User Defined Fields

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The table below summarizes currently used custom fields.

At this time the available tag numbers in the user defined range of 5000 to 9999 have all been allocated. In December 2009 the Global Technical Committee Governance Board approved the use of tag numbers in the 20000 to 39999 range for use as user defined tags to be used bilaterally between parties. These tags do not need to be registered. The Global Technical Committee (GTC) Governance Board recommends that fields/tags and enumeration values from later versions of FIX which meets the business or implementation of FIX be retro-fitted into the implementation.

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At this time the available tag numbers in the user defined range of 5000 to 9999...

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User defined fields in the range 8000-8499 are reserved for the FIX Global Technical Committee for the support of regulatory requirements in supported legacy versions of FIX. User defined fields in the range 8500-8999 are currently reserved for work-in-progress in China.

The Global Technical Committee’s policy with regards to user defined fields is for the community, where possible, to use tags, components or repeating groups from the latest Extension Pack in their legacy FIX implementation when these meet the requirements, as opposed to customised extensions through user defined fields, components repeating groups.

Tag	Field	FIX MsgTypes	Description	Created by
5000	OrdStatusReqType		Discriminates between a standard Order Status Request (=0), and a non-standard Trade History query (=1)	Terril Bisnauthsing – OM Group
5001	ExchangeQuoteID		Quote ID returned from exchange	Terril Bisnauthsing – OM Group
5002	BidVolMultiplier		Bid Volume Multiplier for an Improvement Quote Integer	Terril Bisnauthsing – OM Group
5003	OfferVolMultiplier		Offer Volume Multiplier for an Improvement Quote Integer	Terril Bisnauthsing – OM Group
5004	BidVolLimit		`	Terril Bisnauthsing – OM Group
5005	OfferVolLimit		Offer Volume Limit for an Improvement Quote Integer	Terril Bisnauthsing – OM Group
5006	QuoteStatusReqType		Discriminates between a Price Quote Status Request (=0), and an Improvement Quote Status Request (=1). Char	Terril Bisnauthsing – OM Group
5007	LockStatus		Indicates whether an order is locked (temporarily) on the orderbook. Boolean	Terril Bisnauthsing – OM Group
5008	DepositoryID		Clearing house security ID	Terril Bisnauthsing – OM Group
5009	DepositoryIDSource		Type of Clearing house security ID: =1 (CUSIP) =2 (SEDOL) =4 (ISIN)String	Terril Bisnauthsing – OM Group
5010	SecuritySuspended		Indicates whether the security is suspended from trading Boolean	Terril Bisnauthsing – OM Group
5011	OrderMaxValue		Maximum order value Price	Terril Bisnauthsing – OM Group
5012	OrderMinValue		Minimum order value Price	Terril Bisnauthsing – OM Group
5013	TradeSequence		When the deal is created during the day:=2 (trade entered by operations/administration staff) =101 (normal trading) =102 (traded out of sequence; used for trades that have been hedged)Integer	Terril Bisnauthsing – OM Group
5014	TradeMode		Trade type. =1 (Standard. The trade is a normally registered trade). Other values (2-8) reserved for future use.Char	Terril Bisnauthsing – OM Group
5015	TickBandLow		Tick band low price Price	Terril Bisnauthsing – OM Group
5016	TickBandHigh		Tick band high price Price	Terril Bisnauthsing – OM Group
5017	TickBandType		Tick band type: =1 (DAY orders) =2 (quotes and IOC orders)Char	Terril Bisnauthsing – OM Group
5018	OrderBookID		The identity of a market place partition. String	Terril Bisnauthsing – OM Group
5019	TradingSessionID2		The identity of a group of instruments which share trading session characteristics, e.g. when their state changes from Waiting to Trading String	Terril Bisnauthsing – OM Group
5020	SettlDate		The settlement date for a trade. UTCDateOnly	Terril Bisnauthsing – OM Group
5021	ReportToOCS	8,Q	Specifies if a block order average price trade is to be reported to OCS (Overnight Comparison System)	Kevin Bilello – Beta Systems
5022	NoTickBands		Number of tick bands in the following repeating group. Integer	Terril Bisnauthsing – OM Group
5023	TickSize		Tick size Price	Terril Bisnauthsing – OM Group
5024	InternalSeqNo	message header	This tag is to support internal sequence checking between front-end FIX session modules and back-office FIX application engines	Kevin Bilello – Beta Systems
5025	InternalAcknowledgementSw	message header	Used to allow front-end session modules communicate to back-end application modules that the required acknowledgement for a given message has already been generated in order to improve asyncronous processing.	Kevin Bilello – Beta Systems
5026	DaylightSavingSw	message header	Used to allow front-end session modules communicate to back-end application modules whether we are observing daylight saving time.	Kevin Bilello – Beta Systems
5027	ExchangeSymbolName	Security Definition	Symbol name used to identify instrument on a local exchange.	Terril Bisnauthsing – OM Group
5028	BlkOrderDesk	8,Q	Specifies the desk for a block order average price trade	Kevin Bilello – Beta Systems
5029	BlkOrderDeskNo	8,Q	Specifies the desk number for a block order average price trade	Kevin Bilello – Beta Systems
5030	BlockOrderID	D,8,Q,9,G,F	This identifies a block order ID for grouping orders (i.e. orders for a queue and release system)	Kevin Bilello – Beta Systems
5031	ExpireTime	New Order	This field should contain the number of days from today, for which the order should be valid. The value must be less than six as GTD orders can only be valid for five days according to CSE (Colombo Stock Exchange)trading rules. Further this field is required only if TimeInForce is GTD.	Priya Sampath – Changepond Technologies
5032	SecurityType	New Order Single	Possible values are: 1 = Normal Board 2 = Odd lot Board 3 = Crossings board 4 = All or None board Default value is Normal Board	Priya Sampath – Changepond Technologies
5033	IsForeignBroker	Ner Order Single	Possible values are 0 = NO 1 = YES Default value is No	Priya Sampath – Changepond Technologies
5034	IsTaxable	New Order Single	Possible values are 0 = No 1 = Yes Default value is No.	Priya Sampath – Changepond Technologies
5035	Custodian Code	New Order Single	Three character Custodian Code	Priya Sampath – Changepond Technologies
5036	OldQty	New Order Single	Must be equal to the currently remaining quantity and not the original order quantity	Priya Sampath – Changepond Technologies
5037	OldPrice	New Order Single	Must be equal to the original Price	Priya Sampath – Changepond Technologies
5038	CMSText	all order related messages	The CMS message text equivalent with or without unprintable characters replaced by spaces	Kevin Bilello – Beta Systems
5039	ClientOrderIDFormat	D,Q,8,F,G	Allows the 2 sides to communicate what format the Client Order ID and Orig Client Order ID will be used to construct the tag(s). NOTE: Valid values must be agreed upon by both sender and target comps.	Kevin Bilello – Beta Systems
5040	JIWAYTradingStatus		Indicates the current trading status of stocks listed on the Jiway Exchange.	Michael Thompson – OM
5041	ExchangeTradingStatus		The trading status of stocks listed on ‘other’ exchanges.	Michael Thompson – OM
5042	MatchMultipleQty		Executed quantity must be a multiple of this quantity.	Lawrence Kastel – GL Trade
5043	AltHandlInst		Handling Instructions. Contains the same information as Tag-21, but possible values are 0, 1, and 2. No FIX message should contain both tags 21 and 5043. 0=Automated execution order, private, no Broker intervention 1=Automated execution order, public, Broker intervention OK 2=Manual order, best execution	Lawrence Kastel – GL Trade
5044	Long Name		This field is a string, consisting of a branch number and an account id.	Lawrence Kastel – GL Trade
5045	Password		The password of a dealer or account.	Lawrence Kastel – GL Trade
5046	SLEUID	D, F, G, AB, AC, 8, 9	GL-Trade User ID. Integer, 0-999	Lawrence Kastel – GL Trade
5047	AllocBrokerAccountID	Allocation	Allocation level. Used to match allocation account in the broker’s settlement system to the client’s account, where the client and broker account naming systems differ.	Yemi Oluwi – UBS Warburg
5048	OrdSubStatus	8, 9	Substatus of an order	Lawrence Kastel – GL Trade
5049	Deal Link Reference	DealLinkRef	This is a trade reference that is common to all Executions / Transaction Reporting Only and Settlement Only Transactions for a particular Order	John Carroll – Merrill Lynch
5050	TransStampStat	Char	Indicates if Stamp Liability / No Stampo Liability	John Carroll – Merrill Lynch International
5051	InstructNoInstruct	Y/N	Indicates whether or not a trade needs to be instructed for Settlement	John Carroll – Merrill Lynch International
5052	Maturity	D, 8	Complete maturity date for Fixed Income trades. YYYYMMDD	Brian Gay – Bloomberg
5053	TradeType2	?	Describes Trade Types in more details Values: 1. Stock & Cash DVP(Delivery versus Payment 2. Book to Book Transfer 3 Stock & Cash FOP (Free of Payment) 4. Foreign Exchange Trade 5 Reporting Only Transaction 6 Settlement Only Transaction	John Carroll – Merrill Lynch International
5054	ClientMarketInd	C or M	Transaction reporting tag to establish the Side of the transaction that we are reporting: C for Client Side M for Market Side	John Carroll – Merrill Lynch International
5055	TransReport	Yes (Y) or No (N)	Indicates that a trade needs to be transaction reported to the relevant regulatory body like the FSA, SFA, SEC etc etc.	John Carroll – Merrill Lynch International
5056	ClientCharID	8-10 digits in length. Numeric only	Client Charity ID indicates the Client is exempt from paying stamp duty because of their Charity status – this needs to be reported to the Inland Revenue.	John Carroll – Merrill Lynch International
5057	AvgPxInd	C = Average Price on SETS, A = Average Price off SETS, Blank Indicates – not an average Price	The indicator denotes if / where the average price has been generated. This is an SFA Transaction Reporting Rule.	John Carroll – Merrill Lynch International
5058	StampConsid	GBP Cash Amount / Value	This is the Stampable Consideration on a trade. It must always be displayed in GBP and will consist of Price multiplied by Quantity for Agency Trades. For Principal Trades, the Stampable Consideration will be equal to Price multiplied by Quantity plus Commissions & fees (but not including the Stamp Amount)	John Carroll – Merrill Lynch International
5059	Coupon	Float	For Fixed Income; Coupon rate of the bond. Will be zero for step-up bonds.	Daniel Doscas – Merrill Lynch
5060	PSBidPrice		The current price source bid price	Paul Radbone – Boot computers
5061	PSOfferPrice		The current price source offer price	Paul Radbone – Boot computers
5062	PriceSource		Indicates where the price has originated; H for House, M for Market	Paul Radbone – Boot computers
5063	FundingCharge	Execution Report	The funding charge applied to the price on extended settlement. Datatype – Float	Ashley Coates – Boot Computers Limited
5064	FundingConsideration	Execution Report	The funding consideration on extended settlement	Ashley Coates – Boot Computers Limited
5065	BidFundingCharge	Quote	The funding charge applied to the bid price on extended settlement	Ashley Coates – Boot Computers Limited
5066	BidFundingConsideration	Quote	The bid funding consideration on extended settlement	Ashley Coates – Boot Computers Limited
5067	DropID	8,Q	Provides front-end flexibility to control message level drop copy processing.	Kevin Bilello – Thomson Beta Systems
5068	OfferFundingCharge	Quote	The funding charge applied to the offer price on extended settlement	Ashley Coates – Boot Computers Limited
5069	OfferFundingConsideration	Quote	The offer funding consideration on extended settlement	Ashley Coates – Boot Computers Limited
5070	UseSettlement		Indicates whether or not settlement is requested. Boolean ‘Y’ or ‘N’	Jose Tomas – .
5071	TickBandNoDecPlaces		Number of decimal places in premium price. Integer.	Jose Tomas – .
5072	ExchangeName	Security Definition	The name of the exchange that lists this security. String.	Jose Tomas – .
5073	SpreadMonicker		Describes the Spread Type. STD=Straddle, STG=Strangle, BUL= Call Vertical, BLT=Call Calendar, BER=Put Vertical, BRT=Put Calendar	Jon Dahl – Liquidity Direct
5074	FundCommissionOption		Allows the broker to specify the commission option to be used for a fund deal request.	Richard Lockett – Boot
5075	FundCommissionWaiver		Any commission that the broker wishes to sacrifice. This figure is expressed as a amount to be deducted from the default commission.	Richard Lockett – Boot
5076	FundReInvestIncome		Allows client to specify that any income gained from a holding should be re-invested into that holding.	Richard Lockett – Boot
5077	FundNomineeAccount		A facility to allow clients to group their fund holdings in a logical and meaningful way.	Richard Lockett – Boot
5078	FundSpecialDealDiscount		Future functionality; option to invoke pre-agreed discount per client.	Richard Lockett – Boot
5079	FundSellAll		Specifies that the client wishes to sell all holdings relating to the combination of fund, broker, nominee account and customer designation.	Richard Lockett – Boot
5080	AsOfIndicator		Specifies whether a trade is an As/Of Trade. Data type is Boolean.	Lalin Dias – Millennium Information Technologies
5081	AsOfTime		Specifies the date and time an As/Of Trade took place. Data type is UTCTimestamp.	Lalin Dias – Millennium Information Technologies
5082	QuoteType		Indicates whether a price is indicative or executable. Valid Values: 1 = Indicative pricing 2 = Executable pricing	Diana Ding – Bloomberg
5083	DripInterval		The time interval for releasing drip qty. DataType is Integer. Specifies drip interval in seconds	Mithila Somasiri – Millennium Information Technologies Limited
5084	DripQty		Quantity released per drip interval. Data type is integer.	Mithila Somasiri – Millennium Information Technologies Limited
5085	FundValuationDate		The date on which a fund deal transaction will be valued.	Richard Lockett – Boot
5086	FundValuationSSM		The time at which a fund deal transaction will be valued.	Richard Lockett – Boot
5087	FundExternalRef		If a fund deal response has been provided by an external RSP then their reference will be provided within this field	Richard Lockett – Boot
5088	BidDelta		The bid delta price – for FX SPOT	Diana Ding – Bloomberg
5089	AskDelta		The ask delta price – for FX SPOT	Diana Ding – Bloomberg
5090	FundInitialCharge		The total of all commission and other charges applied against an executed fund deal transaction.	Richard Lockett – Boot
5091	AllocationIndicator		Determines whether an order should be “Public” allocated or “Crowd” Allocated during a parity allocation process. data Type is integer. Valid Values:1- Crowd, 2 – Public	Mithila Somasiri – Millennium Information Technologies Limited
5092	CrossVariant		Identifies specific variant of defined cross type. Data Type is Integer. Valid Values 1=Cross, 2=Cross Only, 3=Mid point Cross, 4=IOC Cross, 5=PNP Cross)	Mithila Somasiri – Millennium Information Technologies Limited
5093	CrossQualifier		Identifies the cross qualifier. Data type in integer. Valid values:1=CNP, 2=None	Mithila Somasiri – Millennium Information Technologies Limited
5094	AmntBought		Indicates the number of shares bought.	Indika Ranamuggedara – Millennuim IT
5095	AmntSold		Indicates the number of shares sold.	Indika Ranamuggedara – Millennuim IT
5096	DeltaAmnt		The change in position for a given instrument. Expressed as the number of shares, number of option series contracts etc.	Indika Ranamuggedara – Millennuim IT
5097	NoParam		The number of parameters in the repeating group	Indika Ranamuggedara – Millennuim IT
5098	ParamType		Parameter identifier/description.	Indika Ranamuggedara – Millennuim IT
5099	ParamValue		The value of the parameter.	Indika Ranamuggedara – Millennuim IT
5100	FundSecurityType		Specifies the type of security that this is.	Richard Lockett – Boot
5101	FundManagerName		The name of the fund manager for this fund instrument.	Richard Lockett – Boot
5102	FundUnitType		accumulated or income – indicates whether income from the fund should be re-invested	Richard Lockett – Boot
5103	FundBuyableFromDate		Date from which fund may be bought.	Richard Lockett – Boot
5104	FundBuyableToDate		Date to which fund may be bought.	Richard Lockett – Boot
5105	FundValuationPoint		Free-format text – indicates when a given fund is valued.	Richard Lockett – Boot
5106	FundDesignation		Designation against which a fund deal transaction is to be executed.	Richard Lockett – Boot
5107	FundGroup1Units	D,8,F	Group 1 Cofunds traded quantity	Paul Radbone – Boot computers
5108	FundGroup2Units	D,8,F	Group 2 Cofunds traded quantity	Paul Radbone – Boot computers
5109	WaitPrimaryExchange	D, G	Wait for the Primary Exchange to open before trading this order.	Tad Knowles – NASDAQ
5110	QuoteDepthOfMarket	Quote	Informs the client how many quote contributers there were is determining the quote	Matthew McNeil – Barclays Capital
5111	Contributor	Quote	A field identifying the quote provider	Matthew McNeil – Barclays Capital
5112	IssueDenomination	Quote	The denomination of the issue	Matthew McNeil – Barclays Capital
5113	CreditRatingAgency	Instrument	CreditRatingAgency Instrument Format: int Research Agency provided Credit Rating evaluation. Used in conjunction with CreditRating field ( tag 256 ) Beacon values: 0 – S&P 1 – Moody’s 2 – Fitch	Daniel Silvers – Beacon Capital Strategies
5114	NoCreditRating	Instrument	Format: NumInGroup Number of repeating CreditRating ( 255 ) and CreditRatingAgency ( 5113 ) entries. use NoCreditRating == 0 when CreditRatingAgency and CreditRating is not provided.	Daniel Silvers – Beacon Capital Strategies, LLC
5115	UnderlyingCreditRatingAgency	Underlying Instrument	Format: int Research Agency provided Credit Rating evaluation. Used in conjunction with UnderlyingCreditRating field ( tag 256 ) Beacon values: 0 – S&P 1 – Moody’s 2 – Fitch	Daniel Silvers – Beacon Capital Strategies
5116	NoUnderlyingCreditRating	Underlying Instrument	Format: NumInGroup Number of repeating UnderlyingCreditRating ( 256 ) and UnderlyingCreditRatingAgency ( 5115 ) entries. use NoUnderlyingCreditRating == 0 when UnderlyingCreditRatingAgency and UnderlyingCreditRating is not provided.	Daniel Silvers – Beacon Capital Strategies
5117	LegCreditRatingAgency	Leg Instrument	Format: int Research Agency provided Leg Credit Rating evaluation. Used in conjunction with LegCreditRating field ( tag 257 ) Beacon values: 0 – S&P 1 – Moody’s 2 – Fitch	Daniel Silvers – Beacon Capital Strategies
5118	NoLegCreditRating	Leg Instrument	Format: NumInGroup Number of repeating LegCreditRating ( 257 ) and LegCreditRatingAgency ( 5117 ) entries. use NoLegCreditRating == 0 when LegCreditRatingAgency and LegCreditRating is not provided.	Daniel Silvers – Beacon Capital Strategies
5119	NoRFQs	int	Specifies the number of RFQRequests. Market data field	Daniel Silvers – Beacon Capital Strategies
5120	FilterSource	Request	Format: String FilterSource specifies which language type supported to create a Filter ( 5121 ). valid values “SQL”, “REGEX”, “JAVASCRIPT”, “XPATH”,… used in conjunction with Filter(5121), FilterReqID(5122).	Daniel Silvers – Beacon Capital Strategies
5121	Filter	Request	Format: String specifies algorithm source using language type specified in FilterSource ( 5120 ).	Daniel Silvers – Beacon Capital Strategies
5122	FilterReqID	Request	Format: int filter requester ID see FilterID generated by filter provider to used to cancel/update filters.	Daniel Silvers – Beacon Capital Strategies
5123	FilterID	Response	Format: int ID provider echo FilterReqID(5122), new generated ID by provider for Requested Filter. Used to cancel/update filters.	Daniel Silvers – Beacon Capital Strategies
5124	ConversionTick		Used for CAP DI orders. Valid Values: 1 – Destabilising (Convert only on Destabilising tick) 2 – Stabilising (Convert only on Stabilising tick)	Mithila Somasiri – Millennium Information Technologies Limited
5125	TradeNotificationID		Unique Identifier Assigned to the trade notification open for allocation.	Mithila Somasiri – Millennium Information Technologies Limited
5126	CMSInternalData		Internal data specific to CMS.	Mithila Somasiri – Millennium Information Technologies Limited
5127	Post		Trading Post ID for the security.	Mithila Somasiri – Millennium Information Technologies Limited
5128	TurnAroundNumber		Turn Around Number assigned for the order.	Mithila Somasiri – Millennium Information Technologies Limited
5129	NoIOIs	int	Used in IOIList. Market data field	Daniel Silvers – Beacon Capital Strategies
5130	TotNoIOIs	int	Used in IOIList, SecurityList, SecurityStatus Number of Indications currently alive ( not expired based on validUntilTime ) Market data field	Daniel Silvers – Beacon Capital Strategies
5131	PendingAllocation	Execution Report	Indicates whether the entering trader is responsible to allocate the execution and report allocations to the exchange in order to complete the transaction. Valid Values : Y – YES, N- NO	Mithila Somasiri – Millennium Information Technologies Limited
5132	ContraOrderOrigin	Execution Report, Trade capture	Indicates the type of the contra order. Possible values. 1 – Firm Order 2 – BARS Order 3 – Specialist Quote 4 – Market Maker Quote 5 – Away Market Inbound 6 – Away Market Outbound	Mithila Somasiri – Millennium Information Technologies Limited
5133	Omnibus	ExecutionReport	Indicates whether the contra party is an omnibus name or not.	Mithila Somasiri – Millennium Information Technologies Limited
5134	MaxBestBidSize	Security Status	Specifies the maximum number of shares to buy for which the sender can quote at their best price.	Shirin Baluch – Dresdner Kleinwort Wasserstein
5135	MaxBestOfferSize	Security Status	Specifies the maximum number of shares to sell for which the sender can quote at their best price.	Shirin Baluch – Dresdner Kleinwort Wasserstein
5136	MaxQuotableBidSize	Security Status	Specifies the maximum number of shares to buy for which the sender will quote	Shirin Baluch – Dresdner Kleinwort Wasserstein
5137	MaxQuotableOfferSize	Security Status	Specifies the maximum number of shares to sell for which the sender will quote	Shirin Baluch – Dresdner Kleinwort Wasserstein
5138	SingleConversionQty	New Order, Execution report	Single conversion quantity of a CAP-DI order	Mithila Somasiri – Millennium Information Technologies Limited
5139	AggregateConversionQty	New order, Execution Report.	Aggregate conversion quantity of a CAP-DI order.	Mithila Somasiri – Millennium Information Technologies Limited
5140	ExecBy	Execution report, Trade Capture	Executing system/Person ID for order executions. Information generally used by back-office billing.	Mithila Somasiri – Millennium Information Technologies Limited
5141	PriceImprovementSide	New Order	Specifies the side to be price improved in a cross order. Valid Values: 1 – Buy only 2 – Sell only 3 – Buy and Sell	Mithila Somasiri – Millennium Information Technologies Limited
5142	AltRule80A	D, G, AB, AC	Rule80A with user-defined values and meanings.	Lawrence Kastel – GL Trade
5143	CCPTradeSuffixNumber	8	Extra Trade Identification Number on XETRA.	Lawrence Kastel – GL Trade
5144	CCPOrderCompletionFlag	8	Used for XETRA market. ‘P’ if the order has been partially filled, ‘F’ if completely filled.	Lawrence Kastel – GL Trade
5145	NettingLevel	D, 8	Describes the level of netting assigned to an order.	Guillaume Jamin – GL Trade
5146	DealInstBroker	D	Describes the instruction assigned from a dealer to a broker	Guillaume Jamin – GL Trade
5147	NumExec	8	Indicates the number of market executions.	Guillaume Jamin – GL Trade
5148	TradOrdNum	D,G	This field is optional and contains the number assigned by the trader. This information is just conveyed in the Trade Leg Creation message.	Guillaume Jamin – GL Trade
5149	Memo	D,G,8	Free format text field sent to the market.	Guillaume Jamin – GL Trade
5150	UserIDCmd	8	Indicates the original GL User ID who has submited the order command.	Guillaume Jamin – GL Trade
5151	TickSizeDenominator	D,G,8	Tick denominator used to calculate the price for Liffe market.	Guillaume Jamin – GL Trade
5152	BoothID		Booth ID to which the request should be routed.	Mithila Somasiri – Millennium Information Technologies Limited
5153	SalesInstBroker	D,F,G,8	Describes the instruction assigned from a sales to a broker	Guillaume Jamin – GL TRADE
5154	CXFlag	D,F,G,8	Indicates when a broker buys/sells shares because a client did not deliver scrip or pay on time for the original trade.	Guillaume Jamin – GL TRADE
5155	InstitutionID	D,F,G,8	Specifies institution ID as assigned to the exchange.	Guillaume Jamin – GL TRADE
5156	UnreleasedDate	D,F,G,8,9	Indicates the date for an unreleased order (order sent to exchange but inserted into the book at the indicated date).	Guillaume Jamin – GL TRADE
5157	UnreleasedTime	D,F,G,8,9	Indicates the date/time for an unreleased order (order sent to exchange but inserted into the book at the indicated date and time).	Guillaume Jamin – GL TRADE
5158	UnreleasedText	D,F,G,8,9	Indicates instructions for an unreleased order.	Guillaume Jamin – GL TRADE
5159	ClearingCode	D,F,G,8,9	Indicates the code of the clearer.	Guillaume Jamin – GL TRADE
5160	ClearingAccountNDS	D,F,G,8,9	Indicates the National Depositery of Securities clearer account.	Guillaume Jamin – GL TRADE
5161	AccountNDS	D,F,G,8,9	Indicates the National Depositery of Securities client account.	Guillaume Jamin – GL TRADE
5162	TriggerType	D,F,G,8,9	Indicates specific trigger conditions applied to the order.	Guillaume Jamin – GL TRADE
5163	StabilisationPx	D,F,G,8	When an underwriter who tries to prevent a recent offering from dropping below the offering price by placing buy orders slightly above that price. Valid values: S=Stablisation, T=Takeover	Guillaume Jamin – GL TRADE
5164	SecondaryTransactTime	8	Time of execution at the exchange level when TransactTime is already used by the broker order management system.	Guillaume Jamin – GL TRADE
5165	SettlInstBroker	J,P	Describes the settlement instruction assigned from a sales to a broker.	Guillaume Jamin – GL TRADE
5166	NoTriggers	D,G,AB,AC	Number of triggers applied on an order.	Guillaume Jamin – GL TRADE
5167	TriggerPrice	D,G,AB,AC	Price applied for the trigger type	Guillaume Jamin – GL TRADE
5168	TriggerMaxFloor	D,G,AB	Minimum quantity to be displayed	Guillaume Jamin – GL TRADE
5169	TriggerDate	D,G,AB	Date of order activation.	Guillaume Jamin – GL TRADE
5170	TriggerDelay	D,G,AB	Count down to activate the order.	Guillaume Jamin – GL TRADE
5171	TriggerTradSesStat	D,G,AB	Trading session value used to trigger the order.	Guillaume Jamin – GL TRADE
5172	TriggerSymbol	D,G,AB	Contains the symbol used to trigger the order	Guillaume Jamin – GL TRADE
5173	TriggerIDSource	D,G,AB	Security source used to trigger the order.	Guillaume Jamin – GL TRADE
5174	TriggerSecurityIDSource	D,G,AB	Security ID used to trigger the order	Guillaume Jamin – GL TRADE
5175	Recycle	D,G,AB	Used to recycle a rejected order	Guillaume Jamin – GL TRADE
5176	ExTransactionType	8	Identifies transaction type Valid Values: 20=4 – Distinguishes balances that will be reported to the FXBB system by a version of an ExecReport(35=8) message. , 20=5 – Balance report ack message used to respond to balance report. 20=6 – Will be sent back if a balance is covered by the FX system.	Zara Munir – Bloomberg
5177	Source	8	Identifies the system source. This tag will be a string i.e. “Tradebook”	Zara Munir – Bloomberg
5178	Dealer	8 – STRING	Bank or the dealer that a trade was done with (This will be an optional field).	Zara Munir – Bloomberg
5179	TradeTime	New Order, Execution Report	Time at which the trade was negotiated between the parties.	Mithila Somasiri – Millennium Information Technologies Limited
5180	CATStrategy	INT	CAPIS Algorithmic Trading Strategy (1=VWAP, 2=TWAP, etc…)	Rocky Sexton – Capital Institutional Services
5181	CATExecStyle	CHAR	CAPIS Algorithmic Trading Execution Style (N = Normal, P = Patient, A = Aggressive)	Rocky Sexton – Capital Institutional Services
5182	MaxPercentVol	INT	Used with CAT Strategies. Valid Values: 0-99.	Rocky Sexton – Capital Institutional Services
5183	MinPercentVol	INT	Used with CAT Strategies. Valid Values: 0-50.	Rocky Sexton – Capital Institutional Services
5184	PingAllECN	D, G	Ping All ECN before sending the order to NYSE/ADOT.	Tad Knowles – NASDAQ
5185	AutoReplace	D, G	When order is direct to NYSE/ADOT, perform an Cancel/Replace before 5 minutes is reached.	Tad Knowles – NASDAQ
5186	CheapECN	D, G	For none directed orders, try accessing the CheapECN first.	Tad Knowles – NASDAQ
5187	Reserved			Igor Nagirner – ICAP
5188	BidForwardPointsDelta			Don Scheurer – Bloomberg
5189	OfferForwardPointsDelta			Don Scheurer – Bloomberg
5190	LegLastSpotRate		LegLastSpotRate – Similar to tag 194 “LastSpotRate” but for the Far leg of a FX Swap deal.	Don Scheurer – Bloomberg
5191	LegLastForwardPoints		Leg Last Forward Points – Same as Tag 195 “LastForwardPoints” but for the Far leg of a FX Swap Deal.	Don Scheurer – Bloomberg
5192	LegSplitTradeFlag		Leg Split Trade Flag – Similar to tag 9101 “SplitTradeFlag” but for the far leg of a FX Swap deal.	Don Scheurer – Bloomberg
5193	LegMarketType		Leg Market Type – Similar to tag 9102 “MarketType” but for the far leg of a FX Swap leg.	Don Scheurer – Bloomberg
5194	NYSE Direct +	D, G	DirectPlus eligible order. Route to DirectPlus if enabled and Requirements for DirectPlus are satisfied.	Tad Knowles – NASDAQ
5195	FMCNOE	all	It is the Notice of Execution Refernce Number	Zul Kagalwalla -> Financial Models Company.
5196	PrevFMCNOE	all	Used as reference for cancellation and correction of messages sent to FMC	Zul Kagalwalla -> Financial Models Company.
5197	GUID	all	Global UID	Zul Kagalwalla -> Financial Models Company.
5198	FMC Trade Block number	all	Account name for Trade Block	Zul Kagalwalla -> Financial Models Company.
5199	FMC Settlement Block	all	FMC Settlement block number	Zul Kagalwalla -> Financial Models Company.
5200	IOIAvailQty	6	Amount of an IOI offering (IOIQty) that is currently available to the sales force.	David Case – Thomson BETA Systems
5201	AutoExSize	8,D	Maximum order size eligible for automated execution	Donald Mendelson – Capital Markets Consulting
5202	TradeThruTime	D	The time of a trade-through event	Donald Mendelson – Capital Markets Consulting
5203	TradeThruSize	D	Size of the trade causing a trade through	Donald Mendelson – Capital Markets Consulting
5204	TradeThruPrice	D	Price of the trade causing a trade through	Donald Mendelson – Capital Markets Consulting
5205	AdjustedPriceInd	8	Indicates an adjusted price on a satisfaction order due to a block trade	Donald Mendelson – Capital Markets Consulting
5206	SatisfactionOrdDisp	8	Indicates the disposition of a satisfaction order. Valid values are: 0 = Satisfied as specified in the order (default) 1 = Pro rata satisfaction distribution (partial cancellation of Satisfaction order) 2 = Satisfaction order requested size is greater than trade-through size	Donald Mendelson – Capital Markets Consulting
5207	ExecReceiptTime	Q	Receipt time of the Execution Report being rejected by DK Trade	Donald Mendelson – Capital Markets Consulting
5208	OriginalOrderTime	Q	Specified in DK Trade if reason is Stale Execution	Donald Mendelson – Capital Markets Consulting
5209	OLAOrdRejReason	8	Reason for order rejection specific to Options Linkage Authority	Donald Mendelson – Capital Markets Consulting
5210	NonDirectedBrokerFINS1	D	FINS number of 1st broker not allowed to execute order (up to 6 characters)	Thomas Galvin – Bank of America
5211	NonDirectedBrokerFINS2	D	FINS number of 2nd broker not allowed to execute order (up to 6 characters)	Thomas Galvin – Bank of America
5212	ExecBrokerFINS	8	FINS number of broker executing the order (up to 6 characters)	Thomas Galvin – Bank of America
5213	OrderOrigin	Execution Report, Trade Capture	Indicates the origina of the order. Possible values. 1 – Firm Order 2 – BARS Order 3 – Specialist Quote 4 – Market Maker Quote 5 – Away Market Inbound 6 – Away Market Outbound	Mithila Somasiri – Millennium Information Technologies Limited
5214	MKTXTargetLevel	NewOrder	Optional indication of sought target-level.	Anthony Merhi – MarketAxess
5215	MKTXAllowPartialFill	NewOrder	Optional flag indicating client’s desire to allow a partial-fill (not the same as MinQty).	Anthony Merhi – MarketAxess
5216	MKTXSpottingProcess	NewOrder	Enumeration defining the types of benchmark-spotting workflows used to arrive at the final price of fixed-income trades.	Anthony Merhi – MarketAxess
5217	StateSecurityID	Instrument block	State Securities Identification Number.	Oksana Zheliabina – B2BITS
5218	MKTXInquiryTimerDuration		Integer representing the number of minutes through which the specified MKTXInquiryTimerType will down-count to expiry.	Anthony Merhi – MarketAxess
5219	MKTXRevealNumberOfDealers	NewOrder, Boolean	Optional flag indicating client’s desire to reveal to each dealer to which this inquiry is addressed the number of dealers to which the inquiry is addressed.	Anthony Merhi – MarketAxess
5220	ValidateOrd	D, 8	Indicates that a new order message should only be validated versus business edits and not accepted as a new order by the receiving party. (Y = Validate)	David Case – Thomson BETA Systems
5221	MKTXDesiredDueAtTime	NewOrder, UTCTimestamp	Time of day indicating the time at which the client desires to see dealer responses	Anthony Merhi – MarketAxess
5222	MKTXActualDueAtTime	NewOrder, UTCTimestamp	Time of day indicating the time at which the client will see dealer responses	Anthony Merhi – MarketAxess
5223	ApplyIOIEdits	D, 8	Instructs order receiving firm when to apply standard IOI offering edits to determine whether the order should be accepted or rejected. (Y = Apply all edits, N = Do not apply edits, B = Apply only Broker/Dealer edits)	David Case – Thomson BETA Systems
5224	CircleInd	D, F, G, 8	Indicates that the order message type received should be treated as a circle request instead of a live order. (Y = circle request)	David Case – Thomson BETA Systems
5225	SACrossType	D, 8	Text field for Cross Type option used with Agent order types.	Christopher Acton – Sungard Brass
5226	FutSettDate	X, V	Settlement date for near leg.	Lincoln Corcoran – Velocity Systems International
5227	FutSettDate2	X, V, AE	Same as FutSettDate (tag 5226) but for the far leg of a FX Swap.	Lincoln Corcoran – Velocity Systems International
5228	BidForwardPoints	X	Near leg forward points	Lincoln Corcoran – Velocity Systems International
5229	OfferForwardPoints	X	Near leg forward points.	Lincoln Corcoran – Velocity Systems International
5230	BidForwardPoints2	X	Far leg forward points.	Lincoln Corcoran – Velocity Systems International
5231	OfferForwardPoints2	X	Far leg forward points.	Lincoln Corcoran – Velocity Systems International
5232	Currency	V	Specifies the denomination of the quantity fields.	Lincoln Corcoran – Velocity Systems International
5233	OrderQty	V	A notional dealt amount for an Outright (single legged), or the near dealt amount of a Swap.	Lincoln Corcoran – Velocity Systems International
5234	OrderQty2	V	Applicable when subscribing for Swap prices. Represents the far dealt amount of the Swap.	Lincoln Corcoran – Velocity Systems International
5235	SpotRate	X	Spot rate represented in repeating group.	Lincoln Corcoran – Velocity Systems International
5236	MKTXLegBenchmarkSecurityID	QuoteRequest, Quote, etc.	Identifies a leg-specific benchmark security in multi-legged fixed-income trading	Anthony Merhi – MarketAxess
5237	MKTXLegBenchmarkSecurityIDSource	QuoteRequest, Quote, etc.	Designates the source of the identifier of a leg-specific benchmark security in multi-legged fixed-income trading	Anthony Merhi – MarketAxess
5238	MKTXLegTargetLevel	QuoteRequest, etc.	Optionally specifies the desired target level sought by the client in multi-leg fixed-income trading.	Anthony Merhi – MarketAxess
5239	Reserved			Igor Nagirner – ICAP
5240	OrderSequence		Counter of order changes	Gregor Malensek – Novita
5241	Reserved			Igor Nagirner – ICAP
5242	Reserved			Igor Nagirner – ICAP
5243	Reserved			Igor Nagirner – ICAP
5244	Reserved			Igor Nagirner – ICAP
5245	Reserved			Igor Nagirner – ICAP
5246	Reserved			Igor Nagirner – ICAP
5247	Reserved			Igor Nagirner – ICAP
5248	Reserved			Igor Nagirner – ICAP
5249	SpotOptions	String	Use to store Stot Options	Jenny Yeung – Lehman Brothers
5250	CustomerType	D,E,G,S,i	Indicates the type of the subject who commissioned the order/quote. Format=int. Valid values: 21=Member;22=Institutional customer (interconnected);23=Private customer (interconnected);24=Organizational unit (interconnected).	Antonio Caroselli – GATE Tecnologie Informatiche
5251	TimeInForce	D,E,G,S,i	Specifies how long the order remains in effect. Absence of this field is interpreted as Good Till Cancel. Format=char. Valid values: 0=Day; 1=Good Till Cancel (GTC); 2=At the Opening (OPG); 3=Immediate or Cancel (IOC); 4=Fill or Kill (FOK); 6=Good Till Date(GTD); 7=At the Close; 8=Deferred Display (DD); 9=Display On Book (DOB); A=Good in Closing Auction (GCA); B=Good Till Maturity (GTM); C=Good for Intra-Day Auction (GFX); D=Good for Auction (GFA). E=Good Till Session (GTS)	Antonio Caroselli – GATE Tecnologie Informatiche
5252	QtyParam	D,E,G,S,i	Expresses the quantity condition on which the security is to be traded. Format=char. Valid values: 4=Fill Minimum Quantity(FMQ);A=Odd Lot(ODL).	Antonio Caroselli – GATE Tecnologie Informatiche
5253	OrdTypeExt	D,E,G,S,i	Order type with added values. Format=char. Valid values: 1=Market; 2=Limit; 3=Stop; 4=Stop Limit; J=Market If Touched (MIT); K=Market with Leftover as Limit; Q=Market at Any Price with Leftover as Limit; R=Interbank; S=Market Limit If Touched (MIT); T=Committed Principal Order.	Antonio Caroselli – GATE Tecnologie Informatiche
5254	OrigOrderID	8	OrderID of the previous order (NOT the initial order of the day) as assigned by the market. Format=String.	Antonio Caroselli – GATE Tecnologie Informatiche
5255	StopPxCondition	D,G	Stop condition. Format=char. 0=Last Trade price.1=Best Bid Price;2=Best Ask Price;	Antonio Caroselli – GATE Tecnologie Informatiche
5256	AccountOriginType	D, G, 8	Segregated or non-segregated origin types for Futures order. 1 = Segregated- An account established by the clearing member solely for the purpose of clearing transactions on behalf of its customers. 2= Non-Segregated – An account established by the clearing member solely for the purpose of clearing transactions through proprietary accounts.	Rajat Singhal – Philadelphia Stock Exchange
5257	NoPrompts	d (Security Definition)	Number of Valid Prompt Dates (Futures) or expiry dates (options)	Devaka Corea – Millennium Information Technolog
5258	SLCptyNetCredit			Gurvinder Singh – Indus Valley Partners
5259	SLCptyGrossCredit			Gurvinder Singh – Indus Valley Partners
5260	SLCptyID			Gurvinder Singh – Indus Valley Partners
5261	SLSecClassification			Gurvinder Singh – Indus Valley Partners
5262	SLRate			Gurvinder Singh – Indus Valley Partners
5263	SLTerm			Gurvinder Singh – Indus Valley Partners
5264	SLMargin			Gurvinder Singh – Indus Valley Partners
5265	SLRnd			Gurvinder Singh – Indus Valley Partners
5266	SLLocateID			Gurvinder Singh – Indus Valley Partners
5267	SLPositionID			Gurvinder Singh – Indus Valley Partners
5268	Reserved			Igor Nagirner – ICAP
5269	Reserved			Igor Nagirner – ICAP
5270	IsSLMessage			Gurvinder Singh – Indus Valley Partners
5271	SLMsgType			Gurvinder Singh – Indus Valley Partners
5272	SLBasis			Gurvinder Singh – Indus Valley Partners
5273	SLFee			Gurvinder Singh – Indus Valley Partners
5274	SLOfferID			Gurvinder Singh – Indus Valley Partners
5275	SLMsgID			Gurvinder Singh – Indus Valley Partners
5276	SLQuoteType			Gurvinder Singh – Indus Valley Partners
5277	Reserved			Igor Nagirner – ICAP
5278	Reserved			Igor Nagirner – ICAP
5279	Reserved			Igor Nagirner – ICAP
5280	FXall MDFilterInd1	V	Filter market data according to specified criteria	Zissis Perdikis – FXall
5281	FXall MDFilterInd2	V	Users may request filtering of Market Data as per predefined parameters	Zissis Perdikis – FXall
5282	FXall CrossExclusionInd	d, G	Exclude submitted order from crossing with certain orders	Zissis Perdikis – FXall
5283	FXall ContingentInd	8	Indicates if ER represents a contingent order.	Zissis Perdikis – FXall
5284	FXall Indicator_4			Zissis Perdikis – FXall
5285	FXall Indicator_5			Zissis Perdikis – FXall
5286	FXall Indicator_6			Zissis Perdikis – FXall
5287	FXall Indicator_7			Zissis Perdikis – FXall
5288	FXall Indicator_8			Zissis Perdikis – FXall
5289	FXall Indicator_9			Zissis Perdikis – FXall
5290	ShortCode	d (Security Definition)	A defined set of codes used to represent specific Prompt Dates (Futures) or Expiry Dates (options)	Devaka Corea – Millennium Information Technolog
5291	FXall Indicator_11			Zissis Perdikis – FXall
5292	BidMarketSize	W, X	Aggregated quantity of Bid market orders.	Magnus Kling – OMX
5293	AskMarketSize	W, X	Aggregated quantity of Ask market orders.	Magnus Kling – OMX
5294	NoOfMarketMakers	W, X	The number of Market Makers that are quoting in the series on the side with the largest number of quotes.	Magnus Kling – OMX
5295	UnderlyingNumber	W, X	16-bit Integer identifying the Underlying	Magnus Kling – OMX
5296	SeriesNumber	W, X	16-bit Integer identifying the Series. Used together with the UnderlyingNumber (5295) to uniquely identify a Series.	Magnus Kling – OMX
5297	SendingTimeJavaEpoch	W, X, f	Time when the message is sent. 64-bit integer expressing the number of milliseconds since midnight January 1, 1970.	Magnus Kling – OMX
5298	4WayAgreement	D, G, 8	Indicates the presence of a four way agreement between clients	Devaka Corea – Millennium Information Technolog
5299	MustRefresh	Market Data Snapshot	Indicates whether the market data recipient is required to process the message and refresh the order book. The data type is Boolean.	Lalin Dias – Millennium Information Technologies
5300	ContraID	Execution Report	This Alphanumeric field will contain the Order ID of the contra order that matched against with the order in focus.	heshan jayawardena – Millennium Information Technolog
5301	PSMM Flag	U	Indicates the pssive market making status of market participant on an Issue/security.	Pavan Kumar R B – SSIT
5302	MM Quote Open Time	U	Time at which market maker quote will be opened for neotiation.	Pavan Kumar R B – SSIT
5303	MM Quote Close Time	U	Time at which the quote of a market maker is closed for negotiation. Should always be in hh:mm format	Pavan Kumar R B – SSIT
5304	MM First Effective Date	U	The date from which market maker will be effective. Should be in UTCDate format.	Pavan Kumar R B – SSIT
5305	MM Last Effective Date	U	The date after which market maker will no longer be effective. Should always be in UTCDate format	Pavan Kumar R B – SSIT
5306	MM Aut o Quote Refresh Parameter.	U	Indicates the action to be taken on a replinshed Quote.	Pavan Kumar R B – SSIT
5307	Lock /Cross Indicator	U	Used to indicate whether the Quote has resulted in a lock or cross or none(Neither lock/cross) condition.	Pavan Kumar R B – SSIT
5308	Reserved			Igor Nagirner – ICAP
5309	Reserved			Igor Nagirner – ICAP
5310	MMBidSize		Size of Bid side of the Quote for the Market Maker (Type – Qty)	Lakshminarasimhan Rajabather – SSI Technologies
5311	MMOfferSize		Size of Offer side of the Quote for Market Maker (Type – Qty)	Lakshminarasimhan Rajabather – SSI Technologies
5312	MMBidSizeType		Type of Market Maker Bid’s size. Data Type: Boolean Valid Values: Y = Size is percentage N = Size is value	Lakshminarasimhan Rajabather – SSI Technologies
5313	MMOfferSizeType		Type of Market Maker’s Offer size. Data Type: Boolean Valid Values: Y = Size is percentage N = Size is value	Lakshminarasimhan Rajabather – SSI Technologies
5314	BDBidSize		Broker-Dealer Bid Size. Data Type: Qty	Lakshminarasimhan Rajabather – SSI Technologies
5315	BDBidSizeType		Type of Broker-Dealer Bid Size. Data Type: Boolean Valide Values: Y = Size is percentage N = Size is value	Lakshminarasimhan Rajabather – SSI Technologies
5316	BDOfferSize		Broker-Dealer Offer Size. Data Type: Qty	Lakshminarasimhan Rajabather – SSI Technologies
5317	BDOfferSizeType		Type of Broker-Dealer Offer Size. Data Type: Boolean Valid Values: Y = Size is percentage N = Size is value	Lakshminarasimhan Rajabather – SSI Technologies
5318	Branch		Source of the Order. Data Type: String[4]	Lakshminarasimhan Rajabather – SSI Technologies
5319	CrossMktProtection		Indicated whether Cross-Market-Protection is on or off. Data Type: Boolean Valid Values: Y = Protection type is ‘Crossed’ N = Protection type is not ‘Crossed’	Lakshminarasimhan Rajabather – SSI Technologies
5320	CustBidSizeType		Type of Customer Bid Size. Data Type: Boolean Valid Values: Y = Size is percentage N = Size is value	Lakshminarasimhan Rajabather – SSI Technologies
5321	CustOfferSizeType		Type of the customer offer size. Data Type: Boolean Valid Values: Y = Size is percentage N = Size is value	Lakshminarasimhan Rajabather – SSI Technologies
5322	FirmID		Firm’s ID. Data Type: String[40]	Lakshminarasimhan Rajabather – SSI Technologies
5323	IssueID		Issue ID. Data Type: int	Lakshminarasimhan Rajabather – SSI Technologies
5324	IsVolOnePct		Setting for first level of volume for NBBO Step-up configuration	Lakshminarasimhan Rajabather – SSI Technologies
5325	IsVolTwoPct		Setting for second level of voulme in NBBO Step-up configuration. Data Type: Boolean Valid Values: Y = Percent N = Not Percent	Lakshminarasimhan Rajabather – SSI Technologies
5326	LockMktProtection		Setting for locked market protection. Data Type: Boolean Valid Values:Y = Protection type is ‘Locked’ N = Protection type is not “Locked”	Lakshminarasimhan Rajabather – SSI Technologies
5327	AORThreshold		Automatic Opening Rotation Threshold (Type – int)	Lakshminarasimhan Rajabather – SSI Technologies
5328	AutoReplace		Used for Automotic re-initiation of NBBO step-ups. Data Type: Boolean Valid Values: Y = Yes N = No	Lakshminarasimhan Rajabather – SSI Technologies
5329	MinPxVar		Minimum price variation. Data Type: long	Lakshminarasimhan Rajabather – SSI Technologies
5330	OrigQuoteID		QuoteID of the current quote. Data Type: long	Lakshminarasimhan Rajabather – SSI Technologies
5331	OwnerID		User ID of the owner. Data Type: String[40]	Lakshminarasimhan Rajabather – SSI Technologies
5332	ScriptLevel		Number of levels Data Type: int	Lakshminarasimhan Rajabather – SSI Technologies
5333	SeriesID		Series ID. Data Type: long	Lakshminarasimhan Rajabather – SSI Technologies
5334	IssueStatus		Status indicator for the issue. Data Type: int Valid Values: 1 = Pre-Open 2 = Ready to Trade 3 = Not available for Trading 4 = Trading Halt 5 = Testing 6 = Electronic Book Execution 7 = Maintenance 8 = Closed – but GTC orders allowed 9 = Expired	Lakshminarasimhan Rajabather – SSI Technologies
5335	Tick		Pricing Increment. Data Type: int	Lakshminarasimhan Rajabather – SSI Technologies
5336	UnderlyingID		ID of the underlying to which the issue belongs. Data Type: int	Lakshminarasimhan Rajabather – SSI Technologies
5337	UpperLimit		Upper limit in the range. Data Type: long	Lakshminarasimhan Rajabather – SSI Technologies
5338	OPRAClassCode		OPRA Class Code. Data Tye: char	Lakshminarasimhan Rajabather – SSI Technologies
5339	OriginalSize		Current Order/Quote Size. Data Tye: int	Lakshminarasimhan Rajabather – SSI Technologies
5340	NBBOStepUpMode		NBBO Step Up Mode. Data Type: Char Valid Values: 1 = New 2 = Cancel 4 = Get By Owner & Series 5 = NBBO Reinitiate Response	Lakshminarasimhan Rajabather – SSI Technologies
5341	MPRequestID		Unique ID of the request. Data Type: String[40]	Lakshminarasimhan Rajabather – SSI Technologies
5342	NoSteps		Number of steps (NBBO Configuration). Data Type: int	Lakshminarasimhan Rajabather – SSI Technologies
5343	DisseminatedStatus		Set Dissemination of NBBO for all series. Data Type: Boolean Valid Values: Y = Disseminate N = Do not disseminate	Lakshminarasimhan Rajabather – SSI Technologies
5344	StepPosition		Step Position (NBBO Step Up configuration). Data Type: int	Lakshminarasimhan Rajabather – SSI Technologies
5345	SecDefnReqType		Type of the Security Definition Request. Data Type: Char Valid Values: 1 = Issue ID 2 = Series by Series ID 3 = Series by Issue ID 4 = Series ID	Lakshminarasimhan Rajabather – SSI Technologies
5346	NonCustSize		Non-customer size (aggregated) at a particular price break Data Type: Qty	Lakshminarasimhan Rajabather – SSI Technologies
5347	NoExchanges		Number of exchanges in the repeating group. Data Type: int	Lakshminarasimhan Rajabather – SSI Technologies
5348	QuoteScriptDataType		Quote Script Data Type. Data Type: Char Valid Values: 1 = Send Quote Size Table 2 = Cancel Quote Size Table	Lakshminarasimhan Rajabather – SSI Technologies
5349	QuoteStatusRequestType		Type of the Quote Status Request. Data Type: Char Valid Values: 1 = Get Simple Quotes by User 2 = Get Quote Size Table by Owner and Series	Lakshminarasimhan Rajabather – SSI Technologies
5350	ReinitiateConfig		Setting for re-initiation of NBBO Step-Up Configuration. Data Type: Boolean Valid Values: Y = Reinitiate NBBO Steu-Up Configuration N = Do not Reinitiate NBBO Step-Up Configuration	Lakshminarasimhan Rajabather – SSI Technologies
5351	OPRAStrikeCode		Code used by OPRA (Options Price Reporting Authority) to identify series. Concatenation of option symbol, strike code. Data Type: String[7]	Lakshminarasimhan Rajabather – SSI Technologies
5352	PCXQuoteID		PCX generated ID for the Quote. Data Type: int	Lakshminarasimhan Rajabather – SSI Technologies
5353	IsFastFirm		Indicates whether BBO is coming from an exchange declared as Fast Firm Data Type: Boolean Valid Values: Y = Fast Firm N = Not Fast Firm	Lakshminarasimhan Rajabather – SSI Technologies
5354	OptPxDenominator		Denominator used to get actual option price.	Lakshminarasimhan Rajabather – SSI Technologies
5355	NoTick		No of elements in the repeating group(Ticks) Data Type: int	Lakshminarasimhan Rajabather – SSI Technologies
5356	OrderReqType		Type of the Order Request. Data Type: Char Valid Values: 0 = Modify Orders 1 = Cancel Orders	Lakshminarasimhan Rajabather – SSI Technologies
5357	NoQuoteSizes		Number of elements in the repeating group (Quote Sizes) Data Type: int	Lakshminarasimhan Rajabather – SSI Technologies
5358	ResponseID		ID sent by PCX in some acknowledgements/notifications	Lakshminarasimhan Rajabather – SSI Technologies
5359	MktSize		Volume in other exchange. Data Type: Qty	Lakshminarasimhan Rajabather – SSI Technologies
5360	OrigOwnerID		Used to indicate the ID of the original owner. Data Type: String	Lakshminarasimhan Rajabather – SSI Technologies
5361	NoScriptLevel		Indicates the number of nested levels for step-up configuration data. Data Type: Int	Lakshminarasimhan Rajabather – SSI Technologies
5362	FMCNETTradeNumber	all	Unique Trade Number	Zul Kagalwalla -> Financial Models Company.
5363	PrevFMCNETTradeNumber	all	Previous FMCNET trade Number	Zul Kagalwalla -> Financial Models Company.
5364	MemberName		Descriptive name of the member firm	Mithila Somasiri – Millennium Information Technologies Limited
5365	MemberAddress		Mailing address of the member	Mithila Somasiri – Millennium Information Technologies Limited
5366	ContactFax		Contact FAX number	Mithila Somasiri – Millennium Information Technologies Limited
5367	AltPhone1		First Alternative Phone number	Mithila Somasiri – Millennium Information Technologies Limited
5368	AltPhone2		Second Alternative phone number	Mithila Somasiri – Millennium Information Technologies Limited
5369	NoBranch		Number of Branches	Mithila Somasiri – Millennium Information Technologies Limited
5370	BranchID		Unique Branch office ID	Mithila Somasiri – Millennium Information Technologies Limited
5371	Reserved			Igor Nagirner – ICAP
5372	Reserved			Igor Nagirner – ICAP
5373	Reserved			Igor Nagirner – ICAP
5374	Reserved			Igor Nagirner – ICAP
5375	Reserved			Igor Nagirner – ICAP
5376	Reserved			Igor Nagirner – ICAP
5377	Reserved			Igor Nagirner – ICAP
5378	Reserved			Igor Nagirner – ICAP
5379	Reserved			Igor Nagirner – ICAP
5380	Reserved			Igor Nagirner – ICAP
5381	ShortSecurityDesc	Instrument block	Short security description.	Oksana Zheliabina – B2BITS
5382	EncodedShortSecurityDescLen	Instrument block	Byte length of encoded (non-ASCII characters) EncodedShortSecurityDesc (5383) field.	Oksana Zheliabina – B2BITS
5383	EncodedShortSecurityDesc	Instrument block	Encoded (non-ASCII characters) representation of the ShortSecurityDesc (5381) field in the encoded format specified via the MessageEncoding (347) field.	Oksana Zheliabina – B2BITS
5384	AccruedInterestAmt	W, X	Amount of accrued interest.	Oksana Zheliabina – B2BITS
5385	MarketCode	Security Definition	Code of market where instrument is traded.	Oksana Zheliabina – B2BITS
5386	MinPriceIncrement	Security Definition	Used in pre-5.0 versions to provide same functionality as 5.0’s MinPriceIncrement(969).	Oksana Zheliabina – B2BITS
5387	MktShareLimit	Security Definition	Market share limit.	Oksana Zheliabina – B2BITS
5388	MktShareThreshold	Security Definition	Market share limit threshold.	Oksana Zheliabina – B2BITS
5389	MaxOrdersVolume	Security Definition	Maximum summary volume of active buy and sell orders.	Oksana Zheliabina – B2BITS
5390	SettlVenue		A three character code representing a valid Settlement Venue	Piero Cima – GATE T.I.
5391	SettlAccType		Settlement account type. Valid values: 1 = Standing 2 = House 3 = Client.	Piero Cima – GATE T.I.
5392	SenderGroupID		Assigned value used to identify specific message originator group.	Piero Cima – GATE T.I.
5393	Reserved			Piero Cima – GATE T.I.
5394	Reserved			Piero Cima – GATE T.I.
5395	Reserved			Piero Cima – GATE T.I.
5396	Reserved			Piero Cima – GATE T.I.
5397	Reserved			Piero Cima – GATE T.I.
5398	Reserved			Piero Cima – GATE T.I.
5399	Reserved			Piero Cima – GATE T.I.
5400	CashOrCredit	New Order – Single	Custom field for users that want to electronically submit a NewOrder-Single for the Korea Stock Exchange Market. 10-Cash 21-Margin Buying by Brokers’ Credit 22-Liquidation of Margin Buying by Brokers’ Credit 23-Short Sale by Brokers’ Credit 24-Liquidation of Short Sale by Brokers’ Credit 31-Margin Buying by The Korea Securities Finance Corporation(KSFC)’s Credit 32-Liquidation of Margin Buying by KSFC’s Credit 33-Short Sale by KSFC’s Credit 34-Liquidation of Short Sale by KSFC’s Credit	Kimyung Song – Korea Stock Exchange
5401	TradeType	New order-single	Identify the type of trade on the Korea Stock Exchange 3: Reported Block Trading 9: Trading of Treasury Stocks 72: After-hour Block Trading 79: After-hour Block Trading of Treasury Stocks 80: After-hour Basket Trading	Kyuha Yang – Korea Stock Exchange
5402	LocalOrForeign	New order-single	Identify whether client is local or foreign investor 0: Local Investor 1: Foreign Investor	Kyuha Yang – Korea Stock Exchange
5403	ForeignerID			Kyuha Yang – Korea Stock Exchange
5404	ClassiOfForInv	New order-single	Indicates the type of foreign investors 1: Non-resident Individuals 2: Non-resident Bank 3: Non-resident Insurance Company 4: Non-resident Securities Company 5: Non-resident Investment Company 6: Non-resident Investment Trust Company 7: Non-resident Other Company 8: Non-resident Korean with Permanent Foreign Residence 9: Non-resident Pension Fund 10: Resident 11: Resident Individuals 12: Resident Bank 13: Resident Insurance Company 14: Resident Securities Company 15: Resident Other Entity 20: Foreign Direct Invesment 21: FDI Individuals 22: FDI Bank 23: FDI Insurance Company 24: FDI Securities Company 25: FDI Other Company 30: Other 31: Acquirer of Korean Papers	Kyuha Yang – Korea Stock Exchange
5405	ExecPrice	New order-single	Indicates the price at which client buys or sells and uses for reported block trading 1: Opening Price, 3: Closing Price	Kyuha Yang – Korea Stock Exchange
5406	InvestorCode	New order-single	Indicate the type of investors to place order 1000: Securities Company 2000: Insurance Company 3000: Investment & Management Company 4000: Bank 5000: Merchant Bank 6000: Pension Fund 7000: Other Company 8000: Individuals 9000: Foreigner	Kyuha Yang – Korea Stock Exchange
5407	Non-memberID	New order-single	Assigned value to identify specific non-member that passes client order to member company.	Kyuha Yang – Korea Stock Exchange
5408	ProgramTrade	New order-single	Indicates the type of program trade 0: Regular, 1: Arbitrage, 2: Non-arbitrage	Kyuha Yang – Korea Stock Exchange
5409	ShortSaleType	New order-single	Indicates the type of short sale 0: Regular, 1: ShortSale with Price Restriction, 2: ShortSale without Price Restriction	Kyuha Yang – Korea Stock Exchange
5410	OrderRoutingMethod	New order-single	Indicates the means through which a customer routes orders to broker 1: Sale Office Terminal, 2: Wire Communication, 3: Wireless Communication, 4: HTS, 5: Others	Kyuha Yang – Korea Stock Exchange
5411	PriceIndi	New order-single	Uses for futures spread trade and indicates as “0”, “+” or “-“	Kyuha Yang – Korea Stock Exchange
5412	TradePurpose	New order-single	Indicates the purpose of futures and option trade 1: arbitrage, 2: Hedge, 3: Others	Kyuha Yang – Korea Stock Exchange
5413	ReceiptTime	Execution Report	Indicates time of order receipt in local time	Kyuha Yang – Korea Stock Exchange
5414	NearestSeries Price	Execution Report	Uses for futures spread trade and indicates contract price of the nearest month series	Kyuha Yang – Korea Stock Exchange
5415	FurthestSeriesPrice	Execution Report	Uses for futures spread trade and indicates furthest series price	Kyuha Yang – Korea Stock Exchange
5416	OrderDate	NewOrder-single	Indicate the order placing date in local time (YYYYMMDD)	Kimyung Song – Korea Stock Exchange
5417	AccountType	NewOrder-Single	0=Accounts for participants in securities saving plans 1= Accounts for non-participants in securities saving plans	Kimyung Song – Korea Stock Exchange
5418	ContractTime	NewOrder-Single	Indicate the local time in HHMMSSss that futures and options contract have been completed	Kimyung Song – Korea Stock Exchange
5419	BasketID	NewOrder-Single	Unique identifier for basket orders	Kimyung Song – Korea Stock Exchange
5420	CouponFrequency	IOI Message	This field indicates coupon frequency of Fixed Income securities.	Jenny Yeung – Lehman Brothers
5421	CallDate	IOI Message	This field indicates the call date of Agency Callables in Fixed Income.	Jenny Yeung – Lehman Brothers
5422	ReliabilityIndicator	IOI Message	This field indicates the reliability of a security.	Jenny Yeung – Lehman Brothers
5423	ModelType	Quote Message		Jenny Yeung – Lehman Brothers
5424	PortfolioID	Quote Message	This field indicates the portfolio ID	Jenny Yeung – Lehman Brothers
5425	SerialNo	String	2nd Part of unique Bloomberg serial number. (The 1st part of unique Bloomberg serial number is WorkStation)	Jenny Yeung – Lehman Brothers
5426	BrokerSeqNo	String	Broker Sequence Number	Jenny Yeung – Lehman Brothers
5427	InstrAttribType	String	“I” – Interest “D” – Discount	Jenny Yeung – Lehman Brothers
5428	AdjTargetLevel	float	adjusted target level	Jenny Yeung – Lehman Brothers
5429	NumberItems	number	Number of items/quote on the list	Jenny Yeung – Lehman Brothers
5430	SpotPrice	float	Treasury Price	Jenny Yeung – Lehman Brothers
5431	SpotYield	float	Treasury Yield	Jenny Yeung – Lehman Brothers
5432	CurveName	String	Curve Name e.g. LIBOR	Jenny Yeung – Lehman Brothers
5433	CurvePoint	float	Curve Point is the point on the benchmark curve	Jenny Yeung – Lehman Brothers
5434	AdjSpread	float	Broker Fee-Adjusted Spread	Jenny Yeung – Lehman Brothers
5435	FeeAdjToSpread	float	Fee adjustment to spread	Jenny Yeung – Lehman Brothers
5436	AdjYield	float	Fee-adjusted Yield	Jenny Yeung – Lehman Brothers
5437	OldPrice	New Order Single	Must be equal to the original Price	Priya Sampath – Changepond Technologies
5438	ReferenceID	Trade Capture Report	Tape print regional reference ID associated with a Trade report	Mithila Somasiri – Millennium Information Technologies Limited
5439	OldReferenceID	Trade Capture Reports	Original Reference ID of a correction/Cancellation Print sent to tape associated with a cancel/correct trade report	Mithila Somasiri – Millennium Information Technologies Limited
5440	ClearingStatus	Execution Report	Indicate the clearing status of the trade as communicated by the clearing house.	Mithila Somasiri – Millennium Information Technologies Limited
5441	ClearingMatchID	Execution Report	Unique Match ID assigned by the clearing system	Mithila Somasiri – Millennium Information Technologies Limited
5442	MatchingSlipID	Execution Report	Unique Slip ID assigned by the matching system	Mithila Somasiri – Millennium Information Technologies Limited
5443	ClearingSlipID	Execution Report	Unique Slip ID assigned by the Clearing System	Mithila Somasiri – Millennium Information Technologies Limited
5444	LegReport	Execution Report	Indicate whether the execution report is generated for a multi-leg order or an individual leg of a multi-leg order	Mithila Somasiri – Millennium Information Technologies Limited
5445	DownloadRequestID		Unique ID assigned to a data download request.	Mithila Somasiri – Millennium Information Technologies Limited
5446	RequestType		Download Request Type	Mithila Somasiri – Millennium Information Technologies Limited
5447	RequestID		Download Request ID	Mithila Somasiri – Millennium Information Technologies Limited
5448	NumMsg		Number of messages resulting from a download request.	Mithila Somasiri – Millennium Information Technologies Limited
5449	ReqResponseTo		Indicate the Type of request being responded to	Mithila Somasiri – Millennium Information Technologies Limited
5450	MDElementName (string data type)		The field is defined as a set of enumerated values providing one to one mapping of market data elements to entries in FIX messages.	Igor Nagirner – EBS
5451	MDStatScope (int data type)	MDSnapshot, MDIncremental	Describes a time dimension when distributing market data statistics. Values include: 1= current day, 2 = previous day, 3 = 1 minute, 4 = 10 seconds	Lisa Taikitsadaporn – Brook Path Partners, Inc.
5452	MDCountType	MDSnapshot, MDIncremental	Describes the count type in MDCount in relation to MDStatScope. Values include: 1 = Peak, 2 = Record, 3 = Time interval, 4 = Running count	Lisa Taikitsadaporn – Brook Path Partners, Inc.
5453	TraderCount	MDSnapshot, MDIncremental	Number of unique traders quoting at a particular price level.	Lisa Taikitsadaporn – Brook Path Partners, Inc.
5454	MarketZone	MDSnapshot, MDIncremental	Code identifying the market center/zone where market data entry originated from.	Lisa Taikitsadaporn – Brook Path Partners, Inc.
5455	SmoothRateSrc	MDSnapshot, MDIncremental	The source that published the smooth rate.	Lisa Taikitsadaporn – Brook Path Partners, Inc.
5456	MDStdDeviation	MDSnapshot, MDIncremental	The margin of error, confidence factor or standard deviation of a rate/price.	Lisa Taikitsadaporn – Brook Path Partners, Inc.
5457	PriceTimestamp	MDSnapshot, MDIncremental	The timestamp (UTC) of when the statistic is calculated. This may be different from the time the statistic is published (as indicated in MDEntryTime and MDEntryDate).	Lisa Taikitsadaporn – Brook Path Partners, Inc.
5458	MDDelayed	MDIncremental, MDSnapshot	Indicates whether the market data entry is being published on a delayed basis. Default is “N”. (Boolean field)	Lisa Taikitsadaporn – Brook Path Partners, Inc.
5459	SettlType	All where needed	This custom field is used in pre-5.0 versions of FIX to support the FX tenor expressions as defined in 5.0. Maps directly to 5.0’s SettlType (63) inclusive of definition, all enums and patterns.	Lisa Taikitsadaporn – Brook Path Partners, Inc.
5460	AggressorIndicator	TCR & where needed	Custom field to support identifying aggressor (taker) in a trade in pre-5.0 versions of FIX. This field maps directly to 5.0’s tag 1057 inclusive of definition and datatype.	Lisa Taikitsadaporn – Brook Path Partners, Inc.
5461	TicketStatus			Lisa Taikitsadaporn – Brook Path Partners, Inc.
5462	PrimeDealIndicator			Lisa Taikitsadaporn – Brook Path Partners, Inc.
5463	TradeID	TCR	For use in pre-5.0 versions to provide same information as TradeID (1003) in 5.0.	Lisa Taikitsadaporn – Brook Path Partners, Inc.
5464	SecondaryTradeID	TCR	Used in pre-5.0 versions to provide same functionality as 5.0’s SecondaryTradeID (1040)	Lisa Taikitsadaporn – Brook Path Partners, Inc.
5465	CstmApplVerID			Lisa Taikitsadaporn – Brook Path Partners, Inc.
5466	MDBookType	MD messages	This is used in pre-5.0 to allow the identification of book type. Same definition and usage as FIX 5.0’s MDBookType (1021).	Lisa Taikitsadaporn – Brook Path Partners, Inc.
5467	MDPriceLevel	MD messages	This is used in pre-5.0. Same definition and usage as FIX 5.0’s MDPriceLevel (1023).	Lisa Taikitsadaporn – Brook Path Partners, Inc.
