FIX.4.2

ADMINISTRATIVE MESSAGES Heartbeat
Logon
TestRequest
ResendRequest
Reject
SequenceReset
Logout
APPLICATION MESSAGES Advertisement
IndicationofInterest
News
Email
QuoteRequest
Quote
MassQuote
QuoteCancel
QuoteStatusRequest
QuoteAcknowledgement
MarketDataRequest
MarketDataSnapshotFullRefresh
MarketDataIncrementalRefresh
MarketDataRequestReject
SecurityDefinitionRequest
SecurityDefinition
SecurityStatusRequest
SecurityStatus
TradingSessionStatusRequest
TradingSessionStatus
NewOrderSingle
ExecutionReport
DontKnowTrade
OrderCancelReplaceRequest
OrderCancelRequest
OrderCancelReject
OrderStatusRequest
Allocation
AllocationACK
SettlementInstructions
BidRequest
BidResponse
NewOrderList
ListStrikePrice
ListStatus
ListExecute
ListCancelRequest
ListStatusRequest
BusinessMessageReject

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
ResetSeqNumFlag 141 N
MaxMessageSize 383 N
àRefMsgType 372 N
àMsgDirection 385 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
RefTagID 371 N
RefMsgType 372 N
SessionRejectReason 373 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

SequenceReset

Name Number Required
GapFillFlag 123 N
NewSeqNo 36 Y

Logout

Name Number Required
Text 58 N
EncodedTextLen 354 N
EncodedText 355 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
SecurityType 167 N
MaturityMonthYear 200 N
MaturityDay 205 N
PutOrCall 201 N
StrikePrice 202 N
OptAttribute 206 N
ContractMultiplier 231 N
CouponRate 223 N
SecurityExchange 207 N
Issuer 106 N
EncodedIssuerLen 348 N
EncodedIssuer 349 N
SecurityDesc 107 N
EncodedSecurityDescLen 350 N
EncodedSecurityDesc 351 N
AdvSide 4 Y
Shares 53 Y
Price 44 N
Currency 15 N
TradeDate 75 N
TransactTime 60 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
URLLink 149 N
LastMkt 30 N
TradingSessionID 336 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
SecurityType 167 N
MaturityMonthYear 200 N
MaturityDay 205 N
PutOrCall 201 N
StrikePrice 202 N
OptAttribute 206 N
ContractMultiplier 231 N
CouponRate 223 N
SecurityExchange 207 N
Issuer 106 N
EncodedIssuerLen 348 N
EncodedIssuer 349 N
SecurityDesc 107 N
EncodedSecurityDescLen 350 N
EncodedSecurityDesc 351 N
Side 54 Y
IOIShares 27 Y
Price 44 N
Currency 15 N
ValidUntilTime 62 N
IOIQltyInd 25 N
IOINaturalFlag 130 N
àIOIQualifier 104 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
TransactTime 60 N
URLLink 149 N
àRoutingType 216 N
àRoutingID 217 N
SpreadToBenchmark 218 N
Benchmark 219 N

News

Name Number Required
OrigTime 42 N
Urgency 61 N
Headline 148 Y
EncodedHeadlineLen 358 N
EncodedHeadline 359 N
àRoutingType 216 N
àRoutingID 217 N
àRelatdSym 46 N
àSymbolSfx 65 N
àSecurityID 48 N
àIDSource 22 N
àSecurityType 167 N
àMaturityMonthYear 200 N
àMaturityDay 205 N
àPutOrCall 201 N
àStrikePrice 202 N
àOptAttribute 206 N
àContractMultiplier 231 N
àCouponRate 223 N
àSecurityExchange 207 N
àIssuer 106 N
àEncodedIssuerLen 348 N
àEncodedIssuer 349 N
àSecurityDesc 107 N
àEncodedSecurityDescLen 350 N
àEncodedSecurityDesc 351 N
àText 58 Y
àEncodedTextLen 354 N
àEncodedText 355 N
URLLink 149 N
RawDataLength 95 N
RawData 96 N

Email

Name Number Required
EmailThreadID 164 Y
EmailType 94 Y
OrigTime 42 N
Subject 147 Y
EncodedSubjectLen 356 N
EncodedSubject 357 N
àRoutingType 216 N
àRoutingID 217 N
àRelatdSym 46 N
àSymbolSfx 65 N
àSecurityID 48 N
àIDSource 22 N
àSecurityType 167 N
àMaturityMonthYear 200 N
àMaturityDay 205 N
àPutOrCall 201 N
àStrikePrice 202 N
àOptAttribute 206 N
àContractMultiplier 231 N
àCouponRate 223 N
àSecurityExchange 207 N
àIssuer 106 N
àEncodedIssuerLen 348 N
àEncodedIssuer 349 N
àSecurityDesc 107 N
àEncodedSecurityDescLen 350 N
àEncodedSecurityDesc 351 N
OrderID 37 N
ClOrdID 11 N
àText 58 Y
àEncodedTextLen 354 N
àEncodedText 355 N
RawDataLength 95 N
RawData 96 N

