Financial Information eXchange (FIX) Protocol

From FISD Wiki

Jump to: navigation, search

Contents

FIX.5.0SP1

Adjusted Position Report

Name
AdjustedPositionReport
Description
Used to report changes in position, primarily in equity options, due to modifications to the underlying due to corporate actions.
FIXML Name
AdjPosRep
Section

Advertisement

Name
Advertisement
Description
Advertisement messages are used to announce completed transactions. The advertisement message can be transmitted in various transaction types; NEW, CANCEL and REPLACE. All message types other than NEW modify the state of a previously transmitted advertisement identified in AdvRefID.
FIXML Name
Adv
Section
Pre Trade

Allocation Instruction

Name
AllocationInstruction
Description
The Allocation Instruction message provides the ability to specify how an order or set of orders should be subdivided amongst one or more accounts.
FIXML Name
AllocInstrctn
Section
Post Trade

Allocation Instruction Alert

Name
AllocationInstructionAlert
Description
This message is used in a 3-party allocation model where notification of group creation and group updates to counterparites is needed. The mssage will also carry trade information that comprised the group to the counterparites.
FIXML Name
AllocInstrAlert
Section
Post Trade

Allocation Report

Name
AllocationReport
Description
Sent from sell-side to buy-side, sell-side to 3rd-party or 3rd-party to buy-side, the Allocation Report (Claim) provides account breakdown of an order or set of orders plus any additional follow-up front-office information developed post-trade during the trade allocation, matching and calculation phase.
FIXML Name
AllocRpt
Section
Post Trade

Application Message Report

Name
ApplicationMessageReport
Description
FIXML Name
ApplMsgRpt
Section
Infrastructure

Application Message Request

Name
ApplicationMessageRequest
Description
FIXML Name
ApplMsgReq
Section
Infrastructure

Assignment Report

Name
AssignmentReport
Description
FIXML Name
AsgnRpt
Section
Post Trade

Bid Request

Name
BidRequest
Description
FIXML Name
BidReq
Section
Trade

Bid Response

Name
BidResponse
Description
FIXML Name
BidRsp
Section
Trade

Business Message Reject

Name
BusinessMessageReject
Description
FIXML Name
BizMsgRej
Section
Infrastructure

Collateral Assignment

Name
CollateralAssignment
Description
FIXML Name
CollAsgn
Section
Post Trade

Collateral Inquiry

Name
CollateralInquiry
Description
FIXML Name
CollInq
Section
Post Trade

Collateral Report

Name
CollateralReport
Description
FIXML Name
CollRpt
Section
Post Trade

Collateral Request

Name
CollateralRequest
Description
FIXML Name
CollReq
Section
Post Trade

Collateral Response

Name
CollateralResponse
Description
FIXML Name
CollRsp
Section
Post Trade

Confirmation

Name
Confirmation
Description
FIXML Name
Cnfm
Section
Post Trade

Confirmation Request

Name
ConfirmationRequest
Description
FIXML Name
CnfmReq
Section
Post Trade

Contrary Intention Report

Name
ContraryIntentionReport
Description
FIXML Name
ContIntRpt
Section
Post Trade

Cross Order Cancel Replace Request

Name
CrossOrderCancelReplaceRequest
Description
FIXML Name
CrssOrdCxlRplcReq
Section
Trade

Cross Order Cancel Request

Name
CrossOrderCancelRequest
Description
FIXML Name
CrssOrdCxlReq
Section
Trade

Derivative Security List

Name
DerivativeSecurityList
Description
FIXML Name
DerivSecList
Section
Pre Trade

Derivative Security List Request

Name
DerivativeSecurityListRequest
Description
FIXML Name
DerivSecListReq
Section
Pre Trade

Derivative Security List Update Report

Name
DerivativeSecurityListUpdateReport
Description
FIXML Name
DerivSecListUpd
Section
Pre Trade

Dont Know Trade D K

Name
DontKnowTradeDK
Description
FIXML Name
DkTrd
Section
Trade

Email

Name
Email
Description
FIXML Name
Email
Section
Pre Trade

Execution Report

Name
ExecutionReport
Description
FIXML Name
ExecRpt
Section
Trade

I O I

Name
IOI
Description
FIXML Name
IOI
Section
Pre Trade

List Cancel Request

Name
ListCancelRequest
Description
FIXML Name
ListCxlReq
Section
Trade

List Execute

Name
ListExecute
Description
FIXML Name
ListExct
Section
Trade

List Strike Price

Name
ListStrikePrice
Description
FIXML Name
ListStrkPx
Section
Trade

Market Data Incremental Refresh

Name
MarketDataIncrementalRefresh
Description
FIXML Name
MktDataInc
Section
Pre Trade

Market Data Request

Name
MarketDataRequest
Description
FIXML Name
Section
Pre Trade

Market Data Request Reject

Name
MarketDataRequestReject
Description
FIXML Name
MktDataReqRej
Section
Pre Trade

Market Data Snapshot Full Refresh

Name
MarketDataSnapshotFullRefresh
Description
FIXML Name
MktDataFull
Section
Pre Trade

Market Definition

Name
MarketDefinition
Description
FIXML Name
MktDef
Section
Pre Trade

Market Definition Request

Name
MarketDefinitionRequest
Description
FIXML Name
MktDefReq
Section
Pre Trade

Market Definition Update Report

Name
MarketDefinitionUpdateReport
Description
FIXML Name
MktDefUpd
Section
Pre Trade