5468	MDCount	MD messages		Lisa Taikitsadaporn – Brook Path Partners, Inc.
5469	ReqResponseStatus		Processing Status of a download request	Mithila Somasiri – Millennium Information Technologies Limited
5470	PriceMvmLimit	Security Definition	Maximum deviation of prices from settlement price.	Oksana Zheliabina – B2BITS
5471	CalculatedCcyLastQty	AE	FX Deal Feed Field	Igor Nagirner – ICAP
5472	PriceMvmLimitT1	Security Definition	Maximum deviation of prices from settlement price at T+1.	Oksana Zheliabina – B2BITS
5473	MguIndicator	Custom	Indicates whether a trade notification is generated as a result of a MGU order execution. Valid values: 1 – MGU Execution 0 – Other	Mithila Somasiri – Millennium Information Technologies Limited
5474	AbbreviatedPrice	New Order, Execution Report	Contract Price Price of the leg can be expressed as (a) Explicit Price (e.g. 7589) Explicit Price is a positive number without any prefix. (b) A price code expression (e.g. S + 10 which means settlement price plus ten) Valid price codes are S, YS, C, V ,M & B (basis) (c) A differential (e.g. -10 which means ten units lower than the price of the first leg) A valid differential is a number prefixed with either (+) or( – )	Mithila Somasiri – Millennium Information Technologies Limited
5475	PromptDate	New Order, Execution Report	Expiry(options) / Delivery(Futures) date of the contract For Futures this is either entered as an explicit date in DDMMYY or as an abbreviated date code (e.g. T – Tomorrow, c – Two days, 3 – 3 months, MMMYY – Monthly). For Options contracts, this field will be populated by the expiry month code in MMMYY	Mithila Somasiri – Millennium Information Technologies Limited
5476	PrivateReference	New Order, Execution Report	Free form text up to 80 characters.	Mithila Somasiri – Millennium Information Technologies Limited
5477	PublicReferece	New Order, Execution Report	Free form text up to 80 characters	Mithila Somasiri – Millennium Information Technologies Limited
5478	CrossIndicator	New Order, Execution Report	Indicates a single trade half or a cross. Value Meaning 0 Single Trade Half 1 Cross	Mithila Somasiri – Millennium Information Technologies Limited
5479	CarryIndicator	New Order, Execution Report	Indicates whether this message contains a single trade half/cross or a carry trade half/cross. Value Meaning 0 Outright 1 Carry	Mithila Somasiri – Millennium Information Technologies Limited
5480	YieldTo	String	Yield to value = M.C. P&A	Jenny Yeung – Lehman Brothers
5481	CleanPx	float	Clean Price is Fee adjusted price	Jenny Yeung – Lehman Brothers
5482	GrossPx	float	Gross Price is Trade price without brokerage fee	Jenny Yeung – Lehman Brothers
5483	ProceedsCalBy	String	Dealer that calculates the trade proceeds	Jenny Yeung – Lehman Brothers
5484	Principal	float	fee-adjusted principal	Jenny Yeung – Lehman Brothers
5485	DealerPrincipal	float	trade principal without brokerage fee	Jenny Yeung – Lehman Brothers
5486	dealerNetMoney	float	trade net money without brokerage fee	Jenny Yeung – Lehman Brothers
5487	NoDealers	integer	number of dealers	Jenny Yeung – Lehman Brothers
5488	ListID	String	the unique identifier of the multi-quote or Inquiry list	Jenny Yeung – Lehman Brothers
5489	Direction	String	“F” – Forward “R” – Reverse Inquiry	Jenny Yeung – Lehman Brothers
5490	LongName	String	Client Long Name	Jenny Yeung – Lehman Brothers
5491	YieldAdjustment	float	Yield Adjustment	Jenny Yeung – Lehman Brothers
5492	QuoteYieldTo	String	Quote Yield To	Jenny Yeung – Lehman Brothers
5493	GrossCover	float	Gross Cover	Jenny Yeung – Lehman Brothers
5494	LastTrader	String	Last Trader	Jenny Yeung – Lehman Brothers
5495	STATE	String	state of the trading flow	Jenny Yeung – Lehman Brothers
5496	LastYield	float	Last Yield	Jenny Yeung – Lehman Brothers
5497	DaysToSettlement	int	number of business days to settlement date	Jenny Yeung – Lehman Brothers
5498	BindIndicator	String	This is the holding bind indicator for Corporate Bonds. The value options are “Y” – Yes, and “N” – No.	Jenny Yeung – Lehman Brothers
5499	OrdStatus	number	1 = Accept 2 = Reject 3 = Expire 4 = Cancel 6 = Counter 9 = Pass	Jenny Yeung – Lehman Brothers
5500	DivReinvest	Y or N	To specify whether to reinvest the dividend or not. Y(Yes) or N(No) value.	Murali Takkalapati – Performance Technologies, Inc.
5501	TransFeeIncluded	Y or N	To specify whether the transaction fee is included in the amount (Y), or not (N)	Murali Takkalapati – Performance Technologies, Inc.
5502	DIVINST	Dividend Instructions -RR, CC , CR, CI	The following types of instructions are possible 1. Reinvest Dividends and Capital Gains (RR) – default 2.Pay Dividends and Capital Gains in Cash (CC) 3.Pay Dividends in Cash and Reinvest Capital Gains (CR) 4.Current Instructions (CI)	Murali Takkalapati – Performance Technologies, Inc.
5503	NumLinks	Number of Links – Linked Trades	Specifies the number of links in the particular trade.	Murali Takkalapati – Performance Technologies, Inc.
5504	LinkSymbol	Linked Trades	The NumLinks should be specified before using the LinkSymbol. LinkSymbol and LinkPercent are children of NumLinks	Murali Takkalapati – Performance Technologies, Inc.
5505	LinkPercent	Linked/Exchange/Swap Trades	The NumLinks should be specified before using the LinkPercent. LinkPercent and LinkSymbol are children of NumLinks	Murali Takkalapati – Performance Technologies, Inc.
5506	LinkPercent	Linked/Exchange/Swap Trades	The NumLinks should be specified before using the LinkPercent. LinkPercent and LinkSymbol are children of NumLinks	Murali Takkalapati – Performance Technologies, Inc.
5507	TrdMatchTime	Execution Report	date, time at which the trade was matched. format DDMMYYYY-HHMMSS	Mithila Somasiri – Millennium Information Technologies Limited
5508	FaceValue	Security Definition	Face value of security.	Oksana Zheliabina – B2BITS
5509	AuctionIndicator	Security Status	Indicates whether or not the auction is being held for the security.	Oksana Zheliabina – B2BITS
5510	ChgFromWAPrice	W, X	Indicates change from previous day’s weighted average price vs. last traded price.	Oksana Zheliabina – B2BITS
5511	ChgOpenInterest	W, X	Indicates change from previous day’s open interest.	Oksana Zheliabina – B2BITS
5512	FirstEligibleTradeDate	Security Definition	First eligible trade date.	Oksana Zheliabina – B2BITS
5513	LastEligibleTradeDate	Security Definition	Last eligible trade date. Similar to EventDate(866) with EventType(865) = ‘7’.	Oksana Zheliabina – B2BITS
5514	InstrumentPricePrecision	Security Definition	Number of decimals in prices. Similar to InstrAttribValue(872) with InstrAttribType(871) = ’27’.	Oksana Zheliabina – B2BITS
5515	Counterparty Account	D, 8	Account identifier of a counterparty for Fixed Income orders & executions.	Brian Gay – Bloomberg
5516	MemberVolume	Custom	Volume traded by a particular member	Mithila Somasiri – Millennium Information Technologies Limited
5517	MasterAccount	AE	Master account identifier	Gleb Skayansky – Bloomberg LLP.
5518	AssumedCoupon	AE	Mortgage/assest backed security assumed coupon	Gleb Skayansky – Bloomberg LLP.
5519	PrepaymentSpeed	AE	Mortgage prepayment speed	Gleb Skayansky – Bloomberg LLP.
5520	BenchmarkOfferPx	S	Benchmark offer price for quote messages that inclue the SpreadOrBenchmarkCurveData component block.	Joseph Fruchter – Bloomberg LP
5521	BenchmarkBidYield	S	Benchmark bid yield for quote messages that inclue the SpreadOrBenchmarkCurveData component block.	Joseph Fruchter – Bloomberg LP
5522	BenchmarkOfferYield	S	Benchmark offer yield for quote messages that inclue the SpreadOrBenchmarkCurveData component block.	Joseph Fruchter – Bloomberg LP
5523	BenchmarkOfferSpread	S	Benchmark offer spread for quote messages that inclue the SpreadOrBenchmarkCurveData component block.	Joseph Fruchter – Bloomberg LP
5524	OriginalDestination	8, J	To specify the original destination of a Drop copy message. Can be a platform, exchange or anything – Mutually agreed upon.	Sheetal Chainraj – Bloomberg L.P
5525	Haircut	Execution Reports	This term describes the way brokers and clients protect themselves from market risk in doing repos.	Sheetal Chainraj –
5526	AllInPrice	Execution Reports		Sheetal Chainraj –
5527	AllocationIndicator	Execution Reports	Indicates if allocations are to follow (Most likely a Allocation Instruction FIX Message) for the trade indicated by this Execution Report. Possible Values: 1 – No Allocations. 2 or More – Allocations Will follow. (They could indicate the possible number of accounts the allocations will occur to.)	Sheetal Chainraj –
5528	SalesBook	8 = Execution Report	Identify the book for the salesperson doing the trade.	Sheetal Chainraj –
5529	NoInvPositions	6	Repeating group count. No of Inventory positions advertised. Part of group (5529-5531)	Sheetal Chainraj – Bloomberg L.P
5530	InvPositionDate	6	Date of the inventory position. LocalMmktDate. Part of group (5529-5531)	Sheetal Chainraj – Bloomberg L.P
5531	InvPositionQty	6	The available amount associated with the InvPositionDate, expressed as par value. A short position will be specified as a negative par value. Part of group (5529-5531)	Sheetal Chainraj – Bloomberg L.P
5532	RateEffectiveDate	6	The date (last reset date) from which the coupon rate is effective for Variable Rate Demand Note and tender option bonds. Type= LocalMmktDate	Sheetal Chainraj – Bloomberg L.P
5533	TradeCorrectType	AE, 8	Indicates the type of correct sent in the Trade Capture or Execution Report. (Ex: Material change or not)	Sheetal Chainraj – Bloomberg L.P
5534	AllocAccountSubID1	J	Sub identifier for the Allocation Accounts. Will be part of the NoAllocs group.	Sheetal Chainraj – Bloomberg L.P
5535	AllocAccountSubID2	J	Sub identifiers #2 for Allocation Accounts. Will be part of the NoAllocs group.	Sheetal Chainraj – Bloomberg L.P
5536	AllocAccountSubID3	J	Sub identifier #3 for Allocation accounts. Will be part of the NoAllocs group.	Sheetal Chainraj – Bloomberg L.P
5537	CurrentFace	8, J	Current face for Mortgages, ABS, CMO, CMBS etc. (Original face * Factor).	Sheetal Chainraj – Bloomberg L.P
5538	AllocCurrentFace	J, AS	Current Face allocated to this Allocation account. For MTGEs only. Part of “NoAllocs” repeating group.	Sheetal Chainraj – Bloomberg L.P
5539	AllocGrossTradeAmt	J, AS	Gross trade amount allocated to the Allocation account. Part of the “NoAllocs” repeating group.	Sheetal Chainraj – Bloomberg L.P
5540	CurveDateRate1			Sheetal Chainraj – Bloomberg L.P
5541	CurveDateRate2			Sheetal Chainraj – Bloomberg L.P
5542	AllocGrossTradeAmt			Sheetal Chainraj – Bloomberg L.P
5543	FirmAmount	IOI	Firm offering quantity for Municipal Commercial Paper.	Sheetal Chainraj – Bloomberg L.P
5544	SecondaryCurrency	Execution Report (8)	The denomination of the SecondaryQty (6054) field.	Dmitry Gundorov – Deutsche Bank
5545	BWitemID	New Order, Execution Report	Bids Wanted Item ID.	Sheetal Chainraj – Bloomberg L.P
5546	AllocGrossTradeAmt-New			Sheetal Chainraj – Bloomberg L.P
5547	AllocCurrentFace-New			Sheetal Chainraj – Bloomberg L.P
5548	AdjustedSwapPoints	Execution Report (8)	(Deprecated) Swap points of a trade, adjusted to the Spot price denomination (multiplied by the forward tick size)	Dmitry Gundorov – Deutsche Bank
5549	ClientFullName	Execution Report (8)	Full name of a client that has executed the trade	Dmitry Gundorov – Deutsche Bank
5550	BalanceGroupID	New Order Single	Specifies the Unique Identifier of the BalanceGroup to which this Order should be assigned to.	Kiran K Pingali – JapanCross Securities
5551	BuyLimit	New Order Single, New Order List	Describes the BuyLimit for that Balance Group	Kiran K Pingali – JapanCross Securities
5552	SellLimit	New Order Single, New Order List	Specifies the SellLimit of the BalanceGroup, of which this order is part of. The Identifier of the BalanceGroup is specified in the BalanceGroupID Tag.	Kiran K Pingali – JapanCross Securities
5553	MinimumValueType	New Order Single, New Order List	(To be used if MinQty– Tag 110 is used) Valid values ‘S’ – Shares ‘V’ – Value	Kiran K Pingali – JapanCross Securities
5554	RolloverFlag	New Order-List	Speicies how long the Order would be valid in the books of the Crossing System. Vaild values: blank – No rollovers S – same cross until good-through date has expired U – Unlimited n – (1-9) rollover to the next cross, decrement n until 0	Kiran K Pingali – JapanCross Securities
5555	ReturnCode	all message types	This field will be used to indicate a specific error message or informational message that may or may not exist in the Text tag (58) of an acknowledgement response. NOTE: This field may contain repeating values delimited by a hexidecimal ’40’ character.	Kevin Bilello – Beta Systems
5556	BaseSwapPx	Instrument block	Base SWAP price.	Oksana Zheliabina – B2BITS
5557	AggregatedOrderExecRefIDs	Execution Report (8)	Comma separated list of aggregated trades ids	Dmitry Gundorov – Deutsche Bank
5558	BuyBackPx	Instrument block	Buy back price.	Oksana Zheliabina – B2BITS
5559	BuyBackDate	Instrument block	Buy back date.	Oksana Zheliabina – B2BITS
5560	Reserved			Igor Nagirner – ICAP
5561	Reserved			Igor Nagirner – ICAP
5562	Reserved			Igor Nagirner – ICAP
5563	Reserved			Igor Nagirner – ICAP
5564	Reserved			Igor Nagirner – ICAP
5565	Reserved			Igor Nagirner – ICAP
5566	Reserved			Igor Nagirner – ICAP
5567	Reserved			Igor Nagirner – ICAP
5568	Reserved			Igor Nagirner – ICAP
5569	Reserved			Igor Nagirner – ICAP
5570	Reserved			Igor Nagirner – ICAP
5571	Reserved			Igor Nagirner – ICAP
5572	Reserved			Igor Nagirner – ICAP
5573	Reserved			Igor Nagirner – ICAP
5574	Reserved			Igor Nagirner – ICAP
5575	Reserved			Igor Nagirner – ICAP
5576	Reserved			Igor Nagirner – ICAP
5577	Reserved			Igor Nagirner – ICAP
5578	Reserved			Igor Nagirner – ICAP
5579	Reserved			Igor Nagirner – ICAP
5580	Reserved			Igor Nagirner – ICAP
5581	Reserved			Igor Nagirner – ICAP
5582	Reserved			Igor Nagirner – ICAP
5583	Reserved			Igor Nagirner – ICAP
5584	Reserved			Igor Nagirner – ICAP
5585	Reserved			Igor Nagirner – ICAP
5586	Reserved			Igor Nagirner – ICAP
5587	Reserved			Igor Nagirner – ICAP
5588	Reserved			Igor Nagirner – ICAP
5589	Reserved			Igor Nagirner – ICAP
5590	Reserved			Igor Nagirner – ICAP
5591	Reserved			Igor Nagirner – ICAP
5592	Reserved			Igor Nagirner – ICAP
5593	Reserved			Igor Nagirner – ICAP
5594	Reserved			Igor Nagirner – ICAP
5595	Reserved			Igor Nagirner – ICAP
5596	Reserved			Igor Nagirner – ICAP
5597	Reserved			Igor Nagirner – ICAP
5598	Reserved			Igor Nagirner – ICAP
5599	Reserved			Igor Nagirner – ICAP
5600	Thomson UDF			Matthew Godin – Thomson
5601	Thomson UDF			Matthew Godin – Thomson
5602	Thomson UDF			Matthew Godin – Thomson
5603	Thomson UDF			Matthew Godin – Thomson
5604	Thomson UDF			Matthew Godin – Thomson
5605	Thomson UDF			Matthew Godin – Thomson
5606	Thomson UDF			Matthew Godin – Thomson
5607	Thomson UDF			Matthew Godin – Thomson
5608	Thomson UDF			Matthew Godin – Thomson
5609	Thomson UDF			Matthew Godin – Thomson
5610	Thomson UDF			Matthew Godin – Thomson
5611	Start Time		Start time for an algorithmic order	Chris Chaffee –
5612	End Time		End time for an algorithmic order	Chris Chaffee –
5613	Urgency		Urgency or aggressiveness for an algorithmic order	Chris Chaffee –
5614	NumberOfSlices		Number of slices for an algorithmic order	Chris Chaffee –
5615	IncludeMarketOpen		Indicates whether or not an algorithmic order should participate in opening crosses	Chris Chaffee –
5616	IncludeMarketClose		Indicates whether or not an algorithmic order should participate in closing crosses	Chris Chaffee –
5617	MinPctParticipation		Indicates the minimum participation rate for an algorithmic order	Chris Chaffee –
5618	TgtPctParticipation		Indicates the target participation rate for an algorithmic order	Chris Chaffee –
5619	MaxPctParticipation		Indicates the maximum participation rate for an algorithmic order	Chris Chaffee –
5620	TargetPrice		Indicates the target price for an algorithmic order	Chris Chaffee –
5621	DisplaySize		Indicates the quantity to be displayed on an algorithmic order	Chris Chaffee –
5622	SweepType		Type of sweep algorithm to be employed prior to routing the order to a broker or exchange.	Chris Chaffee –
5623	SweepPriceEnum		Pricing algorithm to be employed when sweeping an order.	Chris Chaffee –
5624	SuppTacticsFlag		Supplemental flags to implement specific algorithm features.	Chris Chaffee –
5625	MKTXInquiryType	QuoteRequest	Enumeration used to indicate MarkeAxess Quote Release model. Supported Values: 1-ASAP, 2-Holding Bin	Daniel Jacobson – MarketAxess
5626	MKTXPricingProcess	QuoteRequest,QuoteStatusReport	Enumeration defining the types of benchmark-spotting workflows used to arrive at the final price of fixed-income trades. Supported Values:1 = Manual,2 = Phone, 3 = Auto, 4 = OneStep, 5 = Standard	Daniel Jacobson – MarketAxess
5627	MKTXInquiryState	Quote, QuoteStatusReport	Enumeration indicating MarketAxess Inquiry States	Daniel Jacobson – MarketAxess
5628	MKTXReleaseTime	QuoteRequest	UTCTimestamp Time of day indicating the time at which the client will see dealer responses	Daniel Jacobson – MarketAxess
5629	MKTXQuoteReponseRejectReason	QuoteResponseReject	Text indicating rejection reason e.g. “Action invalid in this state”	Daniel Jacobson – MarketAxess
5630	MKTXAvailableActions	Quote,QuoteStatusReport	Comma separated list of available actions, e.g. “CANCEL” “PASS,ACCEPT,COUNTER” “NONE”	Daniel Jacobson – MarketAxess
5631	MKTXListType	custom	Indicates the type of MarketAxess inquiry-list. Valid values are: 1 = High Grade 2 = High Yield 3 = Euro (Spread) 4 = Euro (Price) 5 = Emerging Markets	Daniel Jacobson – MarketAxess
5632	MKTXListComment	ListQuoteRequest	Client-trader’s comment to dealers	Daniel Jacobson – MarketAxess
5633	MKTXListRejectMode	ListQuoteRequest	Indicates whether MarketAxess should reject all list-items or only invalid list-items, if list contains invalid items. Values: 1 = RejectInvalidItemsOnly 2 = RejectAllItems The client OMS can use this field to control the action that MarketAxess will take, if MarketAxess validation finds that the list contains one or more invalid list-items.	Daniel Jacobson – MarketAxess
5634	MKTXListName	custom	Names an inquirty-list	Daniel Jacobson – MarketAxess
5635	MADataID	W	Numeric field identifying each traded security in MarketAxess system. Unique per trade being reported in BTDS feed	Anthony Merhi – MarketAxess
5636	DataSource	W	Identifier of system sending the market data. DataType=String	Anthony Merhi – MarketAxess
5637	MDEntryTransType	W	Trade Type reported in Market Data, used when MDEntryType = 2(Trade). DataType=char Values: 0=Done (New Trade), 1=Cancel, 2=Corrected	Anthony Merhi – MarketAxess
5638	BTDSSaleCondition	W	Sale condition code for trades as reported by FINRA DataType=char Values: @ = Regular Trade C = Cash Trade N = Next Day R = Sellers Option A = Trades outside market hours W = Weighted Average Price Z = Sold Late S = No special condition applied	Anthony Merhi – MarketAxess
5639	BTDSCommissionIndicator	W	Boolean field indicating if the price is inclusive of dealer commission.	Anthony Merhi – MarketAxess
5640	BTDSQuantityIndicator	W	Indicates in Quantity reported is actual or estimated. DataType=Char Values: A=Actual, E=Estimated	Anthony Merhi – MarketAxess
5641	BTDSSecondModifier	W	Indicates whether there is a second sale condition that is applicable to the trade. DataType=char Values: A = Trades outside the market hours Z =Sold Late (Out of Sequence) S = No Second Modifier Applicable	Anthony Merhi – MarketAxess
5642	BTDSPriceChangeCode	W	Describes the summary price change(s) the transaction caused for the issue traded. DataType=char Values: 0 = No Price/Yield Changed 1 = Last Price/Yield Changed 2 = Low Price-Yield Changed 3 = Last Price/Yield and Low Price/Yield Changed 4 = High Price/Yield Changed 5 = Last Price/Yield and High/Price/Yield Changed 6 = High Price/Yield and Low Price/Yield Changed 7 = All Prices/Yields Changed	Anthony Merhi – MarketAxess
5643	BTDSSpecialPriceIndicator	W	Boolean field indicating whether the transaction is a ‘Special Price Trade’ or not	Anthony Merhi – MarketAxess
5644	BTDSReportingPartySide	MarketData Full Snapshot	One character field to describe the side of trade being reported. Values: B=dealer bought securities from the customer, S= dealer sold securities to the customer, D= inter-dealer transaction (always from the sell side)	Pomeli Ghosh – MarketAxess
5645	OASSpread	W	MarketAxess estimated option adjusted spread for the traded security. Datatype=float	Anthony Merhi – MarketAxess
5646	ParSpread	W	MarketAxess estimated par spread for the traded security. Datatype=float	Anthony Merhi – MarketAxess
5647	MktSpread	W	MarketAxess estimated market spread for the traded security. Datatype=float	Anthony Merhi – MarketAxess
5648	SuspectTradeIndicator	W	Boolean flag indicating if trade is a suspect trade.	Anthony Merhi – MarketAxess
5649	OrigBCastSeqNo	W	Exists for a Cancel (5637=1) or Corrected (5637=2) trade report. This field contains the BCastSeqNo (tag 6103) of the trade that is being cancelled or corrected. DataType=SeqNum	Anthony Merhi – MarketAxess
5650	MKTXEstimatedQuantity	W	Reports the MarketAxess estimated quantity for a trade where tag 5640=E, i.e. the quantity falls beyond the range disseminated by FINRA for High Grade and High Yield bonds. DataType=Qty	Anthony Merhi – MarketAxess
5651	MKTXDeltaDaySpread	W	Day over day change in spread to treasury with respect to comparable size trade. If the bond did not trade during the prior day, no value is reported. Change computed against last trade from prior day. DataType=float	Anthony Merhi – MarketAxess
5652	MKTXDeltaWeekSpread	W	Week over week change in spread to treasury with respect to comparable size trade. If the bond did not trade during the prior week, no value is reported. Change computed against last trade from prior week. DataType=float	Anthony Merhi – MarketAxess
5653	MKTXDeltaMtdSpread	W	Month-to-date change in spread to treasury with respect to comparable size trade. If the bond did not trade during the prior month, no value is reported. Change computed against last trade from prior month. DataType=float	Anthony Merhi – MarketAxess
5654	MKTXDeltaWeekPrice	W	Week over week change in price with respect to comparable size trade. If the bond did not trade during the prior week, no value is reported. Change computed against last trade from prior week. DataType=float	Anthony Merhi – MarketAxess
5655	MKTXDeltaDayPrice	W	Day over day change in price with respect to comparable size trade. If the bond did not trade during the prior day, no value is reported. Change computed against last trade from prior day. DataType=float	Anthony Merhi – MarketAxess
5656	MKTXDeltaMtdPrice	W	Month-to-date change in price with respect to comparable size trade. If the bond did not trade during the prior month, no value is reported. Change computed against last trade from prior month. DataType=float	Anthony Merhi – MarketAxess
5657	MKTXDeltaDayYield	W	Day over day change in yield with respect to comparable size trade. If the bond did not trade during the prior day, no value is reported. Change computed against last trade from prior day. DataType=float	Anthony Merhi – MarketAxess
5658	MKTXDeltaWeekYield	W	Week over week change in yield with respect to comparable size trade. If the bond did not trade during the prior week, no value is reported. Change computed against last trade from prior week. DataType=float	Anthony Merhi – MarketAxess
5659	MKTXDeltaMtdYield	W	Month-to-date change in yield with respect to comparable size trade. If the bond did not trade during the prior month, no value is reported. Change computed against last trade from prior month. DataType=float	Anthony Merhi – MarketAxess
5660	IncludeSIs	Quote Request, New Order	Valid Values = Y or N. For quote requests or orders that are submitted to multiple Retail Service Providers (RSPs) for best execution, this field specifies whether RSPs acting as Systematic Internalizers (SIs) should be included (Y) or not included (N).	Stephen Irwin – Thomson Financial
5661	NoMKTXCostAnalysis	ExecutionReport	Repeating Custom Block for showing MKTX cost analysis calcs to clients. Exists if at least one type of cost analysis data is available. DataType: NumInGroup Value: 1..N, for number of cost analysis information provided	Pomeli Ghosh – MarketAxess
5662	MKTXAnalysisTo	ExecutionReport	Req’d field if 5661 exists. Defines the value against which cost analysis is being reported. DataType: String Defined Values are: Cover, Avg, BondTicker	Pomeli Ghosh – MarketAxess
5663	MKTXBenefit	ExecutionReport	Difference between Traded Principle and calculated principle for the value of “MKTXAnalysisTo” (Cover, Avg, BondTicker) DataType: Amt Value: float field with 2 decimal point precision	Pomeli Ghosh – MarketAxess
5664	MKTXComparisonPrice	ExecutionReport	Price for the value of “MKTXAnalysisTo” (Cover, Avg, BondTicker) DataType: Price Value: float field with 4 decimal point precision	Pomeli Ghosh – MarketAxess
5665	MKTXPriceDiff	ExecutionReport	Difference between Traded Price and calculated price for the value of “MKTXAnalysisTo” (Cover, Avg, BondTicker) DataType: Price Value: float field with 4 decimal point precision	Pomeli Ghosh – MarketAxess
5666	MaturitySize	6 – IOI	Size available corresponding to Maturity range. Part of NoDateRates (5538) repeating group.	Sheetal Chainraj – Bloomberg L.P
5667	MatDatStartYield	6 – IOI	Yield corresponding to Maturity start date. Part of NoDateRates (5538) repeating group.	Sheetal Chainraj – Bloomberg L.P
5668	MatDatEndYield	6 – IOI	Yield corresponding to Maturity end date. Part of NoDateRates (5538) repeating group.	Sheetal Chainraj – Bloomberg L.P
5669	FillOrKillAmount	6 – IOI	Fill or Kill Quantity.	Sheetal Chainraj – Bloomberg L.P
5670	PositionAccount	6 – IOI	Account / Fund / Book name of the position.	Sheetal Chainraj – Bloomberg L.P
5671	FOKPosition	6	FOK Position in an account.	Sheetal Chainraj – Bloomberg L.P
5672	SecondaryIndividualAllocID	J	Secondary Alloc ID per allocation account.	Sheetal Chainraj – Bloomberg L.P
5673	SettlCurrAccruedInterestAmt	8, J	Accrued Interest in the Settlement currency.	Sheetal Chainraj – Bloomberg L.P
5674	SettlCurrNetMoney	8, J	Net money in Settlment Currency.	Sheetal Chainraj – Bloomberg L.P
5675	TaxRate	AE	Tax rate.	Sheetal Chainraj – Bloomberg L.P
5676	Reserved			Sheetal Chainraj – Bloomberg L.P
5677	Repo2Px	Instrument block	Price of the second part of REPO.	Oksana Zheliabina – B2BITS
5678	ReceivePendings	Logon (MsgType = A)	Used to indicate that the receipt of Execution Reports pending confirmation is required or not, that is those Execution Reports with OrdStatus [39] = A (Pending New), E (Pending Replace) or 6 (Pending Cancel)	Francesc Prats – MEFF
5679	FixEngineName	Logon (MsgType = A)	A string value that contains a descriptive chain of software used by the client for the FIX connection. Only used for informative purposes.	Francesc Prats – MEFF
5680	ProprietaryFixProtocolVersion	Logon (MsgType = A)	Exact identification of the protocol used and expected by the initiator (String)	Francesc Prats – MEFF
5681	ExchangeTradeType	Execution Report (Msg Type = 8)	Exchange defined type of trade(String)	Francesc Prats – MEFF
5682	NewSecuritySubscription	Security List Request (MsgType = x)	Specifies whether to subscribe to “New Securities” (Char)	Francesc Prats – MEFF
5683	SecondaryConfirmStatus	Confirmation (MsgType = AK)	Describes the Give-up state (Char)	Francesc Prats – MEFF
5684	TotalBustedQty	Execution Report	Total number of shares busted.	Oksana Zheliabina – B2BITS
5685	Ordered Quantity Leg 2		Ordered quantity for leg 2 of a 2-legged strategy.	Amit Chilgunde – Barclays Capital
5686	InWorkup	Market Data Snapshot	Indicates that an order is tradable in a workup that is currently in progress.	Michael Merold – ICAP
5687	Executed Quantity Leg2		Executed quantity on fills for leg 2 of a 2-legged strategy.	Amit Chilgunde – Barclays Capital
5688	Draft Algo Flag	D,F,G,8	Indicating draft algo status	Tao Shen – Guosen Securities Co.,Ltd
5689	VersionID	D,F,G,8	Version identifier tag	Tao Shen – Guosen Securities Co.,Ltd
5690	TargetStrategy	D,F,G,8	Base strategy	Tao Shen – Guosen Securities Co.,Ltd
5691	ReferencePrice	D,G	Reference price for an algo, not binding as limit price	Tao Shen – Guosen Securities Co.,Ltd
5692	ReferenceVolume	D,G	Referred volume of char type.Valid value: A)total market volume;B)market volume with given limitpx;	Tao Shen – Guosen Securities Co.,Ltd
5693	PegTo	D,E,F,G,8,9	A = SHCOMP B = SZCNST C = CSI300 D = SME E = CHINEXT S = SMART P = PORTFOLIO	Tao Shen – Guosen Securities Co.,Ltd
5694	CatchUp	D,E,F,G,8,9	A = NOW B = Redistribute C = Tilt-Dist	Tao Shen – Guosen Securities Co.,Ltd
5695	LimitWRT	D,E,F,G,8,9	A = fill B = leaves	Tao Shen – Guosen Securities Co.,Ltd
5696	SoftLimit	D,E,F,G,8,9	Y = Yes N = No	Tao Shen – Guosen Securities Co.,Ltd
5697	IPO Subscription Venue	D,8	1 = Online 2 = Offline	Tao Shen – Guosen Securities Co.,Ltd
5698	Desk	confirm, confirm request		Kelly Calnan – Fidelity Investments
5699	Restricted Brokers	New Order Single, Cancel/Replace	used with aggregator connections to confirm counterparties a security cannot be traded with	Kelly Calnan – Fidelity Investments
5700	LocateBroker		NASD Rule 3370 (Short Sell Rule) requires that every short sell order specify a Locate (Tag 114=Y), identifying which broker has loaned the stock to settle the short sale.	Joel Greenwood – RBC Capital Markets
5701	LocateIdentifier		The actual locate identifier/reference provided by the LocateBroker (5700).	Scott Atwell – American Century Investments
5702	PreBorrowQty	D	Share quantity in pre-borrow agreement. Used with 5700 and 5701 to resolve Threshold-list Short Sell locates.	Kevin Maroney – Piper Jaffray
5703	OriginalSource	ExecutionReport	The field indicates the trade source	Andrey Tapekha – Deutsche Bank
5704	BusinessLine	String	The field indicates the business line owner of orders.	Nikolay Volnov – Deutsche Bank
5705	NIMAllowed	Security List and Definition	Indicates whether NIM is allowed for this instrument.	Michael Merold – ICAP
5706	FixedRate	floating	fixed rate in Swap	Jenny Yeung – Lehman Brothers
5707	PayPeriodMultiplier	integer	period multiplier of payment dates	Jenny Yeung – Lehman Brothers
5708	AdjDayRegion	String	business center of the adjusted business Day convention used in Swap.	Jenny Yeung – Lehman Brothers
5709	ADJSDT	Date	accrual period start Day adjustment convention	Jenny Yeung – Lehman Brothers
5710	PnlLocation	String	the location of PnL: NY – New York LD – London TK – Tokyo	Jenny Yeung – Lehman Brothers
5711	AckStatus		two int value options: 1 : Accept 2 : Reject	Jenny Yeung – Lehman Brothers
5712	AckType		String representing the Bloomberg Ack Name	Jenny Yeung – Lehman Brothers
5713	TicketStatus	QuoteRequest	TicketStatus represents the internal status of the ticket. Possible Status: New – The client requested a quote Quoted – The trader sent a quote CustDone – The client accepted within the OTW time CustDoneConfirmed – Bloomberg confirmed the client accepted within the OTW CustEnd – The client passed Subject – The client accepted outside the OTW time DealerDone – The trader accepted DealerEnd – The trader passed CustTimeOut – The ticket timed out on the client DealerTimeOut – The ticket timed out on the trader	Jenny Yeung – Lehman Brothers
5714	TicketTraders	QuoteRequest	represents a list of traders (comma delimited) who received the ticket	Jenny Yeung – Lehman Brothers
5715	TicketOwner	QuoteRequest	Represents the trader who too ownership of the ticket	Jenny Yeung – Lehman Brothers
5716	TimespanToQuote	QuoteRequest	This field would contain the time (in seconds) the trader has to submit his quote.	Jenny Yeung – Lehman Brothers
5717	ExpireBy		String Type. Valid values: Client, Dealer	Jenny Yeung – Lehman Brothers
5718	BBRespType		this is an integer field.	Jenny Yeung – Lehman Brothers
5719	StartPaymentDate	ExecutionReport	date format. This indicates the starting payment date of interest rate.	Jenny Yeung – Lehman Brothers
5720	EndPaymentDate	ExecutionReport	Date Type. GMT format. this is the end payment date of interest rate in SWAP	Jenny Yeung – Lehman Brothers
5721	FloatingPaymentFreq	Quote	data type: int. this is the payment frequency of floating interest rates in interest rate swap.	Jenny Yeung – Lehman Brothers
5722	FixedPaymentFreq	Quote	Data Type: int this is the payment frequency of Fixed interest rate payment in Interest Rate Swap	Jenny Yeung – Lehman Brothers
5723	behaviour		String type D – Drain A – Abort	Jenny Yeung – Lehman Brothers
5724	readyToPrice		int 0-yes 1-no	Jenny Yeung – Lehman Brothers
5725	readyToTrade		integer type: 0-yes 1-no	Jenny Yeung – Lehman Brothers
5726	U_QuoteRespType	Quote Response	This tag inherits all properties of QuoteRespType in FIX, and has an additional value option “100 – DoingAway”	Jenny Yeung – Lehman Brothers
5727	PPT Override	execution	Allow user to override a Prevent Principal Trade edit.	Rich Kiehl – Thomson Financial – TTS
5728	BenchmarkSecurityAltID			Jenny Yeung – Lehman Brothers
5729	AuctionDate	TIME	Indicates the auction date of the security when it’s initially issued.	Jenny Yeung – Lehman Brothers
5730	CompQuote	Float	Composite Quote	Jenny Yeung – Lehman Brothers
5731	DV01	float	Dollar Price change per basis point in Yield	Jenny Yeung – Lehman Brothers
5732	AdjMidPx	float	adjusted mid price	Jenny Yeung – Lehman Brothers
5733	Requotable	String	Valid Values: Y – allow the other party to re-quoteN – re-quote is not allowed	Jenny Yeung – Lehman Brothers
5734	MrkupQuote			Jenny Yeung – Lehman Brothers
5735	BAMT		The dollar amount that will be recovered from the dealer as a customer execution fee	Jenny Yeung – Lehman Brothers
5736	PBRKR	String	The prime broker’s dealer acronym	Jenny Yeung – Lehman Brothers
5737	PBSVC	String	The prime broker service. Values: Give-UP, GTS	Jenny Yeung – Lehman Brothers
5738	PBRESP	String	The prime broker’s advice status. Values: PENDGIVEUP, ACCEPT	Jenny Yeung – Lehman Brothers
5739	BoblBid			Jenny Yeung – Lehman Brothers
5740	boblask			Jenny Yeung – Lehman Brothers
5741	bundsBid			Jenny Yeung – Lehman Brothers
5742	bundsask			Jenny Yeung – Lehman Brothers
5743	schatzBid			Jenny Yeung – Lehman Brothers
5744	schatzask			Jenny Yeung – Lehman Brothers
5745	MTKT	number	number of tickets/account trade requires	Jenny Yeung – Lehman Brothers
5746	IRSTYPE	String	Valid Values: BMK, IMM or OIM	Jenny Yeung – Lehman Brothers
5747	IRSEOM	String	end of month roll. possible value: YES or NO	Jenny Yeung – Lehman Brothers
5748	ROLLSON	String	The convention for determining the sequence of calculation period end dates. Valid Values: 1 to 31, EOM, or IMM	Jenny Yeung – Lehman Brothers
5749	ADJDT	String	Termination(END) date business day adjustment convention. Possible values: MODFOLLOW	Jenny Yeung – Lehman Brothers
5750	MATDTADJ	Datetime	Adjusted maturity (Termination) date	Jenny Yeung – Lehman Brothers
5751	VSPDate	Allocation; 35=J	Used on allocation to match to the original date of the order – Citigroup Inc.	Martin Jiang – Citigroup Inc
5752	VSPPrice	Allocation, 35=J	Used on allocation to match to the original price of the order – Citigroup Inc.	Martin Jiang –
5753	DECPLCS	String	Maximum number of decimal places to be used for Rate	Jenny Yeung – Lehman Brothers
5754	DECRND	String	The quote in the QUOTE message must be divisible by the amount specified by this field.	Jenny Yeung – Lehman Brothers
5755	CMPND	String	Indicates whether the floating leg of the trade is compounding or not. Considered NO if not present.	Jenny Yeung – Lehman Brothers
5756	CMPB	Floating	Composite quote at the time of QUOTE REQUEST	Jenny Yeung – Lehman Brothers
5757	CMPA	Floating	Composite pay rate for an USD Interest Rate Swap switch	Jenny Yeung – Lehman Brothers
5758	CMPM	Floating	composite receiving rate for an USD Insterest Rate Swap Switch	Jenny Yeung – Lehman Brothers
5759	CMPSP	Floating	composite spread contributed by the dealers for an DSWP (USD Interest Rate Swap) benchmark trade	Jenny Yeung – Lehman Brothers
5760	ADJDTCP	String	Calculation (Accrual) Period Business Day Adjustment Convention. Possible values Floating Leg: MODFOLLOW	Jenny Yeung – Lehman Brothers
5761	ADJDTPD	String	Payment date business day adjustment convention. Possible values Floating leg: MODFOLLOW	Jenny Yeung – Lehman Brothers
5762	ADJDTRES	String	Required for Floating Rate Leg. Reset Date business day adjustment convention. Possible Values Floating leg: MODFOLLOW	Jenny Yeung – Lehman Brothers
5763	DYCTBAS	String	Day count basis. leg values: 30/360, 30E/360, ACT/360. Floating Leg values: ACT/360	Jenny Yeung – Lehman Brothers
5764	FRREF	String	Required for Floating Rate Leg. Floating rate reference. Values: LIBOR3M	Jenny Yeung – Lehman Brothers
5765	FRESDAYS	Number	Required for Floating Rate Leg. Reset Days for floating payments. Values: 2	Jenny Yeung – Lehman Brothers
5766	IRSSWTYPE	String		Jenny Yeung – Lehman Brothers
5767	SWSPRD	String	This is the diference in the rates for each side of the switch. For benchmark trades it is the composite spread at the time of trade. Max precision 5 decimal places, rounded to .00125 for benchmark spreads, .0001 for switches.	Jenny Yeung – Lehman Brothers
5768	CNFCO	String		Jenny Yeung – Lehman Brothers
5769	fe	String	reserved	Jenny Yeung – Lehman Brothers
5770	PriceRatio	d	Used for price calculation in spread and leg pricing.	Fred Malabre – Chicago Mercantile Exchange
5771	ECV	String	Electronic confirmation vendor – values None, Parallel or Tradeweb	Jenny Yeung – Lehman Brothers
5772	ISMN	String	Forward months for OIS forward runs and forward starting swaps	Jenny Yeung – Lehman Brothers
5773	ISDY	Integer	Number of months in the tenor (0, 3, 6, 12, 24, etc)	Jenny Yeung – Lehman Brothers
5774	reserved			Jenny Yeung – Lehman Brothers
5775	FixedLegDayCount	String	Fixed leg day-count basis. 30/360, ACT/360, ACT/ACTM or ACT/ACTD	Jenny Yeung – Lehman Brothers
5776	FloatingLegDayCount	String	Floating leg day-count basis. ACT/360	Jenny Yeung – Lehman Brothers
5777	CUSTPRC	string	Yes Indicates whether this is a customer bid/ask trade. Value: NO	Jenny Yeung – Lehman Brothers
5778	AORGID	String	The accountNet organization identifier of the customer. present for AccountNet-enabled customers only.	Jenny Yeung – Lehman Brothers
5779	AORGID	String	the accountNet organization identifier of the customer. Present for AccountNet enabled customers only	Jenny Yeung – Lehman Brothers
5780	ACODE	String	AccountNet ACODE. Present for AccountNet-enabled customers only.	Jenny Yeung – Lehman Brothers
5781	ACCTACR	String	Account Acronym assigned by the dealer.	Jenny Yeung – Lehman Brothers
5782	BRKNA	String	Breakdown active indicator used in allocation instruction message.	Jenny Yeung – Lehman Brothers
5783	Exchange Gateway ID		The gateway id (or name) for the exchange in the broker system. (one exchange can have multiple gateways from a broker system)	Amit Chilgunde – Barclays Capital
5784	EndPointExchangeOrderId		Mostly for algo orders. Exchangeorderid of the child order.	Amit Chilgunde – Barclays Capital
5785	EndpointExchangeExecutionId		Mostly for algo orders. ExchangeExecutionId of the child order.	Amit Chilgunde – Barclays Capital
5786	NIMTimeRemaining	Quote Status Report	Number of seconds remaining in the current phase of the NIM.	Michael Merold – ICAP
5787	ClearingQType	Execution Report	Indicates whether allocated qty was executed in the IF-CLEARED or WHEN-CLEARED queue. Valid values are “I” for IF-CLEARED and “W” for WHEN-CLEARED.	Michael Merold – ICAP
5788	QueryToken	Order Mass Status Rqst & ER	Token used to maintain query context for result paging.	Michael Merold – ICAP
5789	ClientInfo	New Order – Single, Execution Rp	Free form string containing client-specific information associated with an order. Information is provided in New Order Single, and Order Cancel Replace messages. Trading system will return ClientInfo in Execution Report.	Michael Merold – ICAP
5790	FixingBraket	X	Identifies the time braket the fixing price is for.	Fred Malabre – CME Group
5791	TotalVolume	x	Total volume for a given security, cross venues.	Fred Malabre – CME Group
5792	OpenInterestQty	x	Quantity of the open interest in a given security.	Fred Malabre – CME Group
5793	MassQuoteMessagesCount	b	Total number of mass quote messages received in a given time interval.	Fred Malabre – CME Group
5794	QuoteEntriesCount	b	Total number of quote entries received in a given time interval.	Fred Malabre – CME Group
5795	LegSecurityGroup	InstrumentLeg	Multileg instrument’s individual security’s group. See SecurityGroup (1151) field for description	Fred Malabre – CME Group
5796	TradingReferenceDate	D	Contains the date to which the TradingReferencePrice correspond.	Fred Malabre – CME Group
5797	AggressorSide	X	Aggressor side of a trade in a central order book. 1: Buyer 2: Seller	Fred Malabre – CME Group
5798	DayCount	f	Day count used to calculate interest rates.	Fred Malabre – CME Group
5799	MatchEventStartIndicator	35=X	Boolean to indicate the beginning of a match event for a central order book system.	Fred Malabre – CME Group
5800	CDNAccountType	CDNAccountType	Indicates the type of the trading account. Valid values include:”NC” non-client (ME, TSX, TSXV)”CL” client (ME, TSX, TSXV)”ST” equities specialist (TSX)”IN” inventory (ME, TSX, TSXV)”OF” options firm account (TSX) “OT” options market maker (TSX, TSXV)Notes: * Indicates default exchange.There is no default for a Trade Modification from the ME.	Tom May – RBC
5801	CDNAnonymous	CDNAnonymous	An order flagged as Anonymous is forwarded to the exchange where they are published to the market without the members firm id.Valid values include “Y” \| “N”.Default is “N”.TSX only.	Tom May – RBC
5802	CDNInternalCross	CDNInternalCross	A trade originating from a Participating Organization between managed accounts that have the same manager. Valid values include “Y” \| “N”.Default “N”.TSX and TSXV.	Tom May – RBC
5803	CDNLotsOf	CDNLotsOf	A special term for an order specifying that each fill must be divided into equal lots. Total volume of order must be a multiple of LotsOf. LotsOf = Volume.No defaultTSX and TSXV.	Tom May – RBC
5804	CDNNonResident	CDNNonResident	A terms marker indicating that trade participant is not a Canadian resident. Valid values include “Y” \| “N”Default is “N”.TSX only.	Tom May – RBC
5805	CDNPrincipalTrade	CDNPrincipalTrade	A transaction where the member as principal sells securities to or buys securities from its particular customer; i.e. a cross between a client and another account type. A.K.A. – DF MarkerValid values include “Y” \| “N”.Default “N”.TSX and TSXV.	Tom May – RBC
5806	CDNUserId	CDNUserId	The trading system’s user id for a trader.No default.TSX and TSXV.	Tom May – RBC
5807	CDNBasketTrade		A five digit number identifying the basket number for Toronto Stock Exchange, default is “N”	Tom Tsai – Cap-Mart, Inc.
5808	CDNSettlementTerm		To specify to TSX the settelement term for an order. Valid values are Cash, CT (Cash today), YYYYMMDD, DD (Delayed delivery), MS (contingent equity trade), NN (non-net)	Tom Tsai – Cap-Mart, Inc.
5809	CDNShortExempt		To indicate to the TSX trading engine that short sell order is exempt from the short selling rule.	Tom Tsai – Cap-Mart, Inc.
5810	CDNRTAutoFill		A TSX fill report marker to indicate a system generated autofill against the responsible Equities Specialists account	Tom Tsai – Cap-Mart, Inc.
5811	CDNProgramTrade		To indicate to the TSX trading engine that this order is generated by a program. Valid values are Y or N	Tom Tsai – Cap-Mart, Inc.
5812	CDNMGFCandidate		To indicate to the Toronto Stock Exchange that this order is entitled to the minimum guaranteed fill. Its value can be either “Y” or “N”	Tom Tsai – Cap-Mart, Inc.
5813	CDNJitney		To specify an order to the Toronto Stock Exchange that it is executed on behalf of another broker.	Tom Tsai – Cap-Mart, Inc.
5814	CDNMarketOnClose		To specify this order is to be excuted on the TSX end of day closing auction. Possible values Y or N	Tom Tsai – Cap-Mart, Inc.
5815	SubMkt	8	Submarket code	Juliette Vignola – Nasdaq/OMX
5816	ClearingVenue	8	string	Juliette Vignola – Nasdaq/OMX
5817	ContraOrderRestrictions	8		Juliette Vignola – Nasdaq/OMX
5818	DecayQuantity	35=d	Indicates the quantity a contract will decay by once the decay start date is reached.	Fred Malabre – CME Group
5819	DecayStartDate	35=d	The date at which a decaying product begins to decay.	Fred Malabre – CME Group
5820	LekSecuritiesCustomField1			stephen jose – Lek Securities Corp
5821	LekSecuritiesCustomField2			stephen jose – Lek Securities Corp
5822	LekSecuritiesCustomField3			stephen jose – Lek Securities Corp
5823	CounterParty	String	account of the step in counter party in Swap/swaption	Jenny Yeung – Lehman Brothers
5824	CounterParty1	String	account of the step out counter party in swap or swaption	Jenny Yeung – Lehman Brothers
5825	remainingParty	String	account of the remaining counter party in swap or swaption	Jenny Yeung – Lehman Brothers
5826	ClTrdIDRefType	string		Jenny Yeung – Lehman Brothers
5827	OutstandingQty	Floating	out standing quantity in partial unwind or assignments	Jenny Yeung – Lehman Brothers
5828	RemainingParty1	String		Jenny Yeung – Lehman Brothers
5829	RESERVED	string		Jenny Yeung – Lehman Brothers
5830	MiscFeeCCY	String	currency of payment	Jenny Yeung – Lehman Brothers
5831	StAllocType	String	allocation type. Valid Values: 101 – Block 102 – New Allocation 103 – Full Unwind 104 – Partial Unwind 105 – Step-in Assignment 106 – Full RP Assignment 107 – Partial RP Assignment 108 – Full Internal Assignment 109 – Partial Internal Assignment 110 – Full 4-way Assignment 111 – Partial 4-way Assignment	Jenny Yeung – Lehman Brothers
5832	StraddleInd	String	Indicates if it’s straddle or not. Y – Straddle N – not	Jenny Yeung – Lehman Brothers
5833	ThirdPartyFullCalcPeriod	string		Jenny Yeung – Lehman Brothers
5834	FirstPaymentDate	date	first payment date of additional payments on IRS Swap	Jenny Yeung – Lehman Brothers
5835	MiscFeeReceiver	STring	fee receiver	Jenny Yeung – Lehman Brothers
5836	MiscFeePayer	string		Jenny Yeung – Lehman Brothers
5837	RiskID	String		Jenny Yeung – Lehman Brothers
5838	RESERVED			Jenny Yeung – Lehman Brothers
5839	AllocRefEventID	String		Jenny Yeung – Lehman Brothers
5840	RESERVED			Jenny Yeung – Lehman Brothers
5841	RESERVED	String		Jenny Yeung – Lehman Brothers
5842	RESERVED			Jenny Yeung – Lehman Brothers
5843	RemainingParty1	String		Jenny Yeung – Lehman Brothers
5844	PremiumFee	Floating	premium fee for swaption	Jenny Yeung – Lehman Brothers
5845	PremiumPayer	String	the payer of premium payer in swaption	Jenny Yeung – Lehman Brothers
5846	CreditRating	<Instrument>	To be used with Repeating group 5114 – NoCreditRating. Data type is same as standard tag 255. Used to show ratings associated with RatingAgency (5113)	Pomeli Ghosh – MarketAxess
5847	TargetStrategy		Clone of Tag 847 from FIX 4.4. Introduced by the FIX Algorithmic Trading Working Party.	Chris Sims – Gartmore
5848	TargetStrategyParameters		Clone of Tag 848 from FIX 4.4. Introduced by the Algorithmic Trading Working Party.	Chris Sims – Gartmore
5849	OriginalContractSize	35=d	TBD.	Fred Malabre – CME Group
5850	OrigIssueAmt	<Instrument>	Face value of the original issuance of a bond. DataType: Amt	Pomeli Ghosh – MarketAxess
5851	DB Algo			Billy Zhao – Deutsche Bank
5852	InsuranceCode	<Instrument>	Insurance Code Identifier DataType: String	Pomeli Ghosh – MarketAxess
5853	NewIssueIndicator	<Instrument>	Boolean flag indicating if a corporate or municipal bond is a new issue	Pomeli Ghosh – MarketAxess
5854	DB Algo			Billy Zhao – Deutsche Bank
5855	QueryDirection	Order Mass Status Rqst	Indicates direction of query relative to QueryToken context. Valid values are either “1” to indicate the next result page or “-1” to indicate the previous result page.	Michael Merold – ICAP
5856	DB Algo			Billy Zhao – Deutsche Bank
5857	DB Algo			Billy Zhao – Deutsche Bank
5858	DB Algo			Billy Zhao – Deutsche Bank
5859	BidPostedQty	Execution Report	Quantity available for further execution on bid side.	Michael Merold – ICAP
5860	DB Algo			Billy Zhao – Deutsche Bank
5861	OfrPostedQty	Execution Report	Quantity available for further execution on the offer side.	Michael Merold – ICAP
5862	UpdateReason	8	Update Reason returned by GL SOM (for client EDA orders)	Gilles Bui – GL Trade
5863	DB Algo			Billy Zhao – Deutsche Bank
5864	DB Algo			Billy Zhao – Deutsche Bank
5865	Testing select tag	test	testo	<>
5866	DB Algo			Billy Zhao – Deutsche Bank
5867	DB Algo			Billy Zhao – Deutsche Bank
5868	DB Algo			Billy Zhao – Deutsche Bank
5869	DB Algo			Billy Zhao – Deutsche Bank
5870	DB Algo			Billy Zhao – Deutsche Bank
5871	DB Algo			Billy Zhao – Deutsche Bank
5872	DB Algo			Billy Zhao – Deutsche Bank
5873	DB Algo			Billy Zhao – Deutsche Bank
5874	DB Algo			Billy Zhao – Deutsche Bank
5875	DB Algo			Billy Zhao – Deutsche Bank
5876	DB Algo			Billy Zhao – Deutsche Bank
5877	DB Algo			Billy Zhao – Deutsche Bank
5878	DB Algo			Billy Zhao – Deutsche Bank
5879	DB Algo			Billy Zhao – Deutsche Bank
5880	DB Algo			Billy Zhao – Deutsche Bank
5881	DB Algo			Billy Zhao – Deutsche Bank
5882	DB Algo			Billy Zhao – Deutsche Bank
5883	PackageID	8,s	Trade Package Identifier	Marc Abend – NYSE Euronext
5884	Target			Billy Zhao – Deutsche Bank
5885	DB Algo			Billy Zhao – Deutsche Bank
5886	DB Algo			Billy Zhao – Deutsche Bank
5887	DB Algo			Billy Zhao – Deutsche Bank
5888	DB Algo			Billy Zhao – Deutsche Bank
5889	DB Algo			Billy Zhao – Deutsche Bank
5890	DB Algo			Billy Zhao – Deutsche Bank
5891	DB Algo			Billy Zhao – Deutsche Bank
5892	DB Algo			Billy Zhao – Deutsche Bank
5893	Execution Report Detail	Execution Report	1 – ExecutionReport Log 2 – ExecutionReport Trade 3 – Others	Pablo Felipe –
5894	Reserved	Reserved	Reserved	Pablo Felipe –
5899	SpotDate	8	Spot Value Date	Dmitry Gundorov – Deutsche Bank
5900	TargetStrategy	EASE Electronic Trading Services Order	1=Volume Weighted Average Price (VWAP), 2=Target Volume (TVOL), 1001=Volume Weighted Average Price (VWAP) [same as 1], 1002=Target Volume (TVOL) [same as 2], 1003=Order Staging Model (OSM), 1004=Sensitivity (SENS), 1005=Time Weighted Average Price (TWAP), 1006=Arrival Price (AP), 1999=Custom (CUST) N.B. This is a required field!	Erik Friis – Banc of America Securities
5901	TargetStrategyParameters	EASE Electronic Trading Services Order	Reserved for future use.	Erik Friis – Banc of America Securities
5902	EffectiveTime	EASE Electronic Trading Services Order	Starting time as a UTC timestamp.	Erik Friis – Banc of America Securities
5903	ExpireTime	EASE Electronic Trading Services Order	Ending time as a UTC timestamp.	Erik Friis – Banc of America Securities
5904	Duration	EASE Electronic Trading Services Order	Duration in minutes. Valid values: (1 – 390, for US markets)	Erik Friis – Banc of America Securities
5905	ParticipationRate	EASE Electronic Trading Services Order	When TargetStrategy is TVOL (5900=2), this parameter represents the target participation rate. For other values, this parameter represents a volume limit. Valid values: a percentage (0 – 100).	Erik Friis – Banc of America Securities
5906	ExecutionMode	EASE Electronic Trading Services Order	Execution mode. Valid values: 0 = neutral, 1 = passive, 2 = aggressive.	Erik Friis – Banc of America Securities
5907	LEKInternationalOrderTypes		Used to designate special order types for International Exchanges	stephen jose – Lek Securities Corp
5908	LEKInternationalOrderParams1		Parameters for order types for International Exchanges	stephen jose – Lek Securities Corp
5909	LEKInternationalOrderParams2		Parameters for order types for International Exchanges	stephen jose – Lek Securities Corp
5910	TriggerStopGap	D,F,AB,AC	Number of ticks between day low (for buy order) or day high (for sell order) and trigger price	Guillaume Jamin – GL TRADE
5911	TriggerLimitGap	D,F,AB,AC	Number of ticks between day low (for buy order) or day high (for sell order) and limit price	Guillaume Jamin – GL TRADE
5912	TriggerMinQty	D,F,AB,AC	Minimum quantity to trigger	Guillaume Jamin – GL TRADE
5913	AllowHiddenSize	Security List and Definition	Allow hidden size for given symbol	Michael Merold – ICAP
5914	MinNoDecimals	Security List and Definition	Minimum number of decimals to display	Michael Merold – ICAP
5915	MaxNoDecimals	Security List and Definition	Maximum number of decimals to display	Michael Merold – ICAP
5916	NIMPrivateDuration	Security List and Definition	Duration of NIM private phase in milliseconds.	Michael Merold – ICAP
5917	NIMPublicDuration	Security List and Definition	Duration of NIM public phase in milliseconds.	Michael Merold – ICAP
5918	TradeConvention	Security List and Definition	Price or yield	Michael Merold – ICAP
5919	LastFragment	W	Used in pre-4.4 versions to provide same functionality as 4.4’s LastFragment(893). Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation. Valid values: ‘Y’ (Last message), ‘N’ (Not last message).	Oksana Zheliabina – B2BITS
5920	ExclusiveFlag	S	Values: R, A, or B. Determines whether the offering is exclusive to the Rep, ATS, or both.	Joseph Fruchter – Bloomberg LP
5921	ExternalMarkUp	S	Specifies trader’s mark up over the offering price.	Joseph Fruchter – Bloomberg LP
5922	AllowLimits	S	Values: Y/N.	Joseph Fruchter – Bloomberg LP
5923	BidPriceForDiscountQuotes	S	This field will contain the bid dollar price for discount-quoted securities.	Joseph Fruchter – Bloomberg LP
5924	OfferPriceForDiscountQuotes	S	This field will contain the offer dollar price for discount-quoted securities.	Joseph Fruchter – Bloomberg LP
5925	IndexRatio	S	This field is the Index Ratio.	Joseph Fruchter – Bloomberg LP
5926	OfferYTC	S	Offer Yield-to-call.	Joseph Fruchter – Bloomberg LP
5927	BidYTM	S	Bid Yield-to-maturity.	Joseph Fruchter – Bloomberg LP
5928	OfferYTM	S	Offer Yield-to-maturity.	Joseph Fruchter – Bloomberg LP
5929	YieldFlag	S	This is the Yield Flag.	Joseph Fruchter – Bloomberg LP
5930	StoryField	S	This is the story field.	Joseph Fruchter – Bloomberg LP
5931	MinAnytimeQty	Qty	Minimum anytime fill quantity on an order, for subsequent fills. Works alongside tag 110 as MinQty (which effectively acts as minimum initial quantity).	Andrew Bowley – Nomura International Plc
5932	MinLeavesQty	Qty	Minimum order quantity to be left on an order. Potential fills which take LeavesQty (tag 151) below this value will not be executed.	Andrew Bowley – Nomura International Plc
5933	GeneralLedgerAccount	S	This is the General Legder Account field.	Joseph Fruchter – Bloomberg LP
5934	ClearingRefNo	8	A unique reference number assigned by the clearing system	Devaka Corea – Millennium Information Technolog
5935	MatchRefNo	8	A unique reference number assigned by the matching system	Devaka Corea – Millennium Information Technolog
5936	ExplicitPromptDate	8	Displays the explicit date that is derived from a prompt date code	Devaka Corea – Millennium Information Technolog
5937	PriceCode			Devaka Corea – Millennium Information Technolog
5938	TradeOrigin			Devaka Corea – Millennium Information Technolog
5939	Reserved			Devaka Corea – Millennium Information Technolog
5940	Reserved			Devaka Corea – Millennium Information Technolog
5941	DPIFirm		Specify “Directed Price Improvement” firm	Magic Magee – Chicago Board Options Exchange
5942	MinDeltaNeutrality	Percentage	The percentage change in long position minus the percentage change in short position	Kunal Nandwani – Nomura
5943	MaxDeltaNeutrality	Percentage	The percentage change in long position minus the percentage change in short position has to be less than this value.	Kunal Nandwani – Nomura
5944	InitialDisplayQty	8	Initial display quantity of a reserve order that can be returned in an ExecutionReport in addition to the currently displayed quantity contained in 1138 DisplayQty. It is intended as an echo of the input.	Hanno Klein – Deutsche Boerse
5945	TargetVolumeReference		The target volume specification to be used in reference to primary market volume profile, or primary plus alternate market volume profiles	Kunal Nandwani – Nomura
5946	PendingReason	8	Explanation for a pending ExecType (150) value (Pending New, Pending Replace, Pending Cancel) being returned (String).	Hanno Klein – Deutsche Börse Systems
5947	ExecInst		Same as ExecInst (tag 18). Added as a user-defined field in case ExecInst cannot be used.	John Shields – Nomura Securities Co.
5948	PartitionID	BU, BV, BW, BX	Identifier for a system partition that processes requests for a subset of all tradable entities.	Hanno Klein – Deutsche Börse Systems
5949	BinID	BU, BV	Identifier of market maker bin comprising one or more products.	Hanno Klein – Deutsche Börse Systems
5950	Slope	D, G, 8	Indicates a slope to be used for TWAP	David Tong – RBC Capital Markets
5951	RemainingPortfolioNetDeltaMin	Integer dollar value	for portfolio strategies, this field would indicate the min delta in dollar terms for the remaining portfolio	Kunal Nandwani – Nomura
5952	RemainingPortfolioNetDeltaMax	Integer dollar value	for portfolio strategies, this field would indicate the max delta in dollar terms for the remaining portfolio	Kunal Nandwani – Nomura
5953	TradingPortfolioNetDeltaMin	Integer Dollar Value	for portfolio strategies, this field would indicate the min delta in dollar terms for the overall portfolio	Kunal Nandwani – Nomura
5954	TradingPortfolioNetDeltaMax	Integer dollar value	for portfolio strategies, this field would indicate the max delta in dollar terms for the overall portfolio	Kunal Nandwani – Nomura
5955	SchedulingDays	Positive Integer	No. of days for which a trade is scheduled to trade	Kunal Nandwani – Nomura
5956	Dark Block Limit Price	Price	valid limit price for dark block posting	Kunal Nandwani – Nomura
5957	NoStrategyParameters		Indicates number of strategy parameters. Intended as alternative to new 957 tag introduced by the algorithmic trading working group.	Chris Sims – Gartmore
5958	StrategyParameterName		Name of parameter. Intended as an alternative to the new 958 tag introduced by the Algorithmic Trading Working Group.	Chris Sims – Gartmore
5959	StrategyParameterType		Datatype of the parameter. Intended as an alternative to the new 959 tag introduced by the Algorithmic Trading Working Group.	Chris Sims – Gartmore
5960	StrategyParameterValue		Value of the parameter. Intended as an alternative to the new 960 tag introduced by the Algorithmic Trading Working Group.	Chris Sims – Gartmore
5961	TradingProtocol	8, AB, D,E	The trading workflow used to negotiate the order.	Thomas Hill – Market Axess
5962	BidActivity	Quote	Indicates if the Bid Price is within the Price volatility band.	Tanja Risovic – Belgrade Stock Exchange
5963	OfferActivity	QuoteStatusReport	Indicates if the Offer Price is within the Price volatility band.	Tanja Risovic – Belgrade Stock Exchange
5964	NoPartitionIDs	A, CB	Repeating group of partition information	Hanno Klein – Deutsche Börse Systems
5965	LocateSource	8	Indicates the source of Locate,whether the Security is located from another broker or pre-borrowed or loacte details are not required.	Sumeet Nagar – UBS Investment Bank
5966	AllocQty2		Amount of allocation in dealt currency on far leg of a swap.	Martin Long – Thomson Reuters
5967	CalculatedAllocQty		Amount of allocation in contra currency on near leg.	Martin Long – Thomson Reuters
5968	CalculatedAllocQty2		Amount of allocation in contra currency on far leg of a swap.	Martin Long – Thomson Reuters
5969	PartitionStatus	A, CB	Status of system partition identified by PartitionID (5948)	Hanno Klein – Deutsche Börse Systems
5970	LegCalculatedCcyLastQty	Execution Report (8)	The quantity of the other side in FX swap trade.	Joshua Yoo –
5971	CalculatedCcyLastQty	Execution Report (8)	The quantity of the other side in FX trade.	Joshua Yoo –
5972	STPOrderType	D, AB	Citi-FX custom OrderType to support orders for FX ECommerce.	Joshua Yoo –
5973	STPExecType	D, AB	Citi-FX custom ExecType to support orders for FX ECommerce.	Joshua Yoo –
5974	STPFixingName	D, AB, 8	Citi-FX. Fixing Name.	Joshua Yoo –
5975	OrderLinkID	Execution Report (8)	Citi-FX. Permits order originators to tie together groups of trades in which trades resulting from orders are associated for a specific purpose.	Joshua Yoo –
5976	NoUserData	all	Number of following pairs of UserDataName(5977) and UserDataValue(5978).	Joshua Yoo –
5977	UserDataName	all	User data name part.	Joshua Yoo –
5978	UserDataValue	all	User data value part.	Joshua Yoo –
5979	RequestTime	<all reponses to requests>	Information carried on a response to convey the time (UTCTimestamp) when the request was received that led to this response. RequestTime and SendingTime are part of the response, use the same system clock and allow the recipient of the response to calculate the processing time for his request.	Hanno Klein – Deutsche Börse Systems
5980	AltExDestination	D, E, S	Internal field to capture ExDestination when an order is routed internally via fix.	Greg Johnston – RBC Capital Markets
5981	IOILink	6	IOI Fix Link	Greg Johnston – RBC Capital Markets
5982	GroupID	D,F,G,8		Ionel Vasilescu –
5983	InstrumentID	D,F,G,8		Ionel Vasilescu –
5984	QuoteID			Ionel Vasilescu –
5985	LegOrdStatus			Ionel Vasilescu –
5986	LegErrorCode			Ionel Vasilescu –
5987	LegErrorMsg			Ionel Vasilescu –
5988	QuantitySign			Ionel Vasilescu –
5989	AllinPriceFlag	S	This flag (Y/N) indicates whether it’s an all-in price.	Joseph Fruchter – Bloomberg LP
5990	PriceActivity	ExecutionReport	Indicates if the order price is within the volatility band. N = Not active, A = Active	Tanja Risovic – Belgrade Stock Exchange
5991	SumBidQuantity	Market data	Total bid quantity in the order book (all prices – active orders only)	Tanja Risovic – Belgrade Stock Exchange
5992	SumOfferQuantity	Market data incremental refresh	Total offer quantity in the order book (all prices – active orders only)	Tanja Risovic – Belgrade Stock Exchange
5993	UpperVolatilityBand	Security List	Upper volatility band boundary (absolute value)	Tanja Risovic – Belgrade Stock Exchange
5994	LowerVolatilityBand	Security List	Lower volatility ban boundary (absolute value)	Tanja Risovic – Belgrade Stock Exchange
5995	ExtendedVolatilityBand	Security List	Percentage of refernce price by which volatility bands can be extended in intra-day auction	Tanja Risovic – Belgrade Stock Exchange
5996	TradingMethod	Security List	Indicates trading method for security. Values: MKT – Continuous trading, MPC – Fixing, MPP – Proportional, MVC – Multiple price fixing, MKP – Continuous selling, MMC – Minimum price	Tanja Risovic – Belgrade Stock Exchange
5997	NoTradePriceConditions	X,W,AE,AR,AD	Number of trade price conditions associated that apply to a trade whose price is different than the current market price (MiFID)	Jim Northey – The LaSalle Technology Group
5998	TradePriceCondition	X,W,AE,AR,AD	Conditions, such as corporate actions or events or trade type that caused a trade price to differ from the market price. Integer enumerated fields – currently populated with Bargain Conditions defined by the LSE (MiFID)	Jim Northey – The LaSalle Technology Group
5999	EaseBaseTag	EASE Electronic Trading Services Order	Reserved for future use.	Erik Friis – Banc of America Securities

Tag	Field	FIX MsgTypes	Description	Created by
6000	DiscretionUsedSw	D,F,G,8	Indicates whether or not discretion should be used	Kevin Bilello – Beta Systems
6001	AccountType	D,F,G,8	Used to identify the account type	Kevin Bilello – Beta Systems
6002	ReportedTradePrice	D,F,G,8	Used to identify the reported trade price	Kevin Bilello – Beta Systems
6003	ExchangeCode	D,F,G,8	Used to identify the routing destination for an order or trade	Kevin Bilello – Beta Systems
6004	ContraAccount	D,F,G,8	Used to identify a contra account	Kevin Bilello – Beta Systems
6005	ContraAccountType	D,F,G,8	Used to identify the contra account type	Kevin Bilello – Beta Systems
6006	AccountSource	D,G,8	Field identifies the source of the account value	Kevin Bilello – Beta Systems
6007	ContraAccountSource	D,G,8	Field identifies the source of the contra account	Kevin Bilello – Beta Systems
6008	CancelRebillReason	D,F,G,8	Used to identify a cancel rebill reason	Kevin Bilello – Beta Systems
6009	BasisPriceTradeInd	D,F,G,8	Used to identify a basis price trade	Kevin Bilello – Beta Systems
6010	BypassPrimeBrokerSw	8,D,Q	Provides the ability on a prime broker trade to indicate that the trade occurred outside.	Kevin Bilello – Beta Systems
6011	TTOSubNo	8,Q	Used to validate a This Time Only Rep in a service bureau model	Kevin Bilello – Beta Systems
6012	TRACEReportSw	all	Used to suppress order events from TRACE reporting	Kevin Bilello – Beta Systems
6013	ContraSubNo	8	Used to validate ContraAccount in a service bureau model	Kevin Bilello – Beta Systems
6014	StandingInstOverride	8,D,G	Standing instructions indicator used to override the account level code for the disposition of stock and money.	Kevin Bilello – Beta Systems
6015	CSIItemNo	D,8,G	Cash Standing Instruction item number used in conjunction with tag 6014.	Kevin Bilello – Beta Systems
6016	TTORepBranch	D,8,Q	This Time Only Rep Branch	Kevin Bilello – Beta Systems
6017	TradeRefDate	8	Date of original trade	Rich Kiehl – Beta Systems
6018	Gross	D,F,G,8	Tag supports gross cents per share, gross percentage, and gross flat amounts	Kevin Bilello – Beta Systems
6019	GrossCode	D,F,G,8	Used to identify a gross code	Kevin Bilello – Beta Systems
6020	Syndicate	D,F,G,8	Used to identify a syndicate	Kevin Bilello – Beta Systems
6021	SyndicateTakedown	D,F,G,8	Used to identify a syndicate takedown	Kevin Bilello – Beta Systems
6022	TTORep	D,F,G,8	Used to identify a this time only rep	Kevin Bilello – Beta Systems
6023	RegwayAccountType	D,F,G,8	Used to identify a regular way account type	Kevin Bilello – Beta Systems
6024	SpecialTypingCode	D,F,G,8	Used to identify a special typing code. Repeating values are allowed for this tag. Values are to be delimited by space.	Kevin Bilello – Beta Systems
6025	OddLotDiffInd	D,F,G,8	Used to identify an odd lot differential	Kevin Bilello – Beta Systems
6026	SellerCode	D,F,G,8	Used to identify a seller code	Kevin Bilello – Beta Systems
6027	ReinvestCode	D,F,G,8	Used to identify a reinvest code	Kevin Bilello – Beta Systems
6028	IOE	D,F,G,8	Used to identify an investment objective exception	Kevin Bilello – Beta Systems
6029	OffsetCurrencyCode	D,F,G,8	Used to identify an offset currency code	Kevin Bilello – Beta Systems
6030	ConfirmNote	D,F,G,8	Used to identify a confirm note	Kevin Bilello – Beta Systems
6031	EnteringFirm	D,F,G,8,Q,9	Used to identify a entering firm entity which may be a correspondent or subsidiary	Kevin Bilello – Beta Systems
6032	UniqueTradeID	D,F,G,8,Q,9	Used to identify a trade unique id	Kevin Bilello – Beta Systems
6033	ConcessionType	8,Q	Specifies whether the concession amount is cents per share or percent	Kevin Bilello – Beta Systems
6034	ConcessionAmt	8,Q	Specifies the amount of concession.	Kevin Bilello – Beta Systems
6035	BondFactor	8,Q	Specifies a bond factor.	Kevin Bilello – Beta Systems
6036	FXCurrencyOffsetAmt	8,Q	Used to specify the full ‘TO’ currency amount in FX trades to eliminate rounding error and/or account for markup.	Rich Kiehl – Beta Systems
6037	OrderEnteredBy	D,8,G,F	Provides audit trail tracking who entered the order	Kevin Bilello – Beta Systems
6038	OrderEnteredTime	D,8,G,F	Provides audit trail tracking the time the order was entered	Kevin Bilello – Beta Systems
6039	OrderAcceptedBy	D,8,G,F	Provides audit trail tracking who accepted the order	Kevin Bilello – Beta Systems
6040	OrderAcceptedTime	D,8,G,F	Provides audit trail tracking the time the order was accepted	Kevin Bilello – Beta Systems
6041	NumberOfCxlReasons	8,Q	Indicates how many cancel rebill reasons are included on a message	Kevin Bilello – Beta Systems
6042	CxlReason	8,Q	Indicates the valid cancel reason (repeating tag)	Kevin Bilello – Beta Systems
6043	RebillValue	8,Q	Indicates corresponding rebill value for the cancel reason (repeating tag)	Kevin Bilello – Beta Systems
6044	CommissionScheduleOverride	8, Q	Used to override existing commission schedule	Kevin Bilello – Beta Systems
6045	AcceptedByDate	D, F, G, 8	Provides audit trail tracking what date an order was accepted.	Kevin Bilello – Thomson Beta Systems
6046	ALRXCode	Already Executed Code	A free form text field indicating that the order placed on a thrid party system has already been executed.	Rich Kiehl – Beta Systems
6047	LOD Indicator	8	Limit Order Display indicator	Rich Kiehl – Beta Systems
6048	VersusPurchaseSw	D,F,G,8	Indicates whether an order or execution event is versus purchase.	Kevin Bilello – Thomson Beta Systems
6049	OATSAcctType	ndicates the account type for which an order is placed based on OATS definitions	Valid Values: R = Retail – an order received for the account of an investor, including institutional orders W = Wholesale – an order received from another broker/dealer P = Proprietary – an order placed by a firm for a proprietary account E = Employee – an order received for the account of an employee or associated person of a member firm C = Combined – an order placed for more than one type of account.	Rich Kiehl – Beta Systems
6050	BidPx2	S	The far leg bid in an FX swap	Matthew McNeil – Barclays Capital
6051	OfferPx2	S	This is the far leg offer for an FX swap	Matthew McNeil – Barclays Capital
6052	BidSize2	S	This is the far leg bid amount	Matthew McNeil – Barclays Capital
6053	OfferSize2	S	This is the far leg offer amount	Matthew McNeil – Barclays Capital
6054	SecondaryQty	8	This is the calculated side amount on an FX swap	Matthew McNeil – Barclays Capital
6055	SecondaryQty2	8	This is the second calculated side amount for an FX Swap	Matthew McNeil – Barclays Capital
6056	CombinedPointsBid	S	Used for the Bid side of pre-caluclated combined points for FX-Swaps	Sandeep Patel – Barclays Capital
6057	CombinedPointsOffer	S	Used for the Offer side of pre-caluclated combined points for FX-Swaps	Sandeep Patel – Barclays Capital
6058	WhoseError	8	Determines the source of the error for t+n cancel requests	Kevin Bilello – Thomson Beta Systems
6059	ErrorRequestor	8	Determines the requestor of the error for t+n cancel requests	Kevin Bilello – Thomson Beta Systems
6060	Time0			Vishal Sood – Credit Suisse First Boston
6061	ExecServProduct	D,E,G,8	(Char) – valid product code	Cindy Chan – Credit Suisse First Boston
6062	StartTime	D,E,G,8	Time of message transmission (always expressed in GMT)	Cindy Chan – Credit Suisse First Boston
6063	EndTime	D,E,G,8	Time of message transmission (always expressed in GMT)	Cindy Chan – Credit Suisse First Boston
6064	MaxPctVolume	D,E,G,8	(int)	Cindy Chan – Credit Suisse First Boston
6065	ExecutionStyle	D,E,G,8	(char)	Cindy Chan – Credit Suisse First Boston
6066	DisplaySize	D,E,G,8	(Qty)	Cindy Chan – Credit Suisse First Boston
6067	MinPctVolume	D,E,G,8	(int)	Cindy Chan – Credit Suisse First Boston
6068	LongMoneyLimit	D,E,G,8	Long exposure limit for pairs and portfolio trades	Bernard Baldwin – Credit Suisse First Boston
6069	ShortMoneyLimit	D,E,G,8	Short exposure limit for pairs and portfolio trades	Bernard Baldwin – Credit Suisse First Boston
6070	PriceMultiplier	D,E,G,8	Slope of the linear price constraint for pairs and portfolio trades	Bernard Baldwin – Credit Suisse First Boston
6071	PriceIntercept	D,E,G,8	Intercept of the linear price constraint for pairs and portfolio trades	Bernard Baldwin – Credit Suisse First Boston
6072	PortfolioTactic	D,E,G,8	Tactic for portfolio trades	Bernard Baldwin – Credit Suisse First Boston
6073	TrackingIndex	D,E,G,8	Tracking index	Bernard Baldwin – Credit Suisse First Boston
6074	StopLossLimit			Vishal Sood – Credit Suisse First Boston
6075	Time2			Vishal Sood – Credit Suisse First Boston
6076	Time3			Vishal Sood – Credit Suisse First Boston
6077	Time4			Vishal Sood – Credit Suisse First Boston
6078	Time5			Vishal Sood – Credit Suisse First Boston
6079	Time6			Vishal Sood – Credit Suisse First Boston
6080	Time7			Vishal Sood – Credit Suisse First Boston
6081	Time7.1			Vishal Sood – Credit Suisse First Boston
6082	Duration	D,E,G		Vishal Sood – Credit Suisse First Boston
6083	Time8			Vishal Sood – Credit Suisse First Boston
6084	Time9	D,E,G		Vishal Sood – Credit Suisse First Boston
6085	RegisteredRep	8, D, F, G	Rep related to a specific order or execution.	Kevin Bilello – Thomson Beta Systems
6086	PegMode	D,F,G,8	valid values: 1=Defensive, 2=Moderate, 3=Aggressive	Keir Wolfenden – UBS Warburg
6087	ReferencePrice	D,E,G,8	Arrival price for a strategy.	Sarah Bradley – UBS Investment Bank
6088	Algo tag 1	D,E		Vishal Sood – Credit Suisse First Boston
6089	Algo tag 2	D, E		Vishal Sood – Credit Suisse First Boston
6090	Also tag 3			Vishal Sood – Credit Suisse First Boston
6091	Algo tag 4			Vishal Sood – Credit Suisse First Boston
6092	Algo tag 5			Vishal Sood – Credit Suisse First Boston
6093	Algo tag 6			Vishal Sood – Credit Suisse First Boston
6094	Algo tag 7	D,E		Vishal Sood – Credit Suisse First Boston
6095	Algo tag 8			Vishal Sood – Credit Suisse First Boston
6096	Algo tag 9			Vishal Sood – Credit Suisse First Boston
6097	Algo tag 10	D, E		Vishal Sood – Credit Suisse First Boston
6098	BuytoCoverIndicator	D, E, G, H	Order is a Buy to cover	Vishal Sood – Credit Suisse First Boston
6099	test price	Price ranges: 0 -9		Mark Morcos – Merco, Inc.
