An updated display of these docs is available here. The content is the same in both documents.
FIX trade specification details the tags and values along with description of values for each trade field for processing incoming trades from OMS clients. Clear Street currently utilizes FIX 4.2 format.
A FIX session is defined as a unique combination of a BeginString (the FIX version number 4.2), a SenderCompID (OMS Client ID as defined by Clear Street), and a TargetCompID (Clear Street's ID CLST). A SessionQualifier can also be used to disambiguate otherwise identical sessions.
A FIX session has an active time period during which all data is transmitted. Clear Street currently accepts connections between 5 AM EST to 9 PM EST on all business days.
A Logon message (Tag 35=A) must be sent to Clear Street on every business day to indicate the begining of activity and a Logout message (Tag 35=5)must be sent to Clear Street indicating end of activity for that day.
Clear Street also recommends exchange of heartbeats every 30 seconds by sending a message with tag 35=0.
Clear Street expects every message sent to have a unique continuous sequence number as part of message with tag 34=. If there are any gaps in sequence numbers, a sequence reset message will sent to OMS client with tag 34=4.
All trade messages must have tag 35=8 indicating that each message is an execution report. Please note that we have added few custom tags starting with 9001 to allow clients to send specific information needed for trades to be processed at our end. These tags are listed as part of the inbound specification.
This trade type is used to facilitate average-price workflows, i.e. averaging many trades for a customer and allocating it to them as a single trade.
| Name | FIX Tag | Allowable Values | Type | Length | Required? | Description | Example |
|---|---|---|---|---|---|---|---|
Execution Transaction Type |
20 |
0 1 |
Integer |
1 |
R |
0-New 1-Cancel |
0 |
Trade Type |
9001 |
A |
String |
1 |
R |
A-Allocation |
A |
Account ID |
1 |
Integer |
6 |
R |
Clear Street provided account id | 100000 |
|
Behalf Of Account ID |
109 |
Integer |
6 |
O |
Clear Street provided account ID if this trade is on behalf of another account | 100001 |
|
Branch Office |
9003 |
String |
O |
Branch office for this trade | BRANCHOFFICE |
||
Trade ID |
17 |
String |
R |
Unique Trade ID for this trade. Must be unique across days | 1234567890ABC |
||
Cancel Trade ID |
9009 |
String |
CR |
Original trade ID to cancel; Required for all Cancel trades | ABC12345 |
||
Trade Date |
75 |
Integer |
8 |
R |
Trade Date in YYYYMMDD format |
20201102 |
|
Instrument Identifier Type |
22 |
1 2 4 8 |
Integer |
1 |
CR |
1-CUSIP 2-SEDOL 4-ISIN 8-TICKER Required unless the instrument is an Option and tags 167, 55, 200, 201, 202, and 205 are provided. (If tags 22 and 48 are provided, they will always be used with priority, and tags 55,167, 200, 201, 202, and 205 will be ignored) |
8 |
Instrument Identifier |
48 |
String |
CR |
Instrument Identifier based on tag 22 Required unless the instrument is an Option and tags 167, 55, 200, 201, 202, and 205 are provided. (If tags 22 and 48 are provided, they will always be used with priority, and tags 55,167, 200, 201, 202, and 205 will be ignored) | AAPL |
||
Security Type |
167 |
String |
CR |
Indicates type of security. Required for Options where tags 22 or 48 are not provided. (If tags 22 and 48 are provided, they will always be used with priority, and tags 55,167, 200, 201, 202, and 205 will be ignored) | OPT |
||
Symbol |
55 |
String |
6 |
CR |
Ticker symbol. Required for Options where tags 22 or 48 are not provided. (If tags 22 and 48 are provided, they will always be used with priority, and tags 55,167, 200, 201, 202, and 205 will be ignored) | SPY |
|
Maturity Month Year |
200 |
Integer |
6 |
CR |
Month and year of the maturity for an Option. Maturity Month Year in format YYYYMM. Required for Options where tags 22 or 48 are not provided. (If tags 22 and 48 are provided, they will always be used with priority, and tags 55,167, 200, 201, 202, and 205 will be ignored) |
