ZagTrader

FIX 4.3 Protocol Dictionary

Adds the Parties component, SecurityIDSource (22), trade capture reports and order mass cancel. Messages in this version start with 8=FIX.4.3. This page lists all 68 message types and 635 tags defined in FIX 4.3.

Message types

Session messages (8)

Application messages (60)

Tags

TagName
1Account
2AdvId
3AdvRefID
4AdvSide
5AdvTransType
6AvgPx
7BeginSeqNo
8BeginString
9BodyLength
10CheckSum
11ClOrdID
12Commission
13CommType
14CumQty
15Currency
16EndSeqNo
17ExecID
18ExecInst
19ExecRefID
21HandlInst
22SecurityIDSource
23IOIid
25IOIQltyInd
26IOIRefID
27IOIQty
28IOITransType
29LastCapacity
30LastMkt
31LastPx
32LastQty
33LinesOfText
34MsgSeqNum
35MsgType
36NewSeqNo
37OrderID
38OrderQty
39OrdStatus
40OrdType
41OrigClOrdID
42OrigTime
43PossDupFlag
44Price
45RefSeqNum
47Rule80A
48SecurityID
49SenderCompID
50SenderSubID
52SendingTime
53Quantity
54Side
55Symbol
56TargetCompID
57TargetSubID
58Text
59TimeInForce
60TransactTime
61Urgency
62ValidUntilTime
63SettlmntTyp
64FutSettDate
65SymbolSfx
66ListID
67ListSeqNo
68TotNoOrders
69ListExecInst
70AllocID
71AllocTransType
72RefAllocID
73NoOrders
74AvgPrxPrecision
75TradeDate
77PositionEffect
78NoAllocs
79AllocAccount
80AllocQty
81ProcessCode
82NoRpts
83RptSeq
84CxlQty
87AllocStatus
88AllocRejCode
89Signature
90SecureDataLen
91SecureData
93SignatureLength
94EmailType
95RawDataLength
96RawData
97PossResend
98EncryptMethod
99StopPx
100ExDestination
102CxlRejReason
103OrdRejReason
104IOIQualifier
106Issuer
107SecurityDesc
108HeartBtInt
110MinQty
111MaxFloor
112TestReqID
113ReportToExch
114LocateReqd
115OnBehalfOfCompID
116OnBehalfOfSubID
117QuoteID
118NetMoney
119SettlCurrAmt
120SettlCurrency
121ForexReq
122OrigSendingTime
123GapFillFlag
124NoExecs
126ExpireTime
127DKReason
128DeliverToCompID
129DeliverToSubID
130IOINaturalFlag
131QuoteReqID
132BidPx
133OfferPx
134BidSize
135OfferSize
136NoMiscFees
137MiscFeeAmt
138MiscFeeCurr
139MiscFeeType
140PrevClosePx
141ResetSeqNumFlag
142SenderLocationID
143TargetLocationID
144OnBehalfOfLocationID
145DeliverToLocationID
146NoRelatedSym
147Subject
148Headline
149URLLink
150ExecType
151LeavesQty
152CashOrderQty
153AllocAvgPx
154AllocNetMoney
155SettlCurrFxRate
156SettlCurrFxRateCalc
157NumDaysInterest
158AccruedInterestRate
159AccruedInterestAmt
160SettlInstMode
161AllocText
162SettlInstID
163SettlInstTransType
164EmailThreadID
165SettlInstSource
167SecurityType
168EffectiveTime
169StandInstDbType
170StandInstDbName
171StandInstDbID
172SettlDeliveryType
173SettlDepositoryCode
174SettlBrkrCode
175SettlInstCode
176SecuritySettlAgentName
177SecuritySettlAgentCode
178SecuritySettlAgentAcctNum
179SecuritySettlAgentAcctName
180SecuritySettlAgentContactName
181SecuritySettlAgentContactPhone
182CashSettlAgentName
183CashSettlAgentCode
184CashSettlAgentAcctNum
185CashSettlAgentAcctName
186CashSettlAgentContactName
187CashSettlAgentContactPhone
188BidSpotRate
