Components — FIX.4.3

Components
12 components in FIX.4.3
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CommissionData

Block Common
The CommissionDate component block is used to carry commission information such as the type of commission and the rate.
TagNameTypeReq DescriptionAdded
12CommissionAmtNCommission. Note if CommType is percentage, Commission of 5% should be represented as .05.FIX.4.3
13CommTypecharNCommission typeFIX.4.3
479Tag479?NFor CIV - OptionalFIX.4.3
497Tag497?NFor CIV - OptionalFIX.4.3
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Instrument

Block Common
The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX.
TagNameTypeReq DescriptionAdded
55SymbolStringNCommon, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles)FIX.4.3
65SymbolSfxStringNAdditional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType. Valid values: As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch DirectoryFIX.4.3
48SecurityIDStringNTakes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.FIX.4.3
22IDSourceStringNRequired if SecurityID is specified.FIX.4.3
454Tag454?NNumber of alternate Security IdentifiersFIX.4.3
455Tag455?NSecurity Alternate identifier for this security First member of repeating group - must be specified if NoSecurityAltID > 0 The Security Alternative identifier block should not be populated unless SecurityID and SecurityIDSource are populated and should not duplicate the SecurityID and SecurityIDSource values contained in the SecurityID/SecurityIDSource tags. Use of SecurityAltID may be used if bilaterally agreed to assist in security identification, and does not imply an obligation on the receiver of the message to ensure validity or consistency with the SecurityID and SecurityIDSource fields which take precedence.FIX.4.3
456Tag456?NSource of SecurityAltID. Required if SecurityAltID is specified.FIX.4.3
460Tag460?NIndicates the type of product the security is associated with (high-level category)FIX.4.3
461Tag461?NIndicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.FIX.4.3
167SecurityTypeStringNIt is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 – Recommendations and Guidelines for Futures and Options Markets.")FIX.4.3
200MaturityMonthYearMonthYearNSpecifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures). Note MaturityDate (a full date) can also be specified.FIX.4.3
541Tag541?NSpecifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S&P futures).may use MaturityMonthYear and/or this field. When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment.FIX.4.3
224Tag224?NDate interest is to be paid. Used in identifying Corporate Bond issues.FIX.4.3
225Tag225?NDate instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.FIX.4.3
239Tag239?NIdentifies the collateral used in the transaction. For Fixed Income, required for RP and RVRP security types.FIX.4.3
226Tag226?NNumber of business days before repurchase of a repo.FIX.4.3
227Tag227?NPercent of par at which a Repo will be repaid. Represented as a percent, e.g. .9525 represents 95-1/4 percent of par.FIX.4.3
228Tag228?NFraction for deriving Current face from Original face for TIPS, ABS or MBS Fixed Income securities. Note the fraction may be greater than, equal to or less than 1.FIX.4.3
255Tag255?N—FIX.4.3
543Tag543?NThe location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues.FIX.4.3
470Tag470?NISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness.FIX.4.3
471Tag471?NA two-character state or province abbreviation.FIX.4.3
472Tag472?NThe three-character IATA code for a locale (e.g. airport code for Municipal Bonds).FIX.4.3
240Tag240?NReturn of investor's principal in a security. Bond redemption can occur before maturity date.FIX.4.3
202StrikePricePriceNUsed for derivatives, such as options and covered warrantsFIX.4.3
206OptAttributecharNUsed for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option – use the CFICode[461] for this purpose.FIX.4.3
231ContractMultiplierfloatNFor Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.FIX.4.3
223CouponRatefloatNFor Fixed Income.FIX.4.3
207SecurityExchangeExchangeNCan be used to identify the security.FIX.4.3
106IssuerStringNCompany name of security issuer (e.g. International Business Machines)FIX.4.3
348EncodedIssuerLenLengthNMust be set if EncodedIssuer field is specified and must immediately precede it.FIX.4.3
349EncodedIssuerdataNEncoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.FIX.4.3
107SecurityDescStringNSecurity description.FIX.4.3
350EncodedSecurityDescLenLengthNMust be set if EncodedSecurityDesc field is specified and must immediately precede it.FIX.4.3
351EncodedSecurityDescdataNEncoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.FIX.4.3
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InstrumentLeg

