deprecated)
8 = Limit with or without
9 = On basis
A D = On close (Deprecated)
1 = Market
C = Forex - Market (Deprecated)
F = Forex - Limit (Deprecated)
Previously quoted
E = Previously indicated
G = Forex - Swap
I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.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 –(Forward pricing) (for CIV)
P = Pegged
B = Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)
[221] BenchmarkCurveName Values SWAP = SWAP
LIBID = LIBID
OTHER = OTHER
Treasury = Treasury
Euribor = Euribor
Pfandbrief = Pfandbriefe
FutureSWAP = FutureSWAP
MuniAAA = MuniAAA
LIBOR = LIBOR (London Inter-Bank Offers)
SWAP = SWAP
LIBID = LIBID
OTHER = OTHER
Treasury = Treasury
Euribor = Euribor
Pfandbrief = Pfandbriefe
FutureSWAP = FutureSWAP
MuniAAA = MuniAAA
LIBOR = LIBOR (London Inter-Bank Offers)
[235] YieldType Values TRUE = True Yield The yield calculated with coupon dates moved from a weekend or holiday to the next valid settlement date.
PREVCLOSE = Previous Close Yield The yield of a bond based on the closing price 1 day ago.
LONGEST = Yield to Longest Average (Sinking Fund Bonds) The yield assuming only mandatory sinks are taken. This results in a slower paydown of debt; the yield is then calculated to the final payment date.
LONGAVGLIF = Yield to Longest Average Life The yield assuming only mandatory sinks are taken. This results in a lower paydown of debt; the yield is then calculated to the final payment date.
MATURITY = Yield to Maturity The yield of a bond to its maturity date.
MARK = Mark To Market Yield An adjustment in the valuation of a securities portfolio to reflect the current market values of the respective securities in the portfolio.
OPENAVG = Open Average Yield The average yield of the respective securities in the portfolio.
PUT = Yield to Next Put The yield to the date at which the bond holder can next put the bond to the issuer.
PROCEEDS = Proceeds Yield The CD equivalent yield when the remaining time to maturity is less than two years.
SEMIANNUAL = Semi-annual Yield The yield of a bond whose coupon payments are reinvested semi-annually
SHORTAVGLI = Yield to Shortest Average Life same as AVGLIFE above.
SHORTEST = Yield to Shortest Average (Sinking Fund Bonds) The yield assuming that all sinks (mandatory and voluntary) are taken. This results in a faster paydown of debt; the yield is then calculated to the final payment date.
SIMPLE = Simple Yield The yield of a bond assuming no reinvestment of coupon payments. (Act/360 day count)
TENDER = Yield to Tender Date The yield on a Municipal bond to its mandatory tender date.
VALUE1/32 = Yield Value Of 1/32 The amount that the yield will change for a 1/32nd change in price.
WORST = Yield To Worst Convention The lowest yield to all possible redemption date scenarios.
TAXEQUIV = Tax Equivalent Yield The after tax yield grossed up by the maximum federal tax rate of 39.6%. For comparison to taxable yields.
ANNUAL = Annual Yield The annual interest or dividend income an investment earns, expressed as a percentage of the investments total value.
LASTYEAR = Closing Yield Most Recent Year The yield of a bond based on the closing price as of the most recent years end.
NEXTREFUND = Yield To Next Refund (Sinking Fund Bonds) Yield assuming all bonds are redeemed at the next refund date at the redemption price.
AFTERTAX = After Tax Yield (Municipals) The yield on the bond net of any tax consequences from holding the bond. The discount on municipal securities can be subject to both capital gains taxes and ordinary income taxes. Calculated from dollar price.
ATISSUE = Yield At Issue (Municipals) The yield of the bond offered on the issue date.
AVGLIFE = Yield To Average Life The yield assuming that all sinks (mandatory and voluntary) are taken at par. This results in a faster paydown of debt; the yield is then calculated to the average life date.
AVGMATURIT = Yield To Average Maturity The yield achieved by substituting a bond's average maturity for the issue's final maturity date.
BOOK = Book Yield The yield of a security calculated by using its book value instead of the current market price. This term is typically used in the US domestic market.
CALL = Yield to Next Call The yield of a bond to the next possible call date.
CHANGE = Yield Change Since Close The change in the yield since the previous day's closing yield.
COMPOUND = Compound Yield The yield of certain Japanese bonds based on its price. Certain Japanese bonds have irregular first or last coupons, and the yield is calculated compound for these irregular periods.
CURRENT = Current Yield Annual interest on a bond divided by the market value. The actual income rate of return as opposed to the coupon rate expressed as a percentage.
GROSS = True Gross Yield Yield calculated using the price including accrued interest, where coupon dates are moved from holidays and weekends to the next trading day.
GOVTEQUIV = Government Equivalent Yield Ask yield based on semi-annual coupons compounding in all periods and actual/actual calendar.
INFLATION = Yield with Inflation Assumption Based on price, the return an investor would require on a normal bond that would make the real return equal to that of the inflation-indexed bond, assuming a constant inflation rate.
INVERSEFLO = Inverse Floater Bond Yield Inverse floater semi-annual bond equivalent rate.
LASTQUARTE = Closing Yield Most Recent Quarter The yield of a bond based on the closing price as of the most recent quarters end.
LASTCLOSE = Most Recent Closing Yield The last available yield stored in history, computed using price.
LASTMONTH = Closing Yield Most Recent Month The yield of a bond based on the closing price as of the most recent month's end.
CLOSE = Closing Yield The yield of a bond based on the closing price.
TRUE AFTERTAX = True After Tax Yield The yield calculated with coupon dates moved from a weekend or holiday to the next valid settlement date.
PREVCLOSE
(Municipals)
ANNUAL
= Previous Close Annual Yield
ATISSUE =
Yield The yield of a bond based on the closing price 1 day ago.
LONGEST
At Issue (Municipals)
AVGMATURIT = Yield To Average Maturity
BOOK = Book Yield
CALL
= Yield to Longest Average (Sinking Fund Bonds) The yield assuming only mandatory sinks are taken. This results in a slower paydown of debt; the yield is then calculated to the final payment date.
Next Call
CHANGE = Yield Change Since Close
CLOSE = Closing Yield
COMPOUND = Compound Yield
CURRENT = Current Yield
GROSS = True Gross Yield
GOVTEQUIV = Government Equivalent Yield
INFLATION = Yield with Inflation Assumption
INVERSEFLO = Inverse Floater Bond Yield
LASTCLOSE = Most Recent Closing Yield
LASTMONTH = Closing Yield Most Recent Month
LASTQUARTE = Closing Yield Most Recent Quarter
LASTYEAR = Closing Yield Most Recent Year
LONGAVGLIF = Yield to Longest Average Life The yield assuming only mandatory sinks are taken. This results in a lower paydown of debt; the yield is then calculated to the final payment date.
MATURITY = Yield to Maturity The yield of a bond to its maturity date.
Life
MARK = Mark To Market Yield An adjustment in the valuation of a securities portfolio to reflect the current market values of the respective securities in the portfolio.
OPENAVG = Open Average Yield The average yield of the respective securities in the portfolio.
PUT
Yield
MATURITY
= Yield to Next Put The yield to the date at which the bond holder can next put the bond to the issuer.
PROCEEDS = Proceeds Yield The CD equivalent yield when the remaining time to maturity is less than two years.
SEMIANNUAL = Semi-annual Yield The yield of a bond whose coupon payments are reinvested semi-annually
SHORTAVGLI = Yield to Shortest Average Life same as AVGLIFE above.
SHORTEST = Yield to Shortest Average (Sinking Fund Bonds) The yield assuming that all sinks (mandatory and voluntary) are taken. This results in a faster paydown of debt; the yield is then calculated to the final payment date.
SIMPLE = Simple Yield The yield of a bond assuming no reinvestment of coupon payments. (Act/360 day count)
TENDER = Yield to Tender Date The yield on a Municipal bond to its mandatory tender date.
VALUE1/32 = Yield Value Of 1/32 The amount that the yield will change for a 1/32nd change in price.
WORST = Yield To Worst Convention The lowest yield to all possible redemption date scenarios.
TAXEQUIV = Tax Equivalent Yield The after tax yield grossed up by the maximum federal tax rate of 39.6%. For comparison to taxable yields.
ANNUAL = Annual Yield The annual interest or dividend income an investment earns, expressed as a percentage of the investments total value.
LASTYEAR = Closing Yield Most Recent Year The yield of a bond based on the closing price as of the most recent years end.
Maturity
NEXTREFUND = Yield To Next Refund (Sinking Fund Bonds) Yield assuming all bonds are redeemed at the next refund date at the redemption price.
AFTERTAX
Bonds)
OPENAVG
= After Tax Yield (Municipals) The yield on the bond net of any tax consequences from holding the bond. The discount on municipal securities can be subject to both capital gains taxes and ordinary income taxes. Calculated from dollar price.
ATISSUE = Yield At Issue (Municipals) The yield of the bond offered on the issue date.
AVGLIFE = Yield To
Open Average Life The yield assuming that all sinks (mandatory and voluntary) are taken at par. This results in a faster paydown of debt; the yield is then calculated to the average life date.
AVGMATURIT = Yield To Average Maturity The yield achieved by substituting a bond's average maturity for the issue's final maturity date.
BOOK = Book Yield The yield of a security calculated by using its book value instead of the current market price. This term is typically used in the US domestic market.
CALL
Yield
PUT
= Yield to Next Call The yield of a bond to the next possible call date.
CHANGE
Put
PREVCLOSE = Previous Close Yield
PROCEEDS = Proceeds Yield
SEMIANNUAL = Semi-annual Yield
SHORTAVGLI
= Yield Change Since Close The change in the yield since the previous day's closing yield.
COMPOUND = Compound Yield The yield of certain Japanese bonds based on its price. Certain Japanese bonds have irregular first or last coupons, and the yield is calculated compound for these irregular periods.
CURRENT = Current Yield Annual interest on a bond divided by the market value. The actual income rate of return as opposed
to the coupon rate expressed as a percentage.
GROSS
Shortest Average Life
SIMPLE
= True Gross Yield Yield calculated using the price including accrued interest, where coupon dates are moved from holidays and weekends to the next trading day.
GOVTEQUIV
Simple Yield
TAXEQUIV
= Government Tax Equivalent Yield Ask yield based on semi-annual coupons compounding in all periods and actual/actual calendar.
INFLATION
Yield
TENDER
= Yield with Inflation Assumption Based on price, the return an investor would require on a normal bond that would make the real return equal to that of the inflation-indexed bond, assuming a constant inflation rate.
INVERSEFLO
Tender Date
TRUE
= Inverse Floater Bond True Yield
VALUE1/32 =
Yield Inverse floater semi-annual bond equivalent rate.
LASTQUARTE
Value Of 1/32
WORST
= Closing Yield Most Recent Quarter The yield of a bond based on the closing price as of the most recent quarters end.
LASTCLOSE = Most Recent Closing Yield The last available yield stored in history, computed using price.
LASTMONTH = Closing Yield Most Recent Month The yield of a bond based on the closing price as of the most recent month's end.
CLOSE = Closing Yield The yield of a bond based on the closing price.
To Worst

