FIX.4.4

ADMINISTRATIVE MESSAGES Heartbeat
Logon
TestRequest
ResendRequest
Reject
SequenceReset
Logout
APPLICATION MESSAGES BusinessMessageReject
UserRequest
UserResponse
Advertisement
IndicationOfInterest
News
Email
QuoteRequest
QuoteResponse
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
ListStatus
ListExecute
ListCancelRequest
ListStatusRequest
AllocationInstruction
AllocationInstructionAck
AllocationReport
AllocationReportAck
Confirmation
ConfirmationAck
ConfirmationRequest
SettlementInstructions
SettlementInstructionRequest
TradeCaptureReportRequest
TradeCaptureReportRequestAck
TradeCaptureReport
TradeCaptureReportAck
RegistrationInstructions
RegistrationInstructionsResponse
PositionMaintenanceRequest
PositionMaintenanceReport
RequestForPositions
RequestForPositionsAck
PositionReport
AssignmentReport
CollateralRequest
CollateralAssignment
CollateralResponse
CollateralReport
CollateralInquiry
NetworkStatusRequest
NetworkStatusRequest
CollateralInquiryAck

COMPONENT BLOCKS Instrument
UnderlyingInstrument
InstrumentLeg
InstrumentExtension
OrderQtyData
CommissionData
Parties
NestedParties
NestedParties2
NestedParties3
SettlParties
SpreadOrBenchmarkCurveData
LegBenchmarkCurveData
Stipulations
UnderlyingStipulations
LegStipulations
YieldData
PositionQty
PositionAmountData
TrdRegTimestamps
SettlInstructionsData
PegInstructions
DiscretionInstructions
FinancingDetails
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
NextExpectedMsgSeqNum 789 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

APPLICATION MESSAGES

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

UserRequest

Name Number Required
UserRequestID 923 Y
UserRequestType 924 Y
Username 553 Y
Password 554 N
NewPassword 925 N
RawDataLength 95 N
RawData 96 N

UserResponse

Name Number Required
UserRequestID 923 Y
Username 553 Y
UserStatus 926 N
UserStatusText 927 N

Advertisement

Name Number Required
AdvId 2 Y
AdvTransType 5 Y
AdvRefID 3 N
Instrument Y
àInstrumentLeg N
àUnderlyingInstrument Y
AdvSide 4 Y
Quantity 53 Y
QtyType 854 N
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
FinancingDetails N
àUnderlyingInstrument N
Side 54 Y
QtyType 854 N
OrderQtyData N
IOIQty 27 Y
Currency 15 N
Stipulations N
àInstrumentLeg N
àLegIOIQty 682 N
àLegStipulations N
PriceType 423 N
Price 44 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
YieldData 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
àInstrumentLeg N
àUnderlyingInstrument 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
àUnderlyingInstrument N
àInstrumentLeg 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
ClOrdID 11 N
OrderCapacity 528 N
àInstrument Y
àFinancingDetails N
ààUnderlyingInstrument N
àPrevClosePx 140 N
àQuoteRequestType 303 N
àQuoteType 537 N
àTradingSessionID 336 N
àTradingSessionSubID 625 N
àTradeOriginationDate 229 N
àSide 54 N
àQtyType 854 N
àOrderQtyData N
àSettlType 63 N
àSettlDate 64 N
àSettlDate2 193 N
àOrderQty2 192 N
àCurrency 15 N
àStipulations N
àAccount 1 N
àAcctIDSource 660 N
àAccountType 581 N
ààInstrumentLeg N
ààLegQty 687 N
ààLegSwapType 690 N
ààLegSettlType 587 N
ààLegSettlDate 588 N
ààLegStipulations N
ààNestedParties N
ààLegBenchmarkCurveData N
ààQuoteQualifier 695 N
àQuotePriceType 692 N
àOrdType 40 N
àValidUntilTime 62 N
àExpireTime 126 N
àTransactTime 60 N
àSpreadOrBenchmarkCurveData N
àPriceType 423 N
àPrice 44 N
àPrice2 640 N
àYieldData N
àParties N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

