Account mnemonic agreed between buy and sell sides.

Average price of all fills on this order.

First sequence number of the range being requested (ResendRequest).

FIX protocol version. Must be unencrypted, must be the first field in every message.

Number of bytes in the message body. Always the second field.

Three-digit modulo-256 checksum of message contents. Always last field.

Client-assigned unique order identifier.

Commission amount.

Commission type.

Total quantity filled so far on this order.

ISO 4217 currency code.

Last sequence number of the range being requested (ResendRequest).

Unique identifier for an execution (one per ExecutionReport).

Execution instructions. Multiple values allowed (space-separated).

Reference to a prior ExecID for ExecType=Cancel/Correct messages.

Transaction type (deprecated in 4.3+, replaced by ExecType).

Instructions for order handling on the broker's trading floor.

Identifies the type/source of SecurityID (48).

Indication of interest identifier.

IOI transaction type.

Price of THIS specific fill (not the order's average).

Quantity bought/sold on THIS fill.

Integer message sequence number. Starts at 1, increments by 1 for each message sent.

Identifies the type of message (e.g. D = NewOrderSingle, 8 = ExecutionReport).

New sequence number to reset to (in SequenceReset 35=4).

Broker-assigned unique order identifier.

Quantity ordered. Number of shares for equities; contracts for futures/options.

Current state of the order.

Order type — market, limit, stop, etc.

ClOrdID of the order being canceled or replaced.

Indicates a possible retransmission of a message with this sequence number.

Limit price. Required for Limit (40=2) and StopLimit (40=4) orders.

Sequence number of the message being referenced (in Reject 35=3).

Related symbol.

Security identifier value (e.g. CUSIP, ISIN, SEDOL).

Assigned value used to identify the firm sending the message.

Sub-identifier of the message originator (e.g. trading desk, trader, algo).

Time of message transmission in UTC.

Quantity (shares). Often used in IOIs and cross orders.

Side of the order — buy or sell, with finer-grained variants.

Ticker symbol of the security being traded.

Assigned value used to identify the receiving firm.

Sub-identifier of the intended recipient (desk, individual).

Free-form text. Often used for reject reasons or human-readable info.

How long the order remains active.

Time when the business transaction was performed/event occurred.

Urgency flag.

IOI/Quote expiration time.

Order settlement period.

Specific date of settlement (YYYYMMDD).

Suffix to the ticker symbol (e.g. WI=WhenIssued, .L=London).

Unique identifier for a list of orders (NewOrderList).

Sequence number of an individual order within a list.

Number of orders in a NewOrderList repeating group.

Date of trade.

Whether order will open or close a position (futures/options).

Number of allocation entries in a repeating group.

Sub-account mnemonic.

Quantity allocated to a specific sub-account.

Processing code used by sell-side firm.

Number of delivery instructions.

Indicates the message may contain information sent under another sequence number.

Method of encryption used.

Stop price. Required for Stop (40=3) and StopLimit (40=4) orders.

Execution destination — where to route the order. ISO 10383 MIC code.

Reason an OrderCancelRequest or Replace was rejected.

Reason a new order was rejected (in ExecutionReport with OrdStatus=8).

Heartbeat interval in seconds.

Minimum quantity that must be filled (otherwise cancel).

Maximum quantity to display in the market (iceberg orders).

Identifier in TestRequest. The receiver echoes it back in a Heartbeat.

Indicates broker is to locate stock for short sale (Reg SHO compliance).

Identifies the firm originating the message if it's not the SenderCompID (used by hubs/networks).

Sub-ID of the message originator.

Unique quote identifier.

Total amount including commissions, fees, and taxes.

Total amount due in settlement currency.

Currency used for settlement, if different from price currency.

Indicates broker is requested to execute a Forex accommodation trade.

Original SendingTime when the message is being replayed (PossDupFlag=Y).

In SequenceReset, indicates gap-fill (Y) vs hard reset (N).

Number of execution references in an allocation message.

Expiration time. Required for GTD orders (TIF=6).

Firm targeted to receive the message if not the TargetCompID (network routing).

Sub-ID of intended final recipient.

Unique identifier for a QuoteRequest.

Bid price/rate.

Offer (ask) price/rate.

Bid size.

Offer size.

Indicates both sides should reset MsgSeqNum to 1 on Logon.

Location of the sender (geographic or logical).

Location of the target.

Location of the originating firm.

Location of the final recipient.

Number of repeating symbol groups.

Describes the specific execution event.

Quantity still open for execution.

Approximate order quantity in monetary units.

Source of settlement instruction.

Type of security (equity, future, option, etc).

Time the message details should take effect.

Secondary order identifier (e.g. exchange's order ID, distinct from broker's OrderID).

Month/Year of maturity (futures, options).

