FIX 4.2 Protocol Dictionary

One of the two most used versions. Adds market data, security definitions and the Business Message Reject. Messages in this version start with 8=FIX.4.2. This page lists all 46 message types and 405 tags defined in FIX 4.2.

Message types

Filter messages

Session messages (7)

MsgType	Message
35=0	Heartbeat
35=1	Test Request
35=2	Resend Request
35=3	Reject
35=4	Sequence Reset
35=5	Logout
35=A	Logon

Application messages (39)

MsgType	Message
35=6	IOI
35=7	Advertisement
35=8	Execution Report
35=9	Order Cancel Reject
35=B	News
35=C	Email
35=D	New Order Single
35=E	New Order List
35=F	Order Cancel Request
35=G	Order Cancel/Replace Request
35=H	Order Status Request
35=J	Allocation Instruction
35=K	List Cancel Request
35=L	List Execute
35=M	List Status Request
35=N	List Status
35=P	Allocation Ack
35=Q	Dont Know Trade
35=R	Quote Request
35=S	Quote
35=T	Settlement Instructions
35=V	Market Data Request
35=W	Market Data Snapshot Full Refresh
35=X	Market Data Incremental Refresh
35=Y	Market Data Request Reject
35=Z	Quote Cancel
35=a	Quote Status Request
35=b	Mass Quote Ack
35=c	Security Definition Request
35=d	Security Definition
35=e	Security Status Request
35=f	Security Status
35=g	Trading Session Status Request
35=h	Trading Session Status
35=i	Mass Quote
35=j	Business Message Reject
35=k	Bid Request
35=l	Bid Response
35=m	List Strike Price

