FIX 4.2 vs FIX 5.0 SP2: What Changed

MsgType (35)

Added in FIX 5.0 SP2: 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; BO Contrary Intention Report; BP Security Definition Update Report; BK Security List Update Report; BL Adjusted Position Report; BM Allocation Instruction Alert; BN Execution Ack; BJ Trading Session List; BI Trading Session List Request; BQ Settlement Obligation Report; BR Derivative Security List Update Report; BS Trading Session List Update Report; BT Market Definition Request; BU Market Definition; BV Market Definition Update Report; BW Application Message Request; BX Application Message Request Ack; BY Application Message Report; BZ Order Mass Action Report; CA Order Mass Action Request; CB User Notification; CC Stream Assignment Request; CD Stream Assignment Report; CE Stream Assignment Report ACK; CF Party Details List Request; CG Party Details List Report; CH Margin Requirement Inquiry; CI Margin Requirement Inquiry Ack; CJ Margin Requirement Report; CK Party Details List Update Report; CL Party Risk Limits Request; CM Party Risk Limits Report; CN Security Mass Status Request; CO Security Mass Status; CQ Account Summary Report; CR Party Risk Limits Update Report; CS Party Risk Limits Definition Request; CT Party Risk Limits Definition Request Ack; CU Party Entitlements Request; CV Party Entitlements Report; CW Quote Ack; CX Party Details Definition Request; CY Party Details Definition Request Ack; CZ Party Entitlements Update Report; DA Party Entitlements Definition Request; DB Party Entitlements Definition Request Ack; DC Trade Match Report; DD Trade Match Report Ack; DE Party Risk Limits Report Ack; DF Party Risk Limit Check Request; DG Party Risk Limit Check Request Ack; DH Party Action Request; DI Party Action Report; DJ Mass Order; DK Mass Order Ack; DL Position Transfer Instruction; DM Position Transfer Instruction Ack; DN Position Transfer Report; DO Market Data Statistics Request; DP Market Data Statistics Report; DQ Collateral Report Ack; DR Market Data Report; DS Cross Request; DT Cross Request Ack; DU Allocation Instruction Alert Request; DV Allocation Instruction Alert Request Ack; DW Trade Aggregation Request; DX Trade Aggregation Report; EA Pay Management Report; EB Pay Management Report Ack; DY Pay Management Request; DZ Pay Management Request Ack

OrdType (40)

Added in FIX 5.0 SP2: J Market if touched; K Market with left over as limit; L Previous fund valuation point; M Next fund valuation point; Q Counter order selection; R Stop on bid or offer; S Stop limit on bid or offer

TimeInForce (59)

Added in FIX 5.0 SP2: 7 At the close; 8 Good through crossing; 9 At crossing; A Good for time; B Good for auction; C Good for month

ExecType (150)

Added in FIX 5.0 SP2: F Trade; G Trade correct; H Trade cancel; I Order status; J Trade in a clearing hold; K Trade has been released to clearing; L Triggered or activated by system; M Locked; N Released

Not in FIX 5.0 SP2: 1 Partial fill; 2 Fill

SessionRejectReason (373)

Added in FIX 5.0 SP2: 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 data value includes field delimiter; 18 Invalid or unsupported application version; 99 Other

OrdRejReason (103)

Added in FIX 5.0 SP2: 9 Trade along required; 10 Invalid investor ID; 11 Unsupported order characteristic; 12 Surveillance option; 13 Incorrect quantity; 14 Incorrect allocated quantity; 15 Unknown account; 16 Price exceeds current price band; 18 Invalid price increment; 19 Reference price not available; 20 Notional value exceeds threshold; 21 Algorithm risk threshold breached; 22 Short sell not permitted; 23 Short sell security pre borrow restriction; 24 Short sell account pre borrow restriction; 25 Insufficient credit limit; 26 Exceeded clip size limit; 27 Exceeded max notional order amt; 28 Exceeded DV01 PV01 limit; 29 Exceeded CS01 limit; 99 Other

CxlRejReason (102)

Added in FIX 5.0 SP2: 4 Unable to process order mass cancel request; 5 OrigOrdModTime (586) did not match last TransactTime (60) of order; 6 Duplicate ClOrdID (11) received; 7 Price exceeds current price; 8 Price exceeds current price band; 18 Invalid price increment; 99 Other

BusinessRejectReason (380)

Added in FIX 5.0 SP2: 6 Not authorized; 7 Deliver to firm not available at this time; 8 Throttle limit exceeded; 9 Throttle limit exceeded session disconnected; 10 Throttled messages rejected on request; 18 Invalid price increment