FIX.4.0

ADMINISTRATIVE MESSAGES Heartbeat
TestRequest
ResendRequest
Reject
SequenceReset
Logout
Logon
 APPLICATION MESSAGES IndicationofInterest
Advertisement
ExecutionReport
OrderCancelReject
News
Email
NewOrderSingle
NewOrderList
OrderCancelRequest
OrderCancelReplaceRequest
OrderStatusRequest
Allocation
ListCancelRequest
ListExecute
ListStatusRequest
ListStatus
AllocationACK
DontKnowTrade
QuoteRequest
Quote
COMPONENT BLOCKS FIELDS - BY NUMBER
FIELDS - BY NAME

ADMINISTRATIVE MESSAGES

Heartbeat

Name Number Required
TestReqID 112 N

TestRequest

Name Number Required
TestReqID 112 Y

ResendRequest

Name Number Required
BeginSeqNo 7 Y
EndSeqNo 16 Y

Reject

Name Number Required
RefSeqNum 45 Y
Text 58 N

SequenceReset

Name Number Required
GapFillFlag 123 N
NewSeqNo 36 Y

Logout

Name Number Required
Text 58 N

Logon

Name Number Required
EncryptMethod 98 Y
HeartBtInt 108 Y
RawDataLength 95 N
RawData 96 N

APPLICATION MESSAGES

IndicationofInterest

Name Number Required
IOIid 23 Y
IOITransType 28 Y
IOIRefID 26 N
Symbol 55 Y
SymbolSfx 65 N
SecurityID 48 N
IDSource 22 N
Issuer 106 N
SecurityDesc 107 N
Side 54 Y
IOIShares 27 Y
Price 44 N
Currency 15 N
ValidUntilTime 62 N
IOIQltyInd 25 N
IOIOthSvc 24 N
IOINaturalFlag 130 N
IOIQualifier 104 N
Text 58 N

Advertisement

Name Number Required
AdvId 2 Y
AdvTransType 5 Y
AdvRefID 3 N
Symbol 55 Y
SymbolSfx 65 N
SecurityID 48 N
IDSource 22 N
Issuer 106 N
SecurityDesc 107 N
AdvSide 4 Y
Shares 53 Y
Price 44 N
Currency 15 N
TransactTime 60 N
Text 58 N

ExecutionReport

Name Number Required
OrderID 37 Y
ClOrdID 11 N
ClientID 109 N
ExecBroker 76 N
ListID 66 N
ExecID 17 Y
ExecTransType 20 Y
ExecRefID 19 N
OrdStatus 39 Y
OrdRejReason 103 N
Account 1 N
SettlmntTyp 63 N
FutSettDate 64 N
Symbol 55 Y
SymbolSfx 65 N
SecurityID 48 N
IDSource 22 N
Issuer 106 N
SecurityDesc 107 N
Side 54 Y
OrderQty 38 Y
OrdType 40 N
Price 44 N
StopPx 99 N
Currency 15 N
TimeInForce 59 N
ExpireTime 126 N
ExecInst 18 N
Rule80A 47 N
LastShares 32 Y
LastPx 31 Y
LastMkt 30 N
LastCapacity 29 N
CumQty 14 Y
AvgPx 6 Y
TradeDate 75 N
TransactTime 60 N
ReportToExch 113 N
Commission 12 N
CommType 13 N
àMiscFeeAmt 137 N
àMiscFeeCurr 138 N
àMiscFeeType 139 N
NetMoney 118 N
SettlCurrAmt 119 N
SettlCurrency 120 N
Text 58 N

OrderCancelReject

Name Number Required
OrderID 37 Y
ClOrdID 11 Y
ClientID 109 N
ExecBroker 76 N
ListID 66 N
CxlRejReason 102 N
Text 58 N

News

Name Number Required
OrigTime 42 N
Urgency 61 N
RelatdSym 46 N
LinesOfText 33 Y
Text 58 Y
RawDataLength 95 N
RawData 96 N

Email

Name Number Required
EmailType 94 Y
OrigTime 42 N
RelatdSym 46 N
OrderID 37 N
ClOrdID 11 N
LinesOfText 33 Y
Text 58 Y
RawDataLength 95 N
RawData 96 N