6100	AdjBasePx	U	Adjusted Base Price	Georgia Bilis – The Nasdaq Stock Market
6101	Anonymity	U	Indicates wether a Firm wants to remain anonymous during order negotiations. Values are ‘Y’- Yes, ‘N’- No	Georgia Bilis – The Nasdaq Stock Market
6102	BcastFilterFlag	U	To be used for filtering unwanted messages when requesting to recover lost broadcast messages. Values Y/N	Georgia Bilis – The Nasdaq Stock Market
6103	BcastSeqNo	U	Sequence number for broadcast messages.	Georgia Bilis – The Nasdaq Stock Market
6104	ClosePxType	W	Type of Closing Price. Values: 1- Last executed price of morning session. 2- Last executed price of morining session’s closing auction. 3- No trades during morning session (base price for reference). 4- Last execution price for day. 5- Last execution price of afternoon closing auction. 6- No trades during day (Price is used for reference).	Georgia Bilis – The Nasdaq Stock Market
6105	ExecObjType	H, 8	Further defines the type of execution report. Values: Q- Quote, O- Order, N- Negotiated, X- Exchange Reported, A- All	Georgia Bilis – The Nasdaq Stock Market
6106	IndexCMV	U	Adjusted base price market value.	Georgia Bilis – The Nasdaq Stock Market
6107	IndexID	U	Index identifier.	Georgia Bilis – The Nasdaq Stock Market
6108	IndexMode	6108	State of the Index. Values: O – Open, N – Normal, C – Closed	Georgia Bilis – The Nasdaq Stock Market
6109	IndexValue	U	Value of the Index.	Georgia Bilis – The Nasdaq Stock Market
6110	IndustryCode	d	Industry classification	Georgia Bilis – The Nasdaq Stock Market
6111	Margin	U, D, 8, d	Values: 0 – None, 1 – Buy, 2 – Sell, 3 – Both(buy and sell)	Georgia Bilis – The Nasdaq Stock Market
6112	MarketID	h, f, g, d, U	Identifier for a group of securities. Values: A – Group A, B – Group B, C- Group C, D – Group D.	Georgia Bilis – The Nasdaq Stock Market
6113	BookingRefID	BookingReport (UB)	Event reference for BookingReport	Wei Koek – TradeWeb
6114	Marketsection	d	Identifies section of market.	Georgia Bilis – The Nasdaq Stock Market
6115	MassCancelRequestType	U	Indicates type of mass cancel. Values: 1 – All orders for Firm, 2 – All orders for a Symbol, 3 – All orders for a ClientID, 4 – All orders for a Side, 5 – All orders for a Symbol and ClientID, 6 – All orders for a Symbol, ClientID and Side, 7 – All orders for a ClientID and Side, 8 – All orders for a Symbol and Side.	Georgia Bilis – The Nasdaq Stock Market
6116	MVEntryType	U	Type of Market Movement statistics. Values: 1 – Most advanced, 2 – Most declined, 3 – Most active by volume, 4 – Most active by value, 5 – Most active by number of trades, 6 – cumulative volume	Georgia Bilis – The Nasdaq Stock Market
6117	NetChg	U	Change of Index with reference to previous index value.	Georgia Bilis – The Nasdaq Stock Market
6118	NetChgDirection	U	Indicates the direction of the NetChg. Values: 0 – Plus tick, 1 – Zero Plus Tick, 2 – Minus Tick, 3 – Zero Minus Tick, 4 – No change.	Georgia Bilis – The Nasdaq Stock Market
6119	NetPctChg	W, U	Percentage value of the net change.	Georgia Bilis – The Nasdaq Stock Market
6120	NoMQEntries	U	Count of market quote entries to follow.	Georgia Bilis – The Nasdaq Stock Market
6121	NoMVEntries	U	Count of Market Movement entries to follow.	Georgia Bilis – The Nasdaq Stock Market
6122	Notes	U, 8	To be used for additional information.	Georgia Bilis – The Nasdaq Stock Market
6123	OrdFillType	D	Used to further describe OrdType. Values: 0 – Partial Fill, 1 – Immediate of Cancel	Georgia Bilis – The Nasdaq Stock Market
6124	OrdStatusRequestType	H	Defines the search criteria. Values: 0 – ClOrdID, 1 – By Symbol and Side, 2 – By Symbol, 3 – All.	Georgia Bilis – The Nasdaq Stock Market
6125	OrigBidSize	S	The original buy side quantity of the quote as known to a Firm when sending a modification request.	Georgia Bilis – The Nasdaq Stock Market
6126	OrigLeavesQty	G	The original quantity of the order as known to the user when sending a modification request.	Georgia Bilis – The Nasdaq Stock Market
6127	OrigOfferSize	S	The original price of the order as known to the firm when sending a modification request.	Georgia Bilis – The Nasdaq Stock Market
6128	OrigPrice	G	The original price of the order as known to the firm when sending a modification request.	Georgia Bilis – The Nasdaq Stock Market
6129	ParValue	d		Georgia Bilis – The Nasdaq Stock Market
6130	PrevSesID	h, f	Id of previous trading session.	Georgia Bilis – The Nasdaq Stock Market
6131	PxPctFlag	8	Values: P – Privious price, N – None.	Georgia Bilis – The Nasdaq Stock Market
6132	QuoteAction	S, U	Describes the quote action to be taken. Values: A – Add, M- Modify, D – Delete.	Georgia Bilis – The Nasdaq Stock Market
6133	QuoteRefID	S, B, A, Z	Quote Identifier assigned by the exchange.	Georgia Bilis – The Nasdaq Stock Market
6134	QuoteStatusReqType	A	Defines search criteria for quotes. Values: 0 – QuoteID and Side, 1- Symbol and Side, 2 – Side, 3 – All.	Georgia Bilis – The Nasdaq Stock Market
6135	ReplyMsgCount	U	Total count of messages making up reply.	Georgia Bilis – The Nasdaq Stock Market
6136	ReqID	U, a, H, 8	Unique Id for the request assigned by requesting party.	Georgia Bilis – The Nasdaq Stock Market
6137	ThinlyTradedFlag	d	Values: Y – Yes, N – No.	Georgia Bilis – The Nasdaq Stock Market
6138	TickSize	d	Minimum permitted price change.	Georgia Bilis – The Nasdaq Stock Market
6139	TotalNumOfTrades	W, U	Total number of trades.	Georgia Bilis – The Nasdaq Stock Market
6140	TotalTurnover	W	Total turnover.	Georgia Bilis – The Nasdaq Stock Market
6141	TradeQty	8	Executed trade quantity.	Georgia Bilis – The Nasdaq Stock Market
6142	TradeTypeFlag	8	Modifier flag. Values: V – VWAP, N – None.	Georgia Bilis – The Nasdaq Stock Market
6143	TradeValue	U	Trade Value.	Georgia Bilis – The Nasdaq Stock Market
6144	RejectQty	Execution Report	Willl contain the quantity that was rejected	Georgia Bilis – The Nasdaq Stock Market
6145	OrigBidPx	Quote	The current price of the Bid side of the Quote	Lakshminarasimhan Rajabather – SSI Technologies
6146	OrigBidPx	Quote	The current price of the Bid side of the Quote	Lakshminarasimhan Rajabather – SSI Technologies
6147	OrigOfferPx	Quote	The current price of the Offer side of the Quote	Lakshminarasimhan Rajabather – SSI Technologies
6148	ExpiryDuration	Order Negotiation (User Defined)	Duration for the validity of the Negotiated Order. Specified in minutes. If not specified (or) greater than market’s default value, set to market’s default value.	Lakshminarasimhan Rajabather – SSI Technologies
6149	EndOfBatch	Security Status	Tag to indicate the end of a sequence of Security Status messages	Shirin Baluch – Dresdner Kleinwort Wasserstein
6150	QSBaseBidPx	Quote	Shows the market/VWAP bid price in the instrument currency	Shirin Baluch – Dresdner Kleinwort Wasserstein
6151	QSBaseOfferPx	Quote	Shows the market/VWAP offer price in the instrument currency	Shirin Baluch – Dresdner Kleinwort Wasserstein
6152	StaticRefPx	Market Data – Snapshot/Full Refresh		Lakshminarasimhan Rajabather – SSI Technologies
6153	OwnerTraderID	Execution Report	Identifies the owner of the Order/Quote. Used when sending duplicate confirmations for execution, cancellation and expiry.	Lakshminarasimhan Rajabather – SSI Technologies
6154	SecurityHaltType	Security Status	Describes the type of Security Halt: N – Normal, D – Dynamic, S – Static	Lakshminarasimhan Rajabather – SSI Technologies
6155	OwnerTraderID		Used to indicate the owner of the business object	Lakshminarasimhan Rajabather – SSI Technologies
6156	SubjectID		Indicates the ID of the subject that is being disseminated in the message.	Lakshminarasimhan Rajabather – SSI Technologies
6157	AgreeDateTime	Execution Report	Used to indicate the Date and Time at which a Trade Report was agreed upon, between the Member Firm and its Client	Lakshminarasimhan Rajabather – SSI Technologies
6158	QBroker	Quote Broker	For FIX4.2 , provides the broker that supplied or rejected the Quote. Replaced by PartyIDs in FIX4.3	Rohit Lad – Dresdner Kleinwort Wasserstein
6159	AvgPx2	8,	Average Price of the far leg of a swap	Claire Williams – Bank of America
6160	LastPx2	8	Price of the far leg of a swap	Claire Williams – Bank of America
6161	LastSpotRate2	8	Spot Rate of the far leg of a swap	Claire Williams – Bank of America
6162	BidSpotRate2	s,8	Bid Spot Rate of the far leg of a swap	Claire Williams – Bank of America
6163	OfferSpotRate2	S,8	Offer Spot Rate of the far leg of a swap	Claire Williams – Bank of America
6164	LeavesQty2	8	Leaves Quantity of the far leg of a swap	Claire Williams – Bank of America
6165	CumQty2	8	the deal amount (order quantity) of a far leg of a swap.	Claire Williams – Bank of America
6166	USDEquiv	8	USD Equivalent of the dealt currency	Claire Williams – Bank of America
6167	USDEquiv2	8	USD Equivalent of the dealt currency for the far leg for Swaps	Claire Williams – Bank of America
6168	Effective Time	D,E,8,G	For clients prior to FIX4.2 to indicate the effective time. Requested execution Start date/time – UTC date/time yyyymmddhhmmss	Roseate L. Wagner – Merrill Lynch
6169	DisseminationTime	8	Time of trade dissemination, for trades which dissemination is delayed.	Juliette Vignola – Nasdaq/OMX
6170	FracToTrade	D,E,F,G	Fraction to Trade (Int)	Charlotte Copper – ABN AMRO
6171	Strategy Style	D,E,F,G	1 = Risk Aversion, 10 =Market Impact (int)	Charlotte Copper – ABN AMRO
6172	MaxCostFromStrike	D,E,F,G	Maximum cost from strike in basis points (int)	Charlotte Copper – ABN AMRO
6173	ABNCust1	D,E,F,G		Charlotte Copper – ABN AMRO
6174	ABNCust2	D,E,F,G		Charlotte Copper – ABN AMRO
6175	ABNCust	D,E,F,G		Charlotte Copper – ABN AMRO
6176	EstimatedAmount	float	Teleinvest Custom Tag : Order Estimated Amount	Sorin Benea – Teleinvest SA
6177	TiCustom2	float	Teleinvest Custom Tag	Sorin Benea – Teleinvest SA
6178	TiCustom3	float	Teleinvest Custom Tag	Sorin Benea – Teleinvest SA
6179	TiCustom4	float	Teleinvest Custom Tag	Sorin Benea – Teleinvest SA
6180	AMSessionPercent	float	Percentage of total quantity to be traded in the AM session.	Peter Murray – UBS
6181	OnAMOpenPercent	float	Percentage of total quantity to be sent on AM Open.	Peter Murray – UBS
6182	OnPMOpenPercent	float	Percentage of total quantity to be sent on PM Open.	Peter Murray – UBS
6183	MaxPriceLevels	int	Maximum number of price levels	Peter Murray – UBS
6184	MaxOrdersPerLevel	int	The maximum number of orders that can be placed at any one price level	Peter Murray – UBS
6185	QtyRandomizationPercent	float	A randomization percentage	Peter Murray – UBS
6186	MaxTimeDelay	int	Maximum delay in seconds	Peter Murray – UBS
6187	StrategyComponent	D,F,G,8	Base strategy identifier	Keir Wolfenden – UBS Investment Bank
6188	CompletionPrice	D,F,G,8	Price at which a strategy should become aggressive enough to complete	Keir Wolfenden – UBS Investment Bank
6189	MOCType	D,F,G,8		Keir Wolfenden – UBS Investment Bank
6190	MOCPercent	D,F,G,8		Keir Wolfenden – UBS Investment Bank
6191	DarkOnlyIndic	D,F,G,8		Keir Wolfenden – UBS Investment Bank
6192	TriggerPrice	D,F,G,8		Keir Wolfenden – UBS Investment Bank
6193	HomeCcyEquivQty	8	Home Ccy Equivalent Quantity	Claire Williams – Bank of America
6194	HomeCcyEquivRte	8	Home CCY Equivalent Rate	Claire Williams – Bank of America
6195	HomeCcyEquivQty2	8	Home CCY Equivalent Quantity for the Far leg of a swap	Claire Williams – Bank of America
6196	HomeCcyEquivRte2	8	Home Ccy Equivalent Rate for the far leg of a swap	Claire Williams – Bank of America
6197	HomeCcy	8	Home currency	Claire Williams – Bank of America
6198	BlockPrice	D,F,G,8		Keir Wolfenden – UBS Investment Bank
6199	IOCIndic	D,F,G,8		Keir Wolfenden – UBS Investment Bank
6200	MSCI	IOI & Advert	MSCI Industrial Classification Code of the instrument defined in Tag 48 SecurityID.	Gordon Mitchell – Reuters Ltd
6201	FTSEIntl	IOI & Advert	FTSE International Industrial Classification Code of the instrument defined in Tag 48 SecurityID.	Gordon Mitchell – Reuters Ltd
6202	DJSTOXX	IOI & Advert	Dow Jones STOXX Industrial Classification Code of the instrument defined in Tag 48 SecurityID.	Gordon Mitchell – Reuters Ltd
6203	FixingDate	8	The fixing date of a non-deliverable forward (NDF) trade.	Scott Grunert – Velocity Systems Ltd
6204	TimestampOwn	8		Juliette Vignola – Nasdaq/OMX
6205	TimestampCounterpart	8		Juliette Vignola – Nasdaq/OMX
6206	InternalExternal	8	Used to designate whether a trade being reported was executed on the exchange it is being reported to (Internal) or another exchange (External).	Juliette Vignola – Nasdaq/OMX
6207	TradeCancelTime	8		Juliette Vignola – Nasdaq/OMX
6208	MDSecondaryCustomerSize	W, X	Customer quantity included in an order book entry. Only required if there are two customer categories for which the quantities have to be shown separately (see also 6709 MDCustomerSize)	Hanno Klein – Deutsche Börse Systems
6209	ClRefID	8, 9, D, F, AB, AC	A client specified free format string reference field supplied on the order and echoed back on execution reports or cancel rejects.	Jeremy Sutton – Patsystems llc
6210	RawPrice	Order entry & report	A natively entered Limit price from the source system that is passed onwards to the exchange without change. Used where price conversion and validation is not required because it might cause trailing/leading zeroes to be dropped.	Jeremy Sutton – Patsystems llc
6211	RawStopPx	orders	As per 6210 only for Stop price.	Jeremy Sutton – Patsystems llc
6212	RawLegPrice	orders	As per 6210 but for leg prices in multi-leg orders.	Jeremy Sutton – Patsystems llc
6213	RawLastPx	orders	as per 6210 only for trade fill price	Jeremy Sutton – Patsystems llc
6214	ESAReference	orders	Exchange adapter reference field, for passing things like ClOrdId or OrderId or other order reference codes.	Jeremy Sutton – Patsystems llc
6215	TenorValue	D, R, 8, AE	Used in FX and Commodoties Orders and Executions in conjunction with SettlDate to identify the timebucket of the original order. Valid Values: SP = Spot, SN = Spot Next, ON = Overnight, TN = Tomorrow Next, 1W = 1 Week, 2W = 2 Weeks, 3W = 3 Weeks, 1M = 1 Month, 2M = 2 Months, 3M = 3 Months, 6M = 6 Months, 1Y = 1 Year	Jack Utley – Barclays Capital
6216	TenorValue2	D, R, 8, AE	Secondary TenorValue for Swaps. Used in FX and Commodoties Orders and Executions in conjunction with SettlDate to identify the timebucket of the original order. Valid Values: SP = Spot, SN = Spot Next, ON = Overnight, TN = Tomorrow Next, 1W = 1 Week, 2W = 2 Weeks, 3W = 3 Weeks, 1M = 1 Month, 2M = 2 Months, 3M = 3 Months, 6M = 6 Months, 1Y = 1 Year	Jack Utley – Barclays Capital
6217	OrderChangeSourceID	D,G,F,8	Order change source ID	Kevin Bilello – Thomson Beta Systems
6218	ExecChangeSourceID	D,G,F,8	Execution Change Source ID	Kevin Bilello – Thomson Beta Systems
6219	APIMuser	NewOrderSingle, Cancel/Replace	Contains the Liffe APIM user code for black box user recognition.	Jeremy Sutton – patsystems
6220	ICSNearLeg	New Order Single, Cancel/Replace	Specifially to handle the Liffe & eCBOT Inter Commodity Spread near and far leg pricing. For normal multi-leg orders use the NoLegs repeating group in FIX.4.4	Jeremy Sutton – patsystems
6221	ICSFarLeg	New Order Single, Cancel/Replace	Specifially to handle the Liffe & eCBOT Inter Commodity Spread near and far leg pricing. For normal multi-leg orders use the NoLegs repeating group in FIX.4.4	Jeremy Sutton – patsystems
6222	% Volume Overrides	D, E, G, 8	Text field. Allows entry of multiple % volume Targets.	Alvin Mullan – UBS Investment Bank
6223	NoUnderlyingReinvCoupon		Repeating group count. Number of coupon reinvestments. Part of group (6223-6226)	Angus Ip – Bloomberg L.P.
6224	UnderlyingReinvCouponDate		Coupon reinvestment date. Part of group (6223-6226)	Angus Ip – Bloomberg L.P.
6225	UnderlyingReinvCouponRate		Rate at which the coupon is reinvested. Part of group (6223-6226)	Angus Ip – Bloomberg L.P.
6226	UnderlyingReinvCouponAmt		Coupon reinvestment amount. Part of group (6223-6226)	Angus Ip – Bloomberg L.P.
6227	DisplayRange	8, AB, AC, D, E, G, s, t	Used with MaxFloor for reserve orders. Randomises the quantity to replenish to to within ‘DisplayRange’ of the MaxFloor. (For example, a MaxFloor of 2000 shares and a DisplayRange value of 200 will replenish to anything from 1800 to 2200 shares.)	Tim Billinge –
6228	CompletionIndicator	<all responses to requests>	Boolean. Indicates whether current response is the last message triggered by a single request.	Hanno Klein – Deutsche Börse Systems
6229	RequestCountIndicator	<all responses to requests>	Conveys impact of current response to the number of outstanding requests in the context of a throttle mechanism. 0 = Message counter unchanged (default), 1 = Message counter decreased.	Hanno Klein – Deutsche Börse Systems
6230	BlackoutStart	NewOrderSingle, ExecutionReport	Data type: UTCTimeOnly. Beginning of period of time of business day within which order should not be executed.	Andrey Nartov – Deutsche Bank
6231	BlackoutEnd	NewOrderSingle, ExecutionReport	Data type: UTCTimeOnly. End of period of time of business day within which order should not be executed.	Andrey Nartov – Deutsche Bank
6232	OrderTTL	NewOrderSingle, ExecutionReport	Data type: int. Number of milliseconds within which exchange can try to execute order again, if it failed on previous attempt.	Andrey Nartov – Deutsche Bank
6233	OrdStatusReqID	H, 8	Data type: String. For FIX 4.3. Can be used to uniquely identify a specific Order Status Request message.	Andrey Nartov – Deutsche Bank
6234	NoChildMsgs	int	Generic field to describe number of nested child messages within a parent.	P Basu –
6235	Risk Aversion		Risk Aversion Parameter	Kevin Skorzewski – Bear Stearns & Co.
6236	Dollar Neutrality Limit		Dollar neutrality limit	Kevin Skorzewski – Bear Stearns & Co.
6237	Ratio Neutrality Limit		Ratio neutrality limit in percent	Kevin Skorzewski – Bear Stearns & Co.
6238	Beta Neutrality Limit		beta neutrality limit in dollars	Kevin Skorzewski – Bear Stearns & Co.
6239	Spread Formula		Int Value	Kevin Skorzewski – Bear Stearns & Co.
6240	Spread		Float Value	Kevin Skorzewski – Bear Stearns & Co.
6241	Order Ratio		Decimal value	Kevin Skorzewski – Bear Stearns & Co.
6242	Max Shares		Int Value	Kevin Skorzewski – Bear Stearns & Co.
6243	Spread Type		Int Value	Kevin Skorzewski – Bear Stearns & Co.
6244	Bid Difference		Double Value	Kevin Skorzewski – Bear Stearns & Co.
6245	Ask Difference		Double Value	Kevin Skorzewski – Bear Stearns & Co.
6246	MktTickSizeRatio		Double Value	Kevin Skorzewski – Bear Stearns & Co.
6247	LmtTickSizeRatio		Double Value	Kevin Skorzewski – Bear Stearns & Co.
6248	Cash		Risk Arb Cash Value	Kevin Skorzewski – Bear Stearns & Co.
6249	Dollar Neutral		Boolean Value	Kevin Skorzewski – Bear Stearns & Co.
6250	ConfigSet			John Prewett – Lava Trading
6251	RefreshQty			John Prewett – Lava Trading
6252	PriceInstruction			John Prewett – Lava Trading
6253	PriceOffset			John Prewett – Lava Trading
6254	StartTime			John Prewett – Lava Trading
6255	EndTime			John Prewett – Lava Trading
6256	Duration			John Prewett – Lava Trading
6257	WorkDuration			John Prewett – Lava Trading
6258	Strategy			John Prewett – Lava Trading
6259	MinPctVol			John Prewett – Lava Trading
6260	MaxPctVol			John Prewett – Lava Trading
6261	ExecutionStyle			John Prewett – Lava Trading
6262	PriceBenchmark			John Prewett – Lava Trading
6263	CancelPrice			John Prewett – Lava Trading
6264	ToleranceLimit1			John Prewett – Lava Trading
6265	ToleranceLimit2			John Prewett – Lava Trading
6266	ToleranceLimit3			John Prewett – Lava Trading
6267	NearFwdPoints	W, 8	Forward Points of a Forward Outright trade or on the near leg of a Swap trade.	Dmitry Gundorov – Deutsche Bank
6268	FarFwdPoints	W, 8	Forward Points on the far leg of a Swap trade.	Dmitry Gundorov – Deutsche Bank
6269	SwapPoints	W, 8	Swap Points	Dmitry Gundorov – Deutsche Bank
6270	WouldDark		Y/N. Indicates that the user is willing to override any previous schedule or volume constraints on their Algo order if liquidity can be sourced from a dark pool.	Miles Dugmore –
6271	AlgorithmicField1			John Prewett – Lava Trading
6272	AlgorithmicField2			John Prewett – Lava Trading
6273	AlgorithmicField3			John Prewett – Lava Trading
6274	AlgorithmicField4			John Prewett – Lava Trading
6275	AlgorithmicField5			John Prewett – Lava Trading
6276	AlgorithmicField6			John Prewett – Lava Trading
6277	AlgorithmicField7			John Prewett – Lava Trading
6278	AlgorithmicField8			John Prewett – Lava Trading
6279	AlgorithmicField9			John Prewett – Lava Trading
6280	AlgorithmicField10			John Prewett – Lava Trading
6281	AlgorithmicField11			John Prewett – Lava Trading
6282	AlgorithmicField12			John Prewett – Lava Trading
6283	AlgorithmicField13			John Prewett – Lava Trading
6284	AlgorithmicField14			John Prewett – Lava Trading
6285	AlgorithmicField15			John Prewett – Lava Trading
6286	BrokerOrderReceiveTime	D;G;F	OATS v3 tag indicating the time the broker first received the order from the customer. This field is of type UTCTimeStamp.	John Prewett – Lava Trading
6287	CustomerDirectedOrder	D;G	OATS v3 tag indicating if the customer directed this order to a specific execution venue (Y) or not (N). This field is of type Boolean.	John Prewett – Lava Trading
6288	DeskSpecialHandlingCode	D, 8, F, G	OATS v3 field for Desk Special Handling Code. Values are: ‘FOK’, ‘AON’, ‘NH’, ‘IOC’, ‘MAO’, ‘LOC’, ‘MAC’, ‘MOO’, ‘MOC’, ‘OVD’, ‘SCL’, ‘WRK’, ‘PEG’, ‘MQT’, ‘TS’, ‘RSV’, ‘IO’, ‘LOO’,‘E.W’, ‘S.W’, ‘CNH’, ‘ADD’, ‘TMO’, or ‘DIR’. Case sensitive, must be capital letters.	Christopher Acton – Sungard Trading Systems
6289	ManualOrderIndicator	D; G;	ManualOrderIndicator=Y signifies that the order was entered manually. ManualOrderIndicator=N signifies that the order was entered electronically. If this field is missing, it should be assumed that the order was not manually entered. This field is of type Boolean.	John Prewett – Lava Trading
6290	Active		Boolean value, active or not	Kevin Skorzewski – Bear Stearns & Co.
6291	VenueReferenceID	8	Reference number for executions that result from orders that are routed to a secondary destination. Will be sent when order status is 1 or 2.	Christopher Acton – Sungard Brass
6292	LastMkt2	8	The real venue where the fill executed.	John Prewett – Lava Trading
6293	UnderlyingStartAcrdIntAmt		Underlying accrued interest amount at settlement	Angus Ip – Bloomberg L.P.
6294	UnderlyingEndAcrdIntAmt		Underlying accrued interest amount at termination	Angus Ip – Bloomberg L.P.
6295	Discretion	D, E, G, 8	To apply discretion to the placement of large orders in open and closing auction strategies.	Alvin Mullan – UBS Investment Bank
6296	WouldIfNat	D, E, G, 8	Parameter to control crossing of the order quantity relative to the target execution of the strategy.	Alvin Mullan – UBS Investment Bank
6297	ResetEligibleVolOnAmend	D,G,8		sunilkumar T M – UBS
6298	CountEligibleVolInLimitPx	D,G,8		sunilkumar T M – UBS
6299	RetainVolumeCountHistory	D,G,8		sunilkumar T M – UBS
6300	UnderlyingLowerRange	D, G	The lower range of the underlying price	Keir Wolfenden – UBS Investment Bank
6301	UnderlyingUpperRange	D, G	The upper range of the underlying price	Keir Wolfenden – UBS Investment Bank
6302	SliceMethod	D, G	Slice Method	Keir Wolfenden – UBS Investment Bank
6303	MaxSliceSize	D, G	Maximum contracts per slice	Keir Wolfenden – UBS Investment Bank
6304	TimeInterval	D,G	Integer. This integer will indicate time in seconds. Trade X number of calls/puts at defined N secs timeinterval between start and endtimes.	Rajarshi Ghosh –
6305	Delta	D, G	Value between 0 and 1 to 2 dp	Keir Wolfenden – UBS Investment Bank
6306	SpotReference	D, G	Reference for Spot used in a delta calculation	Keir Wolfenden – UBS Investment Bank
6307	SweepLevel	D, G	Depth under the NBBO	Keir Wolfenden – UBS Investment Bank
6308	Tactic	D,F,G,8	Underlying tactic to be applied	Keir Wolfenden – UBS Investment Bank
6309	Bias	D, G	percentage value	Keir Wolfenden – UBS Investment Bank
6310	BidPriceImpAmount	Quote	Amount by which the BidPx has been improved.	Robert Jones – Merrill Lynch
6311	OfferPriceImpAmount	Quote	Amount by which the OfferPx has been improved.	Robert Jones – Merrill Lynch
6312	Tolerance	D, G	Percentage value	Keir Wolfenden – UBS Investment Bank
6313	UnderlyingAlgo	D, G	Base strategy identifier	Keir Wolfenden – UBS Investment Bank
6314	Portfolio Style	D,F,G,8	Indicates the type of portfolio to be traded	Keir Wolfenden – UBS Investment Bank
6315	AlgoParameter	D, G	Reserved for future use.	Manju Swamy –
6316	AlgoParameter	D, G	Reserved for future use.	Manju Swamy – Capital Institutional Services
6317	AlgoParameter	D, G	Reserved for future use.	Manju Swamy – Capital Institutional Services
6318	AlgoParameter	D, G	Reserved for future use.	Manju Swamy – Capital Institutional Services
6319	AlgoParameter	D, G	Reserved for future use.	Manju Swamy – Capital Institutional Services
6320	AlgoParameter	D, G	Reserved for future use.	Manju Swamy – Capital Institutional Services
6321	OldRiskClass	String	Old Risk Class for allocation	P Basu –
6322	RiskClass	String	Risk class for a trade	P Basu –
6323	StartTime	D, G	The time at which the order becomes active. StartTime contains a date and time component that must be specified in 24-hour clock format (YYYYMMDDHH:MM:SS) and must use GMT time zone.	Manju Swamy – Capital Institutional Services
6324	EndTime	D, G	The time by which an order must be completed. EndTime contains a date and time component that must be specified in 24-hour clock format (YYYYMMDDHH:MM:SS) and must use GMT time zone. StartTime < EndTime.	Manju Swamy – Capital Institutional Services
6325	ExecutionStyle	D, G	This parameter tells the engine how aggressively to work. Valid values include: P = Passive N = Normal A = Aggressive	Manju Swamy – Capital Institutional Services
6326	Start%Volume	D, G	The target percentage of volume that the algorithm will attempt to achieve at/or around the Benchmark price. Valid values: 0-100.	Manju Swamy – Capital Institutional Services
6327	Min%Volume	D, G	The minimum % of volume the algorithm will try to achieve. Valid values: 0-100. Min%Volume < Max%Volume.	Manju Swamy – Capital Institutional Services
6328	Max%Volume	D, G	The maximum % of volume the algorithm will try to achieve. Valid values: 0-100. Min%Volume < Max%Volume.	Manju Swamy – Capital Institutional Services
6329	Target%Volume	D, G	Specifies the rate at which the order will be filled which affects the duration of the order and, ultimately, the end time of the order.	Manju Swamy – Capital Institutional Services
6330	MinReqComp	D, G	The minimum percentage of the order that must be completed by EndTime.	Manju Swamy – Capital Institutional Services
6331	WouldIfGood	D, G	When the “I Would price” is triggered, attempt to get done within the specified “I Would” limit.	Manju Swamy – Capital Institutional Services
6332	DisplaySize	D, G	The number of shares displayed to the market. The value should not be less than 100 shares or over the order quantity.	Manju Swamy – Capital Institutional Services
6333	RiskAversion	D, G	Controls the trading style for the order on a scale of 1 (passive) – 10 (aggressive). The higher the number the faster the order will trade. Valid values 1-10.	Manju Swamy – Capital Institutional Services
6334	ExecutionView	D, G	Reflects the trader’s view of how he wants the algorithm to behave when the securities price moves favorable or unfavorable relative to the order. Valid values include: 1=Reversion 2=Symmetrical 3=Breakout 4=Collar	Manju Swamy – Capital Institutional Services
6335	AlgoParameter	D, G	Reserved for future use.	Manju Swamy – Capital Institutional Services
6336	Trading Session ID		adoption of tag336 in FIX4.2	Roseate Wagner – Merill Lynch
6337	SessionType	D,F,G,8	Session type (Open or Close) defined in the Trading Session ID	Keir Wolfenden – UBS Investment Bank
6338	ExecutionID			Kunihiko Saito – INTERTRADE Co., Ltd.
6339	OrderStartTime			Kunihiko Saito – INTERTRADE Co., Ltd.
6340	QtyLimitRelease		0:no limit release 9:limit release	Kunihiko Saito – INTERTRADE Co., Ltd.
6341	ReplacePrice		0:no replace 1:replace	Kunihiko Saito – INTERTRADE Co., Ltd.
6342	ReplaceOrderQty		0:no replace 1:replace	Kunihiko Saito – INTERTRADE Co., Ltd.
6343	ReplaceCashMargin		0:no replace 1:replace	Kunihiko Saito – INTERTRADE Co., Ltd.
6344	ReplaceOrderCapacity		0:no replace 1:replace	Kunihiko Saito – INTERTRADE Co., Ltd.
6345	ReplaceTimeInForce		0:no replace 1:replace	Kunihiko Saito – INTERTRADE Co., Ltd.
6346	TimeInExecution		0:Continuous 2:Opening 7:Closing D:Proportional Distribution	Kunihiko Saito – INTERTRADE Co., Ltd.
6347	CounterpartyCompID			Kunihiko Saito – INTERTRADE Co., Ltd.
6348	OnlineStartTime			Kunihiko Saito – INTERTRADE Co., Ltd.
6349	OnlineCloseTime			Kunihiko Saito – INTERTRADE Co., Ltd.
6350	TickRule	D	up tick/down tick rules.	Daniel Graham – P E Lynch
6351	Position	D	0 = Long, 1 = Short	Daniel Graham – P E Lynch
6352	AutoHedgePrice	D	Auto Option Hedge Price	Daniel Graham – P E Lynch
6353	RehedgePercent	D	Percentage to rehedge	Daniel Graham – P E Lynch
6354	StrikePrice	D	0 = CLOSE, 2 = ARRIVAL	Daniel Graham – P E Lynch
6355	UpperPricePct	D	Dispersal Upper Limit	Daniel Graham – P E Lynch
6356	LowerPricePct	D	Dispersal Percentage	Daniel Graham – P E Lynch
6357	TrackSecurity	D	Other Equity to track with this order	Daniel Graham – P E Lynch
6358	TrackUpperPct	D	Dispersion Percentage	Daniel Graham – P E Lynch
6359	TrackLowerPct	D	Dispersion Percentage	Daniel Graham – P E Lynch
6360	Sector	D	Sector to track	Daniel Graham – P E Lynch
6361	SectorUpperPct	D	Dispersion Percentage	Daniel Graham – P E Lynch
6362	SectorLowerPct	D	Dispersion Percentage	Daniel Graham – P E Lynch
6363	Index	D	Index to track	Daniel Graham – P E Lynch
6364	IndexUpperPct	D	Dispersion Percentage	Daniel Graham – P E Lynch
6365	IndexLowerPct	D	Dispersion Percentage	Daniel Graham – P E Lynch
6366	TrackUpperSIT	D	1 = Switch If Touched ™	Daniel Graham – P E Lynch
6367	TrackLowerSIT	D	1 = Switch If Touched ™	Daniel Graham – P E Lynch
6368	SectorUpperSIT	D	1 = Switch If Touched ™	Daniel Graham – P E Lynch
6369	SectorLowerSIT	D	1 = Switch If Touched ™	Daniel Graham – P E Lynch
6370	IndexUpperSIT	D	1 = Switch If Touched ™	Daniel Graham – P E Lynch
6371	IndexLowerSIT	D	1 = Switch If Touched ™	Daniel Graham – P E Lynch
6372	HighLimitSIT	D	1 = Switch If Touched ™	Daniel Graham – P E Lynch
6373	LowLimitSIT	D	1 = Switch If Touched ™	Daniel Graham – P E Lynch
6374	UpperPricePctSIT	D	1 = Switch If Touched ™	Daniel Graham – P E Lynch
6375	LowerPricePctSIT	D	1 = Switch If Touched ™	Daniel Graham – P E Lynch
6376	BasketName	D	Name of Basket to which order belongs.	Daniel Graham – P E Lynch LLP
6377	Slices	D	Number of equal-sized sub orders to trade a TIME_SLICE order in.	Daniel Graham – P E Lynch LLP
6378	BLPProgType	D AE 8	Security Program Type	Sheetal Chainraj – Bloomberg L.P
6379	AdjustedEndCash		Ending cash consideration of a financing deal on the EndDate(917) adjusted for coupon and interest payments to the collateral holder.	Angus Ip – Bloomberg L.P.
6380	NonMemberAffiliate	execution	Indicates that the execution is on behalf of a non-member affiliate.	Marie Mouser – Thomson Rueters
6381	EnteringSubsidiary	execution	Identifies the subsidiary firm associated with the execution.	Marie Mouser – Thomson Rueters
6382	BuyTradeControlNumber	8	Used for Nordic Trade Reporting, this tag will carry the trade control number for the buy side of the trade.	Juliette Vignola – Nasdaq/OMX
6383	SellTradeControlNumber	8	Used for Nordic Trade Reporting, this tag will carry the trade control number for the sell side of the trade.	Juliette Vignola – Nasdaq/OMX
6384	CalcAgentLocation	String	Calcution Agent Location	Jayaprakash Katari – Bloomberg
6385	MatrixAgreementType	String	Matrix Agreement Type	Jayaprakash Katari – Bloomberg
6386	QtyVariance	8	Variance of a REPO trade, expressed as quantity of trade size.	Wei Koek – TradeWeb
6387	Peg Difference	4.0	Allows a 4.0 session to send equivalent of a 4.2 tag: 211=Peg Difference	Denise Timmons – Fidelity Capital Markets
6388	Discretion Instruction	4.0	Allows a 4.0 session to send the 4.2 tag 388. Data type = Integer Required field = no Valid Values: 0=Related to displayed price 1=Related to market price 2=Related to primary price 4=Related to midpoint price 5=Related to trade price	Denise Timmons – Fidelity Capital Markets
6389	Discretion Offset	4.0	Alls a 4.0 session to send a 4.3 tag. Data type = Number Required field = N Valid Values = amount =/- Whole nnumber portion = dollars, deciaml portion = cents, max two decimal places	Denise Timmons – Fidelity Capital Markets
6390	MDReqRejReason	Market Data Request Reject	= 100 – Other	Michael Merold – ICAP
6391	PriceType	Security Definition	= 100 – Fractions (in Two-Fifty Sixths)	Michael Merold – ICAP
6392	SecurityTradingStatus	Security Status	= 100 – Order entry session for repo cross = 101 – Position scrubbing session for repo cross = 102 – Position scrubbing session for repo cross = 103 – Closing session for repo cross = 104 – Suspended	Michael Merold – ICAP
6393	NewSubRank	Security List	Specifies the current sub rank of the security (for display ordering purposes).	Michael Merold – ICAP
6394	PreviousSubRank	Security List	Specifies the previous sub rank of a security. Applicable if the sub rank of the security changes.	Michael Merold – ICAP
6395	SourceIP	various	Optional field for source IP address identification and auditing perposes.	Michael Merold – ICAP
6396	RejectCode		To specify reject reason in user-defined FIX message types	Lalin Dias – Millennium Information Technologies
6397	OtherParty	8,s	ITM of the trader for the matching half trade submitted separately	Marc Abend – NYSE Euronext
6398	StreamingQuoteTime	R	Used for enabling/disabling FX mkt data	Steven Tong –
6399	AccountCode	D, s, E, I, 8	Type of Account	Marc Abend – NYSE Euronext
6400	MLBenchmarkPrice	D,E,8,G	ML Benchmark Price	Roseate L. Wagner – Merrill Lynch
6401	MLExecService	D,E,8,G	ML Execution Service	Roseate L. Wagner – Merrill Lynch
6402	MLGuarant	D,E,8,G	ML Guaranteed Indicator Y – Guaranteed Price N – Not Guaranteed	Roseate L. Wagner – Merrill Lynch
6403	MLMaxParticipate	D,E,8,G	ML Maximum Participation % Max % market volume to participate in execution of order nnn (0-100)	Roseate L. Wagner – Merrill Lynch
6404	MLTargetParticipate	D,E,8,G	ML Minimum Participation % Min % market volume to participate in execution of order nnn (0-100)	Roseate L. Wagner – Merrill Lynch
6405	MLPrimaryFlag	D,E,8,G	ML Primary or Composite flag P – Primary C -Composite(Default = Primary)	Roseate L. Wagner – Merrill Lynch
6406	MLPlanning	D,E,8,G	ML Planning indication	Roseate L. Wagner – Merrill Lynch
6407	MLOrderCompletionInstr	D,E,8,G	ML Order Completion Instruction 1 – Trade to Completion 2 – Leave Residual	Roseate L. Wagner – Merrill Lynch
6408	MLRiskFactor	D,E,8,G	ML Benchmark Rick Factor	Roseate L. Wagner – Merrill Lynch
6409	ML Special Order Type	D,E,8,G	Extensions to the FIX Ordertype fields to support various ECN order types.	Roseate L. Wagner – Merrill Lynch
6410	ML Speed Price	D,E,8,G	Target Price for Speed trading	Roseate L. Wagner – Merrill Lynch
6411	ML Speed Target Percent	D,E,8,G	Target Percent for speed trading	Roseate L. Wagner – Merrill Lynch
6412	ML Execution Instruction	D,E,8,G	This tag can contain multiple instructions, space delimited	Roseate L. Wagner – Merrill Lynch
6413	ML Peg Option	D,E,8,G	Indication of pricing strategy (Values: 0 = Market, 1 = Chase Market, 2 = Bid, 3 = Offer, 4 = Last, 5 = Mid )	Eric Siciliano – Merrill Lynch
6414	ML Block Threshold	D,E,8,G	When calculating volume profile, ignore any block prints that are greater than the “ML Block Threshold”.	Eric Siciliano – Merrill Lynch
6415	Open Auction Rate	D,E,8,G	Open auction participation expressed as a percentage (0-100).	Eric Siciliano – Merrill Lynch
6416	Close Auction Rate	D,E,8,G	Close auction participation expressed as a percentage (0-100).	Eric Siciliano – Merrill Lynch
6417	MOO2 Percent	D,E,8,G	Open auction rate for 2nd(pm)open for markets with 2 sessions.	Eric Siciliano – Merrill Lynch
6418	MOC1 Percent	D,E,8,G	Close auction rate for 1st(am)close for markets with 2 sessions.	Eric Siciliano – Merrill Lynch
6419	ML Transaction FundType	8	Transaction fund type	Patrick Bethon – Merrill Lynch & Company
6420	CashRoundingIndicator	D,E,8,G	Indicate the rounding method when convert a cash base order to a share base order. Required for Cash base order U – Up D – Down	Roseate L. Wagner – Merrill Lynch
6421	NoOfExecutionDays	D,E,8,G	Indicate number of days for order to execute across. Can be used in conjuction with Market, GTC orders	Roseate L. Wagner – Merrill Lynch
6422	PrimaryBookingID	D,8,G, F	Primary BookingID	Roseate L. Wagner – Merrill Lynch
6423	SecondaryBookingID	D,8,G,F	Secondary Booking ID	Roseate L. Wagner – Merrill Lynch
6424	SpeedRiskFactor	D,E,8,G	Risk Factor for the Speed trading	Roseate L. Wagner – Merrill Lynch
6425	CriteriaCheckFlag	D,E,8,G	To indicate whether or not to apply criteria check to a strategy order	Roseate L. Wagner – Merrill Lynch
6426	Underlying Security	D,8,F,G	Underlying security symbol for stock Options	Roseate L. Wagner – Merrill Lynch
6427	MaxPostDest	D,E,8,G	Maxim number of destination/venues an order can be posted to	Roseate L. Wagner – Merrill Lynch
6428	PegDirection	D,E,8,G	Peg offset direction. Applying the pegging price if market moves into the applied direction: 1 – Up 2 – Down 3 – Either	Roseate L. Wagner – Merrill Lynch
6429	Step size	D,E,8,G	Number of ticks to move a posted price	Roseate L. Wagner – Merrill Lynch
6430	EvalueInterval	D,E,8,G	Number of seconds to wait between evaluation	Roseate L. Wagner – Merrill Lynch
6431	ML UPDATEUSER	8	RAM update user	Patrick Bethon – Merrill Lynch & Company
6432	ML S_USER	8	RAM s_user	Patrick Bethon – Merrill Lynch & Company
6433	ExcludeDest	8,E,D,G	Destination exclusion list.	Roseate L. Wagner – Merrill Lynch
6434	RelativeSecureID	8,E,D,G		Roseate L. Wagner – Merrill Lynch
6435	RelativeIDSource	8,E,D,G		Roseate L. Wagner – Merrill Lynch
6436	RelatviePrice	8,E,D,G		Roseate L. Wagner – Merrill Lynch
6437	Annonymous	8, D, G, E		Roseate L. Wagner – Merrill Lynch
6438	CrossExclusionIndicator			Roseate L. Wagner – Merrill Lynch
6439	MinCrossQty			Roseate L. Wagner – Merrill Lynch
6440	MaxCrossQty			Roseate L. Wagner – Merrill Lynch
6441	CrossPrice			Roseate L. Wagner – Merrill Lynch
6442	OrderBenchmarkPrice			Roseate L. Wagner – Merrill Lynch
6443	CrossDest			Roseate L. Wagner – Merrill Lynch
6444	CrossDestExclusion			Roseate L. Wagner – Merrill Lynch
6445	PostResidual			Roseate L. Wagner – Merrill Lynch
6446	CrossResidualRatio			Roseate L. Wagner – Merrill Lynch
6447	CrossCategory			Roseate L. Wagner – Merrill Lynch
6448	PrefDest			Roseate L. Wagner – Merrill Lynch
6449	RegulationID			Roseate L. Wagner – Merrill Lynch
6450	FidessaTradeFlags	8	MultipleValueString, containing a space separated list of trade flags.	Graham Pearce – royalblue
6451	PairExecutionMethod			Roseate L. Wagner – Merrill Lynch
6452	MLET 4			Roseate L. Wagner – Merrill Lynch
6453	MLET 5			Roseate L. Wagner – Merrill Lynch
6454	MLET 6			Roseate L. Wagner – Merrill Lynch
6455	MLET 7			Roseate L. Wagner – Merrill Lynch
6456	MLET 8			Roseate L. Wagner – Merrill Lynch
6457	MLET 9			Roseate L. Wagner – Merrill Lynch
6458	MLET 10			Roseate L. Wagner – Merrill Lynch
6459	MLET 11			Roseate L. Wagner – Merrill Lynch
6460	MLET 12			Roseate L. Wagner – Merrill Lynch
6461	Pair 1			Roseate L. Wagner – Merrill Lynch
6462	Pair 2			Roseate L. Wagner – Merrill Lynch
6463	pair 3			Roseate L. Wagner – Merrill Lynch
6464	Pair 4			Roseate L. Wagner – Merrill Lynch
6465	Pair 5			Roseate L. Wagner – Merrill Lynch
6466	RelativeLimitType			Roseate L. Wagner – Merrill Lynch
6467	DistributionType	D,8,G,F	Identify the distribution type of Futures: 1 – Actual 2 – Underlying	Roseate L. Wagner – Merrill Lynch
6468	RelativeLimitInstruction			Roseate L. Wagner – Merrill Lynch
6469	MLMinParticipant			Roseate L. Wagner – Merrill Lynch
6470	ShowingFactor			Roseate Wagner – Merill Lynch
6471	StartingPrice			Roseate Wagner – Merill Lynch
6472	ReportFlowFlag	8	Controls reporting to various ML reporting systems.	Patrick Bethon – Merrill Lynch & Company
6473	PrefPostDest			Roseate Wagner – Merill Lynch
6474	ExcludePostDest			Roseate Wagner – Merill Lynch
6475	ClientIndicator			Roseate Wagner – Merill Lynch
6476	PassiveQty			Roseate L. Wagner – Merrill Lynch
6477	DynamicDriverType			Roseate Wagner – Merill Lynch
6478	SpeedRelSecurityID			Roseate Wagner – Merill Lynch
6479	SpeedRelIDSource			Roseate Wagner – Merill Lynch
6480	SpeedRelPrice			Roseate Wagner – Merill Lynch
6481	SpeedRelTarget%			Roseate Wagner – Merill Lynch
6482	SCAN Destination			Roseate L. Wagner – Merrill Lynch
6483	SCAN Indicator			Roseate L. Wagner – Merrill Lynch
6484	PariLegCoefficient			Roseate L. Wagner – Merrill Lynch
6485	PairFormulaOffset			Roseate L. Wagner – Merrill Lynch
6486	RelativeLimitDirection			Roseate L. Wagner – Merrill Lynch
6487	Scan Level			Roseate L. Wagner – Merrill Lynch
6488	Soft Limit Flag			Roseate L. Wagner – Merrill Lynch
6489	Trigger Indicator			Roseate L. Wagner – Merrill Lynch
6490	Indicative Order Type			Roseate L. Wagner – Merrill Lynch
6491	RelativeLimitBase	D, G	Reference for a relative price limit	Keir Wolfenden – UBS Investment Bank
6492	RelativeLimitOffset	D, G	Offset for a relative limit price	Keir Wolfenden – UBS Investment Bank
6493	CleanUp			Roseate L. Wagner – Merrill Lynch
6494	PairsSuspendStatus			Roseate L. Wagner – Merrill Lynch
6495	PairsRebalanceThreshold			Roseate L. Wagner – Merrill Lynch
6496	StopPxAnchor	D, E, G	Int: Identifies anchor price when stop price is specified in relative terms.	John Leung – Lehman Brothers
6497	StopPxOffset	D, E, G	Float: Offset relative to selected anchor for relative stop price.	John Leung – Lehman Brothers
6498	AnchorPxDirection	D, E, G	Int: Identifies units and direction of relative stop price offset.	John Leung – Lehman Brothers
6499	ApplyRestriction	D, AB, G, AC	To turn ON/OFF restriction such as ERISA for an Order coming to TW. Boolean type (Y/N). If omitted in the message, default to ‘Y’.	Wei Koek – TradeWeb
6500	Commission Handling Instructions	TBD	Future Use	George Rosenberger – BNY Brokerage
6501	Commission Treatment	TBD	Future Use	George Rosenberger – BNY Brokerage
6502	TrailerNoteSuppressionInd		Suppression indcator for trailer line	Joseph Young – Thomson Reuters
6503	TrailerNote		Allows trailer notes to be added to trades.	Joseph Young – Thomson Reuters
6504	AllocAgreementDesc	String	Allocation account MCA type	Jayaprakash Katari – Bloomberg
6505	AllocAgreementDate	LocalMktDate	Allocation account MCA Date	Jayaprakash Katari – Bloomberg
6506	AllocCalcAgentLocation	String	Allocation calculation agent location	Jayaprakash Katari – Bloomberg
6507	AllocMatrixAgreementType	String	Allocation account matrix agreement type	Jayaprakash Katari – Bloomberg
6508	AllocMcaAnnexDate	LocalMktDate	Allocation MCA annex date	Jayaprakash Katari – Bloomberg
6509	ParticipationRateOffSideAnchor	D, F, G, 8	Reference price. Values Blank 1 – open 2 – prev close 3 – arrival 4 – other	Paul Rogers – ICAP
6510	Any Price At Close	D, G	Indicates whether are willing to use a market order during the closing auction.	Miles Dugmore –
6511	NumberOfWaves	D, G	Used specify the number of waves an order should be executed in.	Miles Dugmore –
6512	QtyPerWave	D, G	Used to specify the quantity issued per wave.	Miles Dugmore –
6513	ParticipationRate	D, F, G, 8	Offside participation % Values Blank or 0.01 to 1.0	Paul Rogers – ICAP
6514	IncludeAuction	D, F, G, 8	Values Blank 1 – None 2 – Close 3 – Open 4 – All	Paul Rogers – ICAP
6515	NewsID	B (News)	The unique identifier of a textual message sent from the exchange and recorded on the newsboard.	Roger Maumenée – SWX Swiss Exchange
6516	NewsValidUntil	B (News)	The date after which the associated information is no longer relevant / applicable.	Roger Maumenée – SWX Swiss Exchange
6517	NewsEventDate	B (News)	The date on which the event referred to in the associated newsboard message occurred.	Roger Maumenée – SWX Swiss Exchange
6518	NewsType	B (News)	Textual description of the news type or category.	Roger Maumenée – SWX Swiss Exchange
6519	QuoteReqRefID	R (Quote Request)	Required for Cancel and Replace QuoteReqTransType messages	Roger Maumenée – SWX Swiss Exchange
6520	TradeTypeCodeList	D, 8, AE	List of SIX Swiss Exchange Trade Type Codes.	Roger Maumenee – SIX Swiss Exchange
6521	CounterpartyReference	D, 8	The free text identification of a counterparty who is not a member of the exchange.	Roger Maumenée – SWX Swiss Exchange
6522	ClientDomicile	D, 8	Client’s domicile	Roger Maumenée – SWX Swiss Exchange
6523	CounterpartyType	D, 8	The unique Identifies of a Counterparty type. ASSD (Associated Dealers), CUST (Customers), EFFH (Effektenhändler), MEMB (Member), EXCH (Designated Exchange)	Roger Maumenée – SWX Swiss Exchange
6524	TransactionType	D, 8	Identifies an SWX specific transaction type. 0 = Order, 1 = Trade Confirmation, 2 = Bilateral Trade Reverse, 3 = Reported Trade, 4 = Unilateral Trade Reverse, 5 = Correction	Roger Maumenée – SWX Swiss Exchange
6525	SegrClearingAccountType	D, 8	The segregated clearing account type. For example, Client Clearing Account or House Clearing Account. 0 = DF (Default), 1 = CL (Client = Risk is covered by client collateral), 2 = HO (House = Risk is covered by “In House” collateral)	Roger Maumenée – SWX Swiss Exchange
6526	SegrSettleAccountType	D, 8	The segregated settlement account type. For example, can be used to distinguish different taxation treatments in settlement. 0 = DF (Default)	Roger Maumenée – SWX Swiss Exchange
6527	SettlementInst	D, 8	Defines to which degree the clearing and settlement of an off order book trade should be automatically instructed. For example, settled manually, automatic clearing and settlement or only automatic settlement i.e. no clearing. 0=Automatic (Settlement & Clearing), 1 = Settlement only, 2 = Manual	Roger Maumenée – SWX Swiss Exchange
6528	OrderCapacity	D,G,8	Custom field for FIX 4.2 users that want to adopt the FIX 4.3 OrderCapacity field Designates the capacity of the firm placing the order. Valid values: A = Agency G = Proprietary I = Individual P = Principal (Note for CMS purposes, Principal includes Proprietary) R = Riskless Principal W = Agent for Other Member (as of FIX 4.3, this field replaced Rule80A (tag 47) –used in conjunction with OrderRestrictions field) (see Volume 1: “Glossary” for value definitions)	Jim Northey – Chicago Board Options Exchange
6529	OrderRestrictions	D,G,8	Custom field for FIX 4.2 users that want to adopt the FIX 4.3 field. Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space. Valid values: 1 = Program Trade 2 = Index Arbitrage 3 = Non-Index Arbitrage 4 = Competing Market 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 7 = Foreign Entity (of foreign governmnet or regulatory jurisdiction) 8 = External Market Participant 9 = External Inter-connected Market Linkage A = Riskless Arbitrage	Jim Northey – Chicago Board Options Exchange
6530	QuoteReqTransType	R (QuoteRequest)	Identifies Quote Request message transaction type Data type: char Valid values: N = New C = Cancel R = Replace	Roger Maumenée – SWX Swiss Exchange
6531	InclSettlementAmount	D, 8, S	An amount added to the calculated settlement amount.	Roger Maumenée – SWX Swiss Exchange
6532	InclSettlementCurrencyCode	D, 8, S	Currency identifier of 6531 InclSettlementAmount	Roger Maumenée – SWX Swiss Exchange
6533	PublicTradeTypeCodeList	8, S, X	Published list of SWX trade type codes.	Roger Maumenée – SWX Swiss Exchange
6534	CounterpartyClientDomicile	D, 8	Counterparty Client’s domicile	Roger Maumenée – SWX Swiss Exchange
6535	CounterpartyClientReference	D, 8	Counterparty Member Reference	Roger Maumenée – SWX Swiss Exchange
6536	CounterpartyOrderCapacity	D, G, 8	Custom field for FIX 4.2 users that want to adopt the FIX 4.3 OrderCapacity field Designates the capacity of the counterparty of the order. Valid values: A = Agency G = Proprietary I = Individual P = Principal (Note for CMS purposes, Principal includes Proprietary) R = Riskless Principal W = Agent for Other Member (as of FIX 4.3, this field replaced Rule80A (tag 47) –used in conjunction with OrderRestrictions field) (see Volume 1: “Glossary” for value definitions)	Roger Maumenée – SWX Swiss Exchange
6537	PrimaryOnly	D, F, G, 8	Used to specify Track Volume. Values: 1 – Primary, 2 – Consolidated	Paul Rogers – ICAP
6538	IfIncomplete	D, F, G, 8	Values 1 – cancel balance 2 – IS 3 – inline 10% 4 – inline 15% 5 – inline 20% 6 – inline 25% 7 – inline 30% 8 – VWAP 1 hour 9 – VWAP to close 10 – Target close	Paul Rogers – ICAP
6539	PriceReferenceId	D, F, G, 8	Relative to instrument	Paul Rogers – ICAP
6540	PriceOffset	D, F, G, 8	Percentage. Values: 0 to 0.25	Paul Rogers – ICAP
6541	PriceReferenceAnchor	D, F, G, 8	Values: 1 – none 2 – open 3 – prev close 4 – arrival	Paul Rogers – ICAP
6542	AuctionAway	D, F, G, 8	Auction protection (% from cont last). Values: 0 to 0.7	Paul Rogers – ICAP
6543	Max2BX	D, F, G, 8	Max of order to BlockCross (%)Percentage. Values: 0 to 100.	Paul Rogers – ICAP
6544	TimeInBX	D, F, G, 8	Values: 1 – zero 2 – indefinitely 3 – 5 min 4 – 45 min 5 – 1 hour 6 – until auction 7 – other	Paul Rogers – ICAP
6545	TimeInBXValue	D, F, G, 8	Rest order in BX before printing for. Values: Null or > 5	Paul Rogers – ICAP
6546	TargAuctPart	D, F, G, 8	Target auction participation (%). Values: 0.01 to 0.7	Paul Rogers – ICAP
6547	TargetDayVolAuction	D, F, G, 8	Target % of days volume in auction. Values: 0.01 to 0.7	Paul Rogers – ICAP
6548	CrossID		Adoption of 548 for FIX 4.2 & Prior FIX version users	Roseate L. Wagner – Merrill Lynch
6549	CrossType		Adoption of tag549 for FIX 4.2 & Prior FIX version users	Roseate L. Wagner – Merrill Lynch
6550	ContMarketPart	D, F, G, 8	continuous market participation (%). Values 0.01 to 0.7	Paul Rogers – ICAP
6551	PostInLit	D, F, G, 8	Post for liquidity in ‘lit’ venues. Values: True, False	Paul Rogers – ICAP
6552	NoSides	Cross-orders	Number of Side repeating group instances. Format=int. Custom field for FIX4.2 users that want to adopt FIX4.3 field 552.	Antonio Caroselli – GATE Tecnologie Informatiche
6553	Username	Logon	Custom field for FIX4.2 users that want to adopt FIX4.3 field 553	Jonathan Scott – Future Dynamics Ltd
6554	Password	Logon	Custom field for FIX4.2 users that want to adopt FIX4.3 field 554	Jonathan Scott – Future Dynamics Ltd
6555	OrigTrdMatchID	AE, AR, AK	Trade id of the original trade. This is indicated when either a trade reversal or a nostro correction is transacted.	Roger Maumenée – SWX Swiss Exchange
6556	BusinessTransactionType	AE, AR	Indication of the business transaction. Valid value: TradeAdvice	Roger Maumenée – SWX Swiss Exchange
6557	ConfirmReasonCode	AK (Confirmation)	The reason for this confirmation. Valid values: NCBC = BuyNostroCorrectionCancel NCBR = BuyNostroCorrectionResend CCPR = CCPRejection ECCA = ExchangeControlCancel ECIS = ExchangeControlISINChange ECRS = ExchangeControlResend ECRB = ExchangeControlResendBilateral ORIG = OriginalTrade PRHB = ProcessHeldBackTrade NCSC = SellNostroCorrectionCancel NCSR = SellNostroCorrectionResend TREV = TradeReversal	Roger Maumenée – SWX Swiss Exchange
6558	ParticipantRoleIndicator	AK (Confirmation)	Indication of the participant’s role in the context of a confirmation. Valid values: 0 = Buyer 1 = SettlementAgentBuyersSide 2 = GCMBuyersSide 6 = GCMSellersSide 7 = SettlementAgentSellersSide 8 = Seller	Roger Maumenée – SWX Swiss Exchange
6559	CalcInclSettlCurrAmt	AK (Confirmation)	Is required if a commission has been entered by the trading participant. The amount in the instrument’s settlement currency added to the trade’s settlement amount due to the Commission and CommCurrency.	Roger Maumenée – SWX Swiss Exchange
6560	InterestPaymentCurrency	AK (Confirmation)	The currency applicable to an accrued interest amount.	Roger Maumenée – SWX Swiss Exchange
6561	SettlCurrAmtValid	AK (Confirmation)	Indicates how the settlement amount has been calculated. Valid values: NSAZ = NotCalculatedSettlAmountInvalid NFWT = NotCalculatedStandardForwardTrade NMIS = NotCalculatedStaticDataMissing NTRD = NotCalculatedTradeDateMarketHoliday NTPZ = NotCalculatedTradePriceInvalid NTSZ = NotCalculatedTradeSizeInvalid NVAD = NotCalculatedValueDateEntered CALC = SettlementAmountCalculatedNormalCase	Roger Maumenée – SWX Swiss Exchange
6562	SettlementChainControlCode	AK (Confirmation)	The unique identifier of a settlement chain control. Valid values: BAUT = BilateralAutomaticSettlementFlagOff BCPO = BilateralClrgPreventionSettlOnly BCPF = BilateralClrgPrevNoClrgNoSettl BBRS = BilateralExchControlResendBilateral BMCO = BilateralManualClearingTypeAS BMCF = BilateralManualClearingTypeManual BNCC = BilateralNoCCP BNSA = BilateralNoSettlAmountCalculated BNSC = BilateralNoSettlChainsDetermined BOOC = BilateralOobClearingFlagOff BOOT = BilateralOutsideClearingOpeningTime MUSE = MultilateralViaCCP	Roger Maumenée – SWX Swiss Exchange
6563	SettlementStatusCode	AK (Confirmation)	The unique identifier of a settlement status. Valid values: CA = CancelAccepted CP = CancelPending CR = CancelRejected CS = CancelSent CN = CancelTechNOK CW = CancelWithoutMsg RN = ClrgRuleNotReady IC = InterfaceClosed MA = MissingAccruedInt MC = MissingChangeFix MS = MissingSettleDate MD = MissingStaticData NA = NoAutomaticCandS SA = SettlMsgAccepted SR = SettlMsgRejected SS = SettlMsgSent SN = SettlMsgTechNOK	Roger Maumenée – SWX Swiss Exchange
6564	IsCancelled	B (News)	Indicates whether or not a textual message, sent from the exchange has been cancelled by the exchange.	Roger Maumenée – SWX Swiss Exchange
6565	SourceExchange	B, X	The exchange from where the news message or book information origins.	Roger Maumenée – SWX Swiss Exchange
6566	NumberOfQuotes	W, X	Number of quotes in a book entry.	Roger Maumenée – SWX Swiss Exchange
6567	ReferencePriceType	W, X	Indication of the reference price type which indicates the source of the corresponding reference price. Valid values: 0 = Adjusted Price 1 = Adjustment Home Market 2 = Input Price 3 = Last Paid Price 4 = Mistrade Adjustment 5 = System Adjusted Price	Roger Maumenée – SWX Swiss Exchange
6568	RandomisedInterval	h (TradingSessionStatus)	Time spread for randomised transitions (of trading schedules). Format HH:MM:SS.	Roger Maumenée – SWX Swiss Exchange
6569	TransitionStatus	h (TradingSessionStatus)	Status of a trading schedule transition. Valid values: 0 = Pending 1 = Triggered 2 = Deleted 3 = Failed	Roger Maumenée – SWX Swiss Exchange