Tags

Filter tags

Tag	Name	Type
1	Account	STRING
2	AdvId	STRING
3	AdvRefID	STRING
4	AdvSide	CHAR
5	AdvTransType	STRING
6	AvgPx	PRICE
7	BeginSeqNo	INT
8	BeginString	STRING
9	BodyLength	INT
10	CheckSum	STRING
11	ClOrdID	STRING
12	Commission	AMT
13	CommType	CHAR
14	CumQty	QTY
15	Currency	CURRENCY
16	EndSeqNo	INT
17	ExecID	STRING
18	ExecInst	MULTIPLEVALUESTRING
19	ExecRefID	STRING
20	ExecTransType	CHAR
21	HandlInst	CHAR
22	IDSource	STRING
23	IOIid	STRING
24	IOIOthSvc	CHAR
25	IOIQltyInd	CHAR
26	IOIRefID	STRING
27	IOIShares	STRING
28	IOITransType	CHAR
29	LastCapacity	CHAR
30	LastMkt	EXCHANGE
31	LastPx	PRICE
32	LastShares	QTY
33	LinesOfText	INT
34	MsgSeqNum	INT
35	MsgType	STRING
36	NewSeqNo	INT
37	OrderID	STRING
38	OrderQty	QTY
39	OrdStatus	CHAR
40	OrdType	CHAR
41	OrigClOrdID	STRING
42	OrigTime	UTCTIMESTAMP
43	PossDupFlag	BOOLEAN
44	Price	PRICE
45	RefSeqNum	INT
46	RelatdSym	STRING
47	Rule80A	CHAR
48	SecurityID	STRING
49	SenderCompID	STRING
50	SenderSubID	STRING
51	SendingDate	LOCALMKTDATE
52	SendingTime	UTCTIMESTAMP
53	Shares	QTY
54	Side	CHAR
55	Symbol	STRING
56	TargetCompID	STRING
57	TargetSubID	STRING
58	Text	STRING
59	TimeInForce	CHAR
60	TransactTime	UTCTIMESTAMP
61	Urgency	CHAR
62	ValidUntilTime	UTCTIMESTAMP
63	SettlmntTyp	CHAR
64	FutSettDate	LOCALMKTDATE
65	SymbolSfx	STRING
66	ListID	STRING
67	ListSeqNo	INT
68	TotNoOrders	INT
69	ListExecInst	STRING
70	AllocID	STRING
71	AllocTransType	CHAR
72	RefAllocID	STRING
73	NoOrders	INT
74	AvgPrxPrecision	INT
75	TradeDate	LOCALMKTDATE
76	ExecBroker	STRING
77	OpenClose	CHAR
78	NoAllocs	INT
79	AllocAccount	STRING
80	AllocShares	QTY
81	ProcessCode	CHAR
82	NoRpts	INT
83	RptSeq	INT
84	CxlQty	QTY
85	NoDlvyInst	INT
86	DlvyInst	STRING
87	AllocStatus	INT
88	AllocRejCode	INT
89	Signature	DATA
90	SecureDataLen	LENGTH
91	SecureData	DATA
92	BrokerOfCredit	STRING
93	SignatureLength	LENGTH
94	EmailType	CHAR
95	RawDataLength	LENGTH
96	RawData	DATA
97	PossResend	BOOLEAN
98	EncryptMethod	INT
99	StopPx	PRICE
100	ExDestination	EXCHANGE
102	CxlRejReason	INT
103	OrdRejReason	INT
104	IOIQualifier	CHAR
105	WaveNo	STRING
106	Issuer	STRING
107	SecurityDesc	STRING
108	HeartBtInt	INT
109	ClientID	STRING
110	MinQty	QTY
111	MaxFloor	QTY
112	TestReqID	STRING
113	ReportToExch	BOOLEAN
114	LocateReqd	BOOLEAN
115	OnBehalfOfCompID	STRING
116	OnBehalfOfSubID	STRING
117	QuoteID	STRING
118	NetMoney	AMT
119	SettlCurrAmt	AMT
120	SettlCurrency	CURRENCY
121	ForexReq	BOOLEAN
122	OrigSendingTime	UTCTIMESTAMP
123	GapFillFlag	BOOLEAN
124	NoExecs	INT
125	CxlType	CHAR
126	ExpireTime	UTCTIMESTAMP
127	DKReason	CHAR
128	DeliverToCompID	STRING
129	DeliverToSubID	STRING
130	IOINaturalFlag	BOOLEAN
131	QuoteReqID	STRING
132	BidPx	PRICE
133	OfferPx	PRICE
134	BidSize	QTY
135	OfferSize	QTY
136	NoMiscFees	INT
137	MiscFeeAmt	AMT
138	MiscFeeCurr	CURRENCY
139	MiscFeeType	CHAR
140	PrevClosePx	PRICE
141	ResetSeqNumFlag	BOOLEAN
142	SenderLocationID	STRING
143	TargetLocationID	STRING
144	OnBehalfOfLocationID	STRING
145	DeliverToLocationID	STRING
146	NoRelatedSym	INT
147	Subject	STRING
148	Headline	STRING
149	URLLink	STRING
150	ExecType	CHAR
151	LeavesQty	QTY
152	CashOrderQty	QTY
153	AllocAvgPx	PRICE
154	AllocNetMoney	AMT
155	SettlCurrFxRate	FLOAT
156	SettlCurrFxRateCalc	CHAR
157	NumDaysInterest	INT
158	AccruedInterestRate	FLOAT
159	AccruedInterestAmt	AMT