202107 |
|
Put Or Call |
201 |
0 1 |
Integer |
1 |
CR |
Indicates whether an Option is for a put or a call 0 = Put 1 = Call Required for Options where tags 22 or 48 are not provided. (If tags 22 and 48 are provided, they will always be used with priority, and tags 55,167, 200, 201, 202, and 205 will be ignored) |
1 |
Strike Price |
202 |
Decimal |
8 |
CR |
Strike Price for an Option. Required for Options where tags 22 or 48 are not provided. (If tags 22 and 48 are provided, they will always be used with priority, and tags 55,167, 200, 201, 202, and 205 will be ignored) | 100.50 |
|
Maturity Day |
205 |
Integer |
2 |
CR |
To be used in conjunction with Maturity Month Year 200 to specify a particular maturity date for an Option. Required for Options where tags 22 or 48 are not provided. (If tags 22 and 48 are provided, they will always be used with priority, and tags 55,167, 200, 201, 202, and 205 will be ignored) |
30 |
|
Instrument Country |
421 |
String |
3 |
R* |
ISO 3166 alpha-3 country code where the instrument trades. Always required unless tag 22 instrument.identifier_type = 2 sedol (will be ignored in this case) |
USA |
|
Instrument Currency |
15 |
String |
3 |
R* |
ISO 4217 alpha-3 currency code in which the instrument trades. Always required unless tag 22 instrument.identifier_type = 2 sedol (will be ignored in this case) |
USD |
|
Price |
31 |
Decimal |
R |
The price of the trade | 120.12 |
||
Quantity |
32 |
Decimal |
R |
The quantity of the trade (supports fractional quantities) | 2 |
||
Registered Rep |
9002 |
String |
O |
Registered rep on this trade | REGREP |
||
Side |
54 |
1 2 5 6 |
Integer |
1 |
R |
1-Buy 2-Sell 5-Sell Short 6-Sell Exempt |
1 |
Position Type |
77 |
C O |
String |
1 |
O |
C-Close O-Open |
O |
Settlement Currency |
120 |
String |
3 |
O |
ISO 4217 alpha-3 currency code in which the instrument trades | USD |
|
Settlement Date Type |
63 |
0 7 |
Integer |
1 |
R |
0-Regular 7-When_Issued |
0 |
Settlement Date |
64 |
Integer |
8 |
CR |
Defaults to 99991231 for when issued trades and not required for when issued trades. Settlement date in YYYYMMDD format |
20201104 |
|
Solicited |
325 |
F T |
String |
1 |
O |
F-Solicited T-Not Solicited |
T |
Trade Execution Time |
60 |
UTCTimestamp |
R |
Timestamp of when the trade occurred in YYYYMMDD-HH:MM:SS.sss | 20201021-13:42:34.123 |
||
Capacity |
47 |
A M P R |
String |
1 |
R |
A-Agency M-Mixed P-Principal R-Riskless Principal |
P |
Executing MPID |
76 |
String |
4 |
O |
Executing party's MPID if allocating an away execution to Clear Street | ANON |
|
Contra Side Qualifier |
9004 |
5 6 |
Integer |
CR |
5-Sell Short 6-Sell Exempt |
5 |
|
Commission |
12 |
Decimal |
O |
Commission charged or paid | 0.12 |
||
Accrued Interest Amount |
159 |
Decimal |
O |
for fixed income securities, the portion of a future interest payment that the buyer must pay the seller | 1100.50 |
||
Target Account ID |
79 |
Integer |
6 |
R |
Clear Street provided account ID | 100000 |
|
Omit SEC Fee |
9005 |
F T |
String |
1 |
O |
True if SEC fees should not be applied | T |
Omit TAF Fee |
9006 |
F T |
String |
1 |
O |
True if TAF fees should not be applied | T |
Order ID |
37 |
String |
O |
Order ID to link all the executions in the average price account | 123456 |
||
Last Liquidity Indicator |
851 |
1 2 3 4 |
Integer |
O |
1 - Added Liquidity 2 - Removed Liquidity 3 - Liquidity Routed Out 4 - Netted Liquidity |
1 |
|
Trade Liquidity Indicator |
9730 |
String |
O |
The liquidity indicator as provided by the exchange; used to specify what effect an order has had on the liquidity of the book and to determine resulting trading costs | A |
8=FIX.4.2�9=253�35=8�49=OMS_CLIENT�56=00009132�34=129143�52=20201021-21:42:34�20=0�9001=A�1=100078�17=CLIENT_TRADE_ID�75=20201021�22=4�48=US70450Y1038�421=USA�15=USD�31=000213.480000�32=00000002987�54=2�63=0�64=20201023�60=20201021-13:42:34.123�47=A�76=ABCD�79=100017�10=180�
This trade type represents a customer executing away from Clear Street LLC. For example, direct customer of CLST routes order for execution to Goldman.
