FIX.4.0

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

ADMINISTRATIVE MESSAGES

Heartbeat

Name Number Required
TestReqID 112 N

Logon

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

TestRequest

Name Number Required
TestReqID 112 Y

ResendRequest

Name Number Required
BeginSeqNo 7 Y
EndSeqNo 16 Y

Reject

Name Number Required
RefSeqNum 45 Y
Text 58 N

SequenceReset

Name Number Required
GapFillFlag 123 N
NewSeqNo 36 Y

Logout

Name Number Required
Text 58 N

APPLICATION MESSAGES

Advertisement

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

IndicationofInterest

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

News

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

Email

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

QuoteRequest

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

Quote

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

NewOrderSingle

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

ExecutionReport

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

DontKnowTrade

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

OrderCancelReplaceRequest

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

OrderCancelRequest

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

OrderCancelReject

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

OrderStatusRequest

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

Allocation

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

AllocationACK

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

NewOrderList

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

ListStatus

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

ListExecute

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

ListCancelRequest

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

ListStatusRequest

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

COMPONENT BLOCKS

FIELDS - BY NUMBER

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

FIELDS - BY NAME

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