FIX.4.3

ADMINISTRATIVE MESSAGES Heartbeat
Logon
TestRequest
ResendRequest
Reject
SequenceReset
Logout
BusinessMessageReject
APPLICATION MESSAGES Advertisement
IndicationOfInterest
News
Email
QuoteRequest
QuoteRequestReject
RFQRequest
Quote
QuoteCancel
QuoteStatusRequest
QuoteStatusReport
MassQuote
MassQuoteAcknowledgement
MarketDataRequest
MarketDataSnapshotFullRefresh
MarketDataIncrementalRefresh
MarketDataRequestReject
SecurityDefinitionRequest
SecurityDefinition
SecurityTypeRequest
SecurityTypes
SecurityListRequest
SecurityList
DerivativeSecurityListRequest
DerivativeSecurityList
SecurityStatusRequest
SecurityStatus
TradingSessionStatusRequest
TradingSessionStatus
NewOrderSingle
ExecutionReport
DontKnowTrade
OrderCancelReplaceRequest
OrderCancelRequest
OrderCancelReject
OrderStatusRequest
OrderMassCancelRequest
OrderMassCancelReport
OrderMassStatusRequest
NewOrderCross
CrossOrderCancelReplaceRequest
CrossOrderCancelRequest
NewOrderMultileg
MultilegOrderCancelReplaceRequest
BidRequest
BidResponse
NewOrderList
ListStrikePrice
ListExecute
ListCancelRequest
ListStatusRequest
ListStatus
Allocation
AllocationACK
SettlementInstructions
TradeCaptureReportRequest
TradeCaptureReport
RegistrationInstructions
RegistrationInstructionsResponse

COMPONENT BLOCKS Instrument
InstrumentLeg
OrderQtyData
CommissionData
Parties
NestedParties
SpreadOrBenchmarkCurveData
Stipulations
YieldData
UnderlyingInstrument
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
TestMessageIndicator 464 N
Username 553 N
Password 554 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

BusinessMessageReject

Name Number Required
RefSeqNum 45 N
RefMsgType 372 Y
BusinessRejectRefID 379 N
BusinessRejectReason 380 Y
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

APPLICATION MESSAGES

Advertisement

Name Number Required
AdvId 2 Y
AdvTransType 5 Y
AdvRefID 3 N
Instrument Y
AdvSide 4 Y
Quantity 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
TradingSessionSubID 625 N

IndicationOfInterest

Name Number Required
IOIid 23 Y
IOITransType 28 Y
IOIRefID 26 N
Instrument Y
Side 54 Y
QuantityType 465 N
IOIQty 27 Y
PriceType 423 N
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
SpreadOrBenchmarkCurveData 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
àInstrument 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
àInstrument 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
RFQReqID 644 N
àInstrument Y
àPrevClosePx 140 N
àQuoteRequestType 303 N
àQuoteType 537 N
àTradingSessionID 336 N
àTradingSessionSubID 625 N
àTradeOriginationDate 229 N
àStipulations N
àSide 54 N
àQuantityType 465 N
àOrderQty 38 N
àCashOrderQty 152 N
àSettlmntTyp 63 N
àFutSettDate 64 N
àOrdType 40 N
àFutSettDate2 193 N
àOrderQty2 192 N
àExpireTime 126 N
àTransactTime 60 N
àCurrency 15 N
àSpreadOrBenchmarkCurveData N
àPriceType 423 N
àPrice 44 N
àPrice2 640 N
àYieldData N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

QuoteRequestReject

Name Number Required
QuoteReqID 131 Y
RFQReqID 644 N
QuoteRequestRejectReason 658 Y
àInstrument Y
àPrevClosePx 140 N
àQuoteRequestType 303 N
àQuoteType 537 N
àTradingSessionID 336 N
àTradingSessionSubID 625 N
àTradeOriginationDate 229 N
àStipulations N
àSide 54 N
àQuantityType 465 N
àOrderQty 38 N
àCashOrderQty 152 N
àSettlmntTyp 63 N
àFutSettDate 64 N
àOrdType 40 N
àFutSettDate2 193 N
àOrderQty2 192 N
àExpireTime 126 N
àTransactTime 60 N
àCurrency 15 N
àSpreadOrBenchmarkCurveData N
àPriceType 423 N
àPrice 44 N
àPrice2 640 N
àYieldData N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