6570	BookCondition	f (SecurityStatus)	The current condition of a book. Valid values: 0 = Delayed Opening 1 = Delayed Opening with Non Opening 2 = Non Opening 3 = None 4 = Stop Trading 5 = Stop Trading with Non Opening 6 = Underlying Condition 7 = Underlying Condition with Non Opening	Roger Maumenée – SWX Swiss Exchange
6571	MDExecDate	X (MarketDataIncrementalRefresh)	Execution date.	Roger Maumenée – SWX Swiss Exchange
6572	MDExecTime	X (MarketDataIncrementalRefresh)	Execution time.	Roger Maumenée – SWX Swiss Exchange
6573	NumberOfTrades	X (MarketDataIncrementalRefresh)	Number of trades cumulated in a message.	Roger Maumenée – SWX Swiss Exchange
6574	TradeOrigin	8	System/Firm where the trade originated	Murari Cholappadi – JPMorganChase
6575	StampTax	8	Stamp Tax when choosing to send an exclusive field instead of using MiscFee repeating group	Murari Cholappadi – JPMorganChase
6576	Levy	8	Levy	Murari Cholappadi – JPMorganChase
6577	Tariff	8	Tariff	Murari Cholappadi – JPMorganChase
6578	BrokerDealerServiceFee	8	Broker Dealer Service Fee	Murari Cholappadi – JPMorganChase
6579	SettlCommunicationService	8	Communication service required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade.	Murari Cholappadi – JPMorganChase
6580	BeneficiaryName	8	Beneficiary Name required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade.	Murari Cholappadi – JPMorganChase
6581	BeneficiaryCode	8	Beneficiary Code e.g. BIC etc required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade.	Murari Cholappadi – JPMorganChase
6582	CustOrderCapacity	8,D,G	Capacity of customer placing the order. FIX 4.3 tag 582 – included as a custom field for FIX 4.2 early adopters.	Jim Northey – Chicago Board Options Exchange
6583	SpreadPremium	D, E, F, G	Spread premium in dollars.	John Leung –
6584	SpreadPctPremium	D, E, F, G	spread % premium	John Leung – Lehman Brothers
6585	SpreadPctDiscount	D, E, F, G	Spread discount in percentage	John Leung – Lehman Brothers
6586	CashOffset	D, E, F, G	cash offset amount	John Leung – Lehman Brothers
6587	ExecutionMethod	D, E, F, G	1 – Lean Buy 2 – Lean Sell	John Leung – Lehman Brothers
6588	TradeClipShares	D, E, F, G	Trade clip in shares	John Leung – Lehman Brothers
6589	TradeClipPct	D, E, F, G	Trade clip in percentage	John Leung – Lehman Brothers
6590	TradeClip	D, E, F, G	Trade clip in dollars	John Leung – Lehman Brothers
6591	BlockSeqNumber		Block Sequence Number.	Mikael Vessgård – Nasdaq OMX
6592	VersionID		Version Identification in Block Header.	Mikael Vessgård – Nasdaq OMX
6593	BeneficiaryAcctNum	8	Beneficiary Account Number required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade.	Murari Cholappadi – JPMorganChase
6594	LocalAgentName	8	Local Agent Name required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade.	Murari Cholappadi – JPMorganChase
6595	LocalAgentCode	8	Local Agent Code required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade.	Murari Cholappadi – JPMorganChase
6596	LocalAgentAcctNum	8	Local Agent Account Number required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade.	Murari Cholappadi – JPMorganChase
6597	GlobalAgentName	8	Global Agent Name required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade.	Murari Cholappadi – JPMorganChase
6598	GlobalAgentCode	8	Global Agent Code required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade.	Murari Cholappadi – JPMorganChase
6599	GlobalAgentAcctNum	8	Global Agent Account Number required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade.	Murari Cholappadi – JPMorganChase
6600	TestMessageIndicator	Logon	Flags session as a Test rather than Production session <p> ADDED TO FIX 4.3 AS TAG: 464 TestMessageIndicator	Wei Seong Koek – TradeWeb LLC
6601	Password		Optionally used in Logon message.	Wei Seong Koek – TradeWeb LLC
6602	MultilegComponent	8	boolean. A value of Y indicates the trade is a component of a multi-part order – swap, switch, butterfly, cross etc.	Wei Seong Koek – TradeWeb LLC
6603	LotSize		Fill quantity increment above the initial fill size.	Wei Seong Koek – TradeWeb LLC
6604	Replenish		BOolean: Replenish trade quantity from OrderQty after the first fill. Used together with MaxFloor (111) for hidden-quantity trading.	Wei Seong Koek – TradeWeb LLC
6605	Spread	ExecutionReport	Either swap spread or spread-to-benchmark <p> ADDED TO FIX 4.3 AS TAG: 218 Spread	Wei Seong Koek – TradeWeb LLC
6606	TraderID	NewOrderSingle, ExecutionReport	Buyside trader initiating the order <p> ADDED TO FIX 4.3 through &ltParties&gt component block	Wei Seong Koek – TradeWeb LLC
6607	ExDividend		[4.2] Boolean: Instrument is trading ex-dividend. Supported in [4.4] using SymbolSfx(65)=EX.	Wei Seong Koek – TradeWeb LLC
6608	Yield	ExecutionReport	Yield percentage <p> ADDED TO FIX 4.3 AS TAG: 236 Yield	Wei Seong Koek – TradeWeb LLC
6609	SecurityTypeExtended	NewOrderSingle, ExecutionReport, Allocation	Extends FIX field 167 for Fixed Income <p> 167 SecurityType was extended in FIX 4.3	Wei Seong Koek – TradeWeb LLC
6610	BrokerClearingID		Identifier of Broker’s clearing instructions.	Wei Seong Koek – TradeWeb LLC
6611	TotalAccruedInterestAmt	ExecutionReport, Allocation	Block level accrued interest <p> 540 TotalAccruedInterestAmt was added to appropriate messages in FIX 4.3	Wei Seong Koek – TradeWeb LLC
6612	NetMoney	ExecutionReport, Allocation	Block level net money<p> 118 NetMoney was added to appropriate messages in FIX 4.3	Wei Seong Koek – TradeWeb LLC
6613	ProductExtended	NewOrderSingle, ExecutionReport, Allocation	Extends FIX field 460 for Fixed Income.<p> 460 Product was extended in FIX 4.3	Wei Seong Koek – TradeWeb LLC
6614	PriceType	NewOrderSingle, ExecutionReport, Allocation	Specifies the how the price field is expressed1-Percentage, 4-Discount, 9-Spread<p> Added to FIX 4.3 as tag: 423 PriceType	Wei Seong Koek – TradeWeb LLC
6615	AllocStatus		[4.2] Valid values 0: Accepted, Processed – allocations were sent to the counterparty. 3: Received, not yet processed – allocations have been saved but not sent. In 4.4 as tag AllocStatus 87	Wei Seong Koek – TradeWeb LLC
6616	OrderCreateTime		UTC timestamp when the order was created.	Wei Seong Koek – TradeWeb LLC
6617	SecondaryOrdID		The unique trade reference assigned by the ATS. UDF 6617 is needed only in the DontKnowTrade message. In all others use tag 198.	Wei Seong Koek – TradeWeb LLC
6618	AllocGiveUpBroker		[4.2] In an Allocation instance, identifier of the Prime Broker serving as Give-Up Firm.	Wei Seong Koek – TradeWeb LLC
6619	AllocGTSBroker		[4.2] In an Allocation instance, identifier of the Prime Broker providing General Trade Services.	Wei Seong Koek – TradeWeb LLC
6620	IssueDate	NewOrderSingle, ExecutionReport, Allocation	Date bond was issued<p> Added to FIX 4.3 as tag: 225 IssueDate	Wei Seong Koek – TradeWeb LLC
6621	Factor	NewOrderSingle, ExecutionReport, Allocation	Fraction for deriving Current Value from Qty <p> Added to FIX 4.3 as tag: 228 Factor	Wei Seong Koek – TradeWeb LLC
6622	BenchmarkYield		Yield of the benchmark security.	Wei Seong Koek – TradeWeb LLC
6623	AssetSwapSpread		The difference between the bond yield and the LIBOR curve, expressed in basis points.	Wei Seong Koek – TradeWeb LLC
6624	ISpread		The difference in basis points between a bond’s yield-to-maturity and the projected/interpolated swap rate on the bond’s maturity/workout date.	Wei Seong Koek – TradeWeb LLC
6625	ZSpread		The number of basis points one needs to apply to a series of zero rates such that, the present value of the bond, accounted for accrued interest, equals to the sum of all future cashflows discounted using the adjusted zero rate.	Wei Seong Koek – TradeWeb LLC
6626	MDEntryHiddenSize	W	Hidden size (Qty) – shown only to the originating dealer	Wei Seong Koek – TradeWeb LLC
6627	ContraFeesSw	8	Indicator used to determine if fees should be applied to contra side of trade.	Rich Kiehl – Thomson Financial – BETA Systems
6628	NoYields	ExecutionReport	Number of yields. Allows repeating groups consisting of YieldType (235), Yield (236), and BasisFeatureDate (259).	Kevin Bilello – Thomson Beta Systems
6629	YieldType	ExecutionReport	Specifies how Yield is expressed <p> Added to FIX 4.3 as tag: 235 YieldType	Wei Seong Koek – TradeWeb LLC
6630	ListID		Customer-assigned identifier for List Orders. ListID(6630) is used in NewOrder and OrderReplace. Tag ListID(66) is used in ExecutionReport and AllocationReport.	Wei Seong Koek – TradeWeb LLC
6631	Username		[4.2] Used in Logon. Replaced in 4.4 by Username(533).	Wei Seong Koek – TradeWeb LLC
6632	BenchmarkSecurityDesc		Benchmark security description.	Wei Seong Koek – TradeWeb LLC
6633	BenchmarkSymbolSfx		“WI” if When Issued.	Wei Seong Koek – TradeWeb LLC
6634	NoStipulations	NewOrderSingle, ExecutionReport	Number of stipulation entries<p> Added to FIX 4.3 as tag: 232 NoStipulations	Wei Seong Koek – TradeWeb LLC
6635	StipulationType	NewOrderSingle, ExecutionReport	Stipulation type – see 4.3 spec<p> Added to FIX 4.3 as tag: 233 StipulationType	Wei Seong Koek – TradeWeb LLC
6636	StipulationValue	NewOrderSingle, ExecutionReport	Structured stipulation value – see 4.3 spec<p> Added to FIX 4.3 as tag: 234 StipulationValue	Wei Seong Koek – TradeWeb LLC
6637	MaturityDate	NewOrderSingle, ExecutionReport, Allocation	Bond maturity date<p> Added to FIX 4.3 as tag: 541 MaturityDate	Wei Seong Koek – TradeWeb LLC
6638	AllocClearingFirm	NewOrderSingle,Allocation	For instructing and reporting allocation clearing for non-US issues<p> Added to FIX 4.3 through &ltNestedParties&gt component block	Wei Seong Koek – TradeWeb LLC
6639	LegLastParPx		Last price for the leg expressed in percent-of-par. Conditionally required when LegLastPx is expressed in Yield, Spread, Discount or any other type and the product supports a percent-of-par price.	Wei Seong Koek – TradeWeb LLC
6640	LastParPx	ExecutionReport	Price expressed in percent-of-par when ParPx is in discount or spread	Wei Seong Koek – TradeWeb LLC
6641	BookingID	BookingReport (UB)	Event reference for BookingReport	Wei Seong Koek – TradeWeb LLC
6642	BookingTransType	BookingReport (UB)	Enumeration: 0-New, 1-Cancel, 2-Correct	Wei Seong Koek – TradeWeb LLC
6643	BookingStatus	BookingReport (UB)	Enumeration: 1-Affirmed, 2-Unknown account, 3-Missing settlement instructions, 4-Canceled	Wei Seong Koek – TradeWeb LLC
6644	BenchmarkPrice		[4.2] Specifies the price of the benchmark.	Wei Seong Koek – TradeWeb LLC
6645	BenchmarkPriceType		[4.2] Identifies the denomination of BenchmarkPrice(6645). Same values as PriceType(423).	Wei Seong Koek – TradeWeb LLC
6646	BenchmarkSecurityIDSource		[4.2] Identifies the source of the Benchmark Security ID. Valid values are 1=CUSIP 2=SEDOL 4=ISIN	Wei Seong Koek – TradeWeb LLC
6647	FloatingRate		Boolean: Identifies a Floating Rate Note.	Wei Seong Koek – TradeWeb LLC
6648	AllocStepOutBroker		[4.2] In an Allocation instance, identifier of the Prime Broker serving as Step-Out Firm.	Wei Seong Koek – TradeWeb LLC
6649	PreFactored		Boolean: Unlike TIPS, MBS or EUR-denominated Inflation Linked Bonds, GBP ILBs trade with the inflation ratio already factored into the price. PreFactored=Y clarifies that attribute.	Wei Seong Koek – TradeWeb LLC
6650	MsgVersion		Identifies the message version number, e.g. 1.0.	Wei Seong Koek – TradeWeb LLC
6651	TerminationType		[4.2] USRP Values 1=Overnight 2=Term 3=Flexible 4=Open Replaced in 4.4 by tag 788.	Wei Seong Koek – TradeWeb LLC
6652	NoUnderlyings		[4.2] begins the Underlyings repeating group.	Wei Seong Koek – TradeWeb LLC
6653	UnderlyingSecurityType		Values: TREASURY MORTGAGE AGENCY OTHER	Wei Seong Koek – TradeWeb LLC
6654	UnderlyingSecuritySubtype		[4.2] E.g. GENERAL	Wei Seong Koek – TradeWeb LLC
6655	FinOrderQty	Execution Report	Final order quantity. Used to support an inquiry model where the final inquiry size may be different than the original order size (OrderQty).	Jessica Zahnow – Market Axess
6656	NoUnderlyingStips		[4.2] Begins the UnderlyingStips repeating group.	Wei Seong Koek – TradeWeb LLC
6657	UnderlyingStipType		[4.2] Stipulation type: Values include MATURITY TYPE SCHEDULE	Wei Seong Koek – TradeWeb LLC
6658	UnderlyingStipValue		[4.2] MATURITY Values: 0Y-1Y – Less than 1 year 1Y-5Y – Less than 5 years 5Y-10Y – Less than 10 years 10Y-30Y – Less than 30 years TYPE Value: STRIPS SCHEDULE Value: Schedule ID, usually a digit	Wei Seong Koek – TradeWeb LLC
6659	DatedDate		[4.2] The date the security is dated if different from the first IssueDate, in YYYYMMDD format.	Wei Seong Koek – TradeWeb LLC
6660	LegDatedDate		[4.2] The date the leg security is dated if different from the first LegIssueDate, in YYYYMMDD format.	Wei Seong Koek – TradeWeb LLC
6661	GiveUpBroker		[4.2] Identifier of the Prime Broker serving as Give-Up Firm.	Wei Seong Koek – TradeWeb LLC
6662	GTSBroker		[4.2] Identifier of the Prime Broker providing General Trade Services.	Wei Seong Koek – TradeWeb LLC
6663	StepOutBroker		[4.2] Identifier of the Prime Broker serving as Step-Out Firm.	Wei Seong Koek – TradeWeb LLC
6664	Term		Encoded term of a deposit or derivative trade: 1D, 3M, 10Y, etc.	Wei Seong Koek – TradeWeb LLC
6665	NoLegs	NewOrderSingle, ExecutionReport	Number of Legs in a multi-issue trade<p> Added to FIX 4.3 as tag: 555 NoLegs	Wei Seong Koek – TradeWeb LLC
6666	LegSide	NewOrderSingle, ExecutionReport	Buy or Sell leg of a multi-issue trade<p> Added to FIX 4.3 as tag: 624 LegSide	Wei Seong Koek – TradeWeb LLC
6667	LegOrderQty	NewOrderSingle, ExecutionReport	Order quantity of one leg of a multi-issue trade	Wei Seong Koek – TradeWeb LLC
6668	LegSwapType	NewOrderSingle, ExecutionReport	Substitute for LegOrderQty (6667) for one leg of a multi-issue trade: ParForPar, Duration, Risk, Proceeds	Wei Seong Koek – TradeWeb LLC
6669	LegFactor	NewOrderSingle, ExecutionReport	Fraction for deriving current value from Qty for one leg of a multi-issue trade<p> Added to FIX 4.3 as tag: 253 LegFactor	Wei Seong Koek – TradeWeb LLC
6670	LegSecurityID	NewOrderSingle, ExecutionReport	CUSIP or ISIN of one leg of a multi-issue trade<p> Added to FIX 4.3 as tag: 602 LegSecurityID	Wei Seong Koek – TradeWeb LLC
6671	LegIDSource	NewOrderSingle, ExecutionReport	Security ID source for one leg of a multi-issue trade – see values for IDSource<p> Added to FIX 4.3 as tag: 603 LegIDSource	Wei Seong Koek – TradeWeb LLC
6672	LegProduct	NewOrderSingle, ExecutionReport	Product for one leg of a multi-issue trade – see Product 6613<p> Added to FIX 4.3 as tag: 607 LegProduct	Wei Seong Koek – TradeWeb LLC
6673	LegSecurityType	NewOrderSingle, ExecutionReport	SecurityType for one leg of a multi-issue trade – see SecurityType 6609<p> Added to FIX 4.3 as tag: 609 LegSecurityType	Wei Seong Koek – TradeWeb LLC
6674	LegIssuer	NewOrderSingle, ExecutionReport	Issuer for one leg of a multi-issue trade<p> Added to FIX 4.3 as tag: 617 LegIssuer	Wei Seong Koek – TradeWeb LLC
6675	LegCouponRate	NewOrderSingle, ExecutionReport	Coupon rate for one leg of a multi-issue trade<p> Added to FIX 4.3 as tag: 615 LegCouponRate	Wei Seong Koek – TradeWeb LLC
6676	LegMaturityDate	NewOrderSingle, ExecutionReport	Maturity date for one leg of a multi-issue trade<p> Added to FIX 4.3 as tag: 611 LegMaturityDate	Wei Seong Koek – TradeWeb LLC
6677	LegSecurityDesc	NewOrderSingle, ExecutionReport	Security description for one leg of a multi-issue trade<p> Added to FIX 4.3 as tag: 620 LegSecurityDesc	Wei Seong Koek – TradeWeb LLC
6678	LegCurrency	NewOrderSingle, ExecutionReport	Currency for one leg of a multi-issue trade<p> Added to FIX 4.3 as tag: 556 LegCurrency	Wei Seong Koek – TradeWeb LLC
6679	LegSettlmntTyp	NewOrderSingle, ExecutionReport	Settlement type for one leg of a multi-issue trade<p> Added to FIX 4.3 as tag: 587 LegSettlmntTyp	Wei Seong Koek – TradeWeb LLC
6680	LegFutSettDate	NewOrderSingle, ExecutionReport	Future settlement date for one leg of a multi-issue trade<p> Added to FIX 4.3 as tag: 588 LegFutSettDate	Wei Seong Koek – TradeWeb LLC
6681	LegNoAllocs	NewOrderSingle	Number of allocations for one leg of a multi-issue trade	Wei Seong Koek – TradeWeb LLC
6682	LegAllocAccount	NewOrderSingle	Allocation account for one leg of a multi-issue trade	Wei Seong Koek – TradeWeb LLC
6683	LegAllocQty	NewOrderSingle	Allocation quantity for one leg of a multi-issue trade	Wei Seong Koek – TradeWeb LLC
6684	LegAllocClearingFirm	NewOrderSingle	Allocation clearing firm for one leg of a multi-issue trade	Wei Seong Koek – TradeWeb LLC
6685	MDAggressorSide	W	In MD Trade entries. Values: 1 = Take 2 = Hit	Wei Seong Koek – TradeWeb LLC
6686	LegNoStipulations	NewOrderSingle, ExecutionReport	Number of stipulation entries for one leg of a multi-issue trade	Wei Seong Koek – TradeWeb LLC
6687	LegStipulationType	NewOrderSingle, ExecutionReport	Stipulation type for one leg of a multi-issue trade – see 4.3 spec	Wei Seong Koek – TradeWeb LLC
6688	LegStipulationValue	NewOrderSingle, ExecutionReport	Structured stipulation value for one leg of a multi-issue trade – see 4.3 spec	Wei Seong Koek – TradeWeb LLC
6689	ContractSettlementMonth	NewOrderSingle,ExecutionReport, Allocation	Month that a TBA contract settles	Wei Seong Koek – TradeWeb LLC
6690	LegContractSettlmntMonth	NewOrderSingle, ExecutionReport	Month that a TBA contract settles for one leg of a multi-issue trade	Wei Seong Koek – TradeWeb LLC
6691	WhenIssued		Boolean: Indicates that the instrument described by the CUSIP or ISIN on the order is being traded “when-issued”. This attribute is supported in [4.4] through SymbolSfx(65)=WI	Wei Seong Koek – TradeWeb LLC
6692	LegIssueDate	NewOrderSingle, ExecutionReport	Issue date for one leg of a multi-issue trade	Wei Seong Koek – TradeWeb LLC
6693	BenchmarkSecurityID	ExecutionReport	CUSIP or ISIN of the benchmark instrument	Wei Seong Koek – TradeWeb LLC
6694	LegClearingFirm	NewOrderSingle, ExecutionReport	Clearing firm for one leg of a multi-issue trade	Wei Seong Koek – TradeWeb LLC
6695	InterestAtMaturity	Execution Report, Allocations	For communicating, at the block level, the interest payment at maturity for interest bearing CPs and CDs	Lisa Taikitsadaporn – Brook Path Partners, Inc.
6696	AllocInterestAtMaturity	Allocations	For communicating, at the allocation breakdown level, the interest payment at maturity for interest bearing CPs and CDs.	Lisa Taikitsadaporn – Brook Path Partners, Inc.
6697	BenchIDSource	Execution Report	To be used with Tag 6693 (BenchmarkSecurityID). ID Source of the benchmark security – same values as Tag 22 (SecurityIDSource)	Thomas Hill – Market Axess
6698	CrossExecID	Execution Report	For fixed income cross/swap trades – ExecID of the Execution Report for the other side of a cross/swap trade	Thomas Hill – Market Axess
6699	ApplicationQueueDepth	All	Custom header field that provides the number of application level events that are queued for processing behind this current message. For instance, the ApplicationQueueDepth > 0 on an Execution Report – indicates that there are still ApplicationQueueDepth # of reports that have to be generated and transmitted. This information is provided to help counterparties manage throughput and backlog issues.	Jim Northey – LTG
6700	ApplicationQueueAction	All	Optional customer header field that indicates what action should be taken to resolve an Application queue (backlog). 0- No action taken 1- Flush Queue 2- Overlay last 3- End session	Jim Northey – LTG
6701	ApplicationQueueResolution	All	Optional header field that is used to indicate to the message recipient the action that was taken in response to application messages being queued for delivery: 0-No Action Taken 1-Queue Flushed 2-Session will be disconnected	Jim Northey – LTG
6702	InCompete	Quote Request (MsgType=R)	Boolean field allowing the Quote Request (MsgType=R) initiator to indicate to respondent whether the quote request is in competition (i.e. quote request was also sent to other respondents). Default is “N” if field is not specified.	Lisa Taikitsadaporn – Brook Path Partners, Inc.
6703	CompetitorCount	AJ,R	Competitive Rqeuest for Quote dealer count. The total numnber of competitors in the quote request	Dwight Browne – JPMorganChase
6704	CompetitionStatus	AJ	Used in a competitive RFQ response Values: 0 – Done (if 694 =1), 1 – Tied, 2 – Cover, 3 – Traded Away,	Dwight Browne – JPMorganChase
6705	CoverPrice	AJ	Required if 6704 = 0	Dwight Browne – JPMorganChase
6706	NoOfLegsList	D,E,8,9		Vivek Beniwal – CBOE
6707	NestedPartyIdList	D,E,8,9		Vivek Beniwal – CBOE
6708	LegMaturityDayList	D,E,8,9		Magic Magee – Chicago Board Options Exchange
6709	MDCustomerSize	W, X	Indicates the customer quantity for Book feed from CBOE.	Vivek Beniwal – CBOE
6710	MDProcessIndicator	W	Indicates if Snapshot can be ignored by the client, or if it definitely needs to be processed for processing Snapshot and Incremental book feed.	Vivek Beniwal – CBOE
6711	LegSecurityTypeList	D,E,8,9		Vivek Beniwal – CBOE
6712	LegSymbolList	D,E,8,9		Vivek Beniwal – CBOE
6713	LegSecurityIdList	D,E,8,9		Vivek Beniwal – CBOE
6714	LegSideList	D,E,8,9		Vivek Beniwal – CBOE
6715	LegRatioQtyList	D,E,8,9		Vivek Beniwal – CBOE
6716	LegPriceList	D,E,8,9		Vivek Beniwal – CBOE
6717	LegMaturityMonthYearList	D,E,8,9		Vivek Beniwal – CBOE
6718	LegStrikePriceList	D,E,8,9		Vivek Beniwal – CBOE
6719	LegOptAttributeList	D,E,8,9		Vivek Beniwal – CBOE
6720	LegCoveredUncoveredList	D,E,8,9		Vivek Beniwal – CBOE
6721	LegPositionEffectList	D,E,8,9		Vivek Beniwal – CBOE
6722	LegRefIdList	D,E,8,9		Vivek Beniwal – CBOE
6723	LegGrossTradeAmt		Gross principal amount of the trade leg.	Wei Seong Koek – TradeWeb LLC
6724	LetAccruedInterestAmt		Accrued interest of the trade leg.	Wei Seong Koek – TradeWeb LLC
6725	LegNumDaysInterest		Number of days accrued interest of the trade leg.	Wei Seong Koek – TradeWeb LLC
6726	LegNetMoney		Net money of the trade leg.	Wei Seong Koek – TradeWeb LLC
6727	DestFirmID		An optional routing identifier associated with the firm to which this message is directed.	Wei Seong Koek – TradeWeb LLC
6728	DocType		Name of the FpML document type in the embedded XML Message.	Wei Seong Koek – TradeWeb LLC
6729	RelativeStart		Effective date expressed as a period relative to trade date, e.g. 1Y or 3M. Mutually exclusive with StartDate.	Wei Seong Koek – TradeWeb LLC
6730	MultilegPartNum		Trade number within a swap or butterfly plus the number of trades separated by “/”. E.g. 9729=2/3 represents the body of a butterfly.	Wei Seong Koek – TradeWeb LLC
6731	TradingSystemID		The full ATS trade identifier.	Wei Seong Koek – TradeWeb LLC
6732	DealerNote		Free-form text to be sent to the dealer(s) participating in the trade during negotiation.	Wei Seong Koek – TradeWeb LLC
6733	TaxStatus		Tax Status of the buy-side customer: 0 = Clean (the default if omitted) 1 = Dirty	Wei Seong Koek – TradeWeb LLC
6734	LegRefID		An optional unique reference assigned by the ordering customer to each leg of a swap or butterfly.	Wei Seong Koek – TradeWeb LLC
6735	MultilegRefID		The optional unique reference assigned by the ordering customer to each leg of a swap or butterfly. Same as LegRefID but outside the NoLegs repeating group in ER, AR and Confirmation.	Wei Seong Koek – TradeWeb LLC
6736	CalcFrequency		Encoded IRS calculation period frequency: 3M, 6M, 1Y, T [term] etc.	Wei Seong Koek – TradeWeb LLC
6737	RollConvention		IRS roll convention for NewOrder – default ‘STD’. Values: STD – standard product-based roll IMM – roll on IMM dates ECB – roll on ECB dates NONE – for bullet payments	Wei Seong Koek – TradeWeb LLC
6738	LegRelativeStart		Leg effective date expressed as a period relative to trade date, e.g. 1Y or 3M. Mutually exclusive with LegStartDate.	Wei Seong Koek – TradeWeb LLC
6739	Compounding		Boolean: IRS floating rate compounding – default ‘N’. Values: Y – flat compounding N – no compounding	Wei Seong Koek – TradeWeb LLC
6740	LegTerm		Leg termination date expressed as a period relative to effective date, e.g. 1Y or 3M. Mutually exclusive with LegEndDate.	Wei Seong Koek – TradeWeb LLC
6741	LegEndDate		Leg absolute termination date, e.g. 20100118. Mutually exclusive with LegTerm.	Wei Seong Koek – TradeWeb LLC
6742	LegCalcFrequency		IRS calculation period frequency for the trade leg.	Wei Seong Koek – TradeWeb LLC
6743	LegRollConvention		IRS roll convention – default ‘STD’. Values: STD – standard product-based roll IMM – roll on IMM dates ECB – roll on ECB dates NONE – for bullet payments	Wei Seong Koek – TradeWeb LLC
6744	LegFloatRatePayFrequency		IRS floating rate stream payment frequency expressed as a period, e.g. 1Y, 3M or 1T.	Wei Seong Koek – TradeWeb LLC
6745	LegCompounding		Boolean: IRS floating rate compounding – default ‘N’. Values: Y – flat compounding N – no compounding	Wei Seong Koek – TradeWeb LLC
6746	LegFixedRatePayFrequency		IRS fixed rate stream payment frequency expressed as a period, e.g. 1Y, 3M or 1T.	Wei Seong Koek – TradeWeb LLC
6747	LegFixedRateDayCount		String: IRS fixed stream – payment day-count fraction. FpML values.	Wei Seong Koek – TradeWeb LLC
6748	LegStartDate		IRS absolute effective date, e.g. 20080818. Mutually exclusive with LegRelativeStart.	Wei Seong Koek – TradeWeb LLC
6749	UpFrontFee		Additional payment for an IRS My Coupon RFQ – positive if from the dealer to the customer, negative if from the customer to the dealer.	Wei Seong Koek – TradeWeb LLC
6750	TSXAccountType	D,G,8	Type of the trading account. Valid values: NC = Non-client (default) CL = Client ST = Equities Specialist IN = Inventory MP = ME Pro Order OF = Options Firm Account OT = Options Market Maker BU = Bundled order	John Lee – TSX Group
6751	TSXUserId	D,F,G,8,9,f,MC,MR	The trading system’s user ID for a trader.	John Lee – TSX Group
6752	TMX UDF			John Lee – TSX Group
6753	TMX UDF			John Lee – TSX Group
6754	TSXBasketTrade	D,G,8	Identifies the order as part of a basket trade.	John Lee – TSX Group
6755	TSXProgramTrade	D,G,8	A marker to indicate that the order is part of a specialized basket trade comprised of Index securities to offset an options or futures position. Y = Yes N = No	John Lee – TSX Group
6756	TMX UDF			John Lee – TSX Group
6757	TSXJitney	D,G,8	An order is marked as being executed on behalf of another broker.	John Lee – TSX Group
6758	TMX UDF			John Lee – TSX Group
6759	TSXMGFCandidate	D,G,8	A marker to indicate if an order is eligible for minimum guaranteed fill. Valid values: Y = Yes N = No (default) B = Yes, bypass size checks	John Lee – TSX Group
6760	TSXActionSource	D,F,G,8	Source of the action performed on an order.	John Lee – TSX Group
6761	TSXAnonymous	D,G,8	Flag to indicate if order is anonymous. Valid values: Y = Yes N = No (default)	John Lee – TSX Group
6762	TSXExchangeUserID	8	The user ID for an exchange staff member (for example, Customer Service Representative).	John Lee – TSX Group
6763	TSXRegulationID	D,G,8	Identification marker for UMIR-specific designations to orders and trades. Valid values: IA = Insider Account NA = Not Applicable SS = Significant Shareholder	John Lee – TSX Group
6764	TMX UDF			John Lee – TSX Group
6765	TSXReferenceVolume		The existing volume of the order that is to be OMRd.	John Lee – TSX Group
6766	TMX UDF			John Lee – TSX Group
6767	TSXBuyAccountType	D	The buyer’s type of the trading account. For valid values see tag 6750 (TSXAccountType)	John Lee – TSX Group
6768	TSXSellAccountType	D	The seller’s type of trading account. For valid values see tag 6750 (TSXAccountType)	John Lee – TSX Group
6769	TSXBuyAccountId	D	Identifies the buyer’s trading account.	John Lee – TSX Group
6770	TSXSellAccountId	D	The seller’s trading account identification.	John Lee – TSX Group
6771	TSXBuyRegulationID	D	Identification marker for UMIR-specific designations to orders and trades. For valid values see tag 6763 (TSXRegulationID)	John Lee – TSX Group
6772	TSXSellRegulationID	D	Identification marker for UMIR-specific designations to orders and trades For valid values see tag 6763 (TSXRegulationID)	John Lee – TSX Group
6773	TSXCrossType	D,8	Identifies the type of an intentional cross. All cross types other than Regular and Derivative-Related are specialty crosses, which are treated differently from regular crosses regarding interference and/or price validation. Valid values: B = Basis C = Contingent D = Derivative-related I = Internal S = Special Trading Session R = Regular (default) V = Volume Weighted Average Price	John Lee – TSX Group
6774	TSXBrokerNumber	F,f	An Exchange-assigned three-digit private PO number identifying a Member Firm. Anonymous orders are assigned a public broker number of 001 on the feeds.	John Lee – TSX Group
6775	TSXATSName		The Alternative Trading System where the transaction originated.	John Lee – TSX Group
6776	TSXPrincipalTrade	8	A transaction where the member as principal sells securities to or buys securities from its particular customer; that is, a cross between a client and another account type. Valid values: Y = Yes N = No (default)	John Lee – TSX Group
6777	TSXWashTrade	8	A trade that has occurred between proprietary accounts of the same Member Firm. Valid values: Y = Yes N = No (default)	John Lee – TSX Group
6778	TSXTradeCorrection	8	A marker to indicate if the Fill report is a trade correction or a normal fill. Valid values: Y = Yes N = No (default)	John Lee – TSX Group
6779	TSXErrorNumber	9	The error number for an Error Response message.	John Lee – TSX Group
6780	TSXExchangeAdmin	8	An assigned marker to transmit information. The TSXExchangeAdmin tag is a string of 36 AlphaNumeric markers.	John Lee – TSX Group
6781	TSXBuyJitney	D	An order is marked as being executed on behalf of another broker.	John Lee – TSX Group
6782	TSXSellJitney	D	An order is marked as being executed on behalf of another broker.	John Lee – TSX Group
6783	TSXNonResident	D,G,8	A terms marker indicating that trade participant is not a Canadian resident for income tax purposes. Valid values: Y = Yes N = No (default)	John Lee – TSX Group
6784	TSXRTAutoFill	8	A marker to indicate a system-produced autofill against the responsible equities specialist’s account or an odd lot trader. Valid values: A = Odd Lot C = Closing Allocation G = Guaranteed Fill P = Participation	John Lee – TSX Group
6785	TSXBuyParticipation	MC,MR	To indicate if the responsible equities specialist’s participation on the buy side is active. Valid values: On Off	John Lee – TSX Group
6786	TSXSellParticipation	MC,MR	To indicate if the responsible equities specialist’s participation on the sell side is active. Valid values: On Off	John Lee – TSX Group
6787	TMX UDF			John Lee – TSX Group
6788	TSXSpreadGoal	f	A unique price range assigned to a stock for purposes of registered trader spread goal maintenance.	John Lee – TSX Group
6789	TSXMessageId	8,MC,MR	Unique identifier assigned by a Member Firm to a message that is not an order. Unsolicited Market Command Acknowledgement messages sent by the Exchange will have a random string of characters as the TSXMessageID.	John Lee – TSX Group
6790	TSXOrderKey	D	Unique key identifying orders in the system.	John Lee – TSX Group
6791	TSXByPass	D,G,8	To indicate orders are tradable against only visible/disclosed volumes and bypass the undisclosed volume of Iceberg orders, registered trader participation and autofill, and special terms book. Any part of the OrderQty balance not filled immediately is “killed/cancelled”. Valid values: Y = Yes N = No (default)	John Lee – TSX Group
6792	TSXNCIB	D,G,8	Identifies Normal-Course Issuer Bid (NCIB) orders; the action of a company buying back its own outstanding shares from the markets so it can cancel them. Valid values: Y = Yes N = No (default)	John Lee – TSX Group
6793	TSXMinInteractionSize	D,G,8	Prevents fills smaller than the minimum interaction size specified until the order’s volume is depleted to the point that the remaining volume is less than the minimum interaction size. Supported on Dark and SDL orders only.	John Lee – TSX Group
6794	TSXCustomerType	D,G,8	Identifies the customer account type.	John Lee – TSX Group
6795	TSXOrigTradeID	8	Used with trade corrections to reference previously reported executions and the side initiating the cancel/correct.	John Lee – TSX Group
6796	TSXPrivateOrigPrice	8	The original price type of an order when entered into the trading system. Valid values: MBF = Must Be Filled	John Lee – TSX Group
6797	TSXBuyCustomerType	D	identifies the Cross Buy side customer account type.	John Lee – TSX Group
6798	TSXSellCustomerType	D	Identifies the Cross Sell side customer account type.	John Lee – TSX Group
6799	TSXMGFVolume	MC,MR	The minimum guaranteed volume that the registered trader is willing to fill.	John Lee – TSX Group
6800	NetworkRequestType	MsgType = BC	From FIX 4.4 Network Status message. Must be set to “1” – ie Snapshot.	Mark Reece – London Stock Exchange
6801	NetworkRequestID	MsgType = BC	From FIX 4.4 Network Status Request message.	Mark Reece – London Stock Exchange
6802	NetworkStatusResponseType	MsgType = BD	From Network Status Response message in FIX 4.4. Valid values 1=Full and 2=Incremental.	Mark Reece – London Stock Exchange
6803	NetworkResponseID	MsgType = BD	From Network Status Response message in FIX 4.4.	Mark Reece – London Stock Exchange
6804	NoCompIDs	MsgType = BD	Based on Network Status Response message from FIX 4.4. Count CompIDs being reported on.	Mark Reece – London Stock Exchange
6805	RefCompID	MsgType = BD	Based on Network Status Response message in FIX 4.4 and CompID field in repeating group. Identifies CompID being reported on.	Mark Reece – London Stock Exchange
6806	StatusValue	MsgType = BD	Based on Network Status Message in FIX 4.4. Valid values are 1=Connected, 3=Not Connected, 4=In Process.	Mark Reece – London Stock Exchange
6807	Counter	MsgType=AJ	Indicates if counter is allowed on hit/lift. When this tag is not present, counter is not allowed on hit/lift. Default value is N. (Tradeweb Retail) Valid values: Y = Hit/lift can be countered N = Hit/lift cannot be countered.	Wei Koek – TradeWeb
6808	LastQty2	8	Last Quantity for the far leg of a swap.	Steven Tong – Merrill Lynch
6809	ExternalExchangeRef	8	External Exchange Reference	Patrick Bethon – Merrill Lynch & Company
6810	ExternalCustomerName	8	ML customer name	Patrick Bethon – Merrill Lynch & Company
6811	MLContraId	8	Merrill Lynch Contra Identifier	Patrick Bethon – Merrill Lynch & Company
6812	DepoActionType		FX deposit, values: N = New, R = Rollover.	Wenhuan Zhao – Bloomberg L.P.
6813	DepoDayCount		FX Deposit day count fraction, values: 0=ACT/360, 1=ACT/360(Comp), 3=30/360, 5=ACT/365, 6=ACT/365(Comp), B=BIZ/252, C=BIZ/252(Comp)	Wenhuan Zhao – Bloomberg L.P.
6814	Reserved		FX Reserved	Wenhuan Zhao – Bloomberg L.P.
6815	Reserved		FX reserved	Wenhuan Zhao – Bloomberg L.P.
6816	Reserved		FX reserved	Wenhuan Zhao – Bloomberg L.P.
6817	NetGrossInd2		For the flag leg of an FX swap, used to indicate if the settlement will be handled net or gross 1 = Net 2 = Gross	Tomas Zikas – Bloomberg L.P.
6818	RoutingAwayBroker	D, E, F, G	This tag supports CBSX Order Routing Vendor Selection for Stock Linkage.	Vivek Beniwal – CBOE
6819	TriggerQtyADVPct		Strategy trigger quantity specified as a percentage of ADV.	John Shields – Nomura Securities Co.
6820	TriggerQtyNotional		Strategy trigger quantity specified as a notional value in local currency.	John Shields – Nomura Securities Co.
6821	TriggerQtyOrderPct		Strategy trigger quantity specified as a percentage of the order size.	John Shields – Nomura Securities Co.
6822	CounterpartyTraderID		Counter party trader id	Wei Koek – TradeWeb
6823	TW Reserved			Wei Koek – TradeWeb
6824	TW Reserved			Wei Koek – TradeWeb
6825	TW Reserved			Wei Koek – TradeWeb
6826	TW Reserved			Wei Koek – TradeWeb
6827	TW Reserved			Wei Koek – TradeWeb
6828	ManualOrderIndicatorClone		Clone of FIX.4.4 tag 1028(ManualOrderIndicator) for use by firms / vendors who are unable to use the official tag.	John Prewett – Lava Trading
6829	CustomerDirectedOrderClone		Clone of FIX.4.4 tag 1029(CustomerDirectedOrder) for use by firms / vendors who are unable to use the official tag.	John Prewett – Lava Trading
6830	ReceivedDeptIDClone		Clone of FIX.4.4 tag 1030(ReceivedDeptID) for use by firms / vendors who are unable to use the official tag.	John Prewett – Lava Trading
6831	CustOrderHandlingInstClone		Clone of FIX.4.4 tag 1031(CustOrderHandlingInst) for use by firms / vendors who are unable to use the official tag.	John Prewett – Lava Trading
6832	OrderHandlingInstSourceClone		Clone of FIX.4.4 tag 1032(OrderHandlingInstSource) for use by firms / vendors who are unable to use the official tag.	John Prewett – Lava Trading
6833	DeskTypeClone		Clone of FIX.4.4 tag 1033(DeskType) for use by firms / vendors who are unable to use the official tag.	John Prewett – Lava Trading
6834	DeskTypeSourceClone		Clone of FIX.4.4 tag 1034(DeskTypeSource) for use by firms / vendors who are unable to use the official tag.	John Prewett – Lava Trading
6835	DeskOrderHandlingInstClone		Clone of FIX.4.4 tag 1035(DeskOrderHandlingInst) for use by firms / vendors who are unable to use the official tag.	John Prewett – Lava Trading
6836	TrdRegTimestampClone		Clone of FIX.4.4 component block TrdRegTimestamp for use by firms / vendors who are unable to use the official tag. Please read OATS v3 document.	John Prewett – Lava Trading
6837	SISUpdOnlyTransaction	G	This transaction is to be used to update Broadridge SIS information only and will not be sent to an execution destination. Valid values: Y = Update only N = Cancel/Replace and Update both	Roger Douglass – Broadridge Financial Solutions
6838	SISAddlinstructions	G, D	SIS Additional Instructions	Roger Douglass – Broadridge Financial Solutions
6839	SISTrailerInd	G, D	A valid SIS trailer Indicator, Alphanumeric, 1 character length	Roger Douglass – Broadridge Financial Solutions
6840	SISTrailer	G, D	Trailer text that can be up to a maximum of 30 characters	Roger Douglass – Broadridge Financial Solutions
6841	SISEnhTrailer	G, D	Enhanced trailer codes. There can be up to 20 codes	Roger Douglass – Broadridge Financial Solutions
6842	SISBopsind	G, D	BOPS Indicator Valid values: Y = Make BOPS eligible N = Is not BOPS eligible	Roger Douglass – Broadridge Financial Solutions
6843	SISVantraTrailer	8	SIS reply of CNESS floor trailer	Roger Douglass – Broadridge Financial Solutions
6844	SISVerifyTerminal	D	Optional tag on New Order to indicate the Verify Terminal where the order will be send for verification.	Roger Douglass – Broadridge Financial Solutions
6845	AllowReversal	D,E,F,G,8,9	Y,N	Tao Shen – Guosen Securities Co.,Ltd
6846	AutoPlace	DE	Auto place parameters	Max Shcherbakov – Charles River Brokerage
6847	TotalNumOfParts		Total number of parts or entries in QuoteRequest for list trading.	Wei Koek – TradeWeb
6848	AutoQuote	D,E,F,G,8,9	Y=YES N=NO	Tao Shen – Guosen Securities Co.,Ltd
6849	PartNum		Part number of the entry in QuoteRequest for list trading.	Wei Koek – TradeWeb
6850	BuyWeight	D,E,F,G,8,9		Tao Shen – Guosen Securities Co.,Ltd
6851	SellWeight	D,E,F,G,8,9		Tao Shen – Guosen Securities Co.,Ltd
6852	ScaleUpLevel	D,E,F,G,8,9	numeric	Tao Shen – Guosen Securities Co.,Ltd
6853	ScaleDownLevel	D,E,F,G,8,9	numeric	Tao Shen – Guosen Securities Co.,Ltd
6854	ScaleUpAction	D,E,F,G,8,9	A = None B = speed2x D = speed4x E = speed5x J = speed10x b = Part10 d = Part20 j = Part50 p = Part80 z = Iwould	Tao Shen – Guosen Securities Co.,Ltd
6855	ScaleDownAction	D,E,F,G,8,9	1 = None 2 = SlowHalf 3 = SlowOneThird 4 = SlowOneFourth 5 = SlowOneFifth 0 = Pause	Tao Shen – Guosen Securities Co.,Ltd
6856	ChildPriceLevels	D,E,F,G,8,9	int, 1-10	Tao Shen – Guosen Securities Co.,Ltd
6857	MaxChildVolPct	D,E,F,G,8,9	participation rate for a child order wrt some benchmark reference volume such as inside quote size,etc.	Tao Shen – Guosen Securities Co.,Ltd
6858	RefChildVol	D,E,F,G,8,9	Reference vol of type char for child order. 0=PrimarySide Size(bid for buy,offer for sell) 1=MarketSide Size(bid for sell,offer for buy) 2=BidSize 3=OfferSize 4=BidSize+OfferSize 5=Effective BidSize 6=Effective OfferSize 7=PrimarySide Book Depth(5 levels) Size 8=MarketSide Book Depth(5 levels) Size 9=Total Book Depth(5 levels) Size A=Last 1 Minute Total Market Volume B=Last 5 Minutes Total Market Volume	Tao Shen – Guosen Securities Co.,Ltd
6859	Regulatory RptID			Tao Shen – Guosen Securities Co.,Ltd
6860	Regulatory RptDate			Tao Shen – Guosen Securities Co.,Ltd
6861	SpotTickSize	W, 8	Size of Spot Tick	Dmitry Gundorov – Deutsche Bank
6862	SpotPrecision	W, 8	Minimum change of Spot Price	Dmitry Gundorov – Deutsche Bank
6863	FwdTickSize	W, 8	Tick size of Forward points in the denomination of Spot price, so that Outright Price = Spot Price + Fwd Points * Fwd Tick Size	Dmitry Gundorov – Deutsche Bank
6864	FwdPrecision	W, 8	Minimum change of Forward Points	Dmitry Gundorov – Deutsche Bank
6865	AutoProbe	D,E,F,G,8,9	Y=YES N=NO	Tao Shen – Guosen Securities Co.,Ltd
6866	AAD	New Order Single	Auto-Aggress with Discretion price differential. Represents the maximum number of ticks an order’s price may be improved to achieve a match with a contra-side resting order.	Michael Merold – ICAP
6867	CancelOnDisconnect	A	If this field is set then it will mean that a mass cancellation of non-GTC orders, will be triggered on any type of logoff (ie logoff request, disconnection on failure, forced disconnection)	Marc Abend – NYSE Euronext
6868	NoTrdRegTimestampsClone		Clone of FIX.4.4 tag 768(NoTrdRegTimestamps) for use by firms / vendors who are unable to use the official tag.	John Prewett – Lava Trading
6869	TrdRegTimestamp		Clone of FIX.4.4 tag 769(TrdRegTimestamp) for use by firms / vendors who are unable to use the official tag.	John Prewett – Lava Trading
6870	TrdRegTimestampTypeClone		Clone of FIX.4.4 tag 770(TrdRegTimestampType) for use by firms / vendors who are unable to use the official tag.	John Prewett – Lava Trading
6871	TrdRegTimestampOriginClone		Clone of FIX.4.4 tag 771(TrdRegTimestampOrigin) for use by firms / vendors who are unable to use the official tag.	John Prewett – Lava Trading
6872	Fiduciary		Boolean: Fiduciary Money Deposit. Values: ‘Y’ = Yes Fiduciary Money {omitted} NOS: apply user preferences. ER: Not Fiduciary Money	Wei Seong Koek – TradeWeb LLC
6873	PosRejectReason		In Position Exception Notice the cause of the exception. Valid values: 1 = Account exists but position exists elsewhere 2 = Account does not exist and position exists elsewhere	Wei Seong Koek – TradeWeb LLC
6874	ProhibitedLocales		One or more comma-separated abbreviations of locales in which an investor is prohibited from owning the security. In the US it applies to some corporate bonds and CDs and ISO 3166-2 state abbreviations are used. AKA “Blue Sky Data”	Wei Seong Koek – TradeWeb LLC
6875	MDCumTradeSize	W	In MD Trade entries cumulative quantity negotiated (Qty)	Wei Seong Koek – TradeWeb LLC
6876	MDWorkupState	W	In MD Trade entries. Values: 0 = Private 1 = Public	Wei Seong Koek – TradeWeb LLC
6877	MDAvailBuySize	W	In MD Trade entries available buy quantity (Qty)	Wei Seong Koek – TradeWeb LLC
6878	MDAvailSellSize	W	In MD Trade entries available sell quantity (Qty)	Wei Seong Koek – TradeWeb LLC
6879	CPProgram		Same usage as 4.4 CPProgram (875)	Wei Seong Koek – TradeWeb LLC
6880	FirmAccount		Firm trading account.	Chirag Patel – Tradeweb LLC
6881	Managed		Boolean: Flags a managed trading account.	Chirag Patel – Tradeweb LLC
6882	PershingOrderReceiptTime		Time the order was received at Pershing.	Chirag Patel – Tradeweb LLC
6883	PershingOrderReceiveFrom		The person or entity placing the order.	Chirag Patel – Tradeweb LLC
6884	OfferType		Offer type.	Chirag Patel – Tradeweb LLC
6885	ExecutionConcession		The difference between the original dealer price sent on the order and the filled price.	Chirag Patel – Tradeweb LLC
6886	ValidSeconds		Quote valid time expressed in seconds.	Chirag Patel – Tradeweb LLC
6887	DueInSeconds		Quote due-in time expressed in seconds.	Chirag Patel – Tradeweb LLC
6888	ManagedAccount		Boolean. Flags a managed account (DBAB).	Chirag Patel – Tradeweb LLC
6889	RelationToBroker		Investor’s relationship to broker. Required on new issue preferred.	Chirag Patel – Tradeweb LLC
6890	StateOfResidence		Investor’s state of residence: 2-character ISO 3166-2 abbreviation.	Chirag Patel – Tradeweb LLC
6891	NASDRegistered		Boolean: Indicates whether investor is registered with NASD.	Chirag Patel – Tradeweb LLC
6892	PosQty		Positive or negative position quantity.	Chirag Patel – Tradeweb LLC
6893	Profit		Positive or negative profit amount.	Chirag Patel – Tradeweb LLC
6894	AvgCost		Positive or negative average cost.	Chirag Patel – Tradeweb LLC
6895	DaysHeld		Number of days the position was held in the account.	Chirag Patel – Tradeweb LLC
6896	SecuritySource		Where to obtain securities for trade. Values: C = Customer will deliver security. L = Security is Long in account. R = Receive Security vs Payment. B = Receive Security from Broker Dealer.	Chirag Patel – Tradeweb LLC
6897	NoTWRPositions		Number of entries in the TWRPositions repeating group.	Chirag Patel – Tradeweb LLC
6898	PendingSettl		Boolean: Flags that the bond is pending factor reset.	Chirag Patel – Tradeweb LLC
6899	Occupation		Occupation of investor identified in Account (1). Required on new issue preferred.	Chirag Patel – Tradeweb LLC
6900	DealRatio	AB, AC, c, d	Spread order deal ratio (float).	Walter Pitio – Carlin Financial Group
6901	TradeRatio	AB, AC, c, d	Spread order trading ratio (float).	Walter Pitio – Carlin Financial Group
6902	DealCash	AB, AC, c, d	Spread order deal cash component (Price).	Walter Pitio – Carlin Financial Group
6903	SpreadSide	AB, AC	Spread order side or type (char).	Walter Pitio – Carlin Financial Group
6904	SpreadLimit	AB, AC	Breach spread limit (Price).	Walter Pitio – Carlin Financial Group
6905	BenchmarkCurvePoint2	D	Denote the long float rate period of IRS Dollar Swap Basis Trade.	Wei Koek – TradeWeb
6906	MaxHedge	AB, AC	Control of maximum allowed pending hedge orders (int).	Walter Pitio – Carlin Financial Group
6907	SuppressOatsReport	D, 8, G, F	Possible values are 0 = NO 1 = YES Default value is 0. This field is used when OATS reporting is managed in one or many order management systems.	Greg Johnston – RBC Capital Markets
6908	AggressiveInTheMoney	D	Dynamically adjusts the level of aggressiveness to a higher level of aggression when the security is trading at more favorable prices when AggressiveInTheMoney = “Y” (true)	Walter Pitio – RBC Capital Markets
6909	DelayResponsibility	AllocationInstruction (J)	FIXML: @DelayResp. Used to indicate which entity is responsible for a given delay in a specific situation. Currently being used to indicate who is responsible for the delay in allocation scenarios (int) Valid values (subject to expansion): 1 – Give-up Originator 2 – Give-up Recipient 3 – Exchange	Andrei Goldchleger – Bolsa de Mercadorias & Futuros
6910	GapLimit	AB, AC	Delay parameter for routing new limit orders (int).	Walter Pitio – Carlin Financial Group
6911	HaltBeforeClose	AB, AC	Control to halt spreads before market close (int).	Walter Pitio – Carlin Financial Group
6912	PriceSensitivity	AB, AC	Price slippage control (char).	Walter Pitio – Carlin Financial Group
6913	MarketMarketOn	AB, AC	Multiple market order enable (char).	Walter Pitio – Carlin Financial Group
6914	SpreadRatio	AB, AC	Ratio fo dollar neutral spreads (float).	Walter Pitio – Carlin Financial Group
6915	ReHedgeBase	AB, AC	Rehedge base selection (char).	Walter Pitio – Carlin Financial Group
6916	LeadWith	AB, AC	Lead off order selection (char).	Walter Pitio – Carlin Financial Group
6917	NotionalAmt		To describe notional amount of Option trade.	Wei Koek – TradeWeb
6918	RunHalt	AB, AC	Spread run control (char).	Walter Pitio – Carlin Financial Group
6919	IndexPct	y	Percentage of the stock in an index.	Jochen Mielke de Lima – BM&FBOVESPA
6920	OrderSize	AB, AC	Dollar neutral order size (Price).	Walter Pitio – Carlin Financial Group
6921	LotSize	AB, AC	Dollar neutral order lot size control (Price).	Walter Pitio – Carlin Financial Group
6922	GivePrice	AB, AC	Price movement threshold for automatic order cancel (Price).	Walter Pitio – Carlin Financial Group
6923	LingerTime	AB, AC	Order cancel delay after un-breach (int).	Walter Pitio – Carlin Financial Group
6924	DwellTime	AB, AC	Un-breach duration hysteresis control(int).	Walter Pitio – Carlin Financial Group
6925	LegRoute	AB, AC	Routing destination for leg of spread order (char).	Walter Pitio – Carlin Financial Group
6926	FlashDuration	AB, AC	Limit order flash time (int).	Walter Pitio – Carlin Financial Group
6927	OrderOptions	AB, AC	Options for spread generated orders (MultipleValueString).	Walter Pitio – Carlin Financial Group
6928	CounterPartyIpAddress		Optional tag used to relay the IP address (in the format nnn.nnn.nnn.nnn) of the connecting counterparty for auditing purposes.	Jochen Mielke de Lima – Bolsa de Mercadorias & Futuros
6929	CounterPartyOSIdentifier		Optional tag to relay counterparty OS identification (free-format string) for auditing purposes.	Jochen Mielke de Lima – Bolsa de Mercadorias & Futuros
6930	ApplicationLogonRspCode		Optional tag that relays information on the result of an application level logon process.	Jochen Mielke de Lima – Bolsa de Mercadorias & Futuros
6931	DaysBeforePwdExpiration		Optional tag indicating the number of days before a user password expires.	Jochen Mielke de Lima – Bolsa de Mercadorias & Futuros
6932	NoReferentialPrices	X, W	Number of referential prices (price tunnels) in the referential prices repeating group.	Jochen Mielke de Lima – Bolsa de Mercadorias & Futuros
6933	ReferentialPx	X, W	Referential Price, i.e. the price of a tunnel.	Jochen Mielke de Lima – Bolsa de Mercadorias & Futuros
6934	ReferentialPxType	X, W	The type of the referential price (6933). For example: – Adjustment price; – Reference price; – Upper limit – operational tunnel; – Lower limit – operational tunnel; etc.	Jochen Mielke de Lima – Bolsa de Mercadorias & Futuros
6935	SecurityUpdatesSince	x	Optional field that indicates the response to this security list request should be only the list of securities modified/added since the timestamp indicated (in UTC format).	Jochen Mielke de Lima – Bolsa de Mercadorias & Futuros
6936	Language	B	This field represents the ISO 639 standard code (2 letters) for a language. Used in News messages (and possibly others), and allows for specifying the language the news is in.	Jochen Mielke de Lima – Bolsa de Mercadorias & Futuros
6937	Asset	y	String field which indicates the asset of the security, for example BGI (cattle), DOL (USD), WIN (mini-Ibovespa Index), DI1 (1 day interbank deposit), etc.	Jochen Mielke de Lima – Bolsa de Mercadorias & Futuros
6938	SecurityValidityTimestamp	y	UTCTimestamp field, containing the timestamp till which the instrument will be eligible to trade.	Jochen Mielke de Lima – Bolsa de Mercadorias & Futuros
6939	PriceBandType		Indicates the type of price banding (tunnel), e.g. 0 = rejection tunnel, 1 = auction tunnel, etc.	Jochen Mielke de Lima – Bolsa de Mercadorias & Futuros
6940	NewsSource	B	String containing the news source for the News Message (e.g. “Market surveillance”, “Media department”, “RSS feed”).	Jochen Mielke de Lima – Bolsa de Mercadorias & Futuros
6941	MaxBidQty		Indicates the maximum allowable quantity of an individual bid.	Jochen Mielke de Lima – Bolsa de Mercadorias & Futuros
6942	MaxOfferQty		Indicates the maximum allowable quantity of an individual offer.	Jochen Mielke de Lima – Bolsa de Mercadorias & Futuros
6943	ImbalanceQty		The imbalance of executed orders of a market participant, in total quantity.	Jochen Mielke de Lima – Bolsa de Mercadorias & Futuros
6944	NoFirms		Number of repeating group instances of brokerage firm identifiers.	Jochen Mielke de Lima – Bolsa de Mercadorias & Futuros
6945	MDEntrySizeType	Market Data (snapshot-full refresh & incremental)	1 = explicit\|2 = implied default value is 1 this tag will be used to differenciate a price that is explicit from a price that is implied. explicit prices are provided based on orders sitting in the central order book. implied prices are calculated based on explicit prices and are contingent (e.g. a spread combination may offer an implied bid price if the first leg has an explicit bid price and the second leg an ask explicit price).	Nicolas Cheronet – tradingbox ltd
6946	NoInstrumentLimitsConfig		Indicates the number of repeating group instances containing pre-trade credit check configuration for an instrument.	Jochen Mielke de Lima – Bolsa de Mercadorias & Futuros
6947	EquivalentInstrument		String field which identifies the equivalent instrument of an instrument, for example, WIN (Ibovespa index mini) or DOL (USD minis + full size contracts).	Jochen Mielke de Lima – Bolsa de Mercadorias & Futuros
6948	NoEquivalentIxmLimitsConfig		NumInGroup which indicates the number of equivalent instrument trading limits configuration repeating group instances.	Jochen Mielke de Lima – Bolsa de Mercadorias & Futuros
6949	AcctClassCode	D,G	relfects the account class type on an order	Rich Kiehl – Thomson Financial – TTS
6950	Slippage	D	Maximum price slippage for orders. (pips)	Kunihiko Saito – INTERTRADE Co., Ltd.
6951	NoContractLimitsConfig		Indicates the number of repeating group instances containing information on default limits for a contract in pre-trade credit checks.	Jochen Mielke de Lima – Bolsa de Mercadorias & Futuros
6952	SettlText1	8	Settlement Text 1 required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade.	Murari Cholappadi – JPMorganChase
6953	SettlText2	8	Additional Settle Text required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade.	Murari Cholappadi – JPMorganChase
6954	TrailerCode1	8	Trailer Code 1	Murari Cholappadi – JPMorganChase
6955	TrailerCode2	8	Trailer Code 2	Murari Cholappadi – JPMorganChase
6956	TrailerCode3	8	Trailer Code 3	Murari Cholappadi – JPMorganChase
6957	SettlPx		Previous day’s settlement price.	Oksana Zheliabina – B2BITS
6958	ProductType	Uf	Product type.	Oksana Zheliabina – B2BITS
6959	ProductStatus	Uf	Product status.	Oksana Zheliabina – B2BITS
6960	ML ET Reserved			Roseate L. Wagner – Merrill Lynch
6961	ML ET Reserved			Roseate L. Wagner – Merrill Lynch
6962	ML ET Reserved			Roseate L. Wagner – Merrill Lynch
6963	ML ET Reserved			Roseate L. Wagner – Merrill Lynch
6964	ML ET Reserved			Roseate L. Wagner – Merrill Lynch
6965	ML ET Reserved			Roseate L. Wagner – Merrill Lynch
6966	ML ET Reserved			Roseate L. Wagner – Merrill Lynch
6967	ML ET Reserved			Roseate L. Wagner – Merrill Lynch
6968	ML ET Reserved			Roseate L. Wagner – Merrill Lynch
6969	CustomOrderType	D, G	This is allow order entry system to specify orders for Wofex that are not currently supported by FIX order type mix.	Walter Wong – Wofex, Inc.
6970	Trade Origin	D,G	A text field to indicate the subscriber ID of the Wofex ATS when user sends in an order	Walter Wong – Wofex, Inc.