| Name | FIX Tag | Allowable Values | Type | Length | Required? | Description | Example |
|---|---|---|---|---|---|---|---|
Execution Transaction Type |
20 |
0 1 |
Integer |
1 |
R |
0-New 1-Cancel |
0 |
Trade Type |
9001 |
W |
String |
1 |
R |
W-Away |
W |
Account ID |
1 |
Integer |
6 |
R |
Clear Street provided account id | 100000 |
|
Behalf Of Account ID |
109 |
Integer |
6 |
O |
Clear Street provided account ID if this trade is on behalf of another account | 100001 |
|
Branch Office |
9003 |
String |
O |
Branch office for this trade | BRANCHOFFICE |
||
Trade ID |
17 |
String |
R |
Unique Trade ID for this trade. Must be unique across days | 1234567890ABC |
||
Cancel Trade ID |
9009 |
String |
CR |
Original trade ID to cancel; Required for all Cancel trades | ABC12345 |
||
Trade Date |
75 |
Integer |
8 |
R |
Trade Date in YYYYMMDD format |
20201102 |
|
Instrument Identifier Type |
22 |
1 2 4 8 |
Integer |
1 |
CR |
1-CUSIP 2-SEDOL 4-ISIN 8-TICKER Required unless the instrument is an Option and tags 167, 55, 200, 201, 202, and 205 are provided. (If tags 22 and 48 are provided, they will always be used with priority, and tags 55,167, 200, 201, 202, and 205 will be ignored) |
8 |
Instrument Identifier |
48 |
String |
CR |
Instrument Identifier based on tag 22 Required unless the instrument is an Option and tags 167, 55, 200, 201, 202, and 205 are provided. (If tags 22 and 48 are provided, they will always be used with priority, and tags 55,167, 200, 201, 202, and 205 will be ignored) | AAPL |
||
Security Type |
167 |
String |
CR |
Indicates type of security. Required for Options where tags 22 or 48 are not provided. (If tags 22 and 48 are provided, they will always be used with priority, and tags 55,167, 200, 201, 202, and 205 will be ignored) | OPT |
||
Symbol |
55 |
String |
6 |
CR |
Ticker symbol. Required for Options where tags 22 or 48 are not provided. (If tags 22 and 48 are provided, they will always be used with priority, and tags 55,167, 200, 201, 202, and 205 will be ignored) | SPY |
|
Maturity Month Year |
200 |
Integer |
6 |
CR |
Month and year of the maturity for an Option. Maturity Month Year in format YYYYMM. Required for Options where tags 22 or 48 are not provided. (If tags 22 and 48 are provided, they will always be used with priority, and tags 55,167, 200, 201, 202, and 205 will be ignored) |
202107 |
|
Put Or Call |
201 |
0 1 |
Integer |
1 |
CR |
Indicates whether an Option is for a put or a call 0 = Put 1 = Call Required for Options where tags 22 or 48 are not provided. (If tags 22 and 48 are provided, they will always be used with priority, and tags 55,167, 200, 201, 202, and 205 will be ignored) |
1 |
Strike Price |
202 |
Decimal |
8 |
CR |
Strike Price for an Option. Required for Options where tags 22 or 48 are not provided. (If tags 22 and 48 are provided, they will always be used with priority, and tags 55,167, 200, 201, 202, and 205 will be ignored) | 100.50 |
|
Maturity Day |
205 |
Integer |
2 |
CR |
To be used in conjunction with Maturity Month Year 200 to specify a particular maturity date for an Option. Required for Options where tags 22 or 48 are not provided. (If tags 22 and 48 are provided, they will always be used with priority, and tags 55,167, 200, 201, 202, and 205 will be ignored) |
30 |
|
Instrument Country |
421 |
String |
3 |
R* |
ISO 3166 alpha-3 country code where the instrument trades. Always required unless tag 22 instrument.identifier_type = 2 sedol (will be ignored in this case) |
USA |
|
Instrument Currency |
15 |
String |
3 |
R* |
ISO 4217 alpha-3 currency code in which the instrument trades. Always required unless tag 22 instrument.identifier_type = 2 sedol (will be ignored in this case) |
USD |
|
Price |
31 |
Decimal |
R |
The price of the trade | 120.12 |
||
Quantity |
32 |
Decimal |
R |
The quantity of the trade (supports fractional quantities) | 2 |
||
Registered Rep |
9002 |
String |
O |
Registered rep on this trade | REGREP |
||
Side |
54 |
1 2 5 6 |
Integer |
1 |
R |
1-Buy 2-Sell 5-Sell Short 6-Sell Exempt |
1 |
Position Type |
77 |
C O |
String |
1 |
O |
C-Close O-Open |
O |
Settlement Currency |
120 |
String |
3 |
O |
ISO 4217 alpha-3 currency code in which the instrument trades | USD |
|
Settlement Date Type |
63 |
0 7 |
Integer |
1 |
R |
0-Regular 7-When_Issued |
0 |
Settlement Date |
64 |
Integer |
8 |
CR |
Defaults to 99991231 for when issued trades and not required for when issued trades. Settlement date in YYYYMMDD format |
