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FIX 4.2 : Indication of Interest <6> message

Structure | Related Messages

Description

Indication of interest messages market merchandise which the broker is buying or selling in either a proprietary or agency capacity. The indications can be time bound with a specific expiration value. Indications are distributed with the understanding that other firms may react to the message first and that the merchandise may no longer be available due to prior trade.

Indication messages can be transmitted in various transaction types; NEW, CANCEL, and REPLACE. All message types other than NEW modify the state of the message identified in IOIRefID <26>.

Structure

Tag Field Name Req'd Comments
<MessageHeader> Y MsgType <35> = 6
23 IOIid Y
28 IOITransType Y
26 IOIRefID N

Required for Cancel and Replace IOITransType <28> messages

55 Symbol Y
65 SymbolSfx N
48 SecurityID N
22 IDSource N
167 SecurityType N

Must be specified if a Future or Option. If a Future: Symbol <55>, SecurityType <167>, and MaturityMonthYear <200> are required. If an Option: Symbol <55>, SecurityType <167>, MaturityMonthYear <200>, PutOrCall <201>, and StrikePrice <202> are required.

200 MaturityMonthYear N

Specifiesthe month and year of maturity. Required if MaturityDay <205> is specified.

205 MaturityDay N

Can be used in conjunction with MaturityMonthYear <200> to specify a particular maturity date.

201 PutOrCall N

For Options.

202 StrikePrice N

For Options.

206 OptAttribute N

For Options.

231 ContractMultiplier N

For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.

223 CouponRate N

For Fixed Income.

207 SecurityExchange N

Can be used to identify the security.

106 Issuer N
348 EncodedIssuerLen N

Must be set if EncodedIssuer <349> field is specified and must immediately precede it.

349 EncodedIssuer N

Encoded (non-ASCII characters) representation of the Issuer <106> field in the encoded format specified via the MessageEncoding <347> field.

107 SecurityDesc N
350 EncodedSecurityDescLen N

Must be set if EncodedSecurityDesc <351> field is specified and must immediately precede it.

351 EncodedSecurityDesc N

Encoded (non-ASCII characters) representation of the SecurityDesc <107> field in the encoded format specified via the MessageEncoding <347> field.

54 Side Y

Side of Indication

Valid values:

1 = Buy

2 = Sell

7 = Undisclosed (for IOIs)

27 IOIShares Y
44 Price N
15 Currency N
62 ValidUntilTime N
25 IOIQltyInd N
130 IOINaturalFlag N
199 NoIOIQualifiers N

Required if any IOIQualifiers are specified. Indicates the number of repeating IOIQualifiers.

=> 104 IOIQualifier N

Required if NoIOIQualifiers <199> > 0

58 Text N
354 EncodedTextLen N

Must be set if EncodedText <355> field is specified and must immediately precede it.

355 EncodedText N

Encoded (non-ASCII characters) representation of the Text <58> field in the encoded format specified via the MessageEncoding <347> field.

60 TransactTime N
149 URLLink N

A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html)

215 NoRoutingIDs N

Required if any RoutingType <216> and RoutingIDs are specified. Indicates the number within repeating group.

=> 216 RoutingType N

Indicates type of RoutingID <217>. Required if NoRoutingIDs <215> is > 0.

=> 217 RoutingID N

Identifies routing destination. Required if NoRoutingIDs <215> is > 0.

218 SpreadToBenchmark N

For Fixed Income

219 Benchmark N

For Fixed Income

<MessageTrailer> Y  

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