QuoteResponse

Name Number Required
QuoteRespID 693 Y
QuoteID 117 N
QuoteRespType 694 Y
ClOrdID 11 N
OrderCapacity 528 N
IOIid 23 N
QuoteType 537 N
àQuoteQualifier 695 N
Parties N
TradingSessionID 336 N
TradingSessionSubID 625 N
Instrument Y
FinancingDetails N
àUnderlyingInstrument N
Side 54 N
OrderQtyData N
SettlType 63 N
SettlDate 64 N
SettlDate2 193 N
OrderQty2 192 N
Currency 15 N
Stipulations N
Account 1 N
AcctIDSource 660 N
AccountType 581 N
àInstrumentLeg N
àLegQty 687 N
àLegSwapType 690 N
àLegSettlType 587 N
àLegSettlDate 588 N
àLegStipulations N
àNestedParties N
àLegPriceType 686 N
àLegBidPx 681 N
àLegOfferPx 684 N
àLegBenchmarkCurveData N
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
OrdType 40 N
BidForwardPoints2 642 N
OfferForwardPoints2 643 N
SettlCurrBidFxRate 656 N
SettlCurrOfferFxRate 657 N
SettlCurrFxRateCalc 156 N
Commission 12 N
CommType 13 N
CustOrderCapacity 582 N
ExDestination 100 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
Price 44 N
PriceType 423 N
SpreadOrBenchmarkCurveData N
YieldData N

QuoteRequestReject

Name Number Required
QuoteReqID 131 Y
RFQReqID 644 N
QuoteRequestRejectReason 658 Y
àInstrument Y
àFinancingDetails N
ààUnderlyingInstrument N
àPrevClosePx 140 N
àQuoteRequestType 303 N
àQuoteType 537 N
àTradingSessionID 336 N
àTradingSessionSubID 625 N
àTradeOriginationDate 229 N
àSide 54 N
àQtyType 854 N
àOrderQtyData N
àSettlType 63 N
àSettlDate 64 N
àSettlDate2 193 N
àOrderQty2 192 N
àCurrency 15 N
àStipulations N
àAccount 1 N
àAcctIDSource 660 N
àAccountType 581 N
ààInstrumentLeg N
ààLegQty 687 N
ààLegSwapType 690 N
ààLegSettlType 587 N
ààLegSettlDate 588 N
ààLegStipulations N
ààNestedParties N
ààLegBenchmarkCurveData N
àQuoteQualifier 695 N
QuotePriceType 692 N
OrdType 40 N
ExpireTime 126 N
TransactTime 60 N
SpreadOrBenchmarkCurveData N
PriceType 423 N
Price 44 N
Price2 640 N
YieldData N
Parties N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

RFQRequest

Name Number Required
RFQReqID 644 Y
àInstrument Y
ààUnderlyingInstrument N
ààInstrumentLeg N
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
QuoteRespID 693 N
QuoteType 537 N
àQuoteQualifier 695 N
QuoteResponseLevel 301 N
Parties N
TradingSessionID 336 N
TradingSessionSubID 625 N
Instrument Y
FinancingDetails N
àUnderlyingInstrument N
Side 54 N
OrderQtyData N
SettlType 63 N
SettlDate 64 N
SettlDate2 193 N
OrderQty2 192 N
Currency 15 N
Stipulations N
Account 1 N
AcctIDSource 660 N
AccountType 581 N
àInstrumentLeg N
àLegQty 687 N
àLegSwapType 690 N
àLegSettlType 587 N
àLegSettlDate 588 N
àLegStipulations N
àNestedParties N
àLegPriceType 686 N
àLegBidPx 681 N
àLegOfferPx 684 N
àLegBenchmarkCurveData N
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
OrdType 40 N
BidForwardPoints2 642 N
OfferForwardPoints2 643 N
SettlCurrBidFxRate 656 N
SettlCurrOfferFxRate 657 N
SettlCurrFxRateCalc 156 N
CommType 13 N
Commission 12 N
CustOrderCapacity 582 N
ExDestination 100 N
OrderCapacity 528 N
PriceType 423 N
SpreadOrBenchmarkCurveData N
YieldData 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
AcctIDSource 660 N
AccountType 581 N
TradingSessionID 336 N
TradingSessionSubID 625 N
àInstrument N
àFinancingDetails N
ààUnderlyingInstrument N
ààInstrumentLeg N