189BidForwardPoints
190OfferSpotRate
191OfferForwardPoints
192OrderQty2
193FutSettDate2
194LastSpotRate
195LastForwardPoints
196AllocLinkID
197AllocLinkType
198SecondaryOrderID
199NoIOIQualifiers
200MaturityMonthYear
202StrikePrice
203CoveredOrUncovered
206OptAttribute
207SecurityExchange
208NotifyBrokerOfCredit
209AllocHandlInst
210MaxShow
211PegDifference
212XmlDataLen
213XmlData
214SettlInstRefID
215NoRoutingIDs
216RoutingType
217RoutingID
218Spread
219Benchmark
220BenchmarkCurveCurrency
221BenchmarkCurveName
222BenchmarkCurvePoint
223CouponRate
224CouponPaymentDate
225IssueDate
226RepurchaseTerm
227RepurchaseRate
228Factor
229TradeOriginationDate
230ExDate
231ContractMultiplier
232NoStipulations
233StipulationType
234StipulationValue
235YieldType
236Yield
237TotalTakedown
238Concession
239RepoCollateralSecurityType
240RedemptionDate
241UnderlyingCouponPaymentDate
242UnderlyingIssueDate
243UnderlyingRepoCollateralSecurityType
244UnderlyingRepurchaseTerm
245UnderlyingRepurchaseRate
246UnderlyingFactor
247UnderlyingRedemptionDate
248LegCouponPaymentDate
249LegIssueDate
250LegRepoCollateralSecurityType
251LegRepurchaseTerm
252LegRepurchaseRate
253LegFactor
254LegRedemptionDate
255CreditRating
256UnderlyingCreditRating
257LegCreditRating
258TradedFlatSwitch
259BasisFeatureDate
260BasisFeaturePrice
262MDReqID
263SubscriptionRequestType
264MarketDepth
265MDUpdateType
266AggregatedBook
267NoMDEntryTypes
268NoMDEntries
269MDEntryType
270MDEntryPx
271MDEntrySize
272MDEntryDate
273MDEntryTime
274TickDirection
275MDMkt
276QuoteCondition
277TradeCondition
278MDEntryID
279MDUpdateAction
280MDEntryRefID
281MDReqRejReason
282MDEntryOriginator
283LocationID
284DeskID
285DeleteReason
286OpenCloseSettleFlag
287SellerDays
288MDEntryBuyer
289MDEntrySeller
290MDEntryPositionNo
291FinancialStatus
292CorporateAction
293DefBidSize
294DefOfferSize
295NoQuoteEntries
296NoQuoteSets
297QuoteStatus
298QuoteCancelType
299QuoteEntryID
300QuoteRejectReason
301QuoteResponseLevel
302QuoteSetID
303QuoteRequestType
304TotQuoteEntries
305UnderlyingSecurityIDSource
306UnderlyingIssuer
307UnderlyingSecurityDesc
308UnderlyingSecurityExchange
309UnderlyingSecurityID
310UnderlyingSecurityType
311UnderlyingSymbol
312UnderlyingSymbolSfx
313UnderlyingMaturityMonthYear
315UnderlyingPutOrCall
316UnderlyingStrikePrice
317UnderlyingOptAttribute
320SecurityReqID
321SecurityRequestType
322SecurityResponseID
323SecurityResponseType
324SecurityStatusReqID
325UnsolicitedIndicator
326SecurityTradingStatus
327HaltReasonChar
328InViewOfCommon
329DueToRelated
330BuyVolume
331SellVolume
332HighPx
333LowPx
334Adjustment
335TradSesReqID
336TradingSessionID
337ContraTrader
338TradSesMethod
339TradSesMode
340TradSesStatus
341TradSesStartTime
342TradSesOpenTime
343TradSesPreCloseTime
344TradSesCloseTime
345TradSesEndTime
346NumberOfOrders
347MessageEncoding
348EncodedIssuerLen
349EncodedIssuer
350EncodedSecurityDescLen
