FIX 5.0 SP2 Tag 40922: DateRollConvention
DateRollConvention is a string field used in 93 FIX 5.0 SP2 message types, including New Order Single (35=D), Execution Report (35=8) and Order Cancel/Replace Request (35=G). In FIX 5.0 SP2 it has 46 enumerated values.
- Tag number
- 40922
- Data type
- STRING
- FIX version
- FIX 5.0 SP2
- Used in
- 93 message types
Data type
STRING: Text of printable characters. It cannot contain the SOH delimiter.
Valid values in FIX 5.0 SP2
46 enumerated values.
| Value | Meaning |
|---|---|
| 1 | First day |
| 2 | Second day |
| 3 | Third day |
| 4 | Fourth day |
| 5 | Fifth day |
| 6 | Sixth day |
| 7 | Seventh day |
| 8 | Eighth day |
| 9 | Ninth day |
| 10 | Tenth day |
| 11 | Eleventh day |
| 12 | Twelvth day |
| 13 | Thirteenth day |
| 14 | Forteenth day |
| 15 | Fifteenth day |
| 16 | Sixteenth day |
| 17 | Seventeenth day |
| 18 | Eighteenth day |
| 19 | Nineteenth day |
| 20 | Twentieth day |
| 21 | Twenty first day |
| 22 | Twenty second day |
| 23 | Twenty third day |
| 24 | Twenty fourth day |
| 25 | Twenty fifth day |
| 26 | Twenty sixth day |
| 27 | Twenty seventh day |
| 28 | Twenty eigth da28y |
| 29 | Twenty ninth day |
| 30 | Thirtieth day |
| EOM | Eom |
| FRN | FRN |
| IMM | IMM |
| IMMCAD | Immcad |
| IMMAUD | Immaud |
| IMMNZD | Immnzd |
| SFE | Sfe |
| NONE | None |
| TBILL | Tbill |
| MON | Mon |
| TUE | Tue |
| WED | Wed |
| THU | Thu |
| FRI | Fri |
| SAT | Sat |
| SUN | Sun |
FIX 5.0 SP2 message types that use tag 40922
| MsgType | Message | Use in the message |
|---|---|---|
| 6 | IOI | Optional, in component DateAdjustment |
| 7 | Advertisement | Optional, in component DateAdjustment |
| 8 | Execution Report | Optional, in component DateAdjustment |
| B | News | Optional, in component DateAdjustment within group NoRelatedSym (146) |
| C | Optional, in component DateAdjustment within group NoRelatedSym (146) | |
| D | New Order Single | Optional, in component DateAdjustment |
| E | New Order List | Optional, in component DateAdjustment within group NoOrders (73) |
| F | Order Cancel Request | Optional, in component DateAdjustment |
| G | Order Cancel/Replace Request | Optional, in component DateAdjustment |
| H | Order Status Request | Optional, in component DateAdjustment |
| J | Allocation Instruction | Optional, in component DateAdjustment |
| P | Allocation Ack | Optional, in component DateAdjustment |
| Q | Dont Know Trade | Optional, in component DateAdjustment |
| R | Quote Request | Optional, in component DateAdjustment within group NoRelatedSym (146) |
| S | Quote | Optional, in component DateAdjustment |
| V | Market Data Request | Optional, in component DateAdjustment within group NoRelatedSym (146) |
| W | Market Data Snapshot Full Refresh | Optional, in component DateAdjustment |
| X | Market Data Incremental Refresh | Optional, in component DateAdjustment within group NoMDEntries (268) |
| Z | Quote Cancel | Optional, in component DateAdjustment within group NoQuoteEntries (295) |
| AA | Derivative Security List | Optional, in component DateAdjustment within group NoRelatedSym (146) |
| AB | New Order Multileg | Optional, in component DateAdjustment |
| AC | Multileg Order Cancel/Replace | Optional, in component DateAdjustment |
| AD | Trade Capture Report Request | Optional, in component DateAdjustment |
| AE | Trade Capture Report | Optional, in component DateAdjustment |
| AF | Order Mass Status Request | Optional, in component DateAdjustment |
| AG | Quote Request Reject | Optional, in component DateAdjustment within group NoRelatedSym (146) |
| AH | RFQ Request | Optional, in component DateAdjustment within group NoRelatedSym (146) |
| AI | Quote Status Report | Optional, in component DateAdjustment |
| AJ | Quote Response | Optional, in component DateAdjustment |
| AK | Confirmation | Optional, in component DateAdjustment |
| AL | Position Maintenance Request | Optional, in component DateAdjustment |
| AM | Position Maintenance Report | Optional, in component DateAdjustment |
| AN | Request For Positions | Optional, in component DateAdjustment |
| AO | Request For Positions Ack | Optional, in component DateAdjustment |
| AP | Position Report | Optional, in component DateAdjustment |
| AQ | Trade Capture Report Request Ack | Optional, in component DateAdjustment |
| AR | Trade Capture Report Ack | Optional, in component DateAdjustment |
| AS | Allocation Report | Optional, in component DateAdjustment |
| AT | Allocation Report Ack | Optional, in component DateAdjustment |