6971	ML ET Reserved			Roseate L. Wagner – Merrill Lynch
6972	ML ET Reserved			Roseate L. Wagner – Merrill Lynch
6973	ML ET Reserved			Roseate L. Wagner – Merrill Lynch
6974	ML ET Reserved			Roseate L. Wagner – Merrill Lynch
6975	ML ET Reserved			Roseate L. Wagner – Merrill Lynch
6976	ML ET Reserved			Roseate L. Wagner – Merrill Lynch
6977	ML ET Reserved			Roseate L. Wagner – Merrill Lynch
6978	ML ET Reserved			Roseate L. Wagner – Merrill Lynch
6979	ML ET Reserved			Roseate L. Wagner – Merrill Lynch
6980	HSFXTradeType	String		Xiheng Xu – Knight Capital Group
6981	Reserved by Doug			Xiheng Xu – Knight Capital Group
6982	Reserved by Doug			Xiheng Xu –
6983	HSFXBrokerage			Xiheng Xu –
6984	HSFXOpenBalance			Xiheng Xu –
6985	HSFXEffectiveOpenBalance			Xiheng Xu –
6986	HSFXUnrealizedLockedPL			Xiheng Xu –
6987	HSFXUnrealizedOpenPL			Xiheng Xu –
6988	HSFXRealizedPL			Xiheng Xu –
6989	HSFXAdjustmentAmt			Xiheng Xu –
6990	HSFXWithdrawAmt			Xiheng Xu –
6991	HSFXDepositAmt			Xiheng Xu –
6992	HSFXFinanceAmt			Xiheng Xu –
6993	HSFXInterest			Xiheng Xu –
6994	HSFXCloseBalance			Xiheng Xu –
6995	HSFXTotalBalance			Xiheng Xu –
6996	HSFXUnrealizedLockedDayPL			Xiheng Xu –
6997	HSFXCollateralID			Xiheng Xu –
6998	HSFXUserID			Xiheng Xu –
6999	OldQty	New Order Single	Must be equal to the currently remaining quantity and not the original order quantity	Priya Sampath – Changepond Technologies

Tag	Field	FIX MsgTypes	Description	Created by
7000	Internalize	D, G, 8	Flag denoting whether to Internalize the order (Y) or not (N). Tag not being present is assumed to be Internalize = N.	heshan jayawardena – Millennium Information Technolog
7001	SettlLocation	J	Country or Depository in which the security will be settled. valid values: BRC = Broker Custody CED = CEDEL DTC = DTCC EUR = Euroclear FED = Federal Reserve Bank of NY FNB = First Nat’l. Bank of Chicago PTC = Participant’s Trust Company US = US Physical	Lisa Linton – The Depository Trust Company
7002	AgentIDNumber	J	Identification number for the Agent.	Lisa Linton – The Depository Trust Company
7003	AgentInternalAcct	J	The Agent’s internal account number.	Lisa Linton – The Depository Trust Company
7004	StepOutReasonCode1	J	The reason an institution is stepping out of an allocation. valid values: 000 = unspecified 001 = research 002 = client directed 003 = client recapture 004 = liquidation 005 = soft dollar 006 = client soft dollar 007 = contracted services 008 = minority firm 009 = custodial expenses	Lisa Linton – The Depository Trust Company
7005	StepOutReasonCode2	J	The reason an institution is stepping out of an allocation. valid values: 000 = unspecified 001 = research 002 = client directed 003 = client recapture 004 = liquidation 005 = soft dollar 006 = client soft dollar 007 = contracted services 008 = minority firm 009 = custodial expenses	Lisa Linton – The Depository Trust Company
7006	StepOutReasonCode3	J	The reason an institution is stepping out of an allocation. valid values: 000 = unspecified 001 = research 002 = client directed 003 = client recapture 004 = liquidation 005 = soft dollar 006 = client soft dollar 007 = contracted services 008 = minority firm 009 = custodial expenses	Lisa Linton – The Depository Trust Company
7007	StepOutText	J	Free-form text reason an institution is stepping out of an allocation.	Lisa Linton – The Depository Trust Company
7008	CxlAfterMatching	J	This indicator is used if the institution has attempted to cancel an allocation after at least one of the sub-accounts has matched to a confirmation.	Lisa Linton – The Depository Trust Company
7009	MatchedIndicator	J	Indicates whether the allocation has matched the trade input. valid values: 0 = not destined for matching 1 = destined for matching 2 = allocation has matched 3 = unmatched allocation	Lisa Linton – The Depository Trust Company
7010	StepInClearingBkrID	J	The entity who will receive or deliver on behalf of the Step-in broker-dealer.	Lisa Linton – The Depository Trust Company
7011	StepInClearingAcct	J	The step-in broker’s account number at the step-in clearing broker.	Lisa Linton – The Depository Trust Company
7012	ExecClearingBkrID	J	The entity who will receive or deliver on behalf of the executing broker.	Lisa Linton – The Depository Trust Company
7013	ExecClearingBkrAcct	J	The executing broker’s account number at the clearing broker.	Lisa Linton – The Depository Trust Company
7014	RecipientRole	J	The recipient’s role in the allocation. valid values: 03 = executing broker-dealer 08 = executing broker-dealer’s clearing broker 21 = submitting institution 23 = executing broker-dealer’s branch 25 = step-in broker-dealer 27 = step-in broker-dealer’s branch 31 = step-in broker-dealer’s clearing broker	Lisa Linton – The Depository Trust Company
7015	FidStrategyParameter			Nevin Patton – fidessa
7016	FidStrategyParameter			Nevin Patton – fidessa
7017	VolumeIndicator	X	Type of volume reported	Fred Malabre – CME Group
7018	SecuritySubType	D	Same usage as [4.4] SecuritySubType (762) for [4.2]	Wei Seong Koek – TradeWeb LLC
7019	DealerTradeID	D	Deposit CDs: Dealer’s reference to the trade being rolled or closed.	Wei Seong Koek – TradeWeb LLC
7020	ClearingMember	D	4.2: Clearing member identifier.	Wei Seong Koek – TradeWeb LLC
7021	LegClearingMember		4.2: Clearing member identifier for a multi-leg trade.	Wei Seong Koek – TradeWeb LLC
7022	AllocClearingMember		4.2: Clearing member identifier in an allocation.	Wei Seong Koek – TradeWeb LLC
7023	LegAllocClearingMember		4.2: Clearing member identifier in an allocation of multileg trade.	Wei Seong Koek – TradeWeb LLC
7024	TradeEvent	8	Supplemental information about a derivative trade.	Wei Seong Koek – TradeWeb LLC
7025	EnhancedCxlRe	A	To enable enhanced Cancel Replace behavior for CBOE. Possible values 0 = OFF 1 = ON	Arun Ramachandran – Chicago Board Options Exchange
7026	EndWorkUp	Execution Report	Indicates that workup has ended.	Michael Merold – ICAP
7027	NoVolRules	Security List and Definition	Number of volume rules in repeating group.	Michael Merold – ICAP
7028	VolRuleType	Security List and Definition	Volume rule type. Valid values are “NORMAL” and “NIM”.	Michael Merold – ICAP
7029	IsLastTrade	Trade Capture Report	The last trade you’ll ever receive (for your last request anyway).	Michael Merold – ICAP
7030	FIX reserved			David Lam – Standard Chartered Bank
7031	FIX reserved			David Lam – Standard Chartered Bank
7032	FIX reserved			David Lam – Standard Chartered Bank
7033	FIX reserved			David Lam – Standard Chartered Bank
7034	FIX reserved			David Lam – Standard Chartered Bank
7035	FIX reserved			David Lam – Standard Chartered Bank
7036	FIX reserved			David Lam – Standard Chartered Bank
7037	FIX reserved			David Lam – Standard Chartered Bank
7038	FIX reserved			David Lam – Standard Chartered Bank
7039	FIX reserved			David Lam – Standard Chartered Bank
7040	FIX reserved			David Lam – Standard Chartered Bank
7041	FIX reserved			David Lam – Standard Chartered Bank
7042	FIX reserved			David Lam – Standard Chartered Bank
7043	FIX reserved			David Lam – Standard Chartered Bank
7044	FIX reserved			David Lam – Standard Chartered Bank
7045	FIX reserved			David Lam – Standard Chartered Bank
7046	TimeSpanStartTime			David Lam – Standard Chartered Bank
7047	AllocPositionEffect	AE,J	Added this to include Position Effect for each of the Allocations in repeating TradeAllocGroup	Venkat rao – CHICAGO BOARD OPTIONS EXCHANGE
7048	Customer Id	AE,J	This field is used to represent customer id for CBOE client identification purpose.	Indravadan Merai – CBOE
7049	TriggerList	D,F,G,8,s	Used to identify specific in-house tactics when running with GL Tactics. Valid values: a:VWAP; A/B:Linked Trigger Order on last price (A:last superior, B:last superior); h/i:Linked Trigger Order on underlying (h:underlying superior bid, i:underlying superior ask); j/k:Linked Trigger Order on underlying (j:underlying inferior bid, k:underlying inferior ask) C:Trailing Stop; D:Peg; E:Linked Peg; F:With A Tick; G:Market Phase; H:Time Trigger(unreleased); I:Iceberg; J:Iceberg Random; K:Iceberg Ghost; L:Countdown; M:MIT Last; N:MIT Ask; O:MIT Bid; S:Stop last; T:Stop Ask; U:Stop Bid; V:Stop Max Cap; W:TWAP(native); Y:Percentage Volume.	Gilles Bui – GL Trade
7050	WorkList	D,F,G,8,s	Used to identify specific ALGO when running with GL Tactics. Valid values: a=VWAP; D=Peg; E=Link Peg; F=WithATick; W=TWAP(native); Y=%Volume.	Gilles Bui – GL Trade
7051	WorkReferencePrice	D,F,G,8,s	Used for GL Tactics. Valid values: 1=Ask; 2=Bid; 3=Last; 4=Mid.	Gilles Bui – GL Trade
7052	WorkDoNotExceedReference	D,F,G,8,s	Used for GL Tactics. Valid value: 1=Market Limit.	Gilles Bui – GL Trade
7053	WorkGapPrice	D,F,G,8,s	Used for GL Tactics.	Gilles Bui – GL Trade
7054	WorkPriceGapType	D,F,G,8,s	Used for GL Tactics and with Fix Tag 7053. Valid values: 1=Percentage; 2=Tick; 3=Absolute.	Gilles Bui – GL Trade
7055	WorkDelay	D,F,G,8	Work max update delay : defines the maximum delay for sending the order (usually it should be a few minutes or seconds). Specific to GL Tactics.	Gilles Bui – GL Trade
7056	WorkSentQty	8	Indicates the quantity already sent in case of %Volume and TWAP algos. Specific for GL Tactics.	Gilles Bui – GL Trade
7057	WorkNbSentWaves	8	Indicates the number of waves alreday sent in case of algos %Volume and TWAP. Specific to GL Tactics.	Gilles Bui – GL Trade
7058	ClearingClCodType	D,F,G,8	GL clearing client code type. Valid values: 1=Client; 5=House.	Gilles Bui – GL Trade
7059	ClearingDest	D,F,G,8	GL Clearing destination.	Gilles Bui – GL Trade
7060	MidPointFlag	D,G,s,8	Flag to identify a midpoint order (specific XETRA). Valid values: 1=Yes; 2=No.	Gilles Bui – GL Trade
7061	ClearingOrderID	8	Indicates the reference of the clearing message. This reference is given by the exchange	Gilles Bui – GL Trade
7062	ContraCreationDate	8	Creation Date of a forward contra creation, mandatory for offset order.	Gilles Bui – GL Trade
7063	ContraCreationRef	8	Reference for a forward contra creation, mandatory for offset order.	Gilles Bui – GL Trade
7064	PreAllocPct	J,8	Percentage of the order quantity in case of a splitted (pre)allocation type message. Used for GL OMS.	Gilles Bui – GL Trade
7065	Quoting Duration	R	Quoting Duration is a user defined integer field for users to specify the type of quoting or quote streaming desired from the price making system. Valid Values: 0 = One-shot Quoting (RFQ) (A maximum of only one Quote is allowed per Quote Request. If the price maker withdraws a quoted price, the Quote Request associated with that transaction will be terminated. Price taker decision to accept or reject the quote will also terminate the process) >0 = Auction Period Streaming (The price maker can quote as often as it likes within a specified time period. Each new quote intended to replace the previous. In this case, price maker withdrawals of a previous quoted price will not terminate the Quote Request process. Only an explicit request to abort the Quote Request by the price maker will terminate the process. Price taker decision to accept or reject the quote will also terminate the process.) . -1 = Stream Till Done (Similar to Auction Period Streaming model with the exception that there is no pre-defined auction period. Price taker decision to accept or reject the quote will also terminate the process) -2 = Stream Till Cancelled (Similar to the Stream Till Done model with the exception that when the price taker accepts a given quote it does not result in the termination of the quoting process. Quoting continues indefinitely until one of the parties explicitly cancels the Quote Request transaction).	Matthew Whitaker – Velocity Systems International
7066	Reserved	*		Sheetal Chainraj – Bloomberg L.P
7067	Reserved	*		Sheetal Chainraj – Bloomberg L.P
7068	Reserved	*		Sheetal Chainraj – Bloomberg L.P
7069	Reserved	*		Sheetal Chainraj – Bloomberg L.P
7070	RefSpotDate	R	Defines the spot date in the Financial Calendar of the requesting party. Used to verify that both sides define an identical spot date.	Sven Stolz – 360T
7071	ProductType	R, S, AG, Z, D, 8	Defines 360T specific product type.	Sven Stolz – 360T
7072	DayCount	R,D	Defines day count convention for Money Market requests	Sven Stolz – 360T
7073	Fiduciary	R, D	Flag indicating whether a deposit request is intended to be a fiduciary investment	Sven Stolz – 360T
7074	IsInCompetition	R	360T sends this optional flag to indicate whether the market maker is in competition with others in a specific RFQ.	Sven Stolz – 360T
7075	360T reserved			Sven Stolz – 360T
7076	360T reserved			Sven Stolz – 360T
7077	360T reserved			Sven Stolz – 360T
7078	360T reserved			Sven Stolz – 360T
7079	360T reserved			Sven Stolz – 360T
7080	PrevDeskOrderID	D, 8	Field to map an order to the order version at a previous internal desk.	Daniel Pense – Raptor Trading Systems
7081	OrderContainerID	D, 8	Field to tie version of orders at various desks together.	Daniel Pense – Raptor Trading Systems
7082	LastSale	D, 8	Field to show the previous sale.	Daniel Pense – Raptor Trading Systems
7083	SrcOfExecution	D, 8	To identify an execution’s system source.	Daniel Pense – Raptor Trading Systems
7084	SUFICapacity	D, 8	To identify a capacity.	Daniel Pense – Raptor Trading Systems
7085	TraderName	D, 8	To identify a system login.	Daniel Pense – Raptor Trading Systems
7086	RoundLotInstrument	Security List and Definition	Used to associate given odd lot instrument with its associated round lot instrument. Field contains symbol of round lot instrument.	Michael Merold – ICAP
7087	OddLotInstrument	Security List and Definition	Used to associate an odd lot instrument with a given round lot instrument. Field contains symbol of odd lot instrument.	Michael Merold – ICAP
7088	NetPresentValue	8	Net present value of derivative contract.	Wei Koek – TradeWeb
7089	Price1	D, G, 8	Price Tier 1	Ronen Goldstein – RBC Capital Markets
7090	Price2	D, G, 8	Price Tier 2	Ronen Goldstein – RBC Capital Markets
7091	Price3	D, G, 8	Price Tier 3	Ronen Goldstein – RBC Capital Markets
7092	Price4	D, G, 8	Price Tier 4	Ronen Goldstein – RBC Capital Markets
7093	Price5	D, G, 8	Price Tier 5	Ronen Goldstein – RBC Capital Markets
7094	ParticipationRate1	D, G, 8	Participation Rate 1	Ronen Goldstein – RBC Capital Markets
7095	ParticipationRate2	D, G, 8	Participation Rate 2	Ronen Goldstein – RBC Capital Markets
7096	ParticipationRate3	D, G, 8	Participation Rate 3	Ronen Goldstein – RBC Capital Markets
7097	ParticipationRate4	D, G, 8	Participation Rate 4	Ronen Goldstein – RBC Capital Markets
7098	ParticipationRate5	D, G, 8	Participation Rate 5	Ronen Goldstein – RBC Capital Markets
7099	ParticipationRate6	D, G, 8	Participation Rate 6	Ronen Goldstein – RBC Capital Markets
7100	TW Equities Reserved			Wei Koek – TradeWeb
7101	AllocationAcct	P	The internal account number used by the Institution to identify the client data type: char	Lisa Linton – The Depository Trust Company
7102	DTCCMatchedIndicator	P	Indicates the matching status of the trade. Valid Values: 0 = Not intended for matching, 1 = Intended for matching ut unmatched, 2 = Trade has matched Institution Instructions (Allocation)	Lisa Linton – The Depository Trust Company
7103	ConfirmType	P	Indicates the type of confirmation transaction. Valid Values: 1 = New Confirmation, 3 = Cancellation, 4 = Resubmission, 6 = Affirm/Confirm reversal	Lisa Linton – The Depository Trust Company
7104	ConfirmCancCorr	P	Indicates whether an Advice of Correction/Cancellation has been received from the Institution. Valid Values: Y = Yes, N = No	Lisa Linton – The Depository Trust Company
7105	CancAftAck	P	Indicates that an attempt to cancel a trade was made after an affirmation has been received. Value Values: Y = Yes, N = No	Lisa Linton – The Depository Trust Company
7106	DisaffirmInd	P	Indicates whether the trade was disaffirmed by the prime broker. Valid values: Y = Yes, N= No	Lisa Linton – The Depository Trust Company
7107	MatchingVariance	P	The difference between the net amount of the trade and the net amount of the matching allocation. data type: float	Lisa Linton – The Depository Trust Company
7108	VarianceDirection	P	The direction of the Matching Variance. Valid Values: I = Allocation net amount is greater than Trade Input, B = Broker Trade Input net amount is greater than Institution net amount, E = Institution net amount equals broker net amount, or confirm not intended for matching	Lisa Linton – The Depository Trust Company
7109	AffirmationIndicator	P	Indicates the role of the party affirming the trade. Valid Values: 0 = Trade not yet affirmed (in confirmation stage), 1 = trade affirmed by Agent, 2 = trade affirmed by Institution, 3 = affirming party not specified (trade affirmed by Agent as determined by DTCC), 4 = affirming party not specified (trade affirmed by Institution as determined by DTCC), 5 = trade affirmed by customer or interested party	Lisa Linton – The Depository Trust Company
7110	FidStrategyParameter			Graham Pearce – royalblue
7111	FidStrategyParameter			Graham Pearce – royalblue
7112	FidStrategyParameter			Graham Pearce – royalblue
7113	FidStrategyParameter			Graham Pearce – royalblue
7114	FidStrategyParameter			Graham Pearce – royalblue
7115	FidStrategyParameter			Graham Pearce – royalblue
7116	FidStrategyParameter			Graham Pearce – royalblue
7117	FidStrategyParameter			Graham Pearce – royalblue
7118	FidStrategyParameter			Graham Pearce – royalblue
7119	FidStrategyParameter			Graham Pearce – royalblue
7120	FidStrategyParameter			Graham Pearce – royalblue
7121	FidStrategyParameter			Graham Pearce – royalblue
7122	FidStrategyParameter			Graham Pearce – royalblue
7123	FidStrategyParameter			Graham Pearce – royalblue
7124	FidStrategyParameter			Graham Pearce – royalblue
7125	FidStrategyParameter			Graham Pearce – royalblue
7126	FidStrategyParameter			Graham Pearce – royalblue
7127	FidStrategyParameter			Graham Pearce – royalblue
7128	FidStrategyParameter			Graham Pearce – royalblue
7129	FidStrategyParameter			Graham Pearce – royalblue
7130	FidStrategyParameter			Graham Pearce – royalblue
7131	FidStrategyParameter			Graham Pearce – royalblue
7132	FidStrategyParameter			Graham Pearce – royalblue
7133	FidStrategyParameter			Graham Pearce – royalblue
7134	FidStrategyParameter			Graham Pearce – royalblue
7135	FidStrategyParameter			Graham Pearce – royalblue
7136	FidStrategyParameter			Graham Pearce – royalblue
7137	FidStrategyParameter			Graham Pearce – royalblue
7138	FidStrategyParameter			Graham Pearce – royalblue
7139	FidStrategyParameter			Graham Pearce – royalblue
7140	FidStrategyParameter			Graham Pearce – royalblue
7141	FidStrategyParameter			Graham Pearce – royalblue
7142	FidStrategyParameter			Graham Pearce – royalblue
7143	FidStrategyParameter			Graham Pearce – royalblue
7144	FidStrategyParameter			Graham Pearce – royalblue
7145	FidStrategyParameter			Graham Pearce – royalblue
7146	FidStrategyParameter			Graham Pearce – royalblue
7147	FidStrategyParameter			Graham Pearce – royalblue
7148	FidStrategyParameter			Graham Pearce – royalblue
7149	FidStrategyParameter			Graham Pearce – royalblue
7150	FidStrategyParameter			Graham Pearce – royalblue
7151	FidStrategyParameter			Graham Pearce – royalblue
7152	FidStrategyParameter			Graham Pearce – royalblue
7153	FidStrategyParameter			Graham Pearce – royalblue
7154	FidStrategyParameter			Graham Pearce – royalblue
7155	FidStrategyParameter			Graham Pearce – royalblue
7156	FidStrategyParameter			Graham Pearce – royalblue
7157	FidStrategyParameter			Graham Pearce – royalblue
7158	FidStrategyParameter			Graham Pearce – royalblue
7159	FidStrategyParameter			Graham Pearce – royalblue
7160	RejectStatus	Trade Capture Report	Indicates whether the trade has been confirmed by the trader	Michael Merold – ICAP
7161	PartyRole	Trade Capture Report	100 – Contra Account (Clearing) 101 – Owner 102 – Contra Owner	Michael Merold – ICAP
7162	CommisionValue	Trade Capture Report	Commission – Dollar Value for the trade	Michael Merold – ICAP
7163	CommissionType	Trade Capture Report	103 – Dollars per Million 104 – Dollars per Trade 105 – Basis per Million 106 – Cents per Contract 107 – By Basis Point 108 – Fixed Currency Units in Millions 109 – Fixed Basis Units in Millions	Michael Merold – ICAP
7164	AdjustedConsideration	Trade Capture Report	Commission Adjusted Consideration	Michael Merold – ICAP
7165	CommissionAdjLastPx	Trade Capture Report	Commission Adjusted Price	Michael Merold – ICAP
7166	DirtyPrice	Trade Capture Report	Dirty price	Michael Merold – ICAP
7167	SummaryStatus	Trade Capture Report	TradeCaptureReport Summary at end of Work-Up or Repo Auction	Michael Merold – ICAP
7168	BinaryReporting	Trade Capture Report	Binary execution method applies to reported trade.	Michael Merold – ICAP
7169	Consideration	Trade Capture Report	Consideration for financial deal	Michael Merold – ICAP
7170	TradeError	Trade Capture Report	Specifies trade error reason	Michael Merold – ICAP
7171	TradeSequence	Trade Capture Report	Sequence number of the trade	Michael Merold – ICAP
7172	ETCMarketID	Trade Capture Report	ETC Market ID	Michael Merold – ICAP
7173	TradeRequestType	Trade Capture Report Request	110 – Trades within the specified start and end trade sequence	Michael Merold – ICAP
7174	StartTradeSequence	Trade Capture Report Request	Start Trade Sequence	Michael Merold – ICAP
7175	EndTradeSequence	Trade Capture Report Request	End Trade Sequence	Michael Merold – ICAP
7176	MarketID	Security List	Market Id where security is traded	Michael Merold – ICAP
7177	Symbol	Security List	Symbol for security	Michael Merold – ICAP
7178	Product	Security List	Product grouping for security.	Michael Merold – ICAP
7179	SecurityType	Security List	Security type specifier	Michael Merold – ICAP
7180	NoDisplayGroupEntries	Security List	Specifies the number of display groups sent in the repeating block of the logon message	Michael Merold – ICAP
7181	DisplayGroup	Security List	Specifies the name of the display group	Michael Merold – ICAP
7182	NoTBAGroupEntries	Security List	Specifies the number of TBA instrument groups sent in the repeating block of the logon message	Michael Merold – ICAP
7183	TBAGroup	Security List	Specifies the name of the TBA group.	Michael Merold – ICAP
7184	SecurityListResponseType	Security List	Indicates the type of response sent via the Security List message	Michael Merold – ICAP
7185	TradeInfoID	Market Data Snapshot	Specifies the Trade information identifier. This identifier can be used by the client request for resends of trade information within the trading day	Michael Merold – ICAP
7186	TradeInfoRequestID	Market Data Request	Client specified unique identifier when requesting for past trade information	Michael Merold – ICAP
7187	NoBookStatusEntries	Market Data Snapshot	Number of book status entries sent in the repeating block	Michael Merold – ICAP
7188	BookStatus	Market Data Snapshot	Indicates the status of the order book	Michael Merold – ICAP
7189	WorkUpPhase	Market Data Snapshot	Indicates if the work up session is in private phase or public phase	Michael Merold – ICAP
7190	BookStatusApplicableSide	Market Data Snapshot	Indicates to which side the BookStatus field is applicable	Michael Merold – ICAP
7191	Ownership	Market Data Snapshot	Specifies the owner of the work up private phase	Michael Merold – ICAP
7192	MDPriceUpdateType	Market Data Snapshot	Indicates the price update type	Michael Merold – ICAP
7193	Action	Security List	Specifies the action to be taken on the symbol provided 0 = Add 1 = Change 2 = Remove	Michael Merold – ICAP
7194	NewRank	Security List	Specifies the new rank of the security	Michael Merold – ICAP
7195	PreviousRank	Security List	Specifies the previous rank of the security	Michael Merold – ICAP
7196	TBAMonth	Security List	Indicates if the TBA instrument is back month or front month	Michael Merold – ICAP
7197	TradeHistoryFlag	Market Data Snapshot	Indicates the trade information history data is included in message	Michael Merold – ICAP
7198	MDEntryType	Market Data Request	= 100 – Total trade volume (for the day) = 101 – Total trades = 102 – Price Update (not applicable for market data incremental refresh message) = 103 – Trade history request (applicable only for the Market Data Request message)	Michael Merold – ICAP
7199	SecurityListRequest	Security List Request	= 100 – Display group names = 101 – TBA group names = 102 – Display group content = 103 – TBA group content	Michael Merold – ICAP
7200	AccountSell	AccountSell	Account of the Sell Side of a Cross. Used to support message translation between FIX-STAMP for Canadian Equities.	Stephen Plut – Integrated Transaction Systems Ltd
7201	AccountType	AccountType	Account Type of the Order. Used to support message translation between FIX-STAMP for Canadian Equities.	Stephen Plut – Integrated Transaction Systems Ltd
7202	AccountTypeSell	AccountTypeSell	Account Type of the Sell Side of a Cross Message. Used to support message translation between FIX-STAMP for Canadian Equities.	Stephen Plut – Integrated Transaction Systems Ltd
7203	ProgramTrade	ProgramTrade	Designates order as part of a program trade. Used to support message translation between FIX-STAMP for Canadian Equities.	Stephen Plut – Integrated Transaction Systems Ltd
7204	BasketTrade	BasketTrade	Designates order as part of a basket trade. Used to support message translation between FIX-STAMP for Canadian Equities.	Stephen Plut – Integrated Transaction Systems Ltd
7205	InternalCross	InternalCross	Designates order as an Internal Cross. Used to support message translation between FIX-STAMP for Canadian Equities.	Stephen Plut – Integrated Transaction Systems Ltd
7206	OrderIDSell	OrderIDSell	OrderID of the Sell Side of a Cross. Used to support message translation between FIX-STAMP for Canadian Equities.	Stephen Plut – Integrated Transaction Systems Ltd
7207	MGF_Candidate	MGF_Candidate	Defines if order is eligble as a MGF Candidate. Used to support message translation between FIX-STAMP for Canadian Equities.	Stephen Plut – Integrated Transaction Systems Ltd
7208	Jitney	Jitney	Designates order as a Jitney. Used to support message translation between FIX-STAMP for Canadian Equities.	Stephen Plut – Integrated Transaction Systems Ltd
7209	ShortExempt	ShortExempt	Designates order as being Short Exempt. Used to support message translation between FIX-STAMP for Canadian Equities.	Stephen Plut – Integrated Transaction Systems Ltd
7210	CDNExchangeID	CDNExchangeID	Canadian Exchange ID of the order. Used to support message translation between FIX-STAMP for Canadian Equities.	Stephen Plut – Integrated Transaction Systems Ltd
7211	UserMessageId	UserMessageId	User Message ID of the message. Used to support message translation between FIX-STAMP for Canadian Equities.	Stephen Plut – Integrated Transaction Systems Ltd
7212	Anonymous	Anonymous	Order is marked as Anonymous. Used to support message translation between FIX-STAMP for Canadian Equities.	Stephen Plut – Integrated Transaction Systems Ltd
7213	RegulationId	RegulationId	Order RegulationID. Used to support message translation between FIX-STAMP for Canadian Equities.	Stephen Plut – Integrated Transaction Systems Ltd
7214	RegulationIdSell	RegulationIdSell	RegulationID of the Sell Side for a Cross message. Used to support message translation between FIX-STAMP for Canadian Equities.	Stephen Plut – Integrated Transaction Systems Ltd
7215	TransferRejReason	Execution Report	Reason for reject of order transfer request	Michael Merold – ICAP
7216	MDHiddenSize	Market Data Snapshot	Hidden size in market data update and snapshot	Michael Merold – ICAP
7217	MDGatewayIDs	Security List	Indicates gateways that provide market data for given display group	Michael Merold – ICAP
7218	NoDPFormatTags	Security List and Definition	Number of price formats for given security	Michael Merold – ICAP
7219	DPFormatTag	Security List and Definition	Price formats applicable to security	Michael Merold – ICAP
7220	PortfolioName	PortfolioName	Assigned the PortfolioName to an order. Used to support message translation between FIX-STAMP for Canadian Equities.	Stephen Plut – Integrated Transaction Systems Ltd
7221	SettlementTerms	SettlementTerms	Provides the required Settlement Terms for the order. Used to support message translation between FIX-STAMP for Canadian Equities.	Stephen Plut – Integrated Transaction Systems Ltd
7222	ItemNumber	ItemNumber	SpecialTerms ItemNumber to allow trading against Special Terms market. Used to support message translation between FIX-STAMP for Canadian Equities.	Stephen Plut – Integrated Transaction Systems Ltd
7223	HSFXTradeviewIterations			Xiheng Xu – Knight Capital Group
7224	HSFXTradeviewChase			Xiheng Xu – Knight Capital Group
7225	HSFXQuoteLayer	S	Type: integer in [1, n] Used in Streaming Quotes	Xiheng Xu – Knight Capital Group
7226	HSFXTradeStatus	8		Xiheng Xu – Knight Capital Group
7227	Reserved for Hotspot FX			Xiheng Xu – Knight Capital Group
7228	Reserved for Hotspot FX			Xiheng Xu – Knight Capital Group
7229	Reserved for Hotspot FX			Xiheng Xu – Knight Capital Group
7230	Reserved for Hotspot FX			Xiheng Xu – Knight Capital Group
7231	Reserved for Hotspot FX			Xiheng Xu – Knight Capital Group
7232	Reserved for Hotspot FX			Xiheng Xu – Knight Capital Group
7233	Reserved for Hotspot FX			Xiheng Xu – Knight Capital Group
7234	Reserved for Hotspot FX			Xiheng Xu – Knight Capital Group
7235	Reserved for Hotspot FX			Xiheng Xu – Knight Capital Group
7236	Reserved for Hotspot FX			Xiheng Xu – Knight Capital Group
7237	Reserved for Hotspot FX			Xiheng Xu – Knight Capital Group
7238	Reserved for Hotspot FX			Xiheng Xu – Knight Capital Group
7239	Reserved for Hotspot FX			Xiheng Xu – Knight Capital Group
7240	Reserved for Hotspot FX			Xiheng Xu – Knight Capital Group
7241	Reserved for Hotspot FX			Xiheng Xu – Knight Capital Group
7242	Reserved for Hotspot FX			Xiheng Xu – Knight Capital Group
7243	Reserved for Hotspot FX			Xiheng Xu – Knight Capital Group
7244	Reserved for Hotspot FX			Xiheng Xu – Knight Capital Group
7245	Reserved for Hotspot FX			Xiheng Xu – Knight Capital Group
7246	Reserved for Hotspot FX			Xiheng Xu – Knight Capital Group
7247	Reserved for Hotspot FX			Xiheng Xu – Knight Capital Group
7248	Reserved for Hotspot FX			Xiheng Xu – Knight Capital Group
7249	Reserved for Hotspot FX			Xiheng Xu – Knight Capital Group
7250	TenorCode	R,S,D,8	Indicates type of Tenor requested & can be used instead of Tag 64 for all common value dates and ensures the appropriate SCB value date is used. Possible values are :TOD = Today (T+0) TOM = Tomorrow (T+1) SP = Spot NEXT = Next Business Day after Spot xW = x weeks from spot xM = x months from spot xY = x years from spot	John Gill – Standard Chartered Bank
7251	LegTenorCode	R,S,D,8	Tenor code used in multileg instruments. This can be used instead of tag 588 (Leg Sett Date) in the repeating leg group section & has the same values as Tag 7250.	John Gill – Standard Chartered Bank
7252	LegMinBidSize	S	The minimum bid amount for this leg (used in multileg quotes). cf tag 647 MinBidSize	John Gill – Standard Chartered Bank
7253	LegBidSize	S	The maximum bid amount for this leg (used in multileg quotes). cf tag 134 BidSize	John Gill – Standard Chartered Bank
7254	LegMinOfferSize	S	The minimum offer amount for this leg (used in multileg quotes) cf tag 648 MinOfferSize	John Gill – Standard Chartered Bank
7255	LegOfferSize	S	The maximum offer amount for this leg (used in multileg quotes) cf tag 135 OfferSize	John Gill – Standard Chartered Bank
7256	SCB_FIX_Parameter			John Gill – Standard Chartered Bank
7257	SCB_FIX_Parameter			John Gill – Standard Chartered Bank
7258	SCB_FIX_Paramater			John Gill – Standard Chartered Bank
7259	SCB_FIX_Paramater			John Gill – Standard Chartered Bank
7260	SCB_FIX_Paramater			John Gill – Standard Chartered Bank
7261	SCB_FIX_Paramater			John Gill – Standard Chartered Bank
7262	SCB_FIX_Paramater			John Gill – Standard Chartered Bank
7263	SCB_FIX_Paramater			John Gill – Standard Chartered Bank
7264	SCB_FIX_Paramater			John Gill – Standard Chartered Bank
7265	SCB_FIX_Paramater			John Gill – Standard Chartered Bank
7266	SCB_FIX_Paramater			John Gill – Standard Chartered Bank
7267	SCB_FIX_Paramater			John Gill – Standard Chartered Bank
7268	SCB_FIX_Paramater			John Gill – Standard Chartered Bank
7269	SCB_FIX_Paramater			John Gill – Standard Chartered Bank
7270	SCB_FIX_Paramater			John Gill – Standard Chartered Bank
7271	SCB_FIX_Paramater			John Gill – Standard Chartered Bank
7272	SCB_FIX_Paramater			John Gill – Standard Chartered Bank
7273	SCB_FIX_Paramater			John Gill – Standard Chartered Bank
7274	SCB_FIX_Paramater			John Gill – Standard Chartered Bank
7275	SCB_FIX_Paramater			John Gill – Standard Chartered Bank
7276	Manageability	New Order – Single	Indicates if the order is a managed order or a leave order	Michael Merold – ICAP
7277	QuoteRepID	Quote Status Report	Unique identifier for a quote status report generated by the system	Michael Merold – ICAP
7278	OrdActiveStatus	New Order – Single	Allows the client to submit inactive orders and to inactivate/activate live orders.	Michael Merold – ICAP
7279	OTFQty	New Order – Single	Specifies the On The Follow quantity for managed orders.	Michael Merold – ICAP
7280	ADOSA	New Order – Single	Enable or disable ADOSA qualifier.	Michael Merold – ICAP
7281	PROSA	New Order – Single	Enable or disable PROSA qualifier	Michael Merold – ICAP
7282	FaF	New Order – Single	Enable Fill and Follow qualifier.	Michael Merold – ICAP
7283	TransferID	Order Transfer	Specifies the unique identifier assigned by the server to a transfer request	Michael Merold – ICAP
7284	TransferAction	Order Transfer Request	Allows client to request, accept or reject the order transfer	Michael Merold – ICAP
7285	TransferReason	Order Transfer Request	Client can specify the reason for the order transfer	Michael Merold – ICAP
7286	Value	Execution Report	Used to specify the quoted value for discount rate traded instruments	Michael Merold – ICAP
7287	ExecutedPrice	Execution Report	Specifies the executed price	Michael Merold – ICAP
7288	ExecutedYield	Execution Report	Specifies the executed yield	Michael Merold – ICAP
7289	WorkUpExecQty	Execution Report	States the executed quantity during a single work up session. Reset to zero on work up termination	Michael Merold – ICAP
7290	AllocatedQty	Execution Report	States the quantity allocated for orders that are if/when cleared.	Michael Merold – ICAP
7291	NegotiationPhase	Quote Status Report	States the private/public phase of the NIM session	Michael Merold – ICAP
7292	TransferStatus	Order Transfer	Indicates if the transfer was initiated or if the transfer time has expired	Michael Merold – ICAP
7293	QuoteType	Quote	= 100 – Hit/Lift = 101 – Pass (Reject) Enumeration allows the NIM initiator to accept or reject the counter NIM	Michael Merold – ICAP
7294	QuoteStatus	Quote Status Report	= 100 – Counter = 101 – Pass (Reject) Enumeration is used to inform the NIM participant the NIM was countered	Michael Merold – ICAP
7295	MassCancelRequestType	Order Mass Cancel Request	= 100 – Cancel all own orders = 101 – Cancel all firm’s orders Enumeration allows the client to cancel all own or all firm orders	Michael Merold – ICAP
7296	MassStatusReqType	Order Status Request	= 100 – Status of own orders for a symbol = 101 – Cancel all own orders Enumeration allows traders to cancel all own orders or all own orders of a symbol	Michael Merold – ICAP
7297	PartyRole	New Order – Single	= 101 – Owner Identifies the actual investor/owner of the order = 102 = Contra Owner Identifies the target owner in the order transfer request message	Michael Merold – ICAP
7298	OrgTrdMatchID	Trade Capture Report	Original unique identifier assigned to a trade by the matching system.	Michael Merold – ICAP
7299	TrdCptRepResult	Trade Capture Report	Result of Trade Capture Report sent to the client	Michael Merold – ICAP
7300	OrderSource	New Order – Single, Execution Report, Order Cancel/Replace Request	0 – broker on behalf of a client 1 – broker trading on behalf of themself or a firm 2 – any trade by a foreign party 3 – large institutional investor 4 – securities issuer 5 – exchange control 6 – insider of a security	Dennis Wiatzka – Computershare
7301	PricePegType	New Order Single	Required for Euro-Millennium pegged order. Valid values:- B – Best Bid O – Best Offer L – Last Sell M – BBO Mid-Point	Daniel Mathews – NYFIX Euro-Millennium
7302	BofA Algo Param			Ben Liu – Bank of America
7303	BofA Algo Param			Ben Liu – Bank of America
7304	BofA Algo Param			Ben Liu – Bank of America
7305	BofA Algo Param			Ben Liu – Bank of America
7306	BofA Algo Param			Ben Liu – Bank of America
7307	BofA Algo Param			Ben Liu – Bank of America
7308	BofA Algo Param			Ben Liu – Bank of America
7309	BofA Algo Param			Ben Liu – Bank of America
7310	Algo Param			Ben Liu – Bank of America
7311	Algo Param			Ben Liu – Bank of America
7312	Algo Param			Ben Liu – Bank of America
7313	Algo Param			Ben Liu – Bank of America
7314	Algo Param			Ben Liu – Bank of America
7315	Algo Param			Ben Liu – Bank of America
7316	Algo Param			Ben Liu – Bank of America
7317	Algo Param			Ben Liu – Bank of America
7318	Algo Param			Ben Liu – Bank of America
7319	Algo Param			Ben Liu – Bank of America
7320	Algo Param			Ben Liu – Bank of America
7321	Algo Param			Ben Liu – Bank of America
7322	OfficeCode	String	Represents the office code	P Basu –
7323	TradingSystemId	String	Trading System Id used for identifying the trading system.	Rishikesh Chaudhari –
7324	PositionId	String	Used to specify PositionId for APEX trading system	Gaurav Karhadkar –
7325	OmgeoIMVersionOfTradeSide		This field is present on response messages to help the Instructing Party determine if the trade information they are currently receiving is in sync with the prior version of the trade information they may have retrieved.	Dharmendra Makhijani – Omgeo LLC
7326	OmgeoEBVersionOfTradeSide		This field is present only on response messages to help the Executing Broker determine if the trade information they are currently receiving is in sync with the prior version of the trade information they may have retrieved.	Dharmendra Makhijani – Omgeo LLC
7327	OmgeoBySideCompleteIndicator		This field tells client that the trade requires no further action on their side, meaning if the Trade Side is NOT MATCH AGREED (NMAG) then some condition on the counterparty side of the trade is preventing it from going to MATCH AGREED (MAGR)	Dharmendra Makhijani – Omgeo LLC
7328	BlockErrorParamFlag		This is a flag to indicate the presence of one or multiple error parameter(s). This flag is specific for the Block trade.	DEBASHIS DAS – Omgeo LLC.
7329	AllocConfirmErrorParamFlag		This is a flag to indicate the presence of one or multiple error parameter(s). This flag is specific for the Allocation or Confirmation trade.	DEBASHIS DAS – Omgeo LLC.
7330	OmgeoOmnibusExpected	J, AS	Flag/Indicator which indicates that the client would be submitting an omnibus allocation for the given block trade.	DEBASHIS DAS – Omgeo LLC.
7331	OmgeoPoolReference	J, AS	This is the common Pool Reference Number which links the Omnibus allocation with its dependents.	DEBASHIS DAS – Omgeo LLC.
7332	OmgeoTotSettlInstructionNum	AS	This corresponds to the Total Number of Settlement Instructions for a specific Omnibus Allocation. This field corresponds to the SWIFT TOSE code.	DEBASHIS DAS – Omgeo LLC.
7333	OmgeoCurrSettlInstructionNum	AS	This corresponds to the Current Settlement Instruction Number for a Dependent/Omnibus Allocation. This field corresponds to the SWIFT SETT code.	DEBASHIS DAS – Omgeo LLC.
7334	OmgeoBlockSettlementIndicator	AS	Flag/Indicator (Y – only) which specifies whether a given allocation was eligible for Block Settlement.	DEBASHIS DAS – Omgeo LLC.
7335	NIMLotSize	Security List and Definition	Incremental order quantity of a NIM-enabled security	Michael Merold – ICAP
7336	NIMMinimumSize	Security List and Definition	Minimum order quantity of a NIM-enabled security	Michael Merold – ICAP
7337	AccruedDays		Number of days accrued	Wei Koek – TradeWeb
7338	IssuerLongName	IOI	Full name of the issuer	Wei Koek – TradeWeb
7339	TW Reserved			Wei Koek – TradeWeb
7340	OmgeoNoErrorParameter	AR, AQ, j, AE	Omgeo CTM FIX Interface specific field. A Composite of fields used to denote the Number of Error Parameters and their details for a Block trade.	DEBASHIS DAS – Omgeo LLC.
7341	OmgeoNoIndividualErrorParameter	AU, j, AE,AT	Omgeo CTM FIX Interface specific field. A Composite of fields used to denote the Number of Error Parameters and their details for a Allocation/Confirmation trade.	DEBASHIS DAS – Omgeo LLC.
7342	OmgeoErrorParamValue	AR, AQ, j, AE	Omgeo CTM FIX Interface specific field. This field would give the detailed value for an ErrorParameter of Type=Value for a Block trade.	DEBASHIS DAS – Omgeo LLC.
7343	OmgeoIndividualErrorParamValue	AU, j, AE,AT	Omgeo CTM FIX Interface specific field. This field would give the detailed value for an ErrorParameter of Type=Value for an Allocation/Confirmation trade.	DEBASHIS DAS – Omgeo LLC.
7344	OmgeoPremiumAmount	J, AS, AE	Omgeo CTM FIX Interface specific field. The amount paid by the buyer to the seller of the contract. This amount is calculated from the execution price and the number of contracts.	DEBASHIS DAS – Omgeo LLC.
7345	OmgeoInitialMarginTypeCode	J, AS, AE	Omgeo CTM FIX Interface specific field. This field defines the Initial Margin Type.	DEBASHIS DAS – Omgeo LLC.
7346	OmgeoInitialMarginAmount	J, AS, AE	Omgeo CTM FIX Interface specific field. This field indicates the Initial Margin Amount.	DEBASHIS DAS – Omgeo LLC.
7347	OmgeoNoSecurityTypeGroups	AD	Omgeo CTM FIX Interface specific field. This field denotes the Number of OmgeoSecurityTypeGroup.	DEBASHIS DAS – Omgeo LLC.
7348	OmgeoSecurityTypeGroup	AD, AE, J, AS	Omgeo CTM FIX Interface specific field. This field is used to denote the SecurityTypeGroup (Asset Class).	DEBASHIS DAS – Omgeo LLC.
7349	OmgeoTypeOfPriceIndicator	J, AS, AE	Omgeo CTM FIX Interface specific field. Used to denote the Price type. Possible values are: AVER – Average, EXEC – Execution.	DEBASHIS DAS – Omgeo LLC.
7350	OmgeoNoBlockChargesOrTaxes	J	Number of repeating groups of Charge or Tax types at the Block level.	DEBASHIS DAS – Omgeo LLC.
7351	OmgeoBlockChargesOrTaxesType	J	Field identifying the Block level Charge or Tax type.	DEBASHIS DAS – Omgeo LLC.
7352	OmgeoBlockChargesOrTaxesCurrency	J	Currency associated with the Block level Charge or Tax type.	DEBASHIS DAS – Omgeo LLC.
7353	OmgeoBlockChargesOrTaxesAmount	J	Amount associated with the Block level Charge or Tax type.	DEBASHIS DAS – Omgeo LLC.
7354	OmgeoMarkupMarkdown	AS, AK	Amount of MarkUp/MarkDown	DEBASHIS DAS – Omgeo LLC.
7355	OmgeoBrokerRestrictions	AS	Indicates restrictions on a Broker confirm trade. Following are the enumerations: 1 = Program Trade 2 = Index Arbitrage 3 = Non-Index Arbitrage 4 = Competing Market Maker 5 = Acting as Market Maker or Specialist in the security 6 = Acting as Market Maker of Specialist in the underlying security of a derivative security 7 = Foreign Entity (of foreign government or regulatory jurisdiction) 8 = External Market Participant 9 = External Inter-connected Market Linkage A = Riskless Arbitrage	DEBASHIS DAS – Omgeo LLC.
7356	OmgeoNoRegMemberships	AS, AK	Number of repeating groups of Regulatory Membership.	DEBASHIS DAS – Omgeo LLC.
7357	OmgeoBrokerRegMembership	AS, AK	Enumeration for Regulatory Memberships: 1=SIPC, 2=FINRA.	DEBASHIS DAS – Omgeo LLC.
7358	OmgeoNoDisclosures	AS, AK	Number of repeating groups of 10b-10 Disclosure Statement.	DEBASHIS DAS – Omgeo LLC.
7359	OmgeoDisclosureType	AS, AK	Enumeration for 10b-10 Disclosure Statement : 1 = Other Remuneration, 2 = Odd Lot, 3 = Order Flow, 4 = Redemption, 5 = Asset backed.	DEBASHIS DAS – Omgeo LLC.
7360	OmgeoDisclosureIndicator	AS, AK	Indicator (Y/N) for certain Disclosures namely Other Remuneration, Odd Lot Differential and Asset Backed.	DEBASHIS DAS – Omgeo LLC.
7361	OmgeoDisclosureStatement	AS, AK	10b-10 field to capture the Disclosure/Disclaimer statement.	DEBASHIS DAS – Omgeo LLC.
7362	OmgeoBrokerCapacity	AS	Broker Capacity on a trade.	DEBASHIS DAS – Omgeo LLC.
7363	OmgeoErrorFIXTag	AR, AQ, j, AE	FIX Tag which was cause of error at the Block level.	DEBASHIS DAS – Omgeo LLC.
7364	OmgeoIndividualErrorFIXTag	AU, j, AE	FIX Tag which was cause of error at the confirm level.	DEBASHIS DAS – Omgeo LLC.
7365	OmgeoAlertSettlementModelName	AS, AK	The ALERT Settlement Model Name used for ALERT settlement instruction lookup.	DEBASHIS DAS – Omgeo LLC.
7366	OmgeoContinuationString	AD, AQ, AE	Indicator to get more records when querying. Valid Values: Y/N.	DEBASHIS DAS – Omgeo LLC.
7367	OmgeoMinLastUpdateDateTime	AD	Used for querying to get all details from last time the query was executed.	DEBASHIS DAS – Omgeo LLC.
7368	OmgeoMoreFlag	AQ, AE	Indicates in the query response if there are additional records when querying. Valid Values: Y/N.	DEBASHIS DAS – Omgeo LLC.
7369	OmgeoGoodThroughDateTime	AQ, AE	Used to indicate on a query response all records retrieved till a certain time when the response was returned.	DEBASHIS DAS – Omgeo LLC.
7370	OmgeoTLVersionOfTradeComponent	J, AE	Indicates the version number of a Block trade.	DEBASHIS DAS – Omgeo LLC.
7371	OmgeoTDVersionOfTradeComponent	J, AS, AE	Indicates the version number of a Confirm Trade.	DEBASHIS DAS – Omgeo LLC.
7372	OmgeoTLISITCRejectReasonCode	P, AR, J, AE	ISITC Reject Reason Code while rejecting a Block trade.	DEBASHIS DAS – Omgeo LLC.
7373	OmgeoTLRejectDateTime	J, AE	DateTime at which the Block trade is rejected.	DEBASHIS DAS – Omgeo LLC.
7374	OmgeoTDISITCRejectReasonCode	J, AE	ISITC Reject Reason Code while rejecting a Confirm trade.	DEBASHIS DAS – Omgeo LLC.
7375	OmgeoTDRejectDateTime	J, AE	DateTime at which the Confirmation trade is rejected.	DEBASHIS DAS – Omgeo LLC.
7376	OmgeoTLErrorSeverity	AE	Severity of the Asynchronous Error for the Broker’s Block trade. Valid values are: INFO, WARN and FATL.	DEBASHIS DAS – Omgeo LLC.
7377	OmgeoTLErrorStatus	AE	Status of Asynchronous Error for the Broker’s Block. Valid values are: OPEN (Open) and CLSD (Closed).	DEBASHIS DAS – Omgeo LLC.
7378	OmgeoTDErrorSeverity	AE	Severity of the Asynchronous Error for the Broker’s Confirmation trade. Valid values are: INFO, WARN and FATL.	DEBASHIS DAS – Omgeo LLC.
7379	OmgeoTDErrorStatus	AE	Status of Asynchronous Error for the Broker’s Confirmation trade. Valid values are: OPEN (Open) and CLSD (Closed).	DEBASHIS DAS – Omgeo LLC.
7380	OmgeoNoFieldComparisons	AE	Number of repeating groups of Block level Field Comparisons.	DEBASHIS DAS – Omgeo LLC.
7381	OmgeoTLInstructingPartyValue	AE	Investment Manager’s value of the Block level L2 Matching field.	DEBASHIS DAS – Omgeo LLC.
7382	OmgeoTLExecutingBrokerValue	AE	Match status of the Block level L2 matching field.	DEBASHIS DAS – Omgeo LLC.
7383	OmgeoTLFieldLevelMatchStatus	AE	Match status of the Block level L2 matching field.	DEBASHIS DAS – Omgeo LLC.
7384	OmgeoTLFieldLevelL2MatchRule	AE	Investment Manager set matching rule of the Block level L2 matching field.	DEBASHIS DAS – Omgeo LLC.
7385	OmgeoTDInstructingPartyValue	AE	Investment Manager’s value of the Allocation level L2 matching field.	DEBASHIS DAS – Omgeo LLC.
7386	OmgeoTDExecutingBrokerValue	AE	Executing Broker’s value of the Confirmation level L2 Matching field.	DEBASHIS DAS – Omgeo LLC.
7387	OmgeoTDFieldLevelMatchStatus	AE	Match status of the Confirmation level L2 Matching field.	DEBASHIS DAS – Omgeo LLC.
7388	OmgeoTDFieldLevelL2MatchRule	AE	Investment Manager set matching rule of the Allocation/Confirmation level L2 Matching field.	DEBASHIS DAS – Omgeo LLC.
7389	OmgeoTDMatchStatus	J, P, AE	Match Status of the Confirmation/Allocation trade.	DEBASHIS DAS – Omgeo LLC.
7390	OmgeoNoIndividualFieldComparison	AE	Number of repeating groups of Confirmation level Field Comparisons.	DEBASHIS DAS – Omgeo LLC.
7391	OmgeoCounterpartyTradeSideID	P, AR, AK, AE	Omgeo CTM assigned Counterparty Tradeside ID.	DEBASHIS DAS – Omgeo LLC.
7392	OmgeoTLRejectText	J, AE	Omgeo CTM FIX interface specific field. This would have any Reject Reason Text at the Block level.	DEBASHIS DAS – Omgeo LLC.
7393	OmgeoTDRejectText	J, AE	Omgeo CTM FIX interface specific field. This would have any Reject Reason Text at the Confirmation level.	DEBASHIS DAS – Omgeo LLC.
7394	OmgeoTDCancelText	J, AE	Omgeo CTM FIX interface specific field. This would have any Cancel Reason Text at the Confirmation level.	DEBASHIS DAS – Omgeo LLC.
7395	OmgeoConfirmCommissionReason	AS, AK	Omgeo CTM FIX interface specific field. Omgeo Commission Reason Code at the Confirmation level.	DEBASHIS DAS – Omgeo LLC.
7396	OmgeoConfirmCommissionType	AS, AK	Omgeo CTM FIX interface specific field. Omgeo Commission type at the Confirmation level.	DEBASHIS DAS – Omgeo LLC.
7397	OmgeoTradeAgreementMethod	J, AS, AE	Omgeo CTM FIX Interface specific field. Used to denote the Trade agreement method. Possible values: ELEC – electronic, VOIC – voice.	DEBASHIS DAS – Omgeo LLC.
7398	OmgeoAllSecurityTypeGroups	AD	Omgeo CTM FIX Interface specific field. Used in the query message to query for ALL asset classes (Security Type Groups). Value: Boolean – Y/N	DEBASHIS DAS – Omgeo LLC.
7399	OmgeoAlternateCurrency	J, AS	Omgeo CTM FIX Interface specific field. Alternate Currency code corresponding to the Alternate Cash Account of IM with the Custodian as defined by Omgeo ALERT SSI.	DEBASHIS DAS – Omgeo LLC.
7400	StratStartTime	D, E, F, G, 8	hh:mm	Simon Cornwell – Citigroup Global Markets Ltd
7401	StratEndTime	D, E, F, G, 8	hh:mm	Simon Cornwell – Citigroup Global Markets Ltd
7402	VwapPercent	D, E, F, G, 8	0-100 (max 2dp)	Simon Cornwell – Citigroup Global Markets Ltd
7403	MinPctVol	D, E, F, G, 8	0-100 (max 2dp)	Simon Cornwell – Citigroup Global Markets Ltd
7404	MaxPctVol	D, E, F, G, 8	0-100 (max 2dp)	Simon Cornwell – Citigroup Global Markets Ltd
7405	PrcLmtBen	D,E,F,G,8	(Char) – valid product code	Simon Cornwell – Citigroup Global Markets Ltd
7406	PrcLmtTol	D, E, F, G, 8	0-100 (max 2dp)	Simon Cornwell – Citigroup Global Markets Ltd
7407	SectorLmtTol	D, E, F, G, 8	0-100 (max 2dp)	Simon Cornwell – Citigroup Global Markets Ltd
7408	IndexLmt	D, E, F, G, 8	0-100 (max 2dp)	Simon Cornwell – Citigroup Global Markets Ltd
7409	CatchUp	D, E, F, G, 8	char	Simon Cornwell – Citigroup Global Markets Ltd
7410	TradingStyle	D, E, F, G, 8	int	Simon Cornwell – Citigroup Global Markets Ltd
7411	SmartStrategy	D, E, F, G, 8	char – valid product code	Simon Cornwell – Citigroup Global Markets Ltd
7412	MaxChildVol	D, E, F, G, 8	Int>=0	Simon Cornwell – Citigroup Global Markets Ltd
7413	Duration	D,E, F, G, 8	Int	Simon Cornwell – Citigroup Global Markets Ltd
7414	TW Equities Reserved			Wei Koek – TradeWeb
7415	MaxAuction	D, E, F, G, 8	0-100 (max 2dp	Simon Cornwell – Citigroup Global Markets Ltd
7416	CloseStrat	D, E, F, G, 8	char – valid product code	Simon Cornwell – Citigroup Global Markets Ltd
7417	TargetPartAuction	D, E, F, G, 8	0-100 (max 2dp)	Simon Cornwell – Citigroup Global Markets Ltd
7418	Duration	D, E, F, G, 8	Integer 15-510	Simon Cornwell – Citigroup Global Markets Ltd
7419	TwapBuckets	D, E, F, G, 8	Integer 1-102	Simon Cornwell – Citigroup Global Markets Ltd
7420	TradingStyle	D, E, F, G, 8	char – valid product code	Simon Cornwell – Citigroup Global Markets Ltd
7421	StockBasketLimit	D, E, F, G, 8	Integer 0-100	Simon Cornwell – Citigroup Global Markets Ltd
7422	IndexLMTBen		char, valid product code	Simon Cornwell – Citigroup Global Markets Ltd
7423	OpenCloseFlag		char, valid product code	Simon Cornwell – Citigroup Global Markets Ltd
7424	CompletionLimit	D E F G 8	.	Simon Cornwell – Citigroup Global Markets Ltd
7425	OpportunisticVol	D E F G 8	.	Simon Cornwell – Citigroup Global Markets Ltd
7426	MomentumFactor	D E F G 8	.	Simon Cornwell – Citigroup Global Markets Ltd
7427	RiskAversion	D E F G 8	.	Simon Cornwell – Citigroup Global Markets Ltd
7428	ExpectedAlpha	D E F G 8	.	Simon Cornwell – Citigroup Global Markets Ltd
7429	CatchUpStop	D E F G 8	.	Simon Cornwell – Citigroup Global Markets Ltd
7430	LimitvLast	D E F G 8	.	Simon Cornwell – Citigroup Global Markets Ltd
7431	VolProfSkew	D E F G 8	as per spec	Simon Cornwell – Citigroup Global Markets Ltd
7432	OneDayOnly		As per Spec	Simon Cornwell – Citigroup Global Markets Ltd
7433	OverrideValidation		As per Spec	Simon Cornwell – Citigroup Global Markets Ltd
7434	NIMEnabled	Security List and Definition	Indicates negotiate in the middle is enabled for security	Michael Merold – ICAP
7435	Post Exchange		Options	Mark Chazen – Citigroup Global Markets Inc.
7436	LegRank	various	Support correct ranking of leg instruments within a synthetic.	Michael Merold – ICAP
7437	BaseIndex	8	Tradeweb Base CPI @ Issuance – normally associated with TRSY TIPS.	Wei Koek – TradeWeb
7438	TW Reserved			Wei Koek – TradeWeb
7439	TradingVenueType	D, G	String with value within : “L”=light “D”=dark “M”=midpoint	Sebastien Mournetas – Credit Agricole Cheuvreux
7440	Cross Px Impr		Cross Price Improvement	Mark Chazen – Citigroup Global Markets Inc.
7441	CrossPX Impr MinQty		Cross Price Improvement Min Quantity	Mark Chazen – Citigroup Global Markets Inc.
7442	CrossPx Impr MaxQty		Cross Price Impovement Max Quantity	Mark Chazen – Citigroup Global Markets Inc.
7443	PostingAction	D,8,E,s	Four character posting action code for the first 4 strategy legs	Marc Abend – NYSE Euronext
7444	7444		7444	Mike Slåttery – Angel Networks
7445	7445 Reserved	7445	7445 Reserved	Mike Slåttery – Angel Networks
7446	TW Reserved			Wei Koek – TradeWeb
7447	TW Reserved			Wei Koek – TradeWeb
7448	TW Reserved			Wei Koek – TradeWeb
7449	TW Reserved			Wei Koek – TradeWeb
7450	CrossMaxQty			Mark Chazen – Citigroup Global Markets Inc.
7451	CrossDiscInstr			Mark Chazen – Citigroup Global Markets Inc.
7452	CrossDiscIncrement			Mark Chazen – Citigroup Global Markets Inc.
7453	Algo Field3			Mark Chazen – Citigroup Global Markets Inc.
7454	CrossParentResPct			Mark Chazen – Citigroup Global Markets Inc.
7455	CrossOversizeLimit			Mark Chazen – Citigroup Global Markets Inc.
7456	CrossMinQty			Mark Chazen – Citigroup Global Markets Inc.
7457	CrossDoNotCrossPrincipal			Mark Chazen – Citigroup Global Markets Inc.
7458	Algo8			Mark Chazen – Citigroup Global Markets Inc.
7459	Dark Book Rate			Mark Chazen – Citigroup Global Markets Inc.
7460	Pairs ID			Mark Chazen – Citigroup Global Markets Inc.
7461	Acq Ticker			Mark Chazen – Citigroup Global Markets Inc.
7462	Target Ticker			Mark Chazen – Citigroup Global Markets Inc.
7463	Stock Ratio			Mark Chazen – Citigroup Global Markets Inc.
7464	Hedge Ratio			Mark Chazen – Citigroup Global Markets Inc.
7465	Cash			Mark Chazen – Citigroup Global Markets Inc.
7466	Spread			Mark Chazen – Citigroup Global Markets Inc.
7467	Risk Tol			Mark Chazen – Citigroup Global Markets Inc.
7468	Basket ID			Mark Chazen – Citigroup Global Markets Inc.
7469	Max Spent			Mark Chazen – Citigroup Global Markets Inc.
7470	Min Raised			Mark Chazen – Citigroup Global Markets Inc.
7471	Cross Category			Mark Chazen – Citigroup Global Markets Inc.
7472	DMA Order Type			Mark Chazen – Citigroup Global Markets Inc.
7473	Max% – crossing			Mark Chazen – Citigroup Global Markets Inc.
7474	Mode			Mark Chazen – Citigroup Global Markets Inc.
7475	Pivot Rate			Mark Chazen – Citigroup Global Markets Inc.
7476	Pivot Price			Mark Chazen – Citigroup Global Markets Inc.
7477	Price Sensitivity			Mark Chazen – Citigroup Global Markets Inc.
7478	TW Reserved			Wei Koek – TradeWeb
7479	TW Reserved			Wei Koek – TradeWeb
7480	% Price Offset From IAP Close			Ben Valentine – Citigroup
7481	MarketShareCapClose			Ben Valentine – Citigroup
7482	% From Last Price Cap			Ben Valentine – Citigroup
7483	% Price Offset From IAP Open			Ben Valentine – Citigroup
7484	MarketShareCapOpen			Ben Valentine – Citigroup
7485	% From Close Price Cap			Ben Valentine – Citigroup
7486	Volume Profile			Ben Valentine – Citigroup
7487	Aussie Algo			Mark Chazen – Citigroup Global Markets Inc.
7488	Aussie Algo			Mark Chazen – Citigroup Global Markets Inc.
7489	OtherLegSecurityIDSource	8,s	Defines the value in OtherLegSecurityID (602)	Marc Abend – NYSE Euronext
7490	Pivot Price			Grace Lin – Citigroup
7491	Custom Price 1			Grace Lin – Citigroup
7492	Custom Price 2			Grace Lin – Citigroup
7493	Custom Rate 1			Grace Lin – Citigroup
7494	Custom Rate 2			Grace Lin – Citigroup
7495	DiscIncr Type		$ %	Mark Chazen – Citigroup Global Markets Inc.
7496	Min% LQFI		Min% LQFI	Mark Chazen – Citigroup Global Markets Inc.
7497	DaggerTradingStyle	D	Dagger Trading Style	Simon Cornwell – Citigroup Global Markets Ltd
7498	BuyBack Rules			Mark Chazen – Citigroup Global Markets Inc.
7499	AOLM	New Order – Single	Enables agress-on-locked-market order feature	Michael Merold – ICAP
7500	SrcSys	D,F,G,9	2 Characters – Identifies originating system where transaction was captured. (ex. “BA” = Block Allocation System)	Tom Grande – PaineWebber
7501	NetTrdInd	D,F,G,J	Net Trade Indicator = whether correspondent/principal firm wants processed as Net Trade – 1 char – Yes/No (y/n)	Tom Grande – PaineWebber
7502	MrkUp	D,F,G,J	Markup/Markdown – Numeric – Format: +/- 12345.4321	Tom Grande – PaineWebber
7503	SaleCrdt	D,F,G,J	Sales Credit (Numeric) +/- 12345.1234	Tom Grande – PaineWebber
7504	SaleCrdtType	D, F, G, J	Similar to Fix 4.2 tag 13 CommType. Valid values: 1 = per share, 2 = percentage, 3 = absolute. Use in conjunction with tag 7503 as you would use tag 12. This field identifies sales credit type.	Greg Johnston – RBC Capital Markets
7505	OmgeoTLWorkflowType	AS, AE	Omgeo specific Block level field which would define the Workflow Type of the Block trade as been determined by CTM.	DEBASHIS DAS – Omgeo LLC.
7506	OmgeoTDWorkflowType	AS, AE	Omgeo specific Allocation/Confirmation level field which would define the Workflow Type of that Allocation/Confirmation as been determined by CTM.	DEBASHIS DAS – Omgeo LLC.
7507	OmgeoTLWorkflowModifier	AS, AE	Omgeo specific field which would define the Workflow Modifier of the Block trade as been determined by CTM.	DEBASHIS DAS – Omgeo LLC.
7508	OmgeoTDWorkflowModifier	AS, AE	Omgeo specific field which would define the Workflow Modifier of the Allocation/Confirmation trade as determined by CTM.	DEBASHIS DAS – Omgeo LLC.
7509	OmgeoNoTLWorkflowModifier	AS, AE	This would specify the Number of OmgeoTLWorkflowModifier which could be present within this NumInGroup field	DEBASHIS DAS – Omgeo LLC.
7510	OmgeoNoTDWorkflowModifier	AS, AE	This would specify the Number of OmgeoTDWorkflowModifier which could be present within this NumInGroup field	DEBASHIS DAS – Omgeo LLC.
7511	OmgeoSettlInstProcNarrative	AS, AE	This field would hold the entire SSI provided by Investment Manager or Executing Broker if 9048 or 7512=MANI	DEBASHIS DAS – Omgeo LLC.
7512	OmgeoCptySettlInstSourceInd	J	Indicates the source of Counterparty Settlement Instructions. Valid values: MANI = Manual entry ALRT = ALERT database	DEBASHIS DAS – Omgeo LLC.
7513	OmgeoCptyAlertCountryCode	J	Omgeo specific field used for Counterparty ALERT SSI lookup.	DEBASHIS DAS – Omgeo LLC.
7514	OmgeoCptyAlertMethodType	J	Omgeo specific field used for Counterparty ALERT SSI lookup.	DEBASHIS DAS – Omgeo LLC.
7515	OmgeoCptyAlertSecurityType	J	Omgeo specific field used for Counterparty ALERT SSI lookup.	DEBASHIS DAS – Omgeo LLC.
7516	OmgeoTLExpected	J, AE	Omgeo specific field which would indicate that whether CTM FIX clients would like to send a Block trade or would want CTM to construct the Block (pseudo-block) trade for them.	DEBASHIS DAS – Omgeo LLC.
7517	OmgeoTradeTimeQualifier	AS, AK, AE	Omgeo defined TradeTime types.	DEBASHIS DAS – Omgeo LLC.
7518	OmgeoTimeZoneIndicator	AS, AK, AE	Omgeo defined Timezone Indicator.	DEBASHIS DAS – Omgeo LLC.
7519	OmgeoNoWorkflowType	AD	Omgeo specific field which would specify the number of OmgeoTLWorkflowType.	DEBASHIS DAS – Omgeo LLC.
7520	OmgeoTLMessageFieldType	AE	Omgeo CTM FIX Interface specific field. Denotes the Field Type – i.e. L1 (Pairing) or L2 (Matching) for a Block trade.	DEBASHIS DAS – Omgeo LLC.
7521	OmgeoTDMessageFieldType	AE	Omgeo CTM FIX Interface specific field. Denotes the Field Type – i.e. L1 (Pairing) or L2 (Matching) for a Allocation/Confirmation trade.	DEBASHIS DAS – Omgeo LLC.
7522	OmgeoTLFieldName	AE	Omgeo CTM FIX Interface specific field. Denotes L1/L2 Field Name for a Block trade.	DEBASHIS DAS – Omgeo LLC.
7523	OmgeoTDFieldName	AE	Omgeo CTM FIX Interface specific field. Denotes L1/L2 Field Name for an Allocation/Confirmation trade.	DEBASHIS DAS – Omgeo LLC.
7524	OmgeoTLFieldMatchRuleDescription	AE	Omgeo CTM FIX Interface specific field. Denotes field level Pairing/Matching rule description for a Block trade.	DEBASHIS DAS – Omgeo LLC.
7525	OmgeoTDFieldMatchRuleDescription	AE	Omgeo CTM FIX Interface specific field. Denotes field level Pairing/Matching rule description for an Allocation/Confirmation trade.	DEBASHIS DAS – Omgeo LLC.
7526	OmgeoTLFieldLevelMatchRule	AE	Omgeo CTM FIX Interface specific field. Denotes field level Pairing/Matching rule for a Block trade.	DEBASHIS DAS – Omgeo LLC.
7527	OmgeoTDFieldLevelMatchRule	AE	Omgeo CTM FIX Interface specific field. Denotes field level Pairing/Matching rule for an Allocation/Confirmation trade.	DEBASHIS DAS – Omgeo LLC.
7528	BenchmarkCurveName		Name of benchmark curve – FIX 4.2	Wei Koek – TradeWeb
7529	OptionSettlType		[4.2] To describe TW derivative (option/future) settlement or delivery type: P = Physical C = Cash	Wei Koek – TradeWeb
7530	OriginatorType	All Order Types	Defines the type of order sender, i.e., Customer, Firm, Market Maker, etc.	Bill Harts – Harts and Company
7531	PricePctFixed	All Order Types	Defines whether the price specified is a fixed amount or a percentage of another security	Bill Harts – Harts and Company
7532	SettlementTime	All Option Order Types	A=AM Settlement P=PM Settlement	Bill Harts – Harts and Company
7533	ClientTier	R,S,D,8	This is used to identify which tier to map the quote request, or order to. Typical use would be for streaming prices to multiuser platforms.	John Gill – Standard Chartered Bank
7534	OptionStrategyType	Option Definitions	Complex option strategy type definitions, i.e., Call Spread, Straddle, Strangle, etc.	Bill Harts – Harts and Company
7535	LegRatio	Option Definitions	Ratio for an option leg	Bill Harts – Harts and Company
7536	RefHedgePriceType	Option Definitions	Attribute of RefHedgePrice field	Bill Harts – Harts and Company
7537	RefHedgePrice	Option Definitions	Reference or Hedge Price (see tag 7536)	Bill Harts – Harts and Company
7538	Delta	Option Definitions	-1.0 to +1.0	Bill Harts – Harts and Company
7539	IntentToCross	Option Definitions	N=False, Y=True	Bill Harts – Harts and Company
7540	StripLength	D, 8, AB, R, S, i, X, W	Indicates the Instrument is a strip of consecutive maturities. The MaturityDate or MaturityMonthYear field indicates the first maturity. E.g. a strip of 12 monthly options would have 7540=12.	Kent Vogel – Parity Energy, Inc.