QuoteRequest

Name Number Required
QuoteReqID 131 Y
àSymbol 55 Y
àSymbolSfx 65 N
àSecurityID 48 N
àIDSource 22 N
àSecurityType 167 N
àMaturityMonthYear 200 N
àMaturityDay 205 N
àPutOrCall 201 N
àStrikePrice 202 N
àOptAttribute 206 N
àContractMultiplier 231 N
àCouponRate 223 N
àSecurityExchange 207 N
àIssuer 106 N
àEncodedIssuerLen 348 N
àEncodedIssuer 349 N
àSecurityDesc 107 N
àEncodedSecurityDescLen 350 N
àEncodedSecurityDesc 351 N
àPrevClosePx 140 N
àQuoteRequestType 303 N
àTradingSessionID 336 N
àSide 54 N
àOrderQty 38 N
àFutSettDate 64 N
àOrdType 40 N
àFutSettDate2 193 N
àOrderQty2 192 N
àExpireTime 126 N
àTransactTime 60 N
àCurrency 15 N

Quote

Name Number Required
QuoteReqID 131 N
QuoteID 117 Y
QuoteResponseLevel 301 N
TradingSessionID 336 N
Symbol 55 Y
SymbolSfx 65 N
SecurityID 48 N
IDSource 22 N
SecurityType 167 N
MaturityMonthYear 200 N
MaturityDay 205 N
PutOrCall 201 N
StrikePrice 202 N
OptAttribute 206 N
ContractMultiplier 231 N
CouponRate 223 N
SecurityExchange 207 N
Issuer 106 N
EncodedIssuerLen 348 N
EncodedIssuer 349 N
SecurityDesc 107 N
EncodedSecurityDescLen 350 N
EncodedSecurityDesc 351 N
BidPx 132 N
OfferPx 133 N
BidSize 134 N
OfferSize 135 N
ValidUntilTime 62 N
BidSpotRate 188 N
OfferSpotRate 190 N
BidForwardPoints 189 N
OfferForwardPoints 191 N
TransactTime 60 N
FutSettDate 64 N
OrdType 40 N
FutSettDate2 193 N
OrderQty2 192 N
Currency 15 N

MassQuote

Name Number Required
QuoteReqID 131 N
QuoteID 117 Y
QuoteResponseLevel 301 N
DefBidSize 293 N
DefOfferSize 294 N
àQuoteSetID 302 Y
àUnderlyingSymbol 311 Y
àUnderlyingSymbolSfx 312 N
àUnderlyingSecurityID 309 N
àUnderlyingIDSource 305 N
àUnderlyingSecurityType 310 N
àUnderlyingMaturityMonthYear 313 N
àUnderlyingMaturityDay 314 N
àUnderlyingPutOrCall 315 N
àUnderlyingStrikePrice 316 N
àUnderlyingOptAttribute 317 N
àUnderlyingContractMultiplier 436 N
àUnderlyingCouponRate 435 N
àUnderlyingSecurityExchange 308 N
àUnderlyingIssuer 306 N
àEncodedUnderlyingIssuerLen 362 N
àEncodedUnderlyingIssuer 363 N
àUnderlyingSecurityDesc 307 N
àEncodedUnderlyingSecurityDescLen 364 N
àEncodedUnderlyingSecurityDesc 365 N
àQuoteSetValidUntilTime 367 N
àTotQuoteEntries 304 Y
ààQuoteEntryID 299 Y
ààSymbol 55 N
ààSymbolSfx 65 N
ààSecurityID 48 N
ààIDSource 22 N
ààSecurityType 167 N
ààMaturityMonthYear 200 N
ààMaturityDay 205 N
ààPutOrCall 201 N
ààStrikePrice 202 N
ààOptAttribute 206 N
ààContractMultiplier 231 N
ààCouponRate 223 N
ààSecurityExchange 207 N
ààIssuer 106 N
ààEncodedIssuerLen 348 N
ààEncodedIssuer 349 N
ààSecurityDesc 107 N
ààEncodedSecurityDescLen 350 N
ààEncodedSecurityDesc 351 N
ààBidPx 132 N
ààOfferPx 133 N
ààBidSize 134 N
ààOfferSize 135 N
ààValidUntilTime 62 N
ààBidSpotRate 188 N
ààOfferSpotRate 190 N
ààBidForwardPoints 189 N
ààOfferForwardPoints 191 N
ààTransactTime 60 N
ààTradingSessionID 336 N
ààFutSettDate 64 N
ààOrdType 40 N
ààFutSettDate2 193 N
ààOrderQty2 192 N
ààCurrency 15 N