| AW | Assignment Report | Optional, in component DateAdjustment |
| AX | Collateral Request | Optional, in component DateAdjustment |
| AY | Collateral Assignment | Optional, in component DateAdjustment |
| AZ | Collateral Response | Optional, in component DateAdjustment |
| BA | Collateral Report | Optional, in component DateAdjustment |
| BB | Collateral Inquiry | Optional, in component DateAdjustment |
| BG | Collateral Inquiry Ack | Optional, in component DateAdjustment |
| BK | Security List Update Report | Optional, in component DateAdjustment within group NoRelatedSym (146) |
| BL | Adjusted Position Report | Optional, in component DateAdjustment within group NoRelatedSym (146) |
| BM | Allocation Instruction Alert | Optional, in component DateAdjustment |
| BN | Execution Ack | Optional, in component DateAdjustment |
| BO | Contrary Intention Report | Optional, in component DateAdjustment |
| BP | Security Definition Update Report | Optional, in component DateAdjustment |
| BQ | Settlement Obligation Report | Optional, in component DateAdjustment within group NoSettlOblig (1165) |
| BR | Derivative Security List Update Report | Optional, in component DateAdjustment within group NoRelatedSym (146) |
| BZ | Order Mass Action Report | Optional, in component DateAdjustment |
| CA | Order Mass Action Request | Optional, in component DateAdjustment |
| CC | Stream Assignment Request | Optional, in component DateAdjustment within group NoRelatedSym (146) |
| CD | Stream Assignment Report | Optional, in component DateAdjustment within group NoRelatedSym (146) |
| CH | Margin Requirement Inquiry | Optional, in component DateAdjustment |
| CI | Margin Requirement Inquiry Ack | Optional, in component DateAdjustment |
| CJ | Margin Requirement Report | Optional, in component DateAdjustment |
| CO | Security Mass Status | Optional, in component DateAdjustment within group NoRelatedSym (146) |
| DC | Trade Match Report | Optional, in component DateAdjustment within group NoInstrmtMatchSides (1889) |
| DF | Party Risk Limit Check Request | Optional, in component DateAdjustment |
| DG | Party Risk Limit Check Request Ack | Optional, in component DateAdjustment |
| DJ | Mass Order | Optional, in component DateAdjustment within group NoOrderEntries (2428) |
| DK | Mass Order Ack | Optional, in component DateAdjustment within group NoOrderEntries (2428) |
| DL | Position Transfer Instruction | Optional, in component DateAdjustment |
| DN | Position Transfer Report | Optional, in component DateAdjustment |
| DO | Market Data Statistics Request | Optional, in component DateAdjustment |
| DP | Market Data Statistics Report | Optional, in component DateAdjustment |
| DS | Cross Request | Optional, in component DateAdjustment |
| DT | Cross Request Ack | Optional, in component DateAdjustment |
| DW | Trade Aggregation Request | Optional, in component DateAdjustment |
| DX | Trade Aggregation Report | Optional, in component DateAdjustment |
| DY | Pay Management Request | Optional, in component DateAdjustment |
| EA | Pay Management Report | Optional, in component DateAdjustment |
| a | Quote Status Request | Optional, in component DateAdjustment |
| b | Mass Quote Ack | Optional, in component DateAdjustment within group NoQuoteEntries (295) |
| c | Security Definition Request | Optional, in component DateAdjustment |
| d | Security Definition | Optional, in component DateAdjustment |
| e | Security Status Request | Optional, in component DateAdjustment |
| f | Security Status | Optional, in component DateAdjustment |
| h | Trading Session Status | Optional, in component DateAdjustment |
| i | Mass Quote | Optional, in component DateAdjustment within group NoQuoteEntries (295) |
| m | List Strike Price | Optional, in component DateAdjustment within group NoStrikes (428) |
| q | Order Mass Cancel Request | Optional, in component DateAdjustment |
| r | Order Mass Cancel Report | Optional, in component DateAdjustment |
| s | New Order Cross | Optional, in component DateAdjustment |
| t | Cross Order Cancel Replace Request | Optional, in component DateAdjustment |
| u | Cross Order Cancel Request | Optional, in component DateAdjustment |
| x | Security List Request | Optional, in component DateAdjustment |
| y | Security List | Optional, in component DateAdjustment within group NoRelatedSym (146) |
Also in other versions
Tag 40922 is defined only in FIX 5.0 SP2.
Tag 40922 across all FIX versions
Decode a message with this tagField 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.