20201104 |
|
Solicited |
325 |
F T |
String |
1 |
O |
F-Solicited T-Not Solicited |
T |
Trade Execution Time |
60 |
UTCTimestamp |
R |
Timestamp of when the trade occurred in YYYYMMDD-HH:MM:SS.sss | 20201021-13:42:34.123 |
||
Capacity |
47 |
A M P R |
String |
1 |
R |
A-Agency M-Mixed P-Principal R-Riskless Principal |
P |
Contra Clearing Number |
440 |
Integer |
4 |
O |
Contra-party's clearing number, If not supplied the value will be derived from an internal MPID to clearing number mapping | 9132 |
|
Contra MPID |
375 |
String |
4 |
R |
Contra-party's MPID | CLST |
|
Executing MPID |
76 |
String |
4 |
R |
Executing party's MPID | ANON |
|
Contra Side Qualifier |
9004 |
5 6 |
Integer |
CR |
5-Sell Short 6-Sell Exempt |
5 |
|
MIC |
30 |
String |
4 |
O |
ISO 10383 Market Identifer Code for the exchange | NYSE |
|
Commission |
12 |
Decimal |
O |
Commission charged or paid | 0.12 |
||
Accrued Interest Amount |
159 |
Decimal |
O |
for fixed income securities, the portion of a future interest payment that the buyer must pay the seller | 1100.50 |
||
Omit SEC Fee |
9005 |
F T |
String |
1 |
O |
True if SEC fees should not be applied | T |
Omit TAF Fee |
9006 |
F T |
String |
1 |
O |
True if TAF fees should not be applied | T |
Locate ID |
9007 |
String |
O |
Locate ID obtained for a short sale | 123456 |
||
Locate Source |
9008 |
String |
O |
Firm supplying the locate (usually MPID) | CLST |
||
Order ID |
37 |
String |
O |
Order ID to link all the executions in the average price account | 123456 |
||
NSCC Clearing |
9010 |
agu contra corr corr_fees qsr |
String |
O |
agu contra corr corr_fees qsr |
qsr |
8=FIX.4.2�9=261�35=8�49=OMS_CLIENT�56=00009132�34=129145�52=20201021-21:42:34�20=0�9001=W�1=100078�17=CLIENT_TRADE_ID�75=20201021�22=4�48=US70450Y1038�421=USA�15=USD�31=000213.480000�32=00000002987�54=2�63=0�64=20201023�60=20201021-13:42:34.123�47=M�440=0295�375=ABCD�76=WXYZ�10=180�
This trade represents a trade between two trading entities. For example, trading firm XYZ buys 100 share of AAPL from trading firm ABC.
| Name | FIX Tag | Allowable Values | Type | Length | Required? | Description | Example |
|---|---|---|---|---|---|---|---|
Execution Transaction Type |
20 |
0 1 |
Integer |
1 |
R |
0-New 1-Cancel |
0 |
Trade Type |
9001 |
B |
String |
1 |
R |
B-Bilateral |
B |
Account ID |
1 |
Integer |
6 |
R |
Clear Street provided account id | 100000 |
|
Behalf Of Account ID |
109 |
Integer |
6 |
O |
Clear Street provided account ID if this trade is on behalf of another account | 100001 |
|
Branch Office |
9003 |
String |
O |
Branch office for this trade | BRANCHOFFICE |
||
Trade ID |
17 |
String |
R |
Unique Trade ID for this trade. Must be unique across days | 1234567890ABC |
||
Cancel Trade ID |
9009 |
String |
CR |
Original trade ID to cancel; Required for all Cancel trades | ABC12345 |
||
Trade Date |
75 |
Integer |
8 |
R |
Trade Date in YYYYMMDD format |
20201102 |
|
Instrument Identifier Type |
22 |
1 2 4 8 |
Integer |
1 |
CR |
1-CUSIP 2-SEDOL 4-ISIN 8-TICKER Required unless the instrument is an Option and tags 167, 55, 200, 201, 202, and 205 are provided. (If tags 22 and 48 are provided, they will always be used with priority, and tags 55,167, 200, 201, 202, and 205 will be ignored) |
8 |
Instrument Identifier |
48 |
String |
CR |
Instrument Identifier based on tag 22 Required unless the instrument is an Option and tags 167, 55, 200, 201, 202, and 205 are provided. (If tags 22 and 48 are provided, they will always be used with priority, and tags 55,167, 200, 201, 202, and 205 will be ignored) | AAPL |
||
Security Type |
167 |
String |
CR |
Indicates type of security. Required for Options where tags 22 or 48 are not provided. (If tags 22 and 48 are provided, they will always be used with priority, and tags 55,167, 200, 201, 202, and 205 will be ignored) | OPT |
||
Symbol |
55 |
String |
6 |
CR |
Ticker symbol. Required for Options where tags 22 or 48 are not provided. (If tags 22 and 48 are provided, they will always be used with priority, and tags 55,167, 200, 201, 202, and 205 will be ignored) | SPY |
|
Maturity Month Year |
200 |
Integer |
6 |
CR |
Month and year of the maturity for an Option. Maturity Month Year in format YYYYMM. Required for Options where tags 22 or 48 are not provided. (If tags 22 and 48 are provided, they will always be used with priority, and tags 55,167, 200, 201, 202, and 205 will be ignored) |
202107 |
|
Put Or Call |
201 |
0 1 |
Integer |
1 |
CR |