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[487] TradeReportTransType Values N = New
R = Replace
C = Cancel
N = New
R = Replace
C = Cancel
[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
0 = New
3 = Done for day
4 = Canceled
5 = Replace
6 = Pending Cancel (e.g. result of Order Cancel Request)
0 7 = New
1 = Partial fill (Replaced)
2 = Fill (Replaced)
4 = Canceled
5 = Replace
Stopped
8 = Rejected
9 = Suspended
A = Pending New
B = Calculated
C = Expired
D = Restated (ExecutionRpt sent unsolicited by sellside, with ExecRestatementReason (378) set)
E = Pending Replace (e.g. result of Order Cancel/Replace Request)
F = Trade (partial fill or fill)
G = Trade Correct (formerly an ExecTransType)
ExecTransType (20))
H = Trade Cancel (formerly an ExecTransType)
I = Order Status (formerly an ExecTransType)
3 = Done for day
7 = Stopped
[63] SettlType 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
0 = Regular
1 = Cash
2 = Next Day (T+1)
3 = T+2
4 = T+3
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 8 = Regular
Sellers Option
9 = T+ 5
4 = T+3

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[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)
6 = With or without
7 = Limit or better
better (Deprecated)
8 = Limit with or without
9 = On basis
A D = On close (Deprecated)
1 = Market
C = Forex - Market (Deprecated)
F = Forex - Limit (Deprecated)
Previously quoted
E = Previously indicated
G = Forex - Swap
I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.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 –(Forward pricing) (for CIV)
P = Pegged
B = Limit on close (Deprecated)
H = Forex - Previously Quoted (Deprecated)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[323] SecurityResponseType Values 5 = Reject security proposal
1 = Accept security proposal as is
6 = Can not match selection criteria
2 = Accept security proposal with revisions as indicated in the message
4 = List of securities returned per request
3 = List of security types returned per request
5 = Reject security proposal
1 = Accept security proposal as is
6 = Can not match selection criteria
2 = Accept security proposal with revisions as indicated in the message
4 5 = List of securities returned per request
3 = List of
Reject security types returned per request
proposal
6 = Can not match selection criteria

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[63] SettlType 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
0 = Regular
1 = Cash
2 = Next Day (T+1)
3 = T+2
4 = T+3
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 8 = Regular
Sellers Option
9 = T+ 5
4 = T+3

Minor Differences (Just a quick look - development unlikely)

Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 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 4 specification delivered enhancements over FIX 4.2 3 in the following areas:

  • Fixed Income product support
  • Collective Investment Vehicles (CIV) product (Mutual Funds, Unit Trusts, etc) support
  • Enhanced areas:

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

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

Field-Level Differences

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

Message-Level Differences

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

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[28] IOITransType Values C = Cancel
N = New
R = Replace
N = New
C = Cancel
N = New
R = Replace
[22] SecurityIDSource 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
RIC code
6
= Dutch
B
ISO Currency Code
7
= Wertpapier
A
ISO Country Code
8
= Bloomberg Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 A = Exchange Bloomberg Symbol
7 B = ISO Country Code
6
Wertpapier
C
= ISO Currency Code
5
Dutch
D
= RIC code
4
Valoren
E
= ISIN number
Sicovam
F = Belgian
G = Common "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
[460] Product Values 8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
3 = CORPORATE
4 = CURRENCY
2 = COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
9 = MONEYMARKET
5 = EQUITY
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
2 5 = COMMODITY
EQUITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
5 10 = EQUITY
MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
[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 FUT = Commercial Paper
VRDN
Future
OPT
= Variable Rate Demand Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Note
PZFJ PEF = Plazos Fijos
PN
Private Export Funding *
SUPRA
= Promissory Note
ONITE
USD Supranational Coupons *
CORP
= Overnight
MTN
Corporate Bond
CPP
= Medium Term Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Notes
TECP YANK = Tax Exempt Commercial Paper
AMENDED
Yankee Corporate Bond
FOR
= Amended & Restated
Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN REPLACD = Liquidity Note
Replaced
MATURED = Matured
DN AMENDED = Deposit Notes
Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD CP = Replaced
MT
Commercial Paper
DN
= Mandatory Tender
RVLVTRM
Deposit Notes
EUCD
= Revolver/Term Loan
Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO COFO = Mortgage Interest Only
Certificate of Obligation
COFP = Certificate of Participation
MBS GO = Mortgage-backed Securities
General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO TECP = Certificate of Obligation
TD
Tax Exempt Commercial Paper
TRAN
= Time Deposit
GO
Tax & Revenue Anticipation Note
VRDN
= General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective "Collective Investment Vehicle)
Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[54] Side Values 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 and List Order messages 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 B = Sell short
7
"As Defined" (for use with multileg instruments)
C
= Undisclosed (valid for IOI and List Order messages only)
"Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
[27] IOIQty Values L = Large
M = Medium
S = Small
L S = Large
Small
M = Medium
S L = Small
Large
[423] PriceType Values 3 = Fixed Amount (absolute value)
1 = Percentage
4 = discount - percentage points below par
6 = basis points relative to benchmark
7 = TED price (see "Volume 1 - Glossary")
8 = TED yield (see "Volume 1 - Glossary")
5 = premium - percentage points over par
2 = per share (e.g. cents per share)
3 = Fixed Amount (absolute value)
1 = Percentage
4 = discount - percentage points below par
6 = basis points relative to benchmark
7 = TED price (see "Volume 1 - Glossary")
8 = TED yield (see "Volume 1 - Glossary")
5 = premium - percentage points over par
2 = per share
Percentage (e.g. cents percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e.
per share)
share or contract)
3 = Fixed Amount (absolute value)
4 = Discount – percentage points below par
5 = Premium – percentage points over par
6 = Spread
7 = TED price
8 = TED yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
[25] IOIQltyInd Values M = Medium
H = High
L = Low
L = Low
M = Medium
H = High
L = Low
[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
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 B = Taking a position
M = More behind
L = Limit
I = In touch with
D = VWAP (Volume Weighted Avg Price)
Market On Close (MOC) (held to close)
C = At the close (around/not held to close)
B D = Market On Close (MOC) (held to close)
VWAP (Volume Weighted Avg Price)
I = In touch with
L = Limit
M = More behind
O = At the open
P = Taking a position
Q = At the Market (previously called Current Quote)
R = Ready to trade
S = Portfolio shown
T = Through the day
V = Versus
W = Indication - Working away
X = Crossing opportunity
Y = At the Midpoint
Z = Pre-open

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata
[465] QuantityType (Optional) [762] SecuritySubType (Optional)
[201] PutOrCall (Optional)
[947] StrikeCurrency (Optional)
[691] Pool (Optional)
[667] ContractSettlMonth (Optional)
[875] CPProgram (Optional)
[876] CPRegType (Optional)
[864] NoEvents (Optional)
[865] EventType (Optional)
[866] EventDate (Optional)
[867] EventPx (Optional)
[868] EventText (Optional)
[873] DatedDate (Optional)
[874] InterestAccrualDate (Optional)
[913] AgreementDesc (Optional)
[914] AgreementID (Optional)
[915] AgreementDate (Optional)
[918] AgreementCurrency (Optional)
[788] TerminationType (Optional)
[916] StartDate (Optional)
[917] EndDate (Optional)
[919] DeliveryType (Optional)
[898] MarginRatio (Optional)
[711] NoUnderlyings (Optional)
[311] UnderlyingSymbol (Optional)
[312] UnderlyingSymbolSfx (Optional)
[309] UnderlyingSecurityID (Optional)
[305] UnderlyingSecurityIDSource (Optional)
[457] NoUnderlyingSecurityAltID (Optional)
[458] UnderlyingSecurityAltID (Optional)
[459] UnderlyingSecurityAltIDSource (Optional)
[462] UnderlyingProduct (Optional)
[463] UnderlyingCFICode (Optional)
[310] UnderlyingSecurityType (Optional)
[763] UnderlyingSecuritySubType (Optional)
[313] UnderlyingMaturityMonthYear (Optional)
[542] UnderlyingMaturityDate (Optional)
[315] UnderlyingPutOrCall (Optional)
[241] UnderlyingCouponPaymentDate (Optional)
[242] UnderlyingIssueDate (Optional)
[243] UnderlyingRepoCollateralSecurityType (Optional)
[244] UnderlyingRepurchaseTerm (Optional)
[245] UnderlyingRepurchaseRate (Optional)
[246] UnderlyingFactor (Optional)
[256] UnderlyingCreditRating (Optional)
[595] UnderlyingInstrRegistry (Optional)
[592] UnderlyingCountryOfIssue (Optional)
[593] UnderlyingStateOrProvinceOfIssue (Optional)
[594] UnderlyingLocaleOfIssue (Optional)
[247] UnderlyingRedemptionDate (Optional)
[316] UnderlyingStrikePrice (Optional)
[941] UnderlyingStrikeCurrency (Optional)
[317] UnderlyingOptAttribute (Optional)
[436] UnderlyingContractMultiplier (Optional)
[435] UnderlyingCouponRate (Optional)
[308] UnderlyingSecurityExchange (Optional)
[306] UnderlyingIssuer (Optional)
[362] EncodedUnderlyingIssuerLen (Optional)
[363] EncodedUnderlyingIssuer (Optional)
[307] UnderlyingSecurityDesc (Optional)
[364] EncodedUnderlyingSecurityDescLen (Optional)
[365] EncodedUnderlyingSecurityDesc (Optional)
[877] UnderlyingCPProgram (Optional)
[878] UnderlyingCPRegType (Optional)
[318] UnderlyingCurrency (Optional)
[879] UnderlyingQty (Optional)
[810] UnderlyingPx (Optional)
[882] UnderlyingDirtyPrice (Optional)
[883] UnderlyingEndPrice (Optional)
[884] UnderlyingStartValue (Optional)
[885] UnderlyingCurrentValue (Optional)
[886] UnderlyingEndValue (Optional)
[887] NoUnderlyingStips (Optional)
[888] UnderlyingStipType (Optional)
[889] UnderlyingStipValue (Optional)
[854] QtyType (Optional)
[38] OrderQty (Optional)
[152] CashOrderQty (Optional)
[516] OrderPercent (Optional)
[468] RoundingDirection (Optional)
[469] RoundingModulus (Optional)
[232] NoStipulations (Optional)
[233] StipulationType (Optional)
[234] StipulationValue (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)
[764] LegSecuritySubType (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)
[942] LegStrikeCurrency (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)
[556] LegCurrency (Optional)
[740] LegPool (Optional)
[739] LegDatedDate (Optional)
[955] LegContractSettlMonth (Optional)
[956] LegInterestAccrualDate (Optional)
[682] LegIOIQty (Optional)
[683] NoLegStipulations (Optional)
[688] LegStipulationType (Optional)
[689] LegStipulationValue (Optional)
[662] BenchmarkPrice (Optional)
[663] BenchmarkPriceType (Optional)
[699] BenchmarkSecurityID (Optional)
[761] BenchmarkSecurityIDSource (Optional)
[235] YieldType (Optional)
[236] Yield (Optional)
[701] YieldCalcDate (Optional)
[696] YieldRedemptionDate (Optional)
[697] YieldRedemptionPrice (Optional)
[698] YieldRedemptionPriceType (Optional)

