Components
106 components in FIX.4.4
▶
AffectedOrdGrp
ImplicitBlockRepeating
SingleGeneralOrderHandling
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 534 | NoAffectedOrders | NumInGroup | N | Number of affected orders in the repeating group of order ids. | FIX.4.4 |
| 41 | OrigClOrdID | String | N | ClOrdID () of the previous order (NOT the initial order of the day) as assigned by the institution, used to identify the previous order in cancel and cancel/replace requests. | FIX.4.4 |
| 535 | AffectedOrderID | String | N | OrderID (37) of an order affected by a mass cancel request. | FIX.4.4 |
| 536 | AffectedSecondaryOrderID | String | N | SecondaryOrderID (98) of an order affected by a mass cancel request. | FIX.4.4 |
▶
AllocAckGrp
ImplicitBlockRepeating
Allocation
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 78 | NoAllocs | NumInGroup | N | Number of repeating AllocAccount (79)/AllocPrice (366) entries. | FIX.4.4 |
| 79 | AllocAccount | String | N | Sub-account mnemonic | FIX.4.4 |
| 661 | AllocAcctIDSource | int | N | Used to identify the source of the AllocAccount (79) code. See AcctIDSource (660) for valid values. | FIX.4.4 |
| 366 | AllocPrice | Price | N | Executed price for an AllocAccount (79) entry used when using "executed price" vs. "average price" allocations (e.g. Japan). | FIX.4.4 |
| 467 | IndividualAllocID | String | N | Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount). | FIX.4.4 |
| 776 | IndividualAllocRejCode | int | N | Identified reason for rejecting an individual AllocAccount (79) detail. Same values as AllocRejCode (88) | FIX.4.4 |
| 161 | AllocText | String | N | Free format text related to a specific AllocAccount (79). | FIX.4.4 |
| 360 | EncodedAllocTextLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedAllocText (36) field. | FIX.4.4 |
| 361 | EncodedAllocText | data | N | Encoded (non-ASCII characters) representation of the AllocText (6) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AllocText field. | FIX.4.4 |
▶
AllocGrp
ImplicitBlockRepeating
Allocation
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 78 | NoAllocs | NumInGroup | N | Number of repeating AllocAccount (79)/AllocPrice (366) entries. | FIX.4.4 |
| 79 | AllocAccount | String | N | Sub-account mnemonic | FIX.4.4 |
| 661 | AllocAcctIDSource | int | N | Used to identify the source of the AllocAccount (79) code. See AcctIDSource (660) for valid values. | FIX.4.4 |
| 573 | MatchStatus | char | N | The status of this trade with respect to matching or comparison | FIX.4.4 |
| 366 | AllocPrice | Price | N | Executed price for an AllocAccount (79) entry used when using "executed price" vs. "average price" allocations (e.g. Japan). | FIX.4.4 |
| 80 | AllocQty | Qty | N | Quantity to be allocated to specific sub-account (Prior to FIX 4.2 this field was of type int) | FIX.4.4 |
| 467 | IndividualAllocID | String | N | Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount). | FIX.4.4 |
| 81 | ProcessCode | char | N | Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade. | FIX.4.4 |
| ⟳ NestedParties [Repeating Group] | N | 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. | FIX.4.4 | ||
| 539 | NoNestedPartyIDs | NumInGroup | N | Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole | FIX.4.3 |
| 524 | NestedPartyID | String | N | Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| 525 | NestedPartyIDSource | char | N | Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| 538 | NestedPartyRole | int | N | Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| ⟳ NstdPtysSubGrp [Repeating Group] | N | Repeating group of NestedParty sub-identifiers. | FIX.4.4 | ||
| 804 | NoNestedPartySubIDs | NumInGroup | N | Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries | FIX.4.4 |
| 545 | NestedPartySubID | String | N | PartySubID value within a nested repeating group. Same values as PartySubID (523) | FIX.4.4 |
| 805 | NestedPartySubIDType | int | N | Type of NestedPartySubID (545) value. Same values as PartySubIDType (803) | FIX.4.4 |
| end NstdPtysSubGrp | |||||
| end NestedParties | |||||
| 208 | NotifyBrokerOfCredit | Boolean | N | Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker). | FIX.4.4 |
| 209 | AllocHandlInst | int | N | Indicates how the receiver (i.e. third party) of Allocation message should handle/process the account details | FIX.4.4 |
| 161 | AllocText | String | N | Free format text related to a specific AllocAccount (79). | FIX.4.4 |
| 360 | EncodedAllocTextLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedAllocText (36) field. | FIX.4.4 |
| 361 | EncodedAllocText | data | N | Encoded (non-ASCII characters) representation of the AllocText (6) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AllocText field. | FIX.4.4 |
| ◈ CommissionData [Component] | N | The CommissionDate component block is used to carry commission information such as the type of commission and the rate. | FIX.4.4 | ||
| 12 | Commission | Amt | N | Commission. Note if CommType (3) is percentage, Commission of 5% should be represented as .05. | FIX.4.3 |
| 13 | CommType | char | N | Commission type | FIX.4.3 |
| 479 | CommCurrency | Currency | N | For CIV - Optional | FIX.4.3 |
| 497 | FundRenewWaiv | char | N | For CIV - Optional | FIX.4.3 |
| 153 | AllocAvgPx | Price | N | AvgPx (6) for a specific AllocAccount (79) For Fixed Income this is always expressed as "percent of par" price type. | FIX.4.4 |
| 154 | AllocNetMoney | Amt | N | NetMoney (8) for a specific AllocAccount (79) | FIX.4.4 |
| 119 | SettlCurrAmt | Amt | N | Total amount due expressed in settlement currency (includes the effect of the forex transaction) | FIX.4.4 |
| 737 | AllocSettlCurrAmt | Amt | N | Total amount due expressed in settlement currency (includes the effect of the forex transaction) for a specific AllocAccount (79). | FIX.4.4 |
| 120 | SettlCurrency | Currency | N | Currency code of settlement denomination. | FIX.4.4 |
| 736 | AllocSettlCurrency | Currency | N | Currency code of settlement denomination for a specific AllocAccount (79). | FIX.4.4 |
| 155 | SettlCurrFxRate | float | N | Foreign exchange rate used to compute SettlCurrAmt (9) from Currency (5) to SettlCurrency (20) | FIX.4.4 |
| 156 | SettlCurrFxRateCalc | char | N | Specifies whether or not SettlCurrFxRate (55) should be multiplied or divided | FIX.4.4 |
| 742 | AllocAccruedInterestAmt | Amt | N | Amount of Accrued Interest for convertible bonds and fixed income at the allocation-level. | FIX.4.4 |
| 741 | AllocInterestAtMaturity | Amt | N | Amount of interest (i.e. lump-sum) at maturity at the account-level. | FIX.4.4 |
| ⟳ MiscFeesGrp [Repeating Group] | N | FIX.4.4 | |||
| 136 | NoMiscFees | NumInGroup | N | Number of repeating groups of miscellaneous fees | FIX.4.4 |
| 137 | MiscFeeAmt | Amt | N | Miscellaneous fee value | FIX.4.4 |
| 138 | MiscFeeCurr | Currency | N | Currency of miscellaneous fee | FIX.4.4 |
| 139 | MiscFeeType | char | N | Indicates type of miscellaneous fee | FIX.4.4 |
| 891 | MiscFeeBasis | int | N | Defines the unit for a miscellaneous fee. | FIX.4.4 |
| end MiscFeesGrp | |||||
| ⟳ ClrInstGrp [Repeating Group] | N | FIX.4.4 | |||
| 576 | NoClearingInstructions | NumInGroup | N | Number of clearing instructions | FIX.4.4 |
| 577 | ClearingInstruction | int | N | Eligibility of this trade for clearing and central counterparty processing | FIX.4.4 |
| end ClrInstGrp | |||||
| 780 | AllocSettlInstType | int | N | Used to indicate whether settlement instructions are provided on an allocation instruction message, and if not, how they are to be derived | FIX.4.4 |
| ◈ SettlInstructionsData [Component] | N | The SettlInstructionsData component block is used to convey key information regarding standing settlement and delivery instructions. It also provides a reference to standing settlement details regarding the source, delivery instructions, and settlement parties | FIX.4.4 | ||
| 172 | SettlDeliveryType | int | N | Required if AllocSettlInstType = 1 or 2 | FIX.4.4 |
| 169 | StandInstDbType | int | N | Required if AllocSettlInstType = 3 (should not be populated otherwise) | FIX.4.4 |
| 170 | StandInstDbName | String | N | Required if AllocSettlInstType = 3 (should not be populated otherwise) | FIX.4.4 |
| 171 | StandInstDbID | String | N | Identifier used within the StandInstDbType Required if AllocSettlInstType = 3 (should not be populated otherwise) | FIX.4.4 |
| ⟳ DlvyInstGrp [Repeating Group] | N | Required (and must be > 0) if AllocSettlInstType = 2 (should not be populated otherwise) | FIX.4.4 | ||
| 85 | NoDlvyInst | NumInGroup | N | Number of delivery instruction fields in repeating group. Note this field was removed in FIX 4.1 and reinstated in FIX 4.4. | FIX.4.4 |
| 165 | SettlInstSource | char | N | Indicates source of Settlement Instructions | FIX.4.4 |
| 787 | DlvyInstType | char | N | Used to indicate whether a delivery instruction is used for securities or cash settlement | FIX.4.4 |
| ⟳ SettlParties [Repeating Group] | N | The SettlParties component block is used in a similar manner as Parties Block within the context of settlement instruction messages to distinguish between parties involved in the settlement and parties who are expected to execute the settlement process. | FIX.4.4 | ||
| 781 | NoSettlPartyIDs | NumInGroup | N | Repeating group below should contain unique combinations of SettlPartyID, SettlPartyIDSource, and SettlPartyRole | FIX.4.4 |
| 782 | SettlPartyID | String | N | Used to identify source of SettlPartyID. Required if SettlPartyIDSource is specified. Required if NoSettlPartyIDs > 0. | FIX.4.4 |
| 783 | SettlPartyIDSource | char | N | Used to identify class source of SettlPartyID value (e.g. BIC). Required if SettlPartyID is specified. Required if NoSettlPartyIDs > 0. | FIX.4.4 |
| 784 | SettlPartyRole | int | N | Identifies the type of SettlPartyID (e.g. Executing Broker). Required if NoSettlPartyIDs > 0. | FIX.4.4 |
| ⟳ SettlPtysSubGrp [Repeating Group] | N | Repeating group of SettlParty sub-identifiers. | FIX.4.4 | ||
| 801 | NoSettlPartySubIDs | NumInGroup | N | Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries | FIX.4.4 |
| 785 | SettlPartySubID | String | N | PartySubID value within a settlement parties component. Same values as PartySubID (523) | FIX.4.4 |
| 786 | SettlPartySubIDType | int | N | Type of SettlPartySubID (785) value. Same values as PartySubIDType (803) | FIX.4.4 |
| end SettlPtysSubGrp | |||||
| end SettlParties | |||||
| end DlvyInstGrp | |||||
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AttrbGrp
ImplicitBlockRepeating
Common
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 870 | NoInstrAttrib | NumInGroup | N | Number of repeating InstrAttribType entries. | FIX.4.4 |
| 871 | InstrAttribType | int | N | Code to represent the type of instrument attribute | FIX.4.4 |
| 872 | InstrAttribValue | String | N | Attribute value appropriate to the InstrAttribType (87) field. | FIX.4.4 |
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BidCompReqGrp
ImplicitBlockRepeating
ProgramTrading
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 420 | NoBidComponents | NumInGroup | N | Indicates the number of list entries. | FIX.4.4 |
| 66 | ListID | String | N | Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days. | FIX.4.4 |
| 54 | Side | char | N | Side of order | FIX.4.4 |
| 336 | TradingSessionID | String | N | Identifier for Trading Session Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc). To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. Values should be bi-laterally agreed to between counterparties. Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section). | FIX.4.4 |
| 625 | TradingSessionSubID | String | N | Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. | FIX.4.4 |
| 430 | NetGrossInd | int | N | Code to represent whether value is net (inclusive of tax) or gross | FIX.4.4 |
| 63 | SettlType | char | N | Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. | FIX.4.4 |
| 64 | SettlDate | LocalMktDate | N | Specific date of trade settlement (SettlementDate) in YYYYMMDD format. If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued) (expressed in local time at place of settlement) | FIX.4.4 |
| 1 | Account | String | N | Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. | FIX.4.4 |
| 660 | AcctIDSource | int | N | Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system. | FIX.4.4 |
▶
BidCompRspGrp
ImplicitBlockRepeating
ProgramTrading
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 420 | NoBidComponents | NumInGroup | Y | Indicates the number of list entries. | FIX.4.4 |
| ◈ CommissionData [Component] | Y | The CommissionDate component block is used to carry commission information such as the type of commission and the rate. | FIX.4.4 | ||
| 12 | Commission | Amt | N | Commission. Note if CommType (3) is percentage, Commission of 5% should be represented as .05. | FIX.4.3 |
| 13 | CommType | char | N | Commission type | FIX.4.3 |
| 479 | CommCurrency | Currency | N | For CIV - Optional | FIX.4.3 |
| 497 | FundRenewWaiv | char | N | For CIV - Optional | FIX.4.3 |
| 66 | ListID | String | N | Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days. | FIX.4.4 |
| 421 | Country | Country | N | ISO Country Code in field | FIX.4.4 |
| 54 | Side | char | N | Side of order | FIX.4.4 |
| 44 | Price | Price | N | Price per unit of quantity (e.g. per share) | FIX.4.4 |
| 423 | PriceType | int | N | Code to represent the price type | FIX.4.4 |
| 406 | FairValue | Amt | N | Used in EFP trades | FIX.4.4 |
| 430 | NetGrossInd | int | N | Code to represent whether value is net (inclusive of tax) or gross | FIX.4.4 |
| 63 | SettlType | char | N | Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. | FIX.4.4 |
| 64 | SettlDate | LocalMktDate | N | Specific date of trade settlement (SettlementDate) in YYYYMMDD format. If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued) (expressed in local time at place of settlement) | FIX.4.4 |
| 336 | TradingSessionID | String | N | Identifier for Trading Session Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc). To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. Values should be bi-laterally agreed to between counterparties. Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section). | FIX.4.4 |
| 625 | TradingSessionSubID | String | N | Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. | FIX.4.4 |
| 58 | Text | String | N | Free format text string (Note: this field does not have a specified maximum length) | FIX.4.4 |
| 354 | EncodedTextLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedText (355) field. | FIX.4.4 |
| 355 | EncodedText | data | N | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field. | FIX.4.4 |
▶
BidDescReqGrp
ImplicitBlockRepeating
ProgramTrading
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 398 | NoBidDescriptors | NumInGroup | N | Number of BidDescriptor (400) entries. | FIX.4.4 |
| 399 | BidDescriptorType | int | N | Code to identify the type of BidDescriptor (400) | FIX.4.4 |
| 400 | BidDescriptor | String | N | BidDescriptor value. Usage depends upon BidDescriptorTyp (399). If BidDescriptorType = 1 Industrials etc - Free text If BidDescriptorType =2 "FR" etc - ISO Country Codes If BidDescriptorType =3 FT00, FT250, STOX - Free text | FIX.4.4 |
| 401 | SideValueInd | int | N | Code to identify which "SideValue" the value refers to. SideValue and SideValue2 are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. | FIX.4.4 |
| 404 | LiquidityValue | Amt | N | Value between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency | FIX.4.4 |
| 441 | LiquidityNumSecurities | int | N | Number of Securites between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency. | FIX.4.4 |
| 402 | LiquidityPctLow | Percentage | N | Liquidity indicator or lower limit if TotalNumSecurities (393) > . Represented as a percentage. | FIX.4.4 |
| 403 | LiquidityPctHigh | Percentage | N | Upper liquidity indicator if TotalNumSecurities (393) > . Represented as a percentage. | FIX.4.4 |
| 405 | EFPTrackingError | Percentage | N | Eg Used in EFP trades 2% (EFP – Exchange for Physical ). Represented as a percentage. | FIX.4.4 |
| 406 | FairValue | Amt | N | Used in EFP trades | FIX.4.4 |
| 407 | OutsideIndexPct | Percentage | N | Used in EFP trades. Represented as a percentage. | FIX.4.4 |
| 408 | ValueOfFutures | Amt | N | Used in EFP trades | FIX.4.4 |
▶
ClrInstGrp
ImplicitBlockRepeating
Common
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 576 | NoClearingInstructions | NumInGroup | N | Number of clearing instructions | FIX.4.4 |
| 577 | ClearingInstruction | int | N | Eligibility of this trade for clearing and central counterparty processing | FIX.4.4 |
▶
CollInqQualGrp
ImplicitBlockRepeating
CollateralManagement
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 938 | NoCollInquiryQualifier | NumInGroup | N | Number of CollInquiryQualifier entries in a repeating group. | FIX.4.4 |
| 896 | CollInquiryQualifier | int | N | Collateral inquiry qualifiers: | FIX.4.4 |
▶
CommissionData
Block
Common
The CommissionDate component block is used to carry commission information such as the type of commission and the rate.
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 12 | Commission | Amt | N | Commission. Note if CommType (3) is percentage, Commission of 5% should be represented as .05. | FIX.4.3 |
| 13 | CommType | char | N | Commission type | FIX.4.3 |
| 479 | CommCurrency | Currency | N | For CIV - Optional | FIX.4.3 |
| 497 | FundRenewWaiv | char | N | For CIV - Optional | FIX.4.3 |
▶
CompIDReqGrp
ImplicitBlockRepeating
Common
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 936 | NoCompIDs | NumInGroup | N | Number of CompID entries in a repeating group. | FIX.4.4 |
| 930 | RefCompID | String | N | Assigned value used to identify a firm. | FIX.4.4 |
| 931 | RefSubID | String | N | Assigned value used to identify specific elements within a firm. | FIX.4.4 |
| 283 | LocationID | String | N | Identification of a Market Maker’s location | FIX.4.4 |
| 284 | DeskID | String | N | Identification of a Market Maker’s desk | FIX.4.4 |
▶
CompIDStatGrp
ImplicitBlockRepeating
Common
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 936 | NoCompIDs | NumInGroup | Y | Number of CompID entries in a repeating group. | FIX.4.4 |
| 930 | RefCompID | String | N | Assigned value used to identify a firm. | FIX.4.4 |
| 931 | RefSubID | String | N | Assigned value used to identify specific elements within a firm. | FIX.4.4 |
| 283 | LocationID | String | N | Identification of a Market Maker’s location | FIX.4.4 |
| 284 | DeskID | String | N | Identification of a Market Maker’s desk | FIX.4.4 |
| 928 | StatusValue | int | N | Indicates the status of a network connection | FIX.4.4 |
| 929 | StatusText | String | N | A text description associated with a network status. | FIX.4.4 |
▶
ContAmtGrp
ImplicitBlockRepeating
Common
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 518 | NoContAmts | NumInGroup | N | The number of Contract Amount details on an Execution Report message | FIX.4.4 |
| 519 | ContAmtType | int | N | Type of ContAmtValue (520). NOTE That Commission Amount / % in Contract Amounts is the commission actually charged, rather than the commission instructions given in Fields 2/3. | FIX.4.4 |
| 520 | ContAmtValue | float | N | Value of Contract Amount, e.g. a financial amount or percentage as indicated by ContAmtType (59). | FIX.4.4 |
| 521 | ContAmtCurr | Currency | N | Specifies currency for the Contract amount if different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes". | FIX.4.4 |
▶
ContraGrp
ImplicitBlockRepeating
Common
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 382 | NoContraBrokers | NumInGroup | N | The number of ContraBroker (375) entries. | FIX.4.4 |
| 375 | ContraBroker | String | N | Identifies contra broker. Standard NASD market-maker mnemonic is preferred. | FIX.4.4 |
| 337 | ContraTrader | String | N | Identifies the trader (e.g. "badge number") of the ContraBroker. | FIX.4.4 |
| 437 | ContraTradeQty | Qty | N | Quantity traded with the ContraBroker (375). | FIX.4.4 |
| 438 | ContraTradeTime | UTCTimestamp | N | Identifes the time of the trade with the ContraBroker (375). (always expressed in UTC (Universal Time Coordinated, also known as "GMT") | FIX.4.4 |
| 655 | ContraLegRefID | String | N | Unique indicator for a specific leg for the ContraBroker (375). | FIX.4.4 |
▶
CpctyConfGrp
ImplicitBlockRepeating
Common
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 862 | NoCapacities | NumInGroup | Y | Number of repeating OrderCapacity entries. | FIX.4.4 |
| 528 | OrderCapacity | char | Y | Designates the capacity of the firm placing the order (as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field) (see Volume : "Glossary" for value definitions) | FIX.4.4 |
| 529 | OrderRestrictions | MultipleValueString | N | Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space. | FIX.4.4 |
| 863 | OrderCapacityQty | Qty | Y | Quantity executed under a specific OrderCapacity (e.g. quantity executed as agent, quantity executed as principal) | FIX.4.4 |
▶
DiscretionInstructions
Block
Common
The presence of DiscretionInstructions component block on an order indicates that the trader wishes to display one price but will accept trades at another price.
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 388 | DiscretionInst | char | N | What the discretionary price is related to (e.g. primary price, display price etc) | FIX.4.4 |
| 389 | DiscretionOffsetValue | float | N | Amount (signed) added to the "related to" price specified via DiscretionInst, in the context of DiscretionOffsetType | FIX.4.4 |
| 841 | DiscretionMoveType | int | N | Describes whether discretion price is static/fixed or floats | FIX.4.4 |
| 842 | DiscretionOffsetType | int | N | Type of Discretion Offset (e.g. price offset, tick offset etc) | FIX.4.4 |
| 843 | DiscretionLimitType | int | N | Specifies the nature of the resulting discretion price (e.g. or better limit, strict limit etc) | FIX.4.4 |
| 844 | DiscretionRoundDirection | int | N | If the calculated discretion price is not a valid tick price, specifies how to round the price (e.g. to be more or less aggressive) | FIX.4.4 |
| 846 | DiscretionScope | int | N | The scope of "related to" price of the discretion (e.g. local, global etc) | FIX.4.4 |
▶
DlvyInstGrp
ImplicitBlockRepeating
Common
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 85 | NoDlvyInst | NumInGroup | N | Number of delivery instruction fields in repeating group. Note this field was removed in FIX 4.1 and reinstated in FIX 4.4. | FIX.4.4 |
| 165 | SettlInstSource | char | N | Indicates source of Settlement Instructions | FIX.4.4 |
| 787 | DlvyInstType | char | N | Used to indicate whether a delivery instruction is used for securities or cash settlement | FIX.4.4 |
| ⟳ SettlParties [Repeating Group] | N | The SettlParties component block is used in a similar manner as Parties Block within the context of settlement instruction messages to distinguish between parties involved in the settlement and parties who are expected to execute the settlement process. | FIX.4.4 | ||
| 781 | NoSettlPartyIDs | NumInGroup | N | Repeating group below should contain unique combinations of SettlPartyID, SettlPartyIDSource, and SettlPartyRole | FIX.4.4 |
| 782 | SettlPartyID | String | N | Used to identify source of SettlPartyID. Required if SettlPartyIDSource is specified. Required if NoSettlPartyIDs > 0. | FIX.4.4 |
| 783 | SettlPartyIDSource | char | N | Used to identify class source of SettlPartyID value (e.g. BIC). Required if SettlPartyID is specified. Required if NoSettlPartyIDs > 0. | FIX.4.4 |
| 784 | SettlPartyRole | int | N | Identifies the type of SettlPartyID (e.g. Executing Broker). Required if NoSettlPartyIDs > 0. | FIX.4.4 |
| ⟳ SettlPtysSubGrp [Repeating Group] | N | Repeating group of SettlParty sub-identifiers. | FIX.4.4 | ||
| 801 | NoSettlPartySubIDs | NumInGroup | N | Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries | FIX.4.4 |
| 785 | SettlPartySubID | String | N | PartySubID value within a settlement parties component. Same values as PartySubID (523) | FIX.4.4 |
| 786 | SettlPartySubIDType | int | N | Type of SettlPartySubID (785) value. Same values as PartySubIDType (803) | FIX.4.4 |
| end SettlPtysSubGrp | |||||
| end SettlParties | |||||
▶
EvntGrp
ImplicitBlockRepeating
Common
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 864 | NoEvents | NumInGroup | N | Number of repeating EventType entries. | FIX.4.4 |
| 865 | EventType | int | N | Code to represent the type of event | FIX.4.4 |
| 866 | EventDate | LocalMktDate | N | Date of event | FIX.4.4 |
| 867 | EventPx | Price | N | Predetermined price of issue at event, if applicable | FIX.4.4 |
| 868 | EventText | String | N | Comments related to the event. | FIX.4.4 |
▶
ExecAllocGrp
ImplicitBlockRepeating
Allocation
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 124 | NoExecs | NumInGroup | N | No of execution repeating group entries to follow. | FIX.4.4 |
| 32 | LastQty | Qty | N | Quantity (e.g. shares) bought/sold on this (last) fill. (Prior to FIX 4.2 this field was of type int) | FIX.4.4 |
| 17 | ExecID | String | N | Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType (50) =I (Order Status)). Uniqueness must be guaranteed within a single trading day or the life of a multi-day order. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days. (Prior to FIX 4.1 this field was of type int) | FIX.4.4 |
| 527 | SecondaryExecID | String | N | Assigned by the party which accepts the order. Can be used to provide the ExecID (7) used by an exchange or executing system. | FIX.4.4 |
| 31 | LastPx | Price | N | Price of this (last) fill. | FIX.4.4 |
| 669 | LastParPx | Price | N | Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx (3) is expressed in Yield, Spread, Discount or any other type. Usage: Execution Report and Allocation Report repeating executions block (from sellside). | FIX.4.4 |
| 29 | LastCapacity | char | N | Broker capacity in order execution | FIX.4.4 |
▶
ExecCollGrp
ImplicitBlockRepeating
CollateralManagement
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 124 | NoExecs | NumInGroup | N | No of execution repeating group entries to follow. | FIX.4.4 |
| 17 | ExecID | String | N | Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType (50) =I (Order Status)). Uniqueness must be guaranteed within a single trading day or the life of a multi-day order. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days. (Prior to FIX 4.1 this field was of type int) | FIX.4.4 |
▶
ExecsGrp
ImplicitBlockRepeating
Common
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 124 | NoExecs | NumInGroup | N | No of execution repeating group entries to follow. | FIX.4.4 |
| 17 | ExecID | String | N | Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType (50) =I (Order Status)). Uniqueness must be guaranteed within a single trading day or the life of a multi-day order. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days. (Prior to FIX 4.1 this field was of type int) | FIX.4.4 |
▶
FinancingDetails
Block
Common
Component block is optionally used only for financing deals to identify the legal agreement under which the deal was made and other unique characteristics of the transaction. The AgreementDesc field refers to base standard documents such as MRA 1996 Repurchase Agreement, GMRA 2000 Bills Transaction (U.K.), MSLA 1993 Securities Loan – Amended 1998, for example.
