fixparser

/** * Field is a predefined data element, identified by a unique tag number, * that represents a specific piece of information within a message * (such as price, quantity, or order ID). * * @public */ export declare const Field: Readonly<{ /** Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. */ readonly Account: 1; /** Unique identifier of advertisement message. (Prior to FIX 4.1 this field was of type int) */ readonly AdvId: 2; /** Reference identifier used with CANCEL and REPLACE transaction types. (Prior to FIX 4.1 this field was of type int) */ readonly AdvRefID: 3; /** Broker's side of advertised trade */ readonly AdvSide: 4; /** Identifies advertisement message transaction type */ readonly AdvTransType: 5; /** Calculated average price of all fills on this order. For Fixed Income trades AvgPx is always expressed as percent-of-par, regardless of the PriceType (423) of LastPx (31). I.e., AvgPx will contain an average of percent-of-par values (see LastParPx (669)) for issues traded in Yield, Spread or Discount. */ readonly AvgPx: 6; /** Message sequence number of first message in range to be resent */ readonly BeginSeqNo: 7; /** Identifies beginning of new message and session protocol version by means of a session profile identifier (see FIX Session Layer for details). ALWAYS FIRST FIELD IN MESSAGE. (Always unencrypted). */ readonly BeginString: 8; /** Message length, in bytes, forward to the CheckSum field. ALWAYS SECOND FIELD IN MESSAGE. (Always unencrypted) */ readonly BodyLength: 9; /** Three byte, simple checksum (see Volume 2: "Checksum Calculation" for description). ALWAYS LAST FIELD IN MESSAGE; i.e. serves, with the trailing \<SOH\>, as the end-of-message delimiter. Always defined as three characters. (Always unencrypted) */ readonly CheckSum: 10; /** Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID(49) or OnBehalfOfCompID(115) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID(11) field. */ readonly ClOrdID: 11; /** Commission. Note if CommType (13) is percentage, Commission of 5% should be represented as .05. */ readonly Commission: 12; /** Specifies the basis or unit used to calculate the total commission based on the rate. */ readonly CommType: 13; /** Total quantity (e.g. number of shares) filled. (Prior to FIX 4.2 this field was of type int) */ readonly CumQty: 14; /** Identifies currency used for price or quantity fields, depending on the asset class being traded. CurrencyCodeSource(2897) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. Absence of this field is interpreted as the default currency for the security as defined by the respective reference data. It is recommended that systems provide the currency value whenever possible. For securities trading and digital assets traded securities-style, identifies the currency used to denote the price. Absence of this field is interpreted as the default for the security. For Foreign Exchange (FX) and digital assets traded FX-style, identifies the dealt currency used to denominate the quantity related field(s). */ readonly Currency: 15; /** Message sequence number of last message in range to be resent. If request is for a single message BeginSeqNo (7) = EndSeqNo. If request is for all messages subsequent to a particular message, EndSeqNo = "0" (representing infinity). */ readonly EndSeqNo: 16; /** Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType (150)=I (Order Status)). Uniqueness must be guaranteed within a single trading day or the life of a multi-day order. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days. (Prior to FIX 4.1 this field was of type int). */ readonly ExecID: 17; /** Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) */ readonly ExecInst: 18; /** Reference identifier used with Trade, Trade Cancel and Trade Correct execution types. (Prior to FIX 4.1 this field was of type int) */ readonly ExecRefID: 19; /** Identifies transaction type */ readonly ExecTransType: 20; /** Instructions for order handling on Broker trading floor */ readonly HandlInst: 21; /** Identifies class or source of the SecurityID(48) value. */ readonly SecurityIDSource: 22; /** Identifies class of alternative SecurityID */ readonly IDSource: 22; /** Unique identifier of IOI message. (Prior to FIX 4.1 this field was of type int) */ readonly IOIID: 23; /** Unique identifier of IOI message. (Prior to FIX 4.1 this field was of type int) */ readonly IOIid: 23; readonly IOIOthSvc: 24; /** Relative quality of indication */ readonly IOIQltyInd: 25; /** Reference identifier used with CANCEL and REPLACE, transaction types. (Prior to FIX 4.1 this field was of type int) */ readonly IOIRefID: 26; /** Quantity (e.g. number of shares) in numeric form or relative size. */ readonly IOIQty: 27; /** Number of shares in numeric or relative size. */ readonly IOIShares: 27; /** Identifies IOI message transaction type */ readonly IOITransType: 28; /** Broker capacity in order execution */ readonly LastCapacity: 29; /** Market of execution for last fill, or an indication of the market