Field-Level Differences

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

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata
[762] SecuritySubType (Optional)
[201] PutOrCall (Optional)
[947] StrikeCurrency (Optional)
[691] Pool (Optional)
[667] ContractSettlMonth (Optional)
[875] CPProgram (Optional)
[876] CPRegType (Optional)
[864] NoEvents (Optional)
[865] EventType (Optional)
[866] EventDate (Optional)
[867] EventPx (Optional)
[868] EventText (Optional)
[873] DatedDate (Optional)
[874] InterestAccrualDate (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)
[764] LegSecuritySubType (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)
[942] LegStrikeCurrency (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)
[556] LegCurrency (Optional)
[740] LegPool (Optional)
[739] LegDatedDate (Optional)
[955] LegContractSettlMonth (Optional)
[956] LegInterestAccrualDate (Optional)
[711] NoUnderlyings (Optional)
[311] UnderlyingSymbol (Optional)
[312] UnderlyingSymbolSfx (Optional)
[309] UnderlyingSecurityID (Optional)
[305] UnderlyingSecurityIDSource (Optional)
[457] NoUnderlyingSecurityAltID (Optional)
[458] UnderlyingSecurityAltID (Optional)
[459] UnderlyingSecurityAltIDSource (Optional)
[462] UnderlyingProduct (Optional)
[463] UnderlyingCFICode (Optional)
[310] UnderlyingSecurityType (Optional)
[763] UnderlyingSecuritySubType (Optional)
[313] UnderlyingMaturityMonthYear (Optional)
[542] UnderlyingMaturityDate (Optional)
[315] UnderlyingPutOrCall (Optional)
[241] UnderlyingCouponPaymentDate (Optional)
[242] UnderlyingIssueDate (Optional)
[243] UnderlyingRepoCollateralSecurityType (Optional)
[244] UnderlyingRepurchaseTerm (Optional)
[245] UnderlyingRepurchaseRate (Optional)
[246] UnderlyingFactor (Optional)
[256] UnderlyingCreditRating (Optional)
[595] UnderlyingInstrRegistry (Optional)
[592] UnderlyingCountryOfIssue (Optional)
[593] UnderlyingStateOrProvinceOfIssue (Optional)
[594] UnderlyingLocaleOfIssue (Optional)
[247] UnderlyingRedemptionDate (Optional)
[316] UnderlyingStrikePrice (Optional)
[941] UnderlyingStrikeCurrency (Optional)
[317] UnderlyingOptAttribute (Optional)
[436] UnderlyingContractMultiplier (Optional)
[435] UnderlyingCouponRate (Optional)
[308] UnderlyingSecurityExchange (Optional)
[306] UnderlyingIssuer (Optional)
[362] EncodedUnderlyingIssuerLen (Optional)
[363] EncodedUnderlyingIssuer (Optional)
[307] UnderlyingSecurityDesc (Optional)
[364] EncodedUnderlyingSecurityDescLen (Optional)
[365] EncodedUnderlyingSecurityDesc (Optional)
[877] UnderlyingCPProgram (Optional)
[878] UnderlyingCPRegType (Optional)
[318] UnderlyingCurrency (Optional)
[879] UnderlyingQty (Optional)
[810] UnderlyingPx (Optional)
[882] UnderlyingDirtyPrice (Optional)
[883] UnderlyingEndPrice (Optional)
[884] UnderlyingStartValue (Optional)
[885] UnderlyingCurrentValue (Optional)
[886] UnderlyingEndValue (Optional)
[887] NoUnderlyingStips (Optional)
[888] UnderlyingStipType (Optional)
[889] UnderlyingStipValue (Optional)
[854] QtyType (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[636] WorkingIndicator Values N = Order has been accepted but not yet in a working state
Y = Order is currently being worked
Y = Order is currently being worked
N = Order has been accepted but not yet in a working state
Y = Order is currently being worked
[581] AccountType Values 3 = House Trader
7 = Account is house trader and is cross margined
6 = Account is carried on non-customer side of books and is cross margined
4 = Floor Trader
2 = Account is carried on non-Customer Side of books
1 = Account is carried on customer Side of Books
8 = Joint Backoffice Account (JBO)
1 = Account is carried on customer Side of Books
2 = Account is carried on non-Customer Side of books
3 = House Trader
7 4 = Account is house trader and is cross margined
Floor Trader
6 = Account is carried on non-customer side of books and is cross margined
4 = Floor Trader
2
7 = Account is carried on non-Customer Side of books
1 = Account
house trader and is carried on customer Side of Books
cross margined
8 = Joint Backoffice Account (JBO)
[434] CxlRejResponseTo Values 2 = Order Cancel/Replace Request
1 = Order Cancel Request
1 = Order Cancel Request
2 = Order Cancel/Replace Request
1 = Order Cancel Request
[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 2 = Unable to process Order Mass Cancel Request
Broker / Exchange Option
3 = Order already in Pending Cancel or Pending Replace status
2 4 = Broker / Exchange Option
Unable to process Order Mass Cancel Request
5 = OrigOrdModTime (586) did not match last TransactTime (60) of order
6 = Duplicate ClOrdID (11) received
99 = Other

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata
[660] AcctIDSource (Optional)
[75] TradeDate (Optional)

