How many messages and tags does FIX 4.4 add to FIX 4.2?

FIX 4.4 defines 93 message types and 912 fields in the standard dictionary, against 46 and 405 in FIX 4.2: 47 messages and 542 fields added, 35 fields removed.

FIX 4.2 vs FIX 4.4: What Changed

FIX 4.2 and FIX 4.4 are the two versions most order-routing sessions still run. FIX 4.4 keeps the session layer as it was but changes how executions are reported, replaces several single-purpose fields with reusable components such as Parties and Instrument, and roughly doubles the number of messages.

Message types: 46 to 93
Messages added: 47
Fields: 405 to 912
Fields added / removed: 542 / 35

BeginString: FIX.4.2 and FIX.4.4. Counts come from the standard data dictionaries.

Migrating from FIX 4.2 to FIX 4.4

ExecTransType (20) is gone (removed in FIX 4.3). Busts, corrections and status reports are told apart by ExecType (150): H Trade cancel, G Trade correct, I Order status.
Fills are reported with 150=F (Trade). The FIX 4.2 codes 150=1 and 150=2 are not in FIX 4.4; OrdStatus (39) says whether the order is partly or fully filled.
OrdStatus 39=5 (Replaced) is not in FIX 4.4. A replace confirmation is 150=5 with the order's current state in 39.
The Parties group (NoPartyIDs (453), PartyID (448), PartyIDSource (447), PartyRole (452)) replaces fields such as ClientID (109), ExecBroker (76), ClearingFirm (439) and ClearingAccount (440).
Several fields are renamed with the same tag number, for example SecurityIDSource (22) (was IDSource), LastQty (32) (was LastShares), SettlType (63) (was SettlmntTyp) and SettlDate (64) (was FutSettDate). The wire format does not change, but code generated from a dictionary does.
Rule80A (47) is removed; OrderCapacity (528) and OrderRestrictions (529), added in FIX 4.3, take its place.
HandlInst (21) is no longer required on New Order Single, though many brokers still expect it.
The Logon gains Username (553) and Password (554) (FIX 4.3) and NextExpectedMsgSeqNum (789) (FIX 4.4). SessionRejectReason gains codes 12 to 17 and 99.
The FIX 4.4 dictionary has no OrdType Market on close (5), On close (A) or Limit on close (B); close orders use TimeInForce 59=7 (At the Close).

Value changes in key fields

Enumerated values added or removed between the two versions.

MsgType (35)

Added in FIX 4.4: n XML Message; o Registration Instructions; p Registration Instructions Response; q Order Mass Cancel Request; r Order Mass Cancel Report; s New Order Cross; t Cross Order Cancel Replace Request; u Cross Order Cancel Request; v Security Type Request; w Security Types; x Security List Request; y Security List; z Derivative Security List Request; AA Derivative Security List; AB New Order Multileg; AC Multileg Order Cancel/Replace; AD Trade Capture Report Request; AE Trade Capture Report; AF Order Mass Status Request; AG Quote Request Reject; AH RFQ Request; AI Quote Status Report; AJ Quote Response; AK Confirmation; AL Position Maintenance Request; AM Position Maintenance Report; AN Request For Positions; AO Request For Positions Ack; AP Position Report; AQ Trade Capture Report Request Ack; AR Trade Capture Report Ack; AS Allocation Report; AT Allocation Report Ack; AU Confirmation Ack; AV Settlement Instruction Request; AW Assignment Report; AX Collateral Request; AY Collateral Assignment; AZ Collateral Response; BA Collateral Report; BB Collateral Inquiry; BC Network Counterparty System Status Request; BD Network Counterparty System Status Response; BE User Request; BF User Response; BG Collateral Inquiry Ack; BH Confirmation Request

OrdStatus (39)

Not in FIX 4.4: 5 Replaced

OrdType (40)

Added in FIX 4.4: J Market if touched; K Market with left over as limit; L Previous fund valuation point; M Next fund valuation point

Not in FIX 4.4: 5 Market on close; A On close; B Limit on close; C Forex market; F Forex limit; H Forex previously quoted

TimeInForce (59)

Added in FIX 4.4: 7 At the close

ExecType (150)

Added in FIX 4.4: F Trade; G Trade correct; H Trade cancel; I Order status

Not in FIX 4.4: 1 Partial fill; 2 Fill

SessionRejectReason (373)

Added in FIX 4.4: 12 XML validation error; 13 Tag appears more than once; 14 Tag specified out of required order; 15 Repeating group fields out of order; 16 Incorrect NumInGroup count for repeating group; 17 Non; 99 Other

OrdRejReason (103)

Added in FIX 4.4: 9 Trade along required; 10 Invalid investor ID; 11 Unsupported order characteristic; 13 Incorrect quantity; 14 Incorrect allocated quantity; 15 Unknown account; 99 Other

CxlRejReason (102)

Added in FIX 4.4: 4 Unable to process order mass cancel request; 5 OrigOrdModTime (586) did not match last TransactTime (60) of order; 6 Duplicate ClOrdID (11) received; 99 Other

BusinessRejectReason (380)

Added in FIX 4.4: 6 Not authorized; 7 Deliver to firm not available at this time

Messages added in FIX 4.4 (47)

