FIX 4.3 – FIX Dictionary – Onix Solutions

Single character value, can include any alphanumeric character or punctuation except the delimiter. All char fields are case sensitive (i.e. m != M).

Char field (see definition of "char" above) containing one of two values: 'Y' = True/Yes, 'N' = False/No.

Raw data with no format or content restrictions. Data fields are always immediately preceded by a length field. The length field should specify the number of bytes of the value of the data field (up to but not including the terminating SOH). Caution: the value of one of these fields may contain the delimiter (SOH) character. Note that the value specified for this field should be followed by the delimiter (SOH) character as all fields are terminated with an "SOH".

Sequence of digits with optional decimal point and sign character (ASCII characters "-", "0" - "9" and "."); the absence of the decimal point within the string will be interpreted as the float representation of an integer value. All float fields must accommodate up to fifteen significant digits. The number of decimal places used should be a factor of business/market needs and mutual agreement between counterparties. Note that float values may contain leading zeros (e.g. "00023.23" = "23.23") and may contain or omit trailing zeros after the decimal point (e.g. "23.0" = "23.0000" = "23").

Float field (see definition of "float" above) typically representing a Price <44> times a Qty.

Float field (see definition of "float" above) representing a percentage (e.g. .05 represents 5% and .9525 represents 95.25%). Note the number of decimal places may vary.

Float field (see definition of "float" above) representing a price. Note the number of decimal places may vary. For certain asset classes prices may be negative values. For example, options strategies can be negative under certain market conditions. Refer to Volume 7: FIX Usage by Product <460> for asset classes that support negative price values.

Float field (see definition of "float" above) representing a price offset, which can be mathematically added to a "Price <44>". Note the number of decimal places may vary and some fields such as LastForwardPoints <195> may be negative.

Float field (see definition of "float" above) capable of storing either a whole number (no decimal places) of "shares" (securities denominated in whole units) or a decimal value containing decimal places for non-share quantity asset classes (securities denominated in fractional units).

Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999"). Note that int values may contain leading zeros (e.g. "00023" = "23"). Examples: 723 in field 21 would be mapped int as |21=723|, -723 in field 12 would be mapped int as |12=-723|.

Int field (see definition of "int" above) representing the length in bytes. Value must be positive.

Int field (see definition of "int" above) representing the number of entries in a repeating group. Value must be positive.

Int field (see definition of "int" above) representing a message sequence number. Value must be positive.

Int field (see definition of "int" above) representing a field's tag number when using FIX "Tag=Value" syntax. Value must be positive and may not contain leading zeros.

Alpha-numeric free format strings, can include any character or punctuation except the delimiter. All char fields are case sensitive (i.e. morstatt != Morstatt).

String field (see definition of "String" above) representing a country using ISO 3166 Country <421> code (2 character) values.

String field (see definition of "String" above) representing a currency type using ISO 4217 Currency <15> code (3 character) values.

String field (see definition of "String" above) representing a market or exchange using ISO 10383 Market Identifier Code (MIC).

Date of Local Market (vs. UTC) in YYYYMMDD format. Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31.

String field representing month of a year in YYYYMM format. Valid values: YYYY = 0000-9999, MM = 01-12.

String field (see definition of "String" above) containing one or more space delimited values.

Date represented in UTC (Universal Time Coordinated, also known as "GMT") in YYYYMMDD format. Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31.

Time-only represented in UTC (Universal Time Coordinated, also known as "GMT") in either HH:MM:SS (whole seconds) or HH:MM:SS.sss (milliseconds) format, colons, and period required. Valid values: HH = 00-23, MM = 00-59, SS = 00-5960 (60 only if UTC leap second) (without milliseconds). HH = 00-23, MM = 00-59, SS = 00-5960 (60 only if UTC leap second),. sss=000-999 (indicating milliseconds).

Time/date combination represented in UTC (Universal Time Coordinated, also known as "GMT") in either YYYYMMDD-HH:MM:SS (whole seconds) or YYYYMMDD-HH:MM:SS.sss (milliseconds) format, colons, dash, and period required. Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-5960 (60 only if UTC leap second) (without milliseconds). YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-5960 (60 only if UTC leap second), sss=000-999 (indicating milliseconds). Leap Seconds: Note that UTC includes corrections for leap seconds, which are inserted to account for slowing of the rotation of the earth. Leap second insertion is declared by the International Earth Rotation Service (IERS) and has, since 1972, only occurred on the night of Dec. 31 or Jun 30. The IERS considers March 31 and September 30 as secondary dates for leap second insertion, but has never utilized these dates. During a leap second insertion, a UTCTimestamp field may read "19981231-23:59:59", "19981231-23:59:60", "19990101-00:00:00". (see http://tycho.usno.navy. mil/leapsec.html)