At this time the available tag numbers in the user defined range of 5000 to 9999 have all been allocated. In December 2009 the Global Technical Committee Governance Board approved the use of tag numbers in the 20000 to 39999 range for use as user defined tags to be used bilaterally between parties. These tags do not need to be registered. The GTC Governance Board is working on a long term solution.
User fields in the range 8500-8999 are currently reserved for work-in-progress in China.
| Tag | Field / FIX MsgTypes / Description | Created by |
|---|
|
| 8000 | ShortSaleRestriction
Instrument component
Same as tag 1687 (int datatype). To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions.
Indicates whether a restriction applies to short selling a security.
Valid values:
0 = No restrictions
1 = Security is not shortable
2 = Security not shortable at or below the best bid |
FIX Protocol Ltd.
12/9/2010 |
| 8001 | ShortSaleExemptionReason
D, E, G, 8
Same as tag 1688 (int datatype). To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions.
Indicates the reason a short sale order is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.).
Valid values:
0 = Exemption Reason Unknown
1 = Incoming Short Sale Exempt
2 = Above National Best Bid (Broker Dealer Provision)
3 = Delayed Delivery
4 = Odd-Lot
5 = Domestic Arbitrage
6 = International Arbitrage
7 = Underwriter or Syndicate Distribution
8 = Riskless Principal
9 = VWAP
|
FIX Protocol Ltd.
12/9/2010 |
| 8002 | LegShortSaleExemptionReason
(see description)
Same as tag 1689 (int datatype). To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions.
Use in LegOrdGrp, InstrmtLegExecGrp, TrdInstrmtLegGrp components.
Indicates the reason a short sale is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.)
Uses same values as ShortSaleExemptionReason.
|
FIX Protocol Ltd.
12/9/2010 |
| 8003 | SideShortSaleExemptionReason
TrdCapRptSideGrp
Same as tag 1690 (int datatype). To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions.
Indicates the reason a short sale is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.)
Uses same values as ShortSaleExemptionReason.
|
FIX Protocol Ltd.
12/9/2010 |
| 8004 | CustodialLotID
(see description)
String datatype. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions.
An opaque identifier used to communicate the custodian’s identifier for the lot. It is expected that this information would be provided by the custodian as part of a reconciliation process that occurs before trading.
Used in AllocAckGrp, AllocGrp, PreAllocGrp, PreAllocMlegGrp, TrdAllocGrp
|
FIX Protocol Ltd.
12/9/2010 |
| 8005 | CurrentCostBasis
(see description)
Amt datatype. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions.
The amount that the current shares are worth. If this lot was liquidated, the total gain/loss for a trade is equal to the trade amount minus the current cost basis.
Used in AllocAckGrp, AllocGrp, PreAllocGrp, PreAllocMlegGrp, TrdAllocGrp
|
FIX Protocol Ltd.
12/9/2010 |
| 8006 | LegCustodialLotID
LegPreAllocGrp
String datatype. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions.
An opaque identifier used to communicate the custodian’s identifier for the lot. It is expected that this information would be provided by the custodian as part of a reconciliation process that occurs before trading. |
FIX Protocol Ltd.
12/9/2010 |
| 8007 | LegVSPDate
LegPreAllocGrp
LocalMktDate datatype. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions.
The Versus Purchase Date used to identify the lot in situations where a custodial lot identifier is not available. |
FIX Protocol Ltd.
12/9/2010 |
| 8008 | LegVSPPrice
LegPreAllocGrp
Price datatype. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions.
The Versus Purchase Price used to identify the lot in situations where a custodial lot identifier is not available.The value should be calculated based on current cost basis / quantity held. |
FIX Protocol Ltd.
12/9/2010 |
| 8009 | LegCurrentCostBasis
LegPreAllocGrp
Amt datatype. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions.
The amount that the current shares are worth. If this lot was liquidated, the total gain/loss for a trade is equal to the trade amount minus the current cost basis. |
FIX Protocol Ltd.
12/9/2010 |
| 8010 | LastLiquidityInd
8
Same as LastLiqudityInd, tag 851, in FIX 4.4 and above. To be used by implementations that cannot support tag 851 in FIX 4.3 and below. |
FIX Protocol, Ltd.
5/27/2011 |
| 8011 | EventTimeUnit
EvntGrp Component
String datatype. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions. Time unit associated with the event. If present EventTimePeriod must also appear and EventDate and EventTime may be omitted.
Valid Values:
H – Hour
Min – Minute
S – Second
D – Day
Wk – Week
Mo – Month
Yr - Year
Added to the repeating group after EventTime. |
FIX Protocol, Ltd.
3/24/2011 |
| 8012 | EventTimePeriod
EvntGrp component
Int datatype. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions. Time unit multiplier for the event. If present EventTimeUnit must also appear and EventDate and EventTime may be omitted.
Added to the repeating group after EventTimeUnit.
|
FIX Protocol, Ltd.
3/24/2011 |
@FIXProtocol
