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IOI <6> message – FIX 5.0 – FIX Dictionary

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FIX 5.0 : IOI <6> message

Structure | Related Messages

Description

Indication of interest messages are used to 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
Component Block - <Instrument> Y Insert here the set of <Instrument> (symbology) fields
Component Block - <Parties> N Insert here the set of <Parties> (firm identification) fields
Component Block - <FinancingDetails> N Insert here the set of <FinancingDetails> fields
Component Block - <UndInstrmtGrp> N Number of underlyings
54 Side Y

Side of Indication

Valid values:

1 = Buy

2 = Sell

7 = Undisclosed (for IOIs)

B = As Defined (for multilegs)

C = Opposite (for multilegs)
854 QtyType N
Component Block - <OrderQtyData> N

Insert here the set of <OrderQtyData> fields

The value zero is used if NoLegs <555> repeating group is used

Applicable if needed to express CashOrder Qty <152>
27 IOIQty Y The value zero is used if NoLegs <555> repeating group is used
15 Currency N
Component Block - <Stipulations> N Insert here the set of <Stipulations> fields
Component Block - <InstrmtLegIOIGrp> N Required for multileg IOIs
423 PriceType N
44 Price N
62 ValidUntilTime N
25 IOIQltyInd N
130 IOINaturalFlag N
Component Block - <IOIQualGrp> N Required if any IOIQualifiers are specified. Indicates the number of repeating IOIQualifiers.
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. https://en.wikipedia.org/wiki/URL)
Component Block - <RoutingGrp> N Required if any RoutingType <216> and RoutingIDs <217> are specified. Indicates the number within repeating group.
Component Block - <SpreadOrBenchmarkCurveData> N Insert here the set of <SpreadOrBenchmarkCurveData> (Fixed Income spread or benchmark curve) fields
Component Block - <YieldData> N
<MessageTrailer> Y

 

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