Additional (Optional) Fields

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

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata
[763] UnderlyingSecuritySubType (Optional)
[941] UnderlyingStrikeCurrency (Optional)
[877] UnderlyingCPProgram (Optional)
[878] UnderlyingCPRegType (Optional)
[318] UnderlyingCurrency (Optional)
[879] UnderlyingQty (Optional)
[810] UnderlyingPx (Optional)
[882] UnderlyingDirtyPrice (Optional)
[883] UnderlyingEndPrice (Optional)
[884] UnderlyingStartValue (Optional)
[885] UnderlyingCurrentValue (Optional)
[886] UnderlyingEndValue (Optional)
[887] NoUnderlyingStips (Optional)
[888] UnderlyingStipType (Optional)
[889] UnderlyingStipValue (Optional)
[893] LastFragment (Optional)
[762] SecuritySubType (Optional)
[201] PutOrCall (Optional)
[947] StrikeCurrency (Optional)
[691] Pool (Optional)
[667] ContractSettlMonth (Optional)
[875] CPProgram (Optional)
[876] CPRegType (Optional)
[864] NoEvents (Optional)
[865] EventType (Optional)
[866] EventDate (Optional)
[867] EventPx (Optional)
[868] EventText (Optional)
[873] DatedDate (Optional)
[874] InterestAccrualDate (Optional)
[827] ExpirationCycle (Optional)
[668] DeliveryForm (Optional)
[869] PctAtRisk (Optional)
[870] NoInstrAttrib (Optional)
[871] InstrAttribType (Optional)
[872] InstrAttribValue (Optional)
[764] LegSecuritySubType (Optional)
[942] LegStrikeCurrency (Optional)
[740] LegPool (Optional)
[739] LegDatedDate (Optional)
[955] LegContractSettlMonth (Optional)
[956] LegInterestAccrualDate (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[447] PartyIDSource Values 5 = Chinese B Share (Shezhen and Shanghai)
8 = US Employer Identification Number
A = Australian Tax File Number
9 = Australian Business Number
E = ISO Country Code
B = BIC (Bank Identification CodeSwift managed) code (ISO 9362 - See Appendix 6-B)
7 = US Social Security Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
6 = UK National Insurance or Pension Number
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
5 = Chinese B Share (Shezhen and Shanghai)
8 = US Employer Identification Number
A = Australian Tax File Number
9 = Australian Business Number
E = ISO Country Code
B = BIC (Bank Identification CodeSwift Code—Swift managed) code (ISO 9362 - See Appendix 6-B)
7 = US Social Security Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
6 = UK National Insurance or Pension Number
"Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
[452] PartyRole Values 15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
5 = Investor ID
6 = Introducing Firm
14 = Giveup Clearing Firm (firm to which trade is given up)
8 = Locate/Lending Firm (for short-sales)
9 = Fund manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside firm)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
14 7 = Giveup Clearing Firm (firm to which trade is given up)
Entering Firm
8 = Locate/Lending Firm (for short-sales)
9 = Fund manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside firm)
4 14 = Giveup Clearing Firm (formerly FIX 4.2 ClearingFirm)
(firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering Trader
37 = Contra Trader
38 = Position Account
[581] AccountType Values 3 = House Trader
7 = Account is house trader and is cross margined
6 = Account is carried on non-customer side of books and is cross margined
4 = Floor Trader
2 = Account is carried on non-Customer Side of books
1 = Account is carried on customer Side of Books
8 = Joint Backoffice Account (JBO)
1 = Account is carried on customer Side of Books
2 = Account is carried on non-Customer Side of books
3 = House Trader
7 4 = Account is house trader and is cross margined
Floor Trader
6 = Account is carried on non-customer side of books and is cross margined
4 = Floor Trader
2
7 = Account is carried on non-Customer Side of books
1 = Account
house trader and is carried on customer Side of Books
cross margined
8 = Joint Backoffice Account (JBO)
[589] DayBookingInst Values 0 = Can trigger booking without reference to the order initiator ("auto")
1 = Speak with order initiator before booking ("speak first")
0 = Can trigger booking without reference to the order initiator ("auto")
1 = Speak with order initiator before booking ("speak first")
2 = Accumulate
[590] BookingUnit Values 1 = Aggregate partial executions on this order, and book one trade per order
2 = Aggregate executions for this symbol, side, and settlement date
0 = Each partial execution is a bookable unit
0 = Each partial execution is a bookable unit
1 = Aggregate partial executions on this order, and book one trade per order
2 = Aggregate executions for this symbol, side, and settlement date
0 = Each partial execution is a bookable unit
[544] CashMargin Values 2 = Margin Open
3 = Margin Close
1 = Cash
1 = Cash
2 = Margin Open
3 = Margin Close
1 = Cash
[635] ClearingFeeIndicator Values H = 106.H and 106.J Firms
5 = 5th year delegate trading for his own account
4 = 4th year delegate trading for his own account
3 = 3rd year delegate trading for his own account
2 = 2nd year delegate trading for his own account
1 = 1st year delegate trading for his own account
M = All other ownership types
I = GIM, IDEM and COM Membership Interest Holders
9 = 6th year and beyond delegate trading for his own account
F = Full and Associate Member trading for own account and as floor
E = Equity Member and Clearing Member
C = Non-member and Customer
B = CBOE Member
L = Lessee and 106.F Employees
B = CBOE Member
C = Non-member and Customer
E = Equity Member and Clearing Member
F = Full and Associate Member trading for own account and as floor Brokers
H = 106.H and 106.J Firms
5 I = 5th GIM, IDEM and COM Membership Interest Holders
L = Lessee and 106.F Employees
M = All other ownership types
1 = 1st year delegate trading for his own account
2 = 2nd year delegate trading for his own account
3 = 3rd
year delegate trading for his own account
4 = 4th year delegate trading for his own account
3 5 = 3rd 5th year delegate trading for his own account
2 = 2nd year delegate trading for his own account
1 = 1st year delegate trading for his own account
M = All other ownership types
I = GIM, IDEM and COM Membership Interest Holders
9 = 6th year and beyond delegate trading for his own account
F = Full and Associate Member trading for own account and as floor
E = Equity Member and Clearing Member
C = Non-member and Customer
B = CBOE Member
L = Lessee and 106.F Employees
[21] HandlInst Reqd Mandatory MandatoryOptional
[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 1 = TryToStop
Not held
2 = Work
3 = Go along
4 = Over the day
5 = Held
6 = Participate don't initiate
7 = Strict scale
8 = Try to scale
9 = Stay on bidside
0 = Stay on offerside
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of volume "(indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)"
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
H = Reinstate on System Failure (mutually exclusive with Q)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K)
K = Cancel on Trading Halt (mutually exclusive with L)
L = Last peg (last sale)
M = MidPrcPeg
Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = MarkPeg
Market peg
Q = CancelOnSysFail
Cancel on System Failure (mutually exclusive with H)
R = PrimPeg
Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
U = CustDispInst
Customer Display Instruction (Rule11Ac1-1/4)
V = Netting
Netting (for Forex)
W = PegVWAP
Peg to VWAP
X = TradeAlong
D
Trade Along
Y
= PercVol
0
Try to Stop
Z
= StayOffer
2
Cancel if Not Best
a
= Work
4
Trailing Stop Peg
b
= OverDay
5
Strict Limit (No Price Improvement)
c
= Held
6
Ignore Price Validity Checks
d
= PartNotInit
7
Peg to Limit Price
e
= 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
Work to Target Strategy
[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
[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 and List Order messages 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 B = Sell short
7
"As Defined" (for use with multileg instruments)
C
= Undisclosed (valid for IOI and List Order messages only)
"Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
[22] SecurityIDSource 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
RIC code
6
= Dutch
B
ISO Currency Code
7
= Wertpapier
A
ISO Country Code
8
= Bloomberg Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 A = Exchange Bloomberg Symbol
7 B = ISO Country Code
6
Wertpapier
C
= ISO Currency Code
5
Dutch
D
= RIC code
4
Valoren
E
= ISIN number
Sicovam
F = Belgian
G = Common "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
[460] Product Values 8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
3 = CORPORATE
4 = CURRENCY
2 = COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
9 = MONEYMARKET
5 = EQUITY
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
2 5 = COMMODITY
EQUITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
5 10 = EQUITY
MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
[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 FUT = Commercial Paper
VRDN
Future
OPT
= Variable Rate Demand Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Note
PZFJ PEF = Plazos Fijos
PN
Private Export Funding *
SUPRA
= Promissory Note
ONITE
USD Supranational Coupons *
CORP
= Overnight
MTN
Corporate Bond
CPP
= Medium Term Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Notes
TECP YANK = Tax Exempt Commercial Paper
AMENDED
Yankee Corporate Bond
FOR
= Amended & Restated
Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN REPLACD = Liquidity Note
Replaced
MATURED = Matured
DN AMENDED = Deposit Notes
Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD CP = Replaced
MT
Commercial Paper
DN
= Mandatory Tender
RVLVTRM
Deposit Notes
EUCD
= Revolver/Term Loan
Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO COFO = Mortgage Interest Only
Certificate of Obligation
COFP = Certificate of Participation
MBS GO = Mortgage-backed Securities
General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO TECP = Certificate of Obligation
TD
Tax Exempt Commercial Paper
TRAN
= Time Deposit
GO
Tax & Revenue Anticipation Note
VRDN
= General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective "Collective Investment Vehicle)
Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[423] PriceType Values 3 = Fixed Amount (absolute value)
1 = Percentage
4 = discount - percentage points below par
6 = basis points relative to benchmark
7 = TED price (see "Volume 1 - Glossary")
8 = TED yield (see "Volume 1 - Glossary")
5 = premium - percentage points over par
2 = per share (e.g. cents per share)
3 = Fixed Amount (absolute value)
1 = Percentage
4 = discount - percentage points below par
6 = basis points relative to benchmark
7 = TED price (see "Volume 1 - Glossary")
8 = TED yield (see "Volume 1 - Glossary")
5 = premium - percentage points over par
2 = per share
Percentage (e.g. cents percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e.
per share)
share or contract)
3 = Fixed Amount (absolute value)
4 = Discount – percentage points below par
5 = Premium – percentage points over par
6 = Spread
7 = TED price
8 = TED yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
[377] SolicitedFlag Values N = Was not solicited
Y = Was solcitied
Y = Was solcitied
N = Was not solicited
Y = Was solcitied
[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
Day (or session)
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
[427] GTBookingInst Values 0 = book out all trades on day of execution
2 = accumulate until verbally notified otherwise
1 = accumulate executions until order is filled or expires
0 = book out all trades on day of execution
2 = accumulate until verbally notified otherwise
1 = accumulate executions until order is filled or expires
2 = accumulate until verbally notified otherwise
[528] OrderCapacity Values R = Riskless Principal
I = Individual
P = Principal (Note for CMS purposes, Principal includes Proprietary)
W = Agent for Other Member
A = Agency
G = Proprietary
R A = Riskless Principal
Agency
G = Proprietary
I = Individual
P = Principal (Note for CMS purposes, Principal includes Proprietary)
R = Riskless Principal
W = Agent for Other Member
A = Agency
G = Proprietary
[529] OrderRestrictions Values 7 = Foreign Entity (of foreign governmnet or regulatory jurisdiction)
A = Riskless Arbitrage
1 = Program Trade
8 = External Market Participant
6 = Acting as Market Maker or Specialist in the underlying security of a derivative security
5 = Acting as Market Maker or Specialist in the security
3 = Non-Index Arbitrage
2 = Index Arbitrage
4 = Competing Market Maker
9 = External Inter-connected Market Linkage
7 = Foreign Entity (of foreign governmnet or regulatory jurisdiction)
A = Riskless Arbitrage
1 = Program Trade
8 2 = External Index Arbitrage
3 = Non-Index Arbitrage
4 = Competing
Market Participant
Maker
5 = Acting as Market Maker or Specialist in the security
6 = Acting as Market Maker or Specialist in the underlying security of a derivative security
5 7 = Acting as Foreign Entity (of foreign governmnet or regulatory jurisdiction)
8 = External
Market Maker or Specialist in the security
3 = Non-Index Arbitrage
2 = Index Arbitrage
4 = Competing Market Maker
Participant
9 = External Inter-connected Market Linkage
A = Riskless Arbitrage
[582] CustOrderCapacity Values 1 = MemberTradingForTheirOwnAccount
2 = ClearingFirmTradingForItsProprietaryAccount
3 = MemberTradingForAnotherMember
4 = AllOther
1 = MemberTradingForTheirOwnAccount
Member trading for their own account
2 = ClearingFirmTradingForItsProprietaryAccount
Clearing Firm trading for its proprietary account
3 = MemberTradingForAnotherMember
Member trading for another member
4 = AllOther
All other
[77] PositionEffect Values F = FIFO
R = Rolled
C = Close
O = Open
F O = FIFO
Open
C = Close
R = Rolled
C F = Close
O = Open
FIFO
[203] CoveredOrUncovered Values 1 = Uncovered
0 = Covered
0 = Covered
1 = Uncovered
0 = Covered
[388] DiscretionInst Values 0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP
[480] CancellationRights Values M = No waiver agreement
N = No execution only
Y = Yes
O = No institutional.
Y = Yes
N = No – execution only
M = No waiver agreement
N = No execution only
Y = Yes
O = No institutional.
[481] MoneyLaunderingStatus Values 3 = Exempt Authorised Credit or Financial Institution.
2 = Exempt Client Money Type Exemption
1 = Exempt Below The Limit
Y = Passed
N = Not checked
Y = Passed
N = Not checked
1 = Exempt – Below The Limit
2 = Exempt – Client Money Type Exemption
3 = Exempt Authorised Credit or Financial Institution.
2 = Exempt Client Money Type Exemption
1 = Exempt Below The Limit
Y = Passed
N = Not checked
[563] MultiLegRptTypeReq Values 0 = ReportByMulitlegSecurityOnly
1 = ReportByMultilegSecurityAndInstrumentLegs
2 = ReportByInstrumentLegsOnly
0 = ReportByMulitlegSecurityOnly
Report by mulitleg security only (Do not report legs)
1 = ReportByMultilegSecurityAndInstrumentLegs
Report by multileg security and by instrument legs belonging to the multileg security.
2 = ReportByInstrumentLegsOnly
Report by instrument legs belonging to the multileg security only (Do not report status of multileg security)