Block Common
The InstrumentLeg component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages. Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields. Several multileg-oriented messages specify an Instrument Leg component block. An instrument can have zero or more instrument legs. The fundamental business rule that applies to the multileg instrument is that the multileg instrument is defined as the combination of instrument legs. The multileg instrument must be able to be traded atomically – that all instrument legs are traded or none are traded. The LegRatioQty[623] is used to define the quantity of the leg that makes up a single unit of the multleg instrument. An option butterfly strategy is made up of three option legs.
TagNameTypeReq DescriptionAdded
600Tag600?N—FIX.4.3
601Tag601?N—FIX.4.3
602Tag602?N—FIX.4.3
603Tag603?N—FIX.4.3
604Tag604?N—FIX.4.3
605Tag605?N—FIX.4.3
606Tag606?N—FIX.4.3
607Tag607?N—FIX.4.3
608Tag608?N—FIX.4.3
609Tag609?N—FIX.4.3
610Tag610?N—FIX.4.3
611Tag611?N—FIX.4.3
248Tag248?N—FIX.4.3
249Tag249?N—FIX.4.3
250Tag250?N—FIX.4.3
251Tag251?N—FIX.4.3
252Tag252?N—FIX.4.3
253Tag253?N—FIX.4.3
257Tag257?N—FIX.4.3
599Tag599?N—FIX.4.3
596Tag596?N—FIX.4.3
597Tag597?N—FIX.4.3
598Tag598?N—FIX.4.3
254Tag254?N—FIX.4.3
612Tag612?N—FIX.4.3
613Tag613?N—FIX.4.3
614Tag614?N—FIX.4.3
615Tag615?N—FIX.4.3
616Tag616?N—FIX.4.3
617Tag617?N—FIX.4.3
618Tag618?N—FIX.4.3
619Tag619?N—FIX.4.3
620Tag620?N—FIX.4.3
621Tag621?N—FIX.4.3
622Tag622?N—FIX.4.3
623Tag623?NSpecific to the <InstrumentLeg> (not in <Instrument>)FIX.4.3
624Tag624?NSpecific to the <InstrumentLeg> (not in <Instrument>)FIX.4.3
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NestedParties

BlockRepeating Common
The NestedParties component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.
TagNameTypeReq DescriptionAdded
539Tag539?NRepeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRoleFIX.4.3
524Tag524?NUsed to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0.FIX.4.3
525Tag525?NUsed to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.FIX.4.3
538Tag538?NIdentifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0.FIX.4.3
545Tag545?NSub-identifier (e.g. Clearing Acct for NestedPartyID=Clearing Firm) if applicableFIX.4.3
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OrderQtyData

Block Common
The OrderQtyData component block contains the fields commonly used for indicating the amount or quantity of an order. Note that when this component block is marked as "required" in a message either one of these three fields must be used to identify the amount: OrderQty, CashOrderQty or OrderPercent (in the case of CIV).
TagNameTypeReq DescriptionAdded
38OrderQtyQtyNOne of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified.FIX.4.3
152CashOrderQtyQtyNOne of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in tradeable units (e.g. shares) for subsequent messages.FIX.4.3
516Tag516?NFor CIV - Optional. One of CashOrderQty, OrderQty or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified.FIX.4.3
468Tag468?NFor CIV – OptionalFIX.4.3
469Tag469?NFor CIV – OptionalFIX.4.3
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Parties

BlockRepeating Common
The Parties component block is used to identify and convey information on the entities both central and peripheral to the financial transaction represented by the FIX message containing the Parties Block. The Parties block allows many different types of entites to be expressed through use of the PartyRole field and identifies the source of the PartyID through the the PartyIDSource.
TagNameTypeReq DescriptionAdded
453Tag453?NRepeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRoleFIX.4.3
448Tag448?NUsed to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0.FIX.4.3
447Tag447?NUsed to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.FIX.4.3
452Tag452?NIdentifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.FIX.4.3
523Tag523?NSub-identifier (e.g. Clearing Acct for PartyID=Clearing Firm) if applicableFIX.4.3
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SpreadOrBenchmarkCurveData