where an order was routed Valid values: See "Appendix 6-C" In the context of ESMA RTS 1 Annex I, Table 3, Field 6 "Venue of Execution" it is required that the "venue where the transaction was executed" be identified using ISO 10383 (MIC). Additionally, ESMA requires the use of "MIC code 'XOFF' for financial instruments admitted to trading or traded on a trading venue, where the transaction on that financial instrument is not executed on a trading venue, systematic internaliser or organized trading platform outside of the Union. Use 'SINT' for financial instruments admitted to trading or traded on a trading venue, where the transaction is executed on a systematic internaliser." */ readonly LastMkt: 30; /** Price of this (last) fill. */ readonly LastPx: 31; /** Quantity (e.g. shares) bought/sold on this (last) fill. (Prior to FIX 4.2 this field was of type int) */ readonly LastQty: 32; /** Quantity of shares bought/sold on this (last) fill. Field not required for ExecTransType = 3 (Status) (Prior to FIX 4.2 this field was of type int) */ readonly LastShares: 32; /** Identifies number of lines of text body */ readonly NoLinesOfText: 33; /** Identifies number of lines of text body */ readonly LinesOfText: 33; /** Integer message sequence number. */ readonly MsgSeqNum: 34; /** Defines message type ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted) Note: A "U" as the first character in the MsgType field (i.e. U, U2, etc) indicates that the message format is privately defined between the sender and receiver. *** Note the use of lower case letters *** */ readonly MsgType: 35; /** New sequence number */ readonly NewSeqNo: 36; /** Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days. */ readonly OrderID: 37; /** Quantity ordered. This represents the number of shares for equities or par, face or nominal value for FI instruments. (Prior to FIX 4.2 this field was of type int) */ readonly OrderQty: 38; /** Identifies current status of order. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) */ readonly OrdStatus: 39; /** Order type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) */ readonly OrdType: 40; /** ClOrdID (11) of the previous order (NOT the initial order of the day) as assigned by the institution, used to identify the previous order in cancel and cancel/replace requests. */ readonly OrigClOrdID: 41; /** Time of message origination (always expressed in UTC (Universal Time Coordinated, also known as "GMT")) */ readonly OrigTime: 42; /** Indicates possible retransmission of message with this sequence number */ readonly PossDupFlag: 43; /** Price per unit of quantity (e.g. per share) */ readonly Price: 44; /** Reference message sequence number */ readonly RefSeqNum: 45; /** Symbol of issue related to story. Can be repeated within message to identify multiple companies. */ readonly RelatdSym: 46; /** Note that the name of this field is changing to "OrderCapacity" as Rule80A is a very US market-specific term. Other world markets need to convey similar information, however, often a subset of the US values. . See the "Rule80A (aka OrderCapacity) Usage by Market" appendix for market-specific usage of this field. */ readonly Rule80A: 47; /** Security identifier value of SecurityIDSource (22) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityIDSource. */ readonly SecurityID: 48; /** Assigned value used to identify firm sending message. */ readonly SenderCompID: 49; /** Assigned value used to identify specific message originator (desk, trader, etc.) */ readonly SenderSubID: 50; /** No longer used. Included here for reference to prior versions. */ readonly SendingDate: 51; /** Time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT") */ readonly SendingTime: 52; /** Overall/total quantity (e.g. number of shares) (Prior to FIX 4.2 this field was of type int) */ readonly Quantity: 53; /** Number of shares (Prior to FIX 4.2 this field was of type int) */ readonly Shares: 53; /** Side of order (see Volume : "Glossary" for value definitions) */ readonly Side: 54; /** Ticker symbol. Common, "human understood" representation of the security. SecurityID (48) value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol. */ readonly Symbol: 55; /** Assigned value used to identify receiving firm. */ readonly TargetCompID: 56; /** Assigned value used to identify specific individual or unit intended to receive message. "ADMIN" reserved for administrative messages not intended for a specific user. */ readonly TargetSubID: 57; /** Free format text string (Note: this field does not have a specified maximum length) */ readonly Text: 58; /** Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders. */ readonly TimeInForce: 59; /** Timestamp when the business transaction represented by the message occurred. */ readonly TransactTime: 60; /** Urgency flag */ readonly Urgency: 61; /** Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT") */ readonly ValidUntilTime: 62; /** Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. Additionally the following patterns