Derivative Security List 35=AA
New Order Multileg 35=AB
Multileg Order Cancel/Replace 35=AC
Trade Capture Report Request 35=AD
Trade Capture Report 35=AE
Order Mass Status Request 35=AF
Quote Request Reject 35=AG
RFQ Request 35=AH
Quote Status Report 35=AI
Quote Response 35=AJ
Confirmation 35=AK
Position Maintenance Request 35=AL
Position Maintenance Report 35=AM
Request For Positions 35=AN
Request For Positions Ack 35=AO
Position Report 35=AP
Trade Capture Report Request Ack 35=AQ
Trade Capture Report Ack 35=AR
Allocation Report 35=AS
Allocation Report Ack 35=AT
Confirmation Ack 35=AU
Settlement Instruction Request 35=AV
Assignment Report 35=AW
Collateral Request 35=AX
Collateral Assignment 35=AY
Collateral Response 35=AZ
Collateral Report 35=BA
Collateral Inquiry 35=BB
Network Counterparty System Status Request 35=BC
Network Counterparty System Status Response 35=BD
User Request 35=BE
User Response 35=BF
Collateral Inquiry Ack 35=BG
Confirmation Request 35=BH
XML Message 35=n
Registration Instructions 35=o
Registration Instructions Response 35=p
Order Mass Cancel Request 35=q
Order Mass Cancel Report 35=r
New Order Cross 35=s
Cross Order Cancel Replace Request 35=t
Cross Order Cancel Request 35=u
Security Type Request 35=v
Security Types 35=w
Security List Request 35=x
Security List 35=y
Derivative Security List Request 35=z

Messages renamed

35=J: Allocation becomes AllocationInstruction
35=b: QuoteAcknowledgement becomes MassQuoteAcknowledgement

Field changes in the core order messages

6 messages most sessions carry, compared field by field.

New Order Single 35=D

168 fields added, 7 removed, counting fields inside components and repeating groups.

Required in FIX 4.2, optional in FIX 4.4: HandlInst (21), Symbol (55)

Removed: Rule80A (47), ExecBroker (76), ClientID (109), CustomerOrFirm (204), MaturityDay (205), ClearingFirm (439), ClearingAccount (440)

Order Cancel/Replace Request 35=G

166 fields added, 7 removed, counting fields inside components and repeating groups.

Required in FIX 4.2, optional in FIX 4.4: HandlInst (21), Symbol (55)

Removed: Rule80A (47), ExecBroker (76), ClientID (109), CustomerOrFirm (204), MaturityDay (205), ClearingFirm (439), ClearingAccount (440)

Order Cancel Request 35=F

107 fields added, 4 removed, counting fields inside components and repeating groups.

Required in FIX 4.2, optional in FIX 4.4: Symbol (55)

Removed: ExecBroker (76), ClientID (109), MaturityDay (205), SolicitedFlag (377)

Execution Report 35=8

269 fields added, 7 removed, counting fields inside components and repeating groups.

Required in FIX 4.2, optional in FIX 4.4: Symbol (55)

Removed: ExecTransType (20), Rule80A (47), ExecBroker (76), ClientID (109), MaturityDay (205), ClearingFirm (439), ClearingAccount (440)

Order Cancel Reject 35=9

8 fields added, 2 removed, counting fields inside components and repeating groups.

Removed: ExecBroker (76), ClientID (109)

Added: TradeDate (75), TradeOriginationDate (229), SecondaryClOrdID (526), AccountType (581), ClOrdLinkID (583), OrigOrdModTime (586), WorkingIndicator (636), AcctIDSource (660)

Logon 35=A

4 fields added, counting fields inside components and repeating groups.

Added: TestMessageIndicator (464), Username (553), Password (554), NextExpectedMsgSeqNum (789)

Fields renamed (20)

Same tag number and wire format, new name. Code generated from a dictionary changes.

Tag	FIX 4.2 name	FIX 4.4 name
22	IDSource	SecurityIDSource
23	IOIid	IOIID
27	IOIShares	IOIQty
32	LastShares	LastQty
33	LinesOfText	NoLinesOfText
53	Shares	Quantity
63	SettlmntTyp	SettlType
64	FutSettDate	SettlDate
74	AvgPrxPrecision	AvgPxPrecision
77	OpenClose	PositionEffect
80	AllocShares	AllocQty
193	FutSettDate2	SettlDate2
211	PegDifference	PegOffsetValue
218	SpreadToBenchmark	Spread
286	OpenCloseSettleFlag	OpenCloseSettlFlag
304	TotQuoteEntries	TotNoQuoteEntries
305	UnderlyingIDSource	UnderlyingSecurityIDSource
389	DiscretionOffset	DiscretionOffsetValue
393	TotalNumSecurities	TotNoRelatedSym
418	TradeType	BidTradeType

Fields added (542)

Show 542 fields

Version dictionaries

Other comparisons

Field and message data comes from the QuickFIX data dictionaries for FIX 4.0 to 5.0 SP2 and FIXT 1.1, used under the QuickFIX Software License. This product includes software developed by quickfixengine.org (http://www.quickfixengine.org/). Enumerated value names are converted to plain text for reading.