7541	NoCompetitiveQuotes			Sven Stolz – 360T
7542	360T reserved			Sven Stolz – 360T
7543	360T reserved			Sven Stolz – 360T
7544	360T reserved			Sven Stolz – 360T
7545	360T reserved			Sven Stolz – 360T
7546	360T reserved			Sven Stolz – 360T
7547	360T reserved			Sven Stolz – 360T
7548	360T reserved			Sven Stolz – 360T
7549	360T reserved			Sven Stolz – 360T
7550	BOATdelay	Boolean	Flag set when a trade report has been kept a certain amount of time in the BOAT system, before being published. The time limit applied is system specific. The tag is used in Market Data Message Incremental Refresh (Message type = “X”)	Peter Lenti – Cinnober Financial Technology AB
7551	TradeReportVersion	Int	The version of a trade report	Peter Lenti – Cinnober Financial Technology AB
7552	DelayToTime	UTCTimestamp	The time the trade report was/will be made public	Peter Lenti – Cinnober Financial Technology AB
7553	OverrideDelay	Boolean	If TRUE (Y), the trade report will be published immediately, if FALSE (N), the system evaluates if the trade should be delayed	Peter Lenti – Cinnober Financial Technology AB
7554	TradeSeqNo	Int	Trade sequence number	Peter Lenti – Cinnober Financial Technology AB
7555	TradeSeqNoSeries	Int	Trade sequence number series	Peter Lenti – Cinnober Financial Technology AB
7556	TradeReportRefSystem	String	Reference to the Trade Report System of the previous version of the trade.	Peter Lenti – Cinnober Financial Technology AB
7557	LiquidShare	Boolean	Indicates whether this instrument is a “liquid share” or not.	Peter Lenti – Cinnober Financial Technology AB
7558	Sector	String	The ICB code for the sector that this share belongs to	Peter Lenti – Cinnober Financial Technology AB
7559	BasisOfTrade	Int	1 = DMA 2 = Cash 3 = Proprietary 4 = Client interaction	Peter Lenti – Cinnober Financial Technology AB
7560	SuspendReason	Char	E = End of day O = Other	Peter Lenti – Cinnober Financial Technology AB
7561	SecondaryQuoteID	String	Contributor’s internal quote reference ID.	Peter Lenti – Cinnober Financial Technology AB
7562	SecondaryTradeID	String	Contributor’s internal trade reference ID.	Peter Lenti – Cinnober Financial Technology AB
7563	NoWarningReasons	Int	Number of warning reasons.	Peter Lenti – Cinnober Financial Technology AB
7564	TradeReportWarningReason	Int	Trade report warning reasons	Peter Lenti – Cinnober Financial Technology AB
7565	NoTradeSeqNoSeries	Int	Number of trade sequence number series.	Peter Lenti – Cinnober Financial Technology AB
7566	TimezoneOffset	Int	Offset to the local time compared to UTC. E.g. -5 is Eastern time.	Peter Lenti – Cinnober Financial Technology AB
7567	ReportedPxDiff	Boolean	Indicates if the price differs from the market price	Peter Lenti – Cinnober Financial Technology AB
7568	ReportedPXReason	Char	Reason why price differs from market price: D = Market Condition N = Negotiated Trade A = Amended trade C = Cancelled Trade	Peter Lenti – Cinnober Financial Technology AB
7569	RptSys	String	The system which has published the report.	Peter Lenti – Cinnober Financial Technology AB
7570	RptTime	UTCTimestamp	The time the trade report will be published.	Peter Lenti – Cinnober Financial Technology AB
7571	AVT	Int	The MiFID “average value of turnover” of the instrument.	Peter Lenti – Cinnober Financial Technology AB
7572	AVTCurrency	Currency	The currency in which the AVT is expressed	Peter Lenti – Cinnober Financial Technology AB
7573	ADT	Int	The MiFID “average daily turnover” of the instrument	Peter Lenti – Cinnober Financial Technology AB
7574	ADTCurrency	Currency	The currency in which the ADT is expressed	Peter Lenti – Cinnober Financial Technology AB
7575	SMS	Int	The MiFID “standard market size” of the instrument	Peter Lenti – Cinnober Financial Technology AB
7576	SILiquidSharesReqID	String	The request ID in a SI Liquid Shares message.	Peter Lenti – Cinnober Financial Technology AB
7577	SILiquidSharesStatus	Int	0 = accepted 1 = rejected	Peter Lenti – Cinnober Financial Technology AB
7578	SILiquidSharesRejectReason	Int	Reason for reject	Peter Lenti – Cinnober Financial Technology AB
7579	SuspendQuotingReqID	String	The request ID for suspend quoting.	Peter Lenti – Cinnober Financial Technology AB
7580	SuspendQuotingStatus	Int	0 = Request accepted 1 = Request rejected	Peter Lenti – Cinnober Financial Technology AB
7581	SuspendQuotingRejectReason	Int	Reason for reject	Peter Lenti – Cinnober Financial Technology AB
7582	NoQuotableCurrencies	Int	Number of quotable currencies for an instrument.	Peter Lenti – Cinnober Financial Technology AB
7583	QuotesClearedTime	UTCTimestamp	The timestamp when quotes where cleared in BOAT.	Peter Lenti – Cinnober Financial Technology AB
7584	TradeReportSystem	String	The trade report system of a trade report.	Peter Lenti – Cinnober Financial Technology AB
7585	TradeReportRefVersion	Int	The version of the previous trade report.	Peter Lenti – Cinnober Financial Technology AB
7586	NoQuotableInstruments	Int	Number of quotable instruments.	Peter Lenti – Cinnober Financial Technology AB
7587	ClientTrade	Boolean	Indicates if the trade is a Client Trade, i.e. eligible for delay.	Peter Lenti – Cinnober Financial Technology AB
7588	QuotableInstrumentStatusReqID	String	ID of a Quotable Instrument Status request.	Peter Lenti – Cinnober Financial Technology AB
7589	QuotableInstrStatusReqRejReason	Int	Reason for reject. 1 = Duplicate request ID 2 = Insufficient permissions 94 = Not allowed on current state 98 = Service not available 99 = Other	Peter Lenti – Cinnober Financial Technology AB
7590	ReceivedTime	UTCTimestamp	The timestamp when the trade was received by BOAT.	Peter Lenti – Cinnober Financial Technology AB
7591	SecurityValidToTime	UTCTimestamp	The latest timestamp when the security is valid.	Peter Lenti – Cinnober Financial Technology AB
7592	SecurityChangedTime	UTCTimestamp	Timestamp of Security Change.	Peter Lenti – Cinnober Financial Technology AB
7593	SecurityValidFromTime	UTCTimestamp	The earliest timestamp when the security is valid.	Peter Lenti – Cinnober Financial Technology AB
7594	LiquidityLevel	Int	The liquidity level of the instrument.	Peter Lenti – Cinnober Financial Technology AB
7595	NoSharesIssued	Long	The number of shares issued.	Peter Lenti – Cinnober Financial Technology AB
7596	PxQtyReviewed	Boolean	Indicates if the trade price and trade quantity have been reviewed.	Peter Lenti – Cinnober Financial Technology AB
7597	QueriedTrade	Boolean	Indicates if the trade is queried, for example price or qty	Peter Lenti – Cinnober Financial Technology AB
7598	SystemUTIRef	String	Unique system specific trade indentifier reference. Required in Trade Capture Report (Message type = “AE”) for cancellations (ExecType=H) or amendments (ExecType=0 and 7556, 572, and 7585 submitted). References a SystemUTI.	Peter Lenti – Cinnober Financial Technology AB
7599	SystemUTI	String	Unique system specific trade indentifier. Returned in Trade Capture Report Ack (Message type = “AR”) when the trade report is accepted.	Peter Lenti – Cinnober Financial Technology AB
7600	WdnStrategyType	string	This is a required field!	Michael Mook – Weeden & Co. LP
7601	WdnStrategyMode	string	Indicate value.	Michael Mook – Weeden & Co. LP
7602	WdnStartTime	time	GMT, FIX standard format — missing means start immediately.	Michael Mook – Weeden & Co.
7603	WdnEndTime	time	GMT, FIX standard format — missing means trade to market close.	Michael Mook – Weeden & Co.
7604	WdnMOCFlag	string	Y or N — missing means N.	Michael Mook – Weeden & Co. LP
7605	WdnMaxParticipation	integer	missing is the same as zero.	Michael Mook – Weeden & Co. LP
7606	WdnTargetParticipation	integer	this tag is ignored if value is missing or zero.	Michael Mook – Weeden & Co. LP
7607	WdnStrategyParameter1			Michael Mook – Weeden & Co. LP
7608	WdnStrategyParameter2			Michael Mook – Weeden & Co. LP
7609	WdnStrategyParameter3			Michael Mook – Weeden & Co. LP
7610	WdnStrategyParameter4			Michael Mook – Weeden & Co. LP
7611	WdnStrategyParameter5			Michael Mook – Weeden & Co. LP
7612	WdnStrategyParameter6			Michael Mook – Weeden & Co. LP
7613	WdnStrategyParameter7			Michael Mook – Weeden & Co. LP
7614	WdnStrategyParameter8			Michael Mook – Weeden & Co.
7615	WdnStrategyParameter9			Michael Mook – Weeden & Co.
7616	WdnStrategyParameter10			Michael Mook – Weeden & Co.
7617	WdnStrategyParameter11			Michael Mook – Weeden & Co.
7618	WdnStrategyParameter12			Michael Mook – Weeden & Co.
7619	WdnStrategyParameter13			Michael Mook – Weeden & Co.
7620	WdnStrategyParameter14			Michael Mook – Weeden & Co.
7621	WdnStrategyParameter15			Michael Mook – Weeden & Co.
7622	WdnStrategyParameter16			Michael Mook – Weeden & Co.
7623	WdnStrategyParameter17			Michael Mook – Weeden & Co.
7624	WdnStrategyParameter18			Michael Mook – Weeden & Co.
7625	WdnStrategyParameter19			Michael Mook – Weeden & Co.
7626	WdnStrategyParameter20			Michael Mook – Weeden & Co.
7627	WdnStrategyParameter21			Michael Mook – Weeden & Co.
7628	WdnStrategyParameter22			Michael Mook – Weeden & Co.
7629	WdnStrategyParameter23			Michael Mook – Weeden & Co.
7630	WdnStrategyParameter24			Michael Mook – Weeden & Co.
7631	WdnStrategyParameter25			Michael Mook – Weeden & Co.
7632	WdnStrategyParameter26			Michael Mook – Weeden & Co.
7633	WdnStrategyParameter27			Michael Mook – Weeden & Co.
7634	WdnStrategyParameter28			Michael Mook – Weeden & Co.
7635	WdnStrategyParameter29			Michael Mook – Weeden & Co.
7636	WdnStrategyParameter30			Michael Mook – Weeden & Co.
7637	WdnStrategyParameter31			Michael Mook – Weeden & Co.
7638	WdnStrategyParameter32			Michael Mook – Weeden & Co.
7639	WdnStrategyParameter33			Michael Mook – Weeden & Co.
7640	WdnStrategyParameter34			Michael Mook – Weeden & Co.
7641	WdnStrategyParameter35			Michael Mook – Weeden & Co.
7642	WdnStrategyParameter36			Michael Mook – Weeden & Co.
7643	WdnStrategyParameter37			Michael Mook – Weeden & Co.
7644	WdnStrategyParameter38			Michael Mook – Weeden & Co.
7645	WdnStrategyParameter39			Michael Mook – Weeden & Co.
7646	WdnStrategyParameter40			Michael Mook – Weeden & Co.
7647	WdnStrategyParameter41			Michael Mook – Weeden & Co.
7648	WdnStrategyParameter42			Michael Mook – Weeden & Co.
7649	WdnStrategyParameter43			Michael Mook – Weeden & Co.
7650	WdnStrategyParameter44			Michael Mook – Weeden & Co.
7651	WdnStrategyParameter45			Michael Mook – Weeden & Co.
7652	WdnStrategyParameter46			Michael Mook – Weeden & Co.
7653	WdnStrategyParameter47			Michael Mook – Weeden & Co.
7654	WdnStrategyParameter48			Michael Mook – Weeden & Co.
7655	WdnStrategyParameter49			Michael Mook – Weeden & Co.
7656	WdnStrategyParameter50			Michael Mook – Weeden & Co.
7657	WdnStrategyParameter51			Michael Mook – Weeden & Co.
7658	WdnStrategyParameter52			Michael Mook – Weeden & Co.
7659	WdnStrategyParameter53			Michael Mook – Weeden & Co.
7660	WdnStrategyParameter54			Michael Mook – Weeden & Co.
7661	Institutional ID	D,F,G,8,s	This field contains the institutional ID (length is 7 characters).	Gilles Bui – GL Trade
7662	Trader Group ID	D,F,G,8,s	This field contains the ID of the trader group.	Gilles Bui – GL Trade
7663	SettlAccType	D,F,G,8,s	This field indicates the settlement account type. Valid values: 1=Standing; 2=House; 3=Client.	Gilles Bui – GL Trade
7664	Settlement Venue	D,F,G,8,s	Currently all London Stock Exchange instruments are applicable to a single settlement venue.	Gilles Bui – GL Trade
7665	Member Code Counterpart	D,F,G,8,s	This field indicates the Member code counterpart. For a cross order the possible values are: INTRAFIRM or NONMEMBER.	Gilles Bui – GL Trade
7666	Mandator ID	8	This field indicates the code of the mandator.	Gilles Bui – GL Trade
7667	Public Order Code	8	This field contains the public order code (i.e. the order code for the displayed quantity).	Gilles Bui – GL Trade
7668	LastCounterpartExec	8	Indicates the counterpart of the last trade.	Gilles Bui – GL Trade
7669	MIFID Order Type	D,F,G,8,s	Indicates the client order type in case the order is sent to the client matching engine. Valid values: 1=Mid price (matching engine will maintain the price in real time as mid-price); 2= Soft limit (matching engine will manage an internal limit, and an external or exchange limit).	Gilles Bui – GL Trade
7670	MIFID Internal Limite	D,F,G,8,s	In case the order type is soft-limit, this field indicates the internal limit.	Gilles Bui – GL Trade
7671	User Dealer	D,F,G,8,P	This field indicates the User Dealer (set in GL OMS)	Gilles Bui – GL Trade
7672	User Sales	D,F,G,8,P	This field indicates the User Sales (set in GL OMS)	Gilles Bui – GL Trade
7673	OrigClientID	D,F,G,8,J,P	Original Client ID of the order before amendment of Client ID	Gilles Bui – GL Trade
7674	PrevOrdQty	D,F,G,8	Previous quantity of the order before amendment (used for GL OMS)	Gilles Bui – GL Trade
7675	PrevOrdPrice	D,F,G,8	Previous price of the order before amendment(used for GL OMS)	Gilles Bui – GL Trade
7676	FloorQtyDay	8	Floor quantity of the day. Used for GL SOM to indicate the executed quantity for client order, at the end of the day.	Gilles Bui – GL Trade
7677	AllocExecID	J	Allocation ExecID used in Account Repeating Group (to link with Exec repeating Group)	Gilles Bui – GL Trade
7678	TotalRevCost	8,P	Used for GL SOM. Sum of all (MatchedQty*RevisedPrice)	Gilles Bui – GL Trade
7679	AvgRevPrice	8,P	Average Revised Price (Used for GL SOM)	Gilles Bui – GL Trade
7680	OTCInd	D,F,G,AB,AC,J,s	OTC (Off Exchange order) indicator. Used to set GL Class Order. Valid values: 0=On Exchange Order; 1= Off Exchange Order; 2=OTC Initial Trade Notification.	Gilles Bui – GL Trade
7681	TotalCostDay	8	Total cost of the day set by GL SOM for EDA orders.	Gilles Bui – GL Trade
7682	AvgPriceDay	8	Average Price of the day set by GL SOM (for EDA orders)	Gilles Bui – GL Trade
7683	CurrencyRate	D,F,G,s,8	This field indicates the rate between the currency used for the trade and the currency used by the counterpart	Gilles Bui – GL Trade
7684	ComplSettlement	D,F,G,s,8	Used to indicate a complementary information about the settlement	Gilles Bui – GL Trade
7685	ReminderInterval	D,F,G,8,s	Used for Jakarta Stock Exchange (required for Off-exchange)	Gilles Bui – GL Trade
7686	SuspensionInd	f	Suspension Indicator	Gilles Bui – GL Trade
7687	PercentageVar	f	Percentage Variation	Gilles Bui – GL Trade
7688	OTCSession	D,F,G,8,y	Indicates the period where the block can be traded.Valid values: 1=No; 1=Trading Hours; 2=After Hours; 3= Trading and After Hours.	Gilles Bui – GL Trade
7689	ThresholdExecQty	8	Indicates the maximum number contracts affected for an executed (used for XETRA best quote)	Gilles Bui – GL Trade
7690	LimitGap	D,F,G,8,s,AB,AC	Indicates the price delta relative to current market best price. Specific to XETRA market (best quote)	Gilles Bui – GL Trade
7691	ClientCapacity	D,F,G,8	Indicates the client capacity. Valid values: 1=Agent; 2=Principal; 3=Riksless principal; 4=Individual; 5=Member agent.	Gilles Bui – GL Trade
7692	SubClCodType	D,F,G,8	GL Sub Client Code Type (for clearing). Valid values: 1=Liquidity; 2=Specialist; 3=None; 4=Insider; 5=Shareholder.	Gilles Bui – GL Trade
7693	ClientAccID	D,F,G,8	GL client account ID (for clearing)	Gilles Bui – GL Trade
7694	SubAccount	D,F,G,8	Client sub-account (for clearing)	Gilles Bui – GL Trade
7695	CoverInd	D,F,G,8	GL Covered Indicator. Valid values: 1=Covered; 2=Uncovered.	Gilles Bui – GL Trade
7696	TrusteeID	D,F,G,8	Indicate a local reference ID.	Gilles Bui – GL Trade
7697	ShareGroupID	D,F,G,8	GL Share Group ID (for clearing)	Gilles Bui – GL Trade
7698	Netting	D,F,G,8	Indicates the condition used to group the orders. Valid values: 1=Amalgate same price; 2=Don’t Amalgamate Against; 3=Amalgamate Manual average Price; 4=Amalgamate Automatic Average Price.	Gilles Bui – GL Trade
7699	NettingGroup	D,F,G,8	Only the orders with the same “Netting” letter will be amalgamated. This field allows differentiating all alphanumerical characters used.	Gilles Bui – GL Trade
7700	Book ID	D,F,G,8	Group of PorfolioID. Specific Kuwait Stock Exchange for back office.	Gilles Bui – GL Trade
7701	QuoteEntryDate		Date the quote was initiated by quote originator	Robert Allison – MarketAxess
7702	QuoteEntryTime	Mass Quote	Time quote was entered by orginator	Robert Allison – MarketAxess
7703	MarketSegment	Quote Request	The Market Segment allows the requester to set the Market Segment that will be sent in a Mass Quote Response	Robert Allison – MarketAxess
7704	MIFID ClientCodeType	D,F,G,8,9,s	Defines the client type. Valid values: 1 Market Maker; 2 Eligible counterparty; 3 Investment Firms; 4 Retail.	Gilles Bui – GL Trade
7705	MIFIDTradeExchange	8,9,s	Contains the GL GLID of execution market	Gilles Bui – GL Trade
7706	OriginatorAcc	D,F,G,s,8	Indicates the member’s own account to the end-client.	Gilles Bui – GL Trade
7707	NoDeposit	U1	Repeating Group Index for GL SPAN message	Gilles Bui – GL Trade
7708	UnderlyingRisk	U1	Risk level for the underlying symbol. (specific to GL SPAN message)	Gilles Bui – GL Trade
7709	MarginInit	U1	Initial deposit value (specific to GL SPAN message)	Gilles Bui – GL Trade
7710	TSXSOROrderID1	D,F,G,8,9	Smart Order Router (SOR) order identifier.	Derek Hwong – TSX Group
7711	TSXSOROrderID2	D,F,G,8,9	Smart Order Router (SOR) order identifier.	Derek Hwong – TSX Group
7712	TSXParticipationOption	MC,MR	Identifies the type of incoming orders that a registered trader would like to participate with, when the other registered trader is not participating. Valid values: 1 = Total MGF Size for eligibility and participation (default) 2 = Total MGF Size for eligibility, Individual MGF Size for participation 3 = Individual MGF Size for eligibility and participation	Derek Hwong – TSX Group
7713	TSXNoTradeFeat	D,G,8	A marker that is supplied by the Member Firm to prevent trading against that same Member Firm’s contra orders based on a matching TSXNoTradeKey. Valid values: NM = Cancel Newest EM = Execute Match OM = Cancel Oldest DM = Decrement Larger and Cancel Smaller	Derek Hwong – TSX Group
7714	TSXNoTradeKey	D,G,8	A Member Firm produces these keys to prevent trading against that same Member Firm’s contra orders based on a matching TSXNoTradeKey. Note that the marketplace does not produce this key or enforce the uniqueness of this key. TSXNoTradeKey only prevents trades between orders produced by the same BrokerNumber (or if present, by PrivateBrokerNumber).	Derek Hwong – TSX Group
7715	TSXNoTradeOrderNum	8	The contra private order number that would have matched with the order, if not prevented by the no-trade feature.	Derek Hwong – TSX Group
7716	TSXNoTradeVol	8	The number of shares that would have matched, if not prevented by the no-trade feature.	Derek Hwong – TSX Group
7717	TSXNoTradePrice	8	The price the match would have occurred at, if not prevented by the no-trade feature.	Derek Hwong – TSX Group
7718	TMX UDF			Derek Hwong – TSX Group
7719	TSXBuyParticipationVolume	MC,MR	To assign the maximum buy participation volume for a symbol.	Derek Hwong – TSX Group
7720	TSXSellParticipationVolume	MC,MR	To assign the maximum sell participation volume for a symbol.	Derek Hwong – TSX Group
7721	TSXRemainingBuyParticipationVolume	8,MR	The remaining buy participation volume for a symbol.	Derek Hwong – TSX Group
7722	TSXRemainingSellParticipationVolume	8,MR	The remaining sell participation volume for a symbol.	Derek Hwong – TSX Group
7723	TSXPegType	D,G,8	Peg to the protected NBBO. Available on undisplayed orders only. Valid values: C = Contra Midpoint Only Plus D = Contra Midpoint Only Plus, Dark Sweep M = Midpoint Peg N = None (default) P = Market Peg R = Primary Peg x = Minimum Price Improvement Peg	Derek Hwong – TSX Group
7724	TSXATSTimestamp		The time the quote changed on the ATS.	Derek Hwong – TSX Group
7725	TSXAL1Timestamp		The time the ABBO provider generated the quote.	Derek Hwong – TSX Group
7726	TSXUndisplayed	D,G,8	Indicates the order is completely undisplayed. Y = Yes N = No (default)	Derek Hwong – TSX Group
7727	TSXExecCancelledReason	8	Indicates that the order was cancelled because of Cancel on Disconnect (COD).	Derek Hwong – TSX Group
7728	TSXRemainingMGFVolume	MR	The remaining available volume that the equities specialist may increase their MGF volume by.	Derek Hwong – TSX Group
7729	ShortMarkingExempt	D,G,8	Marker for Short-Marking Exempt order designation. Required if applicable for Short-Marking Exempt. Valid values: 0 = SME 1 = Buy Cross SME 2 = Sell Cross SME 3 = Both Buy and Sell Cross SME	Derek Hwong – TSX Group
7730	TMX UDF			Derek Hwong – TSX Group
7731	TSXSeekDarkLiquidity	D,8	Used on an IOC/FOK order to only match against dark liquidity. Valid values: 1 = Trade with price improving dark only 2 = Trade with dark up to and including the NBBO	Derek Hwong – TSX Group
7732	TSXMatchingPriority	8	Indicates the type of priority used to match the order in a trade. Valid values: 1 = Indicates match was because of Broker Preferencing	Derek Hwong – TSX Group
7733	TSXSelfTrade	8	Indicates if the trade is a Self Trade. Self Trades are suppressed on the public feed. Valid values: Y = Yes N = No	Derek Hwong – TSX Group
7734	TSXSpeedbump	8,9	Indicates whether a message was subject to a processing delay before interacting with the order book. Valid values: ” ” (blank) = Feature is off or is not applicable to this order (default) Y = Feature on, message goes through Speedbump N = Feature on, message does not go through Speedbump	Derek Hwong – TSX Group
7735	TSXLongLife	D,8	Identifies the order as a LongLife eligible order. Valid values: Y = Yes N = No (default)	Derek Hwong – TSX Group
7736	UndisclTradedVol	8	The portion of traded volume attributed to the undisclosed volume of an Iceberg order.	Derek Hwong – TSX Group
7737	POComment	D,F,G,8,9	A free-form, pass-through tag provided for use by POs.	Derek Hwong – TSX Group
7738	PriceBandInst	D,G,8	Instructions to the Exchange when the order price exceeds TSX Marketplace threshold price band limits. Valid values: 0 = Kill Order (default) 1 = Reprice	Derek Hwong – TSX Group
7739	TSXMarketInst	D,8	Instructions to the Exchange to identify certain order types. Valid values: CO = Closing Offset	Derek Hwong – TSX Group
7740	CrossFlag	D, G, 8	Boolean Indicates whether or not the cross is allowed. Valid values: Y = OK to cross N = No cross (cross is forbidden)	Sebastien Mournetas – Credit Agricole Cheuvreux
7741	LegContraQty	8	Contra amount of the leg	Claire Williams – Bank of America
7742	OriginatorAccFinal	D,8	Indicates the account of the person who initiates the order.	Gilles Bui – GL Trade
7743	ClientIdSOM	D,F,G,s,8,9	Indicates the UserId set in GLSOM to identify the FIX Client.	Gilles Bui – GL Trade
7744	WorkChildMinQty	D,G,AB,8	Defines the quantity below which the price modification will be triggered. Specific to algos %Volume and WithATick when running with GL Tactics.	Gilles Bui – GL Trade
7745	TriggerDateTime	D,G,AB,8	Defines the date and time at which the order must be sent to the exchange. Specific to tactic Unreleased when running with GL Tactics.	Gilles Bui – GL Trade
7746	WorkMaxLimitPrice	A,G,AB,8	Defines the Work Maximum Limit Price (specific to algos PEG + Linked Peg for GL Tactics)	Gilles Bui – GL Trade
7747	WorkPrice	D,G,AB,8	Defines the Work Price (specific to algo Linked Peg for GL Tactics)	Gilles Bui – GL Trade
7748	WorkEndDate	D,G,AB,8	Defines the date and time of the last wave. Specific to algo TWAP(native) when running with GL Tactics.	Gilles Bui – GL Trade
7749	WorkRefVolume	8	Used with GL algo %Volume, this field indicates the volume at the beginning.	Gilles Bui – GL Trade
7750	BookingTypeCustom	Order	Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD) or similar. Valid values: 0 = Regular booking (DVP) 1 = CFD 2 = Swap 3 = Give Up 4 = Combined communication	Andrew Bowley – Lehman Brothers
7751	SyntheticQtyType		0=Percentage 1=Quantity	Andrew Bowley – Lehman Brothers
7752	NoSynthetics		Number of SyntheticType, SyntheticQty, and SyntheticBroker entries	Andrew Bowley – Lehman Brothers
7753	SyntheticType		0=CFD 1=Swap 2=Give Up	Andrew Bowley – Lehman Brothers
7754	SyntheticQty		A percentage or quantity of the order’s quantity, as defined by SyntheticQtyType, that represents the associated SyntheticType	Andrew Bowley – Lehman Brothers
7755	SyntheticBroker		Value representing the broker	Andrew Bowley – Lehman Brothers
7756	WorkSymbol	D,G,AB,8	Contains the symbol used to trigger the order (specific Linked Peg for GL Tactics)	Gilles Bui – GL Trade
7757	WorkIDSource	D,G,AB,8	Contains the ID Source used to trigger the order (specific Linked Peg for GL Tactics)	Gilles Bui – GL Trade
7758	WorkSecurityIDSource	D,G,AB,8	Contains the Security ID Source used to trigger the order (specific Linked Peg for GL Tactics)	Gilles Bui – GL Trade
7759	RevisedFinal	8	Remaining payment due on any contract (specific to KMEFIC)	Gilles Bui – GL Trade
7760	Auction limit price	All	Limit price in % value terms	Natasha Bonner-Fomes – Lehman Brothers UK
7761	QuoteRank	Execution Report	Added to the custom repeating group “NoDealers” (9690) for dealer responses assigning a numeric rank to a dealer quote.	Pomeli Ghosh – MarketAxess
7762	Exclude	New Order(Single,multi-leg,list)	A boolean flag to indicate exclusion within a repeating block. Example: Used in NoDealers custom block (9690) to indicate exclusion of a particular DealerID (9691) from an order. Value: 1/0	Pomeli Ghosh – MarketAxess
7763	RequestIn	Long	The time when application received request	Igor Tkachev – Deutsche Bank
7764	RequestOut	Long	The time when application sent request	Igor Tkachev – Deutsche Bank
7765	ResponseIn	Long	The time when application received response	Igor Tkachev – Deutsche Bank
7766	ResponseOut	Long	The time when application sent response	Igor Tkachev – Deutsche Bank
7767	IsRelative	String	It points that OrderQty is relative value (LeavesQty = LeavesQty – OrderQty).	Nikolay Volnov – Deutsche Bank
7768	OptionTradeType		TW Derivative Trade Type (Option/Future) 1 = Listed 2 = Flex 3 = Bilateral	Wei Koek – TradeWeb
7769	DeltaTransfer		Option Delta Transfer 1 = Delta Work 2 = Delta Exchange 3 = Risk	Wei Koek – TradeWeb
7770	LockedQty	8	Locked quantity	Matthew Burrows – BATS Trading
7771	RouteOddToSlowExchange	D	Y = Route Odd Lot to slow* exchange N = Do no route Odd Lot to slow* exchange*some exhchanges incur extra delay for odd-lot processing or do not process odd lot IOCs	Paul Rose – BATS Trading
7772	CentralCounterParty		The Central Counterparty.	Martyn Thomas – BATS Trading
7773	OtherLegSecurityID	8,s	The AMR for the other component leg of an Asset Allocation or a Prof Trade / or / ISIN code for the underlying cash leg that is part of a Basis or Against Actuals trade	Marc Abend – NYSE Euronext
7774	OtherLegReferenceNo	8,s	For basis trades only. Free text field that provides a identifying reference for the cash leg	Marc Abend – NYSE Euronext
7775	OtherLegLastPx	8,s	For Basis and Against Actual trades only. Underlying cash leg price	Marc Abend – NYSE Euronext
7776	Volga	Quote	The Volga of an Option	Alexey Erekhinsky – Deutsche Bank
7777	LastMktBloomberg	ioi	Bloomberg recognized exchange code. This is a 2 character, alpha code.	Don Scheurer – BLOOMBERG LP.
7778	SecurityExchangeBloomberg	new order single & ioi	Bloomberg recognized exchange code. 2 character alpha code.	Don Scheurer – BLOOMBERG LP.
7779	Route to session	All	Used for fix-to-fix processing. No internal updates along the way. Strictly endpoint processing. Used to bypass local database updates.	Don Scheurer – Bloomberg
7780	Reserved			Paulo Lai – Object Trading
7781	Reserved			Paulo Lai – Object Trading
7782	Reserved			Paulo Lai – Object Trading
7783	Reserved			Paulo Lai – Object Trading
7784	Reserved			Paulo Lai – Object Trading
7785	Reserved			Paulo Lai – Object Trading
7786	Reserved			Paulo Lai – Object Trading
7787	Reserved			Paulo Lai – Object Trading
7788	Reserved			Paulo Lai – Object Trading
7789	Reserved			Paulo Lai – Object Trading
7790	Reserved			Paulo Lai – Object Trading
7791	Reserved			Paulo Lai – Object Trading
7792	Reserved			Paulo Lai – Object Trading
7793	Reserved			Paulo Lai – Object Trading
7794	Reserved			Paulo Lai – Object Trading
7795	Reserved			Paulo Lai – Object Trading
7796	Reserved			Paulo Lai – Object Trading
7797	Reserved		.	Paulo Lai – Object Trading
7798	Reserved			Paulo Lai – Object Trading
7799	Reserved			Paulo Lai – Object Trading
7800	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7801	SourceApplication	D, G, 8	Identifies Portfolio Trading flow (String)	Daniel Yu – JP Morgan
7802	GroupName	D, G, 8	Group Identifier for Parent/Child orders(String)	Daniel Yu – JP Morgan
7803	Strategy	D, G, 8	Indicates whether a strategy should be applied to a Program (String)	Daniel Yu – JP Morgan
7804	Algo reserved		Algo reserved – APAC Product	Billy Zhao – Deutsche Bank
7805	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7806	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7807	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7808	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7809	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7810	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7811	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7812	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7813	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7814	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7815	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7816	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7817	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7818	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7819	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7820	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7821	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7822	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7823	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7824	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7825	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7826	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7827	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7828	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7829	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7830	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7831	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7832	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7833	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7834	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7835	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7836	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7837	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7838	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7839	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7840	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7841	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7842	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7843	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7844	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7845	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7846	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7847	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7848	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7849	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7850	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7851	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7852	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7853	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7854	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7855	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7856	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7857	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7858	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7859	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7860	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7861	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7862	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7863	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7864	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7865	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7866	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7867	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7868	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7869	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7870	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7871	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7872	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7873	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7874	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7875	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7876	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7877	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7878	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7879	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7880	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7881	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7882	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7883	Algo reserved		Algo reserved – Would Criteria	Billy Zhao – Deutsche Bank
7884	Algo reserved		Algo reserved – Perf Variation	Billy Zhao – Deutsche Bank
7885	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7886	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7887	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7888	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7889	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7890	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7891	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7892	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7893	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7894	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7895	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7896	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7897	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7898	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7899	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7900	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7901	Algo reserved		Algo reserved – SOR	Billy Zhao – Deutsche Bank
7902	Algo reserved		Algo reserved – SOR	Billy Zhao – Deutsche Bank
7903	Algo reserved		Algo reserved – SOR	Billy Zhao – Deutsche Bank
7904	Algo reserved		Algo reserved – SOR	Billy Zhao – Deutsche Bank
7905	Algo reserved		Algo reserved	Billy Zhao – Deutsche Bank
7906	CombinedOrdType	D,G,i	1 – Normal Order (controlled against NBBO) 2 – No NBBO controls 3 – No OLA routing	Jim Haworth – CMC
7907	MarketPhase	D	Directing order to various market phases	daryll petrie – primeo
7908	MarketPhase	D	Directing order to various market phases	daryll petrie – primeo
7909	MarketPhase	D	Directing order to various market phases	daryll petrie – primeo
7910	DayCountFraction	8, J	Describes the method used for calculating accrued interest for a bond. A free text field, example values are: 1/1, 30/360, 30E/360, ACT/360, ACT/365.FIXED, ACT/ACT.AFB, ACT/ACT.ISDA, ACT/ACT.ISMA	George Macdonald – Macdonald Associates
7911	LegTenorValue	R, AG	Tenor of a multi-leg trade	Claire Williams – Bank of America
7912	LegBidSize	R, AG	Quoted amount of a multi-leg deal (repeating group)	Claire Williams – Bank of America
7913	LegOfferSize	R, AG	Offer size of a multi-leg trade (repeating group)	Claire Williams – Bank of America
7914	LegBidSpotRate	R, AG	Spot Rate bid for a multi-leg deal (repeating group)	Claire Williams – Bank of America
7915	LegOfferSpotRate	R, AG	Spot Rate ask for a multi-leg trade (part of repeating group)	Claire Williams – Bank of America
7916	LegUSDEquiv	8	USD Equivalent of the dealt currency (multi-leg)	Claire Williams – Bank of America
7917	LegHomeCcyQty	8	Client’s home currency equivalent of the dealt currency (multi-leg)	Claire Williams – Bank of America
7918	LegHomeCcyRate	8	Client’s home currency rate against the dealt currency (Multi-leg)	Claire Williams – Bank of America
7919	LegAvgPx	8	average all-in rate of a multi-leg trade	Claire Williams – Bank of America
7920	ConvertedPriceIndicator	Char	Indicates whether the price and currency entered on the trade is the price and currency in which the transaction was dealt. Valid values ‘Y’, ‘N’ & ‘ ‘	Andrew Broughton –
7921	BargainCondition	String	Bargain condition of an order (GL).	James Talbot –
7922	BestExecutionUniverse	Int	List of Markets, Alternative Venues,DarkpooL, Internal systems (matching engine for OTC, Systematic Internalisator,…)	Cordon Eric – BNPPARIBAS EQ&D
7923	ExchangeListCode		Indicate the code (number or name) of the list of exchanges authorized. This is created to allow to route orders when no destination is specified ( tag 100 or 207 empty, …). This can be used to specify External Brokers (another region, another hub) , specify a list of limited exchanges for the client , ….	Cordon Eric – BNPPARIBAS EQ&D
7924	DeltaAheadThresholdQty			Eugen Sarbu – Lehman Brothers
7925	DeltaAheadThresholdValue			Eugen Sarbu – Lehman Brothers
7926	WorkingDelta			Eugen Sarbu – Lehman Brothers
7927	AggressivePost	D,G	Boolean	Eugen Sarbu – Barclays Capital
7928	SelfTradePreventFlag	D, G	Use of this field will indicate that you do not wish to trade against yourself on the NYSE Arca Equities exchange. Will be available late 2nd Qtr./Early 3rd Qtr. 2009.	Marc Abend – NYSE Euronext
7929	CAPStrategyIndicator			Marc Abend – NYSE Euronext
7930	ServiceID			Svetlana Krin – Mantara
7931	VenueID		Venue of Target or Execution	Svetlana Krin – Mantara
7932	RouteToID		Destination when Routing Away	Svetlana Krin – Mantara
7933	BrokerID		Broker to Sponsor order	Svetlana Krin – Mantara
7934	FirmID			Svetlana Krin – Mantara
7935	DisplayInst			Svetlana Krin – Mantara
7936	UserID			Svetlana Krin – Mantara
7937	UserName			Svetlana Krin – Mantara
7938	BlotterID			Svetlana Krin – Mantara
7939	BlotterName			Svetlana Krin – Mantara
7940	StrategyID			Svetlana Krin – Mantara
7941	VenueStrategy			Svetlana Krin – Mantara
7942	CrossFirst			Svetlana Krin – Mantara
7943	CrossAfter			Svetlana Krin – Mantara
7944	RouteFirst			Svetlana Krin – Mantara
7945	TakeShown			Svetlana Krin – Mantara
7946	TakeWhenShown			Svetlana Krin – Mantara
7947	CanReprice			Svetlana Krin – Mantara
7948	PostOnly			Svetlana Krin – Mantara
7949	PostAwayTag			Svetlana Krin – Mantara
7950	RouteOut			Svetlana Krin – Mantara
7951	DialectID			Svetlana Krin – Mantara
7952	TradingDeskID			Svetlana Krin – Mantara
7953	RegionID			Svetlana Krin – Mantara
7954	MaxQtyPerLevel			Svetlana Krin – Mantara
7955	MaxPctRate			Svetlana Krin – Mantara
7956	MinPctRate			Svetlana Krin – Mantara
7957	Aggression			Svetlana Krin – Mantara
7958	ChildAggression			Svetlana Krin – Mantara
7959	AheadAllowed			Svetlana Krin – Mantara
7960	BehindAllowed			Svetlana Krin – Mantara
7961	Interval			Svetlana Krin – Mantara
7962	Alpha			Svetlana Krin – Mantara
7963	Lambda			Svetlana Krin – Mantara
7964	Beta			Svetlana Krin – Mantara
7965	Gamma			Svetlana Krin – Mantara
7966	Delta			Svetlana Krin – Mantara
7967	Theta			Svetlana Krin – Mantara
7968	Vega			Svetlana Krin – Mantara
7969	Omega			Svetlana Krin – Mantara
7970	Rho			Svetlana Krin – Mantara
7971	MinBlockSize			Svetlana Krin – Mantara
7972	MinBlockBasis			Svetlana Krin – Mantara
7973	CompleteOrder			Svetlana Krin – Mantara
7974	PreOpen			Svetlana Krin – Mantara
7975	OnOpenCross			Svetlana Krin – Mantara
7976	OnCloseCross			Svetlana Krin – Mantara
7977	OnCrossBasis			Svetlana Krin – Mantara
7978	DoNotCross			Svetlana Krin – Mantara
7979	ToBeRenameRx			Svetlana Krin – Mantara
7980	ToBeRenameTrigger			Svetlana Krin – Mantara
7981	CorpBuyback			Svetlana Krin – Mantara
7982	AdverseMoveAmt			Svetlana Krin – Mantara
7983	AdverseMoveRate			Svetlana Krin – Mantara
7984	FavorMoveAmt			Svetlana Krin – Mantara
7985	FavorMoveRate			Svetlana Krin – Mantara
7986	LegLimit			Svetlana Krin – Mantara
7987	LegRatio			Svetlana Krin – Mantara
7988	LegCash			Svetlana Krin – Mantara
7989	LeadingLeg			Svetlana Krin – Mantara
7990	PriceMultiplier			Svetlana Krin – Mantara
7991	PriceIntercept			Svetlana Krin – Mantara
7992	CashTolerance			Svetlana Krin – Mantara
7993	LongLimit			Svetlana Krin – Mantara
7994	ShortLimit			Svetlana Krin – Mantara
7995	Mantara1			Svetlana Krin – Mantara
7996	Mantara2			Svetlana Krin – Mantara
7997	Mantara3			Svetlana Krin – Mantara
7998	Mantara4			Svetlana Krin – Mantara
7999	Mantara5			Svetlana Krin – Mantara

Tag	Field	FIX MsgTypes	Description	Created by
8000	ShortSaleRestriction	Instrument component	Same as tag 1687 (int datatype). To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions. Indicates whether a restriction applies to short selling a security. Valid values: 0 = No restrictions 1 = Security is not shortable 2 = Security not shortable at or below the best bid	FPL Program Office – FIX Protocol Ltd.
8001	ShortSaleExemptionReason	D, E, G, 8	Same as tag 1688 (int datatype). To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions. Indicates the reason a short sale order is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.).Valid values: 0 = Exemption Reason Unknown 1 = Incoming Short Sale Exempt 2 = Above National Best Bid (Broker Dealer Provision) 3 = Delayed Delivery 4 = Odd-Lot 5 = Domestic Arbitrage 6 = International Arbitrage 7 = Underwriter or Syndicate Distribution 8 = Riskless Principal 9 = VWAP	FPL Program Office – FIX Protocol Ltd.
8002	LegShortSaleExemptionReason	(see description)	Same as tag 1689 (int datatype). To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions. Use in LegOrdGrp, InstrmtLegExecGrp, TrdInstrmtLegGrp components.Indicates the reason a short sale is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.) Uses same values as ShortSaleExemptionReason.	FPL Program Office – FIX Protocol Ltd.
8003	SideShortSaleExemptionReason	TrdCapRptSideGrp	Same as tag 1690 (int datatype). To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions. Indicates the reason a short sale is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.)Uses same values as ShortSaleExemptionReason.	FPL Program Office – FIX Protocol Ltd.
8004	CustodialLotID	(see description)	String datatype. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions. An opaque identifier used to communicate the custodian’s identifier for the lot. It is expected that this information would be provided by the custodian as part of a reconciliation process that occurs before trading.Used in AllocAckGrp, AllocGrp, PreAllocGrp, PreAllocMlegGrp, TrdAllocGrp	FPL Program Office – FIX Protocol Ltd.
8005	CurrentCostBasis	(see description)	Amt datatype. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions. The amount that the current shares are worth. If this lot was liquidated, the total gain/loss for a trade is equal to the trade amount minus the current cost basis.Used in AllocAckGrp, AllocGrp, PreAllocGrp, PreAllocMlegGrp, TrdAllocGrp	FPL Program Office – FIX Protocol Ltd.
8006	LegCustodialLotID	LegPreAllocGrp	String datatype. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions. An opaque identifier used to communicate the custodian’s identifier for the lot. It is expected that this information would be provided by the custodian as part of a reconciliation process that occurs before trading.	FPL Program Office – FIX Protocol Ltd.
8007	LegVSPDate	LegPreAllocGrp	LocalMktDate datatype. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions. The Versus Purchase Date used to identify the lot in situations where a custodial lot identifier is not available.	FPL Program Office – FIX Protocol Ltd.
8008	LegVSPPrice	LegPreAllocGrp	Price datatype. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions. The Versus Purchase Price used to identify the lot in situations where a custodial lot identifier is not available.The value should be calculated based on current cost basis / quantity held.	FPL Program Office – FIX Protocol Ltd.
8009	LegCurrentCostBasis	LegPreAllocGrp	Amt datatype. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions. The amount that the current shares are worth. If this lot was liquidated, the total gain/loss for a trade is equal to the trade amount minus the current cost basis.	FPL Program Office – FIX Protocol Ltd.
8010	LastLiquidityInd	8	Same as LastLiqudityInd, tag 851, in FIX 4.4 and above. To be used by implementations that cannot support tag 851 in FIX 4.3 and below.	FPL Program Office – FIX Protocol, Ltd.
8011	EventTimeUnit	EvntGrp Component	String datatype. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions. Time unit associated with the event. If present EventTimePeriod must also appear and EventDate and EventTime may be omitted. Valid Values: H – Hour Min – Minute S – Second D – Day Wk – Week Mo – Month Yr – Year Added to the repeating group after EventTime.	FPL Program Office – FIX Protocol, Ltd.
8012	EventTimePeriod	EvntGrp component	Int datatype. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions. Time unit multiplier for the event. If present EventTimeUnit must also appear and EventDate and EventTime may be omitted. Added to the repeating group after EventTimeUnit.	FPL Program Office – FIX Protocol, Ltd.
8013	TrdRegPublicationReasons	8, AE, MDFullGrp, MDincGrp	String datatype. Same as TrdRegPublicationReason(2670) in the standard TrdRegPublicationGrp component but string datatype to support space delimited integer values defined by the standard field. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups. Reasons for pre-trade waiver or post-trade deferral.	FPL Program Office – FIX Protocol, Ltd.
8014	TradePriceConditions	8, AE, MDFullGrp, MDincGrp	String datatype. Same as TrdePriceCondition(1839) in the standard TradePriceConditionGrp component but string datatype to support space delimited integer values defined by the standard field. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups. Price conditions in effect at the time of the trade.	FPL Program Office – FIX Protocol, Ltd.
8015	OrderAttributeTypes	D, AB, 8	String datatype. Same as OrderAttributeType(2594) in the standard OrderAttributeGrp component but string datatype to support space delimited integer values defined by the standard field. OrderAttributeValue(2595) implicitly assumed to be “Y”. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups. Types of order attribute.	FPL Program Office – FIX Protocol, Ltd.
8016	TradingVenueRegulatoryTradeID	8, AE	String datatype. Same as RegulatoryTradeID(1903) in the standard RegulatoryTradeIDGrp component when RegulatoryTradeIDType(1905) = 5 (Trading venue transaction identifier). To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups.	FPL Program Office – FIX Protocol, Ltd.
8017	ValueCheckTypes	D, AB, G, AC, 8	String datatype. Same as ValueCheckType(1869) in the standard ValueChecksGrp component but string datatype to support space delimited integer values defined by the standard field. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups. Value checks to ignore at the time of order submission or modification, i.e. ValueCheckAction(1870) = 0 (Do not check). Absence of a type represents ValueCheckAction(1870) = 1 (Check). No support for ValueCheckAction(1870) = 2 (Best effort) as it is not a regulatory requirement.	FPL Program Office – FIX Protocol, Ltd.
8018	BCANID	D, AB, G, AC	String datatype. A BCAN (Broker-to-Client Assigned Number) is a type of short code to identify the broker’s clients. It may be used when placing orders for instruments listed on Hong Kong Stock Exchange as well as for instruments listed on the Shanghai & Shenzhen Stock Exchange accessed via the HK Northbound Stock Connect regime. The information in the field may have different formats depending on requirements prescribed by the exchange.	FPL Program Office – FIX Protocol, Ltd.
8019	SPSAID	D, AB, G, AC	Special Segregated Accounts Investor ID that is 6 digitis long without leading zero(s) assigned by CCASS (Hong Kong). HKSCC provides the SPSA services to the market to facilitate investors who maintain China Connect Securities with custodians but want to sell their China Connect Securities without having to pre-deliver the securities from their custodians to their executing brokers. The investor may designate at most 20 EPs as executing brokers which are authorised to use its Investor ID to execute orders in China Connect Securities on its behalf. When the designated EP inputs such investor’s sell order, it shall also input the Investor ID with the sell order.	FPL Program Office – FIX Protocol, Ltd.
8020	FDID	D,AB,G,AC,8	String datatype. Same as PartyID(448) together with PartyIDSource(447)=S (FDID) and PartyRole(452)=24(Customer account) in the standard Parties component (also together with PartyRoleQualifier(2376)=18(Current) when modifying the FDID). To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups. The firm designated identifier (FDID) is a unique identifier required by the SEC for each trading account designated by Industry Members for purposes of reporting to CAT (Consolidated Audit Trail).	FPL Program Office – FIX Protocol, Ltd.
8021	NewFDID	D,AB,G,AC,8	String datatype. Same as PartyID(448) together with PartyIDSource(447)=S (FDID), PartyRole(452)=24(Customer account) and PartyRoleQualifier(2376)=19(New) in the standard Parties component. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups. The firm designated identifier (FDID) is a unique identifier required by the SEC for each trading account designated by Industry Members for purposes of reporting to CAT (Consolidated Audit Trail). Can be used when changing the FDID.	FPL Program Office – FIX Protocol, Ltd.
8022	SIJurisdiction	D, E, AB, G, AC, 8	String datatype. Same as PartyID(448) together with PartyIDSource(447)=G (MIC) and PartyRole(452)=63 (SI) in the standard Parties component and PartySubID(523) together with PartySubIDType(803)=70 (Jurisdiction) in the associated standard PtysSubGrp component. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups. The SI jurisdiction is the one applicable to an order associated with an SI in that instrument.	FPL Program Office – FIX Protocol, Ltd.
8023	ReportedJurisdictions	8	String datatype. Same as PartyID(448) together with PartyIDSource(447)=N (LEI) or P (Short code identifier) and PartyRole(452)=116 (Reporting entity) in the standard Parties component and PartySubID(523) together with PartySubIDType(803)=70 (Jurisdiction) in the associated standard PtysSubGrp component. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups. The reported jurisdictions are those that the trade has been or will be reported to. Required to also use TradeReportingIndicator(2524)=6 (Trade has been or will be reported).	FPL Program Office – FIX Protocol, Ltd.
8024	VenueOrderTypes	8, D	String datatype. Unique identifier representing the specific order type(s) offered by an execution venue. In the context of US CAT this is used for CAT field atsOrderType. ATSs provide their order types to CAT by submitting data dictionaries.”	FPL Program Office – FIX Protocol, Ltd.
8025	CustomerAccount	D, AB, G, AC, 8, s, t	String datatype. Same as PartyID(448) together with PartyIDSource(447)=D (Proprietary) and PartyRole(452)=24 (Customer account) in the standard Parties component. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups.	FPL Program Office – FIX Protocol, Ltd.
8026	AlgorithmID	D, AB, G, AC, 8, s, t	String datatype. Same as PartyID(448) together with PartyIDSource(447)=D (Proprietary), PartyRole(452)=122 (Investment Decision Maker), and PartyRoleQualifier(2376)=22 (Algorithm) in the standard Parties component. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups.	FPL Program Office – FIX Protocol, Ltd.
8027	CustomerLEI	D, AB, G, AC, 8, s, t	String datatype. Same as PartyID(448) together with PartyIDSource(447)=N (LEI) and PartyRole(452)=3 (Client ID) in the standard Parties component. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups.	FPL Program Office – FIX Protocol, Ltd.
8028	BrokerLEI	D, AB, G, AC, 8, s, t	String datatype. Same as PartyID(448) together with PartyIDSource(447)=N (LEI) and PartyRole(452)=26 (Correspondent Broker) in the standard Parties component. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups.	FPL Program Office – FIX Protocol, Ltd.
8029	MasterSPSAID	D, AB, G, AC	Master Special Segregated Accounts Investor ID that is 6 digits long without leading zero(s) assigned by CCASS (Hong Kong). HKSCC provides the Master SPSA services to the market to facilitate investors who maintain China Connect Securities with custodians but want to sell their China Connect Securities without having to pre-deliver the securities from their custodians to their executing brokers. The investor may designate at most 20 exchange participants (EPs) as executing brokers who are authorised to use their Investor ID to execute orders in China Connect Securities on his behalf. When the designated EP inputs such investor’s sell order, it shall also input the Investor ID with the sell order.	FPL Program Office – FIX Protocol, Ltd.

Tag	Field	FIX MsgTypes	Description	Created by
9000	InvestorAdvisorCode	D	a.k.a – RR Code, Salesman Code, Representative Code	Oleg Volossetski – RoaylBlue Corporation
9001	MaxShow	D	Order: Inform broker the amount of the order to be shown via IOIs <p> ADDED TO FIX 4.1 AS TAG: 210 (MaxShow)	Charles Paclat – State Street/ Lattice
9002	CrossSeqNum	AE – TradeCaptureReport	Sequence number of cross trade being reported to an exchange. The field can contain alpha-numeric values.	Tad Knowles – SunGard Trading Systems
9003	UDFSupportIndicator		Valid Values 1- Supports UDF in the message 2- Supports UDF in repeating groups	Santhanakrishnan Sundaresan – Chicago Board Of Options Exchange
9004	CustomerSize	W	Indicates the number of contracts that are customer in the top of the market message.	Santhanakrishnan Sundaresan – Chicago Board Of Options Exchange
9005	ProfessionalSize	W	Indicates the number of contracts that are professional (non-ICM)in the top of the market message.	Santhanakrishnan Sundaresan – Chicago Board Of Options Exchange
9006	QuoteUpdateControlId	MassQuote [35=i]	An Integer ID per quote for a product in the Mass Quote Message.	Santhanakrishnan Sundaresan – Chicago Board Of Options Exchange
9007	NoSettDays	Number of Settlement Days	For FIX4.2 . Defines the number of Settlement Days. Format is 1-25. This is used when SettlmntType is too restrictive.	Rohit Lad – Dresdner Kleinwort Wasserstein
9008	QuoteText	Text on Quote	For FIX4.2. Quote msg does not have Text.	Rohit Lad – Dresdner Kleinwort Wasserstein
9009	Trading System Ticket Number	8,J	Propritary Trading system Ticket number	Don Scheurer – Bloomberg
9010	Trading System Reference Ticket Number	8,J	Referernce number for Proprietary trading system ticket number	Don Scheurer – Bloomberg
9011	BLP Allocation ticket number	J,P	Inside the repeating group for allocations. This is unique to BLP Trading systems.	Don Scheurer – Bloomberg
9012	BLP Allocation ref. ticket number	J,P	UNique to BLP Trading system. Inside repeating group for allocations.	Don Scheurer – Bloomberg
9013	ADPBlotterCode	ADP Blotter Code		Neal Ramasamy – Instinet
9014	BlotOrderStatus	8	State of the order on the blot screens. 0 = Sent 1 = Sent Ack 2 = Priced 3 = Covered 4 = Accepted 5 – Rejected 6 = Canceled 7 = Passed 8 = Traded Away 9 = Tied Traded Away	Don Scheurer – Bloomberg
9015	ExecDeltaHedge	RFQ, Quote, Order Execution	Denotes whether a Delta Hedge trade should be booked to offset the risk of an option trade.	Kenneth Bromberg – Bloomberg L.P.
9016	HedgeTradeType	RFQ, Quote, Order Execution	Indicates a type of hedge trade to be executed for offset of option risk. Possible values: 1=Spot; 2=Forward	Kenneth Bromberg – Bloomberg L.P.
9017	LegNotionalCurrency	RFQ, Quote, Order Execution	The currency which the LegNotionalAmount field refers to, for an FX Option.	Kenneth Bromberg – Bloomberg L.P.
9018	LegNotionalAmount	RFQ, Quote, Order Execution	The number of units of currency that are being traded in a given leg of an FX Option. The currency being traded is denoted by the LegNotionalCurrency field, tag 9017.	Kenneth Bromberg – Bloomberg L.P.
9019	FXOptionStyle	RFQ, Quote, Order Execution	The style of FX Option. Possible values: 1=American; 2=European	Kenneth Bromberg – Bloomberg L.P.
9020	EQIQuoteResponseLevel	Quote	Indicates the level of acknowledgement expected for each quote that is submitted to NYSE as a Quote Advisory. Possible values:(0), or if the tag is not in the message, NYSE will not send any acknowledgement whatsoever for this message. (1), NYSE will send an acknowledgements only if this message fails one of NYSE validations.(2), NYSE will acknowledge this message in any case (rejection or acceptance).	Jochen de Lima – SIAC
9021	EQIAdvisoryType		Indicates what kind of information is embedded in a quote advisory message.(0)Updated fully accepted quote.(1)Updated partially accepted quote.(2)Accepted quote but not updated.(3)Partially accepted quote but not updated.(4)Rejected quote	Jochen de Lima – SIAC
9022	NYSELiquidityBidPx	Quote	NYSE Liquidity Quote Bid Price.	Jochen de Lima – SIAC
9023	NYSELiquidityBidSize	Quote	NYSE Liquidity Quote bid size.	Jochen de Lima – SIAC
9024	NYSELiquidityOfferPx	Quote	NYSE Liquidity Quote offer price.	Jochen de Lima – SIAC
9025	NYSELiquidityOfferSize	Quote	NYSE Liquidity Quote offer size.	Jochen de Lima – SIAC
9026	EQIQuoteOrigin		Indicates origin of the quote:whether the quote was generated by NYSE Display Book or by a quote submitted from the firm.(‘E’)The quote was generated because of a quote submitted by the firm.(‘D’)The quote was generated by NYSE DBK(e.g. manual quote entered by specialist).	Jochen de Lima – SIAC
9027	NYSEQuoteRefId		Provides support for cross-referencing the quote in a Quote Advisory message to a quote submitted to NYSE. This tag contains the Quote ID of the quote sent by the firm that caused the Quote Advisory.It will be present only if the original quote submission EQIQuoteResponseLevel is 1 (if the submission failed some validation) or 2 (in all cases).	Jochen de Lima – SIAC
9028	NYSENoQuoteErrors		The number of errors in quote validation that are present in a Quote Advisory message (used for repeating group).	Jochen de Lima – SIAC
9029	NYSEQuoteFieldCode		Contains the indication of which quote element failed validation, and will be used in conjunction with the NYSEQuoteErrorCode tag to specify the complete error. Possible values:(0) Best Quote bid.(1) Best Quote offer.(2)Liquidity Quote bid.(3)Liquidity Quote offer.(4)Error not due to the quote data itself,but due to some generic reason(trading halt, stock frozen, etc).	Jochen de Lima – SIAC
9030	NYSEQuoteErrorCode		Indicates the quote validation error code in a partially accepted or rejected quote submission(e.g. NYSE Xpress order restriction,auto quote suspended on side,invalid price,discarded due to throttling,etc) .	Jochen de Lima – SIAC
9031	QuoteUpdateRequestID		Unique identifier issued for each Quote Update Request message in a connection(request to subscribe/unsubscribe for quotes).	Jochen de Lima – SIAC
9032	UpdateRequestRejectReason		Indicates the encoded reason why the subscription/unsubscription request failed.	Jochen de Lima – SIAC
9033	EQIRole		Identifies the role of an entering party in a Quote Submission.	Jochen de Lima – SIAC
9034	CallPutCurrency	RFQ, Quote, Order Execution	Denotes what currency a given leg of an FX Option is operating on. Works in conjunction with CallOrPut tag.	Kenneth Bromberg – Bloomberg L.P.
9035	OmgeoNoTDBusinessExceptionCodes	AS	Omgeo CTM specific field. Number of repeating groups for TradeDetail business exceptions.	Shunichi Sueno – Omgeo
9036	OmgeoTDBusinessExceptionCode	AS	Omgeo CTM specific field. A reason code for TradeDetail business exceptions.	Shunichi Sueno – Omgeo
9037	OmgeoTDHighestErrorSeverity	AS	Omgeo CTM specific field. The highest Error Severity code within the Trade detail.	Shunichi Sueno – Omgeo
9038	OmgeoTLBusinessExceptionCode	AS	Omgeo CTM specific field. A reason code for business exceptions.	shunichi sueno – Omgeo
9039	OmgeoNoTLBusinessExceptionCodes	AS	Omgeo CTM specific field. Number of repeating groups for business exceptions	shunichi sueno – Omgeo
9040	OmgeoShowHiddenFieldsIndicator	J	Omgeo CTM specific field. An indicator for hiding data from the counter party.	shunichi sueno – Omgeo
9041	OmgeoL2MatchingProfileName	J	Omgeo CTM specific field. Specifies the name of the L2 matching profile.	shunichi sueno – Omgeo
9042	OmgeoNoTradeTransCondIndicators	J, AS	Omgeo CTM specific field. Number of repeating OmgeoTradeTransactionIndicator entries.	shunichi sueno – Omgeo
9043	OmgeoTradeTransCondIndicator	J, AS	Omgeo CTM specific field. Indicates the bargain conditions vfor the trade.	shunichi sueno – Omgeo
9044	OmgeoNoSettlTransCondIndicators	J, AS	Omgeo CTM specific field. Number of repeating OmgeoSettlementTransactionIndicator entries.	shunichi sueno – Omgeo
9045	OmgeoSettlTransCondIndicator	J, AS	Omgeo CTM specific field. Indicates the bargain conditions for the trade.	shunichi sueno – Omgeo
9046	OmgeoTradeLevelMasterReference	J, AS	Omgeo CTM specific field. A unique identifier for the trade side that is supplied by the client.	shunichi sueno – Omgeo
9047	OmgeoTradeDetailTradeAmount	J, AS	Omgeo CTM specific field. Indicates the trade (deal) amount for the trade detail (i.e., the account allocation).	shunichi sueno – Omgeo
9048	OmgeoSettlInstrSourceIndicator	J, AS	Omgeo CTM specific field. Indicates the source of settlement instructions. If not present, settlement instructions will not be enriched and manual settlement instructions included in the message will not be processed.	shunichi sueno – Omgeo
9049	OmgeoAlertCountryCode	J, AS	Omgeo ALERT specific field. Used for ALERT settlement instruction lookup. Codes are not ISO country codes.	shunichi sueno – Omgeo
9050	OmgeoAlertMethodType	J, AS	Omgeo ALERT specific field. The ALERT clearing method type, used for ALERT settlement instruction lookup.	shunichi sueno – Omgeo
9051	OmgeoAlertSecurityType	J, AS	Omgeo ALERT specific field. The ALERT security type code used for ALERT settlement instruction lookup.	shunichi sueno – Omgeo
9052	OmgeoTradeSideID	J, AS, P	Omgeo CTM specific field. A unique identifier for a trade side that is generated by CTM.	shunichi sueno – Omgeo
9053	OmgeoSettlementViewIndicator	AS	Omgeo CTM specific field. Indicates whether an Allocation Report represents a Settlement view or describes a status change.	shunichi sueno – Omgeo
9054	OmgeoTLMatchStatus	AS	Omgeo CTM specific field. Indicates the match status at the trade level.	shunichi sueno – Omgeo
9055	OmgeoRejectComponentFlagBlock	AS	Omgeo CTM specific field. Indicates a Block has been rejected.	shunichi sueno – Omgeo
9056	OmgeoCompleteStatus	AS	Omgeo CTM specific field. Indicates the complete status.	shunichi sueno – Omgeo
9057	OmgeoMatchAgreedStatus	AS	Omgeo CTM specific field. Indicates the trade is matched at the trade level and trade details, is complete and has no errors.	shunichi sueno – Omgeo
9058	OmgeoTLHighestErrorSeverity	AS	Omgeo CTM specific field. Indicates the severity of an error against the trade level (i.e., the block).	shunichi sueno – Omgeo
9059	OmgeoTradeSideHighestErrSeverity	AS	Omgeo CTM specific field. Indicates the severity of an error against the trade side (i.e., the block and all of the associated account allocations).	shunichi sueno – Omgeo
9060	OmgeoBrokerCountryOfIssue	AS	Omgeo CTM specific field. Indicates CountryOfIssue as entered by the executing broker.	shunichi sueno – Omgeo
9061	OmgeoBrokerIDSource	AS	Omgeo CTM specific field. Indicates the IDSource as entered by the executing broker.	shunichi sueno – Omgeo
9062	OmgeoBrokerSecurityID	AS	Omgeo CTM specific field. The SecurityID as entered by the executing broker.	shunichi sueno – Omgeo
9063	OmgeoNoErrors	P	Omgeo CTM specific field. Number of repeating groups of block-level errors.	shunichi sueno – Omgeo
9064	OmgeoErrorKey	P	Omgeo CTM specific field. An identifier representing the error message.	shunichi sueno – Omgeo
9065	OmgeoErrorXPath	P	Omgeo CTM specific field. The XPath of the CTM field, which caused the error.	shunichi sueno – Omgeo
9066	OmgeoErrorText	P	Omgeo CTM specific field. A human-readable description of the error.	shunichi sueno – Omgeo
9067	OmgeoNoIndividualErrors		Omgeo CTM specific field. Number of repeating groups of allocation account-level errors.	shunichi sueno – Omgeo
9068	OmgeoIndividualErrorKey	P	Omgeo CTM specific field. An identifier representing the error message.	shunichi sueno – Omgeo
9069	OmgeoIndividualErrorXPath	P	Omgeo CTM specific field. The XPath of the CTM field, which caused the error.	shunichi sueno – Omgeo
9070	OmgeoIndividualErrorText	P	Omgeo CTM specific field. A human-readable description of the error.	shunichi sueno – Omgeo
9071	OldQty	New Order Single	Must be equal to the currently remaining quantity and not the original order quantity	Priya Sampath – Changepond Technologies
9072	CallOrPut	RFQ, Quote, Order Execution	Denotes whether a particular leg of an FX Option trade is a Call or a Put. Possible Values: 1=Call; 2=Put	Kenneth Bromberg – Bloomberg L.P.
9073	Currency1	RFQ, Quote, Order Execution	Denotes one of two currencies in an FX Option trade.	Kenneth Bromberg – Bloomberg L.P.
9074	Currency2	RFQ, Quote, Order Execution	Denotes the second of two currencies in an FX Options trade.	Kenneth Bromberg – Bloomberg L.P.
9075	DeltaLeg	Quote, OrderExecution	The per-leg Delta value for an FX Option trade.	Kenneth Bromberg – Bloomberg L.P.
9076	GammaLeg	Quote, OrderExecution	The per-leg Gamma value for an FX Option trade.	Kenneth Bromberg – Bloomberg L.P.
9077	VegaLeg	Quote, OrderExecution	The per-leg Vega value for an FX Option trade.	Kenneth Bromberg – Bloomberg L.P.
9078	ThetaLeg	Quote, OrderExecution	The per-leg Theta value for an FX Option trade	Kenneth Bromberg – Bloomberg L.P.
9079	RhoLeg	Quote, OrderExecution	The per-leg Rho value for an FX Option trade.	Kenneth Bromberg – Bloomberg L.P.
9080	SpotHedgeLeg	Quote, OrderExecution	The price of the instrument with which a given leg of an FX Option trade is being hedged.	Kenneth Bromberg – Bloomberg L.P.
9081	VommaLeg	Quote, OrderExecution	The per-leg Vomma value for an FX Option trade.	Kenneth Bromberg – Bloomberg L.P.
9082	VannaLeg	Quote, OrderExecution	The per-leg Vanna value for an FX Option trade.	Kenneth Bromberg – Bloomberg L.P.
9083	DeltaNet	Quote, OrderExecution	The net Delta value for an FX Option trade.	Kenneth Bromberg – Bloomberg L.P.
9084	OmgeoThirdPartyDetail		This composite is present only if notifications are sent from a third party. This composite consists of ThirdPartyDetailStatus, ThirdPartyDetailStatusTime, ThirdPartySummaryStatus, ThirdPartyHighestErrorSeverity, ThirdPartyError, and ThirdPartySourceSettingAgentFro mMessage	Dharmendra Makhijani – Omgeo LLC
9085	GammaNet	Quote, OrderExecution	The net Gamma value for an FX Option trade.	Kenneth Bromberg – Bloomberg L.P.
9086	VegaNet	Quote, OrderExecution	The net Vega value for an FX Option trade.	Kenneth Bromberg – Bloomberg L.P.
9087	ThetaNet	Quote, OrderExecution	The net Theta value for an FX Option trade.	Kenneth Bromberg – Bloomberg L.P.
9088	RhoNet	Quote, OrderExecution	The net Rho value for an FX Option trade.	Kenneth Bromberg – Bloomberg L.P.
9089	SpotHedgeNet	Quote, OrderExecution	The net price of the instruments with which an FX Option trade is being hedged.	Kenneth Bromberg – Bloomberg L.P.
9090	CanTradeQuote	FIX 4.2 Quote (S)	This tag will be used to determine if an order with the same symbol can be traded after a certain period of wait time against a quote. This in regards to block trading of securities electronically.	Kamron Awwal – Bank of America
9091	QuoteStreamClosed	FIX 4.2 Quote Ack (b)	This is used to differentiate between a quote rejection and the actual closing of a quote stream for business reasons.	Kamron Awwal – Bank of America
9092	PBTFut1		Reserved for future Banc of America Securities PBT usage.	Kamron Awwal – Bank of America
9093	PBTFut2		Reserved for future Banc of America Securities PBT usage.	Kamron Awwal – Bank of America
9094	PBTFut3		Reserved for future Banc of America Securities PBT usage.	Kamron Awwal – Bank of America
9095	PBTFut4		Reserved for future Banc of America Securities PBT usage.	Kamron Awwal – Bank of America
9096	VommaNet	Quote, OrderExecution	The net Vomma value for an FX Option trade.	Kenneth Bromberg – Bloomberg L.P.
9097	VannaNet	Quote, OrderExecution	The net Vanna value for an FX Option trade.	Kenneth Bromberg – Bloomberg L.P.
9098	VolatilityLeg	Quote, OrderExecution	The per-leg volatility for an FX Option trade.	Kenneth Bromberg – Bloomberg L.P.
9099	ForwardRate	Quote	The value of the forward rate for an FX Option.	Kenneth Bromberg – Bloomberg L.P.
9100	ContraBroker	8	To report the contra broker(s) involved in trade. Can be up to 5 (currently), may need more in future. <p> ADDED TO FIX 4.2 AS TAG: 375 (ContraBroker)	Paul Schaeffler – Paine Webber Inc.
9101	FXSplitTradeFlag	AE	FX Split trade indicator – Split FX trade across multiple books – Y/N	Don Scheurer – Bloomberg
9102	FxMarketType	AE,AR	FX Non-deliverable forward indicator R = regular N = onshore O = OffshoreDefault = R	Don Scheurer – Bloomberg
9103	NoTickets		Number of BLP trade tickets created as a result of the incoming trade message	Don Scheurer – Bloomberg
9104	RepeatingTicketNo	AR	FX trading creates multiple transactions. This will contain the ticket numbers returned.	Don Scheurer – Bloomberg
9105	Checkout	J,P	Y – Indicates a full allocation N – Indicates partial or Dummy account’s	Don Scheurer – Bloomberg
9106	AutoexFirmStatus		A Trading System Firm Auto-Execution Status Tag Y – Firm will automatically accept N – Firm will reject all P – Firm will pend for manual accept/reject	Don Scheurer – Bloomberg
9107	Trading Strategy	AE	Trading strategy of a transaction (ex. hedge fund trading strategy)	Gleb Skayansky – Bloomberg LLP.
9108	Primary Security Identifier	AE	Primary money market security identifier	Gleb Skayansky – Bloomberg LLP.
9109	FRNIndex	8, AS	Index used for calculating the current coupon value of a floating rate note	Thomas Hill – Market Axess
9110	PctOfVolume	D	Required/necessary to complement ExecInst tag 18 when set to enum=D, “percent of volume.”	Paul Schaeffler – Paine Webber Inc.
9111	SolicitedFlag	D	To flag whether the order was solicited (by broker) or unsolicited. Need to pass this information on to downstream clients/systems. Use of solicited/unsolicited not found in any other tags/enum values. <p> ADDED TO FIX 4.2 AS TAG: 377 (SolicitedFlag)	Paul Schaeffler – Paine Webber Inc.
9112	DeltaHedgeSpotDate	Quote	Value/Spot date (settlement date) for the delta hedge of an FX Option	Kenneth Bromberg – Bloomberg L.P.
9113	DepositUnit	Quote	Deposit Unit for an FX Option trade. Possible Values: 1=Ann; 2=Semi; 3=Cont; 4=MMkt	Kenneth Bromberg – Bloomberg L.P.
9114	DepositAccrual	Quote	Accrual Unit for an FX Option trade. Possible values: 1=ACT/ACT; 2=20/360; 3=ACT/360; 4=ACT/365	Kenneth Bromberg – Bloomberg L.P.
9115	DepositRate	Quote	Deposit rate in units and accrual convention specified in tags 9113 and 9114	Kenneth Bromberg – Bloomberg L.P.
9116	CounterDepositUnit	Quote	Counter deposit unit for FX Option trade., Valid values: • 1 = Ann • 2 = Semi • 3 = Cont • 4 = M Mkt	Kenneth Bromberg – Bloomberg L.P.
9117	CounterDepositAccrual	Quote	Counter accrual unit for FX Option trade. Valid values: • 1 = ACT/ACT • 2 = 20/360 • 3 = ACT/360 • 4 = ACT/365	Kenneth Bromberg – Bloomberg L.P.
9118	CounterDepositRate	Quote	Counter deposit rate in units and accrual convention specified in 9116 and 9117	Kenneth Bromberg – Bloomberg L.P.
9119	SettlFixingDate	D	Settlement Fixing Date	Mark Zelyony – Bloomberg
9120	SettlCurrency2	D	Settlement Currency for the second leg of NDF swap	Mark Zelyony – Bloomberg
9121	FixingDate2	D	Fixing Date for the second leg of NDF swap. ( First leg is 6203 )	Mark Zelyony – Bloomberg
9122	BBBankNum	RFQ, Quote, OrderExecution	The Bloomberg-specific ID associated with a particular dealer.	Kenneth Bromberg – Bloomberg L.P.
9123	SpotNotional	Quote, OrderExecution	The signed notional for a spot hedge trade for an FX Option. Always refers to the currency denoted as Currency1 (tag 9073).	Kenneth Bromberg – Bloomberg L.P.
9124	ExpiryTime	RFQ, Quote, OrderExecution	Time of FX Option expiry, expressed in GMT format. Example: 10:00:00	Kenneth Bromberg – Bloomberg L.P.
