Imported from previous forum
8500 OrderEntryTime 订单申报时间
8501 AccountSecPosition 持股余额
8502 DesignationInstruction 注册指令
8503 NumTrades 成交笔数
8504 TotalValueTraded 成交金额
8505 LastPriceChange 价格变化
8506 TotalLongPosition 合约持仓量
8507 IndustryClassification 行业种类
8508 ShareFaceValue 每股面值
8509 OutStandingShares 总发行量
8510 PublicFloatShareQuantity 流通股数
8511 PreviousYearProfitPerShare 上年每股利润
8512 CurrentYearProfitPerShare 本年每股利润
8513 BidLotSize 买数量单位
8514 AskLotSize 卖数量单位
8515 PriceTickSize 价格档位
8516 PriceLimitType 限价参数类型
8517 AuctionPriceLimit 集合竞价限价参数
8518 ContinuousTradePriceLimit 连续竞价限价参数
8519 DailyPriceUpLimit 涨幅价格
8520 DailyPriceDownLimit 跌幅价格
8521 SecurityProperties 证券属性
8522 NoIndicesParticipated 所属指数数量
8523 IndexinclusionIndicator 纳入指数计算标志
8524 PERatio1 市盈率一
8525 PERatio2 市盈率二
8526 NonTradingOrdType 非交易业务订单类型
8527 DesignationTransType 注册指令类型
8528 ParticipatingIndexID 所属指数代码
8529 VotingProposal 投票议案号
8530 VotingSubProposal 投票子议案号
8531 VotingPreference 投票意向
8532 DividendSelect 分红选择方式
8533 DestSecurity 基金转入产品代码
8534 WarrantStyle 权证类型
8535 WarrantPutOrCall 权证种类
8536 WarrantClearingType 权证结算方式
8537 NAV T-1日基金的单位净值
8538 TradingPhaseCode 产品所处的交易阶段代码
8539 ValidationCode 校验号码
8540 ReqID 业务请求类型
85xx tag的使用主要解决的问题应该是什么? something particular to china? or for example, regulatory use in local mkt?
85xx tag的使用主要解决的问题应该是什么? something particular to china? or for example, regulatory use in local mkt?
Good point, agree to limit to China specific, e.g.
- China mkt special trading contains if any, like China IPO etc.
- local regulatory tags for validation and reporting, like trade indication or money source indicator etc
I agree and believe that some of the tags are now covered by standard FIX fields. For example:
8519 DailyPriceUpLimit ==> 1149 HighLimitPrice
8520 DailyPriceUpLimit ==> 1148 LowLimitPrice
The original definition goes back many years when FIX had less fields to offer. Those that are not specific to China and still not covered should be added to the standard range of 1-5000 by means of an extension proposal. FIX is also trying to capture country-specific regulatory requirements in a generic manner through valid values of standard fields to avoid sets of country-specific fields. For example, the component can convey any number of timestamp types, can convey any fees (and is currently being extended by the FIX Buyside Working Group to consistently cover world-wide local/regulatory fees).
Regards,
Hanno.
85xx tag的使用主要解决的问题应该是什么? something particular to china? or for example, regulatory use in local mkt?
Good point, agree to limit to China specific, e.g.
- China mkt special trading contains if any, like China IPO etc.
- local regulatory tags for validation and reporting, like trade indication or money source indicator etc