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) |