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 913 | AgreementDesc | String | N | The full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this deal | FIX.4.4 |
| 914 | AgreementID | String | N | A common reference to the applicable standing agreement between the principals | FIX.4.4 |
| 915 | AgreementDate | LocalMktDate | N | A reference to the date the underlying agreement was executed. | FIX.4.4 |
| 918 | AgreementCurrency | Currency | N | Currency of the underlying agreement. | FIX.4.4 |
| 788 | TerminationType | int | N | For Repos the timing or method for terminating the agreement. | FIX.4.4 |
| 916 | StartDate | LocalMktDate | N | Settlement date of the beginning of the deal | FIX.4.4 |
| 917 | EndDate | LocalMktDate | N | Repayment / repurchase date | FIX.4.4 |
| 919 | DeliveryType | int | N | Delivery or custody arrangement for the underlying securities | FIX.4.4 |
| 898 | MarginRatio | Percentage | N | Percentage of cash value that underlying security collateral must meet. | FIX.4.4 |
▶
Hop
ImplicitBlock
Common
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 627 | NoHops | NumInGroup | N | Number of HopCompID entries in repeating group. | FIX.4.4 |
| 628 | HopCompID | String | N | Assigned value used to identify the third 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. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (5) is being used. | FIX.4.4 |
| 629 | HopSendingTime | UTCTimestamp | N | Time that HopCompID (628) sent the message. It is recommended that this value be the SendingTime (52) of the message sent by the third party. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (5) is being used. | FIX.4.4 |
| 630 | HopRefID | SeqNum | N | Reference 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. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (5) is being used. | FIX.4.4 |
▶
IOIQualGrp
ImplicitBlockRepeating
Indication
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 199 | NoIOIQualifiers | NumInGroup | N | Number of repeating groups of IOIQualifiers (04). | FIX.4.4 |
| 104 | IOIQualifier | char | N | Code to qualify IOI use | FIX.4.4 |
▶
InstrmtGrp
ImplicitBlockRepeating
Common
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 146 | NoRelatedSym | NumInGroup | N | Specifies the number of repeating symbols specified. | FIX.4.4 |
| ◈ Instrument [Component] | N | 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. | FIX.4.4 | ||
| 55 | Symbol | String | N | Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol. | FIX.4.3 |
| 65 | SymbolSfx | String | N | Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price. | FIX.4.3 |
| 48 | SecurityID | String | N | Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. | FIX.4.3 |
| 22 | SecurityIDSource | String | N | Required if SecurityID is specified. | FIX.4.3 |
| ⟳ SecAltIDGrp [Repeating Group] | N | Number of alternate Security Identifiers | FIX.4.4 | ||
| 454 | NoSecurityAltID | NumInGroup | N | Number of SecurityAltID (455) entries. | FIX.4.4 |
| 455 | SecurityAltID | String | N | Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource. | FIX.4.4 |
| 456 | SecurityAltIDSource | String | N | Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field | FIX.4.4 |
| end SecAltIDGrp | |||||
| 460 | Product | int | N | Indicates the type of product the security is associated with (high-level category) | FIX.4.3 |
| 461 | CFICode | String | N | Indicates 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 |
| 167 | SecurityType | String | N | It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income 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 |
| 762 | SecuritySubType | String | N | Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required. | FIX.4.4 |
| 200 | MaturityMonthYear | MonthYear | N | Specifies 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 |
| 541 | MaturityDate | LocalMktDate | N | Specifies 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 |
| 201 | PutOrCall | int | N | For Options. | FIX.4.4 |
| 224 | CouponPaymentDate | LocalMktDate | N | Date interest is to be paid. Used in identifying Corporate Bond issues. | FIX.4.3 |
| 225 | IssueDate | LocalMktDate | N | Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. | FIX.4.3 |
| 239 | RepoCollateralSecurityType | String | N | (Deprecated, use UnderlyingSecurityType (310) ) | FIX.4.3 |
| 226 | RepurchaseTerm | int | N | (Deprecated, use TerminationType (788) ) | FIX.4.3 |
| 227 | RepurchaseRate | Percentage | N | (Deprecated, use Price (44) ) | FIX.4.3 |
| 228 | Factor | float | N | For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value | FIX.4.3 |
| 255 | CreditRating | String | N | An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 543 | InstrRegistry | String | N | The 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 |
| 470 | CountryOfIssue | Country | N | ISO 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 |
| 471 | StateOrProvinceOfIssue | String | N | A two-character state or province abbreviation. | FIX.4.3 |
| 472 | LocaleOfIssue | String | N | The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). | FIX.4.3 |
| 240 | RedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 202 | StrikePrice | Price | N | Used for derivatives, such as options and covered warrants | FIX.4.3 |
| 947 | StrikeCurrency | Currency | N | Used for derivatives | FIX.4.4 |
| 206 | OptAttribute | char | N | Used 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 |
| 231 | ContractMultiplier | float | N | For 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 |
| 223 | CouponRate | Percentage | N | For Fixed Income. | FIX.4.3 |
| 207 | SecurityExchange | Exchange | N | Can be used to identify the security. | FIX.4.3 |
| 106 | Issuer | String | N | Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values" | FIX.4.3 |
| 348 | EncodedIssuerLen | Length | N | Must be set if EncodedIssuer field is specified and must immediately precede it. | FIX.4.3 |
| 349 | EncodedIssuer | data | N | Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. | FIX.4.3 |
| 107 | SecurityDesc | String | N | Security description. | FIX.4.3 |
| 350 | EncodedSecurityDescLen | Length | N | Must be set if EncodedSecurityDesc field is specified and must immediately precede it. | FIX.4.3 |
| 351 | EncodedSecurityDesc | data | N | Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. | FIX.4.3 |
| 691 | Pool | String | N | Identifies MBS / ABS pool | FIX.4.4 |
| 667 | ContractSettlMonth | MonthYear | N | Must be present for MBS/TBA | FIX.4.4 |
| 875 | CPProgram | int | N | The program under which a commercial paper is issued | FIX.4.4 |
| 876 | CPRegType | String | N | The registration type of a commercial paper issuance | FIX.4.4 |
| ⟳ EvntGrp [Repeating Group] | N | Number of repeating EventType group entries. | FIX.4.4 | ||
| 864 | NoEvents | NumInGroup | N | Number of repeating EventType entries. | FIX.4.4 |
| 865 | EventType | int | N | Code to represent the type of event | FIX.4.4 |
| 866 | EventDate | LocalMktDate | N | Date of event | FIX.4.4 |
| 867 | EventPx | Price | N | Predetermined price of issue at event, if applicable | FIX.4.4 |
| 868 | EventText | String | N | Comments related to the event. | FIX.4.4 |
| end EvntGrp | |||||
| 873 | DatedDate | LocalMktDate | N | If different from IssueDate | FIX.4.4 |
| 874 | InterestAccrualDate | LocalMktDate | N | If different from IssueDate and DatedDate | FIX.4.4 |
▶
InstrmtLegExecGrp
ImplicitBlockRepeating
Common
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 555 | NoLegs | NumInGroup | N | Number of InstrumentLeg repeating group instances. | FIX.4.4 |
| ◈ InstrumentLeg [Component] | N | 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. | FIX.4.4 | ||
| 600 | LegSymbol | String | N | Multileg instrument's individual security’s Symbol. See Symbol (55) field for description | FIX.4.3 |
| 601 | LegSymbolSfx | String | N | Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description | FIX.4.3 |
| 602 | LegSecurityID | String | N | Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description | FIX.4.3 |
| 603 | LegSecurityIDSource | String | N | Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description | FIX.4.3 |
| ⟳ LegSecAltIDGrp [Repeating Group] | N | FIX.4.4 | |||
| 604 | NoLegSecurityAltID | NumInGroup | N | Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description | FIX.4.4 |
| 605 | LegSecurityAltID | String | N | Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description | FIX.4.4 |
| 606 | LegSecurityAltIDSource | String | N | Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description | FIX.4.4 |
| end LegSecAltIDGrp | |||||
| 607 | LegProduct | int | N | Multileg instrument's individual security’s Product. See Product (460) field for description | FIX.4.3 |
| 608 | LegCFICode | String | N | Multileg instrument's individual security’s CFICode. See CFICode (46) field for description | FIX.4.3 |
| 609 | LegSecurityType | String | N | Multileg instrument's individual security’s SecurityType. See SecurityType (67) field for description | FIX.4.3 |
| 764 | LegSecuritySubType | String | N | SecuritySubType of the leg instrument. See SecuritySubType (762) field for description | FIX.4.4 |
| 610 | LegMaturityMonthYear | MonthYear | N | Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description | FIX.4.3 |
| 611 | LegMaturityDate | LocalMktDate | N | Multileg instrument's individual security’s MaturityDate. See MaturityDate (54) field for description | FIX.4.3 |
| 248 | LegCouponPaymentDate | LocalMktDate | N | Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 249 | LegIssueDate | LocalMktDate | N | Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 250 | LegRepoCollateralSecurityType | String | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 251 | LegRepurchaseTerm | int | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 252 | LegRepurchaseRate | Percentage | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 253 | LegFactor | float | N | Multileg instrument's individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 257 | LegCreditRating | String | N | Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 599 | LegInstrRegistry | String | N | Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description | FIX.4.3 |
| 596 | LegCountryOfIssue | Country | N | Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description | FIX.4.3 |
| 597 | LegStateOrProvinceOfIssue | String | N | Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description | FIX.4.3 |
| 598 | LegLocaleOfIssue | String | N | Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description | FIX.4.3 |
| 254 | LegRedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 612 | LegStrikePrice | Price | N | Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description | FIX.4.3 |
| 942 | LegStrikeCurrency | Currency | N | Currency in which the strike price of a instrument leg of a multileg instrument is denominated | FIX.4.4 |
| 613 | LegOptAttribute | char | N | Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description | FIX.4.3 |
| 614 | LegContractMultiplier | float | N | Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for description | FIX.4.3 |
| 615 | LegCouponRate | Percentage | N | Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description | FIX.4.3 |
| 616 | LegSecurityExchange | Exchange | N | Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description | FIX.4.3 |
| 617 | LegIssuer | String | N | Multileg instrument's individual security’s Issuer. See Issuer (106) field for description | FIX.4.3 |
| 618 | EncodedLegIssuerLen | Length | N | Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description | FIX.4.3 |
| 619 | EncodedLegIssuer | data | N | Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description | FIX.4.3 |
| 620 | LegSecurityDesc | String | N | Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for description | FIX.4.3 |
| 621 | EncodedLegSecurityDescLen | Length | N | Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description | FIX.4.3 |
| 622 | EncodedLegSecurityDesc | data | N | Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description | FIX.4.3 |
| 623 | LegRatioQty | float | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.3 |
| 624 | LegSide | char | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.3 |
| 556 | LegCurrency | Currency | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.4 |
| 740 | LegPool | String | N | Identifies MBS / ABS pool | FIX.4.4 |
| 739 | LegDatedDate | LocalMktDate | N | The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date | FIX.4.4 |
| 955 | LegContractSettlMonth | MonthYear | N | Specifies when the contract (i.e. MBS/TBA) will settle. | FIX.4.4 |
| 956 | LegInterestAccrualDate | LocalMktDate | N | The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date | FIX.4.4 |
| 687 | LegQty | Qty | N | Quantity of this leg, e.g. in Quote dialog. See Quantity (53) for description and valid values | FIX.4.4 |
| 690 | LegSwapType | int | N | For Fixed Income, used instead of LegQty (687) or LegOrderQty (685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap. | FIX.4.4 |
| ⟳ LegStipulations [Repeating Group] | N | The LegStipulations component block has the same usage as the Stipulations component block, but for a leg instrument in a multi-legged security. | FIX.4.4 | ||
| 683 | NoLegStipulations | NumInGroup | N | Number of leg stipulation entries | FIX.4.4 |
| 688 | LegStipulationType | String | N | Required if NoLegStipulations >0 | FIX.4.4 |
| 689 | LegStipulationValue | String | N | For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values | FIX.4.4 |
| end LegStipulations | |||||
| 564 | LegPositionEffect | char | N | PositionEffect for leg of a multileg See PositionEffect (77) field for description | FIX.4.4 |
| 565 | LegCoveredOrUncovered | int | N | CoveredOrUncovered for leg of a multileg See CoveredOrUncovered (203) field for description | FIX.4.4 |
| ⟳ NestedParties [Repeating Group] | N | 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. | FIX.4.4 | ||
| 539 | NoNestedPartyIDs | NumInGroup | N | Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole | FIX.4.3 |
| 524 | NestedPartyID | String | N | Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| 525 | NestedPartyIDSource | char | N | Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| 538 | NestedPartyRole | int | N | Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| ⟳ NstdPtysSubGrp [Repeating Group] | N | Repeating group of NestedParty sub-identifiers. | FIX.4.4 | ||
| 804 | NoNestedPartySubIDs | NumInGroup | N | Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries | FIX.4.4 |
| 545 | NestedPartySubID | String | N | PartySubID value within a nested repeating group. Same values as PartySubID (523) | FIX.4.4 |
| 805 | NestedPartySubIDType | int | N | Type of NestedPartySubID (545) value. Same values as PartySubIDType (803) | FIX.4.4 |
| end NstdPtysSubGrp | |||||
| end NestedParties | |||||
| 654 | LegRefID | String | N | Unique indicator for a specific leg. | FIX.4.4 |
| 566 | LegPrice | Price | N | Price for leg of a multileg See Price (44) field for description | FIX.4.4 |
| 587 | LegSettlType | char | N | Refer to values for SettlType[63] | FIX.4.4 |
| 588 | LegSettlDate | LocalMktDate | N | Refer to description for SettlDate[64] | FIX.4.4 |
| 637 | LegLastPx | Price | N | Execution price assigned to a leg of a multileg instrument. See LastPx (31) field for description and values | FIX.4.4 |
▶
InstrmtLegGrp
ImplicitBlockRepeating
Common
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 555 | NoLegs | NumInGroup | N | Number of InstrumentLeg repeating group instances. | FIX.4.4 |
| ◈ InstrumentLeg [Component] | N | 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. | FIX.4.4 | ||
| 600 | LegSymbol | String | N | Multileg instrument's individual security’s Symbol. See Symbol (55) field for description | FIX.4.3 |
| 601 | LegSymbolSfx | String | N | Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description | FIX.4.3 |
| 602 | LegSecurityID | String | N | Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description | FIX.4.3 |
| 603 | LegSecurityIDSource | String | N | Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description | FIX.4.3 |
| ⟳ LegSecAltIDGrp [Repeating Group] | N | FIX.4.4 | |||
| 604 | NoLegSecurityAltID | NumInGroup | N | Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description | FIX.4.4 |
| 605 | LegSecurityAltID | String | N | Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description | FIX.4.4 |
| 606 | LegSecurityAltIDSource | String | N | Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description | FIX.4.4 |
| end LegSecAltIDGrp | |||||
| 607 | LegProduct | int | N | Multileg instrument's individual security’s Product. See Product (460) field for description | FIX.4.3 |
| 608 | LegCFICode | String | N | Multileg instrument's individual security’s CFICode. See CFICode (46) field for description | FIX.4.3 |
| 609 | LegSecurityType | String | N | Multileg instrument's individual security’s SecurityType. See SecurityType (67) field for description | FIX.4.3 |
| 764 | LegSecuritySubType | String | N | SecuritySubType of the leg instrument. See SecuritySubType (762) field for description | FIX.4.4 |
| 610 | LegMaturityMonthYear | MonthYear | N | Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description | FIX.4.3 |
| 611 | LegMaturityDate | LocalMktDate | N | Multileg instrument's individual security’s MaturityDate. See MaturityDate (54) field for description | FIX.4.3 |
| 248 | LegCouponPaymentDate | LocalMktDate | N | Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 249 | LegIssueDate | LocalMktDate | N | Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 250 | LegRepoCollateralSecurityType | String | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 251 | LegRepurchaseTerm | int | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 252 | LegRepurchaseRate | Percentage | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 253 | LegFactor | float | N | Multileg instrument's individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 257 | LegCreditRating | String | N | Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 599 | LegInstrRegistry | String | N | Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description | FIX.4.3 |
| 596 | LegCountryOfIssue | Country | N | Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description | FIX.4.3 |
| 597 | LegStateOrProvinceOfIssue | String | N | Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description | FIX.4.3 |
| 598 | LegLocaleOfIssue | String | N | Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description | FIX.4.3 |
| 254 | LegRedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 612 | LegStrikePrice | Price | N | Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description | FIX.4.3 |
| 942 | LegStrikeCurrency | Currency | N | Currency in which the strike price of a instrument leg of a multileg instrument is denominated | FIX.4.4 |
| 613 | LegOptAttribute | char | N | Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description | FIX.4.3 |
| 614 | LegContractMultiplier | float | N | Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for description | FIX.4.3 |
| 615 | LegCouponRate | Percentage | N | Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description | FIX.4.3 |
| 616 | LegSecurityExchange | Exchange | N | Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description | FIX.4.3 |
| 617 | LegIssuer | String | N | Multileg instrument's individual security’s Issuer. See Issuer (106) field for description | FIX.4.3 |
| 618 | EncodedLegIssuerLen | Length | N | Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description | FIX.4.3 |
| 619 | EncodedLegIssuer | data | N | Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description | FIX.4.3 |
| 620 | LegSecurityDesc | String | N | Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for description | FIX.4.3 |
| 621 | EncodedLegSecurityDescLen | Length | N | Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description | FIX.4.3 |
| 622 | EncodedLegSecurityDesc | data | N | Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description | FIX.4.3 |
| 623 | LegRatioQty | float | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.3 |
| 624 | LegSide | char | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.3 |
| 556 | LegCurrency | Currency | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.4 |
| 740 | LegPool | String | N | Identifies MBS / ABS pool | FIX.4.4 |
| 739 | LegDatedDate | LocalMktDate | N | The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date | FIX.4.4 |
| 955 | LegContractSettlMonth | MonthYear | N | Specifies when the contract (i.e. MBS/TBA) will settle. | FIX.4.4 |
| 956 | LegInterestAccrualDate | LocalMktDate | N | The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date | FIX.4.4 |
▶
InstrmtLegIOIGrp
ImplicitBlockRepeating
Common
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 555 | NoLegs | NumInGroup | N | Number of InstrumentLeg repeating group instances. | FIX.4.4 |
| ◈ InstrumentLeg [Component] | N | 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. | FIX.4.4 | ||
| 600 | LegSymbol | String | N | Multileg instrument's individual security’s Symbol. See Symbol (55) field for description | FIX.4.3 |
| 601 | LegSymbolSfx | String | N | Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description | FIX.4.3 |
| 602 | LegSecurityID | String | N | Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description | FIX.4.3 |
| 603 | LegSecurityIDSource | String | N | Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description | FIX.4.3 |
| ⟳ LegSecAltIDGrp [Repeating Group] | N | FIX.4.4 | |||
| 604 | NoLegSecurityAltID | NumInGroup | N | Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description | FIX.4.4 |
| 605 | LegSecurityAltID | String | N | Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description | FIX.4.4 |
| 606 | LegSecurityAltIDSource | String | N | Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description | FIX.4.4 |
| end LegSecAltIDGrp | |||||
| 607 | LegProduct | int | N | Multileg instrument's individual security’s Product. See Product (460) field for description | FIX.4.3 |
| 608 | LegCFICode | String | N | Multileg instrument's individual security’s CFICode. See CFICode (46) field for description | FIX.4.3 |
| 609 | LegSecurityType | String | N | Multileg instrument's individual security’s SecurityType. See SecurityType (67) field for description | FIX.4.3 |
| 764 | LegSecuritySubType | String | N | SecuritySubType of the leg instrument. See SecuritySubType (762) field for description | FIX.4.4 |
| 610 | LegMaturityMonthYear | MonthYear | N | Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description | FIX.4.3 |
| 611 | LegMaturityDate | LocalMktDate | N | Multileg instrument's individual security’s MaturityDate. See MaturityDate (54) field for description | FIX.4.3 |
| 248 | LegCouponPaymentDate | LocalMktDate | N | Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 249 | LegIssueDate | LocalMktDate | N | Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 250 | LegRepoCollateralSecurityType | String | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 251 | LegRepurchaseTerm | int | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 252 | LegRepurchaseRate | Percentage | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 253 | LegFactor | float | N | Multileg instrument's individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 257 | LegCreditRating | String | N | Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 599 | LegInstrRegistry | String | N | Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description | FIX.4.3 |
| 596 | LegCountryOfIssue | Country | N | Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description | FIX.4.3 |
| 597 | LegStateOrProvinceOfIssue | String | N | Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description | FIX.4.3 |
| 598 | LegLocaleOfIssue | String | N | Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description | FIX.4.3 |
| 254 | LegRedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 612 | LegStrikePrice | Price | N | Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description | FIX.4.3 |
| 942 | LegStrikeCurrency | Currency | N | Currency in which the strike price of a instrument leg of a multileg instrument is denominated | FIX.4.4 |
| 613 | LegOptAttribute | char | N | Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description | FIX.4.3 |
| 614 | LegContractMultiplier | float | N | Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for description | FIX.4.3 |
| 615 | LegCouponRate | Percentage | N | Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description | FIX.4.3 |
| 616 | LegSecurityExchange | Exchange | N | Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description | FIX.4.3 |
| 617 | LegIssuer | String | N | Multileg instrument's individual security’s Issuer. See Issuer (106) field for description | FIX.4.3 |
| 618 | EncodedLegIssuerLen | Length | N | Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description | FIX.4.3 |
| 619 | EncodedLegIssuer | data | N | Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description | FIX.4.3 |
| 620 | LegSecurityDesc | String | N | Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for description | FIX.4.3 |
| 621 | EncodedLegSecurityDescLen | Length | N | Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description | FIX.4.3 |
| 622 | EncodedLegSecurityDesc | data | N | Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description | FIX.4.3 |
| 623 | LegRatioQty | float | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.3 |
| 624 | LegSide | char | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.3 |
| 556 | LegCurrency | Currency | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.4 |
| 740 | LegPool | String | N | Identifies MBS / ABS pool | FIX.4.4 |
| 739 | LegDatedDate | LocalMktDate | N | The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date | FIX.4.4 |
| 955 | LegContractSettlMonth | MonthYear | N | Specifies when the contract (i.e. MBS/TBA) will settle. | FIX.4.4 |
| 956 | LegInterestAccrualDate | LocalMktDate | N | The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date | FIX.4.4 |
| 682 | LegIOIQty | String | N | Leg-specific IOI quantity. See IOIQty (27) for description and valid values | FIX.4.4 |
| ⟳ LegStipulations [Repeating Group] | N | The LegStipulations component block has the same usage as the Stipulations component block, but for a leg instrument in a multi-legged security. | FIX.4.4 | ||
| 683 | NoLegStipulations | NumInGroup | N | Number of leg stipulation entries | FIX.4.4 |
| 688 | LegStipulationType | String | N | Required if NoLegStipulations >0 | FIX.4.4 |
| 689 | LegStipulationValue | String | N | For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values | FIX.4.4 |
| end LegStipulations | |||||
▶
InstrmtLegSecListGrp
ImplicitBlockRepeating
Common
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 555 | NoLegs | NumInGroup | N | Number of InstrumentLeg repeating group instances. | FIX.4.4 |
| ◈ InstrumentLeg [Component] | N | 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. | FIX.4.4 | ||
| 600 | LegSymbol | String | N | Multileg instrument's individual security’s Symbol. See Symbol (55) field for description | FIX.4.3 |
| 601 | LegSymbolSfx | String | N | Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description | FIX.4.3 |
| 602 | LegSecurityID | String | N | Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description | FIX.4.3 |
| 603 | LegSecurityIDSource | String | N | Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description | FIX.4.3 |
| ⟳ LegSecAltIDGrp [Repeating Group] | N | FIX.4.4 | |||
| 604 | NoLegSecurityAltID | NumInGroup | N | Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description | FIX.4.4 |
| 605 | LegSecurityAltID | String | N | Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description | FIX.4.4 |
| 606 | LegSecurityAltIDSource | String | N | Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description | FIX.4.4 |
| end LegSecAltIDGrp | |||||
| 607 | LegProduct | int | N | Multileg instrument's individual security’s Product. See Product (460) field for description | FIX.4.3 |
| 608 | LegCFICode | String | N | Multileg instrument's individual security’s CFICode. See CFICode (46) field for description | FIX.4.3 |
| 609 | LegSecurityType | String | N | Multileg instrument's individual security’s SecurityType. See SecurityType (67) field for description | FIX.4.3 |
| 764 | LegSecuritySubType | String | N | SecuritySubType of the leg instrument. See SecuritySubType (762) field for description | FIX.4.4 |
| 610 | LegMaturityMonthYear | MonthYear | N | Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description | FIX.4.3 |
| 611 | LegMaturityDate | LocalMktDate | N | Multileg instrument's individual security’s MaturityDate. See MaturityDate (54) field for description | FIX.4.3 |
| 248 | LegCouponPaymentDate | LocalMktDate | N | Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 249 | LegIssueDate | LocalMktDate | N | Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 250 | LegRepoCollateralSecurityType | String | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 251 | LegRepurchaseTerm | int | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 252 | LegRepurchaseRate | Percentage | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 253 | LegFactor | float | N | Multileg instrument's individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 257 | LegCreditRating | String | N | Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 599 | LegInstrRegistry | String | N | Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description | FIX.4.3 |
| 596 | LegCountryOfIssue | Country | N | Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description | FIX.4.3 |
| 597 | LegStateOrProvinceOfIssue | String | N | Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description | FIX.4.3 |
| 598 | LegLocaleOfIssue | String | N | Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description | FIX.4.3 |
| 254 | LegRedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 612 | LegStrikePrice | Price | N | Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description | FIX.4.3 |
| 942 | LegStrikeCurrency | Currency | N | Currency in which the strike price of a instrument leg of a multileg instrument is denominated | FIX.4.4 |
| 613 | LegOptAttribute | char | N | Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description | FIX.4.3 |
| 614 | LegContractMultiplier | float | N | Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for description | FIX.4.3 |
| 615 | LegCouponRate | Percentage | N | Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description | FIX.4.3 |
| 616 | LegSecurityExchange | Exchange | N | Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description | FIX.4.3 |
| 617 | LegIssuer | String | N | Multileg instrument's individual security’s Issuer. See Issuer (106) field for description | FIX.4.3 |
| 618 | EncodedLegIssuerLen | Length | N | Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description | FIX.4.3 |
| 619 | EncodedLegIssuer | data | N | Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description | FIX.4.3 |
| 620 | LegSecurityDesc | String | N | Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for description | FIX.4.3 |
| 621 | EncodedLegSecurityDescLen | Length | N | Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description | FIX.4.3 |
| 622 | EncodedLegSecurityDesc | data | N | Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description | FIX.4.3 |
| 623 | LegRatioQty | float | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.3 |
| 624 | LegSide | char | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.3 |
| 556 | LegCurrency | Currency | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.4 |
| 740 | LegPool | String | N | Identifies MBS / ABS pool | FIX.4.4 |
| 739 | LegDatedDate | LocalMktDate | N | The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date | FIX.4.4 |
| 955 | LegContractSettlMonth | MonthYear | N | Specifies when the contract (i.e. MBS/TBA) will settle. | FIX.4.4 |
| 956 | LegInterestAccrualDate | LocalMktDate | N | The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date | FIX.4.4 |
| 690 | LegSwapType | int | N | For Fixed Income, used instead of LegQty (687) or LegOrderQty (685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap. | FIX.4.4 |
| 587 | LegSettlType | char | N | Refer to values for SettlType[63] | FIX.4.4 |
| ⟳ LegStipulations [Repeating Group] | N | The LegStipulations component block has the same usage as the Stipulations component block, but for a leg instrument in a multi-legged security. | FIX.4.4 | ||
| 683 | NoLegStipulations | NumInGroup | N | Number of leg stipulation entries | FIX.4.4 |
| 688 | LegStipulationType | String | N | Required if NoLegStipulations >0 | FIX.4.4 |
| 689 | LegStipulationValue | String | N | For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values | FIX.4.4 |
| end LegStipulations | |||||
| ◈ LegBenchmarkCurveData [Component] | N | The LegBenchmarkCurveData is used to convey the benchmark information used for pricing in a multi-legged Fixed Income security. | FIX.4.4 | ||
| 676 | LegBenchmarkCurveCurrency | Currency | N | LegBenchmarkPrice (679) currency See BenchmarkCurveCurrency (220) for description and valid values. | FIX.4.4 |
| 677 | LegBenchmarkCurveName | String | N | Name of the Leg Benchmark Curve. See BenchmarkCurveName (22) for description and valid values. | FIX.4.4 |
| 678 | LegBenchmarkCurvePoint | String | N | Identifies the point on the Leg Benchmark Curve. See BenchmarkCurvePoint (222) for description and valid values. | FIX.4.4 |
| 679 | LegBenchmarkPrice | Price | N | Used to identify the price of the benchmark security. See BenchmarkPrice (662) for description and valid values. | FIX.4.4 |
| 680 | LegBenchmarkPriceType | int | N | The price type of the LegBenchmarkPrice. See BenchmarkPriceType (663) for description and valid values. | FIX.4.4 |
▶
InstrmtMDReqGrp
ImplicitBlockRepeating
Common
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 146 | NoRelatedSym | NumInGroup | Y | Specifies the number of repeating symbols specified. | FIX.4.4 |
| ◈ Instrument [Component] | Y | 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. | FIX.4.4 | ||
