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FIX Data Types

Fields in FIX each have an assigned data type which specifies what shape the data can take. The data type for a given field is specified in a FIX dictionary.

There are six primitive data types, and a number of complex data types which extend them and impose further restrictions.

Primitive data types

TypeDescriptionExample
stringTextHello
charA single characterx
intInteger, positive or negative-1
floatFloating point number, positive or negative-1.2
booleanY (yes/true) or N (no/false)Y
dataRaw data, must be proceeded by a Length fieldab123^2

Complex data types

TypeParent typeDescriptionExample
LengthintThe length in bytes of a Data field50
TagNumintA field's tag number when using TagValue encoding35
SeqNumintA message sequence number123
NumInGroupintThe number of entries in a repeating group3
DayOfMonthintA day during a particular month30
PricefloatFor certain asset classes prices may be negative values1.33153
PriceOffsetfloatCan be mathematically added to a Price2.2
Quantityfloataaa1.1
AmountfloatA Price multiplied by a Quantity1.464683
Percentagefloate.g. 0.05 represents 5%0.05
Countrystring2-letter country codeUS
Currencystring3-letter currency codeUSD
Languagestring2-letter language codeen
Exchangestring4-character MIC codeHSBC
MultipleCharValuestringSet of character values, separated by a space2 A F
MultipleStringValuestringSet of string values, separated by a spaceAB CD EF
MonthYearstringMonth and year. Optionally, a day of the month or week code can be appended201503
UTCTimestampstringDate/time combination in UTC20150301-01:02:03.000
UTCTimeOnlystringTime in UTC01:02:03.000
UTCDateOnlystringDate in UTC20150301
LocalMktTimestringTime local to the current market, not UTC01:02:03.000
LocalMktDatestringDate local to the current market, not UTC20150301
TZTimeOnlystringTime plus UTC offset01:02:03Z
TZTimestampstringDate/time combination plus UTC offset20150301-01:02:03.000Z
XIDstringA unique identifier that's global to a FIX messageXAG3K5N12XZP95
XIDRefstringA reference to an XIDXAG3K5N12XZP95
XMLDatadataA raw XML document<doc>text</doc>