may be uses as well as enum values Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer \> 0 Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer \> 0 Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer \> 0 Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer \> 0 Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days. */ readonly SettlType: 63; /** Indicates order settlement period. Absence of this field is interpreted as Regular. Regular is defined as the default settlement period for the particular security on the exchange of execution. */ readonly SettlmntTyp: 63; /** Specific date of trade settlement (SettlementDate) in YYYYMMDD format. If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued) (expressed in local time at place of settlement) */ readonly SettlDate: 64; /** Specific date of trade settlement (SettlementDate) in YYYYMMDD format. Required when SettlmntTyp = 6 (Future) or SettlmntTyp = 8 (Sellers Option). (expressed in local time at place of settlement) */ readonly FutSettDate: 64; /** Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType (167). As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory. */ readonly SymbolSfx: 65; /** Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days. */ readonly ListID: 66; /** Sequence of individual order within list (i.e. ListSeqNo of TotNoOrders (68), 2 of 25, 3 of 25, . . . ) */ readonly ListSeqNo: 67; /** Total number of list order entries across all messages. Should be the sum of all NoOrders (73) in each message that has repeating list order entries related to the same ListID (66). Used to support fragmentation. (Prior to FIX 4.2 this field was named "ListNoOrds") */ readonly TotNoOrders: 68; /** Free format text message containing list handling and execution instructions. */ readonly ListExecInst: 69; /** Unique identifier for allocation message. (Prior to FIX 4.1 this field was of type int) */ readonly AllocID: 70; /** Identifies allocation transaction type *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** */ readonly AllocTransType: 71; /** Reference identifier to be used with AllocTransType (71) = Replace or Cancel. (Prior to FIX 4.1 this field was of type int) */ readonly RefAllocID: 72; /** Indicates number of orders to be combined for average pricing and allocation. */ readonly NoOrders: 73; /** Indicates number of decimal places to be used for average pricing. Absence of this field indicates that default precision arranged by the broker/institution is to be used. */ readonly AvgPxPrecision: 74; /** Indicates number of decimal places to be used for average pricing. Absence of this field indicates that default precision arranged by the broker/institution is to be used. */ readonly AvgPrxPrecision: 74; /** Indicates date of trading day. Absence of this field indicates current day (expressed in local time at place of trade). */ readonly TradeDate: 75; /** Identifies executing / give-up broker. Standard NASD market-maker mnemonic is preferred. */ readonly ExecBroker: 76; /** Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together. */ readonly PositionEffect: 77; /** Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together. */ readonly OpenClose: 77; /** Number of repeating AllocAccount (79)/AllocPrice (366) entries. */ readonly NoAllocs: 78; /** Sub-account mnemonic */ readonly AllocAccount: 79; /** Quantity to be allocated to specific sub-account (Prior to FIX 4.2 this field was of type int) */ readonly AllocQty: 80; /** Number of shares to be allocated to specific sub-account (Prior to FIX 4.2 this field was of type int) */ readonly AllocShares: 80; /** Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade. */ readonly ProcessCode: 81; /** Total number of reports within series. */ readonly NoRpts: 82; /** Sequence number of message within report series. Used to carry reporting sequence number of the fill as represented on the Trade Report Side. */ readonly RptSeq: 83; /** Total quantity canceled for this order. (Prior to FIX 4.2 this field was of type int) */ readonly CxlQty: 84; /** Number of delivery instruction fields in repeating group. Note this field was removed in FIX 4.1 and reinstated in FIX 4.4. */ readonly NoDlvyInst: 85; /** Free format text field to indicate delivery instructions No longer used. Included here for reference to prior versions. */ readonly DlvyInst: 86; /** Identifies status of allocation. */ readonly AllocStatus: 87; /** Identifies reason for rejection. */ readonly AllocRejCode: 88; /** Electronic signature */ readonly Signature: 89; /** Length of encrypted message */ readonly SecureDataLen: 90; /** Actual encrypted data stream */ readonly SecureData: 91; /** Broker to receive trade credit. */ readonly BrokerOfCredit: 92; /** Number of bytes in signature field */ readonly SignatureLength: 93; /** Email message type. */ readonly EmailType: 94; /** Number of bytes in raw data field. */ readonly RawDataLength: 95; /** Unformatted raw data, can include bitmaps, word processor documents, etc. */ readonly RawData: 