NewOrderSingle

Name Number Required
ClOrdID 11 Y
ClientID 109 N
ExecBroker 76 N
Account 1 N
SettlmntTyp 63 N
FutSettDate 64 N
HandlInst 21 Y
ExecInst 18 N
MinQty 110 N
MaxFloor 111 N
ExDestination 100 N
ProcessCode 81 N
Symbol 55 Y
SymbolSfx 65 N
SecurityID 48 N
IDSource 22 N
Issuer 106 N
SecurityDesc 107 N
PrevClosePx 140 N
Side 54 Y
LocateReqd 114 N
OrderQty 38 Y
OrdType 40 Y
Price 44 N
StopPx 99 N
Currency 15 N
IOIid 23 N
QuoteID 117 N
TimeInForce 59 N
ExpireTime 126 N
Commission 12 N
CommType 13 N
Rule80A 47 N
ForexReq 121 N
SettlCurrency 120 N
Text 58 N

NewOrderList

Name Number Required
ListID 66 Y
WaveNo 105 N
ListSeqNo 67 Y
ListNoOrds 68 Y
ListExecInst 69 N
ClOrdID 11 Y
ClientID 109 N
ExecBroker 76 N
Account 1 N
SettlmntTyp 63 N
FutSettDate 64 N
HandlInst 21 Y
ExecInst 18 N
MinQty 110 N
MaxFloor 111 N
ExDestination 100 N
ProcessCode 81 N
Symbol 55 Y
SymbolSfx 65 N
SecurityID 48 N
IDSource 22 N
Issuer 106 N
SecurityDesc 107 N
PrevClosePx 140 N
Side 54 Y
LocateReqd 114 N
OrderQty 38 Y
OrdType 40 Y
Price 44 N
StopPx 99 N
Currency 15 N
TimeInForce 59 N
ExpireTime 126 N
Commission 12 N
CommType 13 N
Rule80A 47 N
ForexReq 121 N
SettlCurrency 120 N
Text 58 N

OrderCancelRequest

Name Number Required
OrigClOrdID 41 Y
OrderID 37 N
ClOrdID 11 Y
ListID 66 N
CxlType 125 Y
ClientID 109 N
ExecBroker 76 N
Symbol 55 Y
SymbolSfx 65 N
SecurityID 48 N
IDSource 22 N
Issuer 106 N
SecurityDesc 107 N
Side 54 Y
OrderQty 38 Y
Text 58 N

OrderCancelReplaceRequest

Name Number Required
OrderID 37 N
ClientID 109 N
ExecBroker 76 N
OrigClOrdID 41 Y
ClOrdID 11 Y
ListID 66 N
Account 1 N
SettlmntTyp 63 N
FutSettDate 64 N
HandlInst 21 Y
ExecInst 18 N
MinQty 110 N
MaxFloor 111 N
ExDestination 100 N
Symbol 55 Y
SymbolSfx 65 N
SecurityID 48 N
IDSource 22 N
Issuer 106 N
SecurityDesc 107 N
Side 54 Y
OrderQty 38 Y
OrdType 40 Y
Price 44 N
StopPx 99 N
Currency 15 N
TimeInForce 59 N
ExpireTime 126 N
Commission 12 N
CommType 13 N
Rule80A 47 N
ForexReq 121 N
SettlCurrency 120 N
Text 58 N

OrderStatusRequest

Name Number Required
OrderID 37 N
ClOrdID 11 Y
ClientID 109 N
ExecBroker 76 N
Symbol 55 Y
SymbolSfx 65 N
Issuer 106 N
SecurityDesc 107 N
Side 54 Y

Allocation

Name Number Required
AllocID 70 Y
AllocTransType 71 Y
RefAllocID 72 N
àClOrdID 11 Y
àOrderID 37 N
àListID 66 N
àWaveNo 105 N
àExecID 17 N
àLastShares 32 N
àLastPx 31 N
àLastMkt 30 N
Side 54 Y
Symbol 55 Y
SymbolSfx 65 N
SecurityID 48 N
IDSource 22 N
Issuer 106 N
SecurityDesc 107 N
Shares 53 Y
AvgPx 6 Y
Currency 15 N
AvgPrxPrecision 74 N
TradeDate 75 Y
TransactTime 60 N
SettlmntTyp 63 N
FutSettDate 64 N
NetMoney 118 N
àMiscFeeAmt 137 N
àMiscFeeCurr 138 N
àMiscFeeType 139 N
SettlCurrAmt 119 N
SettlCurrency 120 N
OpenClose 77 N
Text 58 N
àAllocAccount 79 Y
àAllocShares 80 Y
àProcessCode 81 N
àExecBroker 76 N
àClientID 109 N
àCommission 12 N
àCommType 13 N
àNoDlvyInst 85 N
àBrokerOfCredit 92 N
àDlvyInst 86 N

