Type: int
Trading / Regulatory timestamp type.
Note of applicability: Values are required in US futures markets by the CFTC to support computerized trade reconstruction, and required by MiFID II / MiFIR for transaction reporting and publication.
(see Volume : “Glossary” for value definitions)
Added in protocol FIX.4.4
See in: FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2.
Valid values
| Value | Description | Added |
|---|---|---|
| 1 | Execution time | FIX.4.4 |
| 10 | Order submission time | FIX.5.0SP2 (161) |
| 11 | Publicly reported | FIX.5.0SP2 (161) |
| 12 | Public report updated | FIX.5.0SP2 (161) |
| 13 | Non-publicly reported | FIX.5.0SP2 (161) |
| 14 | Non-public report updated | FIX.5.0SP2 (161) |
| 15 | Submitted for confirmation | FIX.5.0SP2 (161) |
| 16 | Updated for confirmation | FIX.5.0SP2 (161) |
| 17 | Confirmed | FIX.5.0SP2 (161) |
| 18 | Updated for clearing | FIX.5.0SP2 (161) |
| 19 | Cleared | FIX.5.0SP2 (161) |
| 2 | Time in | FIX.4.4 |
| 20 | Allocations submitted | FIX.5.0SP2 (161) |
| 21 | Allocations updated | FIX.5.0SP2 (161) |
| 22 | Allocations completed | FIX.5.0SP2 (161) |
| 23 | Submitted to repository | FIX.5.0SP2 (161) |
| 24 | Post-trade continuation event | FIX.5.0SP2 (179) |
| 25 | Post-trade valuation | FIX.5.0SP2 (192) |
| 26 | Previous time priority | FIX.5.0SP2 (223) |
| 3 | Time out | FIX.4.4 |
| 4 | Broker receipt | FIX.4.4 |
| 5 | Broker execution | FIX.4.4 |
| 6 | Desk receipt | FIX.4.4 (9) |
| 7 | Submission to clearing | FIX.5.0SP1 (77) |
| 8 | Time priority | FIX.5.0SP2 (101) |
| 9 | Orderbook entry time | FIX.5.0SP2 (131) |