FIX Message

Message Format

Important CommonTags (BuySide - SellSide)

• 8: BeginString (FIX version)

• 49: SenderCompID (Identifier of the sender)

• 56: TargetCompID (Identifier of the target)

• 34: MsgSeqNum (Message sequence number)

• 52: SendingTime (Time of message transmission)

• 11: ClOrdID (Client order ID)

• 21: HandlInst (Handling instruction) 

   1 = Automated execution order, private, no Broker intervention
2 = Automated execution order, public, Broker intervention OK
3 = Manual order, best execution

• 40: OrdType (Order type, '1' for Market '2' for Limit '3' for Stop, '4' for Stop Limit)

• 44: Price (Limit price)

• 54: Side (Side of order, '1' for Buy, '2' for Sell, '3' for Short Sell)

• 38: OrderQty (Order quantity)

• 55: Symbol (IBM for Equities, Futures symbol, e.g., 'ES' for S&P 500 E-mini)

• 167: SecurityType (Security type, 'FUT' for Futures)

Important Tags (BuySide)

• 35: MsgType ('D' for New Order Single, 'G' for Cancel Replace Request, 'F' for Cancel Request)

• 41: OrgClOrdID

Important Tags (SellSide)

• 17: ExecId

• 19: ExecRefId

• 37: OrderId

• 39: OrdStatus

• 6: AvgPx

• 14: CumQty

• 31: LastPx

• 32: LastQty

• 150: ExecType

• 151: LeavesQty

Repeating Groups

Sequence Numbers

Possible Resends

Possible Duplicates