QuoteCancel

Name Number Required
QuoteReqID 131 N
QuoteID 117 Y
QuoteCancelType 298 Y
QuoteResponseLevel 301 N
TradingSessionID 336 N
àSymbol 55 Y
àSymbolSfx 65 N
àSecurityID 48 N
àIDSource 22 N
àSecurityType 167 N
àMaturityMonthYear 200 N
àMaturityDay 205 N
àPutOrCall 201 N
àStrikePrice 202 N
àOptAttribute 206 N
àContractMultiplier 231 N
àCouponRate 223 N
àSecurityExchange 207 N
àIssuer 106 N
àEncodedIssuerLen 348 N
àEncodedIssuer 349 N
àSecurityDesc 107 N
àEncodedSecurityDescLen 350 N
àEncodedSecurityDesc 351 N
àUnderlyingSymbol 311 N

QuoteStatusRequest

Name Number Required
QuoteID 117 N
Symbol 55 Y
SymbolSfx 65 N
SecurityID 48 N
IDSource 22 N
SecurityType 167 N
MaturityMonthYear 200 N
MaturityDay 205 N
PutOrCall 201 N
StrikePrice 202 N
OptAttribute 206 N
ContractMultiplier 231 N
CouponRate 223 N
SecurityExchange 207 N
Issuer 106 N
EncodedIssuerLen 348 N
EncodedIssuer 349 N
SecurityDesc 107 N
EncodedSecurityDescLen 350 N
EncodedSecurityDesc 351 N
Side 54 N
TradingSessionID 336 N

QuoteAcknowledgement

Name Number Required
QuoteReqID 131 N
QuoteID 117 N
QuoteAckStatus 297 Y
QuoteRejectReason 300 N
QuoteResponseLevel 301 N
TradingSessionID 336 N
Text 58 N
àQuoteSetID 302 N
àUnderlyingSymbol 311 N
àUnderlyingSymbolSfx 312 N
àUnderlyingSecurityID 309 N
àUnderlyingIDSource 305 N
àUnderlyingSecurityType 310 N
àUnderlyingMaturityMonthYear 313 N
àUnderlyingMaturityDay 314 N
àUnderlyingPutOrCall 315 N
àUnderlyingStrikePrice 316 N
àUnderlyingOptAttribute 317 N
àUnderlyingContractMultiplier 436 N
àUnderlyingCouponRate 435 N
àUnderlyingSecurityExchange 308 N
àUnderlyingIssuer 306 N
àEncodedUnderlyingIssuerLen 362 N
àEncodedUnderlyingIssuer 363 N
àUnderlyingSecurityDesc 307 N
àEncodedUnderlyingSecurityDescLen 364 N
àEncodedUnderlyingSecurityDesc 365 N
àTotQuoteEntries 304 N
ààQuoteEntryID 299 N
ààSymbol 55 N
ààSymbolSfx 65 N
ààSecurityID 48 N
ààIDSource 22 N
ààSecurityType 167 N
ààMaturityMonthYear 200 N
ààMaturityDay 205 N
ààPutOrCall 201 N
ààStrikePrice 202 N
ààOptAttribute 206 N
ààContractMultiplier 231 N
ààCouponRate 223 N
ààSecurityExchange 207 N
ààIssuer 106 N
ààEncodedIssuerLen 348 N
ààEncodedIssuer 349 N
ààSecurityDesc 107 N
ààEncodedSecurityDescLen 350 N
ààEncodedSecurityDesc 351 N
ààQuoteEntryRejectReason 368 N

MarketDataRequest

Name Number Required
MDReqID 262 Y
SubscriptionRequestType 263 Y
MarketDepth 264 Y
MDUpdateType 265 N
AggregatedBook 266 N
àMDEntryType 269 Y
àSymbol 55 Y
àSymbolSfx 65 N
àSecurityID 48 N
àIDSource 22 N
àSecurityType 167 N
àMaturityMonthYear 200 N
àMaturityDay 205 N
àPutOrCall 201 N
àStrikePrice 202 N
àOptAttribute 206 N
àContractMultiplier 231 N
àCouponRate 223 N
àSecurityExchange 207 N
àIssuer 106 N
àEncodedIssuerLen 348 N
àEncodedIssuer 349 N
àSecurityDesc 107 N
àEncodedSecurityDescLen 350 N
àEncodedSecurityDesc 351 N
àTradingSessionID 336 N