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata
[465] QuantityType (Optional) [802] NoPartySubIDs (Optional)
[118] NetMoney (Optional) [803] PartySubIDType (Optional)
[229] TradeOriginationDate (Optional)
[75] TradeDate (Optional)
[660] AcctIDSource (Optional)
[70] AllocID (Optional)
[661] AllocAcctIDSource (Optional)
[736] AllocSettlCurrency (Optional)
[948] NoNested3PartyIDs (Optional)
[949] Nested3PartyID (Optional)
[950] Nested3PartyIDSource (Optional)
[951] Nested3PartyRole (Optional)
[952] NoNested3PartySubIDs (Optional)
[953] Nested3PartySubID (Optional)
[954] Nested3PartySubIDType (Optional)
[762] SecuritySubType (Optional)
[201] PutOrCall (Optional)
[947] StrikeCurrency (Optional)
[691] Pool (Optional)
[667] ContractSettlMonth (Optional)
[875] CPProgram (Optional)
[876] CPRegType (Optional)
[864] NoEvents (Optional)
[865] EventType (Optional)
[866] EventDate (Optional)
[867] EventPx (Optional)
[868] EventText (Optional)
[873] DatedDate (Optional)
[874] InterestAccrualDate (Optional)
[711] NoUnderlyings (Optional)
[311] UnderlyingSymbol (Optional)
[312] UnderlyingSymbolSfx (Optional)
[309] UnderlyingSecurityID (Optional)
[305] UnderlyingSecurityIDSource (Optional)
[457] NoUnderlyingSecurityAltID (Optional)
[458] UnderlyingSecurityAltID (Optional)
[459] UnderlyingSecurityAltIDSource (Optional)
[462] UnderlyingProduct (Optional)
[463] UnderlyingCFICode (Optional)
[310] UnderlyingSecurityType (Optional)
[763] UnderlyingSecuritySubType (Optional)
[313] UnderlyingMaturityMonthYear (Optional)
[542] UnderlyingMaturityDate (Optional)
[315] UnderlyingPutOrCall (Optional)
[241] UnderlyingCouponPaymentDate (Optional)
[242] UnderlyingIssueDate (Optional)
[243] UnderlyingRepoCollateralSecurityType (Optional)
[244] UnderlyingRepurchaseTerm (Optional)
[245] UnderlyingRepurchaseRate (Optional)
[246] UnderlyingFactor (Optional)
[256] UnderlyingCreditRating (Optional)
[595] UnderlyingInstrRegistry (Optional)
[592] UnderlyingCountryOfIssue (Optional)
[593] UnderlyingStateOrProvinceOfIssue (Optional)
[594] UnderlyingLocaleOfIssue (Optional)
[247] UnderlyingRedemptionDate (Optional)
[316] UnderlyingStrikePrice (Optional)
[941] UnderlyingStrikeCurrency (Optional)
[317] UnderlyingOptAttribute (Optional)
[436] UnderlyingContractMultiplier (Optional)
[435] UnderlyingCouponRate (Optional)
[308] UnderlyingSecurityExchange (Optional)
[306] UnderlyingIssuer (Optional)
[362] EncodedUnderlyingIssuerLen (Optional)
[363] EncodedUnderlyingIssuer (Optional)
[307] UnderlyingSecurityDesc (Optional)
[364] EncodedUnderlyingSecurityDescLen (Optional)
[365] EncodedUnderlyingSecurityDesc (Optional)
[877] UnderlyingCPProgram (Optional)
[878] UnderlyingCPRegType (Optional)
[318] UnderlyingCurrency (Optional)
[879] UnderlyingQty (Optional)
[810] UnderlyingPx (Optional)
[882] UnderlyingDirtyPrice (Optional)
[883] UnderlyingEndPrice (Optional)
[884] UnderlyingStartValue (Optional)
[885] UnderlyingCurrentValue (Optional)
[886] UnderlyingEndValue (Optional)
[887] NoUnderlyingStips (Optional)
[888] UnderlyingStipType (Optional)
[889] UnderlyingStipValue (Optional)
[764] LegSecuritySubType (Optional)
[942] LegStrikeCurrency (Optional)
[556] LegCurrency (Optional)
[740] LegPool (Optional)
[739] LegDatedDate (Optional)
[955] LegContractSettlMonth (Optional)
[956] LegInterestAccrualDate (Optional)
[687] LegQty (Optional)
[690] LegSwapType (Optional)
[683] NoLegStipulations (Optional)
[688] LegStipulationType (Optional)
[689] LegStipulationValue (Optional)
[670] NoLegAllocs (Optional)
[671] LegAllocAccount (Optional)
[672] LegIndividualAllocID (Optional)
[756] NoNested2PartyIDs (Optional)
[757] Nested2PartyID (Optional)
[758] Nested2PartyIDSource (Optional)
[759] Nested2PartyRole (Optional)
[806] NoNested2PartySubIDs (Optional)
[760] Nested2PartySubID (Optional)
[807] Nested2PartySubIDType (Optional)
[673] LegAllocQty (Optional)
[674] LegAllocAcctIDSource (Optional)
[675] LegSettlCurrency (Optional)
[804] NoNestedPartySubIDs (Optional)
[805] NestedPartySubIDType (Optional)
[854] QtyType (Optional)
[775] BookingType (Optional)
[835] PegMoveType (Optional)
[836] PegOffsetType (Optional)
[837] PegLimitType (Optional)
[838] PegRoundDirection (Optional)
[840] PegScope (Optional)
[841] DiscretionMoveType (Optional)
[842] DiscretionOffsetType (Optional)
[843] DiscretionLimitType (Optional)
[844] DiscretionRoundDirection (Optional)
[846] DiscretionScope (Optional)
[847] TargetStrategy (Optional)
[848] TargetStrategyParameters (Optional)
[849] ParticipationRate (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
Name MultilegOrderCancelReplaceRequest MultilegOrderCancelReplaceRequestMultilegOrderCancelReplace
Intro Used to modify a multileg order previously submitted using the New Order - Multileg message. Used to modify a multileg order previously submitted using the New Order - Multileg message. See Order Cancel Replace Request for details concerning message usage.