Indicates option type.

Strike price for an option.

For options — whether position is covered.

Customer vs firm-account order.

Day of month for maturity (futures/options).

Market identifying the security (ISO 10383 MIC).

Max quantity within an order to be shown to other customers.

Amount/percent offset from the peg reference price.

Coupon rate of a bond (e.g. 0.05 = 5%).

Unique identifier for a Market Data Request.

Type of subscription request.

Depth of book for snapshot. 0 = full book, 1 = top of book, N = N levels.

Type of Market Data update.

Number of MDEntryType fields requested.

Number of entries in a Market Data message.

Type of Market Data entry.

Price of a Market Data entry.

Quantity of a Market Data entry.

Date of a Market Data entry.

Time of a Market Data entry.

Direction of price change.

Market posting the quote/trade (MIC).

Condition for the quote.

Action to apply to the order book.

Reason a MarketDataRequest was rejected.

Reason for an MD entry deletion.

Originator of the Market Data entry (e.g. market maker firm).

Identifies the location of the originator.

Identifies the desk of the originator.

Flag describing the entry.

Position of an entry within the book (1=top of book, 2=second level, etc).

Financial status indicators.

Corporate action.

Default bid size.

Default offer size.

Identifier for a trading session.

Method of trading.

Trading session mode.

State of the trading session.

Number of orders at this price level (aggregated book).

Length of EncodedText (355) in bytes.

Encoded text representation (binary data).

Price for a specific allocation.

The last MsgSeqNum the sender has processed from the receiver. Used in Logon for sync.

Tag ID of FIX field being referenced (in Reject).

MsgType of message being referenced (in Reject/BusinessReject).

Reason for session-level reject.

Compliance/regulatory ID for the order (e.g. for MiFID II reporting).

Indicates if the order was solicited by the broker.

Why an ExecutionReport with ExecType=Restated was sent.

Identifier of the business message being rejected (typically ClOrdID or OrderID).

Reason for a BusinessMessageReject (35=j).

Total amount of this trade (LastQty × LastPx).

Number of contra brokers in a repeating group.

Maximum number of bytes supported in a single message.

Type of price (% face value, per unit, fixed, etc).

Booking instruction for GT orders.

Date of order expiration. Used for GTD orders if intra-day expire isn't needed.

Identifies the request a cancel reject is responding to.

Client mnemonic identifier.

Type/source of PartyID.

Identifier for a party (LEI, BIC, account number, etc).

Role this party plays in the transaction.

Number of party identifiers in the repeating group.

ISO 10962 Classification of Financial Instruments code (6 chars).

Indicates message is a test (not for production processing).

ISO 3166 country code of the issue.

State/province of issue.

Sub-identifier for a party (e.g. desk within firm).

Additional client-assigned identifier (e.g. parent order ID for slices).

Secondary identifier for the execution.

Capacity of firm placing the order.

Restrictions on the order.

Type of quote.

Maturity date (full date, not just month).

Number of sides in a TradeCaptureReport (1 for one-sided, 2 for both).

Username for authentication during Logon.

Password for authentication during Logon.

Number of legs in a multileg instrument.

Trade Capture Report Request identifier.

Type of trade capture request.

Indicates this trade was previously reported to the counterparty.

Unique identifier for a trade report.

Reference to a previous trade report (for cancel/correct).

Match status of a trade.

Type of match (auto-match, manual, etc).

Customer order capacity (CME/futures).

Identifier permitting orders to be linked together (e.g. parent/child algo orders).

Mass Status Request identifier.

Mass Status Request type.

Symbol of a leg in a multileg instrument.

CFI code for a leg.

Maturity date for a leg.

Side for a multileg leg.

Sub-identifier for a trading session phase.

Indicates if the order is currently being worked on the floor.

Reference ID for a leg of a multileg.

Identifier of a quote response.

Type of quote response.

OrderStatusRequest identifier.

Number of party sub-identifier entries (further details about a party).

Type of party sub-identifier.

Type of trade.

Algo trading strategy.

Algo strategy parameters (vendor-specific format).

Mandatory for participation algos. e.g. 0.1 = 10%.

Type of trade report.

Match identifier from the venue (links the two sides of a trade).

Indicates the last report in a multi-message response sequence.

New password for password change (during Logon).

Unique trade identifier (e.g. UTI — Unique Trade Identifier).

Source system for trade reporting.

Price level of an aggregate quote (1=best bid/offer).

Customer order handling instructions (NASD OATS reporting).

Indicates whether the order initiator is the aggressor (active) or passive (resting).

Indicates the FIX application version of the message (FIX 5.0+).

Custom application version identifier (vendor-specific FIX dialect).

Default FIX application version for messages on this session (used in FIXT.1.1 Logon).