| 55 | Symbol | String | N | Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol. | FIX.4.3 |
| 65 | SymbolSfx | String | N | Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price. | FIX.4.3 |
| 48 | SecurityID | String | N | Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. | FIX.4.3 |
| 22 | SecurityIDSource | String | N | Required if SecurityID is specified. | FIX.4.3 |
| ⟳ SecAltIDGrp [Repeating Group] | N | Number of alternate Security Identifiers | FIX.4.4 | ||
| 454 | NoSecurityAltID | NumInGroup | N | Number of SecurityAltID (455) entries. | FIX.4.4 |
| 455 | SecurityAltID | String | N | Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource. | FIX.4.4 |
| 456 | SecurityAltIDSource | String | N | Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field | FIX.4.4 |
| end SecAltIDGrp | |||||
| 460 | Product | int | N | Indicates the type of product the security is associated with (high-level category) | FIX.4.3 |
| 461 | CFICode | String | N | Indicates 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 |
| 167 | SecurityType | String | N | It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income 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 |
| 762 | SecuritySubType | String | N | Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required. | FIX.4.4 |
| 200 | MaturityMonthYear | MonthYear | N | Specifies 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 |
| 541 | MaturityDate | LocalMktDate | N | Specifies 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 |
| 201 | PutOrCall | int | N | For Options. | FIX.4.4 |
| 224 | CouponPaymentDate | LocalMktDate | N | Date interest is to be paid. Used in identifying Corporate Bond issues. | FIX.4.3 |
| 225 | IssueDate | LocalMktDate | N | Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. | FIX.4.3 |
| 239 | RepoCollateralSecurityType | String | N | (Deprecated, use UnderlyingSecurityType (310) ) | FIX.4.3 |
| 226 | RepurchaseTerm | int | N | (Deprecated, use TerminationType (788) ) | FIX.4.3 |
| 227 | RepurchaseRate | Percentage | N | (Deprecated, use Price (44) ) | FIX.4.3 |
| 228 | Factor | float | N | For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value | FIX.4.3 |
| 255 | CreditRating | String | N | An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 543 | InstrRegistry | String | N | The 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 |
| 470 | CountryOfIssue | Country | N | ISO 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 |
| 471 | StateOrProvinceOfIssue | String | N | A two-character state or province abbreviation. | FIX.4.3 |
| 472 | LocaleOfIssue | String | N | The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). | FIX.4.3 |
| 240 | RedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 202 | StrikePrice | Price | N | Used for derivatives, such as options and covered warrants | FIX.4.3 |
| 947 | StrikeCurrency | Currency | N | Used for derivatives | FIX.4.4 |
| 206 | OptAttribute | char | N | Used 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 |
| 231 | ContractMultiplier | float | N | For 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 |
| 223 | CouponRate | Percentage | N | For Fixed Income. | FIX.4.3 |
| 207 | SecurityExchange | Exchange | N | Can be used to identify the security. | FIX.4.3 |
| 106 | Issuer | String | N | Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values" | FIX.4.3 |
| 348 | EncodedIssuerLen | Length | N | Must be set if EncodedIssuer field is specified and must immediately precede it. | FIX.4.3 |
| 349 | EncodedIssuer | data | N | Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. | FIX.4.3 |
| 107 | SecurityDesc | String | N | Security description. | FIX.4.3 |
| 350 | EncodedSecurityDescLen | Length | N | Must be set if EncodedSecurityDesc field is specified and must immediately precede it. | FIX.4.3 |
| 351 | EncodedSecurityDesc | data | N | Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. | FIX.4.3 |
| 691 | Pool | String | N | Identifies MBS / ABS pool | FIX.4.4 |
| 667 | ContractSettlMonth | MonthYear | N | Must be present for MBS/TBA | FIX.4.4 |
| 875 | CPProgram | int | N | The program under which a commercial paper is issued | FIX.4.4 |
| 876 | CPRegType | String | N | The registration type of a commercial paper issuance | FIX.4.4 |
| ⟳ EvntGrp [Repeating Group] | N | Number of repeating EventType group entries. | FIX.4.4 | ||
| 864 | NoEvents | NumInGroup | N | Number of repeating EventType entries. | FIX.4.4 |
| 865 | EventType | int | N | Code to represent the type of event | FIX.4.4 |
| 866 | EventDate | LocalMktDate | N | Date of event | FIX.4.4 |
| 867 | EventPx | Price | N | Predetermined price of issue at event, if applicable | FIX.4.4 |
| 868 | EventText | String | N | Comments related to the event. | FIX.4.4 |
| end EvntGrp | |||||
| 873 | DatedDate | LocalMktDate | N | If different from IssueDate | FIX.4.4 |
| 874 | InterestAccrualDate | LocalMktDate | N | If different from IssueDate and DatedDate | FIX.4.4 |
| ⟳ UndInstrmtGrp [Repeating Group] | N | FIX.4.4 | |||
| 711 | NoUnderlyings | NumInGroup | N | Number of underlying legs that make up the security. | FIX.4.4 |
| ◈ UnderlyingInstrument [Component] | N | 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. | FIX.4.4 | ||
| 311 | UnderlyingSymbol | String | N | Underlying security’s Symbol. See Symbol (55) field for description | FIX.4.3 |
| 312 | UnderlyingSymbolSfx | String | N | Underlying security’s SymbolSfx. See SymbolSfx (65) field for description | FIX.4.3 |
| 309 | UnderlyingSecurityID | String | N | Underlying security’s SecurityID. See SecurityID (48) field for description | FIX.4.3 |
| 305 | UnderlyingSecurityIDSource | String | N | Underlying security’s SecurityIDSource. Valid values: see SecurityIDSource (22) field | FIX.4.3 |
| ⟳ UndSecAltIDGrp [Repeating Group] | N | FIX.4.4 | |||
| 457 | NoUnderlyingSecurityAltID | NumInGroup | N | Number of UnderlyingSecurityAltID (458) entries. | FIX.4.4 |
| 458 | UnderlyingSecurityAltID | String | N | Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource. | FIX.4.4 |
| 459 | UnderlyingSecurityAltIDSource | String | N | Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field | FIX.4.4 |
| end UndSecAltIDGrp | |||||
| 462 | UnderlyingProduct | int | N | Underlying security’s Product. Valid values: see Product(460) field | FIX.4.3 |
| 463 | UnderlyingCFICode | String | N | Underlying security’s CFICode. Valid values: see CFICode (46)field | FIX.4.3 |
| 310 | UnderlyingSecurityType | String | N | Underlying security’s SecurityType. Valid values: see SecurityType (67) field (see below for details concerning this fields use in conjunction with SecurityType=REPO) The following applies when used in conjunction with SecurityType=REPO Represents the general or specific type of security that underlies a financing agreement Valid values for SecurityType=REPO: TREASURY = Federal government or treasury PROVINCE = State, province, region, etc. AGENCY = Federal agency MORTGAGE = Mortgage passthrough CP = Commercial paper CORP = Corporate EQUITY = Equity SUPRA = Supra-national agency CASH If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or <UnderlyingStipulations> block e.g.: SecurityType=REPO UnderlyingSecurityType=MORTGAGE UnderlyingIssuer=GNMA or SecurityType=REPO UnderlyingSecurityType=AGENCY UnderlyingIssuer=CA Housing Trust UnderlyingCountryOfIssue=CA or SecurityType=REPO UnderlyingSecurityType=CORP UnderlyingNoStipulations= UnderlyingStipulationType=RATING UnderlyingStipulationValue=>bbb- | FIX.4.3 |
| 763 | UnderlyingSecuritySubType | String | N | Underlying security’s SecuritySubType. See SecuritySubType (762) field for description | FIX.4.4 |
| 313 | UnderlyingMaturityMonthYear | MonthYear | N | Underlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description | FIX.4.3 |
| 542 | UnderlyingMaturityDate | LocalMktDate | N | Underlying security’s maturity date. See MaturityDate (54) field for description | FIX.4.3 |
| 315 | UnderlyingPutOrCall | int | N | Underlying security’s PutOrCall. See PutOrCall field for description | FIX.4.3 |
| 241 | UnderlyingCouponPaymentDate | LocalMktDate | N | Underlying security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 242 | UnderlyingIssueDate | LocalMktDate | N | Underlying security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 243 | UnderlyingRepoCollateralSecurityType | String | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 244 | UnderlyingRepurchaseTerm | int | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 245 | UnderlyingRepurchaseRate | Percentage | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 246 | UnderlyingFactor | float | N | Underlying security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 256 | UnderlyingCreditRating | String | N | Underlying security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 595 | UnderlyingInstrRegistry | String | N | Underlying security’s InstrRegistry. See InstrRegistry (543) field for description | FIX.4.3 |
| 592 | UnderlyingCountryOfIssue | Country | N | Underlying security’s CountryOfIssue. See CountryOfIssue (470) field for description | FIX.4.3 |
| 593 | UnderlyingStateOrProvinceOfIssue | String | N | Underlying security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description | FIX.4.3 |
| 594 | UnderlyingLocaleOfIssue | String | N | Underlying security’s LocaleOfIssue. See LocaleOfIssue (472) field for description | FIX.4.3 |
| 247 | UnderlyingRedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 316 | UnderlyingStrikePrice | Price | N | Underlying security’s StrikePrice. See StrikePrice (202) field for description | FIX.4.3 |
| 941 | UnderlyingStrikeCurrency | Currency | N | Currency in which the strike price of an underlying instrument is denominated | FIX.4.4 |
| 317 | UnderlyingOptAttribute | char | N | Underlying security’s OptAttribute. See OptAttribute (206) field for description | FIX.4.3 |
| 436 | UnderlyingContractMultiplier | float | N | Underlying security’s ContractMultiplier. See ContractMultiplier (23) field for description | FIX.4.3 |
| 435 | UnderlyingCouponRate | Percentage | N | Underlying security’s CouponRate. See CouponRate (223) field for description | FIX.4.3 |
| 308 | UnderlyingSecurityExchange | Exchange | N | Underlying security’s SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207) | FIX.4.3 |
| 306 | UnderlyingIssuer | String | N | Underlying security’s Issuer. See Issuer (06) field for description | FIX.4.3 |
| 362 | EncodedUnderlyingIssuerLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field. | FIX.4.3 |
| 363 | EncodedUnderlyingIssuer | data | N | Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field. | FIX.4.3 |
| 307 | UnderlyingSecurityDesc | String | N | Underlying security’s SecurityDesc. See SecurityDesc (07) field for description | FIX.4.3 |
| 364 | EncodedUnderlyingSecurityDescLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field. | FIX.4.3 |
| 365 | EncodedUnderlyingSecurityDesc | data | N | Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field. | FIX.4.3 |
| 877 | UnderlyingCPProgram | String | N | The program under which the underlying commercial paper is issued | FIX.4.4 |
| 878 | UnderlyingCPRegType | String | N | The registration type of the underlying commercial paper issuance | FIX.4.4 |
| 318 | UnderlyingCurrency | Currency | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) | FIX.4.4 |
| 879 | UnderlyingQty | Qty | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.) | FIX.4.4 |
| 810 | UnderlyingPx | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket. | FIX.4.4 |
| 882 | UnderlyingDirtyPrice | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest | FIX.4.4 |
| 883 | UnderlyingEndPrice | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. | FIX.4.4 |
| 884 | UnderlyingStartValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement | FIX.4.4 |
| 885 | UnderlyingCurrentValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral | FIX.4.4 |
| 886 | UnderlyingEndValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement | FIX.4.4 |
| ⟳ UnderlyingStipulations [Repeating Group] | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block | FIX.4.4 | ||
| 887 | NoUnderlyingStips | NumInGroup | N | Number of underlying stipulation entries | FIX.4.4 |
| 888 | UnderlyingStipType | String | N | Required if NoUnderlyingStips >0 | FIX.4.4 |
| 889 | UnderlyingStipValue | String | N | Value of stipulation. Same values as StipulationValue (234) | FIX.4.4 |
| end UnderlyingStipulations | |||||
| end UndInstrmtGrp | |||||
| ⟳ InstrmtLegGrp [Repeating Group] | N | FIX.4.4 | |||
| 555 | NoLegs | NumInGroup | N | Number of InstrumentLeg repeating group instances. | FIX.4.4 |
| ◈ InstrumentLeg [Component] | N | 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. | FIX.4.4 | ||
| 600 | LegSymbol | String | N | Multileg instrument's individual security’s Symbol. See Symbol (55) field for description | FIX.4.3 |
| 601 | LegSymbolSfx | String | N | Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description | FIX.4.3 |
| 602 | LegSecurityID | String | N | Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description | FIX.4.3 |
| 603 | LegSecurityIDSource | String | N | Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description | FIX.4.3 |
| ⟳ LegSecAltIDGrp [Repeating Group] | N | FIX.4.4 | |||
| 604 | NoLegSecurityAltID | NumInGroup | N | Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description | FIX.4.4 |
| 605 | LegSecurityAltID | String | N | Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description | FIX.4.4 |
| 606 | LegSecurityAltIDSource | String | N | Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description | FIX.4.4 |
| end LegSecAltIDGrp | |||||
| 607 | LegProduct | int | N | Multileg instrument's individual security’s Product. See Product (460) field for description | FIX.4.3 |
| 608 | LegCFICode | String | N | Multileg instrument's individual security’s CFICode. See CFICode (46) field for description | FIX.4.3 |
| 609 | LegSecurityType | String | N | Multileg instrument's individual security’s SecurityType. See SecurityType (67) field for description | FIX.4.3 |
| 764 | LegSecuritySubType | String | N | SecuritySubType of the leg instrument. See SecuritySubType (762) field for description | FIX.4.4 |
| 610 | LegMaturityMonthYear | MonthYear | N | Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description | FIX.4.3 |
| 611 | LegMaturityDate | LocalMktDate | N | Multileg instrument's individual security’s MaturityDate. See MaturityDate (54) field for description | FIX.4.3 |
| 248 | LegCouponPaymentDate | LocalMktDate | N | Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 249 | LegIssueDate | LocalMktDate | N | Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 250 | LegRepoCollateralSecurityType | String | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 251 | LegRepurchaseTerm | int | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 252 | LegRepurchaseRate | Percentage | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 253 | LegFactor | float | N | Multileg instrument's individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 257 | LegCreditRating | String | N | Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 599 | LegInstrRegistry | String | N | Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description | FIX.4.3 |
| 596 | LegCountryOfIssue | Country | N | Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description | FIX.4.3 |
| 597 | LegStateOrProvinceOfIssue | String | N | Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description | FIX.4.3 |
| 598 | LegLocaleOfIssue | String | N | Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description | FIX.4.3 |
| 254 | LegRedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 612 | LegStrikePrice | Price | N | Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description | FIX.4.3 |
| 942 | LegStrikeCurrency | Currency | N | Currency in which the strike price of a instrument leg of a multileg instrument is denominated | FIX.4.4 |
| 613 | LegOptAttribute | char | N | Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description | FIX.4.3 |
| 614 | LegContractMultiplier | float | N | Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for description | FIX.4.3 |
| 615 | LegCouponRate | Percentage | N | Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description | FIX.4.3 |
| 616 | LegSecurityExchange | Exchange | N | Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description | FIX.4.3 |
| 617 | LegIssuer | String | N | Multileg instrument's individual security’s Issuer. See Issuer (106) field for description | FIX.4.3 |
| 618 | EncodedLegIssuerLen | Length | N | Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description | FIX.4.3 |
| 619 | EncodedLegIssuer | data | N | Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description | FIX.4.3 |
| 620 | LegSecurityDesc | String | N | Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for description | FIX.4.3 |
| 621 | EncodedLegSecurityDescLen | Length | N | Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description | FIX.4.3 |
| 622 | EncodedLegSecurityDesc | data | N | Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description | FIX.4.3 |
| 623 | LegRatioQty | float | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.3 |
| 624 | LegSide | char | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.3 |
| 556 | LegCurrency | Currency | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.4 |
| 740 | LegPool | String | N | Identifies MBS / ABS pool | FIX.4.4 |
| 739 | LegDatedDate | LocalMktDate | N | The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date | FIX.4.4 |
| 955 | LegContractSettlMonth | MonthYear | N | Specifies when the contract (i.e. MBS/TBA) will settle. | FIX.4.4 |
| 956 | LegInterestAccrualDate | LocalMktDate | N | The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date | FIX.4.4 |
| end InstrmtLegGrp | |||||
▶
InstrmtStrkPxGrp
ImplicitBlockRepeating
ProgramTrading
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 428 | NoStrikes | NumInGroup | Y | Number of list strike price entries. | FIX.4.4 |
| ◈ Instrument [Component] | Y | 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. | FIX.4.4 | ||
| 55 | Symbol | String | N | Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol. | FIX.4.3 |
| 65 | SymbolSfx | String | N | Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price. | FIX.4.3 |
| 48 | SecurityID | String | N | Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. | FIX.4.3 |
| 22 | SecurityIDSource | String | N | Required if SecurityID is specified. | FIX.4.3 |
| ⟳ SecAltIDGrp [Repeating Group] | N | Number of alternate Security Identifiers | FIX.4.4 | ||
| 454 | NoSecurityAltID | NumInGroup | N | Number of SecurityAltID (455) entries. | FIX.4.4 |
| 455 | SecurityAltID | String | N | Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource. | FIX.4.4 |
| 456 | SecurityAltIDSource | String | N | Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field | FIX.4.4 |
| end SecAltIDGrp | |||||
| 460 | Product | int | N | Indicates the type of product the security is associated with (high-level category) | FIX.4.3 |
| 461 | CFICode | String | N | Indicates 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 |
| 167 | SecurityType | String | N | It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income 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 |
| 762 | SecuritySubType | String | N | Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required. | FIX.4.4 |
| 200 | MaturityMonthYear | MonthYear | N | Specifies 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 |
| 541 | MaturityDate | LocalMktDate | N | Specifies 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 |
| 201 | PutOrCall | int | N | For Options. | FIX.4.4 |
| 224 | CouponPaymentDate | LocalMktDate | N | Date interest is to be paid. Used in identifying Corporate Bond issues. | FIX.4.3 |
| 225 | IssueDate | LocalMktDate | N | Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. | FIX.4.3 |
| 239 | RepoCollateralSecurityType | String | N | (Deprecated, use UnderlyingSecurityType (310) ) | FIX.4.3 |
| 226 | RepurchaseTerm | int | N | (Deprecated, use TerminationType (788) ) | FIX.4.3 |
| 227 | RepurchaseRate | Percentage | N | (Deprecated, use Price (44) ) | FIX.4.3 |
| 228 | Factor | float | N | For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value | FIX.4.3 |
| 255 | CreditRating | String | N | An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 543 | InstrRegistry | String | N | The 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 |
| 470 | CountryOfIssue | Country | N | ISO 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 |
| 471 | StateOrProvinceOfIssue | String | N | A two-character state or province abbreviation. | FIX.4.3 |
| 472 | LocaleOfIssue | String | N | The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). | FIX.4.3 |
| 240 | RedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 202 | StrikePrice | Price | N | Used for derivatives, such as options and covered warrants | FIX.4.3 |
| 947 | StrikeCurrency | Currency | N | Used for derivatives | FIX.4.4 |
| 206 | OptAttribute | char | N | Used 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 |
| 231 | ContractMultiplier | float | N | For 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 |
| 223 | CouponRate | Percentage | N | For Fixed Income. | FIX.4.3 |
| 207 | SecurityExchange | Exchange | N | Can be used to identify the security. | FIX.4.3 |
| 106 | Issuer | String | N | Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values" | FIX.4.3 |
| 348 | EncodedIssuerLen | Length | N | Must be set if EncodedIssuer field is specified and must immediately precede it. | FIX.4.3 |
| 349 | EncodedIssuer | data | N | Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. | FIX.4.3 |
| 107 | SecurityDesc | String | N | Security description. | FIX.4.3 |
| 350 | EncodedSecurityDescLen | Length | N | Must be set if EncodedSecurityDesc field is specified and must immediately precede it. | FIX.4.3 |
| 351 | EncodedSecurityDesc | data | N | Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. | FIX.4.3 |
| 691 | Pool | String | N | Identifies MBS / ABS pool | FIX.4.4 |
| 667 | ContractSettlMonth | MonthYear | N | Must be present for MBS/TBA | FIX.4.4 |
| 875 | CPProgram | int | N | The program under which a commercial paper is issued | FIX.4.4 |
| 876 | CPRegType | String | N | The registration type of a commercial paper issuance | FIX.4.4 |
| ⟳ EvntGrp [Repeating Group] | N | Number of repeating EventType group entries. | FIX.4.4 | ||
| 864 | NoEvents | NumInGroup | N | Number of repeating EventType entries. | FIX.4.4 |
| 865 | EventType | int | N | Code to represent the type of event | FIX.4.4 |
| 866 | EventDate | LocalMktDate | N | Date of event | FIX.4.4 |
| 867 | EventPx | Price | N | Predetermined price of issue at event, if applicable | FIX.4.4 |
| 868 | EventText | String | N | Comments related to the event. | FIX.4.4 |
| end EvntGrp | |||||
| 873 | DatedDate | LocalMktDate | N | If different from IssueDate | FIX.4.4 |
| 874 | InterestAccrualDate | LocalMktDate | N | If different from IssueDate and DatedDate | FIX.4.4 |
▶
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.
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 55 | Symbol | String | N | Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol. | FIX.4.3 |
| 65 | SymbolSfx | String | N | Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price. | FIX.4.3 |
| 48 | SecurityID | String | N | Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. | FIX.4.3 |
| 22 | SecurityIDSource | String | N | Required if SecurityID is specified. | FIX.4.3 |
| ⟳ SecAltIDGrp [Repeating Group] | N | Number of alternate Security Identifiers | FIX.4.4 | ||
| 454 | NoSecurityAltID | NumInGroup | N | Number of SecurityAltID (455) entries. | FIX.4.4 |
| 455 | SecurityAltID | String | N | Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource. | FIX.4.4 |
| 456 | SecurityAltIDSource | String | N | Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field | FIX.4.4 |
| end SecAltIDGrp | |||||
| 460 | Product | int | N | Indicates the type of product the security is associated with (high-level category) | FIX.4.3 |
| 461 | CFICode | String | N | Indicates 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 |
| 167 | SecurityType | String | N | It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income 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 |
| 762 | SecuritySubType | String | N | Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required. | FIX.4.4 |
| 200 | MaturityMonthYear | MonthYear | N | Specifies 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 |
| 541 | MaturityDate | LocalMktDate | N | Specifies 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 |
| 201 | PutOrCall | int | N | For Options. | FIX.4.4 |
| 224 | CouponPaymentDate | LocalMktDate | N | Date interest is to be paid. Used in identifying Corporate Bond issues. | FIX.4.3 |
| 225 | IssueDate | LocalMktDate | N | Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. | FIX.4.3 |
| 239 | RepoCollateralSecurityType | String | N | (Deprecated, use UnderlyingSecurityType (310) ) | FIX.4.3 |
| 226 | RepurchaseTerm | int | N | (Deprecated, use TerminationType (788) ) | FIX.4.3 |
| 227 | RepurchaseRate | Percentage | N | (Deprecated, use Price (44) ) | FIX.4.3 |
| 228 | Factor | float | N | For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value | FIX.4.3 |
| 255 | CreditRating | String | N | An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 543 | InstrRegistry | String | N | The 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 |
| 470 | CountryOfIssue | Country | N | ISO 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 |
| 471 | StateOrProvinceOfIssue | String | N | A two-character state or province abbreviation. | FIX.4.3 |
| 472 | LocaleOfIssue | String | N | The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). | FIX.4.3 |
| 240 | RedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 202 | StrikePrice | Price | N | Used for derivatives, such as options and covered warrants | FIX.4.3 |
| 947 | StrikeCurrency | Currency | N | Used for derivatives | FIX.4.4 |
| 206 | OptAttribute | char | N | Used 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 |
| 231 | ContractMultiplier | float | N | For 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 |
| 223 | CouponRate | Percentage | N | For Fixed Income. | FIX.4.3 |
| 207 | SecurityExchange | Exchange | N | Can be used to identify the security. | FIX.4.3 |
| 106 | Issuer | String | N | Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values" | FIX.4.3 |
| 348 | EncodedIssuerLen | Length | N | Must be set if EncodedIssuer field is specified and must immediately precede it. | FIX.4.3 |
| 349 | EncodedIssuer | data | N | Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. | FIX.4.3 |
| 107 | SecurityDesc | String | N | Security description. | FIX.4.3 |
| 350 | EncodedSecurityDescLen | Length | N | Must be set if EncodedSecurityDesc field is specified and must immediately precede it. | FIX.4.3 |
| 351 | EncodedSecurityDesc | data | N | Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. | FIX.4.3 |
| 691 | Pool | String | N | Identifies MBS / ABS pool | FIX.4.4 |
| 667 | ContractSettlMonth | MonthYear | N | Must be present for MBS/TBA | FIX.4.4 |
| 875 | CPProgram | int | N | The program under which a commercial paper is issued | FIX.4.4 |
| 876 | CPRegType | String | N | The registration type of a commercial paper issuance | FIX.4.4 |
| ⟳ EvntGrp [Repeating Group] | N | Number of repeating EventType group entries. | FIX.4.4 | ||
| 864 | NoEvents | NumInGroup | N | Number of repeating EventType entries. | FIX.4.4 |
| 865 | EventType | int | N | Code to represent the type of event | FIX.4.4 |
| 866 | EventDate | LocalMktDate | N | Date of event | FIX.4.4 |
| 867 | EventPx | Price | N | Predetermined price of issue at event, if applicable | FIX.4.4 |
| 868 | EventText | String | N | Comments related to the event. | FIX.4.4 |
| end EvntGrp | |||||
| 873 | DatedDate | LocalMktDate | N | If different from IssueDate | FIX.4.4 |
| 874 | InterestAccrualDate | LocalMktDate | N | If different from IssueDate and DatedDate | FIX.4.4 |
▶
InstrumentExtension
Block
Common
The InstrumentExtension component block identifies additional security attributes that are more commonly found for Fixed Income securities.
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 668 | DeliveryForm | int | N | Identifies the form of delivery. | FIX.4.4 |
| 869 | PctAtRisk | Percentage | N | Percent at risk due to lowest possible call. | FIX.4.4 |
| ⟳ AttrbGrp [Repeating Group] | N | Number of repeating InstrAttrib group entries. | FIX.4.4 | ||
| 870 | NoInstrAttrib | NumInGroup | N | Number of repeating InstrAttribType entries. | FIX.4.4 |
| 871 | InstrAttribType | int | N | Code to represent the type of instrument attribute | FIX.4.4 |
| 872 | InstrAttribValue | String | N | Attribute value appropriate to the InstrAttribType (87) field. | FIX.4.4 |
| end AttrbGrp | |||||
▶
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.
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 600 | LegSymbol | String | N | Multileg instrument's individual security’s Symbol. See Symbol (55) field for description | FIX.4.3 |
| 601 | LegSymbolSfx | String | N | Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description | FIX.4.3 |
| 602 | LegSecurityID | String | N | Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description | FIX.4.3 |
| 603 | LegSecurityIDSource | String | N | Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description | FIX.4.3 |
| ⟳ LegSecAltIDGrp [Repeating Group] | N | FIX.4.4 | |||
| 604 | NoLegSecurityAltID | NumInGroup | N | Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description | FIX.4.4 |
| 605 | LegSecurityAltID | String | N | Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description | FIX.4.4 |
| 606 | LegSecurityAltIDSource | String | N | Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description | FIX.4.4 |
| end LegSecAltIDGrp | |||||
| 607 | LegProduct | int | N | Multileg instrument's individual security’s Product. See Product (460) field for description | FIX.4.3 |
| 608 | LegCFICode | String | N | Multileg instrument's individual security’s CFICode. See CFICode (46) field for description | FIX.4.3 |
| 609 | LegSecurityType | String | N | Multileg instrument's individual security’s SecurityType. See SecurityType (67) field for description | FIX.4.3 |
| 764 | LegSecuritySubType | String | N | SecuritySubType of the leg instrument. See SecuritySubType (762) field for description | FIX.4.4 |
| 610 | LegMaturityMonthYear | MonthYear | N | Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description | FIX.4.3 |
| 611 | LegMaturityDate | LocalMktDate | N | Multileg instrument's individual security’s MaturityDate. See MaturityDate (54) field for description | FIX.4.3 |
| 248 | LegCouponPaymentDate | LocalMktDate | N | Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 249 | LegIssueDate | LocalMktDate | N | Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 250 | LegRepoCollateralSecurityType | String | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 251 | LegRepurchaseTerm | int | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 252 | LegRepurchaseRate | Percentage | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 253 | LegFactor | float | N | Multileg instrument's individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 257 | LegCreditRating | String | N | Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 599 | LegInstrRegistry | String | N | Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description | FIX.4.3 |
| 596 | LegCountryOfIssue | Country | N | Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description | FIX.4.3 |
| 597 | LegStateOrProvinceOfIssue | String | N | Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description | FIX.4.3 |
| 598 | LegLocaleOfIssue | String | N | Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description | FIX.4.3 |
| 254 | LegRedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 612 | LegStrikePrice | Price | N | Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description | FIX.4.3 |
| 942 | LegStrikeCurrency | Currency | N | Currency in which the strike price of a instrument leg of a multileg instrument is denominated | FIX.4.4 |
| 613 | LegOptAttribute | char | N | Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description | FIX.4.3 |
| 614 | LegContractMultiplier | float | N | Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for description | FIX.4.3 |
| 615 | LegCouponRate | Percentage | N | Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description | FIX.4.3 |
| 616 | LegSecurityExchange | Exchange | N | Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description | FIX.4.3 |
| 617 | LegIssuer | String | N | Multileg instrument's individual security’s Issuer. See Issuer (106) field for description | FIX.4.3 |
| 618 | EncodedLegIssuerLen | Length | N | Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description | FIX.4.3 |
| 619 | EncodedLegIssuer | data | N | Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description | FIX.4.3 |
| 620 | LegSecurityDesc | String | N | Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for description | FIX.4.3 |
| 621 | EncodedLegSecurityDescLen | Length | N | Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description | FIX.4.3 |
| 622 | EncodedLegSecurityDesc | data | N | Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description | FIX.4.3 |
| 623 | LegRatioQty | float | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.3 |
| 624 | LegSide | char | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.3 |
| 556 | LegCurrency | Currency | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.4 |
| 740 | LegPool | String | N | Identifies MBS / ABS pool | FIX.4.4 |
| 739 | LegDatedDate | LocalMktDate | N | The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date | FIX.4.4 |
| 955 | LegContractSettlMonth | MonthYear | N | Specifies when the contract (i.e. MBS/TBA) will settle. | FIX.4.4 |
| 956 | LegInterestAccrualDate | LocalMktDate | N | The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date | FIX.4.4 |
▶
LegBenchmarkCurveData
Block
Common
The LegBenchmarkCurveData is used to convey the benchmark information used for pricing in a multi-legged Fixed Income security.
