FIX Protocol | Financial Information Exchange protocol (FIX)

Used In

Description

Number of underlying legs that make up the security.

Used In

• IOI <6>

• Advertisement <7>

• Execution Report <8>

• Quote Status Request <a>

• New Order Multileg <AB>

• Multileg Order Cancel/Replace <AC>

• Trade Capture Report Request <AD>

• Trade Capture Report <AE>

• Quote Request Reject <AG>

• RFQ Request <AH>

• Quote Status Report <AI>

• Quote Response <AJ>

• Confirmation <AK>

• Position Maintenance Request <AL>

• Position Maintenance Report <AM>

• Request For Positions <AN>

• Request for Positions Ack <AO>

• Position Report <AP>

• Trade Capture Report Request Ack <AQ>

• Allocation Report <AS>

• Assignment Report <AW>

• Collateral Request <AX>

• Collateral Assignment <AY>

• Collateral Response <AZ>

• News <B>

• Collateral Report <BA>

• Collateral Inquiry <BB>

• Collateral Inquiry Ack <BG>

• Security Definition Request <c>

• Email <C>

• Security Definition <d>

• New Order Single <D>

• Security Status Request <e>

• New Order List <E>

• Security Status <f>

• Order Cancel Request <F>

• Order Cancel/Replace Request <G>

• Order Status Request <H>

• Allocation Instruction <J>

• List Strike Price <m>

• Don't Know Trade <Q>

• Quote Request <R>

• New Order Cross <s>

• Quote <S>

• Cross Order Cancel/Replace Request <t>

• Cross Order Cancel Request <u>

• Market Data Request <V>

• Market Data - Snapshot/Full Refresh <W>

• Security List Request <x>

• Market Data - Incremental Refresh <X>

• Security List <y>

• Quote Cancel <Z>

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