Indicates whether an Option is for a put or a call 0 = Put 1 = Call Required for Options where tags 22 or 48 are not provided. (If tags 22 and 48 are provided, they will always be used with priority, and tags 55,167, 200, 201, 202, and 205 will be ignored) |
1 |
Strike Price |
202 |
Decimal |
8 |
CR |
Strike Price for an Option. Required for Options where tags 22 or 48 are not provided. (If tags 22 and 48 are provided, they will always be used with priority, and tags 55,167, 200, 201, 202, and 205 will be ignored) | 100.50 |
|
Maturity Day |
205 |
Integer |
2 |
CR |
To be used in conjunction with Maturity Month Year 200 to specify a particular maturity date for an Option. Required for Options where tags 22 or 48 are not provided. (If tags 22 and 48 are provided, they will always be used with priority, and tags 55,167, 200, 201, 202, and 205 will be ignored) |
30 |
|
Instrument Country |
421 |
String |
3 |
R* |
ISO 3166 alpha-3 country code where the instrument trades. Always required unless tag 22 instrument.identifier_type = 2 sedol (will be ignored in this case) |
USA |
|
Instrument Currency |
15 |
String |
3 |
R* |
ISO 4217 alpha-3 currency code in which the instrument trades. Always required unless tag 22 instrument.identifier_type = 2 sedol (will be ignored in this case) |
USD |
|
Price |
31 |
Decimal |
R |
The price of the trade | 120.12 |
||
Quantity |
32 |
Decimal |
R |
The quantity of the trade (supports fractional quantities) | 2 |
||
Registered Rep |
9002 |
String |
O |
Registered rep on this trade | REGREP |
||
Side |
54 |
1 2 5 6 |
Integer |
1 |
R |
1-Buy 2-Sell 5-Sell Short 6-Sell Exempt |
1 |
Position Type |
77 |
C O |
String |
1 |
O |
C-Close O-Open |
O |
Settlement Currency |
120 |
String |
3 |
O |
ISO 4217 alpha-3 currency code in which the instrument trades | USD |
|
Settlement Date Type |
63 |
0 7 |
Integer |
1 |
R |
0-Regular 7-When_Issued |
0 |
Settlement Date |
64 |
Integer |
8 |
CR |
Defaults to 99991231 for when issued trades and not required for when issued trades. Settlement date in YYYYMMDD format |
20201104 |
|
Solicited |
325 |
F T |
String |
1 |
O |
F-Solicited T-Not Solicited |
T |
Trade Execution Time |
60 |
UTCTimestamp |
R |
Timestamp of when the trade occurred in YYYYMMDD-HH:MM:SS.sss | 20201021-13:42:34.123 |
||
Capacity |
47 |
A M P R |
String |
1 |
R |
A-Agency M-Mixed P-Principal R-Riskless Principal |
P |
Contra Clearing Number |
440 |
Integer |
4 |
O |
Contra-party's clearing number, If not supplied the value will be derived from an internal MPID to clearing number mapping | 9132 |
|
Contra MPID |
375 |
String |
4 |
R |
Contra-party's MPID | CLST |
|
Executing MPID |
76 |
String |
4 |
R |
Executing party's MPID | ANON |
|
Contra Side Qualifier |
9004 |
5 6 |
Integer |
CR |
5-Sell Short 6-Sell Exempt |
5 |
|
MIC |
30 |
String |
4 |
O |
ISO 10383 Market Identifer Code for the exchange | NYSE |
|
Commission |
12 |
Decimal |
O |
Commission charged or paid | 0.12 |
||
Accrued Interest Amount |
159 |
Decimal |
O |
for fixed income securities, the portion of a future interest payment that the buyer must pay the seller | 1100.50 |
||
Omit SEC Fee |
9005 |
F T |
String |
1 |
O |
True if SEC fees should not be applied | T |
Omit TAF Fee |
9006 |
F T |
String |
1 |
O |
True if TAF fees should not be applied | T |
Locate ID |
9007 |
String |
O |
Locate ID obtained for a short sale | 123456 |
||
Locate Source |
9008 |
String |
O |
Firm supplying the locate (usually MPID) | CLST |
||
Order ID |
37 |
String |
O |
Order ID to link all the executions in the average price account | 123456 |
||
NSCC Clearing |
9010 |
agu contra corr corr_fees qsr |
String |
O |
agu contra corr corr_fees qsr |
qsr |
|
Last Liquidity Indicator |
851 |
1 2 3 4 |
Integer |
O |
1 - Added Liquidity 2 - Removed Liquidity 3 - Liquidity Routed Out 4 - Netted Liquidity |
1 |
|
Trade Liquidity Indicator |
9730 |
String |
O |
The liquidity indicator as provided by the exchange; used to specify what effect an order has had on the liquidity of the book and to determine resulting trading costs | A |
8=FIX.4.2�9=261�35=8�49=OMS_CLIENT�56=00009132�34=129141�52=20201021-21:42:34�20=0�9001=B�1=100078�17=CLIENT_TRADE_ID�75=20201021�22=4�48=US70450Y1038�421=USA�15=USD�31=000213.480000�32=00000002987�54=2�63=0�64=20201023�60=20201021-13:42:34.123�47=M�440=0295�375=ABCD�76=WXYZ�10=180�
This trade represents a trade between a trading entity and an exchange. For example, trading firm XYX buys 100 shares of AAPL directly on Nasdaq.