MarketDataSnapshotFullRefresh

Name Number Required
MDReqID 262 N
Symbol 55 Y
SymbolSfx 65 N
SecurityID 48 N
IDSource 22 N
SecurityType 167 N
MaturityMonthYear 200 N
MaturityDay 205 N
PutOrCall 201 N
StrikePrice 202 N
OptAttribute 206 N
ContractMultiplier 231 N
CouponRate 223 N
SecurityExchange 207 N
Issuer 106 N
EncodedIssuerLen 348 N
EncodedIssuer 349 N
SecurityDesc 107 N
EncodedSecurityDescLen 350 N
EncodedSecurityDesc 351 N
FinancialStatus 291 N
CorporateAction 292 N
TotalVolumeTraded 387 N
àMDEntryType 269 Y
àMDEntryPx 270 Y
àCurrency 15 N
àMDEntrySize 271 N
àMDEntryDate 272 N
àMDEntryTime 273 N
àTickDirection 274 N
àMDMkt 275 N
àTradingSessionID 336 N
àQuoteCondition 276 N
àTradeCondition 277 N
àMDEntryOriginator 282 N
àLocationID 283 N
àDeskID 284 N
àOpenCloseSettleFlag 286 N
àTimeInForce 59 N
àExpireDate 432 N
àExpireTime 126 N
àMinQty 110 N
àExecInst 18 N
àSellerDays 287 N
àOrderID 37 N
àQuoteEntryID 299 N
àMDEntryBuyer 288 N
àMDEntrySeller 289 N
àNumberOfOrders 346 N
àMDEntryPositionNo 290 N
àText 58 N
àEncodedTextLen 354 N
àEncodedText 355 N

MarketDataIncrementalRefresh

Name Number Required
MDReqID 262 N
àMDUpdateAction 279 Y
àDeleteReason 285 N
àMDEntryType 269 N
àMDEntryID 278 N
àMDEntryRefID 280 N
àSymbol 55 N
àSymbolSfx 65 N
àSecurityID 48 N
àIDSource 22 N
àSecurityType 167 N
àMaturityMonthYear 200 N
àMaturityDay 205 N
àPutOrCall 201 N
àStrikePrice 202 N
àOptAttribute 206 N
àContractMultiplier 231 N
àCouponRate 223 N
àSecurityExchange 207 N
àIssuer 106 N
àEncodedIssuerLen 348 N
àEncodedIssuer 349 N
àSecurityDesc 107 N
àEncodedSecurityDescLen 350 N
àEncodedSecurityDesc 351 N
àFinancialStatus 291 N
àCorporateAction 292 N
àMDEntryPx 270 N
àCurrency 15 N
àMDEntrySize 271 N
àMDEntryDate 272 N
àMDEntryTime 273 N
àTickDirection 274 N
àMDMkt 275 N
àTradingSessionID 336 N
àQuoteCondition 276 N
àTradeCondition 277 N
àMDEntryOriginator 282 N
àLocationID 283 N
àDeskID 284 N
àOpenCloseSettleFlag 286 N
àTimeInForce 59 N
àExpireDate 432 N
àExpireTime 126 N
àMinQty 110 N
àExecInst 18 N
àSellerDays 287 N
àOrderID 37 N
àQuoteEntryID 299 N
àMDEntryBuyer 288 N
àMDEntrySeller 289 N
àNumberOfOrders 346 N
àMDEntryPositionNo 290 N
àTotalVolumeTraded 387 N
àText 58 N
àEncodedTextLen 354 N
àEncodedText 355 N

MarketDataRequestReject

Name Number Required
MDReqID 262 Y
MDReqRejReason 281 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