96; /** Indicates that message may contain information that has been sent under another sequence number. */ readonly PossResend: 97; /** Method of encryption. */ readonly EncryptMethod: 98; /** Price per unit of quantity (e.g. per share) */ readonly StopPx: 99; /** Execution destination as defined by institution when order is entered. Valid values: See "Appendix 6-C" */ readonly ExDestination: 100; /** Code to identify reason for cancel rejection. */ readonly CxlRejReason: 102; /** Code to identify reason for order rejection. Note: Values 3, 4, and 5 will be used when rejecting an order due to pre-allocation information errors. */ readonly OrdRejReason: 103; /** Code to qualify IOI use. (see Volume : "Glossary" for value definitions) */ readonly IOIQualifier: 104; /** Identifier to aid in the management of multiple lists derived from a single, master list. */ readonly WaveNo: 105; /** Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values" */ readonly Issuer: 106; /** Can be used by the venue or one of the trading parties to provide a non-normative textual description for the financial instrument. */ readonly SecurityDesc: 107; /** Heartbeat interval (seconds) */ readonly HeartBtInt: 108; /** Firm identifier used in third party-transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). */ readonly ClientID: 109; /** Minimum quantity of an order to be executed. (Prior to FIX 4.2 this field was of type int) */ readonly MinQty: 110; /** The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. */ readonly MaxFloor: 111; /** Identifier included in Test Request message to be returned in resulting Heartbeat */ readonly TestReqID: 112; /** Identifies party of trade responsible for exchange reporting. */ readonly ReportToExch: 113; /** Indicates whether the broker is to locate the stock in conjunction with a short sell order. */ readonly LocateReqd: 114; /** Assigned value used to identify firm originating message if the message was delivered by a third party i.e. the third party firm identifier would be delivered in the SenderCompID field and the firm originating the message in this field. */ readonly OnBehalfOfCompID: 115; /** Assigned value used to identify specific message originator (i.e. trader) if the message was delivered by a third party */ readonly OnBehalfOfSubID: 116; /** Unique identifier for quote */ readonly QuoteID: 117; /** Total amount due as the result of the transaction (e.g. for Buy order - principal + commission + fees) reported in currency of execution. */ readonly NetMoney: 118; /** Total amount due expressed in settlement currency (includes the effect of the forex transaction) */ readonly SettlCurrAmt: 119; /** Currency code of settlement denomination. */ readonly SettlCurrency: 120; /** Indicates request for forex accommodation trade to be executed along with security transaction. */ readonly ForexReq: 121; /** Original time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT") when transmitting orders as the result of a resend request. */ readonly OrigSendingTime: 122; /** Indicates that the Sequence Reset message is replacing administrative or application messages which will not be resent. */ readonly GapFillFlag: 123; /** Number of executions or trades. */ readonly NoExecs: 124; /** No longer used. Included here for reference to prior versions. */ readonly CxlType: 125; /** Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT") The meaning of expiration is specific to the context where the field is used. For orders, this is the expiration time of a Good Til Date TimeInForce. For Quotes - this is the expiration of the quote. Expiration time is provided across the quote message dialog to control the length of time of the overall quoting process. For collateral requests, this is the time by which collateral must be assigned. For collateral assignments, this is the time by which a response to the assignment is expected. For credit/risk limit checks, this is the time when the reserved credit limit will expire for the requested transaction. */ readonly ExpireTime: 126; /** Reason for execution rejection. */ readonly DKReason: 127; /** Assigned value used to identify the firm targeted to receive the message if the message is delivered by a third party i.e. the third party firm identifier would be delivered in the TargetCompID (56) field and the ultimate receiver firm ID in this field. */ readonly DeliverToCompID: 128; /** Assigned value used to identify specific message recipient (i.e. trader) if the message is delivered by a third party */ readonly DeliverToSubID: 129; /** Indicates that IOI is the result of an existing agency order or a facilitation position resulting from an agency order, not from principal trading or order solicitation activity. */ readonly IOINaturalFlag: 130; /** Unique identifier for a QuoteRequest(35=R). */ readonly QuoteReqID: 131; /** Bid price/rate */ readonly BidPx: 132; /** Offer price/rate */ readonly OfferPx: 133; /** Quantity of bid (Prior to FIX 4.2 this field was of type int) */ readonly BidSize: 