| Name | FIX Tag | Allowable Values | Type | Length | Required? | Description | Example |
|---|---|---|---|---|---|---|---|
Execution Transaction Type |
20 |
0 1 |
Integer |
1 |
R |
0-New 1-Cancel |
0 |
Trade Type |
9001 |
E |
String |
1 |
R |
E-Exchange |
E |
Account ID |
1 |
Integer |
6 |
R |
Clear Street provided account id | 100000 |
|
Behalf Of Account ID |
109 |
Integer |
6 |
O |
Clear Street provided account ID if this trade is on behalf of another account | 100001 |
|
Branch Office |
9003 |
String |
O |
Branch office for this trade | BRANCHOFFICE |
||
Trade ID |
17 |
String |
R |
Unique Trade ID for this trade. Must be unique across days | 1234567890ABC |
||
Cancel Trade ID |
9009 |
String |
CR |
Original trade ID to cancel; Required for all Cancel trades | ABC12345 |
||
Trade Date |
75 |
Integer |
8 |
R |
Trade Date in YYYYMMDD format |
20201102 |
|
Instrument Identifier Type |
22 |
1 2 4 8 |
Integer |
1 |
CR |
1-CUSIP 2-SEDOL 4-ISIN 8-TICKER Required unless the instrument is an Option and tags 167, 55, 200, 201, 202, and 205 are provided. (If tags 22 and 48 are provided, they will always be used with priority, and tags 55,167, 200, 201, 202, and 205 will be ignored) |
8 |
Instrument Identifier |
48 |
String |
CR |
Instrument Identifier based on tag 22 Required unless the instrument is an Option and tags 167, 55, 200, 201, 202, and 205 are provided. (If tags 22 and 48 are provided, they will always be used with priority, and tags 55,167, 200, 201, 202, and 205 will be ignored) | AAPL |
||
Security Type |
167 |
String |
CR |
Indicates type of security. Required for Options where tags 22 or 48 are not provided. (If tags 22 and 48 are provided, they will always be used with priority, and tags 55,167, 200, 201, 202, and 205 will be ignored) | OPT |
||
Symbol |
55 |
String |
6 |
CR |
Ticker symbol. Required for Options where tags 22 or 48 are not provided. (If tags 22 and 48 are provided, they will always be used with priority, and tags 55,167, 200, 201, 202, and 205 will be ignored) | SPY |
|
Maturity Month Year |
200 |
Integer |
6 |
CR |
Month and year of the maturity for an Option. Maturity Month Year in format YYYYMM. Required for Options where tags 22 or 48 are not provided. (If tags 22 and 48 are provided, they will always be used with priority, and tags 55,167, 200, 201, 202, and 205 will be ignored) |
202107 |
|
Put Or Call |
201 |
0 1 |
Integer |
1 |
CR |
Indicates whether an Option is for a put or a call 0 = Put 1 = Call Required for Options where tags 22 or 48 are not provided. (If tags 22 and 48 are provided, they will always be used with priority, and tags 55,167, 200, 201, 202, and 205 will be ignored) |
1 |
Strike Price |
202 |
Decimal |
8 |
CR |
Strike Price for an Option. Required for Options where tags 22 or 48 are not provided. (If tags 22 and 48 are provided, they will always be used with priority, and tags 55,167, 200, 201, 202, and 205 will be ignored) | 100.50 |
|
Maturity Day |
205 |
Integer |
2 |
CR |
To be used in conjunction with Maturity Month Year 200 to specify a particular maturity date for an Option. Required for Options where tags 22 or 48 are not provided. (If tags 22 and 48 are provided, they will always be used with priority, and tags 55,167, 200, 201, 202, and 205 will be ignored) |
30 |
|
Instrument Country |
421 |
String |
3 |
R* |
ISO 3166 alpha-3 country code where the instrument trades. Always required unless tag 22 instrument.identifier_type = 2 sedol (will be ignored in this case) |
USA |
|
Instrument Currency |
15 |
String |
3 |
R* |
ISO 4217 alpha-3 currency code in which the instrument trades. Always required unless tag 22 instrument.identifier_type = 2 sedol (will be ignored in this case) |
USD |
|
Price |
31 |
Decimal |
R |
The price of the trade | 120.12 |
||
Quantity |
32 |
Decimal |
R |
The quantity of the trade (supports fractional quantities) | 2 |
||
Registered Rep |
9002 |
String |
O |
Registered rep on this trade | REGREP |
||
Side |
54 |
1 2 5 6 |
Integer |
1 |
R |
1-Buy 2-Sell 5-Sell Short 6-Sell Exempt |