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata [Final Text] FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Blacklined]
[447] PartyIDSource Values 5 = Chinese B Share (Shezhen and Shanghai)
8 = US Employer Identification Number
A = Australian Tax File Number
9 = Australian Business Number
E = ISO Country Code
B = BIC (Bank Identification CodeSwift managed) code (ISO 9362 - See Appendix 6-B)
7 = US Social Security Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
6 = UK National Insurance or Pension Number
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
5 = Chinese B Share (Shezhen and Shanghai)
8 = US Employer Identification Number
A = Australian Tax File Number
9 = Australian Business Number
E = ISO Country Code
B = BIC (Bank Identification CodeSwift Code—Swift managed) code (ISO 9362 - See Appendix 6-B)
7 = US Social Security Number
D = Proprietary/Custom code
F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
6 = UK National Insurance or Pension Number
"Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
[452] PartyRole Values 15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
5 = Investor ID
6 = Introducing Firm
14 = Giveup Clearing Firm (firm to which trade is given up)
8 = Locate/Lending Firm (for short-sales)
9 = Fund manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside firm)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
15 = Correspondant Clearing Firm
3 = Client ID (formerly FIX 4.2 ClientID)
20 = Underlying Contra Firm
19 = Sponsoring Firm
18 = Contra Clearing Firm
17 = Contra Firm
16 = Executing System
7 = Entering Firm
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
14 7 = Giveup Clearing Firm (firm to which trade is given up)
Entering Firm
8 = Locate/Lending Firm (for short-sales)
9 = Fund manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside firm)
4 14 = Giveup Clearing Firm (formerly FIX 4.2 ClearingFirm)
(firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering Trader
37 = Contra Trader
38 = Position Account
[581] AccountType Values 3 = House Trader
7 = Account is house trader and is cross margined
6 = Account is carried on non-customer side of books and is cross margined
4 = Floor Trader
2 = Account is carried on non-Customer Side of books
1 = Account is carried on customer Side of Books
8 = Joint Backoffice Account (JBO)
1 = Account is carried on customer Side of Books
2 = Account is carried on non-Customer Side of books
3 = House Trader
7 4 = Account is house trader and is cross margined
Floor Trader
6 = Account is carried on non-customer side of books and is cross margined
4 = Floor Trader
2
7 = Account is carried on non-Customer Side of books
1 = Account
house trader and is carried on customer Side of Books
cross margined
8 = Joint Backoffice Account (JBO)
[589] DayBookingInst Values 0 = Can trigger booking without reference to the order initiator ("auto")
1 = Speak with order initiator before booking ("speak first")
0 = Can trigger booking without reference to the order initiator ("auto")
1 = Speak with order initiator before booking ("speak first")
2 = Accumulate
[590] BookingUnit Values 1 = Aggregate partial executions on this order, and book one trade per order
2 = Aggregate executions for this symbol, side, and settlement date
0 = Each partial execution is a bookable unit
0 = Each partial execution is a bookable unit
1 = Aggregate partial executions on this order, and book one trade per order
2 = Aggregate executions for this symbol, side, and settlement date
0 = Each partial execution is a bookable unit
[544] CashMargin Values 2 = Margin Open
3 = Margin Close
1 = Cash
1 = Cash
2 = Margin Open
3 = Margin Close
1 = Cash
[635] ClearingFeeIndicator Values H = 106.H and 106.J Firms
5 = 5th year delegate trading for his own account
4 = 4th year delegate trading for his own account
3 = 3rd year delegate trading for his own account
2 = 2nd year delegate trading for his own account
1 = 1st year delegate trading for his own account
M = All other ownership types
I = GIM, IDEM and COM Membership Interest Holders
9 = 6th year and beyond delegate trading for his own account
F = Full and Associate Member trading for own account and as floor
E = Equity Member and Clearing Member
C = Non-member and Customer
B = CBOE Member
L = Lessee and 106.F Employees
B = CBOE Member
C = Non-member and Customer
E = Equity Member and Clearing Member
F = Full and Associate Member trading for own account and as floor Brokers
H = 106.H and 106.J Firms
5 I = 5th GIM, IDEM and COM Membership Interest Holders
L = Lessee and 106.F Employees
M = All other ownership types
1 = 1st year delegate trading for his own account
2 = 2nd year delegate trading for his own account
3 = 3rd
year delegate trading for his own account
4 = 4th year delegate trading for his own account
3 5 = 3rd 5th year delegate trading for his own account
2 = 2nd year delegate trading for his own account
1 = 1st year delegate trading for his own account
M = All other ownership types
I = GIM, IDEM and COM Membership Interest Holders
9 = 6th year and beyond delegate trading for his own account
F = Full and Associate Member trading for own account and as floor
E = Equity Member and Clearing Member
C = Non-member and Customer
B = CBOE Member
L = Lessee and 106.F Employees
[21] HandlInst Reqd Mandatory MandatoryOptional
[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 1 = TryToStop
Not held
2 = Work
3 = Go along
4 = Over the day
5 = Held
6 = Participate don't initiate
7 = Strict scale
8 = Try to scale
9 = Stay on bidside
0 = Stay on offerside
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of volume "(indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)"
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
H = Reinstate on System Failure (mutually exclusive with Q)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K)
K = Cancel on Trading Halt (mutually exclusive with L)
L = Last peg (last sale)
M = MidPrcPeg
Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = MarkPeg
Market peg
Q = CancelOnSysFail
Cancel on System Failure (mutually exclusive with H)
R = PrimPeg
Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
U = CustDispInst
Customer Display Instruction (Rule11Ac1-1/4)
V = Netting
Netting (for Forex)
W = PegVWAP
Peg to VWAP
X = TradeAlong
D
Trade Along
Y
= PercVol
0
Try to Stop
Z
= StayOffer
2
Cancel if Not Best
a
= Work
4
Trailing Stop Peg
b
= OverDay
5
Strict Limit (No Price Improvement)
c
= Held
6
Ignore Price Validity Checks
d
= PartNotInit
7
Peg to Limit Price
e
= 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
Work to Target Strategy
[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
[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 and List Order messages 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 B = Sell short
7
"As Defined" (for use with multileg instruments)
C
= Undisclosed (valid for IOI and List Order messages only)
"Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
[22] SecurityIDSource 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
RIC code
6
= Dutch
B
ISO Currency Code
7
= Wertpapier
A
ISO Country Code
8
= Bloomberg Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8 A = Exchange Bloomberg Symbol
7 B = ISO Country Code
6
Wertpapier
C
= ISO Currency Code
5
Dutch
D
= RIC code
4
Valoren
E
= ISIN number
Sicovam
F = Belgian
G = Common "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
[460] Product Values 8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
3 = CORPORATE
4 = CURRENCY
2 = COMMODITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
9 = MONEYMARKET
5 = EQUITY
8 = LOAN
12 = OTHER
11 = MUNICIPAL
1 = AGENCY
2 = COMMODITY
3 = CORPORATE
4 = CURRENCY
2 5 = COMMODITY
EQUITY
6 = GOVERNMENT
10 = MORTGAGE
7 = INDEX
8 = LOAN
9 = MONEYMARKET
5 10 = EQUITY
MORTGAGE
11 = MUNICIPAL
12 = OTHER
13 = FINANCING
[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 FUT = Commercial Paper
VRDN
Future
OPT
= Variable Rate Demand Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount
Note
PZFJ PEF = Plazos Fijos
PN
Private Export Funding *
SUPRA
= Promissory Note
ONITE
USD Supranational Coupons *
CORP
= Overnight
MTN
Corporate Bond
CPP
= Medium Term Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured
Notes
TECP YANK = Tax Exempt Commercial Paper
AMENDED
Yankee Corporate Bond
FOR
= Amended & Restated
Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
LQN REPLACD = Liquidity Note
Replaced
MATURED = Matured
DN AMENDED = Deposit Notes
Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
REPLACD CP = Replaced
MT
Commercial Paper
DN
= Mandatory Tender
RVLVTRM
Deposit Notes
EUCD
= Revolver/Term Loan
Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
STN = Short Term Loan Note
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
MIO COFO = Mortgage Interest Only
Certificate of Obligation
COFP = Certificate of Participation
MBS GO = Mortgage-backed Securities
General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
COFO TECP = Certificate of Obligation
TD
Tax Exempt Commercial Paper
TRAN
= Time Deposit
GO
Tax & Revenue Anticipation Note
VRDN
= General Obligation Bonds
? = Wildcard entry (used on Security Definition Request message)
Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended Collective "Collective Investment Vehicle)
Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
TRAN = Tax & Revenue Anticipation Note
MPO = Mortgage Principal Only
RP = Repurchase Agreement
NONE = No Security Type
XCN = Extended Comm Note
POOL = Agency Pools
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
RVRP = Reverse Repurchase Agreement
FOR = Foreign Exchange Contract
RAN = Revenue Anticipation Note
RVLV = Revolver Loan
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
XLINKD = Indexed Linked
YANK = Yankee Corporate Bond
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note/Bond
USTB = US Treasury Bill
TERM = Term Loan
STRUCT = Structured Notes
[423] PriceType Values 3 = Fixed Amount (absolute value)
1 = Percentage
4 = discount - percentage points below par
6 = basis points relative to benchmark
7 = TED price (see "Volume 1 - Glossary")
8 = TED yield (see "Volume 1 - Glossary")
5 = premium - percentage points over par
2 = per share (e.g. cents per share)
3 = Fixed Amount (absolute value)
1 = Percentage
4 = discount - percentage points below par
6 = basis points relative to benchmark
7 = TED price (see "Volume 1 - Glossary")
8 = TED yield (see "Volume 1 - Glossary")
5 = premium - percentage points over par
2 = per share
Percentage (e.g. cents percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e.
per share)
share or contract)
3 = Fixed Amount (absolute value)
4 = Discount – percentage points below par
5 = Premium – percentage points over par
6 = Spread
7 = TED price
8 = TED yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
[377] SolicitedFlag Values N = Was not solicited
Y = Was solcitied
Y = Was solcitied
N = Was not solicited
Y = Was solcitied
[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
Day (or session)
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
[427] GTBookingInst Values 0 = book out all trades on day of execution
2 = accumulate until verbally notified otherwise
1 = accumulate executions until order is filled or expires
0 = book out all trades on day of execution
2 = accumulate until verbally notified otherwise
1 = accumulate executions until order is filled or expires
2 = accumulate until verbally notified otherwise
[528] OrderCapacity Values R = Riskless Principal
I = Individual
P = Principal (Note for CMS purposes, Principal includes Proprietary)
W = Agent for Other Member
A = Agency
G = Proprietary
R A = Riskless Principal
Agency
G = Proprietary
I = Individual
P = Principal (Note for CMS purposes, Principal includes Proprietary)
R = Riskless Principal
W = Agent for Other Member
A = Agency
G = Proprietary
[529] OrderRestrictions Values 7 = Foreign Entity (of foreign governmnet or regulatory jurisdiction)
A = Riskless Arbitrage
1 = Program Trade
8 = External Market Participant
6 = Acting as Market Maker or Specialist in the underlying security of a derivative security
5 = Acting as Market Maker or Specialist in the security
3 = Non-Index Arbitrage
2 = Index Arbitrage
4 = Competing Market Maker
9 = External Inter-connected Market Linkage
7 = Foreign Entity (of foreign governmnet or regulatory jurisdiction)
A = Riskless Arbitrage
1 = Program Trade
8 2 = External Index Arbitrage
3 = Non-Index Arbitrage
4 = Competing
Market Participant
Maker
5 = Acting as Market Maker or Specialist in the security
6 = Acting as Market Maker or Specialist in the underlying security of a derivative security
5 7 = Acting as Foreign Entity (of foreign governmnet or regulatory jurisdiction)
8 = External
Market Maker or Specialist in the security
3 = Non-Index Arbitrage
2 = Index Arbitrage
4 = Competing Market Maker
Participant
9 = External Inter-connected Market Linkage
A = Riskless Arbitrage
[582] CustOrderCapacity Values 1 = MemberTradingForTheirOwnAccount
2 = ClearingFirmTradingForItsProprietaryAccount
3 = MemberTradingForAnotherMember
4 = AllOther
1 = MemberTradingForTheirOwnAccount
Member trading for their own account
2 = ClearingFirmTradingForItsProprietaryAccount
Clearing Firm trading for its proprietary account
3 = MemberTradingForAnotherMember
Member trading for another member
4 = AllOther
All other
[77] PositionEffect Values F = FIFO
R = Rolled
C = Close
O = Open
F O = FIFO
Open
C = Close
R = Rolled
C F = Close
O = Open
FIFO
[203] CoveredOrUncovered Values 1 = Uncovered
0 = Covered
0 = Covered
1 = Uncovered
0 = Covered
[388] DiscretionInst Values 0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP
[480] CancellationRights Values M = No waiver agreement
N = No execution only
Y = Yes
O = No institutional.
Y = Yes
N = No – execution only
M = No waiver agreement
N = No execution only
Y = Yes
O = No institutional.
[481] MoneyLaunderingStatus Values 3 = Exempt Authorised Credit or Financial Institution.
2 = Exempt Client Money Type Exemption
1 = Exempt Below The Limit
Y = Passed
N = Not checked
Y = Passed
N = Not checked
1 = Exempt – Below The Limit
2 = Exempt – Client Money Type Exemption
3 = Exempt Authorised Credit or Financial Institution.
2 = Exempt Client Money Type Exemption
1 = Exempt Below The Limit
Y = Passed
N = Not checked
[563] MultiLegRptTypeReq Values 0 = ReportByMulitlegSecurityOnly
1 = ReportByMultilegSecurityAndInstrumentLegs
2 = ReportByInstrumentLegsOnly
0 = ReportByMulitlegSecurityOnly
Report by mulitleg security only (Do not report legs)
1 = ReportByMultilegSecurityAndInstrumentLegs
Report by multileg security and by instrument legs belonging to the multileg security.
2 = ReportByInstrumentLegsOnly
Report by instrument legs belonging to the multileg security only (Do not report status of multileg security)

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata
[465] QuantityType (Optional) [802] NoPartySubIDs (Optional)
[118] NetMoney (Optional) [803] PartySubIDType (Optional)
[229] TradeOriginationDate (Optional)
[75] TradeDate (Optional)
[660] AcctIDSource (Optional)
[70] AllocID (Optional)
[661] AllocAcctIDSource (Optional)
[736] AllocSettlCurrency (Optional)
[948] NoNested3PartyIDs (Optional)
[949] Nested3PartyID (Optional)
[950] Nested3PartyIDSource (Optional)
[951] Nested3PartyRole (Optional)
[952] NoNested3PartySubIDs (Optional)
[953] Nested3PartySubID (Optional)
[954] Nested3PartySubIDType (Optional)
[762] SecuritySubType (Optional)
[201] PutOrCall (Optional)
[947] StrikeCurrency (Optional)
[691] Pool (Optional)
[667] ContractSettlMonth (Optional)
[875] CPProgram (Optional)
[876] CPRegType (Optional)
[864] NoEvents (Optional)
[865] EventType (Optional)
[866] EventDate (Optional)
[867] EventPx (Optional)
[868] EventText (Optional)
[873] DatedDate (Optional)
[874] InterestAccrualDate (Optional)
[711] NoUnderlyings (Optional)
[311] UnderlyingSymbol (Optional)
[312] UnderlyingSymbolSfx (Optional)
[309] UnderlyingSecurityID (Optional)
[305] UnderlyingSecurityIDSource (Optional)
[457] NoUnderlyingSecurityAltID (Optional)
[458] UnderlyingSecurityAltID (Optional)
[459] UnderlyingSecurityAltIDSource (Optional)
[462] UnderlyingProduct (Optional)
[463] UnderlyingCFICode (Optional)
[310] UnderlyingSecurityType (Optional)
[763] UnderlyingSecuritySubType (Optional)
[313] UnderlyingMaturityMonthYear (Optional)
[542] UnderlyingMaturityDate (Optional)
[315] UnderlyingPutOrCall (Optional)
[241] UnderlyingCouponPaymentDate (Optional)
[242] UnderlyingIssueDate (Optional)
[243] UnderlyingRepoCollateralSecurityType (Optional)
[244] UnderlyingRepurchaseTerm (Optional)
[245] UnderlyingRepurchaseRate (Optional)
[246] UnderlyingFactor (Optional)
[256] UnderlyingCreditRating (Optional)
[595] UnderlyingInstrRegistry (Optional)
[592] UnderlyingCountryOfIssue (Optional)
[593] UnderlyingStateOrProvinceOfIssue (Optional)
[594] UnderlyingLocaleOfIssue (Optional)
[247] UnderlyingRedemptionDate (Optional)
[316] UnderlyingStrikePrice (Optional)
[941] UnderlyingStrikeCurrency (Optional)
[317] UnderlyingOptAttribute (Optional)
[436] UnderlyingContractMultiplier (Optional)
[435] UnderlyingCouponRate (Optional)
[308] UnderlyingSecurityExchange (Optional)
[306] UnderlyingIssuer (Optional)
[362] EncodedUnderlyingIssuerLen (Optional)
[363] EncodedUnderlyingIssuer (Optional)
[307] UnderlyingSecurityDesc (Optional)
[364] EncodedUnderlyingSecurityDescLen (Optional)
[365] EncodedUnderlyingSecurityDesc (Optional)
[877] UnderlyingCPProgram (Optional)
[878] UnderlyingCPRegType (Optional)
[318] UnderlyingCurrency (Optional)
[879] UnderlyingQty (Optional)
[810] UnderlyingPx (Optional)
[882] UnderlyingDirtyPrice (Optional)
[883] UnderlyingEndPrice (Optional)
[884] UnderlyingStartValue (Optional)
[885] UnderlyingCurrentValue (Optional)
[886] UnderlyingEndValue (Optional)
[887] NoUnderlyingStips (Optional)
[888] UnderlyingStipType (Optional)
[889] UnderlyingStipValue (Optional)
[764] LegSecuritySubType (Optional)
[942] LegStrikeCurrency (Optional)
[556] LegCurrency (Optional)
[740] LegPool (Optional)
[739] LegDatedDate (Optional)
[955] LegContractSettlMonth (Optional)
[956] LegInterestAccrualDate (Optional)
[687] LegQty (Optional)
[690] LegSwapType (Optional)
[683] NoLegStipulations (Optional)
[688] LegStipulationType (Optional)
[689] LegStipulationValue (Optional)
[670] NoLegAllocs (Optional)
[671] LegAllocAccount (Optional)
[672] LegIndividualAllocID (Optional)
[756] NoNested2PartyIDs (Optional)
[757] Nested2PartyID (Optional)
[758] Nested2PartyIDSource (Optional)
[759] Nested2PartyRole (Optional)
[806] NoNested2PartySubIDs (Optional)
[760] Nested2PartySubID (Optional)
[807] Nested2PartySubIDType (Optional)
[673] LegAllocQty (Optional)
[674] LegAllocAcctIDSource (Optional)
[675] LegSettlCurrency (Optional)
[804] NoNestedPartySubIDs (Optional)
[805] NestedPartySubIDType (Optional)
[854] QtyType (Optional)
[775] BookingType (Optional)
[835] PegMoveType (Optional)
[836] PegOffsetType (Optional)
[837] PegLimitType (Optional)
[838] PegRoundDirection (Optional)
[840] PegScope (Optional)
[841] DiscretionMoveType (Optional)
[842] DiscretionOffsetType (Optional)
[843] DiscretionLimitType (Optional)
[844] DiscretionRoundDirection (Optional)
[846] DiscretionScope (Optional)
[847] TargetStrategy (Optional)
[848] TargetStrategyParameters (Optional)
[849] ParticipationRate (Optional)