SecurityDefinitionRequest

Name Number Required
SecurityReqID 320 Y
SecurityRequestType 321 Y
Symbol 55 N
SymbolSfx 65 N
SecurityID 48 N
IDSource 22 N
SecurityType 167 N
MaturityMonthYear 200 N
MaturityDay 205 N
PutOrCall 201 N
StrikePrice 202 N
OptAttribute 206 N
ContractMultiplier 231 N
CouponRate 223 N
SecurityExchange 207 N
Issuer 106 N
EncodedIssuerLen 348 N
EncodedIssuer 349 N
SecurityDesc 107 N
EncodedSecurityDescLen 350 N
EncodedSecurityDesc 351 N
Currency 15 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
TradingSessionID 336 N
àUnderlyingSymbol 311 N
àUnderlyingSymbolSfx 312 N
àUnderlyingSecurityID 309 N
àUnderlyingIDSource 305 N
àUnderlyingSecurityType 310 N
àUnderlyingMaturityMonthYear 313 N
àUnderlyingMaturityDay 314 N
àUnderlyingPutOrCall 315 N
àUnderlyingStrikePrice 316 N
àUnderlyingOptAttribute 317 N
àUnderlyingContractMultiplier 436 N
àUnderlyingCouponRate 435 N
àUnderlyingSecurityExchange 308 N
àUnderlyingIssuer 306 N
àEncodedUnderlyingIssuerLen 362 N
àEncodedUnderlyingIssuer 363 N
àUnderlyingSecurityDesc 307 N
àEncodedUnderlyingSecurityDescLen 364 N
àEncodedUnderlyingSecurityDesc 365 N
àRatioQty 319 N
àSide 54 N
àUnderlyingCurrency 318 N

SecurityDefinition

Name Number Required
SecurityReqID 320 Y
SecurityResponseID 322 Y
SecurityResponseType 323 N
TotalNumSecurities 393 Y
Symbol 55 N
SymbolSfx 65 N
SecurityID 48 N
IDSource 22 N
SecurityType 167 N
MaturityMonthYear 200 N
MaturityDay 205 N
PutOrCall 201 N
StrikePrice 202 N
OptAttribute 206 N
ContractMultiplier 231 N
CouponRate 223 N
SecurityExchange 207 N
Issuer 106 N
EncodedIssuerLen 348 N
EncodedIssuer 349 N
SecurityDesc 107 N
EncodedSecurityDescLen 350 N
EncodedSecurityDesc 351 N
Currency 15 N
TradingSessionID 336 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
àUnderlyingSymbol 311 N
àUnderlyingSymbolSfx 312 N
àUnderlyingSecurityID 309 N
àUnderlyingIDSource 305 N
àUnderlyingSecurityType 310 N
àUnderlyingMaturityMonthYear 313 N
àUnderlyingMaturityDay 314 N
àUnderlyingPutOrCall 315 N
àUnderlyingStrikePrice 316 N
àUnderlyingOptAttribute 317 N
àUnderlyingContractMultiplier 436 N
àUnderlyingCouponRate 435 N
àUnderlyingSecurityExchange 308 N
àUnderlyingIssuer 306 N
àEncodedUnderlyingIssuerLen 362 N
àEncodedUnderlyingIssuer 363 N
àUnderlyingSecurityDesc 307 N
àEncodedUnderlyingSecurityDescLen 364 N
àEncodedUnderlyingSecurityDesc 365 N
àRatioQty 319 N
àSide 54 N
àUnderlyingCurrency 318 N

SecurityStatusRequest

Name Number Required
SecurityStatusReqID 324 Y
Symbol 55 Y
SymbolSfx 65 N
SecurityID 48 N
IDSource 22 N
SecurityType 167 N
MaturityMonthYear 200 N
MaturityDay 205 N
PutOrCall 201 N
StrikePrice 202 N
OptAttribute 206 N
ContractMultiplier 231 N
CouponRate 223 N
SecurityExchange 207 N
Issuer 106 N
EncodedIssuerLen 348 N
EncodedIssuer 349 N
SecurityDesc 107 N
EncodedSecurityDescLen 350 N
EncodedSecurityDesc 351 N
Currency 15 N
SubscriptionRequestType 263 Y
TradingSessionID 336 N

SecurityStatus

Name Number Required
SecurityStatusReqID 324 N
Symbol 55 Y
SymbolSfx 65 N
SecurityID 48 N
IDSource 22 N
SecurityType 167 N
MaturityMonthYear 200 N
MaturityDay 205 N
PutOrCall 201 N
StrikePrice 202 N
OptAttribute 206 N
ContractMultiplier 231 N
CouponRate 223 N
SecurityExchange 207 N
Issuer 106 N
EncodedIssuerLen 348 N
EncodedIssuer 349 N
SecurityDesc 107 N
EncodedSecurityDescLen 350 N
EncodedSecurityDesc 351 N
Currency 15 N
TradingSessionID 336 N
UnsolicitedIndicator 325 N
SecurityTradingStatus 326 N
FinancialStatus 291 N
CorporateAction 292 N
HaltReason 327 N
InViewOfCommon 328 N
DueToRelated 329 N
BuyVolume 330 N
SellVolume 331 N
HighPx 332 N
LowPx 333 N