Mass Quote

Name
MassQuote
Description
FIXML Name
MassQuot
Section
Pre Trade

Multileg Order Cancel Replace

Name
MultilegOrderCancelReplace
Description
FIXML Name
MlegOrdCxlRplc
Section
Trade

New Order Cross

Name
NewOrderCross
Description
FIXML Name
NewOrdCrss
Section
Trade

New Order List

Name
NewOrderList
Description
FIXML Name
NewOrdList
Section
Trade

New Order Multileg

Name
NewOrderMultileg
Description
FIXML Name
NewOrdMleg
Section
Trade

New Order Single

Name
NewOrderSingle
Description
FIXML Name
Order
Section
Trade

News

Name
News
Description
FIXML Name
News
Section
Pre Trade

Order Cancel Reject

Name
OrderCancelReject
Description
FIXML Name
OrdCxlRej
Section
Trade

Order Cancel Replace Request

Name
OrderCancelReplaceRequest
Description
FIXML Name
OrdCxlRplcReq
Section
Trade

Order Cancel Request

Name
OrderCancelRequest
Description
FIXML Name
OrdCxlReq
Section
Trade

Order Mass Action Report

Name
OrderMassActionReport
Description
FIXML Name
OrdMassActRpt
Section
Trade

Order Mass Action Request

Name
OrderMassActionRequest
Description
FIXML Name
OrdMassActReq
Section
Trade

Order Mass Cancel Report

Name
OrderMassCancelReport
Description
FIXML Name
OrdMassCxlRpt
Section
Trade

Order Mass Cancel Request

Name
OrderMassCancelRequest
Description
FIXML Name
OrdMassCxlReq
Section
Trade

Position Maintenance Report

Name
PositionMaintenanceReport
Description
FIXML Name
PosMntRpt
Section
Post Trade

Position Maintenance Request

Name
PositionMaintenanceRequest
Description
FIXML Name
PosMntReq
Section
Post Trade

Position Report

Name
PositionReport
Description
FIXML Name
PosRpt
Section
Post Trade

Quote

Name
Quote
Description
FIXML Name
Quot
Section
Pre Trade

Quote Cancel

Name
QuoteCancel
Description
FIXML Name
QuotCxl
Section
Pre Trade

Quote Request

Name
QuoteRequest
Description
FIXML Name
QuotReq
Section
Pre Trade

Quote Request Reject

Name
QuoteRequestReject
Description
FIXML Name
QuotReqRej
Section
Pre Trade

Quote Response

Name
QuoteResponse
Description
FIXML Name
QuotRsp
Section
Pre Trade

Registration Instructions

Name
RegistrationInstructions
Description
FIXML Name
RgstInstrctns
Section
Post Trade

Registration Instructions Response

Name
RegistrationInstructionsResponse
Description
FIXML Name
RgstInstrctnsRsp
Section
Post Trade

Request For Positions

Name
RequestForPositions
Description
FIXML Name
ReqForPoss
Section
Post Trade

R F Q Request

Name
RFQRequest
Description
FIXML Name
RFQReq
Section
Pre Trade

Security Definition

Name
SecurityDefinition
Description
FIXML Name
SecDef
Section
Pre Trade

Security Definition Request

Name
SecurityDefinitionRequest
Description
FIXML Name
SecDefReq
Section
Pre Trade

Security Definition Update Report

Name
SecurityDefinitionUpdateReport
Description
FIXML Name
SecDefUpd
Section
Pre Trade

Security List

Name
SecurityList
Description
FIXML Name
SecList
Section
Pre Trade

Security List Request

Name
SecurityListRequest
Description
FIXML Name
SecListReq
Section
Pre Trade

Security List Update Report

Name
SecurityListUpdateReport
Description
FIXML Name
SecListUpd
Section
Pre Trade

Security Type Request

Name
SecurityTypeRequest
Description
FIXML Name
SecTypReq
Section
Pre Trade

Security Types

Name
SecurityTypes
Description
FIXML Name
SecTyps
Section
Pre Trade

Settlement Instruction Request

Name
SettlementInstructionRequest
Description
FIXML Name
SettlInstrctnReq
Section
Post Trade

Settlement Instructions

Name
SettlementInstructions
Description
FIXML Name
SettlInstrctns
Section
Post Trade

Settlement Obligation Report

Name
SettlementObligationReport
Description
FIXML Name
SettlObligation
Section
Post Trade

Trade Capture Report

Name
TradeCaptureReport
Description
FIXML Name
TrdCaptRpt
Section
Post Trade

Trade Capture Report Request

Name
TradeCaptureReportRequest
Description
FIXML Name
TrdCaptRptReq
Section
Post Trade

Trading Session List

Name
TradingSessionList
Description
FIXML Name
TradSessList
Section
Pre Trade

Trading Session List Request

Name
TradingSessionListRequest
Description
FIXML Name
TradSessListReq
Section
Pre Trade

Trading Session List Update Report

Name
TradingSessionListUpdateReport
Description
FIXML Name
TrdgSesListUpd
Section
Pre Trade

User Notification

Name
UserNotification
Description
FIXML Name
UserNotifctn
Section
Infrastructure
Retrieved from "http://wiki.fisd.net/index.php/Financial_Information_eXchange_%28FIX%29_Protocol"
Personal tools
FISD.net sites