9125	ExpiryTimeCode	RFQ, Quote, OrderExecution	Time of expiration of FX Option, encoded into enumeration of three major cuts. Possible values: 1=NY: 10:00:00; 2=Tokyo: 15:00:00; 3=London: 15:00:00; 4=Mexico: 11:30:00; 5=Frankfurt: 14:30:00; 6=Taiwan: 11:00:00; 7=Seoul: 17:30:00; 8=Istanbul 14:00:00	Mark Zelyony – Bloomberg
9126	OptionStrategy	RFQ, Quote, OrderExecution	1 — single leg, 2 — straddle, 3 — strangle, 4 — risk reversal, 5 — participating forward, 6 — diagonal spread, 7 — call/put spread, 8 — calendar spread, 9 — two leg	Mark Zelyony – Bloomberg
9127	DeliveryType	RFQ, Quote, OrderExecution	Type of delivery for an option trade. 1 — cash, 2 — delivery	Mark Zelyony – Bloomberg
9128	Tolerance		Maximum allowed delta	David Zinberg – Lehman Brothers
9129	ToleranceUnit		Unit of Tolerance Value (%, $)	David Zinberg – Lehman Brothers
9130	BarrierStyle	RFQ, Quote, OrderExecution	Style of a barrier for Barrier option. 1– knock-in, 2 — knock-out	Mark Zelyony – Bloomberg
9131	BarrierLevel	RFQ, Quote, OrderExecution	Price of the underlying at which the option comes in existance or ceases to exist.	Mark Zelyony – Bloomberg
9132	BarrierDirection	RFQ, Quote, OrderExecution	Designates the direction in which the Barrier needs to be crossed to activate the option. 1 — up, 2 — down.	Mark Zelyony – Bloomberg
9133	BarrierStartDate	RFQ, Quote, OrderExecution	The date the price monitoring starts.	Mark Zelyony – Bloomberg
9134	BarrierEndDate	RFQ, Quote, OrderExecution	The date the price monitoring ends.	Mark Zelyony – Bloomberg
9135	BarrierRebate	RFQ, Quote, OrderExecution	Predefined rebate for Barrier option	Mark Zelyony – Bloomberg
9136	OptionProductType	RFQ, Quote, Order Execution	Describes the standard optoin type: 1 — Vanilla, 2 — Knock-In, 3 — Knock-Out, 4 — One Touch, 5 — No Touch, 6 — Double Knock-In, 7 — Double Knock-Out	Mark Zelyony – Bloomberg
9137	BarrierLevel2	RFQ, Quote, OrderExecution	Level of the second barrier for double barrier options	Mark Zelyony – Bloomberg
9138	BarrierRebate2	RFQ, Quote, OrderExecution	Rebate for the second barrier for double barrier options	Mark Zelyony – Bloomberg
9139	AskPrice	Quote	Net ask price for 2-way pricing	Mark Zelyony – Bloomberg
9140	HoldIntrnl	D	Field indicating instruction to hold order internally for matching. Default=None, 1=Hold Internal	Matthew Gordon – GlobeNet
9141	DeltaNet AskValue	Quote	Delta Net value for ask quote in 2-way pricing	Mark Zelyony – Bloomberg
9142	GammaNet AskValue	Quote	Net Gamma value for ask quote in 2-way pricing	Mark Zelyony – Bloomberg
9143	VegaNet AskValue	Quote	Net Vega value for ask quote in 2-way pricing	Mark Zelyony – Bloomberg
9144	ThetaNet Ask Value	Quote	Net Theta value for ask quote in 2-way pricing	Mark Zelyony – Bloomberg
9145	Spot Hedge Net Ask Value	Quote	Net Theta value for ask quote in 2-way pricing	Mark Zelyony – Bloomberg
9146	VommaNet AskValue	Quote	Net Vomma value for ask quote in 2-way pricing	Mark Zelyony – Bloomberg
9147	VonnaNet AskValue	Quote	Net Vanna value for ask quote in 2-way pricing	Mark Zelyony – Bloomberg
9148	Leg Ask Price	Quote	Price of the option leg for ask quote in 2-way pricing.	Mark Zelyony – Bloomberg
9149	GammaLeg Ask	Quote	Gamma leg for ask quote in 2-way pricing	Mark Zelyony – Bloomberg
9150	BBExecSubType	String	For adding, updating and deleting securities as part of trade capture message, AE.	Tom Healey – Bloomberg
9151	VegaLeg Ask	Quote	Vega leg for ask quote in 2-way pricing	Mark Zelyony – Bloomberg
9152	Variation	U00B1, U00B2, U0003, U0002, U0001, U0032	Concatenation of a sign and an absolute variation	Pascal lacoste – Euronext
9153	ThetaLeg Ask	Quote	Theta leg for ask quote in 2-way pricing	Mark Zelyony – Bloomberg
9154	SpotHedgeLeg Ask	Quote	Spot hedge leg for ask quote in 2-way pricing	Mark Zelyony – Bloomberg
9155	OmgeoRejectComponentFlagAlloc	AS	Omgeo CTM specific field. Indicates an allocation has been rejected.	Shunichi Sueno – Omgeo
9156	OmgeoTradeToleranceMatchStatus	AS	Omgeo CTM specific field. Indicates if the trade has matched agreed within the accepted Tolarence or has matched with exact value.	Shunichi Sueno – Omgeo
9157	VommaLeg Ask	Quote	Vomma leg for ask quote in 2-way pricing	Mark Zelyony – Bloomberg
9158	VannaLeg Ask	Quote	Vanna leg for ask quote in 2-way pricing	Mark Zelyony – Bloomberg
9159	VolatilityLeg Ask	Quote	Volatility leg for ask quote in 2-way pricing	Mark Zelyony – Bloomberg
9160	ForwardRateLeg Ask	Quote	Forward rate leg for ask quote in 2-way pricing	Mark Zelyony – Bloomberg
9161	DeltaLeg Ask	Quote	Delta leg for ask quote in 2-way pricing	Mark Zelyony – Bloomberg
9162	RhoLeg Ask	Quote	Rho leg for ask quote in 2-way pricing	Mark Zelyony – Bloomberg
9163	RhoNet AskValue	Quote	Net Rho value for ask quote in 2-way pricing	Mark Zelyony – Bloomberg
9164	TheoVariation	U0030	Theoretical open price variation	Pascal lacoste – Euronext
9165	RFQReferenceNo	8	Request for Quote reference number	Juliette Vignola – Nasdaq/OMX
9166	OrigInfoMarket	U0004, U0002	Origin of market information indicator	Pascal lacoste – Euronext
9167	BidNbOr	U0004		Pascal lacoste – Euronext
9168	OfferNbOr	U0004	Number of sell orders	Pascal lacoste – Euronext
9169	BidNbOr	U0004	Number of buy orders	Pascal lacoste – Euronext
9170	CLExecID	8	Client Execution id – A coresponding execution report from another system to send the original execution id sent. Execution report id for an fx trade done for a previous execution report sent to BLP	Don Scheurer – Bloomberg
9171	TradeVersion	Execution Report	Int that identifies the version of the Execution Report.	Andre Mais – Fannie Mae
9172	TradeDiscountRateDayCount	Execution Report	“ACT_360”	Andre Mais – Fannie Mae
9173	TradeIssueDate	Execution Report	The date that the Trade is executed.	Andre Mais – Fannie Mae
9174	CommRateDayCount	Execution Report	“ACT_360”	Andre Mais – Fannie Mae
9175	ProgramType	Execution Report	“DN”	Andre Mais – Fannie Mae
9176	ProgramSettleType	Execution Report	“FedWire”	Andre Mais – Fannie Mae
9177	Trade Principal	Execution Report	A boolean value indicating if the Trade is for principal. “Y \| N”	Andre Mais – Fannie Mae
9178	ProgramOpen	MassQuote	A boolean value indicating if the Program is open. “Y \| N”	Andre Mais – Fannie Mae
9179	CashOpen	MassQuote	A boolean value indicating if cash settlement is open. “Y \| N”	Andre Mais – Fannie Mae
9180	ReversedInquiryAmt	MassQuote		Andre Mais – Fannie Mae
9181	OfferingType	MassQuote	Specifies the type of offering. “DN”	Andre Mais – Fannie Mae
9182	QuoteEntryOpen	MassQuote	A boolean value indicating the status of a single bucket. “Y \| N”	Andre Mais – Fannie Mae
9183	SettleTypeAlt	MassQuote	A char indicating the settlement type: 0 = Reg, 1 = Cash, 2 = Skip, 3 = Reg and Cash, 4 = Reg and Skip, 5 = Cash and Skip, 6 = Reg and Cash and Skip	Andre Mais – Fannie Mae
9184	MaturityDateEnd	MassQuote	The maturity end date for a single bucket.	Andre Mais – Fannie Mae
9185	OfferingTime	MassQuote	The date and time when the MassQuote message is created.	Andre Mais – Fannie Mae
9186	FMTradeStatus	Execution Report	Indicates the status of a Trade: 1 = Accepted, 2 = Updated, 3 = Canceled, 4 = Confirmed, 5 = Unconfirmed	Andre Mais – Fannie Mae
9187	TouchType	RFQ, Quote, Order Execution	Describes the type of exercising for touch options. No touch — 1, Pay when hit — 2, Pat at expiry — 3	Mark Zelyony – Bloomberg
9188	ExerciseStartDate	RFQ, Quote, OrderExecution	The beginning date of option exercise period.	Mark Zelyony – Bloomberg
9189	ExerciseEndDate	RFQ, Quote, OrderExecution	The end date of option exercise period.	Mark Zelyony – Bloomberg
9190	SectorVariable		Enforce a sector-level constraint	David Zinberg – Lehman Brothers
9191	SuppressOrderStatus	A	Firm indicator for the types of execution report a firm would not like to receive. Possible values are same as for OrdStatus [Tag 39]. Example – a firm not wishing to receive “Done for Day” type Execution Reports can specify a value of 3 in the logon message. This tag can have multiple comma separated values.	Vivek Beniwal – CBOE
9192	EnhancedQuoteBehavior	A	Indicator on the Logon message that determines behavior of User Quotes on the CBOE system.	Vivek Beniwal – CBOE
9193	RemoveType	U00A4, U00D4	Type of deletion indicator	Pascal lacoste – Euronext
9194	SpotAskRate	Quote	Used for 2-way pricing – spot rate of the ask quote	Mark Zelyony – Bloomberg
9195	OmgeoTPNotificationType		If ThirdPartyData composite is created for CDS, this field contains DEPO; if created for third party, it contains THRD.	Dharmendra Makhijani – Omgeo LLC
9196	TradingStatus	U0005	Instrument trading status indicator	Pascal lacoste – Euronext
9197	OmgeoTPMessageDelivery		This composite contains information about the third party DeliveryChannel, MessageFormat,and HeaderFooterFormat.	Dharmendra Makhijani – Omgeo LLC
9198	SuspendTime	U0005	Date time of instrument halting	Pascal lacoste – Euronext
9199	HighLimit	U0037	Maximum authorized price at which an instrument can trade	Pascal lacoste – Euronext
9200	LowLimit	U0037	Minimum authorized price at which an instrument can trade	Pascal lacoste – Euronext
9201	MatchBid	S	Needed in a Danish market. Used to verify that a client has got the latest instrument price when making an order.	Martin Algesten – Interbizz Financial Systems AB
9202	MatchAsk	S	Needed in Danish market. Used to verify that a client has got the latest pricing when making an order.	Martin Algesten – Interbizz Financial Systems AB
9203	CommPxLimit	D	If commission needs to be calculated by trading systems. Formula: IF (Price<=CommPxLimit) Comm=MAX(CommMin,MIN(PriceCommPct1,CommMax)) ELSE Comm=PriceCommPct2	Martin Algesten – Interbizz Financial Systems AB
9204	CommMin	D	If commission needs to be calculated by trading system. Formula: IF(Price <= CommPxLimit) Comm=MAX(CommMin,MIN(PriceCommPct1,CommMax)) ELSE Comm=PriceCommPct2	Martin Algesten – Interbizz Financial Systems AB
9205	CommMax	D	If commission needs to be calculated by trading system. Formula: IF(Price <= CommPxLimit) Comm=MAX(CommMin,MIN(PriceCommPct1,CommMax)) ELSE Comm=PriceCommPct2	Martin Algesten – Interbizz Financial Systems AB
9206	CommPct1	D	If commission needs to be calculated by trading system. Formula: IF(Price <= CommPxLimit) Comm=MAX(CommMin,MIN(PriceCommPct1,CommMax)) ELSE Comm=PriceCommPct2	Martin Algesten – Interbizz Financial Systems AB
9207	EMS	text	Buy side vendor to provide the EMS software version that the trader is using to send in orders. For example: “BloombergEMS 1.0”	Natasha Bonner-Fomes – Lehman Brothers HK
9208	MessageKind	U0023	Indicates the general contents of an E-mail	Pascal lacoste – Euronext
9209	MessageDestination	U0023	Indicates the user to whom the message is adressed	Pascal lacoste – Euronext
9210	NbMaxPart	U0023	Number of messages in this E-mail	Pascal lacoste – Euronext
9211	SMAttribFlag	New Order Single, Cancel Replace	For Supermontage orders, Indecates whether the order should be anonymous or not. If the tag is not present or if it is ‘N’ the order will be attributable. If the tag is ‘Y’ Supermontage will view the order as anonymous.	Ramesh Kadambi – NASDAQ
9212	SMAIQFlag	New Order Single, Cancel Replace	For Supermontage orders, this value is used to specify whether internalization is allowed on the order. Keep in mind that AIQ means anti-internalization. Valid Values: N – Internalize First. I – Do not internalize first but allow this order to match orders with the same MPID. Y – Never allow internalization.	Ramesh Kadambi – NASDAQ
9213	SMPrImpFlag	New Order Single, Cancel Replace	For Supermontage orders, a 1 character flag (Y/N) to indicate that price improvement is in effect. This field is passed back on execution reports.	Ramesh Kadambi – NASDAQ
9214	SMBnchdFlag	New Order Single, Cancel Replaces, Executions	For Supermontage orders, 1 character keyword used to indicate bunched orders. The value if present should be ‘B’. This is passed back on execution reports.	Ramesh Kadambi – NASDAQ
9215	LiqProvOnly	New Order Single, Cancel Replace	Flag is used to specify a Summary/Liquidity provider only order.	Ramesh Kadambi – NASDAQ
9216	PortfolioBuyValue		Dollar value of buys	David Zinberg – Lehman
9217	PortfolioSellValue		Dollar value of sells	David Zinberg – Lehman
9218	OverallVolumeLimit		Volume restriction on entire order.	David Zinberg – Lehman
9219	InstrumentID	U0153, U0253	Security referential identifier	Pascal lacoste – Euronext
9220	HighTenorQuoteId	D	HighTenorQuoteId used for order message to indicate interpolated price calculation from FX streaming quote id	Don Scheurer – Bloomberg
9221	AuxAuctionInfo	R	for Optional Auction data in solicting an Auction	Magic Magee – Chicago Board Options Exchange
9222	SpotQuoteId	D	SpotQuoteId used for order message to indicate price from FX streaming quote id	Don Scheurer – Bloomberg
9223	AllocationType		Used to indicate whether an existing template identified by Tag 70 should be used for pre-allocation or the allocation details are defined in the fix message body. Valid values are: 0 = No Pre allocation. 1 = Details provided in the message. 2 = Use a pre existing template identified by Tag 70.	Rajesh Khumanthem –
9224	LiquidityProvider	Execution Report (FIX4.2)	Contains the Legal entity long name or BIC code of dealer whose best quote on inquiry actually triggers the trade between MarketAxess and client trader. DataType=String	Pomeli Ghosh – MarketAxess
9225	MessageID	U0023	Sequence number of message within this E-mail	Pascal lacoste – Euronext
9226	Vendor network	Text	Buy side to provide the Network that the trader is using to send in orders. For example: “NYFIX”	Natasha Bonner-Fomes – Lehman Brothers HK
9227	StockType	U0153, U0253	Stock type	Pascal lacoste – Euronext
9228	OmgeoTPNErrorID		A unique identifier for each error on a given trade component.	Dharmendra Makhijani – Omgeo LLC
9229	OmgeoTPNErrorSeverity		This field represents the significance of the synchronous and asynchronous errors.	Dharmendra Makhijani – Omgeo LLC
9230	OmgeoTPNErrorText		This field describes the error code.	Dharmendra Makhijani – Omgeo LLC
9231	TradeThruFlag	Execution Reports	The trade Through flag indicates if an execution in Supermontage Intermarket was traded through another market. Values : Y/N	Ramesh Kadambi – NASDAQ
9232	CommitIdent	Execution Reports	Commintment Indentifier. This field is populated with a 1-5 Alpha Numeric value on a Supermontage Intermarket execution report when an execution is effected with an ITS participant.	Ramesh Kadambi – NASDAQ
9233	ComplResp	New Order Single	This is a Supermontage Intermarket flag. This is used to indicate the complaint ID (1-5 Alpha) to indicate the complaint you are responding to. This ID is obtained from NASDAQ market watch.	Ramesh Kadambi – NASDAQ
9234	BlkOrdFlag	New Order Single, Cancel Replace	Used in Supermontage Inter Market. This flag indicates if the order is a block order. A block order is characterized by 10000 shares or more or $200000 or more. Values : Y/N. This is not a mandatory field.	Ramesh Kadambi – NASDAQ
9235	OmgeoDeliveryChannel		Part of the TPMessageDelivery composite, this field contains the delivery channel parameter for the third party destination profile for this notification.	Dharmendra Makhijani – Omgeo LLC
9236	OmgeoMessageFormat		Part of the TPMessageDelivery composite, this is the message format parameter for the third party destination profile for this notification.	Dharmendra Makhijani – Omgeo LLC
9237	OmgeoHeaderFooterFormat		Part of the TPMessageDelivery composite, this is the header footer format parameter for the third party destination profile for this notification.	Dharmendra Makhijani – Omgeo LLC
9238	LehmanATS9	D,G,8	Lehman ATS Field 9	Ryan Pierce – Lehman Brothers
9239	LehmanATS10	D,G,8	Lehman ATS Field 10	Ryan Pierce – Lehman Brothers
9240	TALAccountType	D	Integer corresponding to the account type within the TAL OMS.	Ryan Pierce – Townsend Analytics Ltd.
9241	LehmanATS1	D,G,8	Lehman ATS Field 1	Ryan Pierce – Townsend Analytics
9242	LehmanATS2	D,G,8	Lehman ATS Field 2	Ryan Pierce – Townsend Analytics, Ltd.
9243	LehmanATS3	D,G,8	Lehman ATS Field 3	Ryan Pierce – Townsend Analytics, Ltd.
9244	LehmanATS4	D,G,8	Lehman ATS Field 4	Ryan Pierce – Townsend Analytics
9245	LehmanATS5	D,G,8	Lehman ATS Field 5	Ryan Pierce – Townsend Analytics
9246	LehmanATS6	D,G,8	Lehman ATS Field 6	Ryan Pierce – Townsend Analytics
9247	LehmanATS7	D,G,8	Lehman ATS Field 7	Ryan Pierce – Townsend Analytics
9248	LehmanATS8	D,G,8	Lehman ATS Field 8	Ryan Pierce – Townsend Analytics
9249	TriggerQty	Qty	Strategy pounce trigger quantity (number of shares)	Andrew Bowley – Lehman Brothers
9250	IdealPrice	D	Price Goal.	Serge Canizares – Jefferies
9251	VolumeLimit	D,G	Volume limit orders are permitted to approach while trading. Integer value from 0 – 100.	Serge Canizares – Jefferies
9252	Urgency	D,G	The acceptable market impact that strategy orders are allowed to induce. Signed integer value.	Serge Canizares – Jefferies
9253	Tolerance	D	Price move tolerance. Used to create a firm limit price from a specified price target. Strictly positive double value.	Serge Canizares – Jefferies
9254	Duration	D,G	Specified lifetime for orders, i.e. 25 = 25 minutes. Integer value.	Serge Canizares – Jefferies
9255	MinTake	D,G	Minimum block size allowed when searching for liquidity levels. Integer Value.	Serge Canizares – Jefferies
9256	StartTime	D	Start time in HHMM format for Jefferies trading strategies. i.e. 1300 = 1:00 PM Integer Value	Serge Canizares – Jefferies
9257	EndTIme	D	End time in HHMM format for Jefferies trading strategies. i.e. 1300 = 1:00 PM Integer Value.	Serge Canizares – Jefferies
9258	Footprint	D	Specify the type of market footprint orders are permitted to take on. Integer value.	Serge Canizares – Jefferies
9259	Strategy Flags	D	Instructions for strategies. Integer value.	Kevin Hester –
9260	ProcessCount	U00A0	Total number of transmitter process	Pascal lacoste – Euronext
9261	OverridPrice	U00A2	Overriding price	Pascal lacoste – Euronext
9262	MsgID	7, j, h, f, b, U00D3, U0023, U00D4, U0418, U0109, U00B5, U00B4, U00B6, U00B1, U00B2, U0005, U0004, U0003, U0002, U0001, 8, 7, U0421, U0037, U0034, U0032, U0030, B, U0151, U0150, U0153, U0038, U0039, U0253, U0250, U0251, U0007, U0010, U0133, U0016,	This tag is used to identify each message for recovery purpose by the HUB	Pascal lacoste – Euronext
9263	ActionCode	U00A3, U00D3	Indicate the type of update on the market sheet	Pascal lacoste – Euronext
9264	DisplayLimitPrice	U00A3, U00D3	The price at which an order is listed on the market sheet	Pascal lacoste – Euronext
9265	PriorityTime	U00A3		Pascal lacoste – Euronext
9266	MaxFloorPercent	Qty	Max Floor Percent of Touch	Andrew Bowley – Lehman Brothers
9267	OrderIDPrev	U00A3, U00D3	ID of previous order	Pascal lacoste – Euronext
9268	Lehman			Natasha Bonner-Fomes – Lehman Brothers HK
9269	OrderIDNext	U00A3, U00D3	ID od next order	Pascal lacoste – Euronext
9270	LoanSupportFlag	U0153, U0253	Indicator of underlying security on the lending market	Pascal lacoste – Euronext
9271	LoanSettleDate	U0153, U0253	Expiry date of lending stock	Pascal lacoste – Euronext
9272	lehman2		reserved	Natasha Bonner-Fomes – Lehman Brothers HK
9273	lehman3		reserved	Natasha Bonner-Fomes – Lehman Brothers HK
9274	lehman4		reserved	Natasha Bonner-Fomes – Lehman Brothers HK
9275	MinSliceQty	U00D3	Size of a trading block for an all or none order	Pascal lacoste – Euronext
9276	DisplayQty	U00A3, U00D3	Amount of the order that can be view on the market	Pascal lacoste – Euronext
9277	RelatedMarketCenter	TradeCaptureReport	NASD plans to amend Rule 6130 to require members to identify on transaction reports submitted to the TRF relating to clearing-only and other non-media entries, such as stepouts, reversals and riskless principal transactions, the market where the underlying transaction was reported, as applicable.	Stratos Efstratiou – NASDAQ/BRUT
9278	Advertisement Instruction	TradeCaptureReport	An indication of whether or not the trade is to be subsequently advertised.	Juliette Vignola –
9279	IncrementParticipationRate		Increment for volume participation	David Zinberg – Lehman
9280	NominalValue	U0153, U0253	Nominal market value of the security	Pascal lacoste – Euronext
9281	ReRoutedSettlDate	8	Denotes the Settlement Date of a Re-Routed Order	Don Scheurer – Bloomberg
9282	ReRoutedBrokerID	8	Denotes the Broker Code of a Re-Routed Order.	Don Scheurer – Bloomberg
9283	PriceDef	U0153, U0253	Trading unit type	Pascal lacoste – Euronext
9284	InactivationRejReason	Execution Report	Reason for reject of order deactivate request	Michael Merold – ICAP
9285	TriggerPxDirection		Designates Cents or BPS Better or Worse than a Trigger Price.	David Zinberg – Lehman
9286	BoardLot	U0153, U0253	Minimum tradable quantity	Pascal lacoste – Euronext
9287	OmgeoPlaceOfSafekeeping	AS, J	Omgeo CTM specific field. Place where to the best of the fund manager’s knowledge, its securities are or should be kept (before settlement of a delivery or after settlement of a receive instruction).	Catherine Allison – Omgeo
9288	OmgeoPlaceOfSafekeepingType	AS, J	Omgeo CTM specific field. Indicates type of PSAFE value being provided: BIC or Country Code. Valid values: BIC COUN	Catherine Allison – Omgeo
9289	OmgeoPlaceOfSafekeepingValue	AS, J	Omgeo CTM specific field. Indicates the PSAFE value. Will be either a BIC or an ISO Country Code.	Catherine Allison – Omgeo
9290	OmgeoPlaceOfSafekeepingPlace	AS, J	Omgeo specific field. Indicates whether BIC provided is for a Custodian NCSD, ICSD or Shares Held Elsewhere. Valid values: CUST NCSD ICSD SHHE	Catherine Allison – Omgeo
9291	ReRoutedOrderQty	8	Denotes the Size of a Re-Routed Order.	Don Scheurer – Bloomberg
9292	MIC	string	Market Identifier Code – Used to identify market maker used in quote and execution reports.	Sean Kornish –
9293	OmgeoThirdPartyDetailStatus		Part of the ThirdPartyDetailStatus composite, this field indicates the status values when TPNotificationType is THRD.	Dharmendra Makhijani – Omgeo LLC
9294	OmgeoThirdPartyDetailStatusTime		Part of the ThirdPartyDetailStatus composite, this field contains the most recent date and time change for ThirdPartyDetailStatus.	Dharmendra Makhijani – Omgeo LLC
9295	OmgeoThirdPartySummaryStatus		Part of the ThirdPartyDetail composite, this field contains a roll up status of all underlying notifications generated when a third party detail is released for notification. This field is absent if the investment manager is not subscribed to Omgeo CTM Third Party Notification – MAGR.	Dharmendra Makhijani – Omgeo LLC
9296	OmgeoTPHighestErrorSeverity		Part of the ThirdPartyDetail composite, this field contains the highest error severity of ThirdPartyErrors.	Dharmendra Makhijani – Omgeo LLC
9297	OmgeoThirdPartyError		This composite contains errors generated during the third party eligibility and third party validation process. It consists of ErrorId, ErrorSeverity, and ErrorText.	Dharmendra Makhijani – Omgeo LLC
9298	MarketFlowID	All U00nn Euronext market feed message	Market feed indicator	Pascal lacoste – Euronext
9299	BetaExposure		Range within which to maintain portfolio beta	David Zinberg – Lehman Brothers
9300	MessagePartID	U0023	Sequence number of message in this E-mail	Pascal lacoste – Euronext
9301	MmkrCapacity	D, G	Capacity, Broker Market Maker status. Valid Values: A=Agency, P=Principle	Tad Knowles – Automated Security Clearance LTD
9302	OrderPrice	F, G, H	Customer price per share of Original Order.	Tad Knowles – Automated Security Clearance LTD
9303	RoutingInst	D, G	Order routing instruction for ECN. Valid Values B=Book (default), T=Through ECN to Prefered Market Maker, X=Order Cross, H=Hidden Order.	Tad Knowles – Automated Security Clearance LTD
9304	CxlQty	8	Unsolicited Partial Cancel Quantity.	Tad Knowles – Automated Security Clearance LTD
9305	SponsorBkr	D, G, F	The Sponsor Broker for the Institution. Only used with Institution Orders.	Tad Knowles – Automated Security Clearance LTD
9306	OrigOrderDate	F, G, H, 8, 9	Date the Original Order was accepted by ECN.	Tad Knowles – Automated Security Clearance LTD
9307	PfdMktMkr	D, G	Prefered Market Maker with Through BRUT Order.	Tad Knowles – Automated Security Clearance LTD
9308	WeightedAvgBuyPx	U0038	Average buy price	Pascal lacoste – Euronext
9309	WeightedAvgSellPx	U0038	Average sell price	Pascal lacoste – Euronext
9310	CancelOpenQty	8,9,F,G	Portion of Open Qty to be Cancelled.	Jim Northey – Chicago Board Options Exchange
9311	TLCQty	9	Too late to cancel quantity	Jim Northey – Chicago Board Options Exchange
9312	QuoteStatus	S,b	Status of Quote – same values as OrdStatus	Jim Northey – Chicago Board Options Exchange
9313	QuoteRequestSubscription	a	Presence of tag on Quote Status Request indicates that the counterparty wants to subscribe for Quote Requests for the product specified.	Jim Northey – Chicago Board Options Exchange
9314	OpenInterest	W,X	Open Interest in terms of number of contracts for a derivative security (such as, option)	Jim Northey – Chicago Board Options Exchange
9315	MDScope	V,W,X	Scope of market data being requested or returned – values are: 1-Local 2-National 3-Global	Jim Northey – Chicago Board Options Exchange
9316	LegalMarket	W,X	Boolean value that when true indicates that the market data being reported is a legal market (for instance a valid bid-ask spread).	Jim Northey – Chicago Board Options Exchange
9317	InternalOrderStatus	8	Order Status Code from the trading system. Used for documentation purposes only – should not be used for maintaining status of the order	Jim Northey – Chicago Board Options Exchange
9318	MktMkerID	U0153, U0253	ID of the member firm responsible for market making for this particular stock	Pascal lacoste – Euronext
9319	IndxIndic	U0153, U0253	Index indicator	Pascal lacoste – Euronext
9320	OrderRejectReasonTxt	8	Textual description of the reason and order was rejected.	Jim Northey – Chicago Board Options Exchange
9321	SecondaryClOrdID	D,F,G,8,9	Secondary Client Order ID – used when counterparties require a secondary client order id. Will be replaced by FIX 4.3 field of the same name. ADDED TO FIX 4.3 AS TAG: 526 (SecondaryClOrdID)	Jim Northey – Chicago Board Options Exchange
9322	MultilegPriceIncrement	c,d	Used to defined the price increment for generation of a multileg instrument. The price increment is used to indicate the increment to the price of the instrument defined in the security block for the next leg of the multileg security. Used for options strategy generation.	Jim Northey – Chicago Board Options Exchange
9323	MultilegMonthIncrement	c,d	Number of months to increment the next leg of a multileg instrument from an anchor leg. Used for option strategy definition.	Jim Northey – Chicago Board Options Exchange
9324	ClearingOptionalData	8,D,F,G	Optional Data sent to clearing house on trades against the order	Jim Northey – Chicago Board Options Exchange
9325	LastTradeDate	U0153	Date the instrument last traded	Pascal lacoste – Euronext
9326	CarryFwdISINCode	U0153, U0253	ISIN code of underlying security on lending market	Pascal lacoste – Euronext
9327	WeightedAvgQty	U0038	Weighted average spread quantity	Pascal lacoste – Euronext
9328	CountryIssuer	U0153, U0253	Issuing country code	Pascal lacoste – Euronext
9329	PhysicalTradingGrp	U0153, U0253	Trading group	Pascal lacoste – Euronext
9330	SICOVAMCode	U0153, U0253, U00A8, U00A7	AFC (agence française de codification)Id code of a security	Pascal lacoste – Euronext
9331	MktIndic	U0153, U0253	Indicates the market regulations governing the market on which the stock is traded	Pascal lacoste – Euronext
9332	ReemissionFlag	U00A0	Beginning/end of transmission indicator	Pascal lacoste – Euronext
9333	DivNbCO	U0153, U0253	Official quotation list classification: section number	Pascal lacoste – Euronext
9334	RubNbCO	U0153, U0253	Official quotation list classification : Heading number	Pascal lacoste – Euronext
9335	PrevDayCapitalTrd	U0153, U0253	Previous day’s capital traded	Pascal lacoste – Euronext
9336	TypeOfInstr	U0153, U0253	Derivative instruments associated with the stock	Pascal lacoste – Euronext
9337	AlphaNbCO	U0153, U0253	Alpebabetical sequence number in the official quotation list	Pascal lacoste – Euronext
9338	TradingGroup	U0153, U0253	Trading group for french instruments	Pascal lacoste – Euronext
9339	TaxDeductCode	U0153, U0253	Tax deduction code	Pascal lacoste – Euronext
9340	MMBidPx	S, U00B4	Market maker bid price	Pascal lacoste – Euronext
9341	MMOfferPx	S, U00B4	Market maker offer price	Pascal lacoste – Euronext
9342	FinancialMarketCode	All Euronext market feed message	Market of execution for last fill	Pascal lacoste – Euronext
9343	NoUnchangedSecurities	U00B1	Number of stocks unchanged in the corresponding index	Pascal lacoste – Euronext
9344	NoNotTradedSecurities	U00B1	Number of stocks not quoted in the corresponding index	Pascal lacoste – Euronext
9345	RoutedOrderID	G,D	To satisfy the OATS requirement of having a unique identifier for each order. This field is 20 characters or less.	Tad Knowles – SunGard Trading Systems
9346	PHLXRoutingInstruction	D, 8	Allow passing through of routing instruction values for PHLX.	Christopher Acton – Sungard Brass
9347	TRACRoutingInstruction	D, 8	Allow passing through of routing instruction for Track ECN.	Christopher Acton – Sungard Brass
9348	NSXHandlInst	D, 8	Allow passing through of HandlInst for NSX.	Christopher Acton – Sungard Brass
9349	CHXHandlInst	D, 8	Allow passing through of HandlInst for CHX.	Christopher Acton – Sungard Brass
9350	OmgeoTPSourceSettlingAgentFrmMsg		Part of the ThirdPartyDetailStatus composite, this field tells third party notification whether to send a notification to the IP3, Custodian or Sub-Agent listed on the message and how to handle Settling Agt and Settling Agt BIC fields on the UI.	Dharmendra Makhijani – Omgeo LLC
9351	OmgeoSWIFTBuyerSeller			Dharmendra Makhijani – Omgeo LLC
9352	OmgeoThirdPartyCreatedAt			Dharmendra Makhijani – Omgeo LLC
9353	OmgeoSWIFTDifferenceFlag			Dharmendra Makhijani – Omgeo LLC
9354	OmgeoSWIFTDifferences			Dharmendra Makhijani – Omgeo LLC
9355	CrossTradeFlag	U0001, U0002	Cross order indicator	Pascal lacoste – Euronext
9356	PrevPxVarSide	U00A8, U0003, U0002, U0001, U0032	Sign of variation against previous price	Pascal lacoste – Euronext
9357	EndSamePxFlag	U0001, U0002	Last of a serie of trades at the same price	Pascal lacoste – Euronext
9358	TradeSesPreopenTime	U0039	Pre-opening time of the trading session	Pascal lacoste – Euronext
9359	TradeSessConsultTime	U0039	Consult time of the trading session	Pascal lacoste – Euronext
9360	NoInitSecurities	U0151, U0251	Number of instruments initialized	Pascal lacoste – Euronext
9361	PrevDayCumQty	U0153	Previous day capital traded	Pascal lacoste – Euronext
9362	AllocAvgPx	J	Allocation: optional price for specific alloc within a ticket (avg across multiple executions) <p> ADDED TO FIX 4.1 AS TAG: 153 (AllocAvgPx)	Scott Atwell – American Century
9363	PublishOrderStatus	A	Boolean used to indicate to counterparty that the logon initiator would like order status transmitted after successful login	Jim Northey – Chicago Board Options Exchange
9364	CFICode	c,d	Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. NOTE: This is a FIX 4.3 field for which we are assigning a user defined tag value so it can be used in pre-4.3 versions.	Jim Northey – Chicago Board Options Exchange
9365	PremPriceTickBreakPoint	c,d	Price at which the Premium Price Tick changes from the PremPriceTickBelow and the PremPriceTickAbove	Jim Northey – Chicago Board Options Exchange
9366	PremPriceTickAbove	c,d	Premium Price Tick Size above the PremPriceTickBreakPoint	Jim Northey – Chicago Board Options Exchange
9367	PremPriceTickBelow	c,d	Premium Price Tick Size Below the PremPriceTickBreakPoint	Jim Northey – Chicago Board Options Exchange
9368	LastBustShares	8	The number of shares reported as part of a trade bust	Jim Northey – Chicago Board Options Exchange
9369	PriceProtectionScope	8,D,G	Defines the type of price protection the customer requires on their order Valid values: 0 = None 1 = Local (Exchange, ECN, ATS) 2 = National (Across all national markets) 3 = Global (Across all markets)	Jim Northey – Chicago Board Options Exchange
9370	MultilegPositionEffects	8,D,G	MultipleValueString Array of open close codes for multileg orders Will be obsoleted by FIX 4.3 Multileg Order Message	Jim Northey – Chicago Board Options Exchange
9371	MultilegCoveredOrUncovered	8,D,G	Multivalue field containing the CoveredUncovered constants for the legs of a multileg instrument. Added for FIX 4.2 complex order support. * OBSOLETE with FIX 4.3 Multileg Order (MsgType=AB) LegCoveredOrUncovered(tag 565) field *	Jim Northey – Chicago Board Options Exchange
9372	MultilegStockClearingFirm	8,D,G	The Clearing firm for the stock leg of a multileg option strategy added for complex order support in FIX 4.2. *** REPLACED in FIX 4.3 with the Multileg Order (MsgType=AB) Nested Parties block clearing firm party role.	Jim Northey – Chicago Board Options Exchange
9373	LiquidityFlag	8	Indicator of how BRUT executed the trade.	Tad Knowles – Automated Security Clearance LTD
9374	PeggingTicker	D,G	The adjustment price to calculate the order price from the NBBO of a pegged order.	Tad Knowles – SunGard Trading Systems
9375	SMRouteFlag	D, G	Field to specify the SuperMontage route field for a given order.	Tad Knowles – SunGard Trading Systems
9376	SMExecAlgorFlag	D, G	This field will be forwarded to SuperMontage for the Execution Algorthim.	Tad Knowles – SunGard Trading Systems
9377	PowerNet	8	A field used by PowerNet to define the source of order entry.	Tad Knowles – SunGard Trading Systems
9378	NoMDRefReqID	Number of MDRefReqID entries in Market Data Request Reject message	This is used to specify which previously subscribed MDReqID’s were affected by this reject. It is useful in the case where a new subscription automatically unsubscribes previous subscriptions, or if the server needs to unsubscribe certain subscriptions for performance or other reasons.	Dmitry Volpyansky – Financial Genetics Corporation
9379	MulitiLegPrice	D,G	Price for Individual Legs.	Santhanakrishnan Sundaresan – Chicago Board Of Options Exchange
9380	StockFirmName	D,8	Stock Firm name used in Buy writes	Santhanakrishnan Sundaresan – Chicago Board Of Options Exchange
9381	StockFirmNameKey	D,G,8	Stock firm name key used in Buy writes	Santhanakrishnan Sundaresan – Chicago Board Of Options Exchange
9382	MatchType	E	Type of match for internalized order. Valid Values: 1=Guaranteed Price, 2=Limit Price, 3=Auto Match	Rick Simkin – Chicago Board Options Exchange
9383	AuctionType	a, R	Type of auction. Valid values: 1=Paired orders for internalized execution, 2=Strategy (multi-leg)	Rick Simkin – Chicago Board Options Exchange
9384	AuctionContingency	D,G,R,8	CBOE Contingency type of order. 1=none, 2=AON, 3=FOK, 4=IOC, 5=Opening only, 6=Minimum, 7=Not Held, 8=With Discretion, 9=Market if Touched, 10=Stop, 11=Stop Loss, 12=On close, 13=Stop Limit, 14=Response to Auction	Rick Simkin – Chicago Board Options Exchange
9385	AuctionID	D,G,R,8	Identifier used to participate in an auction and report results from an auction.	Rick Simkin – Chicago Board Options Exchange
9386	TickIndicator	8	1 byte numeric that specifies the tick at the time of execution	Samuel Taub – SIAC
9387	OmnibusClearing	8	1 byte numeric designating the omnibus account against which the execution was done	Samuel Taub – SIAC
9388	SourceOf Order	8	1 byte numeric denoting the source of the order; i.e., from CMS, from BBSS, from DBK, etc.	Samuel Taub – SIAC
9389	UnitOf trade	8	1 byte numeric denoting the unit of trade; i.e., whether the stocks trades in lots of 100, 10, etc.	Samuel Taub – SIAC
9390	OrderTime	8	6-byte timestamp in HHMMSS format denoting the time the order arrived in the system	Samuel Taub – SIAC
9391	SourceOfReport	8	1 byte numeric denoting whether the execution was done in DBK, BBSS, etc.	Samuel Taub – SIAC
9392	SpecSymbol	U8	1-4 alphas representing the Specialist firm’s mnemonic	Samuel Taub – SIAC
9393	PostID	U8	2 numerics denoting the post at which the stock trades	Samuel Taub – SIAC
9394	TeeID	U8	1 alpha denoting the tee location at the post where the stock trades	Samuel Taub – SIAC
9395	OddLotAlarmShares	U8		Samuel Taub – SIAC
9396	OddLotLineCode	U8		Samuel Taub – SIAC
9397	TotalOddLotSellAlarm	U8		Samuel Taub – SIAC
9398	MDRefReqID	Reference MDReqID entry	Previously subscribed MDReqID that has been affected. How it was affected is given in the the MDReqRejReason field.	Dmitry Volpyansky – Financial Genetics Corporation
9399	Bloomberg Price Eng Price Level	S	Numeric value between 1-3 to represent the Bloomberg Price Engine price level.	Stacy Uster – The McNamara Group
9400	ExecPhase	8 (Execution)	Used to report current phase in trading	zissis perdikis – javelin technologies, inc.
9401	ReRoutedPrice	8	Denotes the Execution Price of a Re-Routed Order.	Don Scheurer – Bloomberg
9402	OppSidePeg	D, G	Tag had previously been named XpressIndicator, datatype remains Char. 4th Qtr, 2011. Opposite Side Pegging. This indicator specifies whether the customer has specified Pegging functionality be applied to the Opposite Side PBBO for the d-Quote or s-Quote. Value = “Y” or “N”. Not Boolean so invalid value will be rejected by CCG/ME, not Fix Parser. Tag 9561, PegInd, used for same side Pegging and ‘Y’ value mutually exclusive with ‘Y’ value for OppSidePeg.	Peter Friel – SIAC
9403	OffsetPrice	D, G	Price Format- tag had previously been named XpressTime datatype format UTCTimeOnly. 4th Qtr, 2011. Retail Price Improvement Orders or CCG s-Quotes shall have a price improvement offset value in this tag which may have a value of zero to be filed better than the PBBO subject to limit price and cap rules. This tag may also be used in Pegging d-quotes and s-quotes on same side or opposite side pegging to the PBBO, i.e. peg to PBO for buy pegging; PBB for sell pegging, offset by the price increments based on this tag’s absolute Offset value.	Peter Friel – SIAC
9404	WriteInTime	8	NYSE – Front End Systemic Capture Field (FESC): This is an optional field that may be used in the case of a system failure or otherwise, to indicate the actual time an order was received on the Floor, if prior to the time that the order is actually recorded in the system. This field allows members to synchronize their electronic order records with time-stamped paper tickets when used in situations such as system failures. Note that an “As Of” indicator flag must always be set when order details are being recorded late due to a system failure, regardless of whether a “Write In” time is entered.	Michael Fissell – SIAC
9405	AsOfIndicator	8	NYSE – Front End Systemic Capture (FESC) Field: A flag that is manually entered by a user to indicate that an order or order modification was represented at a point of sale on the NYSE trading floor before being entered into a system. Such orders and order modifications are referred to as “late entered orders.” The AsOfIndicator should only be used in situations where orders are entered into a system late due to system failure. The AsOfIndicator must be transmitted to the NYSE with all late entered orders and order modifications and Drop Copies of such. Value, when tag is present = A.	Michael Fissell – SIAC
9406	DropCopyFlag	8	NYSE – A flag that indicates that a message is a Drop Copy. This flag is required in all Drop Copy messages sent to FESC or from CMS. Valid Values: C = CMS, D = FESC, 1 = Order Drop Copy, 2 = Execution Report Drop Copy, 3 = Admin Inquiry Drop Copy, 4 = Admin Response Drop Copy, 5 = Clearance Drop Copy. An alpha value must appear in combination with a numeric value, separated by a space.	Michael Fissell – SIAC
9407	HandlInst	8	Same as tag 21. Is added as a user-defined field for inclusion in Execution reports generated by FIX engine versions < 4.2 in support of the Drop Copy functionality.	Avner Gelb – SIAC
9408	MinQty	8	Same as tag 110. Is added as a user-defined field for inclusion in Execution reports generated by FIX engine versions < 4.2 in support of the Drop Copy functionality.	Avner Gelb – SIAC
9409	MaxFloor	8	Same as tag 111. Is added as a user-defined field for inclusion in Execution reports generated by FIX engine versions < 4.2 in support of the Drop Copy functionality.	Avner Gelb – SIAC
9410	MaxShow	8	Same as tag 210. Is added as a user-defined field for inclusion in Execution reports generated by FIX engine versions < 4.2 in support of the Drop Copy functionality.	Avner Gelb – SIAC
9411	PriceImprovement		When placing an order based on a quote, in the UK it is a regulatory requirement that you mention any price improvement on the quoted price.	Danny Shobrook – Apt Computer Systems Limited
9412	OrigTime	Security Status	Indicates the time of the transaction as indicated by the Originating system.	Peter Friel – SIAC
9413	HighPxDenom	Security Status	NYSE – Institutional XPress – Indicates the trading denominator of the indication price.	Peter Friel – SIAC
9414	LowPxDenom	Security Status	NYSE – Institutional XPress – Indicates the trading denominator of the indication price.	Peter Friel – SIAC
9415	MDEntryPxDenom	Market Data	NYSE – Institutional XPress – Indicates the NYSE trading denominator.	Peter Friel – SIAC
9416	ExtendedExecInst	D and G	Used in various NYSE Arca order types. Currently supported values are: “0” used to indicate that an order should not execute against a midpoint passive liquidity order, which could result in a sub penny fill.”1″ to indicate an NYSE ARCA fast cancel	David Weiss – NYSE Group
9417	ExtendedPNP	D	used in conjunction with a post no preference order (execinst=6). Currently supported values are “P” for a PNP Plus order and “B” for a PNP blind order.	David Weiss – NYSE Group
9418	OlrlprlCode	8	Odd-lot, round-lot, PRL indicator containing the values 1,2,or 3	Samuel Taub – SIAC
9419	OrderTANumber	8	The TA number of the order assigned by SDOT	Samuel Taub – SIAC
9420	SpecUnitID	8	The Specialist Unit Number handling the stock. Contains a value from 1 to 100	Samuel Taub – SIAC
9421	ContraBroker	8	FCS Report – Line 5,5A-D; ABCDnnnnn where ABCD is a 4-character mnemonic. Line 5 does not appear on Odd Lot orders Identifies the Contra side of the trade. Up to five Contra sets (Contra firm identification on an Execution Report). If NoContraBrokers [9423] is greater than 0, than ContraBroker [9421] is required. ContraBroker [9421] is for use in FIX 4.1 only and corresponds to tag ContraBroker[375] in FIX 4.2. FIX.4.1 Format: Char FIX.4.2 Format: See Tag #375 <p> ADDED TO FIX 4.2 AS TAG: 375 (ContraBroker)	Avner Gelb – SIAC
9422	ContraTradeTime	8	FCS Report – Line 5, 5A-D, Field 4: format is hhmm(ss) Indicates the Execution time in hours, minutes, and – if the user wishes – seconds. ContraTradeTime [9422] is for use in FIX 4.1 only and corresponds to tag ContraTradeTime[438] in FIX 4.2. FIX.4.1 Format: Char FIX.4.2 Format: See Tag #438 <p> ADDED TO FIX 4.2 AS TAG: 438 (ContraTradeTime)	Avner Gelb – SIAC
9423	NoContraBrokers	8	FCS Report – Number of Line 5’s. Number of ContraBrokers repeating group instances. NoContraBrokers [9423] is required if the value is greater than 0 and if present, appears as the first tag in the repeating Contra group. NoContraBrokers [9423] is for use in FIX 4.1 only and corresponds to tag NoContraBrokers[382] in FIX 4.2. FIX.4.1 Format: Int FIX.4.2 Format: See Tag #382 <p> ADDED TO FIX 4.2 AS TAG: 382 (NoContraBrokers)	Avner Gelb – SIAC
9424	OrdStatReq	H	FCS Admin Request – Line 2, Field 1 Valid Values: 1 = Report Status 2 = Confirm Order Received 3 = Confirm Out 4 = B (Buy) 5 = BM (Buy Minus) 6 = S (Sell) 7 = SPL (Sell Plus) 8 = SS (Sell Short) 9 = SE (Sell Short exempt from rules) Contains Admin message type (i.e. Report Status) and must include the original order instruction. This field contains multiple values separated by a comma. FIX.4.1 Format: Char FIX.4.2 Format: String	Avner Gelb – SIAC
9425	StatusResp	8	FCS Admin Response – Line 2, Fields 1, 2 Valid Values: 1 = Busted Trade 2 = Names Later 3 = Corrected Price 4 = Price is Correct 5 = Report CHG 6 = BOT 7 = BOT^MINUS 8 = SLD 9 = SLD^PLUS A = SLD^SHRT B=SLD^SHRT^EXEMPTIf more than one value is applicable, this field can contain multiple Admin responses separated by a comma. Admin responses generated as a result of the Execution Report Correction (ERC) information. FIX.4.1 Format: Char FIX.4.2 Format: String	Avner Gelb – SIAC
9426	BillingRate	8	May contain the Away Market ID with or without the MMID, (formats A, A/EDGA, N/MP…) or the Billing Indicator with or without the new Billing Tier (formats 1, 2, 2/1…). Away Market is any valid value of the NYSE’s internal Exchange indicator (non-Fix standard). Billing Indicator or Tier is any valid value 0-9. Tag is used in Message Type 8, Report messages.	Avner Gelb – SIAC
9427	CxlBal	F, G	FCS Cancel, Cancel/Repl– Line 2, Field 2 If CxlBal [9427] is present, set to \|Y\|. Cancels the remaining balance of an outstanding order without quantity specification.FIX.4.1 Format: Char FIX.4.2 Format: String	Avner Gelb – SIAC
9428	CxlQty	F	Same as Tag 84 FCS Cancel – Line 3C, Field 1 If present, set to the quantity to be canceled. Cannot be an Odd Lot. Used in conjunction with Cancel with Leaves.FIX.4.1 Format: Float FIX.4.2 Format: Qty	Avner Gelb – SIAC
9429	CMSLeavesQty	F	Same as Tag 151 FCS Cancel – Line 3E, Field 1 If present, set to the new quantity to take effect. Cannot be an Odd Lot. Corresponds to CMS LVS quantityFIX.4.1 Format: Float FIX.4.2 Format: Qty	Avner Gelb – SIAC
9430	NYSEDirect	8	FCS Report – Line 4B, Field 2 Valid Value = NX Routing Code returned on the Execution ReportFIX.4.1 Format: Char FIX.4.2 Format: String	Avner Gelb – SIAC
9431	GiveUpID	D, 8	FCS Order – Line 4B, Field 1: 1-4 alpha characters FCS Report – Line 4B, Field 5 Optional field: names the clearing member designated by another clearing or a non-clearing member for settlement of its Exchange transactions.FIX.4.1 Format: Char FIX.4.2 Format: String	Avner Gelb – SIAC
9432	MiscDataLine4	D, F, G, H	FCS Order, Cancel, Cancel/Repl, Admin Req – Line 4, Field 1: 1-27 characters FIX.4.1 Format: Char FIX.4.2 Format: String	Avner Gelb – SIAC
9433	ExecutionInformation	8	FCS Report – Line 5, 5A-D, Field 1: 1-4 digit number Indicates Specialists number. For any firm that routes orders to BBSS, the firm’s internal information (for example, firm clearing number or Broker Badge number) will be reported, if it conforms to the format. Execution information is also repeated here at the firm’s request. FIX.4.1 Format: Char FIX.4.2 Format: String	Avner Gelb – SIAC
9434	ContraTradeQty	8	FCS Report – Line 5, 5A-D, Field 2: 1-5 digit number; nnnnn of field ABCDnnnnn where: Identifies the number of units traded on an Execution Report. If NoContraBrokers [9423] is greater than 0, than ContraTradeQty [9434] is required. Amounts for PRL trades show only the Round Lot units – for example: 575 shares of a 100 share trader = 5. ContraTradeQty [9434] is for use in FIX 4.1 only and corresponds to tag ContraTradeQty[437] in FIX 4.2. FIX.4.1 Format: Float FIX.4.2 Format: See Tag #437 <p> ADDED TO FIX 4.2 AS TAG: 437 (ContraTradeQty)	Avner Gelb – SIAC
9435	ExClearingHouse	8	FCS Report – Line 4B, Field 1. If ExClearingHouse [9435] is present, set to \|Y\|. Optional Field: identifies a trade that will be settled outside the normal clearing processing.FIX.4.1 Format: Char FIX.4.2 Format: String	Avner Gelb – SIAC
9436	MemoAB	8	FCS Report – Line 4B, Field 56; 1-10 alphanumeric characters 4 characters for Memo A and 6 for Memo B; a period will be returned for any character not enteredFIX.4.1 Format: Char FIX.4.2 Format: String	Avner Gelb – SIAC
9437	NYSEPrime	8	FCS Report– – Line 4B, Field 4; 1-10 alphanumeric characters Identifies an Execution Report that has benefited from NYSE price improvement. Provides dollar and cents value saved from NYSE price improvement; the greater than sign is displayed only if the price improvement per share exceeds $3.00.FIX.4.1 Format: Char FIX.4.2 Format: String	Avner Gelb – SIAC
9438	TryToStop	D, F, G	FCS Order, Cancel, Cancel/Repl – Line 3A, Field 5: If TryToStop [9438] is present, set to \|T\|.FIX.4.1 Format: Char FIX.4.2 Format: String	Avner Gelb – SIAC
9439	MiscDataLine4A	F, G, H	FCS Cancel and Cancel/Repl, Admin Req – Line 4A, Field 5FIX.4.1 Format: Char FIX.4.2 Format: String	Avner Gelb – SIAC
9440	ERCReferenceNumber	8	FCS Report – Line 4C, Fields 2-4: 9 digit ascii numeric The Activity ID is assigned by SuperDot and made up of the: 1. The Group number is the first three digits where nnn is a 3 digit number 2. The Reference number is the second three digits where nnn is a 3 digit number 3. The Sequence number is the last three digits and will start at 001 for the first activity against an order and increase by 1 for each subsequent activity where nnn is a 3 digit number. FIX.4.1 Format: Char FIX.4.2 Format: String	Avner Gelb – SIAC
9441	ContraTrader	8	FCS Report– – Line 5, 5A-D, Field 1: 1-4 digit (Badge) number ContraTrader [9441] is for use in FIX 4.1 only and corresponds to tag ContraTrader[337] in FIX 4.2.FIX.4.1 Format: Char FIX.4.2 Format: See Tag #337	Avner Gelb – SIAC
9442	SolicitedFlag	D, F, G, 8	FCS Order, Cancel, Cancel/Repl, Report. Indicates whether or not the order was solicited. Valid Values: Y = Was Solicited N = Was Not Solicited SolicitedFlag [9442] is for use in FIX 4.1 only and corresponds to tag SolicitedFlag [377] in FIX 4.2.FIX.4.1 Format: Char FIX.4.2 Format: Boolean	Avner Gelb – SIAC
9443	RepStatReq	H	FCS Admin Request – Line 2, Field 1 Valid Values: 1 = Check^Price 2 = Confirm^Contra 3 = Confirm^Qty^Executed Contains Admin message type and must include the original order instruction. Tags OrdStatReq [9424] and RepStatReq [9443] are mutually exclusive, either [9424] or [9425] must appear in Message Type H. FIX.4.1 Format: Char, FIX.4.2 Format: String.	Avner Gelb – SIAC
9444	SponsoringFirm	D, 8	Member firm sponsoring the institution submitting orders.	Avner Gelb – SIAC
9445	LvsTimeInForce	F	FCS Cancel – Line 3E, Field 2 Valid Values: 0 = DAY, 1 = GTC, 2 = OPG, 3 = OC, 4 = FOK, 5 = GTX, 6 = Reject Message, set Text[58] to \|Good till date not supported\|. Allows the user to change the Time In Force on a Cancel with Leaves. Absence of this field defaults to original order state. Note: Original Time In Force can be re-stated. FIX 4.1 Format: Char, FIX 4.2 Format: String	Jeanne Breuer – SIAC
9446	CMSType	Message Type 8	Provides further classification of the Execution Report FIX Message Type 8 for CMS’ use. Valid values: A = Admin Response, P = SPARS, R = Execution Report, S = Status Message (Status Messages include Rejects, Restarts and Drop Copy). Format FIX 4.1 Char, FIX 4.2 String.	Jeanne Breuer – SIAC
9447	CAPIndicator	D,F,G,H,8	NYSE – Indicates a conversion and parity order (CAP). Required on all CAP Orders, CAP Cancels and CAP Cancel Replace Requests. Valid Value = Y. Format = Char	Jeanne Breuer – SIAC
9448	BrokerBadge#	D,F,G,H,8	Represents the initiating Broker Badge Number. Required on all CAP Orders. Value is up to 4 numeric characters. Format = Char	Jeanne Breuer – SIAC
9449	BillTo	D,F,G,H, 8	Represents the Badge or Commission Billing Number. Required on all CAP Orders. Value = up to 4 alpha/numeric characters. Must be either ALL numeric or ALL alpha. Format = Char	Jeanne Breuer – SIAC
9450	ParentOrdXRefId	D,F,G,H, 8	Represents the Member Firm of the Parent Order plus the Parent Order Id currently sent to FESC. Required on all CAP Orders. Value must be a valid NYSE Member Firm Mnemonic Identifier followed by one space, followed by the Parent Order Id that is currently sent to FESC. Value = 4 character alpha for Member Firm of the Parent Order, one space, up to 22 characters using ASCII character set from Octal 40 (Hex 20) to Octal 176 (Hex 7E) for the Parent Order Id. Format = string.	Jeanne Breuer – SIAC
9451	ParentFirmOrdId	D,F,G,H,8	Tag 9451 = Parent Order ID required for NYSE BBSS entered CAP orders. 1 to 4 alpha characters Branch Code, followed by a space followed by 1 to 5 characters numeric Branch Sequence followed by a slash character (“/”) followed by the CMS Session date. Format = string	Jeanne Breuer – SIAC
9452	NYSETANum	D,F,G,H,8	The turn around number of the Parent Order, required only for NYSE BBSS entered CAP orders. 6 characters – 2 alpha characters followed by 4 numeric characters OR 3 alpha characters followed by 3 numeric characters. Format = string	Jeanne Breuer – SIAC
9453	ParentFirm	D,F,G,H,8	Valid NYSE Member Firm Mnemonic. Must be present on all NYSE BBSS CAP orders. 1 to 4 alpha characters. Format = string.	Jeanne Breuer – SIAC
9454	ContraClrFirm	8	NYSE – Front End Systemic Capture Field (FESC): This is a required field when submitting a report drop copy. Specifies the clearing firm mnemonic (as assigned by the NYSE) of the contra side of a trade.	Gerry Libretti – SIAC
9455	EnteringFirm	8	NYSE – Front End Systemic Capture (FESC) Field: This is a required field when submitting a report drop copy. Specifies the mnemonic (as assigned by the NYSE) of the member or member organization which recorded the order details (as required by Rule 123e).	Gerry Libretti – SIAC
9456	OrderRefDate	8	NYSE – Front End Systemic Capture (FESC) Field: This is a required field when submitting a report drop copy. Specifies the date the order was entered into an Exchange system.	Gerry Libretti – SIAC
9457	OCSControlNum	8	NYSE – Front End Systemic Capture (FESC) Field: This is an optional field when submitting a report drop copy. Specifies the NYSE Online Comparison System (OCS) control number that is returned to the firm by OCS after submission of a side.	Gerry Libretti – SIAC
9458	MajorBadge	8	NYSE – Front End Systemic Capture (FESC) Field: This is a required field when submitting a report drop copy. Specifies the badge number of the executing broker of its (the submitter’s) side of the trade	Gerry Libretti – SIAC
9459	SpecialTradeInd	8	NYSE – Front End Systemic Capture (FESC) Field: This is an optional field when submitting a report drop copy. Specifies any special trade indication: ‘ ‘ = Not a special trade ‘X’ = Special trade ‘E’ = Ex-clearing trade	Gerry Libretti – SIAC
9460	OrderCapacity2	D,F,G,H,8	NYSE – Additional value representing Account Type. Account Type Q indicates a trade to cover an error transaction. Format = char. Valid Value = Q	Jeanne Breuer – SIAC
9461	AddQty	G, 8	NYSE – Represents the additional (increased amount) order quantity requested. Required on all Makes orders (Message Type G format). Format in 4.1 = int, Format in 4.2 = Qty.	Jeanne Breuer – SIAC
9462	PrinIndicator	8	The indicator that denotes the specialist was involved in the trade. contains value 00 or 01.	Samuel Taub – SIAC
9463	SubscriptionRequestType	c	Addition of a SubscriptionRequestType for Security Definition Request to enable FIX 4.3 like functionality for FIX 4.2 users	Jim Northey – Chicago Board Options Exchange
9464	PrinCommentCode	8	2-byte alpha code that the specialist inserts into the execution report	Samuel Taub – SIAC
9465	OrderOrigin	D (New Order), G (Cancel/Replace). 8(Execution Report)	For submission of order originator (String)to specify Exchange:Firm Acronym. Of the form [Exchange:]Acronym If [Exchange:] is omitted, the Target Exchange is assumed. E.g. CBOE:ABC and ABC are equivalent for firm Acronym ABC at Exchange CBOE for orders sent to Exchange CBOE.	Magic Magee – Chicago Board Options Exchange
9466	RejectReasonCode	Business Message Reject [ j ]	Reject reason code indicating the reason why the message was rejected.	Santhanakrishnan Sundaresan – Chicago Board Of Options Exchange
9467	EquitySession	c (Security Definition Request),d(Security DefinitioN)	This field will (optionally) be used to specify the Equity Session when defining “Buy Write” or “Covered Call” type strategies.	Magic Magee – Chicago Board Options Exchange
9468	UserAssignedCancelID	8	User assigned cancel id for an order. Work around – future version will revert to standard FIX order cancel request handling	Jim Northey – LTG
9469	ExtendedPriceType	D,G,8	For using PriceTypes in addition to the current FIX 4.2 Tag 40 validations (e.g. like the FIX 4.4 Tag 423 values)	Magic Magee – Chicago Board Options Exchange
9470	QuoteOrigin	Mass Quote, Quote	This parameter is used to indicate the origin of the quote entry. It must take one of the following values: 6 – Public Customer 7 – Broker 8 – Market Maker	James Haworth – CMC
9471	NoTransactionCosts	Trade Capture	Repeating group under the trade capture suite of messages	Don Scheurer – Bloomberg
9472	TransactionCostTypes	Trade Capture	Repeating group under the transaction cost for Trade Capture reporting	Don Scheurer – Bloomberg
9473	TransactionCostCode	Trade Capture	Repeating group under transaction costs	Don Scheurer – Bloomberg
9474	TransactionCostRate	Trade Capture	Repeating group under transaction cost group	Don Scheurer – Bloomberg
9475	TransactionCostFlag	Trade Capture	Repeating group under transaction costs.	Don Scheurer – Bloomberg
9476	TransactionCostAmt	Trade Capture	Repeating group under the transaction costs group	Don Scheurer – Bloomberg
9477	TransactionCostCurrency	Trade Capture	Repeating field under the transaction costs group	Don Scheurer – Bloomberg
9478	e-QuoteType	D, G, 8	Represents an e-Quote Type.	Jeanne Breuer – SIAC
9479	DisplayIndicator	D, G, 8	Specifies if the Broker interest is part of the NYSE BBO and is visible to the specialist.	Jeanne Breuer – SIAC
9480	ReservePublishQty	D, G, 8	Required for Reserve e-Quote types. Represents the publish quantity.	Jeanne Breuer – SIAC
9481	eQuoteId	D, G, 8	Unique identifier of the eQuote – must be unique within broker badge – associates the eQuote with its underlying orders	Jeanne Breuer – SIAC
9482	LayerLinkId	D, G, 8	Unique identifier – must be unique within broker badge – associates the layers of a layered eQuote	Jeanne Breuer – SIAC
9483	DBKLinkId	8	Ensures reports to underlying orders are linked back to the e-Quote execution report.	Jeanne Breuer – SIAC
9484	NumULID	8	Number of repeats in the repeating group	Jeanne Breuer – SIAC
9485	ULProprietaryCode	8	Indicates whether the underlying order ID is the ID of a proprietary OMS	Jeanne Breuer – SIAC
9486	ULDisposeCode	8	Indicates the disposition of the order ID; supports the ability to add or remove orders that underlie the eQuote.	Jeanne Breuer – SIAC
9487	RoutingInstruction	D, F, G, H, 8	Routing instruction	Jeanne Breuer – SIAC
9488	ERCActivityType	8	1 alpha-numeric code that designates the type of activity against the order; i.e., original execution, correction, bust, etc.	Samuel Taub – SIAC
9489	OmgeoNoSWIFTDifferences			Dharmendra Makhijani – Omgeo LLC
9490	OmgeoNoTLL2FieldsSameValueEval	AS	Omgeo CTM specific field. Number of repeating groups of (maximum of 40) trade level L2 fields and the field’s same value evaluation	Shunichi Sueno – Omgeo
9491	OmgeoTLL2FieldName	AS	Omgeo CTM specific field. Name of L2 Field.	Shunichi Sueno – Omgeo
9492	OmgeoTLL2SameValue	AS	Omgeo CTM specific field. Indicates if the value of the OmgeoTLL2FieldName supplied by the Broker is the same as the value supplied by the Investment Manager.	Shunichi Sueno – Omgeo
9493	OmgeoNoTDL2FieldsSameValueEval	AS	Omgeo CTM specific field. Number of repeating groups of (maximum of 40) trade detail L2 fields and the field’s same value evaluation.	Shunichi Sueno – Omgeo
9494	OmgeoTDL2FieldName	AS	Omgeo CTM specific field. Name of L2 Field.	Shunichi Sueno – Omgeo
9495	OmgeoTDL2SameValue	AS	Omgeo CTM specific field. Indicates if the value of the OmgeoTDL2FieldName supplied by the Broker is the same as the value supplied by the Investment Manager.	Shunichi Sueno – Omgeo
9496	OmgeoTDSAFENCSD	J, AS	Omgeo CTM specific field. Indicates the SWIFT BIC of the national central security depository, where the security will be safekept.	Thomas Trepanier – Omgeo LLC
9497	OmgeoTDSAFEICSD	J, AS	Omgeo CTM specific field. Indicates the SWIFT BIC of an international central securities depository, where the security will be safekept.	Thomas Trepanier – Omgeo LLC
9498	OmgeoTDSAFECUST	J, AS	Omgeo CTM specific field. Indicates the SWIFT BIC of a global custodian bank, where the security will be safekept.	Thomas Trepanier – Omgeo LLC
9499	OmgeoTDSAFESHHE	J, AS	Omgeo CTM specific field. Text that indicates that the shares to be safekept will be held elsewhere.	Thomas Trepanier – Omgeo LLC
9500	SubRule80A		Additional flag to Rule80A (aka Order Capacity/Account Type)	Randoll Revers – GL Consultants, Inc.
9501	BidPriceType	S	Determines the type of price contained in the quote message. A=actual (default); S=spread to benchmark; D=discount to yield; Y=yield to maturity; P=convertible spread to parity; V=convertible vs stock; OW=Offer wanted; U=unpriced	Sigurdur Snorrason – National Quotation Bureau
9502	OfferPriceType	S	Determines the type of price contained in the quote message. A=actual (default), S=spread to benchmark, D=discount to yield, Y=yield to maturity, P=convertible spread to parity, V=convertible vs. stock, BW=Bid wanted, BW U=unpriced	Sigurdur Snorrason – National Quotation Bureau
9503	FlatFlag	S(U3)	Identifies a quote for a security which is traded flat N=No; Y=Yes	Sigurdur Snorrason – National Quotation Bureau
9504	HedgeRatio	S	Hedge ratio e.g. 70.00 indicating 70% of associated stock in relation to quoted stock	Sigurdur Snorrason – National Quotation Bureau
9505	MarketMakerName	(U4)	Name of market maker	Sigurdur Snorrason – National Quotation Bureau
9506	LockCrossFlag	7,S	If set to Y, forces a price (quote or advertisement) to be accepted even if the price is out of range. N=No, default Y=Yes, force price to be accepted even if out of range.	Sigurdur Snorrason – National Quotation Bureau
9507	NegativeBidPxFlag	S	If present and set to Y, indicates that the price held in the price field (BidPx) should be treated as a negative value. N=No, the BidPx price is a positive value Y=Yes, the BidPx price is a negative value	Sigurdur Snorrason – National Quotation Bureau
9508	NegativeOfferPxFlag	S	If present and set to Y, indicates that the price held in the price field (OfferPx) should be treated as a negative value. N=No, the OfferPx price is a positive value Y=Yes, the OfferPx price is a negative value	Sigurdur Snorrason – National Quotation Bureau
9509	NQBSecurityID	(U3)	A unique ID for security, issued by NQB	Sigurdur Snorrason – National Quotation Bureau
9510	PurgeStatusFlag	(U2)	N=purge starting, vendor should purge the database; Y=purge complete	Sigurdur Snorrason – National Quotation Bureau
9511	PurgeSequenceNumber	7,B,S,(U3,U4)	A unique sequence number present in application messages during a purge, enabling Vendors to track progress of the purge.	Sigurdur Snorrason – National Quotation Bureau
9512	PurgeMessageCount	(U2)	Total number of messages that were sent during a purge	Sigurdur Snorrason – National Quotation Bureau
9513	PurgeReason	(U2)	Indicates the reason for a database purge: 1=refresh at start of day; 2=as requested	Sigurdur Snorrason – National Quotation Bureau
9514	OTCBBFlag	S	Indicates whether a Quote in the EQS is from the OTCBB N=Not from the OTCBB Y=From the OTCBB	Sigurdur Snorrason – National Quotation Bureau
9515	Service	7,S	Indicates the NQB service under which a security is quoted. OP=Pink Sheets OY=Yellow Sheets OPL=Partnership Sheets OG=Global Quote	Sigurdur Snorrason – National Quotation Bureau
9516	NoCompetingQuotes		eg. MSFT, ‘Bloomberg Indicative’	Don Scheurer – Bloomberg
9517	CompetingQuoteDealer		eg. MSFT, ‘Bloomberg Indicative’	Don Scheurer – Bloomberg
9518	CompetingQuote		Actual quote for a security or for first leg of a swaps trade	Don Scheurer – Bloomberg
9519	Coupon	(U3)	Coupon rate of bond	Sigurdur Snorrason – National Quotation Bureau
9520	CompetingQuoteLeg2		Actual quote of second leg (Swaps only)	Don Scheurer – Bloomberg
9521	CompetingQuoteFwdPoints		Fwd/Swap points (Swaps/Outrights only)	Don Scheurer – Bloomberg
9522	PiggybackFlag	(U3)	Indicates if a security is qualified as 15c12-11 “Piggyback” exempt: Y=Yes; N=No	Sigurdur Snorrason – National Quotation Bureau
9523	CompetingQuoteType		1 – Indicative 2 – Executable	Don Scheurer – Bloomberg
9524	TradingSuspendFlag	(U3)	Indicates if trading in the security has been halted for any reason: Y=Yes; N=No	Sigurdur Snorrason – National Quotation Bureau
9525	NoReRoutedOrders	8	Defines the number of Orders rerouted to another broker.	Don Scheurer – Bloomberg
9526	Re-RoutedOrderId	8	Denotes the Order # of a Re-Routed Order.	Don Scheurer – Bloomberg
9527	ShortName	(U3)	Short name of security	Sigurdur Snorrason – National Quotation Bureau
9528	BenchIDSource	S,(U3)	Identifies the class of associated alternative BenchSecurityID used to define the underlying benchmark for Spread to Benchmark quotes	Sigurdur Snorrason – National Quotation Bureau
9529	BrokerFirmID	D	Identifies the firm associated with the IntroducingBadgeID[9448]	Tiffany Lee – New York Stock Exchange
9530	BenchSecurityID	S,(U3)	The security ID used to define the benchmark security in the Spread to Benchmark quote, further qualified by the BenchIDSource field which determines the identification system	Sigurdur Snorrason – National Quotation Bureau
9531	UndSymbol	S,(U3)	Contains the security symbol for the underlying security of convertible securities for convertible spread to parity and convertible vs. stock quotes. The symbol is further qualified by the UndSymbolSfx and UndSecurityExchange fields.	Sigurdur Snorrason – National Quotation Bureau
9532	UndSymbolSfx	S,(U3)	Additional information about the underlying security (e.g. preferred, wts, etc.) underlying the quote, with an absence of the field indicating common for equities.	Sigurdur Snorrason – National Quotation Bureau
9533	UndStockPrice	S	The stock price of the underlying security for convertible spread to parity and convertible vs. stock quotes.	Sigurdur Snorrason – National Quotation Bureau
9534	UnsolicitedFlag	S	Indicates if the quote is to be treated as solicited or unsolicited: Y=Unsolicited agency order, N=Principal or Solicited Agency	Sigurdur Snorrason – National Quotation Bureau
9535	OmgeoSwiftFieldName			Dharmendra Makhijani – Omgeo LLC
9536	TraderID	(U4)	Identifies a trader	Sigurdur Snorrason – National Quotation Bureau
9537	MMLocation	(U4)	Text describing a market maker location (i.e. geopraphic location and/or desk)	Sigurdur Snorrason – National Quotation Bureau
9538	MarketMakerID	(U4)	The market maker ID to be shown against a quote	Sigurdur Snorrason – National Quotation Bureau
9539	ItemID	(U3)	A sequence identifier permitting a series of updates to be ordered in time	Sigurdur Snorrason – National Quotation Bureau
9540	UpdateType	S,(U3)	Indicates the nature of a ‘database update’ message: 1=Update; 2=New; 3=Delete	Sigurdur Snorrason – National Quotation Bureau
9541	StateOrCountry	(U3)	For a US address specifies the state. For non-US address specifies the country	Sigurdur Snorrason – National Quotation Bureau
9542	Telephone1	(U3)	A phone number	Sigurdur Snorrason – National Quotation Bureau
9543	USFirmFlag	(U4)	Indicates if the firm is resident in the US for the purpose of quotes generated by its traders. Y=Yes, a US based firm, N=N, a non US firm	Sigurdur Snorrason – National Quotation Bureau
9544	UndSecurityExchange	S,(U3)	Qualifies the UndSymbolID (UndSymbolID, UndSymbolSfx) supplied to define the symbol as issued by what exchange.	Sigurdur Snorrason – National Quotation Bureau
9545	Telephone2	(U4)	A phone number	Sigurdur Snorrason – National Quotation Bureau
9546	MaturityDate	S,(U3)	The securities maturity date expressed as a single field rather than using the existing FIX fields of MaturityMonthYear and MaturityDay	Sigurdur Snorrason – National Quotation Bureau
9547	NQBIssuerID	(U3)	Used to track securities from the same issuer	Sigurdur Snorrason – National Quotation Bureau
9548	OpenFlag	(U4)	Indicates if Trader at Market Maker is open for trading or closed. Only quotes of open Traders should be considered live.	Sigurdur Snorrason – National Quotation Bureau
9549	InternalRef	8, 9	Internal reference assigned to an order into the GL server.	Guillaume Jamin – GL Trade
9550	SecondaryAccount	8, 9	Assigned by a party which originates the order to the exchange.	Guillaume Jamin – GL Trade
9551	DSS	D,F,G,8,9	Differed Settlement Service. Valid Values : 0=No 1=Yes	Guillaume Jamin – GL Trade
9552	GLID	D,F,G,8,9	GL key used to identify the exchange and the market into GL servers.	Guillaume Jamin – GL Trade
9553	Split	D, F, G	Identicates the type of order splitting.	Guillaume Jamin – GL Trade
9554	DataBaseIndex	8, 9	Index of record into the GL server database.	Guillaume Jamin – GL Trade
9555	AccountType	char	Type of account: ‘S’ Speculator, ‘M’ Market Maker, ‘H’ Hedge	Randoll Revers – GL Consultants, Inc.
9556	MITFlag	Int	Market If Touch flag: Valid values: ‘0’ Simple Order (default), ‘1’ MIT order type.	Randoll Revers – GL Consultants, Inc.