160	SettlInstMode	CHAR
161	AllocText	STRING
162	SettlInstID	STRING
163	SettlInstTransType	CHAR
164	EmailThreadID	STRING
165	SettlInstSource	CHAR
166	SettlLocation	STRING
167	SecurityType	STRING
168	EffectiveTime	UTCTIMESTAMP
169	StandInstDbType	INT
170	StandInstDbName	STRING
171	StandInstDbID	STRING
172	SettlDeliveryType	INT
173	SettlDepositoryCode	STRING
174	SettlBrkrCode	STRING
175	SettlInstCode	STRING
176	SecuritySettlAgentName	STRING
177	SecuritySettlAgentCode	STRING
178	SecuritySettlAgentAcctNum	STRING
179	SecuritySettlAgentAcctName	STRING
180	SecuritySettlAgentContactName	STRING
181	SecuritySettlAgentContactPhone	STRING
182	CashSettlAgentName	STRING
183	CashSettlAgentCode	STRING
184	CashSettlAgentAcctNum	STRING
185	CashSettlAgentAcctName	STRING
186	CashSettlAgentContactName	STRING
187	CashSettlAgentContactPhone	STRING
188	BidSpotRate	PRICE
189	BidForwardPoints	PRICEOFFSET
190	OfferSpotRate	PRICE
191	OfferForwardPoints	PRICEOFFSET
192	OrderQty2	QTY
193	FutSettDate2	LOCALMKTDATE
194	LastSpotRate	PRICE
195	LastForwardPoints	PRICEOFFSET
196	AllocLinkID	STRING
197	AllocLinkType	INT
198	SecondaryOrderID	STRING
199	NoIOIQualifiers	INT
200	MaturityMonthYear	MONTHYEAR
201	PutOrCall	INT
202	StrikePrice	PRICE
203	CoveredOrUncovered	INT
204	CustomerOrFirm	INT
205	MaturityDay	DAYOFMONTH
206	OptAttribute	CHAR
207	SecurityExchange	EXCHANGE
208	NotifyBrokerOfCredit	BOOLEAN
209	AllocHandlInst	INT
210	MaxShow	QTY
211	PegDifference	PRICEOFFSET
212	XmlDataLen	LENGTH
213	XmlData	DATA
214	SettlInstRefID	STRING
215	NoRoutingIDs	INT
216	RoutingType	INT
217	RoutingID	STRING
218	SpreadToBenchmark	PRICEOFFSET
219	Benchmark	CHAR
223	CouponRate	FLOAT
231	ContractMultiplier	FLOAT
262	MDReqID	STRING
263	SubscriptionRequestType	CHAR
264	MarketDepth	INT
265	MDUpdateType	INT
266	AggregatedBook	BOOLEAN
267	NoMDEntryTypes	INT
268	NoMDEntries	INT
269	MDEntryType	CHAR
270	MDEntryPx	PRICE
271	MDEntrySize	QTY
272	MDEntryDate	UTCDATE
273	MDEntryTime	UTCTIMEONLY
274	TickDirection	CHAR
275	MDMkt	EXCHANGE
276	QuoteCondition	MULTIPLEVALUESTRING
277	TradeCondition	MULTIPLEVALUESTRING
278	MDEntryID	STRING
279	MDUpdateAction	CHAR
280	MDEntryRefID	STRING
281	MDReqRejReason	CHAR
282	MDEntryOriginator	STRING
283	LocationID	STRING
284	DeskID	STRING
285	DeleteReason	CHAR
286	OpenCloseSettleFlag	CHAR
287	SellerDays	INT
288	MDEntryBuyer	STRING
289	MDEntrySeller	STRING
290	MDEntryPositionNo	INT
291	FinancialStatus	CHAR
292	CorporateAction	CHAR
293	DefBidSize	QTY
294	DefOfferSize	QTY
295	NoQuoteEntries	INT
296	NoQuoteSets	INT
297	QuoteStatus	INT
298	QuoteCancelType	INT
299	QuoteEntryID	STRING
300	QuoteRejectReason	INT
301	QuoteResponseLevel	INT
302	QuoteSetID	STRING
303	QuoteRequestType	INT
304	TotQuoteEntries	INT
305	UnderlyingIDSource	STRING
306	UnderlyingIssuer	STRING
307	UnderlyingSecurityDesc	STRING
308	UnderlyingSecurityExchange	EXCHANGE
309	UnderlyingSecurityID	STRING
310	UnderlyingSecurityType	STRING
311	UnderlyingSymbol	STRING
312	UnderlyingSymbolSfx	STRING
313	UnderlyingMaturityMonthYear	MONTHYEAR
314	UnderlyingMaturityDay	DAYOFMONTH
315	UnderlyingPutOrCall	INT
316	UnderlyingStrikePrice	PRICE
317	UnderlyingOptAttribute	CHAR
318	UnderlyingCurrency	CURRENCY
319	RatioQty	QTY
320	SecurityReqID	STRING
321	SecurityRequestType	INT
322	SecurityResponseID	STRING