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 676 | LegBenchmarkCurveCurrency | Currency | N | LegBenchmarkPrice (679) currency See BenchmarkCurveCurrency (220) for description and valid values. | FIX.4.4 |
| 677 | LegBenchmarkCurveName | String | N | Name of the Leg Benchmark Curve. See BenchmarkCurveName (22) for description and valid values. | FIX.4.4 |
| 678 | LegBenchmarkCurvePoint | String | N | Identifies the point on the Leg Benchmark Curve. See BenchmarkCurvePoint (222) for description and valid values. | FIX.4.4 |
| 679 | LegBenchmarkPrice | Price | N | Used to identify the price of the benchmark security. See BenchmarkPrice (662) for description and valid values. | FIX.4.4 |
| 680 | LegBenchmarkPriceType | int | N | The price type of the LegBenchmarkPrice. See BenchmarkPriceType (663) for description and valid values. | FIX.4.4 |
▶
LegOrdGrp
ImplicitBlockRepeating
MultilegOrders
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 555 | NoLegs | NumInGroup | Y | Number of InstrumentLeg repeating group instances. | FIX.4.4 |
| ◈ InstrumentLeg [Component] | N | 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. | FIX.4.4 | ||
| 600 | LegSymbol | String | N | Multileg instrument's individual security’s Symbol. See Symbol (55) field for description | FIX.4.3 |
| 601 | LegSymbolSfx | String | N | Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description | FIX.4.3 |
| 602 | LegSecurityID | String | N | Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description | FIX.4.3 |
| 603 | LegSecurityIDSource | String | N | Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description | FIX.4.3 |
| ⟳ LegSecAltIDGrp [Repeating Group] | N | FIX.4.4 | |||
| 604 | NoLegSecurityAltID | NumInGroup | N | Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description | FIX.4.4 |
| 605 | LegSecurityAltID | String | N | Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description | FIX.4.4 |
| 606 | LegSecurityAltIDSource | String | N | Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description | FIX.4.4 |
| end LegSecAltIDGrp | |||||
| 607 | LegProduct | int | N | Multileg instrument's individual security’s Product. See Product (460) field for description | FIX.4.3 |
| 608 | LegCFICode | String | N | Multileg instrument's individual security’s CFICode. See CFICode (46) field for description | FIX.4.3 |
| 609 | LegSecurityType | String | N | Multileg instrument's individual security’s SecurityType. See SecurityType (67) field for description | FIX.4.3 |
| 764 | LegSecuritySubType | String | N | SecuritySubType of the leg instrument. See SecuritySubType (762) field for description | FIX.4.4 |
| 610 | LegMaturityMonthYear | MonthYear | N | Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description | FIX.4.3 |
| 611 | LegMaturityDate | LocalMktDate | N | Multileg instrument's individual security’s MaturityDate. See MaturityDate (54) field for description | FIX.4.3 |
| 248 | LegCouponPaymentDate | LocalMktDate | N | Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 249 | LegIssueDate | LocalMktDate | N | Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 250 | LegRepoCollateralSecurityType | String | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 251 | LegRepurchaseTerm | int | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 252 | LegRepurchaseRate | Percentage | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 253 | LegFactor | float | N | Multileg instrument's individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 257 | LegCreditRating | String | N | Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 599 | LegInstrRegistry | String | N | Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description | FIX.4.3 |
| 596 | LegCountryOfIssue | Country | N | Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description | FIX.4.3 |
| 597 | LegStateOrProvinceOfIssue | String | N | Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description | FIX.4.3 |
| 598 | LegLocaleOfIssue | String | N | Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description | FIX.4.3 |
| 254 | LegRedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 612 | LegStrikePrice | Price | N | Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description | FIX.4.3 |
| 942 | LegStrikeCurrency | Currency | N | Currency in which the strike price of a instrument leg of a multileg instrument is denominated | FIX.4.4 |
| 613 | LegOptAttribute | char | N | Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description | FIX.4.3 |
| 614 | LegContractMultiplier | float | N | Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for description | FIX.4.3 |
| 615 | LegCouponRate | Percentage | N | Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description | FIX.4.3 |
| 616 | LegSecurityExchange | Exchange | N | Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description | FIX.4.3 |
| 617 | LegIssuer | String | N | Multileg instrument's individual security’s Issuer. See Issuer (106) field for description | FIX.4.3 |
| 618 | EncodedLegIssuerLen | Length | N | Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description | FIX.4.3 |
| 619 | EncodedLegIssuer | data | N | Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description | FIX.4.3 |
| 620 | LegSecurityDesc | String | N | Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for description | FIX.4.3 |
| 621 | EncodedLegSecurityDescLen | Length | N | Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description | FIX.4.3 |
| 622 | EncodedLegSecurityDesc | data | N | Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description | FIX.4.3 |
| 623 | LegRatioQty | float | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.3 |
| 624 | LegSide | char | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.3 |
| 556 | LegCurrency | Currency | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.4 |
| 740 | LegPool | String | N | Identifies MBS / ABS pool | FIX.4.4 |
| 739 | LegDatedDate | LocalMktDate | N | The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date | FIX.4.4 |
| 955 | LegContractSettlMonth | MonthYear | N | Specifies when the contract (i.e. MBS/TBA) will settle. | FIX.4.4 |
| 956 | LegInterestAccrualDate | LocalMktDate | N | The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date | FIX.4.4 |
| 687 | LegQty | Qty | N | Quantity of this leg, e.g. in Quote dialog. See Quantity (53) for description and valid values | FIX.4.4 |
| 690 | LegSwapType | int | N | For Fixed Income, used instead of LegQty (687) or LegOrderQty (685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap. | FIX.4.4 |
| ⟳ LegStipulations [Repeating Group] | N | The LegStipulations component block has the same usage as the Stipulations component block, but for a leg instrument in a multi-legged security. | FIX.4.4 | ||
| 683 | NoLegStipulations | NumInGroup | N | Number of leg stipulation entries | FIX.4.4 |
| 688 | LegStipulationType | String | N | Required if NoLegStipulations >0 | FIX.4.4 |
| 689 | LegStipulationValue | String | N | For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values | FIX.4.4 |
| end LegStipulations | |||||
| ⟳ LegPreAllocGrp [Repeating Group] | N | FIX.4.4 | |||
| 670 | NoLegAllocs | NumInGroup | N | Number of Allocations for the leg | FIX.4.4 |
| 671 | LegAllocAccount | String | N | Allocation Account for the leg See AllocAccount (79) for description and valid values. | FIX.4.4 |
| 672 | LegIndividualAllocID | String | N | Reference for the individual allocation ticket See IndividualAllocID (467) for description and valid values. | FIX.4.4 |
| ⟳ NestedParties2 [Repeating Group] | N | The NestedParties2 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 NestedParties2 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax. | FIX.4.4 | ||
| 756 | NoNested2PartyIDs | NumInGroup | N | Repeating group below should contain unique combinations of Nested2PartyID, Nested2PartyIDSource, and Nested2PartyRole | FIX.4.4 |
| 757 | Nested2PartyID | String | N | Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0. | FIX.4.4 |
| 758 | Nested2PartyIDSource | char | N | Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0. | FIX.4.4 |
| 759 | Nested2PartyRole | int | N | Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0. | FIX.4.4 |
| ⟳ NstdPtys2SubGrp [Repeating Group] | N | Repeating group of Nested2Party sub-identifiers. | FIX.4.4 | ||
| 806 | NoNested2PartySubIDs | NumInGroup | N | Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of <NestedParties>. | FIX.4.4 |
| 760 | Nested2PartySubID | String | N | PartySubID value within a "second instance" Nested repeating group. Same values as PartySubID (523) | FIX.4.4 |
| 807 | Nested2PartySubIDType | int | N | Type of Nested2PartySubID (760) value. Second instance of <NestedParties>. Same values as PartySubIDType (803) | FIX.4.4 |
| end NstdPtys2SubGrp | |||||
| end NestedParties2 | |||||
| 673 | LegAllocQty | Qty | N | Leg allocation quantity. See AllocQty (80) for description and valid values. | FIX.4.4 |
| 674 | LegAllocAcctIDSource | String | N | The source of the LegAllocAccount (67) See AllocAcctIDSource (66) for description and valid values. | FIX.4.4 |
| 675 | LegSettlCurrency | Currency | N | Identifies settlement currency for the Leg. See SettlCurrency (20) for description and valid values | FIX.4.4 |
| end LegPreAllocGrp | |||||
| 564 | LegPositionEffect | char | N | PositionEffect for leg of a multileg See PositionEffect (77) field for description | FIX.4.4 |
| 565 | LegCoveredOrUncovered | int | N | CoveredOrUncovered for leg of a multileg See CoveredOrUncovered (203) field for description | FIX.4.4 |
| ⟳ NestedParties [Repeating Group] | N | 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. | FIX.4.4 | ||
| 539 | NoNestedPartyIDs | NumInGroup | N | Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole | FIX.4.3 |
| 524 | NestedPartyID | String | N | Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| 525 | NestedPartyIDSource | char | N | Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| 538 | NestedPartyRole | int | N | Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| ⟳ NstdPtysSubGrp [Repeating Group] | N | Repeating group of NestedParty sub-identifiers. | FIX.4.4 | ||
| 804 | NoNestedPartySubIDs | NumInGroup | N | Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries | FIX.4.4 |
| 545 | NestedPartySubID | String | N | PartySubID value within a nested repeating group. Same values as PartySubID (523) | FIX.4.4 |
| 805 | NestedPartySubIDType | int | N | Type of NestedPartySubID (545) value. Same values as PartySubIDType (803) | FIX.4.4 |
| end NstdPtysSubGrp | |||||
| end NestedParties | |||||
| 654 | LegRefID | String | N | Unique indicator for a specific leg. | FIX.4.4 |
| 566 | LegPrice | Price | N | Price for leg of a multileg See Price (44) field for description | FIX.4.4 |
| 587 | LegSettlType | char | N | Refer to values for SettlType[63] | FIX.4.4 |
| 588 | LegSettlDate | LocalMktDate | N | Refer to description for SettlDate[64] | FIX.4.4 |
▶
LegPreAllocGrp
ImplicitBlockRepeating
MultilegOrders
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 670 | NoLegAllocs | NumInGroup | N | Number of Allocations for the leg | FIX.4.4 |
| 671 | LegAllocAccount | String | N | Allocation Account for the leg See AllocAccount (79) for description and valid values. | FIX.4.4 |
| 672 | LegIndividualAllocID | String | N | Reference for the individual allocation ticket See IndividualAllocID (467) for description and valid values. | FIX.4.4 |
| ⟳ NestedParties2 [Repeating Group] | N | The NestedParties2 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 NestedParties2 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax. | FIX.4.4 | ||
| 756 | NoNested2PartyIDs | NumInGroup | N | Repeating group below should contain unique combinations of Nested2PartyID, Nested2PartyIDSource, and Nested2PartyRole | FIX.4.4 |
| 757 | Nested2PartyID | String | N | Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0. | FIX.4.4 |
| 758 | Nested2PartyIDSource | char | N | Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0. | FIX.4.4 |
| 759 | Nested2PartyRole | int | N | Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0. | FIX.4.4 |
| ⟳ NstdPtys2SubGrp [Repeating Group] | N | Repeating group of Nested2Party sub-identifiers. | FIX.4.4 | ||
| 806 | NoNested2PartySubIDs | NumInGroup | N | Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of <NestedParties>. | FIX.4.4 |
| 760 | Nested2PartySubID | String | N | PartySubID value within a "second instance" Nested repeating group. Same values as PartySubID (523) | FIX.4.4 |
| 807 | Nested2PartySubIDType | int | N | Type of Nested2PartySubID (760) value. Second instance of <NestedParties>. Same values as PartySubIDType (803) | FIX.4.4 |
| end NstdPtys2SubGrp | |||||
| end NestedParties2 | |||||
| 673 | LegAllocQty | Qty | N | Leg allocation quantity. See AllocQty (80) for description and valid values. | FIX.4.4 |
| 674 | LegAllocAcctIDSource | String | N | The source of the LegAllocAccount (67) See AllocAcctIDSource (66) for description and valid values. | FIX.4.4 |
| 675 | LegSettlCurrency | Currency | N | Identifies settlement currency for the Leg. See SettlCurrency (20) for description and valid values | FIX.4.4 |
▶
LegQuotGrp
ImplicitBlockRepeating
QuotationNegotiation
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 555 | NoLegs | NumInGroup | N | Number of InstrumentLeg repeating group instances. | FIX.4.4 |
| ◈ InstrumentLeg [Component] | N | 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. | FIX.4.4 | ||
| 600 | LegSymbol | String | N | Multileg instrument's individual security’s Symbol. See Symbol (55) field for description | FIX.4.3 |
| 601 | LegSymbolSfx | String | N | Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description | FIX.4.3 |
| 602 | LegSecurityID | String | N | Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description | FIX.4.3 |
| 603 | LegSecurityIDSource | String | N | Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description | FIX.4.3 |
| ⟳ LegSecAltIDGrp [Repeating Group] | N | FIX.4.4 | |||
| 604 | NoLegSecurityAltID | NumInGroup | N | Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description | FIX.4.4 |
| 605 | LegSecurityAltID | String | N | Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description | FIX.4.4 |
| 606 | LegSecurityAltIDSource | String | N | Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description | FIX.4.4 |
| end LegSecAltIDGrp | |||||
| 607 | LegProduct | int | N | Multileg instrument's individual security’s Product. See Product (460) field for description | FIX.4.3 |
| 608 | LegCFICode | String | N | Multileg instrument's individual security’s CFICode. See CFICode (46) field for description | FIX.4.3 |
| 609 | LegSecurityType | String | N | Multileg instrument's individual security’s SecurityType. See SecurityType (67) field for description | FIX.4.3 |
| 764 | LegSecuritySubType | String | N | SecuritySubType of the leg instrument. See SecuritySubType (762) field for description | FIX.4.4 |
| 610 | LegMaturityMonthYear | MonthYear | N | Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description | FIX.4.3 |
| 611 | LegMaturityDate | LocalMktDate | N | Multileg instrument's individual security’s MaturityDate. See MaturityDate (54) field for description | FIX.4.3 |
| 248 | LegCouponPaymentDate | LocalMktDate | N | Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 249 | LegIssueDate | LocalMktDate | N | Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 250 | LegRepoCollateralSecurityType | String | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 251 | LegRepurchaseTerm | int | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 252 | LegRepurchaseRate | Percentage | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 253 | LegFactor | float | N | Multileg instrument's individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 257 | LegCreditRating | String | N | Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 599 | LegInstrRegistry | String | N | Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description | FIX.4.3 |
| 596 | LegCountryOfIssue | Country | N | Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description | FIX.4.3 |
| 597 | LegStateOrProvinceOfIssue | String | N | Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description | FIX.4.3 |
| 598 | LegLocaleOfIssue | String | N | Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description | FIX.4.3 |
| 254 | LegRedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 612 | LegStrikePrice | Price | N | Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description | FIX.4.3 |
| 942 | LegStrikeCurrency | Currency | N | Currency in which the strike price of a instrument leg of a multileg instrument is denominated | FIX.4.4 |
| 613 | LegOptAttribute | char | N | Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description | FIX.4.3 |
| 614 | LegContractMultiplier | float | N | Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for description | FIX.4.3 |
| 615 | LegCouponRate | Percentage | N | Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description | FIX.4.3 |
| 616 | LegSecurityExchange | Exchange | N | Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description | FIX.4.3 |
| 617 | LegIssuer | String | N | Multileg instrument's individual security’s Issuer. See Issuer (106) field for description | FIX.4.3 |
| 618 | EncodedLegIssuerLen | Length | N | Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description | FIX.4.3 |
| 619 | EncodedLegIssuer | data | N | Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description | FIX.4.3 |
| 620 | LegSecurityDesc | String | N | Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for description | FIX.4.3 |
| 621 | EncodedLegSecurityDescLen | Length | N | Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description | FIX.4.3 |
| 622 | EncodedLegSecurityDesc | data | N | Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description | FIX.4.3 |
| 623 | LegRatioQty | float | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.3 |
| 624 | LegSide | char | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.3 |
| 556 | LegCurrency | Currency | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.4 |
| 740 | LegPool | String | N | Identifies MBS / ABS pool | FIX.4.4 |
| 739 | LegDatedDate | LocalMktDate | N | The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date | FIX.4.4 |
| 955 | LegContractSettlMonth | MonthYear | N | Specifies when the contract (i.e. MBS/TBA) will settle. | FIX.4.4 |
| 956 | LegInterestAccrualDate | LocalMktDate | N | The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date | FIX.4.4 |
| 687 | LegQty | Qty | N | Quantity of this leg, e.g. in Quote dialog. See Quantity (53) for description and valid values | FIX.4.4 |
| 690 | LegSwapType | int | N | For Fixed Income, used instead of LegQty (687) or LegOrderQty (685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap. | FIX.4.4 |
| 587 | LegSettlType | char | N | Refer to values for SettlType[63] | FIX.4.4 |
| 588 | LegSettlDate | LocalMktDate | N | Refer to description for SettlDate[64] | FIX.4.4 |
| ⟳ LegStipulations [Repeating Group] | N | The LegStipulations component block has the same usage as the Stipulations component block, but for a leg instrument in a multi-legged security. | FIX.4.4 | ||
| 683 | NoLegStipulations | NumInGroup | N | Number of leg stipulation entries | FIX.4.4 |
| 688 | LegStipulationType | String | N | Required if NoLegStipulations >0 | FIX.4.4 |
| 689 | LegStipulationValue | String | N | For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values | FIX.4.4 |
| end LegStipulations | |||||
| ⟳ NestedParties [Repeating Group] | N | 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. | FIX.4.4 | ||
| 539 | NoNestedPartyIDs | NumInGroup | N | Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole | FIX.4.3 |
| 524 | NestedPartyID | String | N | Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| 525 | NestedPartyIDSource | char | N | Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| 538 | NestedPartyRole | int | N | Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| ⟳ NstdPtysSubGrp [Repeating Group] | N | Repeating group of NestedParty sub-identifiers. | FIX.4.4 | ||
| 804 | NoNestedPartySubIDs | NumInGroup | N | Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries | FIX.4.4 |
| 545 | NestedPartySubID | String | N | PartySubID value within a nested repeating group. Same values as PartySubID (523) | FIX.4.4 |
| 805 | NestedPartySubIDType | int | N | Type of NestedPartySubID (545) value. Same values as PartySubIDType (803) | FIX.4.4 |
| end NstdPtysSubGrp | |||||
| end NestedParties | |||||
| 686 | LegPriceType | int | N | The price type of the LegBidPx (68) and/or LegOfferPx (684). See PriceType (423) for description and valid values | FIX.4.4 |
| 681 | LegBidPx | Price | N | Bid price of this leg. See BidPx (32) for description and valid values. | FIX.4.4 |
| 684 | LegOfferPx | Price | N | Offer price of this leg. See OfferPx (33) for description and valid values | FIX.4.4 |
| ◈ LegBenchmarkCurveData [Component] | N | The LegBenchmarkCurveData is used to convey the benchmark information used for pricing in a multi-legged Fixed Income security. | FIX.4.4 | ||
| 676 | LegBenchmarkCurveCurrency | Currency | N | LegBenchmarkPrice (679) currency See BenchmarkCurveCurrency (220) for description and valid values. | FIX.4.4 |
| 677 | LegBenchmarkCurveName | String | N | Name of the Leg Benchmark Curve. See BenchmarkCurveName (22) for description and valid values. | FIX.4.4 |
| 678 | LegBenchmarkCurvePoint | String | N | Identifies the point on the Leg Benchmark Curve. See BenchmarkCurvePoint (222) for description and valid values. | FIX.4.4 |
| 679 | LegBenchmarkPrice | Price | N | Used to identify the price of the benchmark security. See BenchmarkPrice (662) for description and valid values. | FIX.4.4 |
| 680 | LegBenchmarkPriceType | int | N | The price type of the LegBenchmarkPrice. See BenchmarkPriceType (663) for description and valid values. | FIX.4.4 |
▶
LegQuotStatGrp
ImplicitBlockRepeating
QuotationNegotiation
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 555 | NoLegs | NumInGroup | N | Number of InstrumentLeg repeating group instances. | FIX.4.4 |
| ◈ InstrumentLeg [Component] | N | 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. | FIX.4.4 | ||
| 600 | LegSymbol | String | N | Multileg instrument's individual security’s Symbol. See Symbol (55) field for description | FIX.4.3 |
| 601 | LegSymbolSfx | String | N | Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description | FIX.4.3 |
| 602 | LegSecurityID | String | N | Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description | FIX.4.3 |
| 603 | LegSecurityIDSource | String | N | Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description | FIX.4.3 |
| ⟳ LegSecAltIDGrp [Repeating Group] | N | FIX.4.4 | |||
| 604 | NoLegSecurityAltID | NumInGroup | N | Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description | FIX.4.4 |
| 605 | LegSecurityAltID | String | N | Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description | FIX.4.4 |
| 606 | LegSecurityAltIDSource | String | N | Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description | FIX.4.4 |
| end LegSecAltIDGrp | |||||
| 607 | LegProduct | int | N | Multileg instrument's individual security’s Product. See Product (460) field for description | FIX.4.3 |
| 608 | LegCFICode | String | N | Multileg instrument's individual security’s CFICode. See CFICode (46) field for description | FIX.4.3 |
| 609 | LegSecurityType | String | N | Multileg instrument's individual security’s SecurityType. See SecurityType (67) field for description | FIX.4.3 |
| 764 | LegSecuritySubType | String | N | SecuritySubType of the leg instrument. See SecuritySubType (762) field for description | FIX.4.4 |
| 610 | LegMaturityMonthYear | MonthYear | N | Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description | FIX.4.3 |
| 611 | LegMaturityDate | LocalMktDate | N | Multileg instrument's individual security’s MaturityDate. See MaturityDate (54) field for description | FIX.4.3 |
| 248 | LegCouponPaymentDate | LocalMktDate | N | Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 249 | LegIssueDate | LocalMktDate | N | Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 250 | LegRepoCollateralSecurityType | String | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 251 | LegRepurchaseTerm | int | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 252 | LegRepurchaseRate | Percentage | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 253 | LegFactor | float | N | Multileg instrument's individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 257 | LegCreditRating | String | N | Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 599 | LegInstrRegistry | String | N | Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description | FIX.4.3 |
| 596 | LegCountryOfIssue | Country | N | Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description | FIX.4.3 |
| 597 | LegStateOrProvinceOfIssue | String | N | Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description | FIX.4.3 |
| 598 | LegLocaleOfIssue | String | N | Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description | FIX.4.3 |
| 254 | LegRedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 612 | LegStrikePrice | Price | N | Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description | FIX.4.3 |
| 942 | LegStrikeCurrency | Currency | N | Currency in which the strike price of a instrument leg of a multileg instrument is denominated | FIX.4.4 |
| 613 | LegOptAttribute | char | N | Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description | FIX.4.3 |
| 614 | LegContractMultiplier | float | N | Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for description | FIX.4.3 |
| 615 | LegCouponRate | Percentage | N | Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description | FIX.4.3 |
| 616 | LegSecurityExchange | Exchange | N | Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description | FIX.4.3 |
| 617 | LegIssuer | String | N | Multileg instrument's individual security’s Issuer. See Issuer (106) field for description | FIX.4.3 |
| 618 | EncodedLegIssuerLen | Length | N | Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description | FIX.4.3 |
| 619 | EncodedLegIssuer | data | N | Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description | FIX.4.3 |
| 620 | LegSecurityDesc | String | N | Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for description | FIX.4.3 |
| 621 | EncodedLegSecurityDescLen | Length | N | Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description | FIX.4.3 |
| 622 | EncodedLegSecurityDesc | data | N | Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description | FIX.4.3 |
| 623 | LegRatioQty | float | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.3 |
| 624 | LegSide | char | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.3 |
| 556 | LegCurrency | Currency | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.4 |
| 740 | LegPool | String | N | Identifies MBS / ABS pool | FIX.4.4 |
| 739 | LegDatedDate | LocalMktDate | N | The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date | FIX.4.4 |
| 955 | LegContractSettlMonth | MonthYear | N | Specifies when the contract (i.e. MBS/TBA) will settle. | FIX.4.4 |
| 956 | LegInterestAccrualDate | LocalMktDate | N | The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date | FIX.4.4 |
| 687 | LegQty | Qty | N | Quantity of this leg, e.g. in Quote dialog. See Quantity (53) for description and valid values | FIX.4.4 |
| 690 | LegSwapType | int | N | For Fixed Income, used instead of LegQty (687) or LegOrderQty (685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap. | FIX.4.4 |
| 587 | LegSettlType | char | N | Refer to values for SettlType[63] | FIX.4.4 |
| 588 | LegSettlDate | LocalMktDate | N | Refer to description for SettlDate[64] | FIX.4.4 |
| ⟳ LegStipulations [Repeating Group] | N | The LegStipulations component block has the same usage as the Stipulations component block, but for a leg instrument in a multi-legged security. | FIX.4.4 | ||
| 683 | NoLegStipulations | NumInGroup | N | Number of leg stipulation entries | FIX.4.4 |
| 688 | LegStipulationType | String | N | Required if NoLegStipulations >0 | FIX.4.4 |
| 689 | LegStipulationValue | String | N | For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values | FIX.4.4 |
| end LegStipulations | |||||
| ⟳ NestedParties [Repeating Group] | N | 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. | FIX.4.4 | ||
| 539 | NoNestedPartyIDs | NumInGroup | N | Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole | FIX.4.3 |
| 524 | NestedPartyID | String | N | Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| 525 | NestedPartyIDSource | char | N | Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| 538 | NestedPartyRole | int | N | Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| ⟳ NstdPtysSubGrp [Repeating Group] | N | Repeating group of NestedParty sub-identifiers. | FIX.4.4 | ||
| 804 | NoNestedPartySubIDs | NumInGroup | N | Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries | FIX.4.4 |
| 545 | NestedPartySubID | String | N | PartySubID value within a nested repeating group. Same values as PartySubID (523) | FIX.4.4 |
| 805 | NestedPartySubIDType | int | N | Type of NestedPartySubID (545) value. Same values as PartySubIDType (803) | FIX.4.4 |
| end NstdPtysSubGrp | |||||
| end NestedParties | |||||
▶
LegSecAltIDGrp
ImplicitBlockRepeating
Common
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 604 | NoLegSecurityAltID | NumInGroup | N | Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description | FIX.4.4 |
| 605 | LegSecurityAltID | String | N | Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description | FIX.4.4 |
| 606 | LegSecurityAltIDSource | String | N | Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description | FIX.4.4 |
▶
LegStipulations
BlockRepeating
Common
The LegStipulations component block has the same usage as the Stipulations component block, but for a leg instrument in a multi-legged security.
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 683 | NoLegStipulations | NumInGroup | N | Number of leg stipulation entries | FIX.4.4 |
| 688 | LegStipulationType | String | N | Required if NoLegStipulations >0 | FIX.4.4 |
| 689 | LegStipulationValue | String | N | For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values | FIX.4.4 |
▶
LinesOfTextGrp
ImplicitBlockRepeating
Common
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 33 | NoLinesOfText | NumInGroup | Y | Identifies number of lines of text body | FIX.4.4 |
| 58 | Text | String | Y | Free format text string (Note: this field does not have a specified maximum length) | FIX.4.4 |
| 354 | EncodedTextLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedText (355) field. | FIX.4.4 |
| 355 | EncodedText | data | N | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field. | FIX.4.4 |
▶
ListOrdGrp
ImplicitBlockRepeating
ProgramTrading
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 73 | NoOrders | NumInGroup | Y | Indicates number of orders to be combined for average pricing and allocation. | FIX.4.4 |
| 11 | ClOrdID | String | Y | Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field. | FIX.4.4 |
| 526 | SecondaryClOrdID | String | N | Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. | FIX.4.4 |
| 67 | ListSeqNo | int | Y | Sequence of individual order within list (i.e. ListSeqNo of TotNoOrders (68), 2 of 25, 3 of 25, . . . ) | FIX.4.4 |
| 583 | ClOrdLinkID | String | N | Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade. | FIX.4.4 |
| 160 | SettlInstMode | char | N | Indicates mode used for Settlement Instructions message. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** | FIX.4.4 |
| ⟳ Parties [Repeating Group] | N | 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. | FIX.4.4 | ||
| 453 | NoPartyIDs | NumInGroup | N | Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole | FIX.4.3 |
| 448 | PartyID | String | N | Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0. | FIX.4.3 |
| 447 | PartyIDSource | char | N | Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0. | FIX.4.3 |
| 452 | PartyRole | int | N | Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0. | FIX.4.3 |
| ⟳ PtysSubGrp [Repeating Group] | N | Repeating group of Party sub-identifiers. | FIX.4.4 | ||
| 802 | NoPartySubIDs | NumInGroup | N | Number of PartySubID (523)and PartySubIDType (803) entries | FIX.4.4 |
| 523 | PartySubID | String | N | Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole. | FIX.4.4 |
| 803 | PartySubIDType | int | N | Type of PartySubID (523) value 4000+ = Reserved and available for bi-laterally agreed upon user defined values | FIX.4.4 |
| end PtysSubGrp | |||||
| end Parties | |||||
| 229 | TradeOriginationDate | LocalMktDate | N | Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.4 |
| 75 | TradeDate | LocalMktDate | N | Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade). | FIX.4.4 |
| 1 | Account | String | N | Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. | FIX.4.4 |
| 660 | AcctIDSource | int | N | Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system. | FIX.4.4 |
| 581 | AccountType | int | N | Type of account associated with an order | FIX.4.4 |
| 589 | DayBookingInst | char | N | Indicates whether or not automatic booking can occur. | FIX.4.4 |
| 590 | BookingUnit | char | N | Indicates what constitutes a bookable unit. | FIX.4.4 |
| 70 | AllocID | String | N | Unique identifier for allocation message. (Prior to FIX 4.1 this field was of type int) | FIX.4.4 |
| 591 | PreallocMethod | char | N | Indicates the method of preallocation. | FIX.4.4 |
| ⟳ PreAllocGrp [Repeating Group] | N | FIX.4.4 | |||
| 78 | NoAllocs | NumInGroup | N | Number of repeating AllocAccount (79)/AllocPrice (366) entries. | FIX.4.4 |
| 79 | AllocAccount | String | N | Sub-account mnemonic | FIX.4.4 |
| 661 | AllocAcctIDSource | int | N | Used to identify the source of the AllocAccount (79) code. See AcctIDSource (660) for valid values. | FIX.4.4 |
| 736 | AllocSettlCurrency | Currency | N | Currency code of settlement denomination for a specific AllocAccount (79). | FIX.4.4 |
| 467 | IndividualAllocID | String | N | Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount). | FIX.4.4 |
| ⟳ NestedParties [Repeating Group] | N | 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. | FIX.4.4 | ||
| 539 | NoNestedPartyIDs | NumInGroup | N | Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole | FIX.4.3 |
| 524 | NestedPartyID | String | N | Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| 525 | NestedPartyIDSource | char | N | Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| 538 | NestedPartyRole | int | N | Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| ⟳ NstdPtysSubGrp [Repeating Group] | N | Repeating group of NestedParty sub-identifiers. | FIX.4.4 | ||
| 804 | NoNestedPartySubIDs | NumInGroup | N | Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries | FIX.4.4 |
| 545 | NestedPartySubID | String | N | PartySubID value within a nested repeating group. Same values as PartySubID (523) | FIX.4.4 |
| 805 | NestedPartySubIDType | int | N | Type of NestedPartySubID (545) value. Same values as PartySubIDType (803) | FIX.4.4 |
| end NstdPtysSubGrp | |||||
| end NestedParties | |||||
| 80 | AllocQty | Qty | N | Quantity to be allocated to specific sub-account (Prior to FIX 4.2 this field was of type int) | FIX.4.4 |
| end PreAllocGrp | |||||
| 63 | SettlType | char | N | Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. | FIX.4.4 |
| 64 | SettlDate | LocalMktDate | N | Specific date of trade settlement (SettlementDate) in YYYYMMDD format. If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued) (expressed in local time at place of settlement) | FIX.4.4 |
| 544 | CashMargin | char | N | Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request. | FIX.4.4 |
| 635 | ClearingFeeIndicator | String | N | Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time. (Values source CBOT, CME, NYBOT, and NYMEX): | FIX.4.4 |
| 21 | HandlInst | char | N | Instructions for order handling on Broker trading floor | FIX.4.4 |
| 18 | ExecInst | MultipleValueString | N | Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space. | FIX.4.4 |
| 110 | MinQty | Qty | N | Minimum quantity of an order to be executed. (Prior to FIX 4.2 this field was of type int) | FIX.4.4 |
| 111 | MaxFloor | Qty | N | Maximum quantity (e.g. number of shares) within an order to be shown on the exchange floor at any given time. (Prior to FIX 4.2 this field was of type int) | FIX.4.4 |
| 100 | ExDestination | Exchange | N | Execution destination as defined by institution when order is entered. Valid values: See "Appendix 6-C" | FIX.4.4 |
| ⟳ TrdgSesGrp [Repeating Group] | N | FIX.4.4 | |||
| 386 | NoTradingSessions | NumInGroup | N | Number of TradingSessionIDs (336) in repeating group. | FIX.4.4 |
