FIX Protocol Tags and Order Lifecycle

Vocabulary flashcards covering FIX protocol message types, tags, order states, lifecycle sequences, and support investigation procedures.

35

MsgType

35=D

New Order Single

35=8

Execution Report

35=F

Order Cancel Request

35=G

Order Cancel Replace Request

35=9

Order Cancel Reject

35=A

Logon

35=5

Logout

35=0

Heartbeat

35=1

Test Request

35=2

Resend Request

11

Client Order ID (ClOrdID)

37

Broker/Exchange Order ID (OrderID)

17

Execution Report ID

41 OrigClOrdID

Previous Client Order ID for Cancel/Replace

55

Ticker Symbol

48

SecurityID

22

SecurityIDSource

207

SecurityExchange

Side of order

54=1 Buy, 54=2 Sell, 54=5 Sell Short.

38

Order Quantity

44

Price

Order Type

40=1 Market, 40=2 Limit, 40=3 Stop, 40=4 Stop Limit.

TimeInForce

59=0 Day, 59=1 GTC (Good Till Cancelled), 59=3 IOC (Immediate Or Cancel), 59=4 FOK (Fill Or Kill), 59=6 GTD (Good Till Date).

Order Status

39=0 New, 39=1 Partially Filled, 39=2 Filled, 39=4 Cancelled, 39=8 Rejected, 39=C Expired.

Execution Type

150=0 New, 150=1 Partial Fill, 150=2 Fill, 150=4 Cancelled, 150=5 Replaced, 150=8 Rejected, 150=C Expired.

31

Price of Latest Fill

32

Quantity of Latest Fill (LastQty)

14

Total Filled Quantity (CumQty)

151

Remaining Quantity

6

Average Fill Price

58

Text

103

Order Reject Reason

102

Cancel Reject Reason

60

Transaction Time

75

TradeDate

64

Settlement date

1

Account identifier.

528

Order Capacity

49

SenderCompID

56

TargetCompID

34

Message Sequence Number

52

SendingTime

Legacy Execution Report Type

20=0 New Report, 20=1 Cancel Report, 20=2 Correct Report, 20=3 Status Report.

Acknowledgement (Order Lifecycle)

Represented by FIX tags 35=8, 150=0, 39=0.

Partial Fill (Order Lifecycle)

Represented by FIX tags 35=8, 150=1, 39=1.

Full Fill (Order Lifecycle)

Represented by FIX tags 35=8, 150=2, 39=2.

Cancel Confirmation (Order Lifecycle)

Represented by FIX tags 35=8, 150=4, 39=4.

Replace Confirmation

Represented by FIX tags 35=8, 150=5.

Reject (Order Lifecycle)

Represented by FIX tags 35=8, 150=8, 39=8.

Support Investigation Order

Check 35 → Check 11/37 → Check 150 → Check 39 → Check 14/151 → Check 58