351EncodedSecurityDesc
352EncodedListExecInstLen
353EncodedListExecInst
354EncodedTextLen
355EncodedText
356EncodedSubjectLen
357EncodedSubject
358EncodedHeadlineLen
359EncodedHeadline
360EncodedAllocTextLen
361EncodedAllocText
362EncodedUnderlyingIssuerLen
363EncodedUnderlyingIssuer
364EncodedUnderlyingSecurityDescLen
365EncodedUnderlyingSecurityDesc
366AllocPrice
367QuoteSetValidUntilTime
368QuoteEntryRejectReason
369LastMsgSeqNumProcessed
370OnBehalfOfSendingTime
371RefTagID
372RefMsgType
373SessionRejectReason
374BidRequestTransType
375ContraBroker
376ComplianceID
377SolicitedFlag
378ExecRestatementReason
379BusinessRejectRefID
380BusinessRejectReason
381GrossTradeAmt
382NoContraBrokers
383MaxMessageSize
384NoMsgTypes
385MsgDirection
386NoTradingSessions
387TotalVolumeTraded
388DiscretionInst
389DiscretionOffset
390BidID
391ClientBidID
392ListName
393TotalNumSecurities
394BidType
395NumTickets
396SideValue1
397SideValue2
398NoBidDescriptors
399BidDescriptorType
400BidDescriptor
401SideValueInd
402LiquidityPctLow
403LiquidityPctHigh
404LiquidityValue
405EFPTrackingError
406FairValue
407OutsideIndexPct
408ValueOfFutures
409LiquidityIndType
410WtAverageLiquidity
411ExchangeForPhysical
412OutMainCntryUIndex
413CrossPercent
414ProgRptReqs
415ProgPeriodInterval
416IncTaxInd
417NumBidders
418TradeType
419BasisPxType
420NoBidComponents
421Country
422TotNoStrikes
423PriceType
424DayOrderQty
425DayCumQty
426DayAvgPx
427GTBookingInst
428NoStrikes
429ListStatusType
430NetGrossInd
431ListOrderStatus
432ExpireDate
433ListExecInstType
434CxlRejResponseTo
435UnderlyingCouponRate
436UnderlyingContractMultiplier
437ContraTradeQty
438ContraTradeTime
441LiquidityNumSecurities
442MultiLegReportingType
443StrikeTime
444ListStatusText
445EncodedListStatusTextLen
446EncodedListStatusText
447PartyIDSource
448PartyID
449TotalVolumeTradedDate
450TotalVolumeTradedTime
451NetChgPrevDay
452PartyRole
453NoPartyIDs
454NoSecurityAltID
455SecurityAltID
456SecurityAltIDSource
457NoUnderlyingSecurityAltID
458UnderlyingSecurityAltID
459UnderlyingSecurityAltIDSource
460Product
461CFICode
462UnderlyingProduct
463UnderlyingCFICode
464TestMessageIndicator
465QuantityType
466BookingRefID
467IndividualAllocID
468RoundingDirection
469RoundingModulus
470CountryOfIssue
471StateOrProvinceOfIssue
472LocaleOfIssue
473NoRegistDtls
474MailingDtls
475InvestorCountryOfResidence
476PaymentRef
477DistribPaymentMethod
478CashDistribCurr
479CommCurrency
480CancellationRights
481MoneyLaunderingStatus
482MailingInst
483TransBkdTime
484ExecPriceType
485ExecPriceAdjustment
486DateOfBirth
487TradeReportTransType
488CardHolderName
489CardNumber
490CardExpDate
491CardIssNo
492PaymentMethod
493RegistAcctType
494Designation
495TaxAdvantageType
496RegistRejReasonText
497FundRenewWaiv
498CashDistribAgentName
499CashDistribAgentCode
500CashDistribAgentAcctNumber
501CashDistribPayRef
503CardStartDate
504PaymentDate