Field-Level Differences

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

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata
[802] NoPartySubIDs (Optional)
[803] PartySubIDType (Optional)
[660] AcctIDSource (Optional)
[762] SecuritySubType (Optional)
[201] PutOrCall (Optional)
[947] StrikeCurrency (Optional)
[691] Pool (Optional)
[667] ContractSettlMonth (Optional)
[875] CPProgram (Optional)
[876] CPRegType (Optional)
[864] NoEvents (Optional)
[865] EventType (Optional)
[866] EventDate (Optional)
[867] EventPx (Optional)
[868] EventText (Optional)
[873] DatedDate (Optional)
[874] InterestAccrualDate (Optional)
[763] UnderlyingSecuritySubType (Optional)
[941] UnderlyingStrikeCurrency (Optional)
[877] UnderlyingCPProgram (Optional)
[878] UnderlyingCPRegType (Optional)
[318] UnderlyingCurrency (Optional)
[879] UnderlyingQty (Optional)
[810] UnderlyingPx (Optional)
[882] UnderlyingDirtyPrice (Optional)
[883] UnderlyingEndPrice (Optional)
[884] UnderlyingStartValue (Optional)
[885] UnderlyingCurrentValue (Optional)
[886] UnderlyingEndValue (Optional)
[887] NoUnderlyingStips (Optional)
[888] UnderlyingStipType (Optional)
[889] UnderlyingStipValue (Optional)

Field-Level Differences

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

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata
[465] QuantityType (Optional) [762] SecuritySubType (Optional)
[201] PutOrCall (Optional)
[947] StrikeCurrency (Optional)
[691] Pool (Optional)
[667] ContractSettlMonth (Optional)
[875] CPProgram (Optional)
[876] CPRegType (Optional)
[864] NoEvents (Optional)
[865] EventType (Optional)
[866] EventDate (Optional)
[867] EventPx (Optional)
[868] EventText (Optional)
[873] DatedDate (Optional)
[874] InterestAccrualDate (Optional)
[913] AgreementDesc (Optional)
[914] AgreementID (Optional)
[915] AgreementDate (Optional)
[918] AgreementCurrency (Optional)
[788] TerminationType (Optional)
[916] StartDate (Optional)
[917] EndDate (Optional)
[919] DeliveryType (Optional)
[898] MarginRatio (Optional)
[711] NoUnderlyings (Optional)
[311] UnderlyingSymbol (Optional)
[312] UnderlyingSymbolSfx (Optional)
[309] UnderlyingSecurityID (Optional)
[305] UnderlyingSecurityIDSource (Optional)
[457] NoUnderlyingSecurityAltID (Optional)
[458] UnderlyingSecurityAltID (Optional)
[459] UnderlyingSecurityAltIDSource (Optional)
[462] UnderlyingProduct (Optional)
[463] UnderlyingCFICode (Optional)
[310] UnderlyingSecurityType (Optional)
[763] UnderlyingSecuritySubType (Optional)
[313] UnderlyingMaturityMonthYear (Optional)
[542] UnderlyingMaturityDate (Optional)
[315] UnderlyingPutOrCall (Optional)
[241] UnderlyingCouponPaymentDate (Optional)
[242] UnderlyingIssueDate (Optional)
[243] UnderlyingRepoCollateralSecurityType (Optional)
[244] UnderlyingRepurchaseTerm (Optional)
[245] UnderlyingRepurchaseRate (Optional)
[246] UnderlyingFactor (Optional)
[256] UnderlyingCreditRating (Optional)
[595] UnderlyingInstrRegistry (Optional)
[592] UnderlyingCountryOfIssue (Optional)
[593] UnderlyingStateOrProvinceOfIssue (Optional)
[594] UnderlyingLocaleOfIssue (Optional)
[247] UnderlyingRedemptionDate (Optional)
[316] UnderlyingStrikePrice (Optional)
[941] UnderlyingStrikeCurrency (Optional)
[317] UnderlyingOptAttribute (Optional)
[436] UnderlyingContractMultiplier (Optional)
[435] UnderlyingCouponRate (Optional)
[308] UnderlyingSecurityExchange (Optional)
[306] UnderlyingIssuer (Optional)
[362] EncodedUnderlyingIssuerLen (Optional)
[363] EncodedUnderlyingIssuer (Optional)
[307] UnderlyingSecurityDesc (Optional)
[364] EncodedUnderlyingSecurityDescLen (Optional)
[365] EncodedUnderlyingSecurityDesc (Optional)
[877] UnderlyingCPProgram (Optional)
[878] UnderlyingCPRegType (Optional)
[318] UnderlyingCurrency (Optional)
[879] UnderlyingQty (Optional)
[810] UnderlyingPx (Optional)
[882] UnderlyingDirtyPrice (Optional)
[883] UnderlyingEndPrice (Optional)
[884] UnderlyingStartValue (Optional)
[885] UnderlyingCurrentValue (Optional)
[886] UnderlyingEndValue (Optional)
[887] NoUnderlyingStips (Optional)
[888] UnderlyingStipType (Optional)
[889] UnderlyingStipValue (Optional)
[854] QtyType (Optional)
[516] OrderPercent (Optional)
[468] RoundingDirection (Optional)
[469] RoundingModulus (Optional)
[1] Account (Optional)
[660] AcctIDSource (Optional)
[581] AccountType (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)
[764] LegSecuritySubType (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)
[942] LegStrikeCurrency (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)
[556] LegCurrency (Optional)
[740] LegPool (Optional)
[739] LegDatedDate (Optional)
[955] LegContractSettlMonth (Optional)
[956] LegInterestAccrualDate (Optional)
[687] LegQty (Optional)
[690] LegSwapType (Optional)
[587] LegSettlType (Optional)
[588] LegSettlDate (Optional)
[683] NoLegStipulations (Optional)
[688] LegStipulationType (Optional)
[689] LegStipulationValue (Optional)
[539] NoNestedPartyIDs (Optional)
[524] NestedPartyID (Optional)
[525] NestedPartyIDSource (Optional)
[538] NestedPartyRole (Optional)
[804] NoNestedPartySubIDs (Optional)
[545] NestedPartySubID (Optional)
[805] NestedPartySubIDType (Optional)
[676] LegBenchmarkCurveCurrency (Optional)
[677] LegBenchmarkCurveName (Optional)
[678] LegBenchmarkCurvePoint (Optional)
[679] LegBenchmarkPrice (Optional)
[680] LegBenchmarkPriceType (Optional)
[735] NoQuoteQualifiers (Optional)
[695] QuoteQualifier (Optional)
[692] QuotePriceType (Optional)
[662] BenchmarkPrice (Optional)
[663] BenchmarkPriceType (Optional)
[699] BenchmarkSecurityID (Optional)
[761] BenchmarkSecurityIDSource (Optional)
[701] YieldCalcDate (Optional)
[696] YieldRedemptionDate (Optional)
[697] YieldRedemptionPrice (Optional)
[698] YieldRedemptionPriceType (Optional)
[453] NoPartyIDs (Optional)
[448] PartyID (Optional)
[447] PartyIDSource (Optional)
[452] PartyRole (Optional)
[802] NoPartySubIDs (Optional)
[523] PartySubID (Optional)
[803] PartySubIDType (Optional)

