Type: int
Traded / Regulatory timestamp type
Note of Applicability: values are required in US futures markets by the CFTC to support computerized trade reconstruction.
(see Volume : “Glossary” for value definitions)
Added in protocol FIX.4.4
See in: FIX.5.0, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.
Valid values
| Value | Description | Added |
|---|---|---|
| 1 | Execution Time | FIX.4.4 |
| 2 | Time In | FIX.4.4 |
| 3 | Time Out | FIX.4.4 |
| 4 | Broker Receipt | FIX.4.4 |
| 5 | Broker Execution | FIX.4.4 |