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FIX Dictionary/FIX.4.4

Data Types – FIX Protocol FIX.4.4

Name Base Type Description Added
char
 Single character value, can include any alphanumeric character or punctuation except the delimiter. All char fields are case sensitive (i.e. m != M). FIX.2.7
Boolean
 char char field containing one of two values:
‘Y’ = True/Yes
‘N’ = False/No		 FIX.4.2
float
 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” = “23.”).
Note that fields which are derived from float may contain negative values unless explicitly specified otherwise.		 FIX.2.7
Amt
 float float field typically representing a Price times a Qty FIX.4.2
Price
 float float field representing a price. Note the number of decimal places may vary. For certain asset classes prices may be negative values. For example, prices for options strategies can be negative under certain market conditions. Refer to Volume 7: FIX Usage by Product for asset classes that support negative price values. FIX.4.2
PriceOffset
 float float field representing a price offset, which can be mathematically added to a “Price”. Note the number of decimal places may vary and some fields such as LastForwardPoints may be negative. FIX.4.2
Qty
 float float field 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). FIX.4.2
Percentage
 float float field representing a percentage (e.g. 0.05 represents 5% and 0.9525 represents 95.25%). Note the number of decimal places may vary. FIX.4.3
int
 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|
The following data types are based on int. 		FIX.2.7
DayOfMonth
 int int field representing a day during a particular monthy (values 1 to 31). FIX.4.1
Length
 int int field representing the length in bytes. Value must be positive. FIX.4.3
NumInGroup
 int int field representing the number of entries in a repeating group. Value must be positive. FIX.4.3
SeqNum
 int int field representing a message sequence number. Value must be positive. FIX.4.3
TagNum
 int int field representing a field’s tag number when using FIX “Tag=Value” syntax. Value must be positive and may not contain leading zeros. FIX.4.3
String
 Alpha-numeric free format strings, can include any character or punctuation except the delimiter. All String fields are case sensitive (i.e. morstatt != Morstatt). FIX.4.2
data
 String 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”. FIX.2.7
MonthYear
 String string field representing month of a year. An optional day of the month can be appended or an optional week code.
Valid formats:
YYYYMM
YYYYMMDD
YYYYMMWW
Valid values:
YYYY = 0000-9999; MM = 01-12; DD = 01-31; WW = w1, w2, w3, w4, w5.		 FIX.4.1
Currency
 String string field representing a currency type using ISO 4217 Currency code (3 character) values (see Appendix 6-A). FIX.4.2
Exchange
 String string field representing a market or exchange using ISO 10383 Market Identifier Code (MIC) values (see Appendix 6-C). FIX.4.2
LocalMktDate
 String string field represening a Date of Local Market (as oppose to UTC) in YYYYMMDD format. This is the “normal” date field used by the FIX Protocol.
Valid values:
YYYY = 0000-9999, MM = 01-12, DD = 01-31.		 FIX.4.2
MultipleValueString
 String string field containing one or more space delimited multiple character values. FIX.4.2
UTCTimeOnly
 String string field representing 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. This special-purpose field is paired with UTCDateOnly to form a proper UTCTimestamp for bandwidth-sensitive messages.
Valid values:
HH = 00-23, MM = 00-60 (60 only if UTC leap second), SS = 00-59. (without milliseconds)
HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second), sss=000-999 (indicating milliseconds).		 FIX.4.2
UTCTimestamp
 String string field representing 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 = 00-60 (60 only if UTC leap second) (without milliseconds).
* YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-60 (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)		 FIX.4.2
Country
 String string field representing a country using ISO 3166 Country code (2 character) values (see Appendix 6-B). FIX.4.4
MultipleCharValue
 String string field containing one or more space delimited single character values (e.g. |18=2 A F| ). FIX.4.4
UTCDateOnly
 String string field representing Date represented in UTC (Universal Time Coordinated, also known as “GMT”) in YYYYMMDD format. This special-purpose field is paired with UTCTimeOnly to form a proper UTCTimestamp for bandwidth-sensitive messages.
Valid values:
YYYY = 0000-9999, MM = 01-12, DD = 01-31.		 FIX.4.4