9557	ActOnImbalance	D,E,G	Boolean: Determines whether the strategy reacts to published closing auction imbalances. Default = True	Grace Chou – Lehman Brothers
9558	PrinChangeIndicator	8	1 byte numeric that denotes that a previously-reported Prin execution has been changed to non-Prin	Samuel Taub – SIAC
9559	OmgeoSwiftTagQualifier			Dharmendra Makhijani – Omgeo LLC
9560	EquoteExecType	8	This field indicates that the e-Quote report was executed with Discretion, Pegging or Both. The following values represent: “1” – Executed with Discretion “2” – Executed with Pegging “3” – Executed with Discretion and Pegging	Avner Gelb – SIAC
9561	PegInd	D, G, 8	This indicator specifies whether the customer has specified Pegging functionality for the e-Quote or d-Quote. Value = “Y”	Avner Gelb – SIAC
9562	CeilingFloorPrice	D, G, 8	This field specifies the highest (for a buy) or lowest (for a sell) price to which the e-Quote or d-Quote may peg. Price including decimal (must be multiple of MPV and valid Price Unit).	Avner Gelb – SIAC
9563	MinPegQty	D, G, 8	This field indicates the smallest size quote to which the e-Quote or d-Quote is willing to peg. Must be roundlot represented in shares.	Avner Gelb – SIAC
9564	MaxPegQty	D, G, 8	These fields indicate the largest size quote to which the e-Quote or d-Quote is willing to peg. Must be roundlot represented in shares.	Avner Gelb – SIAC
9565	DiscPriceRange	D, G, 8	The range within which a d-Quote can reach to trade with discretion, as initiating interest. The range is specified as the number of cents (or MPVs) of price discretion above (for a Buy) or below (for a Sell) the discretionary e-Quote’s currently filed price. Price including decimal (must be multiple of MPV and valid Price Unit)	Avner Gelb – SIAC
9566	DiscMaxVol	D, G, 8	This field specifies the quantity the e-Quote is willing to use to trade with pricing discretion. When an e-Quote has a quantity designated to trade with pricing discretion, that quantity is referred to as a d-Quote. Must be Roundlot represented in shares.	Avner Gelb – SIAC
9567	ITSAllInd	D, G, 8	This indicator identifies whether the customer has specified that the e-Quote may be shipped to better ITS quotes within its Discretionary Range, even when not required to facilitate a trade at the NYSE. Value = “Y” or “N”	Avner Gelb – SIAC
9568	OppSideMinSize	D, G, 8	This field specifies the smallest size the d-Quote is willing to initiate a trade against with discretion. This size may be applied to an incoming order or to aggregate interest at a price point, as specified in later requirements. Must be Roundlot represented in shares.	Avner Gelb – SIAC
9569	OppSideMaxSize	D, G, 8	This field specifies the largest size the d-Quote is willing to initiate a trade against with discretion. This size may be applied to an incoming order or to aggregate interest at a price point, as specified in later requirements. Must be Roundlot represented in shares.	Avner Gelb – SIAC
9570	ExecAwayMktInd	8	Executed Away Market Indicator containing a value representing the exchange away from the NYSE where the order was executed. To be used in Fix MsgType 8 as an optional tag for reports and corrections, the values not being Fix Standard. Values are SIAC internal values, A = Amex;B = Boston;C = NSE;D = NASD;I = ISE;M = CSE;P = Pacific/Archipelago;T = NASDAQ;W = CBOE;X = Philadelphia;	Avner Gelb – SIAC
9571	NoTapePrintFlag	8	A flag, when true (Y), indicating that this trade was not printed to tape. Default is ‘N’ if tag not present. Used in Exec Report, Fix Msg Type 8.	Avner Gelb – SIAC
9572	TotalOddLotBuyAlarm	U8		Samuel Taub – SIAC
9573	OddLotImbalanceShares	U8		Samuel Taub – SIAC
9574	StagingTargetPrice	d,ab	Target Price at which an order will stage and monitor	Don Scheurer – Bloomberg
9575	StageOrderIsInquiry		Denotes whether a staged order is an inquiry order.	Don Scheurer – Bloomberg
9576	TargetPriceType		Target price type valid values: 1 – Price 2 – Yield 3 – Spread	Don Scheurer – Bloomberg
9577	ExecutionType	8	Execution type that, among other values, contains a value for odd-lot adjustments to be used by SPAR users	Samuel Taub – SIAC
9578	BillingIndicator	8	Execution Report Billing categories (valid on regular executions, AWOs, and ERCs) Valid values: 1=Taker; 2=Provider; 3=Blended; 4=Opening/Provider; 5=Opening/Blended; 6=Closing/Provider; 7=CLosing/Blended; 8=Specialist; Data Type: Char	AJ Eufemio-Yu – SIAC
9579	ExpERCReferenceNumber	8	FIX 4.2 Format: String 10-byte Expanded Activity ID associated with an Execution Report. This tag is a concatenation of a 5-digit Reference number, followed by a 5-digit Sequence number. Both reference number and sequence number will start at 00001 (i.e. 0000100001). For each new activity, the Reference and Sequence number will increment by one. The Reference number will remain the same when a modification was performed on a specific activity.	AJ Eufemio-Yu – SIAC
9580	ParentID	D,F,G,8,9,s	Contains the OrderID of the parent order for a child order.	Gilles Bui – GL Trade
9581	OrderId	D,F,G,8,9,s	Contains the GL SLE ID of the order.	Gilles Bui – GL Trade
9582	ChildID	D,F,G,8,9 s	Contains the GL SLE ID of the child order.	Gilles Bui – GL Trade
9583	MIFID Internalization Indicator	D,F,G,8,9 s	Indicates the TYPE of internalization. Valid values: 1=FACILITATION (internalization is authorized between client orders only); 2=PROPRIETARY (internalization is authorized against the internal book); 3=ONLY (order will remain in the internal liquidity pool. It will not be released to the market); 4=NO. Default value=1(Facilitation).	Gilles Bui – GL Trade
9584	MIFID Best Execution Indicator	D,F,G,8,9,s	Valid values: 1=Gross Price (Best Exec without the cost); 2=Net Price(Best Exec with fees); 3=Ranking (Best Exec depending of the market ranking); 4-5-6=Custom1 to Custom3 (it’s for futur algorythm). Default value=1(Gross Price).	Gilles Bui – GL Trade
9585	MIFID Split	D,F,G,8,9,s	Autorizes the split functionality. Valid values: 1=YES; 2=NO. Default value=2(NO).	Gilles Bui – GL Trade
9586	MIFID Retention	D,F,G,8,9,s	Equivalent of Overnight. It’s for keeping the orders until the next trading session. Valid values: 1=YES; 2=NO. Default value=2(NO).	Gilles Bui – GL Trade
9587	MIFID Destination	D,F,G,8,9,s	Indicates the destination. Valid values: 1=Any exchanges (send on all available exchanges); 2=Selected instrument market (send the order only on the market where the trader choose the stock. In the case where you have multi-listed instruments on the same market (as for VIRTX) the order can be split between the different shares; 3=Selected instrument only (when you have multi-listed instruments on the same market (as for Chi-X). You send the order only on the instrument you choose on this market. Default value = 1(Any exchanges)	Gilles Bui – GL Trade
9588	Trade Type Indicator	D,F,G,8,9,s	This field indicates the trade/negociation type. Valid values: A=Incoming message is a Trade Cancel; 4=Incoming message is a Manual Trade notification; I=Internet trading; S=Algorithmic trading; D=DMA trading; 2=Advertisement; 9=Trade Report.	Gilles Bui – GL Trade
9589	MIFID Negociation code	D,F,G,8,9 ,s	This field contains the negociation code of execution market	Gilles Bui – GL Trade
9590	Update Reason	8,P	This field is used to filter specific GL messages into GL FIX IN	Gilles Bui – GL Trade
9591	Price Checking Flag	D,F,G,8,9,s	Used to reject the order if the price is too far away from the market. Valid values: 0=No price control (default value); 1=Price control; 2=Severe; 3=Client not sure.	Gilles Bui – GL Trade
9592	Quantity control	D,F,G,8,9,s	Indicates whether the market exchange has to check the quantity order. Valid values: 0=No check (default value); 1=Check quantity (big size).	Gilles Bui – GL Trade
9593	StartTime	D	UTC Timestamp. Time/date combination represented in UTC in either YYYYMMDD-HH:MM:SS (whole seconds) or YYYYMMDD-HH:MM:SS.sss (milliseconds) format. Colons,dash, and period required.	Tiffany Lee – New York Stock Exchange
9594	EndTime	D	UTC Timestamp. Time/date combination represented in UTC in either YYYYMMDD-HH:MM:SS (whole seconds) or YYYYMMDD-HH:MM:SS.sss (milliseconds) format. Colons,dash, and period required.	Tiffany Lee – New York Stock Exchange
9595	GL Routing Reference	D,F,G,8,9,s	Free format text string for internal client use. Max size is 255 char.	Gilles Bui – GL Trade
9596	Client Free Field 1	D,F,G,8,9,s	Free format text string for internal client use. Max size is 16 char.	Gilles Bui – GL Trade
9597	Client Free Field 2	D,F,G,8,9,s	Free format text string for internal client use. Max size is 32 char.	Gilles Bui – GL Trade
9598	CV Instruction	P	Specifies ClearVision (GL Back Office) Instruction. Valid values: 0=Default value; 1=Send To ClearVision; 2=Save in GL OMS.	Gilles Bui – GL Trade
9599	ETBegin	A	Please contact John Douglas of Ease Technologies for information concerning this field and others between 9599 and 9699 (TRIAD Financial Server)	John Douglas – Ease Technologies, Inc.
9600	Password	A	Password field used for secondary validation/security authorization. (TRIAD Financial Server) Please contact John Douglas of Ease Technologies for information concerning this field.	John Douglas – Ease Technologies, Inc.
9601	IoiNatural	6	Additional Natural criteria field. (TRIAD Financial Server) Please contact John Douglas of Ease Technologies for information concerning this field.	John Douglas – Ease Technologies, Inc.
9602	IoiType	6	Additional IoiType field used for discrimination on systems that express additional flavors of Iois (TRIAD Financial Server) Please contact John Douglas of Ease Technologies for information concerning this field.	John Douglas – Ease Technologies, Inc.
9603	NoFixStatusses	US/UT	Specifies number of FIX Status messages to follow : repeating group (TRIAD Financial Server) Please contact John Douglas of Ease Technologies for information concerning this field.	John Douglas – Ease Technologies, Inc.
9604	FIXStatus	US/UT	Specifies status of FIX Connection: 0 or 1, = Up or Down (TRIAD Financial Server) Please contact John Douglas of Ease Technologies for information concerning this field.	John Douglas – Ease Technologies, Inc.
9605	FIXStatusSubID	US/UT	Specifies status of FIX SubID Connection: 0 or 1, = Up or Down (TRIAD Financial Server) Please contact John Douglas of Ease Technologies for information concerning this field.	John Douglas – Ease Technologies, Inc.
9606	FIXStatusOBOCompID	US/UT	Specifies status of FIX OBO CompID Connection: 0 or 1, = Up or Down (TRIAD Financial Server) Please contact John Douglas of Ease Technologies for information concerning this field.	John Douglas – Ease Technologies, Inc.
9607	FIXStatusOBOSubID	US/UT	Specifies status of FIX OBO SubID Connection: 0 or 1, = Up or Down (TRIAD Financial Server) Please contact John Douglas of Ease Technologies for information concerning this field.	John Douglas – Ease Technologies, Inc.
9608	FIXReferenceNumber	UU/UV/UW	Specifies refernce number of FIX forwarded message, used in returned status messages UU/UV/UW (TRIAD Financial Server) Please contact John Douglas of Ease Technologies for information concerning this field.	John Douglas – Ease Technologies, Inc.
9609	ETLast	5	Specifies end of custom communications. (TRIAD Financial Server) Please contact John Douglas of Ease Technologies for information concerning this field.	John Douglas – Ease Technologies, Inc.
9610	NoNotes	Trade Capture	Number of repeating notes fields	Don Scheurer – Bloomberg
9611	NoteType	Trade Capture	Repeating field in the notes group	Don Scheurer – Bloomberg
9612	NoteId	Trade Capture	Repeating field in the notes group	Don Scheurer – Bloomberg
9613	NoteText	Trade Capture	Repeating field in the notes group	Don Scheurer – Bloomberg
9614	ATSAccess	TBA	ATS Access	Andrew Bowley – Lehman Brothers
9615	WorkedVolumeTarget	D,E,G	Percentage: Volume target for the worked portion of the order.	Grace Chou – Lehman Brothers
9616	ATSAccessType	TBA	ATS Access Type P = Passive W = I Would (cross)	Andrew Bowley – Lehman Brothers
9617	ModifySequence	8	Count of accepted cancel/replaces.	Michael Bishop – BATS Trading
9618	CondPctQty	D	Percent of inbound OrdQty that this conditional order will interact with	Chris Isaacson –
9619	CancelOrigOnReject	G	Y = cancel original order if OrigClOrdId is live but modification must be rejected. (An “unsolicited” cancel will be sent for OrigClOrdId in addition to the replacement reject). N = leave original order if modification is rejected	Paul Rose –
9620	CorrectedPrice	UCC	On the custom UCC trade correction message, this holds the corrected price.	Paul Rose – BATS Trading
9621	ECNAccessFee	8	Only present on fills. The total fees for this fill. Negative for rebate.	Paul Rose – BATS Trading
9622	DiscretionAmount	D	Amount of discretion to apply to Price. Similar in meaning to the standard DiscretionOffset but this field is always non-negative and is implicitly added to bid prices and subtracted from offser prices.	Paul Rose –
9623	TighterToTargetSchedule	D,E,G	Int: Determines whether the strategy sticks more closely to trading schedule. Valid Values: 0 = No (default) 100 = Yes	Grace Chou – Lehman Brothers
9624	StrategyUrgency	D,E,G	Char: Used in determining the optimal trading horizon. A higher urgency corresponds with a shorter duration.	Grace Chou – Lehman Brothers
9625	ExcludeAuctions	D,E,G	Multiple Value String: Indicates which auctions should be excluded while working the order. The default is to give the strategy the discretion to participate in all auctions that are available. This field supports multiple exclusions by separating values with a space (e.g. a value of ‘1 4’ would exclude the morning and evening auctions). Valid Values: 1 = Morning/Opening 2 = Lunch/AM Close (Asia only) 3 = Afternoon/PM Open (Asia only) 4 = Evening/Closing	Grace Chou – Lehman Brothers
9626	TriggerPx	D,E,G	Price: Identifies trigger price in absolute terms.	Grace Chou – Lehman Brothers
9627	TriggerPxAnchor	D,E,G	Char: Identifies anchor price when trigger price is specified in relative terms.	Grace Chou – Lehman Brothers
9628	AllocReceiverRole	J	1 = Sender, 2 = Receiver	Don Scheurer – Bloomberg
9629	TriggerPxOffset	D,E,G	Float: Offset relative to selected anchor for relative trigger price in “BPS better than.”	Grace Chou – Lehman Brothers
9630	ReduceDeltaOption		Timing of delta reduction	David Zinberg – Lehman Brothers
9631	ConditionalVolumeTarget	D,E,G	Percentage: Specifies target participation rate when stock price is better than user-specified trigger price.	Grace Chou – Lehman Brothers
9632	BaseStrategy	D,E,G	Char: Specifies base working strategy.	Grace Chou – Lehman Brothers
9633	ReferenceSecurityID	D,E,G	String: Identifies reference security.	Grace Chou – Lehman Brothers
9634	ReferenceSecurityIDSource	D,E,G	String: Identifies the ID source of the reference security (tag 9633). Tag 9634 functions in the same manner as the standard FIX tag 22.	Grace Chou – Lehman Brothers
9635	ReferenceSpread	D,E,G	Float: Specifies spread threshold in “BPS return since open”.	Grace Chou – Lehman Brothers
9636	MinDiscretionTime	D,E,G	Int: Identifies the minimum time between sweeps in seconds.	Grace Chou – Lehman Brothers
9637	DiscretionSize	D,E,G	Qty: Identifies discretion threshold size in shares.	Grace Chou – Lehman Brothers
9638	DiscretionSizePct	D,E,G	Percentage: Identifies discretion threshold size as a percentage of typical depth.	Grace Chou – Lehman Brothers
9639	DiscretionRange	D,E,G	Float: Identifies discretion threshold range in cents.	Grace Chou – Lehman Brothers
9640	DiscretionRangePct	D,E,G	Percentage: Identifies discretion threshold range as a percentage of typical spread.	Grace Chou – Lehman Brothers
9641	ExecutionStyle	D,E,G	Char: Identifies execution style in the market. Valid Values: 1 = Quiet 2 = Neutral 3 = Aggressive	Grace Chou – Lehman Brothers
9642	PegSpreadPct	D, G	Percentage spread for pegging	Ellen Yuan – Fidelity Capital Markets
9643	BlockFilter	D,E,G	Int: Specifies whether the strategy should ignore block prints.	Grace Chou – Lehman Brothers
9644	BlockFilterManual	D,E,G	Qty: Allows user to specify block filter threshold in terms of a share quantity.	Grace Chou – Lehman Brothers
9645	LimitPxType	D,E,G	Int: Allows users to specify an average limit price. Valid Values: 1 = Absolute Price (default) 2 = Average Limit Price	Grace Chou – Lehman Brothers
9646	LimitPxAnchor	D,E,G	Char: Identifies anchor price when limit price is specified in relative terms.	Grace Chou – Lehman Brothers
9647	LimitPxOffset	D,E,G	Float: Offset relative to selected anchor for relative limit price.	Grace Chou – Lehman Brothers
9648	LimitPxDirection	D,E,G	Char: Identifies units and direction of relative limit price offset.	Grace Chou – Lehman Brothers
9649	IsBuyBack	D,E,G	Boolean: When IsBuyBack = True, Rule 10b-18 is enabled for the trade.	Grace Chou – Lehman Brothers
9650	DealerResponseTime	R,AJ,AG,AI,S	The time when Quote request will expire	Don Scheurer – Bloomberg
9651	SubjectTime	R,AJ,AG,AI,S	The time when the Quote request will become subject.	Don Scheurer – Bloomberg
9652	QuoteMOPLevel	R,AJ,AG,AI,S	Bloomberg MOP Level	Don Scheurer – Bloomberg
9653	SubjectOrNot	AJ	Denotes if the response is subject or not.	Don Scheurer – Bloomberg
9654	BLPTicketType	AJ,AG	1-Customer, 2-Sales	Don Scheurer – Bloomberg
9655	LegYield	All fixed income	Yield	Don Scheurer – Bloomberg
9656	LegPriceType	All fixed income	Values similar to TriceType	Don Scheurer – Bloomberg
9657	LegExchangeRate	All fixed income		Don Scheurer – Bloomberg
9658	LegFlag	All fixed income	BLP Specific	Don Scheurer – Bloomberg
9659	LegSubFlag	All fixed income	BLP Specific	Don Scheurer – Bloomberg
9660	LegPrincipal	All fixed income		Don Scheurer – Bloomberg
9661	LegAccrued	all fixed income		Don Scheurer – Bloomberg
9662	LegTSTicketNumber	8,AE,AR	BLP Specific	Don Scheurer – Bloomberg
9663	LegBlotSeqNumber	All fixed income	BLP specific	Don Scheurer – Bloomberg
9664	LegTransactionSeqNumber	All fixed income	BLP Specific	Don Scheurer – Bloomberg
9665	LegFuturesCBroker	R,AJ,AG,AI,S,8,AE,AR	BLP Specific	Don Scheurer – Bloomberg
9666	LegFuturesDBroker	R,AJ,AG,AI,S,8,AE,AR	BLP Specific	Don Scheurer – Bloomberg
9667	Blot/Transaction Number	8,AE,AR	BLP Specific	Don Scheurer – Bloomberg
9668	WireTime	R,AJ,AG,AI,S	The Wire Time in seconds for a Quote (price fill) received from the dealer.	Sheetal Chainraj – Bloomberg L.P
9669	IsShortCover	Y,N	Boolean: Decclare if the order is a short cover order (or not).	APOSTOLOS KRITIKOPOULOS – NATIONAL SECURITIES COMPANY
9670	NetOrGrossIndicator	D,8	Whether price is net(0, default) or gross(1)	Tom Moore – MBA Systems Ltd
9671	XbCrestRef	D,8	The Executing Broker’s Crest reference	Tom Moore – MBA Systems Ltd
9672	AcpCrestRef	D,8	The Accepting Counterparty’s Crest reference	Tom Moore – MBA Systems Ltd
9673	XbLegalDisclaimer	D,8	Executing Broker’s legal disclaimer	Tom Moore – MBA Systems Ltd
9674	AcpLegalDisclaimer	D,8	Accepting Counterparty’s legal disclaimer	Tom Moore – MBA Systems Ltd
9675	ContactPhoneNumber	D,8	Contact phone number	Tom Moore – MBA Systems Ltd
9676	ContactEmailAddress	D,8	Contact email address	Tom Moore – MBA Systems Ltd
9677	UnderlyingPxOffset	D,E,G		Eugen Sarbu – Lehman Brothers
9678	UnderlyingPxOffsetType	D,E,G		Eugen Sarbu – Lehman Brothers
9679	HedgeSide	D,G	Indicate Side of the hedge	Eugen Sarbu – Lehman Brothers
9680	OrderNote	New Order List, Execution Report	This field is used to hold a list-level note on a list message.	Jessica Zahnow – Market Axess
9681	OMS Version	User defined	Buy side vendor to provide the OMS software version that the trader is using to send in orders. For example: “EzeTraderConsole 4.7”	Daniel Kaplan – Lehman Brothers
9682	Product Version	User defined – text field	Intended broker algo/product version with respect to the broker FIX specification version. For example: “Algo 1.0”	Daniel Kaplan – Lehman Brothers
9683	MinHedgeTriggerQty	D,G	Minimum option volume traded before starting the hedge	Eugen Sarbu – Lehman Brothers
9684	MinHedgeTriggerValue	D,G	Minimum option delta traded before starting the hedge	Eugen Sarbu – Lehman Brothers
9685	AutoHedge	D,G	Boolean value to indicate if option order should be hedged	Eugen Sarbu – Lehman Brothers
9686	AutoHedgeStrategy	D,G	Strategy used for hedging	Eugen Sarbu – Lehman Brothers
9687	BypassHiddenPeg	D	Y = Bypass hidden peg orders resting on book N (Default) = Access hidden peg orders resting on book	Paul Rose – BATS Trading
9688	OrigCompID	8	on drop copies OrigCompID will be the TargetCompID of the original exec report (TargetCompID will be the receiver of the drop copy)	Paul Rose – BATS Trading
9689	OrigSubID	8	on drop copies OrigSubID will be the TargetSubID of the original exec report (TargetSubID will be the receiver of the drop copy)	Paul Rose – BATS Trading
9690	WorkingPrice	8	If order Price had to be permanently adjusted on entry (i.e. to avoid crossing national market) the adjusted price will be reported here on the accept. The Price field will always be a copy of the price submitted on the order.	Paul Rose –
9691	InitialDisplayPrice	8	Send on Accepted and Replaced (150=0,5) execution reports when it is known that the order is being booked. Reports the price at which the order is initially displayed.	Paul Rose –
9692	AllocRecieverRole	J	1 = sender, 2 = receiver	Don Scheurer – Bloomberg
9693	DealerQuotePriceType	Execution Report	Type of DealerQuotedPrice. Same values as PriceType. Supported values: 1 = percentage (of par) 6 = spread 9 = yield	Pomeli Ghosh – MarketAxess
9694	DealerQuotePrice	Execution Report	Quoted level for the Dealer. Can be expressed as basis points spread, percentage yield, or percentage of par price, as specified in DealerQuotedPriceType	Pomeli Ghosh – MarketAxess
9695	DealerQuoteOrdQty	Execution Report	Quoted size for the Dealer. Always expressed in par	Pomeli Ghosh – MarketAxess
9696	DealerQuoteText	Execution Report	Free text comment field	Pomeli Ghosh – MarketAxess
9697	CompetitiveStatus	Execution Report	Indicates the competitive status of each dealer quote (Done, Covered, Missed etc).	Pomeli Ghosh – MarketAxess
9698	DealerQuoteFxRate	Execution Report	Quoted FX rate for each Dealer. Float. Direction is determined by SettlCurrFxRateCalc (tag 156)	Thomas Hill – Market Axess
9699	DirtyPrice	Execution Report	All-in USD dirty price for the local market trades with FX component.	Vera Kolton – Market Axess
9700	OppBroker	char(32)	same as official tag 337 or 9100 ADDED TO FIX 4.2 AS TAG: 375 (ContraBroker)	Henry He – Chicago Mercantile Exchange
9701	OmnibusAccount	char(10)	Indicates the types of customer or account requesting the order. Values are 1 – For own account2 – For clearing member’s house account 3 – For the account of another member present 4 – For any other customer account	Henry He – Chicago Mercantile Exchange
9702	CtiCode	char(1)	Indicates the types of customer or account requesting the order. Values are 1 – For own account2 – For clearing member’s house account 3 – For the account of another member present 4 – For any other customer account	Henry He – Chicago Mercantile Exchange
9703	SessionIndicator	char(1)	Indicates the routing to an executing system G – Globex trading engine	Henry He – Chicago Mercantile Exchange
9704	PrevExpERCReferenceNumber	8	Valid on FIX MsgType 8. FIX 4.2 Format: String. 10-byte Expanded Activity ID on an ERC. This tag is a concatenation of a 5-digit Reference number, followed by a 5-digit Sequence number.Both reference number and sequence number will start at 00001 (i.e. 0000100001). The PrevExpERCReferenceNumber is the activity ID associated with the previous Execution Report or ERC for the same order.	AJ Eufemio-Yu – SIAC
9705	ProductComplex	35=d	High level product type. N for Energy A for Aggs E for Equity … (more granularity than CFICode)	Fred Malabre – Chicago Mercantile Exchange
9706	FeeBilling	char(1)	Type of clearing fee. Values are B – CBOE member tradingC – Non-member rate (customer) E – Equity member rate H – 106H/J Firms L – Lessee/106.F employees	Henry He – Chicago Mercantile Exchange
9707	GiveUpFirm	char(5)	Identifies the clearing member firm to which the fill was “given up”.	Henry He – Chicago Mercantile Exchange
9708	CmtaGiveupCD	char(1)	Indicates if the order is a “give-up” or CMTA trade. Values are T – CMTAG – Give-up	Henry He – Chicago Mercantile Exchange
9709	BackOfficeText	char(25)	Back office information. TOPS Route sends this information to the back office system	Henry He – Chicago Mercantile Exchange
9710	PostExecutionAllocation	char(5)	“PEA” = only valid value	Henry He – Chicago Mercantile Exchange
9711	OppHouse	char(32)	Indicates the house of the contraBroker	Henry He – Chicago Mercantile Exchange
9712	AllocReceiverIdtype	J	1=email,2=uuid	Don Scheurer – Bloomberg
9713	TimeIn	UTC timestamp	Time order is received by exchange	Gabe Schuetzner – Chicago Mercantile Exchange
9714	BrokerReceiptTime	UTC timestamp	Time that the broker receives the order	Gabe Schuetzner – Chicago Mercantile Exchange
9715	TimeBracketCode	char(1)	Indicates the time bracket of an order fill.	Henry He – Chicago Mercantile Exchange
9716	LOGIN_ROUTE_ID	Char(32)	This tag shall contain the id used for login and routing purposes	SESHADRI SUNDARAM – CHICAGO MERCANTILE EXCHANGE INC
9717	CorrelationClOrdID		Id common to new order and subsequent series of requests against that order. Used for reporting.	ron newell – chicago mercantile exchange
9718	TrdRegTimestampTimeIn	Execution Report	Timestamp source for Time In timestamp. (Exists in FIX 4.4 as repeating group.)	ron newell – chicago mercantile exchange
9719	TrdRegTimestampOriginBrkReceipt	Execution Report	Timestamp source for Broker Receipt timestamp. (Exists in FIX 4.4 as repeating group.)	ron newell – chicago mercantile exchange
9720	TrdRegTimestampOriginExecution	Execution Report	Timestamp soource for Exectution timestamp. (Exists in FIX 4.4 as repeating group.)	ron newell – chicago mercantile exchange
9721	TimeOut	Execution Report	Timestamp of fill being reported from the pit to the trading floor booth. (Exists in FIX 4.4 as repeating group.)	ron newell – chicago mercantile exchange
9722	TrdRegTimestampOriginTimeOut	Execution Report	Timestamp source of Time Out timestamp. (Exists in FIX 4.4 as repeating group.)	ron newell – chicago mercantile exchange
9723	DiscretionPx	D,G	The Discretion Price of the order. This price is the limit for the DiscretionQty can be traded at. The value is an absolute price.	Tad Knowles – SunGard Trading Systems
9724	FillUserID	Execution Report	Clerk or trader entering the fill into the fill reporting system. (Potentially a Party Role.)	ron newell – chicago mercantile exchange
9725	FillTerminalID	Execution Report	ID of station reporting fill. (Similar to FIX 4.3 Party Role of Executing System.)	ron newell – chicago mercantile exchange
9726	FillSeqNum	Execution Report	Sequence number assigned to the fill by the station reporting it.	ron newell – chicago mercantile exchange
9727	FillNumLines	Execution Report	Total number of fills being reported by station under a single FillSeqNum.	ron newell – chicago mercantile exchange
9728	FillLineNum	Execution Report	Reference to a specific fill being reported under a single FillSeqNum. (See custom field FillNumLines.)	ron newell – chicago mercantile exchange
9729	OrderLegNum	Execution Report	When reporting fill, references the leg number in the order.	ron newell – chicago mercantile exchange
9730	TradeLiquidityIndicator	8	Indicates whether a trade adds liquidity (A) or removes liquidity (R) from the marketplace.	Ryan Pierce – Townsend Analytics Ltd. / Archipelago LLC
9731	TLTCFlag	Execution Report	Fill being reported is flagged Too Late To Cancel when a cancel/replace or cancel request was received after the execution.	ron newell – chicago mercantile exchange
9732	FormattedLastPx	Execution Report	LastPx formatted for processing by post-trade systems.	ron newell – chicago mercantile exchange
9733	PrintedTicketLabel	Execution Report	Label printed on trading floor order ticket.	ron newell – chicago mercantile exchange
9734	PartyRoleExecutingTrader	Execution Report	Trader executing the order. (Exists in FIX 4.3 as repeating group.)	ron newell – chicago mercantile exchange
9735	PartyRoleClearingFirm	Execution Report	Clearing firm of executed order. (Exists in FIX 4.3 as repeating group.)	ron newell – chicago mercantile exchange
9736	PartyRoleClearingOrg	Execution Report	Clearing organization for executed order. (Exists in FIX 4.4 as repeating group.)	ron newell – chicago mercantile exchange
9737	ClearingSecurityID	Execution Report	Security ID as assigned by clearing organization. (Combination of FIX 4.4 SecurityIDSource and SecurityID.)	ron newell – chicago mercantile exchange
9738	ClearingStrikePx	Execution Report	Strike price as formatted by clearing organization.	ron newell – chicago mercantile exchange
9739	MIFIDBestExecutionReqd	D	Indicates whether the broker is to execute the order using the Best Execution Policy defined with the customer (MIFID directive) Valid values : Y = Indicates the broker should execute the order using the Best Execution Policy N = Indicates the broker should NOT execute the order using the Best Execution Policy (optional)	Sebastien Mournetas – Credit Agricole Cheuvreux
9740	PIPSequentialNo	G, f, 8, W, X	Assigned by an exchange to identify a particular price improvement phase for a particular instrument	James Haworth – CMC
9741	PIPExpiryTime	f	Indicates the time when an instrument price improvement phase will expire	James Haworth – CMC
9742	PIPExpiryDuration	f	Indicates the duration in seconds of an instrument price improvement phase	James Haworth – CMC
9743	PIPManagementType	D	Indicates the type of management requested for an order than will initiate a price improvement phase for an instrument. Possible values are: 0 = The clients price improvement is managed manually 1 = The clients price improvement is managed by the exchange	James Haworth – CMC
9744	PIPImprovementType	D	Indicates how the exchange should manage a client’s price improvement order. Possible values are: 0 = The client’s price improvement will be managed manually 1 = Management by joining the better price 2 = Management by increasing by + one Improvement tick the better price	James Haworth – CMC
9745	PIPMaxPrice	D	Indicates the price to not exceed for a price improvement order that is managed by the exchange	James Haworth – CMC
9746	OmgeoSwiftOldValue			Dharmendra Makhijani – Omgeo LLC
9747	OmgeoSwiftNewValue			Dharmendra Makhijani – Omgeo LLC
9748	MaxOrderQty	d	Indicates the maximum order quantity allowed for a particular instrument	Jim Haworth – CMC
9749	MinOrderQty	d	Indicates the minimum order quantity allowed for a particular instrument	Jim Haworth – CMC
9750	ChgFromSettlmnt	W,X	Indicates the change in an instrument price from the previous day’s settlement price	Jim Haworth – CMC
9751	ChgFromSettlmntDirection	W,X	Indicates the direction of change of an instrument price from the instrument’s previous day settlement price ‘+’ = increase ‘-‘ = decrease ‘ ‘ = no change	Jim Haworth – CMC
9752	StrikePriceCode	f,W,X,d	Standard Code For Expressing Option Strike Price	Jim Haworth – CMC
9753	StrikePriceCurrency	d	Specifies the currency of the strike price. USD = US$, CAN = Canadian $	Jim Haworth – CMC
9754	InstrumentExternalCode	d	The external code for an instrument. Sometimes referred to as the instrument contract name. Consists of the instrument symbol, expiration month code, and expiration year. For options, a put/call indication and strike price are also included. An example code at BOX for an IBM Put option with a July 2003 expiration and $80 strike price would be IBMS03P80.00. The conventions may be different for other exchanges.	Jim Haworth – CMC
9755	OptionSponsorType	d	Indicates Option Sponsor Type 0 = Regular 1 = Societe Generale	Jim Haworth – CMC
9756	RemainingFills	8	Indicates if any more fills will be occurring. Takes the same value as a partial fill indicator for all cases except FAK orders. In the case of FAK orders, this field indicates that no more fills will be occurring even if the order is not completely filled and explains why the leaves quantity is set to 0. Possible Values 0 = No more fills 1 = More fills	Jim Haworth – CMC
9757	OrigOrdQty	D	The original quantity of an order	Jim Haworth – CMC
9758	ExpositionOrderType	W,X	Indicates the type of an order that is being exposed 1=Normal 2=No NBBO Check 3=No IML 4=Outbound 5=P Inbound 6=PA Inbound	Jim Haworth – CMC
9759	OrderExpositionEndTime	W,X	The end time for an order exposition	Jim Haworth – CMC
9760	ClearingLastPx	Execution Report	LastPx as formatted by clearing organization.	ron newell – chicago mercantile exchange
9761	OmgeoFXDealCurrencyCode		Allows the user to instruct the recipient of a settlement instruction to perform an FX deal.	Dharmendra Makhijani – Omgeo LLC
9762	ClearingOrdType	Execution Report	Order types as defined by clearing organization.	ron newell – chicago mercantile exchange
9763	ClearingBusCycle	Execution Report	Business cycle as defined by clearing organization.	ron newell – chicago mercantile exchange
9764	AddInstText	New Order, C/Replace, Cancel, and Execution Report	Additional text-based instructions for order execution.	ron newell – chicago mercantile exchange
9765	TFPossRetransFlag	New Order, C/Replace, Cancel, and Order Status Req	Flags message as possible retransmission for printing on trading floor order ticket.	ron newell – chicago mercantile exchange
9766	TFConfirmRequest	Cancel Request	Indicates confirmation of cancel is requested from the trading floor.	ron newell – chicago mercantile exchange
9767	TLTCClOrdRefID	Execution Report	Refers to ClOrdID on fill being reported Too Late To Cancel. See custom tag 9731 TLTCFlag.	ron newell – chicago mercantile exchange
9768	OFMOverride	Cancel/Replace	Flag indicating the order quantity stipulated on Replace Request should be entered into the market as stated – without reduction for any fills that have occurred.	ron newell – chicago mercantile exchange
9769	SecondaryExecID	8	For FIX 4.2 (contains the trade number in the fill notice – execution report). Added in FIX 4.3 as tag 527 – SecondaryExecID.	Laetizia Moreau – Chicago Mercantile Exchange
9770	ExchangeQuoteReqID	b (Quote Acknowledgement)	Quote Request ID generated by the Exchange returned to the clients in the quote acknowledgment message (tag 35 = b) in response to their Quote Request message.	Laetizia Moreau – Chicago Mercantile Exchange
9771	MMAccount		Account number information used in Quote related messages in FIX 4.2	Laetizia Moreau – Chicago Mercantile Exchange
9772	NoProcessedEntries	b (Quote Acknowledgement)	Number of quotes successfully accepted (if in response to a Mass Quote message) or number of quotes successfully cancelled (if in response to a Quote Cancel message).	Laetizia Moreau – Chicago Mercantile Exchange
9773	MMProtectionReset	i (Mass Quote)	When MM Protection is triggered, the Trading Engine will not accept any new Quotes from the Market Maker for that Product Group until it receives a Mass Quote Message with the MMProtectionReset flag set to ‘1’.	Laetizia Moreau – Chicago Mercantile Exchange
9774	CancelledSymbol	b	Symbol cancelled for an unsollicited Quote Ack message.	Fred Malabre – Chicago Mercantile Exchange
9775	UnsolicitedCancelType	b	Type of the cancel generated by engine. A: Cancel all quotes on disconnect B: Cancel all quotes on logout C: Cancel all by Operations D: Cancel Instrument Group by Operations E: Quote Expired F: Cancelled by Market Maker Protection G: Cancel Instrument Group when too many incorrect quotes submitted.	Laetizia Moreau – Chicago Mercantile Exchange
9776	AutoQuoteRequest	c, d	Boolean flag (Y/N) to automatically send a Quote Request message following the Security Definition (35=d) message. This might be used when users create an instrument using the Security Definition Request (35=c) message.	Fred Malabre – Chicago Mercantile Exchange
9777	Billable	8	Indicates whether an order incur specialist fee. Y=Yes, N=No.	Bradley Duke – Agent Trader Securities LLC
9778	CMSLine1A	D,G,F,H	CMS Line1A. Used for specifying routing instructions, such as NYSE Direct+(NY NX), booth routing(NY OVR B-xx), Amex or NYSE override (NY OVR), crossing session (NY OS), etc.	Eric Gottesman – Helfant Group
9779	UserDefinedInstrument	d	Boolean field to tell if the instrument defined by the Security Definition message is a user defined instrument or not.	Fred Malabre – Chicago Mercantile Exchange
9780	CrossOrdBidQty	W	Quantity of the buy side of cross requests	Jim Haworth – CMC
9781	CrossOrdAskQty	W	Quantity of the ask side of cross requests	Jim Haworth – CMC
9782	LastCrossReqTime	W	Timestamp of the last cross request received for an instrument	Jim Haworth – CMC
9783	QuoteReqBidQty	W	Indicates the quantity of the bid side of quote requests in an instrument’s market	Jim Haworth – CMC
9784	QuoteReqAskQty	W	Indicates the quantity of the ask side of quote requests in an instrument’s market	Jim Haworth – CMC
9785	LastQuoteReqTime	W	Time of the last quote request received for an instrument	Jim Haworth – CMC
9786	BangStyle	S=Single,N=Normal	Tag 9786 allows clients to specify the style of bang applied to each order on an individual basis.S=Single and N=Normal	joe cossu – bloomberg
9787	DisplayFactor	35=d	Multiplier to convert electronic prices sent over fix to display prices.	Fred Malabre – Chicago Mercantile Exchange
9788	SpreadExecID	35=8	Equivalent to the ExecID of a spread when dealing with multi-leg securities.	Fred Malabre – Chicago Mercantile Exchange
9789	SpreadSecurityID	35=8	SecurityID for the spread related to the leg reported as SecurityID in the message Execution Report.	Fred Malabre – Chicago Mercantile Exchange
9790	ResponseRequested	C	Used to indicate if a response is requested (or required) from the e-mail recipient	Jim Northey – Chicago Board Options Exchange
9791	OriginalEmailThreadID	C	Original Email Thread ID to which this e-mail message is in reply	Jim Northey – Chicago Board Options Exchange
9792	DbExecID		Execution Id assigned to both sides of a transaction and passed back to each party in the execution report.	John Prouty – Archipelago
9793	AttributedQuote		Tag assigned to an order to indicate that the submitter wants to be identified on the Archipelago quote feed. The submitter would be identified with their Archipelago ETPID.	John Prouty – Archipelago
9794	Proactive if Locked	MsgType=D	When set it will designate an order sent as a PNP to go proactive if it locks the market.	John Prouty – Archipelago
9795	Prospectus Indicator	D	Indicates that an order should be considered part of a prospectus offering	David Weiss – Archipelago LLC.
9796	Don’t Arb	D	If a block trade occurs at an away market an order container the don’t arb flag will re-price to the execution price of the block trade.	David Weiss – Archipelago Exchange
9797	ARCAEx News Type	B	enumerated value indicating the type of ARCAEx news message	David Weiss – Archipelago Exchange
9798	AllocReceiverId	J	Can be internet e-mail or Bloomberg UUID	Don Scheurer – Bloomberg
9799	VWAPType	D,8	Indicates type of VWAP execution client wishes Bloomberg Tradebook to deliver. Used for non-US securities only. Valid values: V1=session 1 V2=session 2 V3=full day V4=point of trade	Brian Gay – Bloomberg
9800	PriceDisplayFormat	d	Format to use to display the price on the screen.	Fred Malabre – Chicago Mercantile Exchange
9801	SecuritySubType	c, d	Sub-type qualification/identification of the SecurityType. Same as 762 in FIX 4.4.For SecurityType=”MLEG” markets can provide the name of the option or futures strategy, such as Calendar, Vertical, Butterfly, etc. NOTE: Additional values may be used by mutual agreement of the counterparties	Fred Malabre – Chicago Mercantile Exchange
9802	BloombergServerID	New Order,Allocation Instruction	Identifier of the Bloomberg server that generated an order and allocation. Used for internal routing purposes. String – upto16 characters	Pomeli Ghosh – MarketAxess
9803	TradingSystemID	Exec Reports, Alloc Reports	Identifier of the Trading System that processed an order or allocation. Used for internal routing purposes. String – upto 16 characters	Pomeli Ghosh – MarketAxess
9804	ZSpread	Execution Report	<Spread or Benchmark Curve Data> Contains the Zero Coupon spread which is the difference between the Corp Yield and the zero-coupon Yield. Format -NNN.DDD	Pomeli Ghosh – MarketAxess
9805	ISpread	Execution Report <Instrument>	Contains the Interest Rate Swap spread which is the difference between the Corp Yield and the IRS Yield. Format -NNN.DDD	Pomeli Ghosh – MarketAxess
9806	ASWSpread	Execution Report <Instrument>	Contains Asset Swap spread which is the difference between the Corp Yield and the ASW Yield. Format -NNN.DDD	Pomeli Ghosh – MarketAxess
9807	RegFeeFlag		Reserved for future use by Nasdaq.	Juliette Vignola – NASDAQ
9808	OmgeoCommissionSharingType	J, AS	Used inside the BrokerOfCredit/Directed Commission Nested Party to indicate type of commission sharing. Allowed values are: CLDI (client directed); SOFT (soft dollar); STEP (step out trade); STPI (step in trade).	Debashis Das – Omgeo
9809	OmgeoTPAssignedTime	J	Date and time when the Omgeo Third Party generated the message.	Debashis Das – Omgeo
9810	VWAPOrder	D,8	This tag initiates a VWAP strategy for the order.Valid values:9810=0(off),1(on)	joe cossu – bloomberg
9811	VWAPStart	D,8	VWAP start time (GMT)	joe cossu – bloomberg
9812	VWAPStop	D,8	VWAP stop time (GMT)	joe cossu – bloomberg
9813	VWAPMatching	D,8	This tag specifies if the VWAP order will be eligible for matching (U.S orders only) 9813=0(not eligible) 9813=1(eligible)	joe cossu – bloomberg
9814	VWAPExceed	D,8	This tag specifies that the counterparty initiating the order acknowledges and accepts that the total order quantity exceeds a certain percentage of the typical daily volume.Absence of this tag or a 0 value will result in a reject if 38>%TDV 9814=0 9814=1 (acknowledgement)	joe cossu – bloomberg
9815	FireQuantity	D,8	The quantity of an IOC order, in shares, that system sends to exchange (with discretion) when other parameters are met.Order will be rejected if the quantity is an invalid board lot.	joe cossu – bloomberg
9816	TickMultiplier	D,8	Whole numbers only. Multiply this value with appropriate Tick increment (based on current security price and GTEX Tick Rules) to calculate the Discretion Quantity.	joe cossu – bloomberg
9817	MinorCtrlNbr	8	NASDAQ-assigned 10-char control number used to identify each one of the minor trades used for a M2 trade match with the major trade.	Michelle Despres – NASDAQ
9818	Blockbuster Sizable Action Code	8	A = Allow I = Inhibit For trade reporting.	Michelle Despres – NASDAQ
9819	Inhibit Trade Indicator	8	Valid values: B = Buy side clearing firm inhibited the trade S = Sell side clearing firm inhibited the trade blank = Neither clearing firm has inhibited the trade A = One or both clearing firms have allowed the trade, as required.	Michelle Despres – NASDAQ
9820	Blockbuster Sizable Start Time	8	Entry time of the blockbuster or sizable trade.	Michelle Despres – NASDAQ
9821	Blockbuster Sizable Action Time	8	Time of receipt of action input or expiration of review period.	Michelle Despres – NASDAQ
9822	ClearingPrice	8	Price inclusive of commissions.	Michelle Despres – NASDAQ
9823	NetTradeLimitInd		Contains “M” when the dollar amount of this trade contributes to the MM’s Net Amount Traded (NAT) so as to exceed the MM’s Net Trade Limit (NTL), or “O” when the dollar amount of this trade contributes to the OE’s NAT so as to exceed the OE’s NTL.	Michelle Despres – NASDAQ
9824	ClearingBroker		Clearing broker ID.	Michelle Despres – NASDAQ
9825	ReportingGUID	8	MPID of give up on the trade reporting party side.	Michelle Despres – NASDAQ
9826	NonReportingGUID	8	MPID of give up on the non-trade reporting party side.	Michelle Despres – NASDAQ
9827	DeskTraderID		Contains desk/trader ID.	Michelle Despres – NASDAQ
9828	RelativeGTTLife		Life of GTT order rather than an expire time.	Michelle Despres – NASDAQ
9829	ComplaintCode		91 = block trade through 92 = locked market 93 = lock/ship 94 = pre open report 95 = quote error 96 = quote change 97 = resend comm. 98 = trade through 99 = why cancel	Michelle Despres – NASDAQ
9830	IntroBrokerInd		The Introducing Broker is the firm who gives-up another firm during the execution of the trade. Valid values: A = Active S = Suspended	Michelle Despres – NASDAQ
9831	ExecBrokerInd		The Executing Brokers are those firms on either side who “own” the trade. Valid values: A = Active S = Suspended	Michelle Despres – NASDAQ
9832	ClearBrokerInd		The Clearing Brokers are those firms who will clear the trade. Valid values: A = Active S = Suspended	Michelle Despres – NASDAQ
9833	ResponsibilityInd		The firm which takes responsibility for trade reporting functions. Valid values: Y = Yes N = No	Michelle Despres – NASDAQ
9834	TradeRepAvailInd		States denoting the extent of a firm’s participation in Trade Reporting. Valid values: N = Not ready A = Available E = Effective Tomorrow U = Unavailable for technical reasons	Michelle Despres – NASDAQ
9835	MajorClearingInd		Signifies that the CBID in the message is the MMID’s major clearing firm. A self-clearing firm will always be denoted as major. Valid values: M = Major N = not a major arrangement	Michelle Despres – NASDAQ
9836	RiskMgmtInd		Designates that the clearing relationship in this message is functionally Active. It also assigns responsibility to the correspondent or the clearing firm for the entry of all T+2 to T+N entries. Valid values for self-clearing firms are A, M, and D. Valid values: A = Active & correspondent cannot enter As of T+2 to T+N trades (except self-clearing) M = Active with Super-Cap Marker & correspondent cannot enter As of T+2 to T+N trades (except self-clearing) Y = Active & correspondent can enter As of T+2 to T+N trades (except self-clearing) N = Active with Super-Cap Marker, correspondent (non-self clearing) can enter As-of T+2 to T+N trades D = Deleted	Michelle Despres – NASDAQ
9837	OmgeoThirdPartyRole	AS	Type of third party being identified	Thomas Trepanier – Omgeo LLC
9838	OmgeoThirdPartyType	AS	This field identifies the type of format used to identify the party	Thomas Trepanier – Omgeo LLC
9839	OmgeoThirdPartyValue	AS	Identity of the party specified as a character string	Thomas Trepanier – Omgeo LLC
9840	OmgeoThirdPartyName	AS	The actual name of the organization	Thomas Trepanier – Omgeo LLC
9841	OmgeoThirdPartyStatus	AS	The status of communication with the third party	Thomas Trepanier – Omgeo LLC
9842	OmgeoThirdPartyStatusTime	AS	The time the third party status was assigned to the allocation by Central Trade Manager (CTM)	Thomas Trepanier – Omgeo LLC
9843	OmgeoTPAssignedID	AS	The identifier assigned to the allocation by the third party upon receipt	Thomas Trepanier – Omgeo LLC
9844	OmgeoTPReason	AS	A free form text field for communication of additional information from the third party to Central Trade Manager (CTM)	Thomas Trepanier – Omgeo LLC
9845	OmgeoNoThirdPartyData	AS	This field indicates the number of Third Party Data blocks that are provided on the message.	Thomas Trepanier – Omgeo LLC
9846	NewCtrlNbr	8	NASDAQ-assigned control number that will be used to identify the new split trade created from the M2 trade match that resulted from splitting either the major trade or one of the minor trades. If there was no new trade created, this field will contain 0 (zero).	Michelle Despres – NASDAQ
9847	LockedInStatus	8	Contains the current status of the locked in trade. Valid values:A = The trade is still locked in (by trade acceptance) because both trading parties’ Break Trade transaction have not been received.M = The trade is still locked in (by trade matching) because both trading parties’ Break Trade transactions have not been received.B = The locked in trade is effectively broken because both trading parties’ Break Trade transactions have been received.	Michelle Despres – NASDAQ
9848	NumberofAllocsReceivers	J	Defines who is getting an allocation report – may be multiple people	Don Scheurer – Bloomberg
9849	Participation Rate			Natasha Bonner-Fomes – Lehman Brothers UK
9850	MinCabPrice	d	Indicate the minimum cabinet price for a given option instrument.	Fred Malabre – Chicago Mercantile Exchange
9851	MaxCabPrice	d	Indicate the maximum cabinet price for a given option instrument.	Fred Malabre – Chicago Mercantile Exchange
9852	CabPriceIncrement	d	Indicate the increment between multiple cabinet prices for a given option instrument.	Fred Malabre – Chicago Mercantile Exchange
9853	PricingModel	8	Indicate the pricing model used to calculate the reported prices.	Fred Malabre – Chicago Mercantile Exchange
9854	OverrideFlag	8	Valid values:Y = Override N = No override	Michelle Despres – NASDAQ
9855	DelayedDisseminationInst	Execution Report	Used in Trade Report Entry to detail the length of time a trade report should be held before dissemination.	Juliette Vignola – Nasdaq/OMX
9856	BreakIndicator	8	B = only buyer has broken, S = only seller has broken, X = both buyer and seller have broken, L = broken through market center	Michelle Despres – NASDAQ
9857	LockedIn	8	A = if locked-in by acceptance, else sell control number; S = if locked-in by acceptance with short sale indication (sent to OE responsible party accepting the trade only); X = if locked-in by acceptance with short sale exempt indication (sent to OE responsible party accepting the trade only); L = to denote an auto locked in trade against the contra side; Z = to denote a split locked in trade against the contra side	Michelle Despres – NASDAQ
9858	OmgeoTLAccruedInterestCurrency	J, AS	The currency associated with the total accrued interest amount. This field determines precision of the corresponding amount field.	Thomas Trepanier – Omgeo LLC
9859	OmgeoTLAccruedInterestAmount	J, AS	Used to specify the interest accrued for the entire trade. Values of amount are limited to 16 decimal places. The precision is determined by the corresponding currency type.	Thomas Trepanier – Omgeo LLC
9860	ContraBranchSeqNbr	8	8 chars. Required by OATS for trade reporting party QSR and AGU trades only. Does not apply to non-QSR or non-AGU entries.	Michelle Despres – NASDAQ
9861	BranchSeqNbr	8	Branch/Sequence Number associated with a particular order or trade.	Michelle Despres – NASDAQ
9862	ContraTradePA	8	Contra Trade PA. Valid values: A = agency, F = firm, P = principal, R = riskless	Michelle Despres – NASDAQ
9863	ContraClearingAcct	8	The number of the clearing firm associated with the order entry firm. If you do not enter a number, then NASDAQ uses the default clearing number in the contra firm profile.	Michelle Despres – NASDAQ
9864	PortfolioName	New Order Single, ER		Jessica Zahnow – Market Axess
9865	OmgeoBlockCommissionType	J, AS	The commission type. Allowed values are EXEC (executing broker’s commission), LOCO (local broker’s commission), SPCN (special concessions) and TCOM (total commissions).	Thomas Trepanier – Omgeo LLC
9866	OmgeoBlockCommissionAmount	J, AS	The amount of commission, drawdown or other reduction from or in addition to the deal price. When commissions are specified as percentages, CTM multiplies the value entered by 0.01.	Thomas Trepanier – Omgeo LLC
9867	OmgeoCommissionReason	J, AS	The commission reason code at the Block level.	Thomas Trepanier – Omgeo LLC
9868	Allocation Detail Institurion Id	Allocations		Don Scheurer – Bloomberg
9869	OmgeoBlockCommissionCurrency	J,AS	Currency of the amount indicated in the Omgeo block commission amount field. ISO codes used.	Thomas Trepanier – Omgeo LLC
9870	ReserveSize		Indicates the quantity of the reserve size. Reserve size must be in shares either in round lot multiples or in mixed lots.	Michelle Despres – NASDAQ
9871	RefreshSize		Indicates the quantity to which display size will be replenished from reserve size. Must be is shares, in a round lot multiple.	Michelle Despres – NASDAQ
9872	DisplaySize		Number of shares to be displayed	Michelle Despres – NASDAQ
9873	OmgeoCommSharingBasisIndicator	J,AS	This field identifies the commission sharing basis under which the trade was executed. Allowable values are: PERC(percent); FLAT(flat rate); or PERU(rate per share)	Thomas Trepanier – Omgeo LLC
9874	OmgeoNoBlockCommissions	J,AS	This field indicates the number of block commission groups that are provided on the message.	Thomas Trepanier – Omgeo LLC
9875	AEPTradeID	J	Block trade identifier used only by dealers using AEP for execution for matching block trade in Allocation Instruction.	Lisa Taikitsadaporn – Brook Path Partners, Inc.
9876	SwapTradeType	8 = Execution Report	This is additional information about the 2 security type trade: 1 = TBA Outright (Cash) 2 = TBA Rolls 3 = TBA Swap/Switch 4 = TBA Hedged	Sheetal Chainraj – Bloomberg L.P
9877	BbgTradeType	8 = Execution Report	Bloomberg Internally used.	Sheetal Chainraj – Bloomberg L.P
9878	Allocation Block Original Face	Allocations		Don Scheurer – Bloomberg
9879	LegIndex	8 = Execution Report	Index of this leg for a multi-leg trade (trades reported individually).	Sheetal Chainraj – Bloomberg L.P
9880	PegDifference	D,G,8	Price difference to NBBO (BID,MID,ASK) in 64th of a NBBO dependent (pegged) limit order <p> ADDED TO FIX 4.1 AS TAG: 211	Benedict Zoe – Bloomberg L.P.
9881	BTOrderInst	D,G,(F)	TradeBook Order instructions. Valid (space delimited) values are R (replenish reserve quantities if any), Q (allow to quote this order on NASDAQ if originating from a non-market maker), and X (in 35-F this simply cancels all orders for a firm or single user). Further information on the use of this field on request	Benedict Zoe – Bloomberg L.P.
9882	BTReportInst	8	Valid values are M (client “made” liquidity), and T (client “took” liquidity)	Benedict Zoe – Bloomberg L.P.
9883	DateFrom	H	To specify the start date (YYYYMMDD-HH:MM:SS in GMT) for requesting the status of ALL orders for this client	Benedict Zoe – Bloomberg L.P.
9884	DateTo	H	To specify the end date (YYYYMMDD-HH:MM:SS in GMT) for requesting the status of ALL orders for this client. Omission means “to now”	Benedict Zoe – Bloomberg L.P.
9885	DealNumber	8	A portion of an order may be matched simultaneously against several (smaller quantity) orders at the same price resulting in several distinct trades. Even though each one of the trades will have its own ExecID, they all belong to one deal. Deal numbers are used by Tradebook’s executing broker to “tie” these trades into a “deal.” Further information available on request	Benedict Zoe – Bloomberg L.P.
9886	DiscretionDelta	D,G,8	To describe the DiscretionSpread off the displayed limit price. Contact Bloomberg for detailed information on how this field is used	Benedict Zoe – Bloomberg L.P.
9887	DiscretionQty	D,G,8	To describe the DiscretionAmount in an order. Contact Bloomberg for detailed information on this tag.	Benedict Zoe – Bloomberg L.P.
9888	DiscretionMinFill	D,G,8	To describe a minimum fill quantity in an order with Discretion component. Contact Bloomberg for detailed information on this tag.	Benedict Zoe – Bloomberg L.P.
9889	BangQty	D,G,8	Please contact Benedict Zoe for an explanation of this tag’s purpose	Benedict Zoe – Bloomberg L.P.
9890	Coupon	J	Coupon for fixed income	Benedict Zoe – Bloomberg L.P.
9891	Series	J	Series for fixed income	Benedict Zoe – Bloomberg L.P.
9892	Yield	J	Yield for fixed income	Benedict Zoe – Bloomberg L.P.
9893	DiscountRate	J	Discount rate for fixed income	Benedict Zoe – Bloomberg L.P.
9894	FixedIncomeFlag	J	Equity or fixed income?	Benedict Zoe – Bloomberg L.P.
9895	FixedIncomeSubFlag	J	Fixed income flavor/type	Benedict Zoe – Bloomberg L.P.
9896	PricingNo	J	Bloomberg pricing number	Benedict Zoe – Bloomberg L.P.
9897	SeriesNo	J	Series number for allocation	Benedict Zoe – Bloomberg L.P.
9898	AffirmativeDetermination	D	Used to indicate whether client will locate stock in conjunction with Short Sell and/or Short Sell Exempt order. Valid values are Y and N.	Brian Gay – Bloomberg
9899	ExchangeReserve	D,8	Determines if order will be submitted to respective exchange or stay in Tradebook’s order management system. Used for non-US securities only. Valid values are: Y=submit to exchange N=do not submit to exchange	Brian Gay – Bloomberg
9900	WorkStation	J	Bloomberg WorkStation Number	Benedict Zoe – Bloomberg L.P.
9901	NoBlots	J	Number of Bloomberg Blots	Benedict Zoe – Bloomberg L.P.
9902	BlotSeq	J	Bloomberg blot sequence number	Benedict Zoe – Bloomberg L.P.
9903	Principal	J	Principal	Benedict Zoe – Bloomberg L.P.
9904	PriceType	J	Bloomberg Price type	Benedict Zoe – Bloomberg L.P.
9905	AllocTarget	J	Bloomberg allocation target	Benedict Zoe – Bloomberg L.P.
9906	Application	J	Bloomberg application (yellow key)	Benedict Zoe – Bloomberg L.P.
9907	Allocation Detail Principal	Allocations		Don Scheurer – Bloomberg
9908	QuoteQty	D,8	Amount to quote on Nasdaq	Benedict Zoe – Bloomberg L.P.
9909	BangGroups	D,8	Number of market makers in bang	Benedict Zoe – Bloomberg L.P.
9910	BangMMID	D,8	9909: Market maker in bang group	Benedict Zoe – Bloomberg L.P.
9911	BangMMIDQty	D,8	9909: Qty to a MMID in bang group	Benedict Zoe – Bloomberg L.P.
9912	BangMinFill	D,8	9909: Min fill qty per MMID in bang group	Benedict Zoe – Bloomberg L.P.
9913	BangFlag	8	Y,N – Is execution an Bloomberg bang?	Benedict Zoe – Bloomberg L.P.
9914	BangCounterParty	8	Counterparty of Bloomberg bang execution	Benedict Zoe – Bloomberg L.P.
9915	BangSDP	8	Y,N – Identifies whether Bloomberg bang was performed via proprietary SDP	Benedict Zoe – Bloomberg L.P.
9916	SurveillanceAccountType	8	Indicate the order account type assign by surveillance	Pascal lacoste – Euronext
9917	RepeatNext	D	Number of repeating group in the clearing aggregate of an order	Pascal lacoste – Euronext
9918	SecurityGroup	h, 7, 8	Instrument group identification	Pascal lacoste – Euronext
9919	ComponentType	8	Indicate the clearing aggregate type of an order	Pascal lacoste – Euronext
9920	MarketMakerPhone	U0202	This parameter indicates the phone number of the subscriber’s representative who acts as market maker for the given stock	Pascal lacoste – Euronext
9921	SecurityState	f	Indicate the current state of the instrument	Pascal lacoste – Euronext
9922	MarketMakerType	U0202	Indicate the market maker type	Pascal lacoste – Euronext
9923	ClotGrpCot	h	Closing auction indicator	Pascal lacoste – Euronext
9924	TransactID	8	Indicates the number alloted to a trade	Pascal lacoste – Euronext
9925	ConnectionStatus	U0081, U0192	Indicate a logon/logoff at the application level	Pascal lacoste – Euronext
9926	SendBrokerID	R, b	Indicates if the member identity has to be disclose or not in the corresponding public data feed	Pascal lacoste – Euronext
9927	MarketMakerName	U0202	Indicate the name of the market maker	Pascal lacoste – Euronext
9928	InstrumentCateg	8	Indicate the instrument type	Pascal lacoste – Euronext
9929	TypeActionOnInstrument	f	Type of action that cause the change of instrument status	Pascal lacoste – Euronext
9930	ComfirmFlag	D, 8, G	Indicate if a pre-checking of the order has to be done by the exchange	Pascal lacoste – Euronext
9931	FunctionCodeOrig	9931	indicates the function code of the initial message to which this execution report message is responding	Pascal lacoste – Euronext
9932	PreopenFlag	D, G	indicate whether or not the order entered in the pre-opening should pass into the market session phase	Pascal lacoste – Euronext
9933	CombinedOrderType	D, G, 8	Type of order entered, this information is linked with the type of processing to be executed on the associated order by member order entry application	Pascal lacoste – Euronext
9934	AccountTypeUSA	D, G, 8	Customer account type	Pascal lacoste – Euronext
9935	ClearingFeeIndicator	D, G, 8	Indicates if the value added taxes will be calculated by the clearing system or not	Pascal lacoste – Euronext
9936	ForeignExchange	D, G, 8	Member type of the clearing system for which the order has been entered	Pascal lacoste – Euronext
9937	OrigOrderUser	D, G, 8	Indicate if the order has been entered by a market maker or not	Pascal lacoste – Euronext
9938	ClearingHandlingType	D, G, 8	Indicate the posting & give-up processing to be done by the clearing system	Pascal lacoste – Euronext
9939	UnderlyingLastPx	8	Indicates the calculated (or traded) price for the corresponding underlying instrument	Pascal lacoste – Euronext
9940	OddOrderFlag	8	Indicate if the remaining quantity is a multiple of the board lot	Pascal lacoste – Euronext
9941	TechnicalOrderType	D, 8, G, 7, F	Indicate the order type and its origin: P = Programm trading, M = manuel, R = routing	Pascal lacoste – Euronext
9942	LeaveQtyFlag	8	Indicates that a non-zero quantity of the order remains to be traded	Pascal lacoste – Euronext
9943	QuoteType	S	Indicate the type of the Quote	Pascal lacoste – Euronext
9944	SpiSendingTime	h, f, 7, U0302	Transmission date time of message	Pascal lacoste – Euronext
9945	OrigOrderID	8, F, G	Indicates the original order identification	Pascal lacoste – Euronext
9946	MemberID	D,8,G,F	Designate the member code	Pascal lacoste – Euronext
9947	TraderId	D,8,G,F	Designate the trader code	Pascal lacoste – Euronext
9948	SettlementLocation	D	Indicator specifying whether member wishes to settle his operation	Pascal lacoste – Euronext
9949	RelitUnwindingDelay	D,8	Indicate ISB guarantee and settlement delay	Pascal lacoste – Euronext
9950	CounterpartMandatorID	D,8	Data field entered by a member when his counterpart mandates another establishement to enter his declaration.	Pascal lacoste – Euronext
9951	OperationTypeIndicator	D,8	Indicator specifying the nature of the operation generating the TCS declaration	Pascal lacoste – Euronext
9952	PreviousDayTradeFlag	8	Indicate whether the TCS declaration was entered on the same day as the trade or on the following trading day.	Pascal lacoste – Euronext
9953	NumberOccurAlreadySent	U0421	Indicate the number of occurence already sent	Pascal lacoste – Euronext
9954	NextMsgFlag	U0421	Indicate if it’s the last message or not	Pascal lacoste – Euronext
9955	SubscriberID	F	subscriber Front end identification	Pascal lacoste – Euronext
9956	TradeCancelFlag	U0133	Indicate if the specified TCS trade was cancelled	Pascal lacoste – Euronext
9957	BlockTradeCode	U0133	Indicate if the TCS trade relate to a block	Pascal lacoste – Euronext
9958	TradeMsgSubCod	U0133	Specifies the trade message type	Pascal lacoste – Euronext
9959	LowLimitNormalTrade	U0034	Indicates the lower price limit authorized for normal out-of-session trades for the given security	Pascal lacoste – Euronext
9960	HighLimitNormalTrade	U0034	Indicates the upper price limit for normal out-of-session trades for the given security	Pascal lacoste – Euronext
9961	LowLimitBlockTrade	U0034	Indicates the lower price limit for out-of-session block trades for the given security	Pascal lacoste – Euronext
9962	HighLimitBlockTrade	U0034	Indicates the upper price limit authorized for out-of-session block trades for the given security	Pascal lacoste – Euronext
9963	SecurityGroupStatus	h	Indicates the status of the security group	Pascal lacoste – Euronext
9964	FirstShare	8	Indicates the quantity executed at the moment the order was introduced	Pascal lacoste – Euronext
9965	OrderDate	NewOrder	Date when the Order was created.	joe sarbak – middle ware idioms
9966	ExecutionVersion	Execution Report	Number indicating the version of a trade. For example, a new trade would be version 1. A correction would be a version > 2, in incremental order.	joe sarbak – middle ware idioms
9967	MMBidSize	S	Market maker quantity of bid	Pascal lacoste – Euronext
9968	MMOfferSize	S	Market maker quantity of offer	Pascal lacoste – Euronext
9969	MMBestBidPx	U00B6	Market maker best bid price	Pascal lacoste – Euronext
9970	MMBestOfferPx	U00B6	Market maker best ask price	Pascal lacoste – Euronext
9971	MMMemberID	S, U00B4	Assigned value used to identify firm (market maker) sending message	Pascal lacoste – Euronext
9972	MMBestBidMemberID	U00B6	Member ID of best bid prices	Pascal lacoste – Euronext
9973	MMBestOfferMemberID	U00B6	Member ID of best ask prices	Pascal lacoste – Euronext
9974	Allocation Detail Original Face	Allocations		Don Scheurer – Bloomberg
9975	PrevDayRefMktCapitalPct	U00A7	Percentage of stock’s capitalization as compared to total previous day’s capitalization	Pascal lacoste – Euronext
9976	LastMsgFlag	U00A7	Last message indicator for a given index	Pascal lacoste – Euronext
9977	PrevDayClosRefIndex	U00A7	Previous day’s closing reference index	Pascal lacoste – Euronext
9978	IndexCalcFreq	U00A7	Frequency of index calculation	Pascal lacoste – Euronext
9979	AdjTheoPx	U00A8	Adjusted theoretical stock price	Pascal lacoste – Euronext
9980	PrevDayRefMktCapitalAmt	U00A8	Stock capitalisation based on previous day’s adjusted reference price	Pascal lacoste – Euronext
9981	CapitalDifference	U00A8	Difference in capitalisation today/yesterday	Pascal lacoste – Euronext
9982	DividendNetPx	U00A8	Net dividend	Pascal lacoste – Euronext
9983	DividendGrossPx	U00A8	Global dividend	Pascal lacoste – Euronext
9984	DividendNetAmt	U00A8	Total amount of net dividends detachet from the stock today	Pascal lacoste – Euronext
9985	DividendGrossAmt	U00A8	Total amount of global dividends detached from the stock today	Pascal lacoste – Euronext
9986	SampleSector	U00A8	Index sector code	Pascal lacoste – Euronext
9987	AddOrRemove	U00A8	Deletion/admission code	Pascal lacoste – Euronext
9988	MDEntryCode	U00B1, U00B2	Index level indicator	Pascal lacoste – Euronext
9989	TotTradedSecurities	U00B1	Number of stocks quoted	Pascal lacoste – Euronext
9990	CapitalPct	U00B1	Percentage of capitalization	Pascal lacoste – Euronext
9991	ForeRunnerVariation	U00B1	Variation (forerunner)	Pascal lacoste – Euronext
9992	SettlVariation	U00B1	Variation from liquidation day price	Pascal lacoste – Euronext
9993	PrevYearVariation	U00B1	Variation from previous year end price	Pascal lacoste – Euronext
9994	NetReturnIndex	U00B1	Net profitability index	Pascal lacoste – Euronext
9995	GrossReturnIndex	U00B1	Global profitability index	Pascal lacoste – Euronext
9996	NoFallingSecurities	U00B1	Number of falling securities	Pascal lacoste – Euronext
9997	NoRisingSecurities	U00B1	Number of rising securities	Pascal lacoste – Euronext
9998	UUID	8,D,E,J	Bloomberg Unique User ID	Benedict Zoe – Bloomberg L.P.
9999	FirmNo	8,D,E,J	Bloomberg Firm Number	Benedict Zoe – Bloomberg L.P.