| 336 | TradingSessionID | String | N | Identifier for Trading Session Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc). To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. Values should be bi-laterally agreed to between counterparties. Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section). | FIX.4.4 |
| 625 | TradingSessionSubID | String | N | Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. | FIX.4.4 |
| end TrdgSesGrp | |||||
| 81 | ProcessCode | char | N | Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade. | FIX.4.4 |
| ◈ Instrument [Component] | Y | 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. | FIX.4.4 | ||
| 55 | Symbol | String | N | Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol. | FIX.4.3 |
| 65 | SymbolSfx | String | N | Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price. | FIX.4.3 |
| 48 | SecurityID | String | N | Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. | FIX.4.3 |
| 22 | SecurityIDSource | String | N | Required if SecurityID is specified. | FIX.4.3 |
| ⟳ SecAltIDGrp [Repeating Group] | N | Number of alternate Security Identifiers | FIX.4.4 | ||
| 454 | NoSecurityAltID | NumInGroup | N | Number of SecurityAltID (455) entries. | FIX.4.4 |
| 455 | SecurityAltID | String | N | Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource. | FIX.4.4 |
| 456 | SecurityAltIDSource | String | N | Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field | FIX.4.4 |
| end SecAltIDGrp | |||||
| 460 | Product | int | N | Indicates the type of product the security is associated with (high-level category) | FIX.4.3 |
| 461 | CFICode | String | N | Indicates 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 |
| 167 | SecurityType | String | N | It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income 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 |
| 762 | SecuritySubType | String | N | Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required. | FIX.4.4 |
| 200 | MaturityMonthYear | MonthYear | N | Specifies 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 |
| 541 | MaturityDate | LocalMktDate | N | Specifies 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 |
| 201 | PutOrCall | int | N | For Options. | FIX.4.4 |
| 224 | CouponPaymentDate | LocalMktDate | N | Date interest is to be paid. Used in identifying Corporate Bond issues. | FIX.4.3 |
| 225 | IssueDate | LocalMktDate | N | Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. | FIX.4.3 |
| 239 | RepoCollateralSecurityType | String | N | (Deprecated, use UnderlyingSecurityType (310) ) | FIX.4.3 |
| 226 | RepurchaseTerm | int | N | (Deprecated, use TerminationType (788) ) | FIX.4.3 |
| 227 | RepurchaseRate | Percentage | N | (Deprecated, use Price (44) ) | FIX.4.3 |
| 228 | Factor | float | N | For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value | FIX.4.3 |
| 255 | CreditRating | String | N | An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 543 | InstrRegistry | String | N | The 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 |
| 470 | CountryOfIssue | Country | N | ISO 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 |
| 471 | StateOrProvinceOfIssue | String | N | A two-character state or province abbreviation. | FIX.4.3 |
| 472 | LocaleOfIssue | String | N | The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). | FIX.4.3 |
| 240 | RedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 202 | StrikePrice | Price | N | Used for derivatives, such as options and covered warrants | FIX.4.3 |
| 947 | StrikeCurrency | Currency | N | Used for derivatives | FIX.4.4 |
| 206 | OptAttribute | char | N | Used 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 |
| 231 | ContractMultiplier | float | N | For 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 |
| 223 | CouponRate | Percentage | N | For Fixed Income. | FIX.4.3 |
| 207 | SecurityExchange | Exchange | N | Can be used to identify the security. | FIX.4.3 |
| 106 | Issuer | String | N | Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values" | FIX.4.3 |
| 348 | EncodedIssuerLen | Length | N | Must be set if EncodedIssuer field is specified and must immediately precede it. | FIX.4.3 |
| 349 | EncodedIssuer | data | N | Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. | FIX.4.3 |
| 107 | SecurityDesc | String | N | Security description. | FIX.4.3 |
| 350 | EncodedSecurityDescLen | Length | N | Must be set if EncodedSecurityDesc field is specified and must immediately precede it. | FIX.4.3 |
| 351 | EncodedSecurityDesc | data | N | Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. | FIX.4.3 |
| 691 | Pool | String | N | Identifies MBS / ABS pool | FIX.4.4 |
| 667 | ContractSettlMonth | MonthYear | N | Must be present for MBS/TBA | FIX.4.4 |
| 875 | CPProgram | int | N | The program under which a commercial paper is issued | FIX.4.4 |
| 876 | CPRegType | String | N | The registration type of a commercial paper issuance | FIX.4.4 |
| ⟳ EvntGrp [Repeating Group] | N | Number of repeating EventType group entries. | FIX.4.4 | ||
| 864 | NoEvents | NumInGroup | N | Number of repeating EventType entries. | FIX.4.4 |
| 865 | EventType | int | N | Code to represent the type of event | FIX.4.4 |
| 866 | EventDate | LocalMktDate | N | Date of event | FIX.4.4 |
| 867 | EventPx | Price | N | Predetermined price of issue at event, if applicable | FIX.4.4 |
| 868 | EventText | String | N | Comments related to the event. | FIX.4.4 |
| end EvntGrp | |||||
| 873 | DatedDate | LocalMktDate | N | If different from IssueDate | FIX.4.4 |
| 874 | InterestAccrualDate | LocalMktDate | N | If different from IssueDate and DatedDate | FIX.4.4 |
| ⟳ UndInstrmtGrp [Repeating Group] | N | FIX.4.4 | |||
| 711 | NoUnderlyings | NumInGroup | N | Number of underlying legs that make up the security. | FIX.4.4 |
| ◈ UnderlyingInstrument [Component] | N | 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. | FIX.4.4 | ||
| 311 | UnderlyingSymbol | String | N | Underlying security’s Symbol. See Symbol (55) field for description | FIX.4.3 |
| 312 | UnderlyingSymbolSfx | String | N | Underlying security’s SymbolSfx. See SymbolSfx (65) field for description | FIX.4.3 |
| 309 | UnderlyingSecurityID | String | N | Underlying security’s SecurityID. See SecurityID (48) field for description | FIX.4.3 |
| 305 | UnderlyingSecurityIDSource | String | N | Underlying security’s SecurityIDSource. Valid values: see SecurityIDSource (22) field | FIX.4.3 |
| ⟳ UndSecAltIDGrp [Repeating Group] | N | FIX.4.4 | |||
| 457 | NoUnderlyingSecurityAltID | NumInGroup | N | Number of UnderlyingSecurityAltID (458) entries. | FIX.4.4 |
| 458 | UnderlyingSecurityAltID | String | N | Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource. | FIX.4.4 |
| 459 | UnderlyingSecurityAltIDSource | String | N | Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field | FIX.4.4 |
| end UndSecAltIDGrp | |||||
| 462 | UnderlyingProduct | int | N | Underlying security’s Product. Valid values: see Product(460) field | FIX.4.3 |
| 463 | UnderlyingCFICode | String | N | Underlying security’s CFICode. Valid values: see CFICode (46)field | FIX.4.3 |
| 310 | UnderlyingSecurityType | String | N | Underlying security’s SecurityType. Valid values: see SecurityType (67) field (see below for details concerning this fields use in conjunction with SecurityType=REPO) The following applies when used in conjunction with SecurityType=REPO Represents the general or specific type of security that underlies a financing agreement Valid values for SecurityType=REPO: TREASURY = Federal government or treasury PROVINCE = State, province, region, etc. AGENCY = Federal agency MORTGAGE = Mortgage passthrough CP = Commercial paper CORP = Corporate EQUITY = Equity SUPRA = Supra-national agency CASH If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or <UnderlyingStipulations> block e.g.: SecurityType=REPO UnderlyingSecurityType=MORTGAGE UnderlyingIssuer=GNMA or SecurityType=REPO UnderlyingSecurityType=AGENCY UnderlyingIssuer=CA Housing Trust UnderlyingCountryOfIssue=CA or SecurityType=REPO UnderlyingSecurityType=CORP UnderlyingNoStipulations= UnderlyingStipulationType=RATING UnderlyingStipulationValue=>bbb- | FIX.4.3 |
| 763 | UnderlyingSecuritySubType | String | N | Underlying security’s SecuritySubType. See SecuritySubType (762) field for description | FIX.4.4 |
| 313 | UnderlyingMaturityMonthYear | MonthYear | N | Underlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description | FIX.4.3 |
| 542 | UnderlyingMaturityDate | LocalMktDate | N | Underlying security’s maturity date. See MaturityDate (54) field for description | FIX.4.3 |
| 315 | UnderlyingPutOrCall | int | N | Underlying security’s PutOrCall. See PutOrCall field for description | FIX.4.3 |
| 241 | UnderlyingCouponPaymentDate | LocalMktDate | N | Underlying security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 242 | UnderlyingIssueDate | LocalMktDate | N | Underlying security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 243 | UnderlyingRepoCollateralSecurityType | String | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 244 | UnderlyingRepurchaseTerm | int | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 245 | UnderlyingRepurchaseRate | Percentage | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 246 | UnderlyingFactor | float | N | Underlying security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 256 | UnderlyingCreditRating | String | N | Underlying security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 595 | UnderlyingInstrRegistry | String | N | Underlying security’s InstrRegistry. See InstrRegistry (543) field for description | FIX.4.3 |
| 592 | UnderlyingCountryOfIssue | Country | N | Underlying security’s CountryOfIssue. See CountryOfIssue (470) field for description | FIX.4.3 |
| 593 | UnderlyingStateOrProvinceOfIssue | String | N | Underlying security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description | FIX.4.3 |
| 594 | UnderlyingLocaleOfIssue | String | N | Underlying security’s LocaleOfIssue. See LocaleOfIssue (472) field for description | FIX.4.3 |
| 247 | UnderlyingRedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 316 | UnderlyingStrikePrice | Price | N | Underlying security’s StrikePrice. See StrikePrice (202) field for description | FIX.4.3 |
| 941 | UnderlyingStrikeCurrency | Currency | N | Currency in which the strike price of an underlying instrument is denominated | FIX.4.4 |
| 317 | UnderlyingOptAttribute | char | N | Underlying security’s OptAttribute. See OptAttribute (206) field for description | FIX.4.3 |
| 436 | UnderlyingContractMultiplier | float | N | Underlying security’s ContractMultiplier. See ContractMultiplier (23) field for description | FIX.4.3 |
| 435 | UnderlyingCouponRate | Percentage | N | Underlying security’s CouponRate. See CouponRate (223) field for description | FIX.4.3 |
| 308 | UnderlyingSecurityExchange | Exchange | N | Underlying security’s SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207) | FIX.4.3 |
| 306 | UnderlyingIssuer | String | N | Underlying security’s Issuer. See Issuer (06) field for description | FIX.4.3 |
| 362 | EncodedUnderlyingIssuerLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field. | FIX.4.3 |
| 363 | EncodedUnderlyingIssuer | data | N | Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field. | FIX.4.3 |
| 307 | UnderlyingSecurityDesc | String | N | Underlying security’s SecurityDesc. See SecurityDesc (07) field for description | FIX.4.3 |
| 364 | EncodedUnderlyingSecurityDescLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field. | FIX.4.3 |
| 365 | EncodedUnderlyingSecurityDesc | data | N | Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field. | FIX.4.3 |
| 877 | UnderlyingCPProgram | String | N | The program under which the underlying commercial paper is issued | FIX.4.4 |
| 878 | UnderlyingCPRegType | String | N | The registration type of the underlying commercial paper issuance | FIX.4.4 |
| 318 | UnderlyingCurrency | Currency | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) | FIX.4.4 |
| 879 | UnderlyingQty | Qty | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.) | FIX.4.4 |
| 810 | UnderlyingPx | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket. | FIX.4.4 |
| 882 | UnderlyingDirtyPrice | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest | FIX.4.4 |
| 883 | UnderlyingEndPrice | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. | FIX.4.4 |
| 884 | UnderlyingStartValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement | FIX.4.4 |
| 885 | UnderlyingCurrentValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral | FIX.4.4 |
| 886 | UnderlyingEndValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement | FIX.4.4 |
| ⟳ UnderlyingStipulations [Repeating Group] | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block | FIX.4.4 | ||
| 887 | NoUnderlyingStips | NumInGroup | N | Number of underlying stipulation entries | FIX.4.4 |
| 888 | UnderlyingStipType | String | N | Required if NoUnderlyingStips >0 | FIX.4.4 |
| 889 | UnderlyingStipValue | String | N | Value of stipulation. Same values as StipulationValue (234) | FIX.4.4 |
| end UnderlyingStipulations | |||||
| end UndInstrmtGrp | |||||
| 140 | PrevClosePx | Price | N | Previous closing price of security. | FIX.4.4 |
| 54 | Side | char | Y | Side of order | FIX.4.4 |
| 401 | SideValueInd | int | N | Code to identify which "SideValue" the value refers to. SideValue and SideValue2 are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. | FIX.4.4 |
| 114 | LocateReqd | Boolean | N | Indicates whether the broker is to locate the stock in conjunction with a short sell order. | FIX.4.4 |
| 60 | TransactTime | UTCTimestamp | N | Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT") | FIX.4.4 |
| ⟳ Stipulations [Repeating Group] | N | 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. | FIX.4.4 | ||
| 232 | NoStipulations | NumInGroup | N | Number of stipulation entries (Note tag # was reserved in FIX 4.1, added in FIX 4.3). | FIX.4.3 |
| 233 | StipulationType | String | N | Required if NoStipulations >0 | FIX.4.3 |
| 234 | StipulationValue | String | N | For Fixed Income. Value of stipulation. The expression can be an absolute single value or a combination of values and logical operators: < value > value <= value >= value value value – value2 value OR value2 value AND value2 YES NO (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| end Stipulations | |||||
| 854 | QtyType | int | N | Type of quantity specified in a quantity field | FIX.4.4 |
| ◈ OrderQtyData [Component] | Y | 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). | FIX.4.4 | ||
| 38 | OrderQty | Qty | N | 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 |
| 152 | CashOrderQty | Qty | N | 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. 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 |
| 516 | OrderPercent | Percentage | N | For 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 |
| 468 | RoundingDirection | char | N | For CIV - Optional | FIX.4.3 |
| 469 | RoundingModulus | float | N | For CIV - Optional | FIX.4.3 |
| 40 | OrdType | char | N | Order type *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) | FIX.4.4 |
| 423 | PriceType | int | N | Code to represent the price type | FIX.4.4 |
| 44 | Price | Price | N | Price per unit of quantity (e.g. per share) | FIX.4.4 |
| 99 | StopPx | Price | N | Price per unit of quantity (e.g. per share) | FIX.4.4 |
| ◈ SpreadOrBenchmarkCurveData [Component] | N | The SpreadOrBenchmarkCurveData component block is primarily used for Fixed Income to convey spread to a benchmark security or curve. | FIX.4.4 | ||
| 218 | Spread | PriceOffset | N | For Fixed Income | FIX.4.3 |
| 220 | BenchmarkCurveCurrency | Currency | N | Identifies currency used for benchmark curve. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 221 | BenchmarkCurveName | String | N | Name of benchmark curve. | FIX.4.3 |
| 222 | BenchmarkCurvePoint | String | N | Point on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED". Sample values: M = combination of a number between 1-12 and a "M" for month Y = combination of number between 1-100 and a "Y" for year} 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon See Fixed Income-specific documentation at http://www.fixprotocol.org for additional values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 662 | BenchmarkPrice | Price | N | Specifies the price of the benchmark. | FIX.4.4 |
| 663 | BenchmarkPriceType | int | N | Must be present if BenchmarkPrice is used. | FIX.4.4 |
| 699 | BenchmarkSecurityID | String | N | The identifier of the benchmark security, e.g. Treasury against Corporate bond. | FIX.4.4 |
| 761 | BenchmarkSecurityIDSource | String | N | Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block. | FIX.4.4 |
| ◈ YieldData [Component] | N | The YieldData component block conveys yield information for a given Fixed Income security. | FIX.4.4 | ||
| 235 | YieldType | String | N | Type of yield | FIX.4.3 |
| 236 | Yield | Percentage | N | Yield percentage. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 701 | YieldCalcDate | LocalMktDate | N | Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day. | FIX.4.4 |
| 696 | YieldRedemptionDate | LocalMktDate | N | Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date). | FIX.4.4 |
| 697 | YieldRedemptionPrice | Price | N | Price to which the yield has been calculated. | FIX.4.4 |
| 698 | YieldRedemptionPriceType | int | N | The price type of the YieldRedemptionPrice (697) See PriceType (423) for description and valid values. | FIX.4.4 |
| 15 | Currency | Currency | N | Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. | FIX.4.4 |
| 376 | ComplianceID | String | N | ID used to represent this transaction for compliance purposes (e.g. OATS reporting). | FIX.4.4 |
| 377 | SolicitedFlag | Boolean | N | Indicates whether or not the order was solicited. | FIX.4.4 |
| 23 | IOIID | String | N | Unique identifier of IOI message. (Prior to FIX 4.1 this field was of type int) | FIX.4.4 |
| 117 | QuoteID | String | N | Unique identifier for quote | FIX.4.4 |
| 59 | TimeInForce | char | N | Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. | FIX.4.4 |
| 168 | EffectiveTime | UTCTimestamp | N | Time the details within the message should take effect (always expressed in UTC (Universal Time Coordinated, also known as "GMT") | FIX.4.4 |
| 432 | ExpireDate | LocalMktDate | N | Date of order expiration (last day the order can trade), always expressed in terms of the local market date. The time at which the order expires is determined by the local market’s business practices | FIX.4.4 |
| 126 | ExpireTime | UTCTimestamp | N | Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT") The meaning of expiration is specific to the context where the field is used. For orders, this is the expiration time of a Good Til Date TimeInForce. For Quotes - this is the expiration of the quote. Expiration time is provided across the quote message dialog to control the length of time of the overall quoting process. For collateral requests, this is the time by which collateral must be assigned. For collateral assignments, this is the time by which a response to the assignment is expected. | FIX.4.4 |
| 427 | GTBookingInst | int | N | Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate | FIX.4.4 |
| ◈ CommissionData [Component] | N | The CommissionDate component block is used to carry commission information such as the type of commission and the rate. | FIX.4.4 | ||
| 12 | Commission | Amt | N | Commission. Note if CommType (3) is percentage, Commission of 5% should be represented as .05. | FIX.4.3 |
| 13 | CommType | char | N | Commission type | FIX.4.3 |
| 479 | CommCurrency | Currency | N | For CIV - Optional | FIX.4.3 |
| 497 | FundRenewWaiv | char | N | For CIV - Optional | FIX.4.3 |
| 528 | OrderCapacity | char | N | Designates the capacity of the firm placing the order (as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field) (see Volume : "Glossary" for value definitions) | FIX.4.4 |
| 529 | OrderRestrictions | MultipleValueString | N | Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space. | FIX.4.4 |
| 582 | CustOrderCapacity | int | N | Capacity of customer placing the order Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). | FIX.4.4 |
| 121 | ForexReq | Boolean | N | Indicates request for forex accommodation trade to be executed along with security transaction. | FIX.4.4 |
| 120 | SettlCurrency | Currency | N | Currency code of settlement denomination. | FIX.4.4 |
| 775 | BookingType | int | N | Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). | FIX.4.4 |
| 58 | Text | String | N | Free format text string (Note: this field does not have a specified maximum length) | FIX.4.4 |
| 354 | EncodedTextLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedText (355) field. | FIX.4.4 |
| 355 | EncodedText | data | N | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field. | FIX.4.4 |
| 193 | SettlDate2 | LocalMktDate | N | SettDate (64) of the future part of a F/X swap order. | FIX.4.4 |
| 192 | OrderQty2 | Qty | N | OrderQty (38) of the future part of a F/X swap order. | FIX.4.4 |
| 640 | Price2 | Price | N | Price of the future part of a F/X swap order. See Price (44) for description. | FIX.4.4 |
| 77 | PositionEffect | char | N | Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together. | FIX.4.4 |
| 203 | CoveredOrUncovered | int | N | Used for derivative products, such as options | FIX.4.4 |
| 210 | MaxShow | Qty | N | Maximum quantity (e.g. number of shares) within an order to be shown to other customers (i.e. sent via an IOI). (Prior to FIX 4.2 this field was of type int) | FIX.4.4 |
| ◈ PegInstructions [Component] | N | The Peg Instructions component block is used to tie the price of a security to a market event such as opening price, mid-price, best price. The Peg Instructions block may also be used to tie the price to the behavior of a related security. | FIX.4.4 | ||
| 211 | PegOffsetValue | float | N | Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType | FIX.4.4 |
| 835 | PegMoveType | int | N | Describes whether peg is static/fixed or floats | FIX.4.4 |
| 836 | PegOffsetType | int | N | Type of Peg Offset (e.g. price offset, tick offset etc) | FIX.4.4 |
| 837 | PegLimitType | int | N | Specifies nature of resulting pegged price (e.g. or better limit, strict limit etc) | FIX.4.4 |
| 838 | PegRoundDirection | int | N | If the calculated peg price is not a valid tick price, specifies how to round the price (e.g. be more or less aggressive) | FIX.4.4 |
| 840 | PegScope | int | N | The scope of the "related to" price of the peg (e.g. local, global etc) | FIX.4.4 |
| ◈ DiscretionInstructions [Component] | N | The presence of DiscretionInstructions component block on an order indicates that the trader wishes to display one price but will accept trades at another price. | FIX.4.4 | ||
| 388 | DiscretionInst | char | N | What the discretionary price is related to (e.g. primary price, display price etc) | FIX.4.4 |
| 389 | DiscretionOffsetValue | float | N | Amount (signed) added to the "related to" price specified via DiscretionInst, in the context of DiscretionOffsetType | FIX.4.4 |
| 841 | DiscretionMoveType | int | N | Describes whether discretion price is static/fixed or floats | FIX.4.4 |
| 842 | DiscretionOffsetType | int | N | Type of Discretion Offset (e.g. price offset, tick offset etc) | FIX.4.4 |
| 843 | DiscretionLimitType | int | N | Specifies the nature of the resulting discretion price (e.g. or better limit, strict limit etc) | FIX.4.4 |
| 844 | DiscretionRoundDirection | int | N | If the calculated discretion price is not a valid tick price, specifies how to round the price (e.g. to be more or less aggressive) | FIX.4.4 |
| 846 | DiscretionScope | int | N | The scope of "related to" price of the discretion (e.g. local, global etc) | FIX.4.4 |
| 847 | TargetStrategy | int | N | The target strategy of the order 1000+ = Reserved and available for bi-laterally agreed upon user defined values | FIX.4.4 |
| 848 | TargetStrategyParameters | String | N | Field to allow further specification of the TargetStrategy – usage to be agreed between counterparties | FIX.4.4 |
| 849 | ParticipationRate | Percentage | N | For a TargetStrategy=Participate order specifies the target particpation rate. For other order types this is a volume limit (i.e. do not be more than this percent of the market volume) | FIX.4.4 |
| 494 | Designation | String | N | Free format text defining the designation to be associated with a holding on the register. Used to identify assets of a specific underlying investor using a common registration, e.g. a broker’s nominee or street name. | FIX.4.4 |
▶
MDFullGrp
ImplicitBlockRepeating
MarketData
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 268 | NoMDEntries | NumInGroup | Y | Number of entries in Market Data message. | FIX.4.4 |
| 269 | MDEntryType | char | Y | Type Market Data entry | FIX.4.4 |
| 270 | MDEntryPx | Price | N | Price of the Market Data Entry. | FIX.4.4 |
| 15 | Currency | Currency | N | Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. | FIX.4.4 |
| 271 | MDEntrySize | Qty | N | Quantity or volume represented by the Market Data Entry. | FIX.4.4 |
| 272 | MDEntryDate | UTCDateOnly | N | Date of Market Data Entry. (prior to FIX 4.4 field was of type UTCDate) | FIX.4.4 |
| 273 | MDEntryTime | UTCTimeOnly | N | Time of Market Data Entry. | FIX.4.4 |
| 274 | TickDirection | char | N | Direction of the "tick" | FIX.4.4 |
| 275 | MDMkt | Exchange | N | Market posting quote / trade. Valid values: See "Appendix 6-C" | FIX.4.4 |
| 336 | TradingSessionID | String | N | Identifier for Trading Session Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc). To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. Values should be bi-laterally agreed to between counterparties. Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section). | FIX.4.4 |
| 625 | TradingSessionSubID | String | N | Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. | FIX.4.4 |
| 276 | QuoteCondition | MultipleValueString | N | Space-delimited list of conditions describing a quote | FIX.4.4 |
| 277 | TradeCondition | MultipleValueString | N | Space-delimited list of conditions describing a trade | FIX.4.4 |
| 282 | MDEntryOriginator | String | N | Originator of a Market Data Entry | FIX.4.4 |
| 283 | LocationID | String | N | Identification of a Market Maker’s location | FIX.4.4 |
| 284 | DeskID | String | N | Identification of a Market Maker’s desk | FIX.4.4 |
| 286 | OpenCloseSettlFlag | MultipleValueString | N | Flag that identifies a market data entry (Prior to FIX 4.3 this field was of type char) | FIX.4.4 |
| 59 | TimeInForce | char | N | Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. | FIX.4.4 |
| 432 | ExpireDate | LocalMktDate | N | Date of order expiration (last day the order can trade), always expressed in terms of the local market date. The time at which the order expires is determined by the local market’s business practices | FIX.4.4 |
| 126 | ExpireTime | UTCTimestamp | N | Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT") The meaning of expiration is specific to the context where the field is used. For orders, this is the expiration time of a Good Til Date TimeInForce. For Quotes - this is the expiration of the quote. Expiration time is provided across the quote message dialog to control the length of time of the overall quoting process. For collateral requests, this is the time by which collateral must be assigned. For collateral assignments, this is the time by which a response to the assignment is expected. | FIX.4.4 |
| 110 | MinQty | Qty | N | Minimum quantity of an order to be executed. (Prior to FIX 4.2 this field was of type int) | FIX.4.4 |
| 18 | ExecInst | MultipleValueString | N | Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space. | FIX.4.4 |
| 287 | SellerDays | int | N | Specifies the number of days that may elapse before delivery of the security | FIX.4.4 |
| 37 | OrderID | String | N | Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days. | FIX.4.4 |
| 299 | QuoteEntryID | String | N | Uniquely identifies the quote as part of a QuoteSet. | FIX.4.4 |
| 288 | MDEntryBuyer | String | N | Buying party in a trade | FIX.4.4 |
| 289 | MDEntrySeller | String | N | Selling party in a trade | FIX.4.4 |
| 346 | NumberOfOrders | int | N | Number of orders in the market. | FIX.4.4 |
| 290 | MDEntryPositionNo | int | N | Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with . | FIX.4.4 |
| 546 | Scope | MultipleValueString | N | Defines the scope of a data element | FIX.4.4 |
| 811 | PriceDelta | float | N | Delta calculated from theoretical price | FIX.4.4 |
| 58 | Text | String | N | Free format text string (Note: this field does not have a specified maximum length) | FIX.4.4 |
| 354 | EncodedTextLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedText (355) field. | FIX.4.4 |
| 355 | EncodedText | data | N | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field. | FIX.4.4 |
▶
MDIncGrp
ImplicitBlockRepeating
MarketData
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 268 | NoMDEntries | NumInGroup | Y | Number of entries in Market Data message. | FIX.4.4 |
| 279 | MDUpdateAction | char | Y | Type of Market Data update action | FIX.4.4 |
| 285 | DeleteReason | char | N | Reason for deletion | FIX.4.4 |
| 269 | MDEntryType | char | N | Type Market Data entry | FIX.4.4 |
| 278 | MDEntryID | String | N | Unique Market Data Entry identifier. | FIX.4.4 |
| 280 | MDEntryRefID | String | N | Refers to a previous MDEntryID (278). | FIX.4.4 |
| ◈ Instrument [Component] | N | 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. | FIX.4.4 | ||
| 55 | Symbol | String | N | Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol. | FIX.4.3 |
| 65 | SymbolSfx | String | N | Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price. | FIX.4.3 |
| 48 | SecurityID | String | N | Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. | FIX.4.3 |
| 22 | SecurityIDSource | String | N | Required if SecurityID is specified. | FIX.4.3 |
| ⟳ SecAltIDGrp [Repeating Group] | N | Number of alternate Security Identifiers | FIX.4.4 | ||
| 454 | NoSecurityAltID | NumInGroup | N | Number of SecurityAltID (455) entries. | FIX.4.4 |
| 455 | SecurityAltID | String | N | Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource. | FIX.4.4 |
| 456 | SecurityAltIDSource | String | N | Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field | FIX.4.4 |
| end SecAltIDGrp | |||||
| 460 | Product | int | N | Indicates the type of product the security is associated with (high-level category) | FIX.4.3 |
| 461 | CFICode | String | N | Indicates 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 |
| 167 | SecurityType | String | N | It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income 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 |
| 762 | SecuritySubType | String | N | Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required. | FIX.4.4 |
| 200 | MaturityMonthYear | MonthYear | N | Specifies 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 |
| 541 | MaturityDate | LocalMktDate | N | Specifies 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 |
| 201 | PutOrCall | int | N | For Options. | FIX.4.4 |
| 224 | CouponPaymentDate | LocalMktDate | N | Date interest is to be paid. Used in identifying Corporate Bond issues. | FIX.4.3 |
| 225 | IssueDate | LocalMktDate | N | Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. | FIX.4.3 |
| 239 | RepoCollateralSecurityType | String | N | (Deprecated, use UnderlyingSecurityType (310) ) | FIX.4.3 |
| 226 | RepurchaseTerm | int | N | (Deprecated, use TerminationType (788) ) | FIX.4.3 |
| 227 | RepurchaseRate | Percentage | N | (Deprecated, use Price (44) ) | FIX.4.3 |
| 228 | Factor | float | N | For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value | FIX.4.3 |
| 255 | CreditRating | String | N | An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 543 | InstrRegistry | String | N | The 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 |
| 470 | CountryOfIssue | Country | N | ISO 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 |
| 471 | StateOrProvinceOfIssue | String | N | A two-character state or province abbreviation. | FIX.4.3 |
| 472 | LocaleOfIssue | String | N | The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). | FIX.4.3 |
| 240 | RedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 202 | StrikePrice | Price | N | Used for derivatives, such as options and covered warrants | FIX.4.3 |
| 947 | StrikeCurrency | Currency | N | Used for derivatives | FIX.4.4 |
| 206 | OptAttribute | char | N | Used 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 |
| 231 | ContractMultiplier | float | N | For 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 |
| 223 | CouponRate | Percentage | N | For Fixed Income. | FIX.4.3 |
| 207 | SecurityExchange | Exchange | N | Can be used to identify the security. | FIX.4.3 |
| 106 | Issuer | String | N | Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values" | FIX.4.3 |
| 348 | EncodedIssuerLen | Length | N | Must be set if EncodedIssuer field is specified and must immediately precede it. | FIX.4.3 |
| 349 | EncodedIssuer | data | N | Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. | FIX.4.3 |
| 107 | SecurityDesc | String | N | Security description. | FIX.4.3 |
| 350 | EncodedSecurityDescLen | Length | N | Must be set if EncodedSecurityDesc field is specified and must immediately precede it. | FIX.4.3 |
| 351 | EncodedSecurityDesc | data | N | Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. | FIX.4.3 |
| 691 | Pool | String | N | Identifies MBS / ABS pool | FIX.4.4 |
| 667 | ContractSettlMonth | MonthYear | N | Must be present for MBS/TBA | FIX.4.4 |
| 875 | CPProgram | int | N | The program under which a commercial paper is issued | FIX.4.4 |
| 876 | CPRegType | String | N | The registration type of a commercial paper issuance | FIX.4.4 |
| ⟳ EvntGrp [Repeating Group] | N | Number of repeating EventType group entries. | FIX.4.4 | ||
| 864 | NoEvents | NumInGroup | N | Number of repeating EventType entries. | FIX.4.4 |
| 865 | EventType | int | N | Code to represent the type of event | FIX.4.4 |
| 866 | EventDate | LocalMktDate | N | Date of event | FIX.4.4 |
| 867 | EventPx | Price | N | Predetermined price of issue at event, if applicable | FIX.4.4 |
| 868 | EventText | String | N | Comments related to the event. | FIX.4.4 |
| end EvntGrp | |||||
| 873 | DatedDate | LocalMktDate | N | If different from IssueDate | FIX.4.4 |
| 874 | InterestAccrualDate | LocalMktDate | N | If different from IssueDate and DatedDate | FIX.4.4 |
| ⟳ UndInstrmtGrp [Repeating Group] | N | FIX.4.4 | |||
| 711 | NoUnderlyings | NumInGroup | N | Number of underlying legs that make up the security. | FIX.4.4 |
| ◈ UnderlyingInstrument [Component] | N | 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. | FIX.4.4 | ||
| 311 | UnderlyingSymbol | String | N | Underlying security’s Symbol. See Symbol (55) field for description | FIX.4.3 |
| 312 | UnderlyingSymbolSfx | String | N | Underlying security’s SymbolSfx. See SymbolSfx (65) field for description | FIX.4.3 |
| 309 | UnderlyingSecurityID | String | N | Underlying security’s SecurityID. See SecurityID (48) field for description | FIX.4.3 |
| 305 | UnderlyingSecurityIDSource | String | N | Underlying security’s SecurityIDSource. Valid values: see SecurityIDSource (22) field | FIX.4.3 |
| ⟳ UndSecAltIDGrp [Repeating Group] | N | FIX.4.4 | |||
| 457 | NoUnderlyingSecurityAltID | NumInGroup | N | Number of UnderlyingSecurityAltID (458) entries. | FIX.4.4 |
| 458 | UnderlyingSecurityAltID | String | N | Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource. | FIX.4.4 |
| 459 | UnderlyingSecurityAltIDSource | String | N | Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field | FIX.4.4 |
| end UndSecAltIDGrp | |||||
| 462 | UnderlyingProduct | int | N | Underlying security’s Product. Valid values: see Product(460) field | FIX.4.3 |
| 463 | UnderlyingCFICode | String | N | Underlying security’s CFICode. Valid values: see CFICode (46)field | FIX.4.3 |
| 310 | UnderlyingSecurityType | String | N | Underlying security’s SecurityType. Valid values: see SecurityType (67) field (see below for details concerning this fields use in conjunction with SecurityType=REPO) The following applies when used in conjunction with SecurityType=REPO Represents the general or specific type of security that underlies a financing agreement Valid values for SecurityType=REPO: TREASURY = Federal government or treasury PROVINCE = State, province, region, etc. AGENCY = Federal agency MORTGAGE = Mortgage passthrough CP = Commercial paper CORP = Corporate EQUITY = Equity SUPRA = Supra-national agency CASH If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or <UnderlyingStipulations> block e.g.: SecurityType=REPO UnderlyingSecurityType=MORTGAGE UnderlyingIssuer=GNMA or SecurityType=REPO UnderlyingSecurityType=AGENCY UnderlyingIssuer=CA Housing Trust UnderlyingCountryOfIssue=CA or SecurityType=REPO UnderlyingSecurityType=CORP UnderlyingNoStipulations= UnderlyingStipulationType=RATING UnderlyingStipulationValue=>bbb- | FIX.4.3 |