1 |
Position Type |
77 |
C O |
String |
1 |
O |
C-Close O-Open |
O |
Settlement Currency |
120 |
String |
3 |
O |
ISO 4217 alpha-3 currency code in which the instrument trades | USD |
|
Settlement Date Type |
63 |
0 7 |
Integer |
1 |
R |
0-Regular 7-When_Issued |
0 |
Settlement Date |
64 |
Integer |
8 |
CR |
Defaults to 99991231 for when issued trades and not required for when issued trades. Settlement date in YYYYMMDD format |
20201104 |
|
Solicited |
325 |
F T |
String |
1 |
O |
F-Solicited T-Not Solicited |
T |
Trade Execution Time |
60 |
UTCTimestamp |
R |
Timestamp of when the trade occurred in YYYYMMDD-HH:MM:SS.sss | 20201021-13:42:34.123 |
||
Capacity |
47 |
A M P R |
String |
1 |
R |
A-Agency M-Mixed P-Principal R-Riskless Principal |
P |
Executing MPID |
76 |
String |
4 |
R |
Executing party's MPID | ANON |
|
Contra Side Qualifier |
9004 |
5 6 |
Integer |
CR |
5-Sell Short 6-Sell Exempt |
5 |
|
MIC |
30 |
String |
4 |
R |
ISO 10383 Market Identifer Code for the exchange | NYSE |
|
Commission |
12 |
Decimal |
O |
Commission charged or paid | 0.12 |
||
Omit SEC Fee |
9005 |
F T |
String |
1 |
O |
True if SEC fees should not be applied | T |
Omit TAF Fee |
9006 |
F T |
String |
1 |
O |
True if TAF fees should not be applied | T |
Locate ID |
9007 |
String |
O |
Locate ID obtained for a short sale | 123456 |
||
Locate Source |
9008 |
String |
O |
Firm supplying the locate (usually MPID) | CLST |
||
Order ID |
37 |
String |
O |
Order ID to link all the executions in the average price account | 123456 |
||
Last Liquidity Indicator |
851 |
1 2 3 4 |
Integer |
O |
1 - Added Liquidity 2 - Removed Liquidity 3 - Liquidity Routed Out 4 - Netted Liquidity |
1 |
|
Trade Liquidity Indicator |
9730 |
String |
O |
The liquidity indicator as provided by the exchange; used to specify what effect an order has had on the liquidity of the book and to determine resulting trading costs | A |
8=FIX.4.2�9=251�35=8�49=OMS_CLIENT�56=00009132�34=129144�52=20201021-21:42:34�20=0�9001=E�1=100078�17=CLIENT_TRADE_ID�75=20201021�22=4�48=US70450Y1038�421=USA�15=USD�31=000213.480000�32=00000002987�54=2�63=0�64=20201023�60=20201021-13:42:34.123�47=R�76=ABCD�30=NYSE�10=180�
This trade type is to facilitate trade movement between Clear Street internal accounts. For example, trade movement from a proprietary account to an average price account.
| Name | FIX Tag | Allowable Values | Type | Length | Required? | Description | Example |
|---|---|---|---|---|---|---|---|
Execution Transaction Type |
20 |
0 1 |
Integer |
1 |
R |
0-New 1-Cancel |
0 |
Trade Type |
9001 |
T |
String |
1 |
R |
T-Transfer |
T |
Account ID |
1 |
Integer |
6 |
R |
Clear Street provided account id | 100000 |
|
Behalf Of Account ID |
109 |
Integer |
6 |
O |
Clear Street provided account ID if this trade is on behalf of another account | 100001 |
|
Branch Office |
9003 |
String |
O |
Branch office for this trade | BRANCHOFFICE |
||
Trade ID |
17 |
String |
R |
Unique Trade ID for this trade. Must be unique across days | 1234567890ABC |
||
Cancel Trade ID |
9009 |
String |
CR |
Original trade ID to cancel; Required for all Cancel trades | ABC12345 |
||
Trade Date |
75 |
Integer |
8 |
R |
Trade Date in YYYYMMDD format |
20201102 |
|
Instrument Identifier Type |
22 |
1 2 4 8 |
Integer |
1 |
CR |
1-CUSIP 2-SEDOL 4-ISIN 8-TICKER Required unless the instrument is an Option and tags 167, 55, 200, 201, 202, and 205 are provided. (If tags 22 and 48 are provided, they will always be used with priority, and tags 55,167, 200, 201, 202, and 205 will be ignored) |
8 |
Instrument Identifier |
48 |
String |
CR |
Instrument Identifier based on tag 22 Required unless the instrument is an Option and tags 167, 55, 200, 201, 202, and 205 are provided. (If tags 22 and 48 are provided, they will always be used with priority, and tags 55,167, 200, 201, 202, and 205 will be ignored) | AAPL |
||
Security Type |
167 |
String |
CR |
Indicates type of security. Required for Options where tags 22 or 48 are not provided. (If tags 22 and 48 are provided, they will always be used with priority, and tags 55,167, 200, 201, 202, and 205 will be ignored) | OPT |