ListCancelRequest

Name Number Required
ListID 66 Y
WaveNo 105 N
Text 58 N

ListExecute

Name Number Required
ListID 66 Y
WaveNo 105 N
Text 58 N

ListStatusRequest

Name Number Required
ListID 66 Y
WaveNo 105 N
Text 58 N

ListStatus

Name Number Required
ListID 66 Y
WaveNo 105 N
NoRpts 82 Y
RptSeq 83 Y
àClOrdID 11 Y
àCumQty 14 Y
àCxlQty 84 Y
àAvgPx 6 Y

AllocationACK

Name Number Required
ClientID 109 N
ExecBroker 76 N
AllocID 70 Y
TradeDate 75 Y
TransactTime 60 N
AllocStatus 87 Y
AllocRejCode 88 N
Text 58 N

DontKnowTrade

Name Number Required
OrderID 37 N
ExecID 17 N
DKReason 127 Y
Symbol 55 Y
Side 54 Y
OrderQty 38 Y
LastShares 32 Y
LastPx 31 Y
Text 58 N

QuoteRequest

Name Number Required
QuoteReqID 131 Y
Symbol 55 Y
SymbolSfx 65 N
SecurityID 48 N
IDSource 22 N
Issuer 106 N
SecurityDesc 107 N
PrevClosePx 140 N
Side 54 N
OrderQty 38 N

Quote

Name Number Required
QuoteReqID 131 N
QuoteID 117 Y
Symbol 55 Y
SymbolSfx 65 N
SecurityID 48 N
IDSource 22 N
Issuer 106 N
SecurityDesc 107 N
BidPx 132 Y
OfferPx 133 N
BidSize 134 N
OfferSize 135 N
ValidUntilTime 62 N

