financial information exchange - computing …

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1、FINANCIALINFORMATIONEXCHANGEPROTOCOL(FIX)Version4.3VOLUME6–FIXDATADICTIONARYAugust24,2001August24,2001232FIX4.3-Volume6Copyright2001FIXProtocolLimitedContents–Volume6FieldDefinitions4FIXFieldIndexsortedbytagnumber:172FIXFieldIndexsortedbyfieldname:179Appendix6-A186ValidCurrencyCodes186Appendix

2、6-B187FIXFieldsBasedUponOtherStandards187ISOStandardsusedbytheFIXProtocolSpecification187Appendix6-C191ExchangeCodes-ISO10383MarketIdentifierCode(MIC)191Appendix6-D213CFICodeUsage-ISO10962ClassificationofFinancialInstruments(CFIcode)213High-levelsubsetofpossiblevaluesapplicabletoFIXusage:213De

3、tailed,granularsubsetofpossiblevaluesapplicabletoFIXusage:214Appendix6-E219Deprecated(Phased-out)FeaturesandSupportedApproach2191.DeprecatedField:Benchmark(tag219)[deprecatedinFIX4.3]2192.Deprecated"OnClose"-relatedValuesforOrdTypeField[deprecatedinFIX4.3]2203.DeprecatedField:Rule80A(tag47)[de

4、precatedinFIX4.3]2204.DeprecatedField:OnBehalfOfSendingTime(tag370)[deprecatedinFIX4.3]2245.Deprecatedthree"Forex-"-relatedValuesforOrdTypeField[deprecatedinFIX4.3]224Appendix6-F225ReplacedFeaturesandSupportedApproach2251.ReplacedField:ExecTransType(tag20)andvaluesinExecTypeandOrdStatusfields[

5、replacedinFIX4.3]2252.ReplacedFields:MaturityDay(tag205)andUnderlyingMaturityDay(tag314)[replacedinFIX4.3]2263.ReplacedFields:ExecBroker(tag76),BrokerOfCredit(tag92),ClientID(tag109),ClearingFirm(tag439),ClearingAccount(tag440),andSettlLocation(tag166)[replacedinFIX4.3]226August24,2001232FIX4.

6、3-Volume6Copyright2001FIXProtocolLimited4.ReplacedFieldEnumerationsforFuturesandOptionsforSecurityType(tag167)withCFICode(tag461)[replacedinFIX4.3]2275.ReplacedField:PutOrCall(tag201)andUnderlyingPutOrCall(tag315)withCFICode(tag461)[replacedinFIX4.3]2286.ReplacedField:CustomerOrFirm(tag204)wit

7、hOrderCapacity(tag528)[replacedinFIX4.3]2287.Replacedvalues:OptAttribute(tag206)withvaluesinCFICode(tag461)[replacedinFIX4.3]2298.Replacedvalues:AllocTransType(tag71)withvaluesinAllocType(tag626)[replacedinFIX4.3]2299.ReplacedField:Rela