| 763 | UnderlyingSecuritySubType | String | N | Underlying security’s SecuritySubType. See SecuritySubType (762) field for description | FIX.4.4 |
| 313 | UnderlyingMaturityMonthYear | MonthYear | N | Underlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description | FIX.4.3 |
| 542 | UnderlyingMaturityDate | LocalMktDate | N | Underlying security’s maturity date. See MaturityDate (54) field for description | FIX.4.3 |
| 315 | UnderlyingPutOrCall | int | N | Underlying security’s PutOrCall. See PutOrCall field for description | FIX.4.3 |
| 241 | UnderlyingCouponPaymentDate | LocalMktDate | N | Underlying security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 242 | UnderlyingIssueDate | LocalMktDate | N | Underlying security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 243 | UnderlyingRepoCollateralSecurityType | String | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 244 | UnderlyingRepurchaseTerm | int | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 245 | UnderlyingRepurchaseRate | Percentage | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 246 | UnderlyingFactor | float | N | Underlying security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 256 | UnderlyingCreditRating | String | N | Underlying security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 595 | UnderlyingInstrRegistry | String | N | Underlying security’s InstrRegistry. See InstrRegistry (543) field for description | FIX.4.3 |
| 592 | UnderlyingCountryOfIssue | Country | N | Underlying security’s CountryOfIssue. See CountryOfIssue (470) field for description | FIX.4.3 |
| 593 | UnderlyingStateOrProvinceOfIssue | String | N | Underlying security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description | FIX.4.3 |
| 594 | UnderlyingLocaleOfIssue | String | N | Underlying security’s LocaleOfIssue. See LocaleOfIssue (472) field for description | FIX.4.3 |
| 247 | UnderlyingRedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 316 | UnderlyingStrikePrice | Price | N | Underlying security’s StrikePrice. See StrikePrice (202) field for description | FIX.4.3 |
| 941 | UnderlyingStrikeCurrency | Currency | N | Currency in which the strike price of an underlying instrument is denominated | FIX.4.4 |
| 317 | UnderlyingOptAttribute | char | N | Underlying security’s OptAttribute. See OptAttribute (206) field for description | FIX.4.3 |
| 436 | UnderlyingContractMultiplier | float | N | Underlying security’s ContractMultiplier. See ContractMultiplier (23) field for description | FIX.4.3 |
| 435 | UnderlyingCouponRate | Percentage | N | Underlying security’s CouponRate. See CouponRate (223) field for description | FIX.4.3 |
| 308 | UnderlyingSecurityExchange | Exchange | N | Underlying security’s SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207) | FIX.4.3 |
| 306 | UnderlyingIssuer | String | N | Underlying security’s Issuer. See Issuer (06) field for description | FIX.4.3 |
| 362 | EncodedUnderlyingIssuerLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field. | FIX.4.3 |
| 363 | EncodedUnderlyingIssuer | data | N | Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field. | FIX.4.3 |
| 307 | UnderlyingSecurityDesc | String | N | Underlying security’s SecurityDesc. See SecurityDesc (07) field for description | FIX.4.3 |
| 364 | EncodedUnderlyingSecurityDescLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field. | FIX.4.3 |
| 365 | EncodedUnderlyingSecurityDesc | data | N | Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field. | FIX.4.3 |
| 877 | UnderlyingCPProgram | String | N | The program under which the underlying commercial paper is issued | FIX.4.4 |
| 878 | UnderlyingCPRegType | String | N | The registration type of the underlying commercial paper issuance | FIX.4.4 |
| 318 | UnderlyingCurrency | Currency | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) | FIX.4.4 |
| 879 | UnderlyingQty | Qty | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.) | FIX.4.4 |
| 810 | UnderlyingPx | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket. | FIX.4.4 |
| 882 | UnderlyingDirtyPrice | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest | FIX.4.4 |
| 883 | UnderlyingEndPrice | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. | FIX.4.4 |
| 884 | UnderlyingStartValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement | FIX.4.4 |
| 885 | UnderlyingCurrentValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral | FIX.4.4 |
| 886 | UnderlyingEndValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement | FIX.4.4 |
| ⟳ UnderlyingStipulations [Repeating Group] | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block | FIX.4.4 | ||
| 887 | NoUnderlyingStips | NumInGroup | N | Number of underlying stipulation entries | FIX.4.4 |
| 888 | UnderlyingStipType | String | N | Required if NoUnderlyingStips >0 | FIX.4.4 |
| 889 | UnderlyingStipValue | String | N | Value of stipulation. Same values as StipulationValue (234) | FIX.4.4 |
| end UnderlyingStipulations | |||||
| end UndInstrmtGrp | |||||
| ⟳ InstrmtLegGrp [Repeating Group] | N | FIX.4.4 | |||
| 555 | NoLegs | NumInGroup | N | Number of InstrumentLeg repeating group instances. | FIX.4.4 |
| ◈ InstrumentLeg [Component] | N | 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. | FIX.4.4 | ||
| 600 | LegSymbol | String | N | Multileg instrument's individual security’s Symbol. See Symbol (55) field for description | FIX.4.3 |
| 601 | LegSymbolSfx | String | N | Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description | FIX.4.3 |
| 602 | LegSecurityID | String | N | Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description | FIX.4.3 |
| 603 | LegSecurityIDSource | String | N | Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description | FIX.4.3 |
| ⟳ LegSecAltIDGrp [Repeating Group] | N | FIX.4.4 | |||
| 604 | NoLegSecurityAltID | NumInGroup | N | Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description | FIX.4.4 |
| 605 | LegSecurityAltID | String | N | Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description | FIX.4.4 |
| 606 | LegSecurityAltIDSource | String | N | Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description | FIX.4.4 |
| end LegSecAltIDGrp | |||||
| 607 | LegProduct | int | N | Multileg instrument's individual security’s Product. See Product (460) field for description | FIX.4.3 |
| 608 | LegCFICode | String | N | Multileg instrument's individual security’s CFICode. See CFICode (46) field for description | FIX.4.3 |
| 609 | LegSecurityType | String | N | Multileg instrument's individual security’s SecurityType. See SecurityType (67) field for description | FIX.4.3 |
| 764 | LegSecuritySubType | String | N | SecuritySubType of the leg instrument. See SecuritySubType (762) field for description | FIX.4.4 |
| 610 | LegMaturityMonthYear | MonthYear | N | Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description | FIX.4.3 |
| 611 | LegMaturityDate | LocalMktDate | N | Multileg instrument's individual security’s MaturityDate. See MaturityDate (54) field for description | FIX.4.3 |
| 248 | LegCouponPaymentDate | LocalMktDate | N | Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 249 | LegIssueDate | LocalMktDate | N | Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 250 | LegRepoCollateralSecurityType | String | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 251 | LegRepurchaseTerm | int | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 252 | LegRepurchaseRate | Percentage | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 253 | LegFactor | float | N | Multileg instrument's individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 257 | LegCreditRating | String | N | Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 599 | LegInstrRegistry | String | N | Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description | FIX.4.3 |
| 596 | LegCountryOfIssue | Country | N | Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description | FIX.4.3 |
| 597 | LegStateOrProvinceOfIssue | String | N | Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description | FIX.4.3 |
| 598 | LegLocaleOfIssue | String | N | Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description | FIX.4.3 |
| 254 | LegRedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 612 | LegStrikePrice | Price | N | Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description | FIX.4.3 |
| 942 | LegStrikeCurrency | Currency | N | Currency in which the strike price of a instrument leg of a multileg instrument is denominated | FIX.4.4 |
| 613 | LegOptAttribute | char | N | Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description | FIX.4.3 |
| 614 | LegContractMultiplier | float | N | Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for description | FIX.4.3 |
| 615 | LegCouponRate | Percentage | N | Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description | FIX.4.3 |
| 616 | LegSecurityExchange | Exchange | N | Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description | FIX.4.3 |
| 617 | LegIssuer | String | N | Multileg instrument's individual security’s Issuer. See Issuer (106) field for description | FIX.4.3 |
| 618 | EncodedLegIssuerLen | Length | N | Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description | FIX.4.3 |
| 619 | EncodedLegIssuer | data | N | Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description | FIX.4.3 |
| 620 | LegSecurityDesc | String | N | Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for description | FIX.4.3 |
| 621 | EncodedLegSecurityDescLen | Length | N | Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description | FIX.4.3 |
| 622 | EncodedLegSecurityDesc | data | N | Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description | FIX.4.3 |
| 623 | LegRatioQty | float | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.3 |
| 624 | LegSide | char | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.3 |
| 556 | LegCurrency | Currency | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.4 |
| 740 | LegPool | String | N | Identifies MBS / ABS pool | FIX.4.4 |
| 739 | LegDatedDate | LocalMktDate | N | The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date | FIX.4.4 |
| 955 | LegContractSettlMonth | MonthYear | N | Specifies when the contract (i.e. MBS/TBA) will settle. | FIX.4.4 |
| 956 | LegInterestAccrualDate | LocalMktDate | N | The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date | FIX.4.4 |
| end InstrmtLegGrp | |||||
| 291 | FinancialStatus | MultipleValueString | N | Identifies a firm’s financial status | FIX.4.4 |
| 292 | CorporateAction | MultipleValueString | N | Identifies the type of Corporate Action | FIX.4.4 |
| 270 | MDEntryPx | Price | N | Price of the Market Data Entry. | FIX.4.4 |
| 15 | Currency | Currency | N | Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. | FIX.4.4 |
| 271 | MDEntrySize | Qty | N | Quantity or volume represented by the Market Data Entry. | FIX.4.4 |
| 272 | MDEntryDate | UTCDateOnly | N | Date of Market Data Entry. (prior to FIX 4.4 field was of type UTCDate) | FIX.4.4 |
| 273 | MDEntryTime | UTCTimeOnly | N | Time of Market Data Entry. | FIX.4.4 |
| 274 | TickDirection | char | N | Direction of the "tick" | FIX.4.4 |
| 275 | MDMkt | Exchange | N | Market posting quote / trade. Valid values: See "Appendix 6-C" | FIX.4.4 |
| 336 | TradingSessionID | String | N | Identifier for Trading Session Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc). To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. Values should be bi-laterally agreed to between counterparties. Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section). | FIX.4.4 |
| 625 | TradingSessionSubID | String | N | Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. | FIX.4.4 |
| 276 | QuoteCondition | MultipleValueString | N | Space-delimited list of conditions describing a quote | FIX.4.4 |
| 277 | TradeCondition | MultipleValueString | N | Space-delimited list of conditions describing a trade | FIX.4.4 |
| 282 | MDEntryOriginator | String | N | Originator of a Market Data Entry | FIX.4.4 |
| 283 | LocationID | String | N | Identification of a Market Maker’s location | FIX.4.4 |
| 284 | DeskID | String | N | Identification of a Market Maker’s desk | FIX.4.4 |
| 286 | OpenCloseSettlFlag | MultipleValueString | N | Flag that identifies a market data entry (Prior to FIX 4.3 this field was of type char) | FIX.4.4 |
| 59 | TimeInForce | char | N | Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. | FIX.4.4 |
| 432 | ExpireDate | LocalMktDate | N | Date of order expiration (last day the order can trade), always expressed in terms of the local market date. The time at which the order expires is determined by the local market’s business practices | FIX.4.4 |
| 126 | ExpireTime | UTCTimestamp | N | Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT") The meaning of expiration is specific to the context where the field is used. For orders, this is the expiration time of a Good Til Date TimeInForce. For Quotes - this is the expiration of the quote. Expiration time is provided across the quote message dialog to control the length of time of the overall quoting process. For collateral requests, this is the time by which collateral must be assigned. For collateral assignments, this is the time by which a response to the assignment is expected. | FIX.4.4 |
| 110 | MinQty | Qty | N | Minimum quantity of an order to be executed. (Prior to FIX 4.2 this field was of type int) | FIX.4.4 |
| 18 | ExecInst | MultipleValueString | N | Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space. | FIX.4.4 |
| 287 | SellerDays | int | N | Specifies the number of days that may elapse before delivery of the security | FIX.4.4 |
| 37 | OrderID | String | N | Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days. | FIX.4.4 |
| 299 | QuoteEntryID | String | N | Uniquely identifies the quote as part of a QuoteSet. | FIX.4.4 |
| 288 | MDEntryBuyer | String | N | Buying party in a trade | FIX.4.4 |
| 289 | MDEntrySeller | String | N | Selling party in a trade | FIX.4.4 |
| 346 | NumberOfOrders | int | N | Number of orders in the market. | FIX.4.4 |
| 290 | MDEntryPositionNo | int | N | Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with . | FIX.4.4 |
| 546 | Scope | MultipleValueString | N | Defines the scope of a data element | FIX.4.4 |
| 811 | PriceDelta | float | N | Delta calculated from theoretical price | FIX.4.4 |
| 451 | NetChgPrevDay | PriceOffset | N | Net change from previous day’s closing price vs. last traded price. | FIX.4.4 |
| 58 | Text | String | N | Free format text string (Note: this field does not have a specified maximum length) | FIX.4.4 |
| 354 | EncodedTextLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedText (355) field. | FIX.4.4 |
| 355 | EncodedText | data | N | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field. | FIX.4.4 |
▶
MDReqGrp
ImplicitBlockRepeating
MarketData
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 267 | NoMDEntryTypes | NumInGroup | Y | Number of MDEntryType (269) fields requested. | FIX.4.4 |
| 269 | MDEntryType | char | Y | Type Market Data entry | FIX.4.4 |
▶
MDRjctGrp
ImplicitBlockRepeating
MarketData
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 816 | NoAltMDSource | NumInGroup | N | Number of alternative market data sources | FIX.4.4 |
| 817 | AltMDSourceID | String | N | Session layer source for market data (For the standard FIX session layer, this would be the TargetCompID (56) where market data can be obtained). | FIX.4.4 |
▶
MiscFeesGrp
ImplicitBlockRepeating
Common
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 136 | NoMiscFees | NumInGroup | N | Number of repeating groups of miscellaneous fees | FIX.4.4 |
| 137 | MiscFeeAmt | Amt | N | Miscellaneous fee value | FIX.4.4 |
| 138 | MiscFeeCurr | Currency | N | Currency of miscellaneous fee | FIX.4.4 |
| 139 | MiscFeeType | char | N | Indicates type of miscellaneous fee | FIX.4.4 |
| 891 | MiscFeeBasis | int | N | Defines the unit for a miscellaneous fee. | FIX.4.4 |
▶
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.
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 539 | NoNestedPartyIDs | NumInGroup | N | Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole | FIX.4.3 |
| 524 | NestedPartyID | String | N | Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| 525 | NestedPartyIDSource | char | N | Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| 538 | NestedPartyRole | int | N | Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| ⟳ NstdPtysSubGrp [Repeating Group] | N | Repeating group of NestedParty sub-identifiers. | FIX.4.4 | ||
| 804 | NoNestedPartySubIDs | NumInGroup | N | Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries | FIX.4.4 |
| 545 | NestedPartySubID | String | N | PartySubID value within a nested repeating group. Same values as PartySubID (523) | FIX.4.4 |
| 805 | NestedPartySubIDType | int | N | Type of NestedPartySubID (545) value. Same values as PartySubIDType (803) | FIX.4.4 |
| end NstdPtysSubGrp | |||||
▶
NestedParties2
BlockRepeating
Common
The NestedParties2 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 NestedParties2 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 756 | NoNested2PartyIDs | NumInGroup | N | Repeating group below should contain unique combinations of Nested2PartyID, Nested2PartyIDSource, and Nested2PartyRole | FIX.4.4 |
| 757 | Nested2PartyID | String | N | Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0. | FIX.4.4 |
| 758 | Nested2PartyIDSource | char | N | Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0. | FIX.4.4 |
| 759 | Nested2PartyRole | int | N | Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0. | FIX.4.4 |
| ⟳ NstdPtys2SubGrp [Repeating Group] | N | Repeating group of Nested2Party sub-identifiers. | FIX.4.4 | ||
| 806 | NoNested2PartySubIDs | NumInGroup | N | Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of <NestedParties>. | FIX.4.4 |
| 760 | Nested2PartySubID | String | N | PartySubID value within a "second instance" Nested repeating group. Same values as PartySubID (523) | FIX.4.4 |
| 807 | Nested2PartySubIDType | int | N | Type of Nested2PartySubID (760) value. Second instance of <NestedParties>. Same values as PartySubIDType (803) | FIX.4.4 |
| end NstdPtys2SubGrp | |||||
▶
NestedParties3
BlockRepeating
Common
The NestedParties3 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 NestedParties3 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 948 | NoNested3PartyIDs | NumInGroup | N | Repeating group below should contain unique combinations of Nested3PartyID, Nested3PartyIDSource, and Nested3PartyRole | FIX.4.4 |
| 949 | Nested3PartyID | String | N | Used to identify source of Nested3PartyID. Required if Nested3PartyIDSource is specified. Required if NoNested3PartyIDs > 0. | FIX.4.4 |
| 950 | Nested3PartyIDSource | char | N | Used to identify class source of Nested3PartyID value (e.g. BIC). Required if Nested3PartyID is specified. Required if NoNested3PartyIDs > 0. | FIX.4.4 |
| 951 | Nested3PartyRole | int | N | Identifies the type of Nested3PartyID (e.g. Executing Broker). Required if NoNested3PartyIDs > 0. | FIX.4.4 |
| ⟳ NstdPtys3SubGrp [Repeating Group] | N | Repeating group of Nested3Party sub-identifiers. | FIX.4.4 | ||
| 952 | NoNested3PartySubIDs | NumInGroup | N | Number of Nested3PartySubIDs (953) entries | FIX.4.4 |
| 953 | Nested3PartySubID | String | N | PartySubID value within a "third instance" Nested repeating group. Same values as PartySubID (523) | FIX.4.4 |
| 954 | Nested3PartySubIDType | int | N | PartySubIDType value within a "third instance" Nested repeating group. Same values as PartySubIDType (803) | FIX.4.4 |
| end NstdPtys3SubGrp | |||||
▶
NstdPtys2SubGrp
ImplicitBlockRepeating
Common
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 806 | NoNested2PartySubIDs | NumInGroup | N | Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of <NestedParties>. | FIX.4.4 |
| 760 | Nested2PartySubID | String | N | PartySubID value within a "second instance" Nested repeating group. Same values as PartySubID (523) | FIX.4.4 |
| 807 | Nested2PartySubIDType | int | N | Type of Nested2PartySubID (760) value. Second instance of <NestedParties>. Same values as PartySubIDType (803) | FIX.4.4 |
▶
NstdPtys3SubGrp
ImplicitBlockRepeating
Common
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 952 | NoNested3PartySubIDs | NumInGroup | N | Number of Nested3PartySubIDs (953) entries | FIX.4.4 |
| 953 | Nested3PartySubID | String | N | PartySubID value within a "third instance" Nested repeating group. Same values as PartySubID (523) | FIX.4.4 |
| 954 | Nested3PartySubIDType | int | N | PartySubIDType value within a "third instance" Nested repeating group. Same values as PartySubIDType (803) | FIX.4.4 |
▶
NstdPtysSubGrp
ImplicitBlockRepeating
Common
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 804 | NoNestedPartySubIDs | NumInGroup | N | Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries | FIX.4.4 |
| 545 | NestedPartySubID | String | N | PartySubID value within a nested repeating group. Same values as PartySubID (523) | FIX.4.4 |
| 805 | NestedPartySubIDType | int | N | Type of NestedPartySubID (545) value. Same values as PartySubIDType (803) | FIX.4.4 |
▶
OrdAllocGrp
ImplicitBlockRepeating
Common
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 73 | NoOrders | NumInGroup | N | Indicates number of orders to be combined for average pricing and allocation. | FIX.4.4 |
| 11 | ClOrdID | String | N | Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field. | FIX.4.4 |
| 37 | OrderID | String | N | Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days. | FIX.4.4 |
| 198 | SecondaryOrderID | String | N | Assigned by the party which accepts the order. Can be used to provide the OrderID (37) used by an exchange or executing system. | FIX.4.4 |
| 526 | SecondaryClOrdID | String | N | Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. | FIX.4.4 |
| 66 | ListID | String | N | Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days. | FIX.4.4 |
| ⟳ NestedParties2 [Repeating Group] | N | The NestedParties2 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 NestedParties2 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax. | FIX.4.4 | ||
| 756 | NoNested2PartyIDs | NumInGroup | N | Repeating group below should contain unique combinations of Nested2PartyID, Nested2PartyIDSource, and Nested2PartyRole | FIX.4.4 |
| 757 | Nested2PartyID | String | N | Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0. | FIX.4.4 |
| 758 | Nested2PartyIDSource | char | N | Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0. | FIX.4.4 |
| 759 | Nested2PartyRole | int | N | Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0. | FIX.4.4 |
| ⟳ NstdPtys2SubGrp [Repeating Group] | N | Repeating group of Nested2Party sub-identifiers. | FIX.4.4 | ||
| 806 | NoNested2PartySubIDs | NumInGroup | N | Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of <NestedParties>. | FIX.4.4 |
| 760 | Nested2PartySubID | String | N | PartySubID value within a "second instance" Nested repeating group. Same values as PartySubID (523) | FIX.4.4 |
| 807 | Nested2PartySubIDType | int | N | Type of Nested2PartySubID (760) value. Second instance of <NestedParties>. Same values as PartySubIDType (803) | FIX.4.4 |
| end NstdPtys2SubGrp | |||||
| end NestedParties2 | |||||
| 38 | OrderQty | Qty | N | Quantity ordered. This represents the number of shares for equities or par, face or nominal value for FI instruments. (Prior to FIX 4.2 this field was of type int) | FIX.4.4 |
| 799 | OrderAvgPx | Price | N | Average price for a specific order | FIX.4.4 |
| 800 | OrderBookingQty | Qty | N | Quantity of the order that is being booked out as part of an Allocation Instruction or Allocation Report message | FIX.4.4 |
▶
OrdListStatGrp
ImplicitBlockRepeating
ProgramTrading
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 73 | NoOrders | NumInGroup | Y | Indicates number of orders to be combined for average pricing and allocation. | FIX.4.4 |
| 11 | ClOrdID | String | Y | Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field. | FIX.4.4 |
| 526 | SecondaryClOrdID | String | N | Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. | FIX.4.4 |
| 14 | CumQty | Qty | Y | Total quantity (e.g. number of shares) filled. (Prior to FIX 4.2 this field was of type int) | FIX.4.4 |
| 39 | OrdStatus | char | Y | Identifies current status of order. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) | FIX.4.4 |
| 636 | WorkingIndicator | Boolean | N | Indicates if the order is currently being worked. Applicable only for OrdStatus = "New". For open outcry markets this indicates that the order is being worked in the crowd. For electronic markets it indicates that the order has transitioned from a contingent order to a market order. | FIX.4.4 |
| 151 | LeavesQty | Qty | Y | Quantity open for further execution. If the OrdStatus (39) is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty (38) – CumQty (4). (Prior to FIX 4.2 this field was of type int) | FIX.4.4 |
| 84 | CxlQty | Qty | Y | Total quantity canceled for this order. (Prior to FIX 4.2 this field was of type int) | FIX.4.4 |
| 6 | AvgPx | Price | Y | Calculated average price of all fills on this order. For Fixed Income trades AvgPx is always expressed as percent-of-par, regardless of the PriceType (423) of LastPx (3). I.e., AvgPx will contain an average of percent-of-par values (see LastParPx (669)) for issues traded in Yield, Spread or Discount. | FIX.4.4 |
| 103 | OrdRejReason | int | N | Code to identify reason for order rejection. | FIX.4.4 |
| 58 | Text | String | N | Free format text string (Note: this field does not have a specified maximum length) | FIX.4.4 |
| 354 | EncodedTextLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedText (355) field. | FIX.4.4 |
| 355 | EncodedText | data | N | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field. | FIX.4.4 |
▶
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).
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 38 | OrderQty | Qty | N | 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 |
| 152 | CashOrderQty | Qty | N | 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. 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 |
| 516 | OrderPercent | Percentage | N | For 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 |
| 468 | RoundingDirection | char | N | For CIV - Optional | FIX.4.3 |
| 469 | RoundingModulus | float | N | For CIV - Optional | FIX.4.3 |
▶
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.
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 453 | NoPartyIDs | NumInGroup | N | Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole | FIX.4.3 |
| 448 | PartyID | String | N | Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0. | FIX.4.3 |
| 447 | PartyIDSource | char | N | Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0. | FIX.4.3 |
| 452 | PartyRole | int | N | Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0. | FIX.4.3 |
| ⟳ PtysSubGrp [Repeating Group] | N | Repeating group of Party sub-identifiers. | FIX.4.4 | ||
| 802 | NoPartySubIDs | NumInGroup | N | Number of PartySubID (523)and PartySubIDType (803) entries | FIX.4.4 |
| 523 | PartySubID | String | N | Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole. | FIX.4.4 |
| 803 | PartySubIDType | int | N | Type of PartySubID (523) value 4000+ = Reserved and available for bi-laterally agreed upon user defined values | FIX.4.4 |
| end PtysSubGrp | |||||
▶
PegInstructions
Block
Common
The Peg Instructions component block is used to tie the price of a security to a market event such as opening price, mid-price, best price. The Peg Instructions block may also be used to tie the price to the behavior of a related security.
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 211 | PegOffsetValue | float | N | Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType | FIX.4.4 |
| 835 | PegMoveType | int | N | Describes whether peg is static/fixed or floats | FIX.4.4 |
| 836 | PegOffsetType | int | N | Type of Peg Offset (e.g. price offset, tick offset etc) | FIX.4.4 |
| 837 | PegLimitType | int | N | Specifies nature of resulting pegged price (e.g. or better limit, strict limit etc) | FIX.4.4 |
| 838 | PegRoundDirection | int | N | If the calculated peg price is not a valid tick price, specifies how to round the price (e.g. be more or less aggressive) | FIX.4.4 |
| 840 | PegScope | int | N | The scope of the "related to" price of the peg (e.g. local, global etc) | FIX.4.4 |
▶
PosUndInstrmtGrp
ImplicitBlockRepeating
PositionMaintenance
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 711 | NoUnderlyings | NumInGroup | N | Number of underlying legs that make up the security. | FIX.4.4 |
| ◈ UnderlyingInstrument [Component] | N | 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. | FIX.4.4 | ||
| 311 | UnderlyingSymbol | String | N | Underlying security’s Symbol. See Symbol (55) field for description | FIX.4.3 |
| 312 | UnderlyingSymbolSfx | String | N | Underlying security’s SymbolSfx. See SymbolSfx (65) field for description | FIX.4.3 |
| 309 | UnderlyingSecurityID | String | N | Underlying security’s SecurityID. See SecurityID (48) field for description | FIX.4.3 |
| 305 | UnderlyingSecurityIDSource | String | N | Underlying security’s SecurityIDSource. Valid values: see SecurityIDSource (22) field | FIX.4.3 |
| ⟳ UndSecAltIDGrp [Repeating Group] | N | FIX.4.4 | |||
| 457 | NoUnderlyingSecurityAltID | NumInGroup | N | Number of UnderlyingSecurityAltID (458) entries. | FIX.4.4 |
| 458 | UnderlyingSecurityAltID | String | N | Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource. | FIX.4.4 |
| 459 | UnderlyingSecurityAltIDSource | String | N | Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field | FIX.4.4 |
| end UndSecAltIDGrp | |||||
| 462 | UnderlyingProduct | int | N | Underlying security’s Product. Valid values: see Product(460) field | FIX.4.3 |
| 463 | UnderlyingCFICode | String | N | Underlying security’s CFICode. Valid values: see CFICode (46)field | FIX.4.3 |
| 310 | UnderlyingSecurityType | String | N | Underlying security’s SecurityType. Valid values: see SecurityType (67) field (see below for details concerning this fields use in conjunction with SecurityType=REPO) The following applies when used in conjunction with SecurityType=REPO Represents the general or specific type of security that underlies a financing agreement Valid values for SecurityType=REPO: TREASURY = Federal government or treasury PROVINCE = State, province, region, etc. AGENCY = Federal agency MORTGAGE = Mortgage passthrough CP = Commercial paper CORP = Corporate EQUITY = Equity SUPRA = Supra-national agency CASH If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or <UnderlyingStipulations> block e.g.: SecurityType=REPO UnderlyingSecurityType=MORTGAGE UnderlyingIssuer=GNMA or SecurityType=REPO UnderlyingSecurityType=AGENCY UnderlyingIssuer=CA Housing Trust UnderlyingCountryOfIssue=CA or SecurityType=REPO UnderlyingSecurityType=CORP UnderlyingNoStipulations= UnderlyingStipulationType=RATING UnderlyingStipulationValue=>bbb- | FIX.4.3 |
| 763 | UnderlyingSecuritySubType | String | N | Underlying security’s SecuritySubType. See SecuritySubType (762) field for description | FIX.4.4 |
| 313 | UnderlyingMaturityMonthYear | MonthYear | N | Underlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description | FIX.4.3 |
| 542 | UnderlyingMaturityDate | LocalMktDate | N | Underlying security’s maturity date. See MaturityDate (54) field for description | FIX.4.3 |
| 315 | UnderlyingPutOrCall | int | N | Underlying security’s PutOrCall. See PutOrCall field for description | FIX.4.3 |
| 241 | UnderlyingCouponPaymentDate | LocalMktDate | N | Underlying security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 242 | UnderlyingIssueDate | LocalMktDate | N | Underlying security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 243 | UnderlyingRepoCollateralSecurityType | String | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 244 | UnderlyingRepurchaseTerm | int | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 245 | UnderlyingRepurchaseRate | Percentage | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 246 | UnderlyingFactor | float | N | Underlying security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 256 | UnderlyingCreditRating | String | N | Underlying security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 595 | UnderlyingInstrRegistry | String | N | Underlying security’s InstrRegistry. See InstrRegistry (543) field for description | FIX.4.3 |
| 592 | UnderlyingCountryOfIssue | Country | N | Underlying security’s CountryOfIssue. See CountryOfIssue (470) field for description | FIX.4.3 |
| 593 | UnderlyingStateOrProvinceOfIssue | String | N | Underlying security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description | FIX.4.3 |
| 594 | UnderlyingLocaleOfIssue | String | N | Underlying security’s LocaleOfIssue. See LocaleOfIssue (472) field for description | FIX.4.3 |
| 247 | UnderlyingRedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 316 | UnderlyingStrikePrice | Price | N | Underlying security’s StrikePrice. See StrikePrice (202) field for description | FIX.4.3 |
| 941 | UnderlyingStrikeCurrency | Currency | N | Currency in which the strike price of an underlying instrument is denominated | FIX.4.4 |
| 317 | UnderlyingOptAttribute | char | N | Underlying security’s OptAttribute. See OptAttribute (206) field for description | FIX.4.3 |
| 436 | UnderlyingContractMultiplier | float | N | Underlying security’s ContractMultiplier. See ContractMultiplier (23) field for description | FIX.4.3 |
| 435 | UnderlyingCouponRate | Percentage | N | Underlying security’s CouponRate. See CouponRate (223) field for description | FIX.4.3 |
| 308 | UnderlyingSecurityExchange | Exchange | N | Underlying security’s SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207) | FIX.4.3 |
| 306 | UnderlyingIssuer | String | N | Underlying security’s Issuer. See Issuer (06) field for description | FIX.4.3 |
| 362 | EncodedUnderlyingIssuerLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field. | FIX.4.3 |
| 363 | EncodedUnderlyingIssuer | data | N | Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field. | FIX.4.3 |
| 307 | UnderlyingSecurityDesc | String | N | Underlying security’s SecurityDesc. See SecurityDesc (07) field for description | FIX.4.3 |
| 364 | EncodedUnderlyingSecurityDescLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field. | FIX.4.3 |
| 365 | EncodedUnderlyingSecurityDesc | data | N | Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field. | FIX.4.3 |
| 877 | UnderlyingCPProgram | String | N | The program under which the underlying commercial paper is issued | FIX.4.4 |
| 878 | UnderlyingCPRegType | String | N | The registration type of the underlying commercial paper issuance | FIX.4.4 |
| 318 | UnderlyingCurrency | Currency | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) | FIX.4.4 |
| 879 | UnderlyingQty | Qty | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.) | FIX.4.4 |
| 810 | UnderlyingPx | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket. | FIX.4.4 |
| 882 | UnderlyingDirtyPrice | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest | FIX.4.4 |
| 883 | UnderlyingEndPrice | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. | FIX.4.4 |
| 884 | UnderlyingStartValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement | FIX.4.4 |
| 885 | UnderlyingCurrentValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral | FIX.4.4 |
| 886 | UnderlyingEndValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement | FIX.4.4 |
| ⟳ UnderlyingStipulations [Repeating Group] | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block | FIX.4.4 | ||
| 887 | NoUnderlyingStips | NumInGroup | N | Number of underlying stipulation entries | FIX.4.4 |
| 888 | UnderlyingStipType | String | N | Required if NoUnderlyingStips >0 | FIX.4.4 |
| 889 | UnderlyingStipValue | String | N | Value of stipulation. Same values as StipulationValue (234) | FIX.4.4 |
| end UnderlyingStipulations | |||||
| 732 | UnderlyingSettlPrice | Price | Y | Underlying security’s SettlPrice. See SettlPrice (730) field for description | FIX.4.4 |
| 733 | UnderlyingSettlPriceType | int | Y | Underlying security’s SettlPriceType. See SettlPriceType (73) field for description | FIX.4.4 |
▶
PositionAmountData
BlockRepeating
Common
The PositionAmountData component block is used to report netted amounts associated with position quantities. In the listed derivatives market the amount is generally expressing a type of futures variation or option premium. In the equities market this may be the net pay or collect on a given position.