COMPONENT BLOCKS

FIELDS - BY NUMBER

Name Number Type Values
Account 1 CHAR
AdvId 2 INT
AdvRefID 3 INT
AdvSide 4 CHAR B, S, T, X
AdvTransType 5 CHAR C, N, R
AvgPx 6 FLOAT
BeginSeqNo 7 INT
BeginString 8 CHAR
BodyLength 9 INT
CheckSum 10 CHAR
ClOrdID 11 CHAR
Commission 12 FLOAT
CommType 13 CHAR 1, 2, 3
CumQty 14 INT
Currency 15 CHAR
EndSeqNo 16 INT
ExecID 17 INT
ExecInst 18 CHAR 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, A, B, C, D, E, F, G, I, L, M, N, O, P, R, S
ExecRefID 19 INT
ExecTransType 20 CHAR 0, 1, 2, 3
HandlInst 21 CHAR 1, 2, 3
IDSource 22 CHAR 1, 2, 3, 4, 5
IOIid 23 INT
IOIOthSvc 24 CHAR A, B
IOIQltyInd 25 CHAR H, L, M
IOIRefID 26 INT
IOIShares 27 CHAR L, M, S
IOITransType 28 CHAR C, N, R
LastCapacity 29 CHAR 1, 2, 3, 4
LastMkt 30 CHAR
LastPx 31 FLOAT
LastShares 32 INT
LinesOfText 33 INT
MsgSeqNum 34 INT
MsgType 35 CHAR 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, A, B, C, D, E, F, G, H, J, K, L, M, N, P, Q, R, S
NewSeqNo 36 INT
OrderID 37 CHAR
OrderQty 38 INT
OrdStatus 39 CHAR 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, A, B, C
OrdType 40 CHAR 1, 2, 3, 4, 5, 6, 7, 8, 9, A, B, C, D, E, P
OrigClOrdID 41 CHAR
OrigTime 42 TIME
PossDupFlag 43 CHAR N, Y
Price 44 FLOAT
RefSeqNum 45 INT
RelatdSym 46 CHAR
Rule80A 47 CHAR A, C, D, I, J, K, M, N, U, W, Y
SecurityID 48 CHAR
SenderCompID 49 CHAR
SenderSubID 50 CHAR
SendingDate 51 DATE
SendingTime 52 TIME
Shares 53 INT
Side 54 CHAR 1, 2, 3, 4, 5, 6
Symbol 55 CHAR
TargetCompID 56 CHAR
TargetSubID 57 CHAR
Text 58 CHAR
TimeInForce 59 CHAR 0, 1, 2, 3, 4, 5, 6
TransactTime 60 TIME
Urgency 61 CHAR 0, 1, 2
ValidUntilTime 62 TIME
SettlmntTyp 63 CHAR 0, 1, 2, 3, 4, 5, 6, 7, 8, 9
FutSettDate 64 DATE
SymbolSfx 65 CHAR
ListID 66 CHAR
ListSeqNo 67 INT
ListNoOrds 68 INT
ListExecInst 69 CHAR
AllocID 70 INT
AllocTransType 71 CHAR 0, 1, 2
RefAllocID 72 INT
NoOrders 73 INT
AvgPrxPrecision 74 INT
TradeDate 75 DATE
ExecBroker 76 CHAR
OpenClose 77 CHAR
NoAllocs 78 INT
AllocAccount 79 CHAR
AllocShares 80 INT
ProcessCode 81 CHAR 0, 1, 2, 3, 4, 5, 6
NoRpts 82 INT
RptSeq 83 INT
CxlQty 84 INT
NoDlvyInst 85 INT
DlvyInst 86 CHAR
AllocStatus 87 INT 0, 1, 2, 3
AllocRejCode 88 INT 0, 1, 2, 3, 4, 5, 6, 7
Signature 89 DATA
SecureDataLen 90 LENGTH
SecureData 91 DATA
BrokerOfCredit 92 CHAR
SignatureLength 93 LENGTH
EmailType 94 CHAR 0, 1, 2
RawDataLength 95 LENGTH
RawData 96 DATA
PossResend 97 CHAR
EncryptMethod 98 INT 0, 1, 2, 3, 4, 5, 6
StopPx 99 FLOAT
ExDestination 100 CHAR 0, 4
CxlRejReason 102 INT 0, 1
OrdRejReason 103 INT 0, 1, 2, 3, 4
IOIQualifier 104 CHAR A, C, I, L, M, O, P, Q, S, T, V, W, X
WaveNo 105 CHAR
Issuer 106 CHAR
SecurityDesc 107 CHAR
HeartBtInt 108 INT
ClientID 109 CHAR
MinQty 110 INT
MaxFloor 111 INT
TestReqID 112 CHAR
ReportToExch 113 CHAR N, Y
LocateReqd 114 CHAR N, Y
OnBehalfOfCompID 115 CHAR
OnBehalfOfSubID 116 CHAR
QuoteID 117 CHAR
NetMoney 118 FLOAT
SettlCurrAmt 119 FLOAT
SettlCurrency 120 CHAR
ForexReq 121 CHAR N, Y
OrigSendingTime 122 TIME
GapFillFlag 123 CHAR N, Y
NoExecs 124 INT
CxlType 125 CHAR F, P
ExpireTime 126 TIME
DKReason 127 CHAR A, B, C, D, E, Z
DeliverToCompID 128 CHAR
DeliverToSubID 129 CHAR
IOINaturalFlag 130 CHAR N, Y
QuoteReqID 131 CHAR
BidPx 132 FLOAT
OfferPx 133 FLOAT
BidSize 134 INT
OfferSize 135 INT
NoMiscFees 136 INT
MiscFeeAmt 137 FLOAT
MiscFeeCurr 138 CHAR
MiscFeeType 139 CHAR 1, 2, 3, 4, 5, 6, 7
PrevClosePx 140 FLOAT