134; /** Quantity of offer (Prior to FIX 4.2 this field was of type int) */ readonly OfferSize: 135; /** Number of repeating groups of miscellaneous fees */ readonly NoMiscFees: 136; /** Miscellaneous fee value */ readonly MiscFeeAmt: 137; /** Currency of miscellaneous fee */ readonly MiscFeeCurr: 138; /** Indicates type of miscellaneous fee. */ readonly MiscFeeType: 139; /** Previous closing price of security. */ readonly PrevClosePx: 140; /** Indicates that both sides of the FIX session should reset sequence numbers. */ readonly ResetSeqNumFlag: 141; /** Assigned value used to identify specific message originator's location (i.e. geographic location and/or desk, trader) */ readonly SenderLocationID: 142; /** Assigned value used to identify specific message destination's location (i.e. geographic location and/or desk, trader) */ readonly TargetLocationID: 143; /** Assigned value used to identify specific message originator's location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party */ readonly OnBehalfOfLocationID: 144; /** Assigned value used to identify specific message recipient's location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party */ readonly DeliverToLocationID: 145; /** Specifies the number of repeating symbols specified. */ readonly NoRelatedSym: 146; /** The subject of an Email message */ readonly Subject: 147; /** The headline of a News message */ readonly Headline: 148; /** A URI (Uniform Resource Identifier) or URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) See "Appendix 6-B FIX Fields Based Upon Other Standards" */ readonly URLLink: 149; /** Describes the specific ExecutionRpt (e.g. Pending Cancel) while OrdStatus(39) will always identify the current order status (e.g. Partially Filled). */ readonly ExecType: 150; /** Quantity open for further execution. If the OrdStatus (39) is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty (38) - CumQty (14). (Prior to FIX 4.2 this field was of type int) */ readonly LeavesQty: 151; /** Specifies the approximate order quantity desired in total monetary units vs. as tradeable units (e.g. number of shares). The broker or fund manager (for CIV orders) would be responsible for converting and calculating a tradeable unit (e.g. share) quantity (OrderQty (38)) based upon this amount to be used for the actual order and subsequent messages. */ readonly CashOrderQty: 152; /** AvgPx (6) for a specific AllocAccount (79) For Fixed Income this is always expressed as "percent of par" price type. */ readonly AllocAvgPx: 153; /** NetMoney(118) for a specific AllocAccount(79). */ readonly AllocNetMoney: 154; /** Foreign exchange rate used to compute SettlCurrAmt(119) from Currency(15) to SettlCurrency(120). */ readonly SettlCurrFxRate: 155; /** Specifies whether or not SettlCurrFxRate (155) should be multiplied or divided. */ readonly SettlCurrFxRateCalc: 156; /** Number of Days of Interest for convertible bonds and fixed income. Note value may be negative. */ readonly NumDaysInterest: 157; /** The amount the buyer compensates the seller for the portion of the next coupon interest payment the seller has earned but will not receive from the issuer because the issuer will send the next coupon payment to the buyer. Accrued Interest Rate is the annualized Accrued Interest amount divided by the purchase price of the bond. */ readonly AccruedInterestRate: 158; /** Amount of Accrued Interest for convertible bonds and fixed income */ readonly AccruedInterestAmt: 159; /** Indicates mode used for Settlement Instructions message. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** */ readonly SettlInstMode: 160; /** Free format text related to a specific AllocAccount (79). */ readonly AllocText: 161; /** Unique identifier for Settlement Instruction. */ readonly SettlInstID: 162; /** Settlement Instructions message transaction type */ readonly SettlInstTransType: 163; /** Unique identifier for an email thread (new and chain of replies) */ readonly EmailThreadID: 164; /** Indicates source of Settlement Instructions */ readonly SettlInstSource: 165; /** Identifies Settlement Depository or Country Code (ISITC spec) using ISO 3166 (2 character) representing the country of settlement. */ readonly SettlLocation: 166; /** Indicates type of security. Security type enumerations are grouped by Product(460) field value. NOTE: Additional values may be used by mutual agreement of the counterparties. */ readonly SecurityType: 167; /** Time the details within the message should take effect (always expressed in UTC (Universal Time Coordinated, also known as "GMT") */ readonly EffectiveTime: 168; /** Identifies the Standing Instruction database used */ readonly StandInstDbType: 169; /** Name of the Standing Instruction database represented with StandInstDbType (169) (i.e. the Global Custodian's name). */ readonly StandInstDbName: 170; /** Unique identifier used on the Standing Instructions database for the Standing Instructions to be referenced. */ readonly StandInstDbID: 171; /** Identifies type of settlement */ readonly SettlDeliveryType: 172; /** Broker’s account code at the depository (i.e. CEDEL ID for CEDEL, FINS for DTC, or Euroclear ID for Euroclear) if SettlLocation is a depository */ readonly SettlDepositoryCode: 173; /** BIC (Bank Identification Code—Swift managed) code of the broker involved (i.e. for multi-company brokerage firms) */ readonly SettlBrkrCode: 174; /** BIC (Bank Identification Code—Swift managed) code of the institution involved (i.e. for multi-company institution firms) */ readonly SettlInstCode: 175; /** Name of SettlInstSource's local agent bank if SettlLocation is not a depository */ readonly SecuritySettlAgentName: 176; /** BIC (Bank Identification Code--Swift managed) code of the SettlInstSource's local agent bank if SettlLocation is not a depository */ readonly SecuritySettlAgentCode: 177; /** SettlInstSource's account number at local agent bank if SettlLocation is not a depository */ readonly SecuritySettlAgentAcctNum: 178; /** Name of SettlInstSource's account at local agent bank if SettlLocation is not a depository */ readonly SecuritySettlAgentAcctName: 179; /** Name of contact at local agent bank for SettlInstSource's account if SettlLocation is not a depository */ readonly SecuritySettlAgentContactName: 180; /** Phone number for contact at local agent bank if SettlLocation is not a depository */ readonly SecuritySettlAgentContactPhone: 181; /** Name of SettlInstSource's local agent bank if SettlDeliveryType=Free */ readonly CashSettlAgentName: 182; /** BIC (Bank Identification Code--Swift managed) code of the SettlInstSource's local agent bank if SettlDeliveryType=Free */ readonly CashSettlAgentCode: 183; /** SettlInstSource's account number at local agent bank if SettlDeliveryType=Free */ readonly CashSettlAgentAcctNum: 184; /** Name of SettlInstSource's account at local agent bank if SettlDeliveryType=Free */ readonly CashSettlAgentAcctName: 185; /** Name of contact at local agent bank for SettlInstSource's account if SettlDeliveryType=Free */ readonly CashSettlAgentContactName: 186; /** Phone number for contact at local agent bank for SettlInstSource's account if SettlDeliveryType=Free */ readonly CashSettlAgentContactPhone: 187; /** Bid F/X spot rate. */ readonly BidSpotRate: 188; /** Bid F/X forward points added to spot rate. May be a negative value. */ readonly BidForwardPoints: 189; /** Offer F/X spot rate. */ readonly OfferSpotRate: 190; /** Offer F/X forward points added to spot rate. May be a negative value. */ readonly OfferForwardPoints: 191; /** OrderQty (38) of the future part of a F/X swap order. */ readonly OrderQty2: 192; /** SettDate (64) of the future part of a F/X swap order. */ readonly SettlDate2: 193; /** FutSettDate of the future part of an F/X swap order. */ readonly FutSettDate2: 193; /** F/X spot rate. */ readonly LastSpotRate: 194; /** F/X forward points added to LastSpotRate(194). May be a negative value. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199. */ readonly LastForwardPoints: 195; /** Can be used to link two different Allocation messages (each with unique AllocID (70)) together, i.e. for F/X "Netting" or "Swaps". Should be unique. */ readonly AllocLinkID: 196; /** Identifies the type of Allocation linkage when AllocLinkID(196) is used. */ readonly AllocLinkType: 197; /** Assigned by the party which accepts the order. Can be used to provide the OrderID (37) used by an exchange or executing system. */ readonly SecondaryOrderID: 198; /** Number of repeating groups of IOIQualifiers (04). */ readonly NoIOIQualifiers: 199; /** Can be used with standardized derivatives vs. the MaturityDate (541) field. Month and Year of the maturity (used for standardized futures and options). Format: YYYYMM (e.g. 199903) YYYYMMDD (e.g. 20030323) YYYYMMwN (e.g. 200303w) for week A specific date or can be appended to the MaturityMonthYear. For instance, if multiple standard products exist that mature in the same Year and Month, but actually mature at a different time, a value can be appended, such as "w" or "w2" to indicate week as opposed to week 2 expiration. Likewise, the date (0-3) can be appended to indicate a specific expiration (maturity date). */ readonly MaturityMonthYear: 200; /** Indicates whether an option contract is a put, call, chooser or undetermined. */ readonly PutOrCall: 201; /** Strike Price for an Option. */ readonly StrikePrice: 202; /** Used for derivative products, such as options */ readonly CoveredOrUncovered: 203; /** Used for options when delivering the order to an execution system/exchange to specify if the order is for a customer or the firm placing the order itself. */ readonly CustomerOrFirm: 204; /** Day of month used in conjunction with MaturityMonthYear to specify the maturity date for SecurityType=FUT or SecurityType=OPT. */ readonly MaturityDay: 205; /** Provided to support versioning of option contracts as a result of corporate actions or events. Use of this field is defined by counterparty agreement or market conventions. */ readonly OptAttribute: 206; /** Market used