Derivatives FIX Code Sets

This pages lists supported code sets and their respective tags.

OrdStatus (39)

Value	Description
0	New
1	Partially Filled
2	Filled
3	Done for Day
4	Canceled
5	Modify
8	Rejected
C	Expired
U	Undefined

OrdType (40)

Value	Description
1	Market
2	Limit
3	Stop
4	Stop Limit

Side (54) / LegSide (624)

Value	Description
1	Buy Side
2	Sell Side

TimeInForce (59)

Value	Description
0	Day
1	Good Till Cancel (GTC)
3	Fill and Kill (FAK) / Immediate or Cancel (IOC)
4	Fill or Kill (FOK)
6	Good Till Date (GTD)

PositionEffect (77)

Value	Description
O	Open
C	Close
D	Default

CXRejReason (102)

Value	Description
0	Too late to cancel
1	Unknown order

OrdRejReason (103)

Value	Description
1	Unknown symbol
2	Exchange closed
6	Duplicate order
18	Invalid price increment (submitted price precision exceeds the one supported for the instrument)
99	Other

ExecType (150)

Value	Description
0	New
3	Done for Day
4	Canceled
5	Replaced
8	Rejected
C	Expired
F	Trade
H	Trade Cancel
L	Stop Triggered

SecurityType (167) / LegSecurityType (609)

Value	Description
FUT	Future
OPT	Option

MDEntryType (269)

Value	Description
0	Bid
1	Offer
2	Trade
4	Opening Price
5	Closing Price
6	Settlement Price
7	Trading Session High Price
8	Trading Session Low Price
9	Trading Session Vwap Price
B	Trading Session Traded Volume
C	Open Interest
E	Implied Bid
F	Implied Offer
J	Empty Book
z	Last Traded Price

SessionRejectReason (373)

Value	Description
0	Invalid tag number
1	Required tag missing
3	Undefined Tag
4	Tag specified without a value
5	Value is incorrect (out of range) for this tag
6	Incorrect data format for value
9	CompID problem
99	Other

ExecRestatementReason (378)

Value	Description
8	Exchange
100	Cancel on disconnect
103	Cancel oldest (resting) due to Self-Match Prevention
104	Cancel from exchange credit controls violation
105	Cancel from exchange website
106	Cancel from Risk Management API
107	Cancel newest (aggressing) due to Self-Match Prevention
108	Cancel due to resting order quantity less than min lot size
109	Cancel both due to Self-Match Prevention

MultiLegReporting (442)

Value	Description
1	Outright
2	Leg of Spread
3	Spread

CFICode (461) / LegCFICode (608)

Value	Description
FXXXXX	Futures
OCXXXS	Options Call
OPXXXS	Options Put

OrderCapacity (528)

Value	Description
A	Agency. Order placed by customer
P	Principal. Order placed by the firm

CustOrderCapacity (582)

Value	Description
1	CTI 1: Transactions initiated and executed by individual member for their own personal account, for an account they control, or for an account in which they have ownership or financial interest.
2	CTI 2: Transactions executed for the proprietary account of a clearing member or non-clearing member firm.
3	CTI 3: Transactions where an individual member or authorized trader executes for the personal account of another individual member, for an account the other individual member controls, or for an account in which the other individual member has ownership or financial interest.
4	CTI 4: Transactions that do not meet the definition of CTI 1, 2 or 3. These should be non-member customer transactions.

SecuritySubType (762)

Value	Description
SP	Standard Calendar Spreads

ManualOrderIndicator (1028)

Value	Description
Y	Manually created order
N	Automatically generated with trading software

CustOrderHandlingInst (1031)

Value	Description
W	Desk
Y	Electronic (Default)
C	Vendor provided platform Billed by Executing Broker
G	Sponsored Access via exchange API
H	Premium Algorithmic trading provided by executing broker
D	Other

AggressorIndicator (1057)

Value	Description
Y	Match aggressor
N	Resting at match

SelfMatchPreventionStrategy (8000)

Value	Description
N	Cancel aggressing order
O	Cancel resting order
Q	Cancel both aggressing and resting orders