RFQRequest

Name Number Required
RFQReqID 644 Y
àInstrument Y
àPrevClosePx 140 N
àQuoteRequestType 303 N
àQuoteType 537 N
àTradingSessionID 336 N
àTradingSessionSubID 625 N
SubscriptionRequestType 263 N

Quote

Name Number Required
QuoteReqID 131 N
QuoteID 117 Y
QuoteType 537 N
QuoteResponseLevel 301 N
Parties N
Account 1 N
AccountType 581 N
TradingSessionID 336 N
TradingSessionSubID 625 N
Instrument Y
BidPx 132 N
OfferPx 133 N
MktBidPx 645 N
MktOfferPx 646 N
MinBidSize 647 N
BidSize 134 N
MinOfferSize 648 N
OfferSize 135 N
ValidUntilTime 62 N
BidSpotRate 188 N
OfferSpotRate 190 N
BidForwardPoints 189 N
OfferForwardPoints 191 N
MidPx 631 N
BidYield 632 N
MidYield 633 N
OfferYield 634 N
TransactTime 60 N
SettlmntTyp 63 N
FutSettDate 64 N
OrdType 40 N
FutSettDate2 193 N
OrderQty2 192 N
BidForwardPoints2 642 N
OfferForwardPoints2 643 N
Currency 15 N
SettlCurrBidFxRate 656 N
SettlCurrOfferFxRate 657 N
SettlCurrFxRateCalc 156 N
CommType 13 N
Commission 12 N
CustOrderCapacity 582 N
ExDestination 100 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

QuoteCancel

Name Number Required
QuoteReqID 131 N
QuoteID 117 Y
QuoteCancelType 298 Y
QuoteResponseLevel 301 N
Parties N
Account 1 N
AccountType 581 N
TradingSessionID 336 N
TradingSessionSubID 625 N
àInstrument N

QuoteStatusRequest

Name Number Required
QuoteStatusReqID 649 N
QuoteID 117 N
Instrument Y
Parties N
Account 1 N
AccountType 581 N
TradingSessionID 336 N
TradingSessionSubID 625 N
SubscriptionRequestType 263 N

QuoteStatusReport

Name Number Required
QuoteStatusReqID 649 N
QuoteReqID 131 N
QuoteID 117 Y
QuoteType 537 N
Parties N
Account 1 N
AccountType 581 N
TradingSessionID 336 N
TradingSessionSubID 625 N
Instrument Y
BidPx 132 N
OfferPx 133 N
MktBidPx 645 N
MktOfferPx 646 N
MinBidSize 647 N
BidSize 134 N
MinOfferSize 648 N
OfferSize 135 N
ValidUntilTime 62 N
BidSpotRate 188 N
OfferSpotRate 190 N
BidForwardPoints 189 N
OfferForwardPoints 191 N
MidPx 631 N
BidYield 632 N
MidYield 633 N
OfferYield 634 N
TransactTime 60 N
FutSettDate 64 N
OrdType 40 N
FutSettDate2 193 N
OrderQty2 192 N
BidForwardPoints2 642 N
OfferForwardPoints2 643 N
Currency 15 N
SettlCurrBidFxRate 656 N
SettlCurrOfferFxRate 657 N
SettlCurrFxRateCalc 156 N
CommType 13 N
Commission 12 N
CustOrderCapacity 582 N
ExDestination 100 N
QuoteStatus 297 N