to help identify a security. Valid values: See "Appendix 6-C" */ readonly SecurityExchange: 207; /** Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker). */ readonly NotifyBrokerOfCredit: 208; /** Indicates how the receiver (i.e. third party) of allocation information should handle/process the account details. */ readonly AllocHandlInst: 209; /** Maximum quantity (e.g. number of shares) within an order to be shown to other customers (i.e. sent via an IOI). (Prior to FIX 4.2 this field was of type int) */ readonly MaxShow: 210; /** Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType (836) (Prior to FIX 4.4 this field was of type PriceOffset) */ readonly PegOffsetValue: 211; /** Amount (signed) added to the price of the peg for a pegged order. */ readonly PegDifference: 211; /** Length of the XmlData data block. */ readonly XmlDataLen: 212; /** Actual XML data stream (e.g. FIXML). See appropriate XML reference (e.g. FIXML). Note: may contain embedded SOH characters. */ readonly XmlData: 213; /** Reference identifier for the SettlInstID (162) with Cancel and Replace SettlInstTransType (163) transaction types. */ readonly SettlInstRefID: 214; /** Number of repeating groups of RoutingID (217) and RoutingType (216) values. See Volume 3: "Pre-Trade Message Targeting/Routing" */ readonly NoRoutingIDs: 215; /** Indicates the type of RoutingID (217) specified. */ readonly RoutingType: 216; /** Assigned value used to identify a specific routing destination. */ readonly RoutingID: 217; /** For Fixed Income. Either Swap Spread or Spread to Benchmark depending upon the order type. Spread to Benchmark: Basis points relative to a benchmark. To be expressed as count of basis points (vs. an absolute value). E.g. High Grade Corporate Bonds may express price as basis points relative to benchmark (the BenchmarkCurveName(221) field). Note: Basis points can be negative. Swap Spread: Target spread for a swap. */ readonly Spread: 218; /** For Fixed Income. Basis points relative to a benchmark. To be expressed as "count of basis points" (vs. an absolute value). E.g. High Grade Corporate Bonds may express price as basis points relative to benchmark (the Benchmark field). Note: Basis points can be negative. */ readonly SpreadToBenchmark: 218; /** For Fixed Income. Identifies the benchmark (e.g. used in conjunction with the SpreadToBenchmark field). */ readonly Benchmark: 219; /** Specifies currency used for benchmark curve. BenchmarkCurveCurrencyCodeSource(2950) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. */ readonly BenchmarkCurveCurrency: 220; /** Name of benchmark curve. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) */ readonly BenchmarkCurveName: 221; /** Point on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED". Sample values: M = combination of a number between 1-12 and a "M" for month Y = combination of number between 1-100 and a "Y" for year} 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon See Fixed Income-specific documentation at http://www.fixtradingcommunity.org for additional values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) */ readonly BenchmarkCurvePoint: 222; /** The rate of interest that, when multiplied by the principal, par value, or face value of a bond, provides the currency amount of the periodic interest payment. The coupon is always cited, along with maturity, in any quotation of a bond's price. */ readonly CouponRate: 223; /** Date interest is to be paid. Used in identifying Corporate Bond issues. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) */ readonly CouponPaymentDate: 224; /** The date on which a bond or stock offering is issued. It may or may not be the same as the effective date ("Dated Date") or the date on which interest begins to accrue ("Interest Accrual Date") (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) */ readonly IssueDate: 225; /** Number of business days before repurchase of a repo. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) */ readonly RepurchaseTerm: 226; /** Percent of par at which a Repo will be repaid. Represented as a percent, e.g. .9525 represents 95-/4 percent of par. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) */ readonly RepurchaseRate: 227; /** For Fixed Income: Amorization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than . In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value (Note tag # was reserved in FIX 4.1, added in FIX 4.3) */ readonly Factor: 228; /** Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) */ readonly TradeOriginationDate: 229; /** The date when a distribution of interest is deducted from a securities assets or set aside for payment to bondholders. On the ex-date, the securities price drops by the amount of the distribution (plus or minus any market activity). (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) */ readonly ExDate: 230; /** Specifies the ratio or multiply factor to convert from "nominal" units (e.g. contracts) to total units (e.g. shares) (e.g. 1.0, 100, 1000, etc). Applicable