||
Symbol |
55 |
String |
6 |
CR |
Ticker symbol. Required for Options where tags 22 or 48 are not provided. (If tags 22 and 48 are provided, they will always be used with priority, and tags 55,167, 200, 201, 202, and 205 will be ignored) | SPY |
|
Maturity Month Year |
200 |
Integer |
6 |
CR |
Month and year of the maturity for an Option. Maturity Month Year in format YYYYMM. Required for Options where tags 22 or 48 are not provided. (If tags 22 and 48 are provided, they will always be used with priority, and tags 55,167, 200, 201, 202, and 205 will be ignored) |
202107 |
|
Put Or Call |
201 |
0 1 |
Integer |
1 |
CR |
Indicates whether an Option is for a put or a call 0 = Put 1 = Call Required for Options where tags 22 or 48 are not provided. (If tags 22 and 48 are provided, they will always be used with priority, and tags 55,167, 200, 201, 202, and 205 will be ignored) |
1 |
Strike Price |
202 |
Decimal |
8 |
CR |
Strike Price for an Option. Required for Options where tags 22 or 48 are not provided. (If tags 22 and 48 are provided, they will always be used with priority, and tags 55,167, 200, 201, 202, and 205 will be ignored) | 100.50 |
|
Maturity Day |
205 |
Integer |
2 |
CR |
To be used in conjunction with Maturity Month Year 200 to specify a particular maturity date for an Option. Required for Options where tags 22 or 48 are not provided. (If tags 22 and 48 are provided, they will always be used with priority, and tags 55,167, 200, 201, 202, and 205 will be ignored) |
30 |
|
Instrument Country |
421 |
String |
3 |
R* |
ISO 3166 alpha-3 country code where the instrument trades. Always required unless tag 22 instrument.identifier_type = 2 sedol (will be ignored in this case) |
USA |
|
Instrument Currency |
15 |
String |
3 |
R* |
ISO 4217 alpha-3 currency code in which the instrument trades. Always required unless tag 22 instrument.identifier_type = 2 sedol (will be ignored in this case) |
USD |
|
Price |
31 |
Decimal |
R |
The price of the trade | 120.12 |
||
Quantity |
32 |
Decimal |
R |
The quantity of the trade (supports fractional quantities) | 2 |
||
Registered Rep |
9002 |
String |
O |
Registered rep on this trade | REGREP |
||
Side |
54 |
1 2 5 6 |
Integer |
1 |
R |
1-Buy 2-Sell 5-Sell Short 6-Sell Exempt |
1 |
Position Type |
77 |
C O |
String |
1 |
O |
C-Close O-Open |
O |
Settlement Currency |
120 |
String |
3 |
O |
ISO 4217 alpha-3 currency code in which the instrument trades | USD |
|
Settlement Date Type |
63 |
0 7 |
Integer |
1 |
R |
0-Regular 7-When_Issued |
0 |
Settlement Date |
64 |
Integer |
8 |
CR |
Defaults to 99991231 for when issued trades and not required for when issued trades. Settlement date in YYYYMMDD format |
20201104 |
|
Solicited |
325 |
F T |
String |
1 |
O |
F-Solicited T-Not Solicited |
T |
Trade Execution Time |
60 |
UTCTimestamp |
R |
Timestamp of when the trade occurred in YYYYMMDD-HH:MM:SS.sss | 20201021-13:42:34.123 |
||
Capacity |
47 |
A M P R |
String |
1 |
R |
A-Agency M-Mixed P-Principal R-Riskless Principal |
P |
Contra Side Qualifier |
9004 |
5 6 |
Integer |
CR |
5-Sell Short 6-Sell Exempt |
5 |
|
Target Account ID |
79 |
Integer |
6 |
R |
Clear Street provided account ID | 100000 |
|
Commission |
12 |
Decimal |
O |
Commission charged or paid | 0.12 |
||
Omit SEC Fee |
9005 |
F T |
String |
1 |
O |
True if SEC fees should not be applied | T |
Omit TAF Fee |
9006 |
F T |
String |
1 |
O |
True if TAF fees should not be applied | T |
8=FIX.4.2�9=253�35=8�49=OMS_CLIENT�56=00009132�34=129142�52=20201021-21:42:34�20=0�9001=T�1=100078�17=CLIENT_TRADE_ID�75=20201021�22=4�48=US70450Y1038�421=USA�15=USD�31=000213.480000�32=00000002987�54=2�63=0�64=20201023�60=20201021-13:42:34.123�47=P�76=ABCD�79=100017�10=180�
| Name | FIX Tag | Allowable Values | Type | Description | Example |
|---|---|---|---|---|---|
Trade Details |
FIX message received from OMS | ||||
Response |
9011 |
String |
ACK or NACK with reason | accepted |