MassQuote

Name Number Required
QuoteReqID 131 N
QuoteID 117 Y
QuoteType 537 N
QuoteResponseLevel 301 N
Parties N
Account 1 N
AccountType 581 N
DefBidSize 293 N
DefOfferSize 294 N
àQuoteSetID 302 Y
àUnderlyingInstrument N
àQuoteSetValidUntilTime 367 N
àTotQuoteEntries 304 Y
ààQuoteEntryID 299 Y
ààInstrument 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
ààMidPx 631 N
ààBidYield 632 N
ààMidYield 633 N
ààOfferYield 634 N
ààTransactTime 60 N
ààTradingSessionID 336 N
ààTradingSessionSubID 625 N
ààFutSettDate 64 N
ààOrdType 40 N
ààFutSettDate2 193 N
ààOrderQty2 192 N
ààBidForwardPoints2 642 N
ààOfferForwardPoints2 643 N
ààCurrency 15 N

MassQuoteAcknowledgement

Name Number Required
QuoteReqID 131 N
QuoteID 117 N
QuoteStatus 297 Y
QuoteRejectReason 300 N
QuoteResponseLevel 301 N
QuoteType 537 N
Parties N
Account 1 N
AccountType 581 N
Text 58 N
àQuoteSetID 302 N
àUnderlyingInstrument N
àTotQuoteEntries 304 N
ààQuoteEntryID 299 N
ààInstrument 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
ààMidPx 631 N
ààBidYield 632 N
ààMidYield 633 N
ààOfferYield 634 N
ààTransactTime 60 N
ààTradingSessionID 336 N
ààTradingSessionSubID 625 N
ààFutSettDate 64 N
ààOrdType 40 N
ààFutSettDate2 193 N
ààOrderQty2 192 N
ààBidForwardPoints2 642 N
ààOfferForwardPoints2 643 N
ààCurrency 15 N
ààQuoteEntryRejectReason 368 N

MarketDataRequest

Name Number Required
MDReqID 262 Y
SubscriptionRequestType 263 Y
MarketDepth 264 Y
MDUpdateType 265 N
AggregatedBook 266 N
OpenCloseSettleFlag 286 N
Scope 546 N
MDImplicitDelete 547 N
àMDEntryType 269 Y
àInstrument Y
àTradingSessionID 336 N
àTradingSessionSubID 625 N

MarketDataSnapshotFullRefresh

Name Number Required
MDReqID 262 N
Instrument Y
FinancialStatus 291 N
CorporateAction 292 N
TotalVolumeTraded 387 N
TotalVolumeTradedDate 449 N
TotalVolumeTradedTime 450 N
NetChgPrevDay 451 N
àMDEntryType 269 Y
àMDEntryPx 270 N
àCurrency 15 N
àMDEntrySize 271 N
àMDEntryDate 272 N
àMDEntryTime 273 N
àTickDirection 274 N
àMDMkt 275 N
àTradingSessionID 336 N
àTradingSessionSubID 625 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
àScope 546 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
àInstrument 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
àTradingSessionSubID 625 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
àScope 546 N
àTotalVolumeTraded 387 N
àTotalVolumeTradedDate 449 N
àTotalVolumeTradedTime 450 N
àNetChgPrevDay 451 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
Instrument N
Currency 15 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
TradingSessionID 336 N
TradingSessionSubID 625 N
àInstrumentLeg N
àLegCurrency 556 N
SubscriptionRequestType 263 N

SecurityDefinition

Name Number Required
SecurityReqID 320 Y
SecurityResponseID 322 Y
SecurityResponseType 323 Y
Instrument N
Currency 15 N
TradingSessionID 336 N
TradingSessionSubID 625 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
àInstrumentLeg N
àLegCurrency 556 N
RoundLot 561 N
MinTradeVol 562 N

SecurityTypeRequest

Name Number Required
SecurityReqID 320 Y
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
TradingSessionID 336 N
TradingSessionSubID 625 N

SecurityTypes

Name Number Required
SecurityReqID 320 Y
SecurityResponseID 322 Y
SecurityResponseType 323 Y
TotalNumSecurityTypes 557 N
àSecurityType 167 N
àProduct 460 N
àCFICode 461 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
TradingSessionID 336 N
TradingSessionSubID 625 N
SubscriptionRequestType 263 N

SecurityListRequest

Name Number Required
SecurityReqID 320 Y
SecurityListRequestType 559 Y
Instrument N
Currency 15 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
TradingSessionID 336 N
TradingSessionSubID 625 N
SubscriptionRequestType 263 N