Block Common
The SpreadOrBenchmarkCurveData component block is primarily used for Fixed Income to convey spread to a benchmark security or curve.
TagNameTypeReq DescriptionAdded
218SpreadToBenchmarkPriceOffsetNFor Fixed IncomeFIX.4.3
220Tag220?N—FIX.4.3
221Tag221?N—FIX.4.3
222Tag222?N—FIX.4.3
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StandardHeader

Block Session
The standard FIX message header
TagNameTypeReq DescriptionAdded
8BeginStringStringYFIX.4.3 (Always unencrypted, must be first field in message)FIX.4.0
9BodyLengthintY(Always unencrypted, must be second field in message)FIX.4.0
35MsgTypeStringY(Always unencrypted, must be third field in message)FIX.4.0
49SenderCompIDStringY(Always unencrypted)FIX.4.0
56TargetCompIDStringY(Always unencrypted)FIX.4.0
115OnBehalfOfCompIDStringNTrading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)FIX.4.0
128DeliverToCompIDStringNTrading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)FIX.4.0
90SecureDataLenLengthNRequired to identify length of encrypted section of message. (Always unencrypted)FIX.4.0
91SecureDatadataNRequired when message body is encrypted. Always immediately follows SecureDataLen field.FIX.4.0
34MsgSeqNumintY(Can be embedded within encrypted data section.)FIX.4.0
50SenderSubIDStringN(Can be embedded within encrypted data section.)FIX.4.0
142SenderLocationIDStringNSender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)FIX.4.1
57TargetSubIDStringN"ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)FIX.4.0
143TargetLocationIDStringNTrading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)FIX.4.1
116OnBehalfOfSubIDStringNTrading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)FIX.4.0
144OnBehalfOfLocationIDStringNTrading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)FIX.4.1
129DeliverToSubIDStringNTrading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)FIX.4.0
145DeliverToLocationIDStringNTrading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)FIX.4.1
43PossDupFlagBooleanNAlways required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)FIX.4.0
97PossResendBooleanNRequired when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)FIX.4.0
52SendingTimeUTCTimestampY(Can be embedded within encrypted data section.)FIX.4.0
122OrigSendingTimeUTCTimestampNRequired for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.)FIX.4.0
212XmlDataLenLengthNRequired when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.)FIX.4.2
213XmlDatadataNCan contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.) See Volume 1: "FIXML Support"FIX.4.2
347MessageEncodingStringNType of message encoding (non-ASCII characters) used in a message’s "Encoded" fields. Required if any "Encoding" fields are used.FIX.4.2
369LastMsgSeqNumProcessedintNThe last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.FIX.4.2
370OnBehalfOfSendingTimeUTCTimestampN(deprecated) Used when a message is sent via a "hub" or "service bureau". If A sends to Q (the hub) who then sends to B via a separate FIX session, then when Q sends to B the value of this field should represent the SendingTime on the message A sent to Q. (always expressed in UTC (Universal Time Coordinated, also known as "GMT")FIX.4.2
627Tag627?NNumber of repeating groups of historical "hop" information. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops.FIX.4.3
628Tag628?NThird party firm which delivered a specific message either from the firm which originated the message or from another third party (if multiple "hops" are performed). It is recommended that this value be the SenderCompID (49) of the third party.FIX.4.3
629Tag629?NTime that HopCompID (628) sent the message. It is recommended that this value be the SendingTime (52) of the message sent by the third party.FIX.4.3
630Tag630?NReference identifier assigned by HopCompID (628) associated with the message sent. It is recommended that this value be the MsgSeqNum (34) of the message sent by the third party.FIX.4.3
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StandardTrailer

