fix_protocol_cheatsheet.txt

--- SESSION LEVEL---
   * 8:  BeginString
   * 34: MsgSeqNum
   * 9:  BodyLength
   * 10: CheckSum
   * 52: SendingTime

--- BUSINESS LEVEL ---
   * 1:   Account
   * 6:   AvgPx (Average Price)
   * 11:  ClOrdID (Client Order ID)
   * 14:  CumQty (Currently executed qty)
   * 15:  Currency
   * 17:  ExecID
   * 18:  ExecInst
          * 1: Not Held
          * M: Mid-price peg (midprice of inside quote)
          * P: Market peg
          * R: Primary peg (primary market - buy at bid/sell at offer)
   * 20:  ExecTransType
          * 0: New/Ack
          * 1: Cancel
          * 2: Correct
          * 3: Status
   * 21:  HandlInst (Instructions for order handling on Broker)
          * 1: Automated execution order, private, no Broker intervention
          * 2: Automated execution order, public, Broker intervention OK
          * 3: Manual order, best execution          
   * 22:  IDSource (ID for class of alternative used in tag48)
          * 1: CUSIP
          * 2: SEDOL
          * 3: QUIK
          * 4: ISIN number
          * 5: RIC code
          * 6: ISO Currency <15> Code
          * 7: ISO Country <421> Code
          * 8: Exchange Symbol
   * 23:  IOIid (ID of IOI when 35=6)
   * 30:  LastMkt (Market of execution for last fill)
   * 31:  LastPx (Price for this last fill)
   * 32:  LastShares (Qty filled in this last fill)
   * 35:  MsgType (Action) >:to broker <:from broker
          * 0: Heartbeat  < > 
          * 1: Test Request < > (triggers HB from other side)
          * 2: Resend Request < (seq# gap detected)
          * 4: Sequence Reset < > (send app to reset seq#)
          * 5: Logout >
          * 6: Indication of Interest > (submit IOI)
          * 8: Execution Report < (order/action reception and status)
          * 9: Order Cancel Reject < (reject of cancel/replace request)
          * A: Logon > (first message)
          * C: Email > (free format msg)
          * D: Order - Single > (submit order)
          * E: Order - List > (submit order)
          * F: Order Cancel Request > (cancel order)
          * G: Order Cancel/Replace Request > (modify order)
   * 37   OrderID (Unique ID maintained by broker)
   * 38:  OrderQty
   * 39:  OrderStatus
          * 0: New/ACK
          * 1: Partially filled
          * 2: Filled
          * 3: Done for day
          * 4: Canceled
          * 5: Replaced
          * 6: Pending Cancel (e.g. result of Order Cancel Request)
          * 8: Rejected
          * 9: Suspended
   * 40:  OrderType
          * 1: Market
          * 2: Limit
          * 3: Stop
          * 4: Stop limit
          * P: Pegged
   * 41: OrigClOrdID (req'd to identify prev order to cancel and cancel/replace )
   * 44: Price
   * 47: OrderCapacity AKA Rule80A
          * A: Agency single order
          * P: Principal
          * R: Transactions for the acct of a non-member competing market-maker
          * Y: Program Order, non-index arb, for other agency
   * 48:  SecurityID (CUSIP/SEDOL or other alternate securty ID. See tag22)
   * 49:  SenderCompID (ID for sending firm)
   * 50:  SenderSubID (ID for sending sub-entity)
   * 54:  Side
   * 55:  Symbol
   * 56:  TargetCompID (ID for target firm)
   * 57:  TargetSubID (ID for target sub-entity)
   * 58:  Text (free format text, used for rej reason)
   * 59:  TImeInForce
          * 0: Day
          * 1: Good Till Cancel (GTC)
          * 3: Immediate or Cancel (IOC)
          * 4: Fill or Kill (FOK)
          * 6: Good Till Date
   * 60:  TransacTime (time of order creation / execution)
   * 65:  SymbolSfx (suffix or add'l info about security, e.g. warrants, preferred, etc...)
   * 76:  ExecBroker (ID of exec / give-up broker. NASD market-maker mnemonic) 
   * 100: ExDestination (Execution destination as defined by creator of order)
   * 102: CxlRejReason
          * 0: Too late to cancel
          * 1: Unknown order
          * 2: Broker Option
   * 103: OrdRejReason
          * 0: Broker/Exchange Option
   * 110: MinQty
   * 115: OnBehalfOfCompID (originating firm ID)
   * 116: OnBehalfOfSubID (originating trader ID)
   * 150: ExecType
          * 0: New/ACK
          * 1: Partial fill
          * 2: Fill
          * 3: Done for day
          * 4: Canceled
          * 5: Replaced
          * 6: Pending Cancel (e.g. result of Order Cancel Request)
          * 8: Rejected
          * C: Expired
   * 151: LeavesQty (qty remaining open)
   * 8002 ToProxyOrGate (POSITAlert custom tags)
          * 0: To Proxy (conditional order)
          * 1: To GATE (firm order)
   * 8003 Interaction Type (POSITAlert custom tags)
          * 0: interact with all
          * 1: interact with electronic only
   * 8005 InviteAndOpportunity (POSITAlert custom tags)
          * 1: Opportunity
          * 2: Opportunity Gone
          * 5: Invite