SecurityList

Name Number Required
SecurityReqID 320 Y
SecurityResponseID 322 Y
SecurityRequestResult 560 Y
TotalNumSecurities 393 N
àInstrument N
àCurrency 15 N
ààInstrumentLeg N
ààLegCurrency 556 N
àRoundLot 561 N
àMinTradeVol 562 N
àTradingSessionID 336 N
àTradingSessionSubID 625 N
àText 58 N
àEncodedTextLen 354 N
àEncodedText 355 N

DerivativeSecurityListRequest

Name Number Required
SecurityReqID 320 Y
SecurityListRequestType 559 Y
UnderlyingInstrument N
Currency 15 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
TradingSessionID 336 N
TradingSessionSubID 625 N
SubscriptionRequestType 263 N

DerivativeSecurityList

Name Number Required
SecurityReqID 320 Y
SecurityResponseID 322 Y
SecurityRequestResult 560 Y
UnderlyingInstrument N
TotalNumSecurities 393 N
àInstrument N
àCurrency 15 N
ààInstrumentLeg N
ààLegCurrency 556 N
àTradingSessionID 336 N
àTradingSessionSubID 625 N
àText 58 N
àEncodedTextLen 354 N
àEncodedText 355 N

SecurityStatusRequest

Name Number Required
SecurityStatusReqID 324 Y
Instrument Y
Currency 15 N
SubscriptionRequestType 263 Y
TradingSessionID 336 N
TradingSessionSubID 625 N

SecurityStatus

Name Number Required
SecurityStatusReqID 324 N
Instrument Y
Currency 15 N
TradingSessionID 336 N
TradingSessionSubID 625 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
LastPx 31 N
TransactTime 60 N
Adjustment 334 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

TradingSessionStatusRequest

Name Number Required
TradSesReqID 335 Y
TradingSessionID 336 N
TradingSessionSubID 625 N
TradSesMethod 338 N
TradSesMode 339 N
SubscriptionRequestType 263 Y

TradingSessionStatus

Name Number Required
TradSesReqID 335 N
TradingSessionID 336 Y
TradingSessionSubID 625 N
TradSesMethod 338 N
TradSesMode 339 N
UnsolicitedIndicator 325 N
TradSesStatus 340 Y
TradSesStatusRejReason 567 N
TradSesStartTime 341 N
TradSesOpenTime 342 N
TradSesPreCloseTime 343 N
TradSesCloseTime 344 N
TradSesEndTime 345 N
TotalVolumeTraded 387 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

NewOrderSingle

Name Number Required
ClOrdID 11 Y
SecondaryClOrdID 526 N
ClOrdLinkID 583 N
Parties N
TradeOriginationDate 229 N
Account 1 N
AccountType 581 N
DayBookingInst 589 N
BookingUnit 590 N
PreallocMethod 591 N
àAllocAccount 79 N
àIndividualAllocID 467 N
àNestedParties N
àAllocQty 80 N
SettlmntTyp 63 N
FutSettDate 64 N
CashMargin 544 N
ClearingFeeIndicator 635 N
HandlInst 21 Y
ExecInst 18 N
MinQty 110 N
MaxFloor 111 N
ExDestination 100 N
àTradingSessionID 336 N
àTradingSessionSubID 625 N
ProcessCode 81 N
Instrument Y
PrevClosePx 140 N
Side 54 Y
LocateReqd 114 N
TransactTime 60 Y
Stipulations N
QuantityType 465 N
OrderQtyData Y
OrdType 40 Y
PriceType 423 N
Price 44 N
StopPx 99 N
SpreadOrBenchmarkCurveData N
YieldData N
Currency 15 N
ComplianceID 376 N
SolicitedFlag 377 N
IOIid 23 N
QuoteID 117 N
TimeInForce 59 N
EffectiveTime 168 N
ExpireDate 432 N
ExpireTime 126 N
GTBookingInst 427 N
CommissionData N
OrderCapacity 528 N
OrderRestrictions 529 N
CustOrderCapacity 582 N
Rule80A 47 N
ForexReq 121 N
SettlCurrency 120 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
FutSet