Field-Level Differences

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

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata
[762] SecuritySubType (Optional)
[201] PutOrCall (Optional)
[947] StrikeCurrency (Optional)
[691] Pool (Optional)
[667] ContractSettlMonth (Optional)
[875] CPProgram (Optional)
[876] CPRegType (Optional)
[864] NoEvents (Optional)
[865] EventType (Optional)
[866] EventDate (Optional)
[867] EventPx (Optional)
[868] EventText (Optional)
[873] DatedDate (Optional)
[874] InterestAccrualDate (Optional)
[711] NoUnderlyings (Optional)
[311] UnderlyingSymbol (Optional)
[312] UnderlyingSymbolSfx (Optional)
[309] UnderlyingSecurityID (Optional)
[305] UnderlyingSecurityIDSource (Optional)
[457] NoUnderlyingSecurityAltID (Optional)
[458] UnderlyingSecurityAltID (Optional)
[459] UnderlyingSecurityAltIDSource (Optional)
[462] UnderlyingProduct (Optional)
[463] UnderlyingCFICode (Optional)
[310] UnderlyingSecurityType (Optional)
[763] UnderlyingSecuritySubType (Optional)
[313] UnderlyingMaturityMonthYear (Optional)
[542] UnderlyingMaturityDate (Optional)
[315] UnderlyingPutOrCall (Optional)
[241] UnderlyingCouponPaymentDate (Optional)
[242] UnderlyingIssueDate (Optional)
[243] UnderlyingRepoCollateralSecurityType (Optional)
[244] UnderlyingRepurchaseTerm (Optional)
[245] UnderlyingRepurchaseRate (Optional)
[246] UnderlyingFactor (Optional)
[256] UnderlyingCreditRating (Optional)
[595] UnderlyingInstrRegistry (Optional)
[592] UnderlyingCountryOfIssue (Optional)
[593] UnderlyingStateOrProvinceOfIssue (Optional)
[594] UnderlyingLocaleOfIssue (Optional)
[247] UnderlyingRedemptionDate (Optional)
[316] UnderlyingStrikePrice (Optional)
[941] UnderlyingStrikeCurrency (Optional)
[317] UnderlyingOptAttribute (Optional)
[436] UnderlyingContractMultiplier (Optional)
[435] UnderlyingCouponRate (Optional)
[308] UnderlyingSecurityExchange (Optional)
[306] UnderlyingIssuer (Optional)
[362] EncodedUnderlyingIssuerLen (Optional)
[363] EncodedUnderlyingIssuer (Optional)
[307] UnderlyingSecurityDesc (Optional)
[364] EncodedUnderlyingSecurityDescLen (Optional)
[365] EncodedUnderlyingSecurityDesc (Optional)
[877] UnderlyingCPProgram (Optional)
[878] UnderlyingCPRegType (Optional)
[318] UnderlyingCurrency (Optional)
[879] UnderlyingQty (Optional)
[810] UnderlyingPx (Optional)
[882] UnderlyingDirtyPrice (Optional)
[883] UnderlyingEndPrice (Optional)
[884] UnderlyingStartValue (Optional)
[885] UnderlyingCurrentValue (Optional)
[886] UnderlyingEndValue (Optional)
[887] NoUnderlyingStips (Optional)
[888] UnderlyingStipType (Optional)
[889] UnderlyingStipValue (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)
[764] LegSecuritySubType (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)
[942] LegStrikeCurrency (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)
[556] LegCurrency (Optional)
[740] LegPool (Optional)
[739] LegDatedDate (Optional)
[955] LegContractSettlMonth (Optional)
[956] LegInterestAccrualDate (Optional)

Field-Level Differences

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

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata
[762] SecuritySubType (Optional)
[201] PutOrCall (Optional)
[947] StrikeCurrency (Optional)
[691] Pool (Optional)
[667] ContractSettlMonth (Optional)
[875] CPProgram (Optional)
[876] CPRegType (Optional)
[864] NoEvents (Optional)
[865] EventType (Optional)
[866] EventDate (Optional)
[867] EventPx (Optional)
[868] EventText (Optional)
[873] DatedDate (Optional)
[874] InterestAccrualDate (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)
[764] LegSecuritySubType (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)
[942] LegStrikeCurrency (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)
[556] LegCurrency (Optional)
[740] LegPool (Optional)
[739] LegDatedDate (Optional)
[955] LegContractSettlMonth (Optional)
[956] LegInterestAccrualDate (Optional)
[711] NoUnderlyings (Optional)
[311] UnderlyingSymbol (Optional)
[312] UnderlyingSymbolSfx (Optional)
[309] UnderlyingSecurityID (Optional)
[305] UnderlyingSecurityIDSource (Optional)
[457] NoUnderlyingSecurityAltID (Optional)
[458] UnderlyingSecurityAltID (Optional)
[459] UnderlyingSecurityAltIDSource (Optional)
[462] UnderlyingProduct (Optional)
[463] UnderlyingCFICode (Optional)
[310] UnderlyingSecurityType (Optional)
[763] UnderlyingSecuritySubType (Optional)
[313] UnderlyingMaturityMonthYear (Optional)
[542] UnderlyingMaturityDate (Optional)
[315] UnderlyingPutOrCall (Optional)
[241] UnderlyingCouponPaymentDate (Optional)
[242] UnderlyingIssueDate (Optional)
[243] UnderlyingRepoCollateralSecurityType (Optional)
[244] UnderlyingRepurchaseTerm (Optional)
[245] UnderlyingRepurchaseRate (Optional)
[246] UnderlyingFactor (Optional)
[256] UnderlyingCreditRating (Optional)
[595] UnderlyingInstrRegistry (Optional)
[592] UnderlyingCountryOfIssue (Optional)
[593] UnderlyingStateOrProvinceOfIssue (Optional)
[594] UnderlyingLocaleOfIssue (Optional)
[247] UnderlyingRedemptionDate (Optional)
[316] UnderlyingStrikePrice (Optional)
[941] UnderlyingStrikeCurrency (Optional)
[317] UnderlyingOptAttribute (Optional)
[436] UnderlyingContractMultiplier (Optional)
[435] UnderlyingCouponRate (Optional)
[308] UnderlyingSecurityExchange (Optional)
[306] UnderlyingIssuer (Optional)
[362] EncodedUnderlyingIssuerLen (Optional)
[363] EncodedUnderlyingIssuer (Optional)
[307] UnderlyingSecurityDesc (Optional)
[364] EncodedUnderlyingSecurityDescLen (Optional)
[365] EncodedUnderlyingSecurityDesc (Optional)
[877] UnderlyingCPProgram (Optional)
[878] UnderlyingCPRegType (Optional)
[318] UnderlyingCurrency (Optional)
[879] UnderlyingQty (Optional)
[810] UnderlyingPx (Optional)
[882] UnderlyingDirtyPrice (Optional)
[883] UnderlyingEndPrice (Optional)
[884] UnderlyingStartValue (Optional)
[885] UnderlyingCurrentValue (Optional)
[886] UnderlyingEndValue (Optional)
[887] NoUnderlyingStips (Optional)
[888] UnderlyingStipType (Optional)
[889] UnderlyingStipValue (Optional)

Field-Level Differences

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

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata
[802] NoPartySubIDs (Optional)
[803] PartySubIDType (Optional)
[660] AcctIDSource (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)
[763] UnderlyingSecuritySubType (Optional)
[941] UnderlyingStrikeCurrency (Optional)
[877] UnderlyingCPProgram (Optional)
[878] UnderlyingCPRegType (Optional)
[318] UnderlyingCurrency (Optional)
[879] UnderlyingQty (Optional)
[810] UnderlyingPx (Optional)
[882] UnderlyingDirtyPrice (Optional)
[883] UnderlyingEndPrice (Optional)
[884] UnderlyingStartValue (Optional)
[885] UnderlyingCurrentValue (Optional)
[886] UnderlyingEndValue (Optional)
[887] NoUnderlyingStips (Optional)
[888] UnderlyingStipType (Optional)
[889] UnderlyingStipValue (Optional)
[893] LastFragment (Optional)
[762] SecuritySubType (Optional)
[201] PutOrCall (Optional)
[947] StrikeCurrency (Optional)
[691] Pool (Optional)
[667] ContractSettlMonth (Optional)
[875] CPProgram (Optional)
[876] CPRegType (Optional)
[864] NoEvents (Optional)
[865] EventType (Optional)
[866] EventDate (Optional)
[867] EventPx (Optional)
[868] EventText (Optional)
[873] DatedDate (Optional)
[874] InterestAccrualDate (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)
[764] LegSecuritySubType (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)
[942] LegStrikeCurrency (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)
[556] LegCurrency (Optional)
[740] LegPool (Optional)
[739] LegDatedDate (Optional)
[955] LegContractSettlMonth (Optional)
[956] LegInterestAccrualDate (Optional)

Field-Level Differences

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

Additional (Optional) Fields

FIX Protocol - FIX 4.3 Standards - 20th Sept 2002 errata FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata
[762] SecuritySubType (Optional)
[201] PutOrCall (Optional)
[947] StrikeCurrency (Optional)
[691] Pool (Optional)
[667] ContractSettlMonth (Optional)
[875] CPProgram (Optional)
[876] CPRegType (Optional)
[864] NoEvents (Optional)
[865] EventType (Optional)
[866] EventDate (Optional)
[867] EventPx (Optional)
[868] EventText (Optional)
[873] DatedDate (Optional)
[874] InterestAccrualDate (Optional)
[711] NoUnderlyings (Optional)
[311] UnderlyingSymbol (Optional)
[312] UnderlyingSymbolSfx (Optional)
[309] UnderlyingSecurityID (Optional)
[305] UnderlyingSecurityIDSource (Optional)
[457] NoUnderlyingSecurityAltID (Optional)
[458] UnderlyingSecurityAltID (Optional)
[459] UnderlyingSecurityAltIDSource (Optional)
[462] UnderlyingProduct (Optional)
[463] UnderlyingCFICode (Optional)
[310] UnderlyingSecurityType (Optional)
[763] UnderlyingSecuritySubType (Optional)
[313] UnderlyingMaturityMonthYear (Optional)
[542] UnderlyingMaturityDate (Optional)
[315] UnderlyingPutOrCall (Optional)
[241] UnderlyingCouponPaymentDate (Optional)
[242] UnderlyingIssueDate (Optional)
[243] UnderlyingRepoCollateralSecurityType (Optional)
[244] UnderlyingRepurchaseTerm (Optional)
[245] UnderlyingRepurchaseRate (Optional)
[246] UnderlyingFactor (Optional)
[256] UnderlyingCreditRating (Optional)
[595] UnderlyingInstrRegistry (Optional)
[592] UnderlyingCountryOfIssue (Optional)
[593] UnderlyingStateOrProvinceOfIssue (Optional)
[594] UnderlyingLocaleOfIssue (Optional)
[247] UnderlyingRedemptionDate (Optional)
[316] UnderlyingStrikePrice (Optional)
[941] UnderlyingStrikeCurrency (Optional)
[317] UnderlyingOptAttribute (Optional)
[436] UnderlyingContractMultiplier (Optional)
[435] UnderlyingCouponRate (Optional)
[308] UnderlyingSecurityExchange (Optional)
[306] UnderlyingIssuer (Optional)
[362] EncodedUnderlyingIssuerLen (Optional)
[363] EncodedUnderlyingIssuer (Optional)
[307] UnderlyingSecurityDesc (Optional)
[364] EncodedUnderlyingSecurityDescLen (Optional)
[365] EncodedUnderlyingSecurityDesc (Optional)
[877] UnderlyingCPProgram (Optional)
[878] UnderlyingCPRegType (Optional)
[318] UnderlyingCurrency (Optional)
[879] UnderlyingQty (Optional)
[810] UnderlyingPx (Optional)
[882] UnderlyingDirtyPrice (Optional)
[883] UnderlyingEndPrice (Optional)
[884] UnderlyingStartValue (Optional)
[885] UnderlyingCurrentValue (Optional)
[886] UnderlyingEndValue (Optional)
[887] NoUnderlyingStips (Optional)
[888] UnderlyingStipType (Optional)
[889] UnderlyingStipValue (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)
[764] LegSecuritySubType (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)
[942] LegStrikeCurrency (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)