QuoteStatusRequest

Name Number Required
QuoteStatusReqID 649 N
QuoteID 117 N
Instrument Y
FinancingDetails N
àUnderlyingInstrument N
àInstrumentLeg N
Parties N
Account 1 N
AcctIDSource 660 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
QuoteRespID 693 N
QuoteType 537 N
Parties N
TradingSessionID 336 N
TradingSessionSubID 625 N
Instrument Y
FinancingDetails N
àUnderlyingInstrument N
Side 54 N
OrderQtyData N
SettlType 63 N
SettlDate 64 N
SettlDate2 193 N
OrderQty2 192 N
Currency 15 N
Stipulations N
Account 1 N
AcctIDSource 660 N
AccountType 581 N
àInstrumentLeg N
àLegQty 687 N
àLegSwapType 690 N
àLegSettlType 587 N
àLegSettlDate 588 N
àLegStipulations N
àNestedParties N
àQuoteQualifier 695 N
ExpireTime 126 N
Price 44 N
PriceType 423 N
SpreadOrBenchmarkCurveData N
YieldData N
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
OrdType 40 N
BidForwardPoints2 642 N
OfferForwardPoints2 643 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
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

MassQuote

Name Number Required
QuoteReqID 131 N
QuoteID 117 Y
QuoteType 537 N
QuoteResponseLevel 301 N
Parties N
Account 1 N
AcctIDSource 660 N
AccountType 581 N
DefBidSize 293 N
DefOfferSize 294 N
àQuoteSetID 302 Y
àUnderlyingInstrument N
àQuoteSetValidUntilTime 367 N
àTotNoQuoteEntries 304 Y
àLastFragment 893 N
ààQuoteEntryID 299 Y
ààInstrument N
àààInstrumentLeg 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
ààSettlDate 64 N
ààOrdType 40 N
ààSettlDate2 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
AcctIDSource 660 N
AccountType 581 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
àQuoteSetID 302 N
àUnderlyingInstrument N
àTotNoQuoteEntries 304 N
àLastFragment 893 N
ààQuoteEntryID 299 N
ààInstrument N
àààInstrumentLeg 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
ààSettlDate 64 N
ààOrdType 40 N
ààSettlDate2 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
OpenCloseSettlFlag 286 N
Scope 546 N
MDImplicitDelete 547 N
àMDEntryType 269 Y
àInstrument Y
ààUnderlyingInstrument N
ààInstrumentLeg N
àTradingSessionID 336 N
àTradingSessionSubID 625 N
ApplQueueAction 815 N
ApplQueueMax 812 N

MarketDataSnapshotFullRefresh

Name Number Required
MDReqID 262 N
Instrument Y
àUnderlyingInstrument N
àInstrumentLeg N
FinancialStatus 291 N
CorporateAction 292 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
àOpenCloseSettlFlag 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
àPriceDelta 811 N
àText 58 N
àEncodedTextLen 354 N
àEncodedText 355 N
ApplQueueDepth 813 N
ApplQueueResolution 814 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
ààUnderlyingInstrument N
ààInstrumentLeg N
àFinancialStatus 291 N
àCorporateAction 292 N
àMDEntryPx 270 N
àCurrency 15 N
àMDEntrySize 271 N