For Fixed Income, Convertible Bonds, Derivatives, etc. In general quantities for all classes should be expressed in the basic unit of the instrument, e.g. shares for equities, nominal or par amount for bonds, currency for foreign exchange. When quantity is expressed in contracts, e.g. financing transactions and bond trade reporting, ContractMultiplier(231) should contain the number of units in one contract and can be omitted if the multiplier is the default amount for the instrument, i.e. 1,000 par of bonds, 1,000,000 par for financing transactions. */ readonly ContractMultiplier: 231; /** Number of stipulation entries (Note tag # was reserved in FIX 4.1, added in FIX 4.3). */ readonly NoStipulations: 232; /** For Fixed Income. Type of Stipulation. Other types may be used by mutual agreement of the counterparties. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) */ readonly StipulationType: 233; /** For Fixed Income. Value of stipulation. The expression can be an absolute single value or a combination of values and logical operators: \< value \> value \<= value \>= value value value - value2 value OR value2 value AND value2 YES NO Bargain conditions recognized by the London Stock Exchange - to be used when StipulationType is "BGNCON". CD = Special cum Dividend XD = Special ex Dividend CC = Special cum Coupon XC = Special ex Coupon CB = Special cum Bonus XB = Special ex Bonus CR = Special cum Rights XR = Special ex Rights CP = Special cum Capital Repayments XP = Special ex Capital Repayments CS = Cash Settlement SP = Special Price TR = Report for European Equity Market Securities in accordance with Chapter 8 of the Rules. GD = Guaranteed Delivery Values for StipulationType = "PXSOURCE": BB GENERIC BB FAIRVALUE BROKERTEC ESPEED GOVPX HILLIARD FARBER ICAP TRADEWEB TULLETT LIBERTY If a particular side of the market is wanted append /BID /OFFER or /MID. plus appropriate combinations of the above and other expressions by mutual agreement of the counterparties. Examples: "\>=60", ".25", "ORANGE OR CONTRACOSTA", etc. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) */ readonly StipulationValue: 234; /** Type of yield. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) */ readonly YieldType: 235; /** Yield percentage. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) */ readonly Yield: 236; /** The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) */ readonly TotalTakedown: 237; /** Provides the reduction in price for the secondary market in Muncipals. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) */ readonly Concession: 238; /** Identifies the collateral used in the transaction. Valid values: see SecurityType (167) field (Note tag # was reserved in FIX 4.1, added in FIX 4.3) */ readonly RepoCollateralSecurityType: 239; /** Return of investor's principal in a security. Bond redemption can occur before maturity date.(Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) */ readonly RedemptionDate: 240; /** Underlying security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) */ readonly UnderlyingCouponPaymentDate: 241; /** Underlying security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) */ readonly UnderlyingIssueDate: 242; /** Underlying security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description.(Note tag # was reserved in FIX 4.1, added in FIX 4.3) */ readonly UnderlyingRepoCollateralSecurityType: 243; /** Underlying security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) */ readonly UnderlyingRepurchaseTerm: 244; /** Underlying security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) */ readonly UnderlyingRepurchaseRate: 245; /** Underlying security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) */ readonly UnderlyingFactor: 246; /** Underlying security's RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) */ readonly UnderlyingRedemptionDate: 247; /** Multileg instrument's individual leg security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) */ readonly LegCouponPaymentDate: 248; /** Multileg instrument's individual leg security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) */ readonly LegIssueDate: 249; /** Multileg instrument's individual leg security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) */ readonly LegRepoCollateralSecurityType: 250; /** Multileg instrument's individual leg security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) */ readonly LegRepurchaseTerm: 251; /** Multileg instrument's individual leg security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) */ readonly LegRepurchaseRate: 252; /** Multileg instrument's individual leg security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) */ readonly LegFactor: 253; /** Multileg instrument's individual leg security's RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) */ readonly LegRedemptionDate: 254; /** An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) */ readonly CreditRating: 255; /** Underlying security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.