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 753 | NoPosAmt | NumInGroup | N | Number of Position Amount entries | FIX.4.4 |
| 707 | PosAmtType | String | N | Type of Position amount | FIX.4.4 |
| 708 | PosAmt | Amt | N | Position amount | FIX.4.4 |
▶
PositionQty
BlockRepeating
Common
The PositionQty component block specifies the various types of position quantity in the position life-cycle including start-of-day, intraday, trade, adjustments, and end-of-day position quantities. Quantities are expressed in terms of long and short quantities.
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 702 | NoPositions | NumInGroup | N | Number of position entries. | FIX.4.4 |
| 703 | PosType | String | N | Required if NoPositions > 1 | FIX.4.4 |
| 704 | LongQty | Qty | N | Long Quantity | FIX.4.4 |
| 705 | ShortQty | Qty | N | Short Quantity | FIX.4.4 |
| 706 | PosQtyStatus | int | N | Status of this position | FIX.4.4 |
| ⟳ NestedParties [Repeating Group] | N | Optional repeating group - used to associate or distribute position to a specific party other than the party that currently owns the position. | FIX.4.4 | ||
| 539 | NoNestedPartyIDs | NumInGroup | N | Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole | FIX.4.3 |
| 524 | NestedPartyID | String | N | Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| 525 | NestedPartyIDSource | char | N | Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| 538 | NestedPartyRole | int | N | Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| ⟳ NstdPtysSubGrp [Repeating Group] | N | Repeating group of NestedParty sub-identifiers. | FIX.4.4 | ||
| 804 | NoNestedPartySubIDs | NumInGroup | N | Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries | FIX.4.4 |
| 545 | NestedPartySubID | String | N | PartySubID value within a nested repeating group. Same values as PartySubID (523) | FIX.4.4 |
| 805 | NestedPartySubIDType | int | N | Type of NestedPartySubID (545) value. Same values as PartySubIDType (803) | FIX.4.4 |
| end NstdPtysSubGrp | |||||
| end NestedParties | |||||
▶
PreAllocGrp
ImplicitBlockRepeating
Common
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 78 | NoAllocs | NumInGroup | N | Number of repeating AllocAccount (79)/AllocPrice (366) entries. | FIX.4.4 |
| 79 | AllocAccount | String | N | Sub-account mnemonic | FIX.4.4 |
| 661 | AllocAcctIDSource | int | N | Used to identify the source of the AllocAccount (79) code. See AcctIDSource (660) for valid values. | FIX.4.4 |
| 736 | AllocSettlCurrency | Currency | N | Currency code of settlement denomination for a specific AllocAccount (79). | FIX.4.4 |
| 467 | IndividualAllocID | String | N | Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount). | FIX.4.4 |
| ⟳ NestedParties [Repeating Group] | N | 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. | FIX.4.4 | ||
| 539 | NoNestedPartyIDs | NumInGroup | N | Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole | FIX.4.3 |
| 524 | NestedPartyID | String | N | Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| 525 | NestedPartyIDSource | char | N | Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| 538 | NestedPartyRole | int | N | Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| ⟳ NstdPtysSubGrp [Repeating Group] | N | Repeating group of NestedParty sub-identifiers. | FIX.4.4 | ||
| 804 | NoNestedPartySubIDs | NumInGroup | N | Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries | FIX.4.4 |
| 545 | NestedPartySubID | String | N | PartySubID value within a nested repeating group. Same values as PartySubID (523) | FIX.4.4 |
| 805 | NestedPartySubIDType | int | N | Type of NestedPartySubID (545) value. Same values as PartySubIDType (803) | FIX.4.4 |
| end NstdPtysSubGrp | |||||
| end NestedParties | |||||
| 80 | AllocQty | Qty | N | Quantity to be allocated to specific sub-account (Prior to FIX 4.2 this field was of type int) | FIX.4.4 |
▶
PreAllocMlegGrp
ImplicitBlockRepeating
Common
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 78 | NoAllocs | NumInGroup | N | Number of repeating AllocAccount (79)/AllocPrice (366) entries. | FIX.4.4 |
| 79 | AllocAccount | String | N | Sub-account mnemonic | FIX.4.4 |
| 661 | AllocAcctIDSource | int | N | Used to identify the source of the AllocAccount (79) code. See AcctIDSource (660) for valid values. | FIX.4.4 |
| 736 | AllocSettlCurrency | Currency | N | Currency code of settlement denomination for a specific AllocAccount (79). | FIX.4.4 |
| 467 | IndividualAllocID | String | N | Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount). | FIX.4.4 |
| ⟳ NestedParties3 [Repeating Group] | N | The NestedParties3 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 NestedParties3 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax. | FIX.4.4 | ||
| 948 | NoNested3PartyIDs | NumInGroup | N | Repeating group below should contain unique combinations of Nested3PartyID, Nested3PartyIDSource, and Nested3PartyRole | FIX.4.4 |
| 949 | Nested3PartyID | String | N | Used to identify source of Nested3PartyID. Required if Nested3PartyIDSource is specified. Required if NoNested3PartyIDs > 0. | FIX.4.4 |
| 950 | Nested3PartyIDSource | char | N | Used to identify class source of Nested3PartyID value (e.g. BIC). Required if Nested3PartyID is specified. Required if NoNested3PartyIDs > 0. | FIX.4.4 |
| 951 | Nested3PartyRole | int | N | Identifies the type of Nested3PartyID (e.g. Executing Broker). Required if NoNested3PartyIDs > 0. | FIX.4.4 |
| ⟳ NstdPtys3SubGrp [Repeating Group] | N | Repeating group of Nested3Party sub-identifiers. | FIX.4.4 | ||
| 952 | NoNested3PartySubIDs | NumInGroup | N | Number of Nested3PartySubIDs (953) entries | FIX.4.4 |
| 953 | Nested3PartySubID | String | N | PartySubID value within a "third instance" Nested repeating group. Same values as PartySubID (523) | FIX.4.4 |
| 954 | Nested3PartySubIDType | int | N | PartySubIDType value within a "third instance" Nested repeating group. Same values as PartySubIDType (803) | FIX.4.4 |
| end NstdPtys3SubGrp | |||||
| end NestedParties3 | |||||
| 80 | AllocQty | Qty | N | Quantity to be allocated to specific sub-account (Prior to FIX 4.2 this field was of type int) | FIX.4.4 |
▶
PtysSubGrp
ImplicitBlockRepeating
Common
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 802 | NoPartySubIDs | NumInGroup | N | Number of PartySubID (523)and PartySubIDType (803) entries | FIX.4.4 |
| 523 | PartySubID | String | N | Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole. | FIX.4.4 |
| 803 | PartySubIDType | int | N | Type of PartySubID (523) value 4000+ = Reserved and available for bi-laterally agreed upon user defined values | FIX.4.4 |
▶
QuotCxlEntriesGrp
ImplicitBlockRepeating
QuotationNegotiation
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 295 | NoQuoteEntries | NumInGroup | N | The number of quote entries for a QuoteSet. | FIX.4.4 |
| ◈ Instrument [Component] | N | 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. | FIX.4.4 | ||
| 55 | Symbol | String | N | Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol. | FIX.4.3 |
| 65 | SymbolSfx | String | N | Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price. | FIX.4.3 |
| 48 | SecurityID | String | N | Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. | FIX.4.3 |
| 22 | SecurityIDSource | String | N | Required if SecurityID is specified. | FIX.4.3 |
| ⟳ SecAltIDGrp [Repeating Group] | N | Number of alternate Security Identifiers | FIX.4.4 | ||
| 454 | NoSecurityAltID | NumInGroup | N | Number of SecurityAltID (455) entries. | FIX.4.4 |
| 455 | SecurityAltID | String | N | Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource. | FIX.4.4 |
| 456 | SecurityAltIDSource | String | N | Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field | FIX.4.4 |
| end SecAltIDGrp | |||||
| 460 | Product | int | N | Indicates the type of product the security is associated with (high-level category) | FIX.4.3 |
| 461 | CFICode | String | N | Indicates 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 |
| 167 | SecurityType | String | N | It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income 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 |
| 762 | SecuritySubType | String | N | Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required. | FIX.4.4 |
| 200 | MaturityMonthYear | MonthYear | N | Specifies 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 |
| 541 | MaturityDate | LocalMktDate | N | Specifies 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 |
| 201 | PutOrCall | int | N | For Options. | FIX.4.4 |
| 224 | CouponPaymentDate | LocalMktDate | N | Date interest is to be paid. Used in identifying Corporate Bond issues. | FIX.4.3 |
| 225 | IssueDate | LocalMktDate | N | Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. | FIX.4.3 |
| 239 | RepoCollateralSecurityType | String | N | (Deprecated, use UnderlyingSecurityType (310) ) | FIX.4.3 |
| 226 | RepurchaseTerm | int | N | (Deprecated, use TerminationType (788) ) | FIX.4.3 |
| 227 | RepurchaseRate | Percentage | N | (Deprecated, use Price (44) ) | FIX.4.3 |
| 228 | Factor | float | N | For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value | FIX.4.3 |
| 255 | CreditRating | String | N | An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 543 | InstrRegistry | String | N | The 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 |
| 470 | CountryOfIssue | Country | N | ISO 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 |
| 471 | StateOrProvinceOfIssue | String | N | A two-character state or province abbreviation. | FIX.4.3 |
| 472 | LocaleOfIssue | String | N | The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). | FIX.4.3 |
| 240 | RedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 202 | StrikePrice | Price | N | Used for derivatives, such as options and covered warrants | FIX.4.3 |
| 947 | StrikeCurrency | Currency | N | Used for derivatives | FIX.4.4 |
| 206 | OptAttribute | char | N | Used 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 |
| 231 | ContractMultiplier | float | N | For 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 |
| 223 | CouponRate | Percentage | N | For Fixed Income. | FIX.4.3 |
| 207 | SecurityExchange | Exchange | N | Can be used to identify the security. | FIX.4.3 |
| 106 | Issuer | String | N | Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values" | FIX.4.3 |
| 348 | EncodedIssuerLen | Length | N | Must be set if EncodedIssuer field is specified and must immediately precede it. | FIX.4.3 |
| 349 | EncodedIssuer | data | N | Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. | FIX.4.3 |
| 107 | SecurityDesc | String | N | Security description. | FIX.4.3 |
| 350 | EncodedSecurityDescLen | Length | N | Must be set if EncodedSecurityDesc field is specified and must immediately precede it. | FIX.4.3 |
| 351 | EncodedSecurityDesc | data | N | Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. | FIX.4.3 |
| 691 | Pool | String | N | Identifies MBS / ABS pool | FIX.4.4 |
| 667 | ContractSettlMonth | MonthYear | N | Must be present for MBS/TBA | FIX.4.4 |
| 875 | CPProgram | int | N | The program under which a commercial paper is issued | FIX.4.4 |
| 876 | CPRegType | String | N | The registration type of a commercial paper issuance | FIX.4.4 |
| ⟳ EvntGrp [Repeating Group] | N | Number of repeating EventType group entries. | FIX.4.4 | ||
| 864 | NoEvents | NumInGroup | N | Number of repeating EventType entries. | FIX.4.4 |
| 865 | EventType | int | N | Code to represent the type of event | FIX.4.4 |
| 866 | EventDate | LocalMktDate | N | Date of event | FIX.4.4 |
| 867 | EventPx | Price | N | Predetermined price of issue at event, if applicable | FIX.4.4 |
| 868 | EventText | String | N | Comments related to the event. | FIX.4.4 |
| end EvntGrp | |||||
| 873 | DatedDate | LocalMktDate | N | If different from IssueDate | FIX.4.4 |
| 874 | InterestAccrualDate | LocalMktDate | N | If different from IssueDate and DatedDate | FIX.4.4 |
| ◈ FinancingDetails [Component] | N | Component block is optionally used only for financing deals to identify the legal agreement under which the deal was made and other unique characteristics of the transaction. The AgreementDesc field refers to base standard documents such as MRA 1996 Repurchase Agreement, GMRA 2000 Bills Transaction (U.K.), MSLA 1993 Securities Loan – Amended 1998, for example. | FIX.4.4 | ||
| 913 | AgreementDesc | String | N | The full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this deal | FIX.4.4 |
| 914 | AgreementID | String | N | A common reference to the applicable standing agreement between the principals | FIX.4.4 |
| 915 | AgreementDate | LocalMktDate | N | A reference to the date the underlying agreement was executed. | FIX.4.4 |
| 918 | AgreementCurrency | Currency | N | Currency of the underlying agreement. | FIX.4.4 |
| 788 | TerminationType | int | N | For Repos the timing or method for terminating the agreement. | FIX.4.4 |
| 916 | StartDate | LocalMktDate | N | Settlement date of the beginning of the deal | FIX.4.4 |
| 917 | EndDate | LocalMktDate | N | Repayment / repurchase date | FIX.4.4 |
| 919 | DeliveryType | int | N | Delivery or custody arrangement for the underlying securities | FIX.4.4 |
| 898 | MarginRatio | Percentage | N | Percentage of cash value that underlying security collateral must meet. | FIX.4.4 |
| ⟳ UndInstrmtGrp [Repeating Group] | N | FIX.4.4 | |||
| 711 | NoUnderlyings | NumInGroup | N | Number of underlying legs that make up the security. | FIX.4.4 |
| ◈ UnderlyingInstrument [Component] | N | 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. | FIX.4.4 | ||
| 311 | UnderlyingSymbol | String | N | Underlying security’s Symbol. See Symbol (55) field for description | FIX.4.3 |
| 312 | UnderlyingSymbolSfx | String | N | Underlying security’s SymbolSfx. See SymbolSfx (65) field for description | FIX.4.3 |
| 309 | UnderlyingSecurityID | String | N | Underlying security’s SecurityID. See SecurityID (48) field for description | FIX.4.3 |
| 305 | UnderlyingSecurityIDSource | String | N | Underlying security’s SecurityIDSource. Valid values: see SecurityIDSource (22) field | FIX.4.3 |
| ⟳ UndSecAltIDGrp [Repeating Group] | N | FIX.4.4 | |||
| 457 | NoUnderlyingSecurityAltID | NumInGroup | N | Number of UnderlyingSecurityAltID (458) entries. | FIX.4.4 |
| 458 | UnderlyingSecurityAltID | String | N | Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource. | FIX.4.4 |
| 459 | UnderlyingSecurityAltIDSource | String | N | Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field | FIX.4.4 |
| end UndSecAltIDGrp | |||||
| 462 | UnderlyingProduct | int | N | Underlying security’s Product. Valid values: see Product(460) field | FIX.4.3 |
| 463 | UnderlyingCFICode | String | N | Underlying security’s CFICode. Valid values: see CFICode (46)field | FIX.4.3 |
| 310 | UnderlyingSecurityType | String | N | Underlying security’s SecurityType. Valid values: see SecurityType (67) field (see below for details concerning this fields use in conjunction with SecurityType=REPO) The following applies when used in conjunction with SecurityType=REPO Represents the general or specific type of security that underlies a financing agreement Valid values for SecurityType=REPO: TREASURY = Federal government or treasury PROVINCE = State, province, region, etc. AGENCY = Federal agency MORTGAGE = Mortgage passthrough CP = Commercial paper CORP = Corporate EQUITY = Equity SUPRA = Supra-national agency CASH If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or <UnderlyingStipulations> block e.g.: SecurityType=REPO UnderlyingSecurityType=MORTGAGE UnderlyingIssuer=GNMA or SecurityType=REPO UnderlyingSecurityType=AGENCY UnderlyingIssuer=CA Housing Trust UnderlyingCountryOfIssue=CA or SecurityType=REPO UnderlyingSecurityType=CORP UnderlyingNoStipulations= UnderlyingStipulationType=RATING UnderlyingStipulationValue=>bbb- | FIX.4.3 |
| 763 | UnderlyingSecuritySubType | String | N | Underlying security’s SecuritySubType. See SecuritySubType (762) field for description | FIX.4.4 |
| 313 | UnderlyingMaturityMonthYear | MonthYear | N | Underlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description | FIX.4.3 |
| 542 | UnderlyingMaturityDate | LocalMktDate | N | Underlying security’s maturity date. See MaturityDate (54) field for description | FIX.4.3 |
| 315 | UnderlyingPutOrCall | int | N | Underlying security’s PutOrCall. See PutOrCall field for description | FIX.4.3 |
| 241 | UnderlyingCouponPaymentDate | LocalMktDate | N | Underlying security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 242 | UnderlyingIssueDate | LocalMktDate | N | Underlying security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 243 | UnderlyingRepoCollateralSecurityType | String | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 244 | UnderlyingRepurchaseTerm | int | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 245 | UnderlyingRepurchaseRate | Percentage | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 246 | UnderlyingFactor | float | N | Underlying security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 256 | UnderlyingCreditRating | String | N | Underlying security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 595 | UnderlyingInstrRegistry | String | N | Underlying security’s InstrRegistry. See InstrRegistry (543) field for description | FIX.4.3 |
| 592 | UnderlyingCountryOfIssue | Country | N | Underlying security’s CountryOfIssue. See CountryOfIssue (470) field for description | FIX.4.3 |
| 593 | UnderlyingStateOrProvinceOfIssue | String | N | Underlying security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description | FIX.4.3 |
| 594 | UnderlyingLocaleOfIssue | String | N | Underlying security’s LocaleOfIssue. See LocaleOfIssue (472) field for description | FIX.4.3 |
| 247 | UnderlyingRedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 316 | UnderlyingStrikePrice | Price | N | Underlying security’s StrikePrice. See StrikePrice (202) field for description | FIX.4.3 |
| 941 | UnderlyingStrikeCurrency | Currency | N | Currency in which the strike price of an underlying instrument is denominated | FIX.4.4 |
| 317 | UnderlyingOptAttribute | char | N | Underlying security’s OptAttribute. See OptAttribute (206) field for description | FIX.4.3 |
| 436 | UnderlyingContractMultiplier | float | N | Underlying security’s ContractMultiplier. See ContractMultiplier (23) field for description | FIX.4.3 |
| 435 | UnderlyingCouponRate | Percentage | N | Underlying security’s CouponRate. See CouponRate (223) field for description | FIX.4.3 |
| 308 | UnderlyingSecurityExchange | Exchange | N | Underlying security’s SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207) | FIX.4.3 |
| 306 | UnderlyingIssuer | String | N | Underlying security’s Issuer. See Issuer (06) field for description | FIX.4.3 |
| 362 | EncodedUnderlyingIssuerLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field. | FIX.4.3 |
| 363 | EncodedUnderlyingIssuer | data | N | Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field. | FIX.4.3 |
| 307 | UnderlyingSecurityDesc | String | N | Underlying security’s SecurityDesc. See SecurityDesc (07) field for description | FIX.4.3 |
| 364 | EncodedUnderlyingSecurityDescLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field. | FIX.4.3 |
| 365 | EncodedUnderlyingSecurityDesc | data | N | Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field. | FIX.4.3 |
| 877 | UnderlyingCPProgram | String | N | The program under which the underlying commercial paper is issued | FIX.4.4 |
| 878 | UnderlyingCPRegType | String | N | The registration type of the underlying commercial paper issuance | FIX.4.4 |
| 318 | UnderlyingCurrency | Currency | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) | FIX.4.4 |
| 879 | UnderlyingQty | Qty | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.) | FIX.4.4 |
| 810 | UnderlyingPx | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket. | FIX.4.4 |
| 882 | UnderlyingDirtyPrice | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest | FIX.4.4 |
| 883 | UnderlyingEndPrice | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. | FIX.4.4 |
| 884 | UnderlyingStartValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement | FIX.4.4 |
| 885 | UnderlyingCurrentValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral | FIX.4.4 |
| 886 | UnderlyingEndValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement | FIX.4.4 |
| ⟳ UnderlyingStipulations [Repeating Group] | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block | FIX.4.4 | ||
| 887 | NoUnderlyingStips | NumInGroup | N | Number of underlying stipulation entries | FIX.4.4 |
| 888 | UnderlyingStipType | String | N | Required if NoUnderlyingStips >0 | FIX.4.4 |
| 889 | UnderlyingStipValue | String | N | Value of stipulation. Same values as StipulationValue (234) | FIX.4.4 |
| end UnderlyingStipulations | |||||
| end UndInstrmtGrp | |||||
| ⟳ InstrmtLegGrp [Repeating Group] | N | FIX.4.4 | |||
| 555 | NoLegs | NumInGroup | N | Number of InstrumentLeg repeating group instances. | FIX.4.4 |
| ◈ InstrumentLeg [Component] | N | 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. | FIX.4.4 | ||
| 600 | LegSymbol | String | N | Multileg instrument's individual security’s Symbol. See Symbol (55) field for description | FIX.4.3 |
| 601 | LegSymbolSfx | String | N | Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description | FIX.4.3 |
| 602 | LegSecurityID | String | N | Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description | FIX.4.3 |
| 603 | LegSecurityIDSource | String | N | Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description | FIX.4.3 |
| ⟳ LegSecAltIDGrp [Repeating Group] | N | FIX.4.4 | |||
| 604 | NoLegSecurityAltID | NumInGroup | N | Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description | FIX.4.4 |
| 605 | LegSecurityAltID | String | N | Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description | FIX.4.4 |
| 606 | LegSecurityAltIDSource | String | N | Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description | FIX.4.4 |
| end LegSecAltIDGrp | |||||
| 607 | LegProduct | int | N | Multileg instrument's individual security’s Product. See Product (460) field for description | FIX.4.3 |
| 608 | LegCFICode | String | N | Multileg instrument's individual security’s CFICode. See CFICode (46) field for description | FIX.4.3 |
| 609 | LegSecurityType | String | N | Multileg instrument's individual security’s SecurityType. See SecurityType (67) field for description | FIX.4.3 |
| 764 | LegSecuritySubType | String | N | SecuritySubType of the leg instrument. See SecuritySubType (762) field for description | FIX.4.4 |
| 610 | LegMaturityMonthYear | MonthYear | N | Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description | FIX.4.3 |
| 611 | LegMaturityDate | LocalMktDate | N | Multileg instrument's individual security’s MaturityDate. See MaturityDate (54) field for description | FIX.4.3 |
| 248 | LegCouponPaymentDate | LocalMktDate | N | Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 249 | LegIssueDate | LocalMktDate | N | Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 250 | LegRepoCollateralSecurityType | String | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 251 | LegRepurchaseTerm | int | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 252 | LegRepurchaseRate | Percentage | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 253 | LegFactor | float | N | Multileg instrument's individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 257 | LegCreditRating | String | N | Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 599 | LegInstrRegistry | String | N | Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description | FIX.4.3 |
| 596 | LegCountryOfIssue | Country | N | Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description | FIX.4.3 |
| 597 | LegStateOrProvinceOfIssue | String | N | Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description | FIX.4.3 |
| 598 | LegLocaleOfIssue | String | N | Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description | FIX.4.3 |
| 254 | LegRedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 612 | LegStrikePrice | Price | N | Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description | FIX.4.3 |
| 942 | LegStrikeCurrency | Currency | N | Currency in which the strike price of a instrument leg of a multileg instrument is denominated | FIX.4.4 |
| 613 | LegOptAttribute | char | N | Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description | FIX.4.3 |
| 614 | LegContractMultiplier | float | N | Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for description | FIX.4.3 |
| 615 | LegCouponRate | Percentage | N | Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description | FIX.4.3 |
| 616 | LegSecurityExchange | Exchange | N | Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description | FIX.4.3 |
| 617 | LegIssuer | String | N | Multileg instrument's individual security’s Issuer. See Issuer (106) field for description | FIX.4.3 |
| 618 | EncodedLegIssuerLen | Length | N | Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description | FIX.4.3 |
| 619 | EncodedLegIssuer | data | N | Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description | FIX.4.3 |
| 620 | LegSecurityDesc | String | N | Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for description | FIX.4.3 |
| 621 | EncodedLegSecurityDescLen | Length | N | Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description | FIX.4.3 |
| 622 | EncodedLegSecurityDesc | data | N | Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description | FIX.4.3 |
| 623 | LegRatioQty | float | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.3 |
| 624 | LegSide | char | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.3 |
| 556 | LegCurrency | Currency | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.4 |
| 740 | LegPool | String | N | Identifies MBS / ABS pool | FIX.4.4 |
| 739 | LegDatedDate | LocalMktDate | N | The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date | FIX.4.4 |
| 955 | LegContractSettlMonth | MonthYear | N | Specifies when the contract (i.e. MBS/TBA) will settle. | FIX.4.4 |
| 956 | LegInterestAccrualDate | LocalMktDate | N | The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date | FIX.4.4 |
| end InstrmtLegGrp | |||||
▶
QuotEntryAckGrp
ImplicitBlockRepeating
QuotationNegotiation
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 295 | NoQuoteEntries | NumInGroup | N | The number of quote entries for a QuoteSet. | FIX.4.4 |
| 299 | QuoteEntryID | String | N | Uniquely identifies the quote as part of a QuoteSet. | FIX.4.4 |
| ◈ Instrument [Component] | N | 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. | FIX.4.4 | ||
| 55 | Symbol | String | N | Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol. | FIX.4.3 |
| 65 | SymbolSfx | String | N | Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price. | FIX.4.3 |
| 48 | SecurityID | String | N | Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. | FIX.4.3 |
| 22 | SecurityIDSource | String | N | Required if SecurityID is specified. | FIX.4.3 |
| ⟳ SecAltIDGrp [Repeating Group] | N | Number of alternate Security Identifiers | FIX.4.4 | ||
| 454 | NoSecurityAltID | NumInGroup | N | Number of SecurityAltID (455) entries. | FIX.4.4 |
| 455 | SecurityAltID | String | N | Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource. | FIX.4.4 |
| 456 | SecurityAltIDSource | String | N | Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field | FIX.4.4 |
| end SecAltIDGrp | |||||
| 460 | Product | int | N | Indicates the type of product the security is associated with (high-level category) | FIX.4.3 |
| 461 | CFICode | String | N | Indicates 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 |
| 167 | SecurityType | String | N | It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income 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 |
| 762 | SecuritySubType | String | N | Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required. | FIX.4.4 |
| 200 | MaturityMonthYear | MonthYear | N | Specifies 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 |
| 541 | MaturityDate | LocalMktDate | N | Specifies 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 |
| 201 | PutOrCall | int | N | For Options. | FIX.4.4 |
| 224 | CouponPaymentDate | LocalMktDate | N | Date interest is to be paid. Used in identifying Corporate Bond issues. | FIX.4.3 |
| 225 | IssueDate | LocalMktDate | N | Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. | FIX.4.3 |
| 239 | RepoCollateralSecurityType | String | N | (Deprecated, use UnderlyingSecurityType (310) ) | FIX.4.3 |
| 226 | RepurchaseTerm | int | N | (Deprecated, use TerminationType (788) ) | FIX.4.3 |
| 227 | RepurchaseRate | Percentage | N | (Deprecated, use Price (44) ) | FIX.4.3 |
| 228 | Factor | float | N | For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value | FIX.4.3 |
| 255 | CreditRating | String | N | An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 543 | InstrRegistry | String | N | The 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 |
| 470 | CountryOfIssue | Country | N | ISO 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 |
| 471 | StateOrProvinceOfIssue | String | N | A two-character state or province abbreviation. | FIX.4.3 |
| 472 | LocaleOfIssue | String | N | The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). | FIX.4.3 |
| 240 | RedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 202 | StrikePrice | Price | N | Used for derivatives, such as options and covered warrants | FIX.4.3 |
| 947 | StrikeCurrency | Currency | N | Used for derivatives | FIX.4.4 |
| 206 | OptAttribute | char | N | Used 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 |
| 231 | ContractMultiplier | float | N | For 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 |
| 223 | CouponRate | Percentage | N | For Fixed Income. | FIX.4.3 |
| 207 | SecurityExchange | Exchange | N | Can be used to identify the security. | FIX.4.3 |
| 106 | Issuer | String | N | Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values" | FIX.4.3 |
| 348 | EncodedIssuerLen | Length | N | Must be set if EncodedIssuer field is specified and must immediately precede it. | FIX.4.3 |
| 349 | EncodedIssuer | data | N | Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. | FIX.4.3 |
| 107 | SecurityDesc | String | N | Security description. | FIX.4.3 |
| 350 | EncodedSecurityDescLen | Length | N | Must be set if EncodedSecurityDesc field is specified and must immediately precede it. | FIX.4.3 |
| 351 | EncodedSecurityDesc | data | N | Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. | FIX.4.3 |
| 691 | Pool | String | N | Identifies MBS / ABS pool | FIX.4.4 |
| 667 | ContractSettlMonth | MonthYear | N | Must be present for MBS/TBA | FIX.4.4 |
| 875 | CPProgram | int | N | The program under which a commercial paper is issued | FIX.4.4 |
| 876 | CPRegType | String | N | The registration type of a commercial paper issuance | FIX.4.4 |
| ⟳ EvntGrp [Repeating Group] | N | Number of repeating EventType group entries. | FIX.4.4 | ||
| 864 | NoEvents | NumInGroup | N | Number of repeating EventType entries. | FIX.4.4 |
| 865 | EventType | int | N | Code to represent the type of event | FIX.4.4 |
| 866 | EventDate | LocalMktDate | N | Date of event | FIX.4.4 |
| 867 | EventPx | Price | N | Predetermined price of issue at event, if applicable | FIX.4.4 |
| 868 | EventText | String | N | Comments related to the event. | FIX.4.4 |
| end EvntGrp | |||||
| 873 | DatedDate | LocalMktDate | N | If different from IssueDate | FIX.4.4 |
| 874 | InterestAccrualDate | LocalMktDate | N | If different from IssueDate and DatedDate | FIX.4.4 |
| ⟳ InstrmtLegGrp [Repeating Group] | N | FIX.4.4 | |||
| 555 | NoLegs | NumInGroup | N | Number of InstrumentLeg repeating group instances. | FIX.4.4 |
| ◈ InstrumentLeg [Component] | N | 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. | FIX.4.4 | ||
| 600 | LegSymbol | String | N | Multileg instrument's individual security’s Symbol. See Symbol (55) field for description | FIX.4.3 |
| 601 | LegSymbolSfx | String | N | Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description | FIX.4.3 |
| 602 | LegSecurityID | String | N | Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description | FIX.4.3 |
| 603 | LegSecurityIDSource | String | N | Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description | FIX.4.3 |
| ⟳ LegSecAltIDGrp [Repeating Group] | N | FIX.4.4 | |||
| 604 | NoLegSecurityAltID | NumInGroup | N | Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description | FIX.4.4 |
| 605 | LegSecurityAltID | String | N | Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description | FIX.4.4 |
| 606 | LegSecurityAltIDSource | String | N | Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description | FIX.4.4 |
| end LegSecAltIDGrp | |||||
| 607 | LegProduct | int | N | Multileg instrument's individual security’s Product. See Product (460) field for description | FIX.4.3 |
| 608 | LegCFICode | String | N | Multileg instrument's individual security’s CFICode. See CFICode (46) field for description | FIX.4.3 |
| 609 | LegSecurityType | String | N | Multileg instrument's individual security’s SecurityType. See SecurityType (67) field for description | FIX.4.3 |
| 764 | LegSecuritySubType | String | N | SecuritySubType of the leg instrument. See SecuritySubType (762) field for description | FIX.4.4 |
| 610 | LegMaturityMonthYear | MonthYear | N | Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description | FIX.4.3 |
| 611 | LegMaturityDate | LocalMktDate | N | Multileg instrument's individual security’s MaturityDate. See MaturityDate (54) field for description | FIX.4.3 |
| 248 | LegCouponPaymentDate | LocalMktDate | N | Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 249 | LegIssueDate | LocalMktDate | N | Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 250 | LegRepoCollateralSecurityType | String | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 251 | LegRepurchaseTerm | int | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 252 | LegRepurchaseRate | Percentage | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 253 | LegFactor | float | N | Multileg instrument's individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 257 | LegCreditRating | String | N | Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 599 | LegInstrRegistry | String | N | Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description | FIX.4.3 |