323	SecurityResponseType	INT
324	SecurityStatusReqID	STRING
325	UnsolicitedIndicator	BOOLEAN
326	SecurityTradingStatus	INT
327	HaltReasonChar	CHAR
328	InViewOfCommon	BOOLEAN
329	DueToRelated	BOOLEAN
330	BuyVolume	QTY
331	SellVolume	QTY
332	HighPx	PRICE
333	LowPx	PRICE
334	Adjustment	INT
335	TradSesReqID	STRING
336	TradingSessionID	STRING
337	ContraTrader	STRING
338	TradSesMethod	INT
339	TradSesMode	INT
340	TradSesStatus	INT
341	TradSesStartTime	UTCTIMESTAMP
342	TradSesOpenTime	UTCTIMESTAMP
343	TradSesPreCloseTime	UTCTIMESTAMP
344	TradSesCloseTime	UTCTIMESTAMP
345	TradSesEndTime	UTCTIMESTAMP
346	NumberOfOrders	INT
347	MessageEncoding	STRING
348	EncodedIssuerLen	LENGTH
349	EncodedIssuer	DATA
350	EncodedSecurityDescLen	LENGTH
351	EncodedSecurityDesc	DATA
352	EncodedListExecInstLen	LENGTH
353	EncodedListExecInst	DATA
354	EncodedTextLen	LENGTH
355	EncodedText	DATA
356	EncodedSubjectLen	LENGTH
357	EncodedSubject	DATA
358	EncodedHeadlineLen	LENGTH
359	EncodedHeadline	DATA
360	EncodedAllocTextLen	LENGTH
361	EncodedAllocText	DATA
362	EncodedUnderlyingIssuerLen	LENGTH
363	EncodedUnderlyingIssuer	DATA
364	EncodedUnderlyingSecurityDescLen	LENGTH
365	EncodedUnderlyingSecurityDesc	DATA
366	AllocPrice	PRICE
367	QuoteSetValidUntilTime	UTCTIMESTAMP
368	QuoteEntryRejectReason	INT
369	LastMsgSeqNumProcessed	INT
370	OnBehalfOfSendingTime	UTCTIMESTAMP
371	RefTagID	INT
372	RefMsgType	STRING
373	SessionRejectReason	INT
374	BidRequestTransType	CHAR
375	ContraBroker	STRING
376	ComplianceID	STRING
377	SolicitedFlag	BOOLEAN
378	ExecRestatementReason	INT
379	BusinessRejectRefID	STRING
380	BusinessRejectReason	INT
381	GrossTradeAmt	AMT
382	NoContraBrokers	INT
383	MaxMessageSize	INT
384	NoMsgTypes	INT
385	MsgDirection	CHAR
386	NoTradingSessions	INT
387	TotalVolumeTraded	QTY
388	DiscretionInst	CHAR
389	DiscretionOffset	PRICEOFFSET
390	BidID	STRING
391	ClientBidID	STRING
392	ListName	STRING
393	TotalNumSecurities	INT
394	BidType	INT
395	NumTickets	INT
396	SideValue1	AMT
397	SideValue2	AMT
398	NoBidDescriptors	INT
399	BidDescriptorType	INT
400	BidDescriptor	STRING
401	SideValueInd	INT
402	LiquidityPctLow	FLOAT
403	LiquidityPctHigh	FLOAT
404	LiquidityValue	AMT
405	EFPTrackingError	FLOAT
406	FairValue	AMT
407	OutsideIndexPct	FLOAT
408	ValueOfFutures	AMT
409	LiquidityIndType	INT
410	WtAverageLiquidity	FLOAT
411	ExchangeForPhysical	BOOLEAN
412	OutMainCntryUIndex	AMT
413	CrossPercent	FLOAT
414	ProgRptReqs	INT
415	ProgPeriodInterval	INT
416	IncTaxInd	INT
417	NumBidders	INT
418	TradeType	CHAR
419	BasisPxType	CHAR
420	NoBidComponents	INT
421	Country	STRING
422	TotNoStrikes	INT
423	PriceType	INT
424	DayOrderQty	QTY
425	DayCumQty	QTY
426	DayAvgPx	PRICE
427	GTBookingInst	INT
428	NoStrikes	INT
429	ListStatusType	INT
430	NetGrossInd	INT
431	ListOrderStatus	INT
432	ExpireDate	LOCALMKTDATE
433	ListExecInstType	CHAR
434	CxlRejResponseTo	CHAR
435	UnderlyingCouponRate	FLOAT
436	UnderlyingContractMultiplier	FLOAT
437	ContraTradeQty	QTY
438	ContraTradeTime	UTCTIMESTAMP
439	ClearingFirm	STRING
440	ClearingAccount	STRING
441	LiquidityNumSecurities	INT
442	MultiLegReportingType	CHAR
443	StrikeTime	UTCTIMESTAMP
444	ListStatusText	STRING
445	EncodedListStatusTextLen	LENGTH
446	EncodedListStatusText	DATA

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.