FIELDS - BY NAME

Name Number Type Values
Account 1 CHAR
AdvId 2 INT
AdvRefID 3 INT
AdvSide 4 CHAR B, S, T, X
AdvTransType 5 CHAR C, N, R
AllocAccount 79 CHAR
AllocID 70 INT
AllocRejCode 88 INT 0, 1, 2, 3, 4, 5, 6, 7
AllocShares 80 INT
AllocStatus 87 INT 0, 1, 2, 3
AllocTransType 71 CHAR 0, 1, 2
AvgPrxPrecision 74 INT
AvgPx 6 FLOAT
BeginSeqNo 7 INT
BeginString 8 CHAR
BidPx 132 FLOAT
BidSize 134 INT
BodyLength 9 INT
BrokerOfCredit 92 CHAR
CheckSum 10 CHAR
ClOrdID 11 CHAR
ClientID 109 CHAR
CommType 13 CHAR 1, 2, 3
Commission 12 FLOAT
CumQty 14 INT
Currency 15 CHAR
CxlQty 84 INT
CxlRejReason 102 INT 0, 1
CxlType 125 CHAR F, P
DKReason 127 CHAR A, B, C, D, E, Z
DeliverToCompID 128 CHAR
DeliverToSubID 129 CHAR
DlvyInst 86 CHAR
EmailType 94 CHAR 0, 1, 2
EncryptMethod 98 INT 0, 1, 2, 3, 4, 5, 6
EndSeqNo 16 INT
ExDestination 100 CHAR 0, 4
ExecBroker 76 CHAR
ExecID 17 INT
ExecInst 18 CHAR 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, A, B, C, D, E, F, G, I, L, M, N, O, P, R, S
ExecRefID 19 INT
ExecTransType 20 CHAR 0, 1, 2, 3
ExpireTime 126 TIME
ForexReq 121 CHAR N, Y
FutSettDate 64 DATE
GapFillFlag 123 CHAR N, Y
HandlInst 21 CHAR 1, 2, 3
HeartBtInt 108 INT
IDSource 22 CHAR 1, 2, 3, 4, 5
IOINaturalFlag 130 CHAR N, Y
IOIOthSvc 24 CHAR A, B
IOIQltyInd 25 CHAR H, L, M
IOIQualifier 104 CHAR A, C, I, L, M, O, P, Q, S, T, V, W, X
IOIRefID 26 INT
IOIShares 27 CHAR L, M, S
IOITransType 28 CHAR C, N, R
IOIid 23 INT
Issuer 106 CHAR
LastCapacity 29 CHAR 1, 2, 3, 4
LastMkt 30 CHAR
LastPx 31 FLOAT
LastShares 32 INT
LinesOfText 33 INT
ListExecInst 69 CHAR
ListID 66 CHAR
ListNoOrds 68 INT
ListSeqNo 67 INT
LocateReqd 114 CHAR N, Y
MaxFloor 111 INT
MinQty 110 INT
MiscFeeAmt 137 FLOAT
MiscFeeCurr 138 CHAR
MiscFeeType 139 CHAR 1, 2, 3, 4, 5, 6, 7
MsgSeqNum 34 INT
MsgType 35 CHAR 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, A, B, C, D, E, F, G, H, J, K, L, M, N, P, Q, R, S
NetMoney 118 FLOAT
NewSeqNo 36 INT
NoAllocs 78 INT
NoDlvyInst 85 INT
NoExecs 124 INT
NoMiscFees 136 INT
NoOrders 73 INT
NoRpts 82 INT
OfferPx 133 FLOAT
OfferSize 135 INT
OnBehalfOfCompID 115 CHAR
OnBehalfOfSubID 116 CHAR
OpenClose 77 CHAR
OrdRejReason 103 INT 0, 1, 2, 3, 4
OrdStatus 39 CHAR 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, A, B, C
OrdType 40 CHAR 1, 2, 3, 4, 5, 6, 7, 8, 9, A, B, C, D, E, P
OrderID 37 CHAR
OrderQty 38 INT
OrigClOrdID 41 CHAR
OrigSendingTime 122 TIME
OrigTime 42 TIME
PossDupFlag 43 CHAR N, Y
PossResend 97 CHAR
PrevClosePx 140 FLOAT
Price 44 FLOAT
ProcessCode 81 CHAR 0, 1, 2, 3, 4, 5, 6
QuoteID 117 CHAR
QuoteReqID 131 CHAR
RawData 96 DATA
RawDataLength 95 LENGTH
RefAllocID 72 INT
RefSeqNum 45 INT
RelatdSym 46 CHAR
ReportToExch 113 CHAR N, Y
RptSeq 83 INT
Rule80A 47 CHAR A, C, D, I, J, K, M, N, U, W, Y
SecureData 91 DATA
SecureDataLen 90 LENGTH
SecurityDesc 107 CHAR
SecurityID 48 CHAR
SenderCompID 49 CHAR
SenderSubID 50 CHAR
SendingDate 51 DATE
SendingTime 52 TIME
SettlCurrAmt 119 FLOAT
SettlCurrency 120 CHAR
SettlmntTyp 63 CHAR 0, 1, 2, 3, 4, 5, 6, 7, 8, 9
Shares 53 INT
Side 54 CHAR 1, 2, 3, 4, 5, 6
Signature 89 DATA
SignatureLength 93 LENGTH
StopPx 99 FLOAT
Symbol 55 CHAR
SymbolSfx 65 CHAR
TargetCompID 56 CHAR
TargetSubID 57 CHAR
TestReqID 112 CHAR
Text 58 CHAR
TimeInForce 59 CHAR 0, 1, 2, 3, 4, 5, 6
TradeDate 75 DATE
TransactTime 60 TIME
Urgency 61 CHAR 0, 1, 2
ValidUntilTime 62 TIME
WaveNo 105 CHAR