505PaymentRemitterID
506RegistStatus
507RegistRejReasonCode
508RegistRefID
509RegistDetls
510NoDistribInsts
511RegistEmail
512DistribPercentage
513RegistID
514RegistTransType
515ExecValuationPoint
516OrderPercent
517OwnershipType
518NoContAmts
519ContAmtType
520ContAmtValue
521ContAmtCurr
522OwnerType
523PartySubID
524NestedPartyID
525NestedPartyIDSource
526SecondaryClOrdID
527SecondaryExecID
528OrderCapacity
529OrderRestrictions
530MassCancelRequestType
531MassCancelResponse
532MassCancelRejectReason
533TotalAffectedOrders
534NoAffectedOrders
535AffectedOrderID
536AffectedSecondaryOrderID
537QuoteType
538NestedPartyRole
539NoNestedPartyIDs
540TotalAccruedInterestAmt
541MaturityDate
542UnderlyingMaturityDate
543InstrRegistry
544CashMargin
545NestedPartySubID
546Scope
547MDImplicitDelete
548CrossID
549CrossType
550CrossPrioritization
551OrigCrossID
552NoSides
553Username
554Password
555NoLegs
556LegCurrency
557TotalNumSecurityTypes
558NoSecurityTypes
559SecurityListRequestType
560SecurityRequestResult
561RoundLot
562MinTradeVol
563MultiLegRptTypeReq
564LegPositionEffect
565LegCoveredOrUncovered
566LegPrice
567TradSesStatusRejReason
568TradeRequestID
569TradeRequestType
570PreviouslyReported
571TradeReportID
572TradeReportRefID
573MatchStatus
574MatchType
575OddLot
576NoClearingInstructions
577ClearingInstruction
578TradeInputSource
579TradeInputDevice
580NoDates
581AccountType
582CustOrderCapacity
583ClOrdLinkID
584MassStatusReqID
585MassStatusReqType
586OrigOrdModTime
587LegSettlmntTyp
588LegFutSettDate
589DayBookingInst
590BookingUnit
591PreallocMethod
592UnderlyingCountryOfIssue
593UnderlyingStateOrProvinceOfIssue
594UnderlyingLocaleOfIssue
595UnderlyingInstrRegistry
596LegCountryOfIssue
597LegStateOrProvinceOfIssue
598LegLocaleOfIssue
599LegInstrRegistry
600LegSymbol
601LegSymbolSfx
602LegSecurityID
603LegSecurityIDSource
604NoLegSecurityAltID
605LegSecurityAltID
606LegSecurityAltIDSource
607LegProduct
608LegCFICode
609LegSecurityType
610LegMaturityMonthYear
611LegMaturityDate
612LegStrikePrice
613LegOptAttribute
614LegContractMultiplier
615LegCouponRate
616LegSecurityExchange
617LegIssuer
618EncodedLegIssuerLen
619EncodedLegIssuer
620LegSecurityDesc
621EncodedLegSecurityDescLen
622EncodedLegSecurityDesc
623LegRatioQty
624LegSide
625TradingSessionSubID
626AllocType
627NoHops
628HopCompID
629HopSendingTime
630HopRefID
631MidPx
632BidYield
633MidYield
634OfferYield
635ClearingFeeIndicator
636WorkingIndicator
637LegLastPx
638PriorityIndicator
639PriceImprovement
640Price2
641LastForwardPoints2
642BidForwardPoints2
643OfferForwardPoints2
644RFQReqID
645MktBidPx
646MktOfferPx
647MinBidSize
648MinOfferSize
649QuoteStatusReqID
650LegalConfirm
651UnderlyingLastPx
652UnderlyingLastQty
654LegRefID
655ContraLegRefID
656SettlCurrBidFxRate
657SettlCurrOfferFxRate
658QuoteRequestRejectReason
659SideComplianceID

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.