Block Session
The standard FIX message trailer
TagNameTypeReq DescriptionAdded
93SignatureLengthLengthNRequired when trailer contains signature. Note: Not to be included within SecureData fieldFIX.4.0
89SignaturedataNNote: Not to be included within SecureData fieldFIX.4.0
10CheckSumStringY(Always unencrypted, always last field in message)FIX.4.0
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Stipulations

BlockRepeating Common
The Stipulations component block is used in Fixed Income to provide additional information on a given security. These additional information are usually not considered static data information.
TagNameTypeReq DescriptionAdded
232Tag232?N—FIX.4.3
233Tag233?NRequired if NoStipulations >0FIX.4.3
234Tag234?N—FIX.4.3
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UnderlyingInstrument

Block Common
The UnderlyingInstrument component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the UnderlyingInstrument component block it describes an instrument which underlies the primary instrument Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields.
TagNameTypeReq DescriptionAdded
311UnderlyingSymbolStringNUnderlying security’s Symbol. See Symbol field for descriptionFIX.4.3
312UnderlyingSymbolSfxStringNUnderlying security’s SymbolSfx. See SymbolSfx field for descriptionFIX.4.3
309UnderlyingSecurityIDStringNUnderlying security’s SecurityID. See SecurityID field for descriptionFIX.4.3
305UnderlyingIDSourceStringNUnderlying security’s IDSource.FIX.4.3
457Tag457?N—FIX.4.3
458Tag458?N—FIX.4.3
459Tag459?N—FIX.4.3
462Tag462?N—FIX.4.3
463Tag463?N—FIX.4.3
310UnderlyingSecurityTypeStringNUnderlying security’s SecurityType.FIX.4.3
313UnderlyingMaturityMonthYearMonthYearNUnderlying security’s MaturityMonthYear. Required if UnderlyingMaturityDay is specified. See MaturityMonthYear field for descriptionFIX.4.3
542Tag542?N—FIX.4.3
315UnderlyingPutOrCallintNUnderlying security’s PutOrCall. See PutOrCall field for descriptionFIX.4.3
241Tag241?N—FIX.4.3
242Tag242?N—FIX.4.3
243Tag243?N—FIX.4.3
244Tag244?N—FIX.4.3
245Tag245?N—FIX.4.3
246Tag246?N—FIX.4.3
256Tag256?N—FIX.4.3
595Tag595?N—FIX.4.3
592Tag592?N—FIX.4.3
593Tag593?N—FIX.4.3
594Tag594?N—FIX.4.3
247Tag247?N—FIX.4.3
316UnderlyingStrikePricePriceNUnderlying security’s StrikePrice. See StrikePrice field for descriptionFIX.4.3
317UnderlyingOptAttributecharNUnderlying security’s OptAttribute. See OptAttribute field for descriptionFIX.4.3
436UnderlyingContractMultiplierfloatNUnderlying security’s ContractMultiplier. See ContractMultiplier field for descriptionFIX.4.3
435UnderlyingCouponRatefloatNUnderlying security’s CouponRate. See CouponRate field for descriptionFIX.4.3
308UnderlyingSecurityExchangeExchangeNUnderlying security’s SecurityExchange. Can be used to identify the underlying security.FIX.4.3
306UnderlyingIssuerStringNUnderlying security’s Issuer. See Issuer field for descriptionFIX.4.3
362EncodedUnderlyingIssuerLenLengthNByte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer field.FIX.4.3
363EncodedUnderlyingIssuerdataNEncoded (non-ASCII characters) representation of the UnderlyingIssuer field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.FIX.4.3
307UnderlyingSecurityDescStringNUnderlying security’s SecurityDesc. See SecurityDesc field for descriptionFIX.4.3
364EncodedUnderlyingSecurityDescLenLengthNByte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc field.FIX.4.3
365EncodedUnderlyingSecurityDescdataNEncoded (non-ASCII characters) representation of the UnderlyingSecurityDesc field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field.FIX.4.3
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YieldData

Block Common
The YieldData component block conveys yield information for a given Fixed Income security.
TagNameTypeReq DescriptionAdded
235Tag235?N—FIX.4.3
236Tag236?N—FIX.4.3