FIX Protocol | Financial Information Exchange protocol (FIX)

Used In

Description

Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID <37> field to assure uniqueness across days.

Used In

• Execution Report <8>

• Order Cancel Reject <9>

• Multileg Order Cancel/Replace <AC>

• Trade Capture Report Request <AD>

• Trade Capture Report <AE>

• Confirmation <AK>

• Allocation Report <AS>

• Collateral Request <AX>

• Collateral Assignment <AY>

• Collateral Response <AZ>

• Collateral Report <BA>

• Collateral Inquiry <BB>

• Collateral Inquiry Ack <BG>

• Confirmation Request <BH>

• Email <C>

• Order Cancel Request <F>

• Order Cancel/Replace Request <G>

• Order Status Request <H>

• Allocation Instruction <J>

• Don't Know Trade <Q>

• Order Mass Cancel Report <r>

• Cross Order Cancel/Replace Request <t>

• Cross Order Cancel Request <u>

• Market Data - Snapshot/Full Refresh <W>

• Market Data - Incremental Refresh <X>

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