| 596 | LegCountryOfIssue | Country | N | Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description | FIX.4.3 |
| 597 | LegStateOrProvinceOfIssue | String | N | Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description | FIX.4.3 |
| 598 | LegLocaleOfIssue | String | N | Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description | FIX.4.3 |
| 254 | LegRedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 612 | LegStrikePrice | Price | N | Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description | FIX.4.3 |
| 942 | LegStrikeCurrency | Currency | N | Currency in which the strike price of a instrument leg of a multileg instrument is denominated | FIX.4.4 |
| 613 | LegOptAttribute | char | N | Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description | FIX.4.3 |
| 614 | LegContractMultiplier | float | N | Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for description | FIX.4.3 |
| 615 | LegCouponRate | Percentage | N | Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description | FIX.4.3 |
| 616 | LegSecurityExchange | Exchange | N | Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description | FIX.4.3 |
| 617 | LegIssuer | String | N | Multileg instrument's individual security’s Issuer. See Issuer (106) field for description | FIX.4.3 |
| 618 | EncodedLegIssuerLen | Length | N | Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description | FIX.4.3 |
| 619 | EncodedLegIssuer | data | N | Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description | FIX.4.3 |
| 620 | LegSecurityDesc | String | N | Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for description | FIX.4.3 |
| 621 | EncodedLegSecurityDescLen | Length | N | Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description | FIX.4.3 |
| 622 | EncodedLegSecurityDesc | data | N | Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description | FIX.4.3 |
| 623 | LegRatioQty | float | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.3 |
| 624 | LegSide | char | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.3 |
| 556 | LegCurrency | Currency | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.4 |
| 740 | LegPool | String | N | Identifies MBS / ABS pool | FIX.4.4 |
| 739 | LegDatedDate | LocalMktDate | N | The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date | FIX.4.4 |
| 955 | LegContractSettlMonth | MonthYear | N | Specifies when the contract (i.e. MBS/TBA) will settle. | FIX.4.4 |
| 956 | LegInterestAccrualDate | LocalMktDate | N | The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date | FIX.4.4 |
| end InstrmtLegGrp | |||||
| 132 | BidPx | Price | N | Bid price/rate | FIX.4.4 |
| 133 | OfferPx | Price | N | Offer price/rate | FIX.4.4 |
| 134 | BidSize | Qty | N | Quantity of bid (Prior to FIX 4.2 this field was of type int) | FIX.4.4 |
| 135 | OfferSize | Qty | N | Quantity of offer (Prior to FIX 4.2 this field was of type int) | FIX.4.4 |
| 62 | ValidUntilTime | UTCTimestamp | N | Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT") | FIX.4.4 |
| 188 | BidSpotRate | Price | N | Bid F/X spot rate. | FIX.4.4 |
| 190 | OfferSpotRate | Price | N | Offer F/X spot rate. | FIX.4.4 |
| 189 | BidForwardPoints | PriceOffset | N | Bid F/X forward points added to spot rate. May be a negative value. | FIX.4.4 |
| 191 | OfferForwardPoints | PriceOffset | N | Offer F/X forward points added to spot rate. May be a negative value. | FIX.4.4 |
| 631 | MidPx | Price | N | Mid price/rate | FIX.4.4 |
| 632 | BidYield | Percentage | N | Bid yield | FIX.4.4 |
| 633 | MidYield | Percentage | N | Mid yield | FIX.4.4 |
| 634 | OfferYield | Percentage | N | Offer yield | FIX.4.4 |
| 60 | TransactTime | UTCTimestamp | N | Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT") | FIX.4.4 |
| 336 | TradingSessionID | String | N | Identifier for Trading Session Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc). To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. Values should be bi-laterally agreed to between counterparties. Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section). | FIX.4.4 |
| 625 | TradingSessionSubID | String | N | Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. | FIX.4.4 |
| 64 | SettlDate | LocalMktDate | N | Specific date of trade settlement (SettlementDate) in YYYYMMDD format. If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued) (expressed in local time at place of settlement) | FIX.4.4 |
| 40 | OrdType | char | N | Order type *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) | FIX.4.4 |
| 193 | SettlDate2 | LocalMktDate | N | SettDate (64) of the future part of a F/X swap order. | FIX.4.4 |
| 192 | OrderQty2 | Qty | N | OrderQty (38) of the future part of a F/X swap order. | FIX.4.4 |
| 642 | BidForwardPoints2 | PriceOffset | N | Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value. | FIX.4.4 |
| 643 | OfferForwardPoints2 | PriceOffset | N | Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value. | FIX.4.4 |
| 15 | Currency | Currency | N | Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. | FIX.4.4 |
| 368 | QuoteEntryRejectReason | int | N | Reason Quote Entry was rejected | FIX.4.4 |
▶
QuotEntryGrp
ImplicitBlockRepeating
QuotationNegotiation
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 295 | NoQuoteEntries | NumInGroup | Y | The number of quote entries for a QuoteSet. | FIX.4.4 |
| 299 | QuoteEntryID | String | Y | Uniquely identifies the quote as part of a QuoteSet. | FIX.4.4 |
| ◈ Instrument [Component] | N | 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. | FIX.4.4 | ||
| 55 | Symbol | String | N | Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol. | FIX.4.3 |
| 65 | SymbolSfx | String | N | Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price. | FIX.4.3 |
| 48 | SecurityID | String | N | Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. | FIX.4.3 |
| 22 | SecurityIDSource | String | N | Required if SecurityID is specified. | FIX.4.3 |
| ⟳ SecAltIDGrp [Repeating Group] | N | Number of alternate Security Identifiers | FIX.4.4 | ||
| 454 | NoSecurityAltID | NumInGroup | N | Number of SecurityAltID (455) entries. | FIX.4.4 |
| 455 | SecurityAltID | String | N | Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource. | FIX.4.4 |
| 456 | SecurityAltIDSource | String | N | Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field | FIX.4.4 |
| end SecAltIDGrp | |||||
| 460 | Product | int | N | Indicates the type of product the security is associated with (high-level category) | FIX.4.3 |
| 461 | CFICode | String | N | Indicates 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 |
| 167 | SecurityType | String | N | It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income 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 |
| 762 | SecuritySubType | String | N | Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required. | FIX.4.4 |
| 200 | MaturityMonthYear | MonthYear | N | Specifies 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 |
| 541 | MaturityDate | LocalMktDate | N | Specifies 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 |
| 201 | PutOrCall | int | N | For Options. | FIX.4.4 |
| 224 | CouponPaymentDate | LocalMktDate | N | Date interest is to be paid. Used in identifying Corporate Bond issues. | FIX.4.3 |
| 225 | IssueDate | LocalMktDate | N | Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. | FIX.4.3 |
| 239 | RepoCollateralSecurityType | String | N | (Deprecated, use UnderlyingSecurityType (310) ) | FIX.4.3 |
| 226 | RepurchaseTerm | int | N | (Deprecated, use TerminationType (788) ) | FIX.4.3 |
| 227 | RepurchaseRate | Percentage | N | (Deprecated, use Price (44) ) | FIX.4.3 |
| 228 | Factor | float | N | For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value | FIX.4.3 |
| 255 | CreditRating | String | N | An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 543 | InstrRegistry | String | N | The 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 |
| 470 | CountryOfIssue | Country | N | ISO 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 |
| 471 | StateOrProvinceOfIssue | String | N | A two-character state or province abbreviation. | FIX.4.3 |
| 472 | LocaleOfIssue | String | N | The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). | FIX.4.3 |
| 240 | RedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 202 | StrikePrice | Price | N | Used for derivatives, such as options and covered warrants | FIX.4.3 |
| 947 | StrikeCurrency | Currency | N | Used for derivatives | FIX.4.4 |
| 206 | OptAttribute | char | N | Used 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 |
| 231 | ContractMultiplier | float | N | For 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 |
| 223 | CouponRate | Percentage | N | For Fixed Income. | FIX.4.3 |
| 207 | SecurityExchange | Exchange | N | Can be used to identify the security. | FIX.4.3 |
| 106 | Issuer | String | N | Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values" | FIX.4.3 |
| 348 | EncodedIssuerLen | Length | N | Must be set if EncodedIssuer field is specified and must immediately precede it. | FIX.4.3 |
| 349 | EncodedIssuer | data | N | Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. | FIX.4.3 |
| 107 | SecurityDesc | String | N | Security description. | FIX.4.3 |
| 350 | EncodedSecurityDescLen | Length | N | Must be set if EncodedSecurityDesc field is specified and must immediately precede it. | FIX.4.3 |
| 351 | EncodedSecurityDesc | data | N | Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. | FIX.4.3 |
| 691 | Pool | String | N | Identifies MBS / ABS pool | FIX.4.4 |
| 667 | ContractSettlMonth | MonthYear | N | Must be present for MBS/TBA | FIX.4.4 |
| 875 | CPProgram | int | N | The program under which a commercial paper is issued | FIX.4.4 |
| 876 | CPRegType | String | N | The registration type of a commercial paper issuance | FIX.4.4 |
| ⟳ EvntGrp [Repeating Group] | N | Number of repeating EventType group entries. | FIX.4.4 | ||
| 864 | NoEvents | NumInGroup | N | Number of repeating EventType entries. | FIX.4.4 |
| 865 | EventType | int | N | Code to represent the type of event | FIX.4.4 |
| 866 | EventDate | LocalMktDate | N | Date of event | FIX.4.4 |
| 867 | EventPx | Price | N | Predetermined price of issue at event, if applicable | FIX.4.4 |
| 868 | EventText | String | N | Comments related to the event. | FIX.4.4 |
| end EvntGrp | |||||
| 873 | DatedDate | LocalMktDate | N | If different from IssueDate | FIX.4.4 |
| 874 | InterestAccrualDate | LocalMktDate | N | If different from IssueDate and DatedDate | FIX.4.4 |
| ⟳ InstrmtLegGrp [Repeating Group] | N | FIX.4.4 | |||
| 555 | NoLegs | NumInGroup | N | Number of InstrumentLeg repeating group instances. | FIX.4.4 |
| ◈ InstrumentLeg [Component] | N | 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. | FIX.4.4 | ||
| 600 | LegSymbol | String | N | Multileg instrument's individual security’s Symbol. See Symbol (55) field for description | FIX.4.3 |
| 601 | LegSymbolSfx | String | N | Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description | FIX.4.3 |
| 602 | LegSecurityID | String | N | Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description | FIX.4.3 |
| 603 | LegSecurityIDSource | String | N | Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description | FIX.4.3 |
| ⟳ LegSecAltIDGrp [Repeating Group] | N | FIX.4.4 | |||
| 604 | NoLegSecurityAltID | NumInGroup | N | Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description | FIX.4.4 |
| 605 | LegSecurityAltID | String | N | Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description | FIX.4.4 |
| 606 | LegSecurityAltIDSource | String | N | Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description | FIX.4.4 |
| end LegSecAltIDGrp | |||||
| 607 | LegProduct | int | N | Multileg instrument's individual security’s Product. See Product (460) field for description | FIX.4.3 |
| 608 | LegCFICode | String | N | Multileg instrument's individual security’s CFICode. See CFICode (46) field for description | FIX.4.3 |
| 609 | LegSecurityType | String | N | Multileg instrument's individual security’s SecurityType. See SecurityType (67) field for description | FIX.4.3 |
| 764 | LegSecuritySubType | String | N | SecuritySubType of the leg instrument. See SecuritySubType (762) field for description | FIX.4.4 |
| 610 | LegMaturityMonthYear | MonthYear | N | Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description | FIX.4.3 |
| 611 | LegMaturityDate | LocalMktDate | N | Multileg instrument's individual security’s MaturityDate. See MaturityDate (54) field for description | FIX.4.3 |
| 248 | LegCouponPaymentDate | LocalMktDate | N | Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 249 | LegIssueDate | LocalMktDate | N | Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 250 | LegRepoCollateralSecurityType | String | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 251 | LegRepurchaseTerm | int | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 252 | LegRepurchaseRate | Percentage | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 253 | LegFactor | float | N | Multileg instrument's individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 257 | LegCreditRating | String | N | Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 599 | LegInstrRegistry | String | N | Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description | FIX.4.3 |
| 596 | LegCountryOfIssue | Country | N | Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description | FIX.4.3 |
| 597 | LegStateOrProvinceOfIssue | String | N | Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description | FIX.4.3 |
| 598 | LegLocaleOfIssue | String | N | Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description | FIX.4.3 |
| 254 | LegRedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 612 | LegStrikePrice | Price | N | Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description | FIX.4.3 |
| 942 | LegStrikeCurrency | Currency | N | Currency in which the strike price of a instrument leg of a multileg instrument is denominated | FIX.4.4 |
| 613 | LegOptAttribute | char | N | Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description | FIX.4.3 |
| 614 | LegContractMultiplier | float | N | Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for description | FIX.4.3 |
| 615 | LegCouponRate | Percentage | N | Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description | FIX.4.3 |
| 616 | LegSecurityExchange | Exchange | N | Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description | FIX.4.3 |
| 617 | LegIssuer | String | N | Multileg instrument's individual security’s Issuer. See Issuer (106) field for description | FIX.4.3 |
| 618 | EncodedLegIssuerLen | Length | N | Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description | FIX.4.3 |
| 619 | EncodedLegIssuer | data | N | Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description | FIX.4.3 |
| 620 | LegSecurityDesc | String | N | Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for description | FIX.4.3 |
| 621 | EncodedLegSecurityDescLen | Length | N | Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description | FIX.4.3 |
| 622 | EncodedLegSecurityDesc | data | N | Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description | FIX.4.3 |
| 623 | LegRatioQty | float | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.3 |
| 624 | LegSide | char | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.3 |
| 556 | LegCurrency | Currency | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.4 |
| 740 | LegPool | String | N | Identifies MBS / ABS pool | FIX.4.4 |
| 739 | LegDatedDate | LocalMktDate | N | The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date | FIX.4.4 |
| 955 | LegContractSettlMonth | MonthYear | N | Specifies when the contract (i.e. MBS/TBA) will settle. | FIX.4.4 |
| 956 | LegInterestAccrualDate | LocalMktDate | N | The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date | FIX.4.4 |
| end InstrmtLegGrp | |||||
| 132 | BidPx | Price | N | Bid price/rate | FIX.4.4 |
| 133 | OfferPx | Price | N | Offer price/rate | FIX.4.4 |
| 134 | BidSize | Qty | N | Quantity of bid (Prior to FIX 4.2 this field was of type int) | FIX.4.4 |
| 135 | OfferSize | Qty | N | Quantity of offer (Prior to FIX 4.2 this field was of type int) | FIX.4.4 |
| 62 | ValidUntilTime | UTCTimestamp | N | Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT") | FIX.4.4 |
| 188 | BidSpotRate | Price | N | Bid F/X spot rate. | FIX.4.4 |
| 190 | OfferSpotRate | Price | N | Offer F/X spot rate. | FIX.4.4 |
| 189 | BidForwardPoints | PriceOffset | N | Bid F/X forward points added to spot rate. May be a negative value. | FIX.4.4 |
| 191 | OfferForwardPoints | PriceOffset | N | Offer F/X forward points added to spot rate. May be a negative value. | FIX.4.4 |
| 631 | MidPx | Price | N | Mid price/rate | FIX.4.4 |
| 632 | BidYield | Percentage | N | Bid yield | FIX.4.4 |
| 633 | MidYield | Percentage | N | Mid yield | FIX.4.4 |
| 634 | OfferYield | Percentage | N | Offer yield | FIX.4.4 |
| 60 | TransactTime | UTCTimestamp | N | Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT") | FIX.4.4 |
| 336 | TradingSessionID | String | N | Identifier for Trading Session Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc). To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. Values should be bi-laterally agreed to between counterparties. Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section). | FIX.4.4 |
| 625 | TradingSessionSubID | String | N | Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. | FIX.4.4 |
| 64 | SettlDate | LocalMktDate | N | Specific date of trade settlement (SettlementDate) in YYYYMMDD format. If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued) (expressed in local time at place of settlement) | FIX.4.4 |
| 40 | OrdType | char | N | Order type *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) | FIX.4.4 |
| 193 | SettlDate2 | LocalMktDate | N | SettDate (64) of the future part of a F/X swap order. | FIX.4.4 |
| 192 | OrderQty2 | Qty | N | OrderQty (38) of the future part of a F/X swap order. | FIX.4.4 |
| 642 | BidForwardPoints2 | PriceOffset | N | Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value. | FIX.4.4 |
| 643 | OfferForwardPoints2 | PriceOffset | N | Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value. | FIX.4.4 |
| 15 | Currency | Currency | N | Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. | FIX.4.4 |
▶
QuotQualGrp
ImplicitBlockRepeating
QuotationNegotiation
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 735 | NoQuoteQualifiers | NumInGroup | N | Number of repeating groups of QuoteQualifiers (695). | FIX.4.4 |
| 695 | QuoteQualifier | char | N | Code to qualify Quote use See IOIQualifier (04) for description and valid values. | FIX.4.4 |
▶
QuotReqGrp
ImplicitBlockRepeating
QuotationNegotiation
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 146 | NoRelatedSym | NumInGroup | Y | Specifies the number of repeating symbols specified. | FIX.4.4 |
| ◈ Instrument [Component] | Y | 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. | FIX.4.4 | ||
| 55 | Symbol | String | N | Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol. | FIX.4.3 |
| 65 | SymbolSfx | String | N | Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price. | FIX.4.3 |
| 48 | SecurityID | String | N | Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. | FIX.4.3 |
| 22 | SecurityIDSource | String | N | Required if SecurityID is specified. | FIX.4.3 |
| ⟳ SecAltIDGrp [Repeating Group] | N | Number of alternate Security Identifiers | FIX.4.4 | ||
| 454 | NoSecurityAltID | NumInGroup | N | Number of SecurityAltID (455) entries. | FIX.4.4 |
| 455 | SecurityAltID | String | N | Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource. | FIX.4.4 |
| 456 | SecurityAltIDSource | String | N | Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field | FIX.4.4 |
| end SecAltIDGrp | |||||
| 460 | Product | int | N | Indicates the type of product the security is associated with (high-level category) | FIX.4.3 |
| 461 | CFICode | String | N | Indicates 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 |
| 167 | SecurityType | String | N | It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income 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 |
| 762 | SecuritySubType | String | N | Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required. | FIX.4.4 |
| 200 | MaturityMonthYear | MonthYear | N | Specifies 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 |
| 541 | MaturityDate | LocalMktDate | N | Specifies 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 |
| 201 | PutOrCall | int | N | For Options. | FIX.4.4 |
| 224 | CouponPaymentDate | LocalMktDate | N | Date interest is to be paid. Used in identifying Corporate Bond issues. | FIX.4.3 |
| 225 | IssueDate | LocalMktDate | N | Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. | FIX.4.3 |
| 239 | RepoCollateralSecurityType | String | N | (Deprecated, use UnderlyingSecurityType (310) ) | FIX.4.3 |
| 226 | RepurchaseTerm | int | N | (Deprecated, use TerminationType (788) ) | FIX.4.3 |
| 227 | RepurchaseRate | Percentage | N | (Deprecated, use Price (44) ) | FIX.4.3 |
| 228 | Factor | float | N | For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value | FIX.4.3 |
| 255 | CreditRating | String | N | An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 543 | InstrRegistry | String | N | The 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 |
| 470 | CountryOfIssue | Country | N | ISO 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 |
| 471 | StateOrProvinceOfIssue | String | N | A two-character state or province abbreviation. | FIX.4.3 |
| 472 | LocaleOfIssue | String | N | The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). | FIX.4.3 |
| 240 | RedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 202 | StrikePrice | Price | N | Used for derivatives, such as options and covered warrants | FIX.4.3 |
| 947 | StrikeCurrency | Currency | N | Used for derivatives | FIX.4.4 |
| 206 | OptAttribute | char | N | Used 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 |
| 231 | ContractMultiplier | float | N | For 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 |
| 223 | CouponRate | Percentage | N | For Fixed Income. | FIX.4.3 |
| 207 | SecurityExchange | Exchange | N | Can be used to identify the security. | FIX.4.3 |
| 106 | Issuer | String | N | Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values" | FIX.4.3 |
| 348 | EncodedIssuerLen | Length | N | Must be set if EncodedIssuer field is specified and must immediately precede it. | FIX.4.3 |
| 349 | EncodedIssuer | data | N | Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. | FIX.4.3 |
| 107 | SecurityDesc | String | N | Security description. | FIX.4.3 |
| 350 | EncodedSecurityDescLen | Length | N | Must be set if EncodedSecurityDesc field is specified and must immediately precede it. | FIX.4.3 |
| 351 | EncodedSecurityDesc | data | N | Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. | FIX.4.3 |
| 691 | Pool | String | N | Identifies MBS / ABS pool | FIX.4.4 |
| 667 | ContractSettlMonth | MonthYear | N | Must be present for MBS/TBA | FIX.4.4 |
| 875 | CPProgram | int | N | The program under which a commercial paper is issued | FIX.4.4 |
| 876 | CPRegType | String | N | The registration type of a commercial paper issuance | FIX.4.4 |
| ⟳ EvntGrp [Repeating Group] | N | Number of repeating EventType group entries. | FIX.4.4 | ||
| 864 | NoEvents | NumInGroup | N | Number of repeating EventType entries. | FIX.4.4 |
| 865 | EventType | int | N | Code to represent the type of event | FIX.4.4 |
| 866 | EventDate | LocalMktDate | N | Date of event | FIX.4.4 |
| 867 | EventPx | Price | N | Predetermined price of issue at event, if applicable | FIX.4.4 |
| 868 | EventText | String | N | Comments related to the event. | FIX.4.4 |
| end EvntGrp | |||||
| 873 | DatedDate | LocalMktDate | N | If different from IssueDate | FIX.4.4 |
| 874 | InterestAccrualDate | LocalMktDate | N | If different from IssueDate and DatedDate | FIX.4.4 |
| ◈ FinancingDetails [Component] | N | Component block is optionally used only for financing deals to identify the legal agreement under which the deal was made and other unique characteristics of the transaction. The AgreementDesc field refers to base standard documents such as MRA 1996 Repurchase Agreement, GMRA 2000 Bills Transaction (U.K.), MSLA 1993 Securities Loan – Amended 1998, for example. | FIX.4.4 | ||
| 913 | AgreementDesc | String | N | The full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this deal | FIX.4.4 |
| 914 | AgreementID | String | N | A common reference to the applicable standing agreement between the principals | FIX.4.4 |
| 915 | AgreementDate | LocalMktDate | N | A reference to the date the underlying agreement was executed. | FIX.4.4 |
| 918 | AgreementCurrency | Currency | N | Currency of the underlying agreement. | FIX.4.4 |
| 788 | TerminationType | int | N | For Repos the timing or method for terminating the agreement. | FIX.4.4 |
| 916 | StartDate | LocalMktDate | N | Settlement date of the beginning of the deal | FIX.4.4 |
| 917 | EndDate | LocalMktDate | N | Repayment / repurchase date | FIX.4.4 |
| 919 | DeliveryType | int | N | Delivery or custody arrangement for the underlying securities | FIX.4.4 |
| 898 | MarginRatio | Percentage | N | Percentage of cash value that underlying security collateral must meet. | FIX.4.4 |
| ⟳ UndInstrmtGrp [Repeating Group] | N | FIX.4.4 | |||
| 711 | NoUnderlyings | NumInGroup | N | Number of underlying legs that make up the security. | FIX.4.4 |
| ◈ UnderlyingInstrument [Component] | N | 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. | FIX.4.4 | ||
| 311 | UnderlyingSymbol | String | N | Underlying security’s Symbol. See Symbol (55) field for description | FIX.4.3 |
| 312 | UnderlyingSymbolSfx | String | N | Underlying security’s SymbolSfx. See SymbolSfx (65) field for description | FIX.4.3 |
| 309 | UnderlyingSecurityID | String | N | Underlying security’s SecurityID. See SecurityID (48) field for description | FIX.4.3 |
| 305 | UnderlyingSecurityIDSource | String | N | Underlying security’s SecurityIDSource. Valid values: see SecurityIDSource (22) field | FIX.4.3 |
| ⟳ UndSecAltIDGrp [Repeating Group] | N | FIX.4.4 | |||
| 457 | NoUnderlyingSecurityAltID | NumInGroup | N | Number of UnderlyingSecurityAltID (458) entries. | FIX.4.4 |
| 458 | UnderlyingSecurityAltID | String | N | Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource. | FIX.4.4 |
| 459 | UnderlyingSecurityAltIDSource | String | N | Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field | FIX.4.4 |
| end UndSecAltIDGrp | |||||
| 462 | UnderlyingProduct | int | N | Underlying security’s Product. Valid values: see Product(460) field | FIX.4.3 |
| 463 | UnderlyingCFICode | String | N | Underlying security’s CFICode. Valid values: see CFICode (46)field | FIX.4.3 |
| 310 | UnderlyingSecurityType | String | N | Underlying security’s SecurityType. Valid values: see SecurityType (67) field (see below for details concerning this fields use in conjunction with SecurityType=REPO) The following applies when used in conjunction with SecurityType=REPO Represents the general or specific type of security that underlies a financing agreement Valid values for SecurityType=REPO: TREASURY = Federal government or treasury PROVINCE = State, province, region, etc. AGENCY = Federal agency MORTGAGE = Mortgage passthrough CP = Commercial paper CORP = Corporate EQUITY = Equity SUPRA = Supra-national agency CASH If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or <UnderlyingStipulations> block e.g.: SecurityType=REPO UnderlyingSecurityType=MORTGAGE UnderlyingIssuer=GNMA or SecurityType=REPO UnderlyingSecurityType=AGENCY UnderlyingIssuer=CA Housing Trust UnderlyingCountryOfIssue=CA or SecurityType=REPO UnderlyingSecurityType=CORP UnderlyingNoStipulations= UnderlyingStipulationType=RATING UnderlyingStipulationValue=>bbb- | FIX.4.3 |
| 763 | UnderlyingSecuritySubType | String | N | Underlying security’s SecuritySubType. See SecuritySubType (762) field for description | FIX.4.4 |
| 313 | UnderlyingMaturityMonthYear | MonthYear | N | Underlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description | FIX.4.3 |
| 542 | UnderlyingMaturityDate | LocalMktDate | N | Underlying security’s maturity date. See MaturityDate (54) field for description | FIX.4.3 |
| 315 | UnderlyingPutOrCall | int | N | Underlying security’s PutOrCall. See PutOrCall field for description | FIX.4.3 |
| 241 | UnderlyingCouponPaymentDate | LocalMktDate | N | Underlying security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 242 | UnderlyingIssueDate | LocalMktDate | N | Underlying security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 243 | UnderlyingRepoCollateralSecurityType | String | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 244 | UnderlyingRepurchaseTerm | int | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 245 | UnderlyingRepurchaseRate | Percentage | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 246 | UnderlyingFactor | float | N | Underlying security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 256 | UnderlyingCreditRating | String | N | Underlying security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 595 | UnderlyingInstrRegistry | String | N | Underlying security’s InstrRegistry. See InstrRegistry (543) field for description | FIX.4.3 |
| 592 | UnderlyingCountryOfIssue | Country | N | Underlying security’s CountryOfIssue. See CountryOfIssue (470) field for description | FIX.4.3 |
| 593 | UnderlyingStateOrProvinceOfIssue | String | N | Underlying security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description | FIX.4.3 |
| 594 | UnderlyingLocaleOfIssue | String | N | Underlying security’s LocaleOfIssue. See LocaleOfIssue (472) field for description | FIX.4.3 |
| 247 | UnderlyingRedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 316 | UnderlyingStrikePrice | Price | N | Underlying security’s StrikePrice. See StrikePrice (202) field for description | FIX.4.3 |
| 941 | UnderlyingStrikeCurrency | Currency | N | Currency in which the strike price of an underlying instrument is denominated | FIX.4.4 |
| 317 | UnderlyingOptAttribute | char | N | Underlying security’s OptAttribute. See OptAttribute (206) field for description | FIX.4.3 |
| 436 | UnderlyingContractMultiplier | float | N | Underlying security’s ContractMultiplier. See ContractMultiplier (23) field for description | FIX.4.3 |
| 435 | UnderlyingCouponRate | Percentage | N | Underlying security’s CouponRate. See CouponRate (223) field for description | FIX.4.3 |
| 308 | UnderlyingSecurityExchange | Exchange | N | Underlying security’s SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207) | FIX.4.3 |
| 306 | UnderlyingIssuer | String | N | Underlying security’s Issuer. See Issuer (06) field for description | FIX.4.3 |
| 362 | EncodedUnderlyingIssuerLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field. | FIX.4.3 |
| 363 | EncodedUnderlyingIssuer | data | N | Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field. | FIX.4.3 |
| 307 | UnderlyingSecurityDesc | String | N | Underlying security’s SecurityDesc. See SecurityDesc (07) field for description | FIX.4.3 |
| 364 | EncodedUnderlyingSecurityDescLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field. | FIX.4.3 |
| 365 | EncodedUnderlyingSecurityDesc | data | N | Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field. | FIX.4.3 |
| 877 | UnderlyingCPProgram | String | N | The program under which the underlying commercial paper is issued | FIX.4.4 |
| 878 | UnderlyingCPRegType | String | N | The registration type of the underlying commercial paper issuance | FIX.4.4 |
| 318 | UnderlyingCurrency | Currency | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) | FIX.4.4 |
| 879 | UnderlyingQty | Qty | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.) | FIX.4.4 |
| 810 | UnderlyingPx | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket. | FIX.4.4 |
| 882 | UnderlyingDirtyPrice | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest | FIX.4.4 |
| 883 | UnderlyingEndPrice | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. | FIX.4.4 |
| 884 | UnderlyingStartValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement | FIX.4.4 |
| 885 | UnderlyingCurrentValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral | FIX.4.4 |
| 886 | UnderlyingEndValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement | FIX.4.4 |
| ⟳ UnderlyingStipulations [Repeating Group] | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block | FIX.4.4 | ||
| 887 | NoUnderlyingStips | NumInGroup | N | Number of underlying stipulation entries | FIX.4.4 |
| 888 | UnderlyingStipType | String | N | Required if NoUnderlyingStips >0 | FIX.4.4 |
| 889 | UnderlyingStipValue | String | N | Value of stipulation. Same values as StipulationValue (234) | FIX.4.4 |
| end UnderlyingStipulations | |||||
| end UndInstrmtGrp | |||||
| 140 | PrevClosePx | Price | N | Previous closing price of security. | FIX.4.4 |
| 303 | QuoteRequestType | int | N | Indicates the type of Quote Request being generated | FIX.4.4 |
| 537 | QuoteType | int | N | Identifies the type of quote. An indicative quote is used to inform a counterparty of a market. An indicative quote does not result directly in a trade. A tradeable quote is submitted to a market and will result directly in a trade against other orders and quotes in a market. A restricted tradeable quote is submitted to a market and within a certain restriction (possibly based upon price or quantity) will automatically trade against orders. Order that do not comply with restrictions are sent to the quote issuer who can choose to accept or decline the order. A counter quote is used in the negotiation model. See Volume 7 – Product: Fixed Income for example usage. | FIX.4.4 |
| 336 | TradingSessionID | String | N | Identifier for Trading Session Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc). To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. Values should be bi-laterally agreed to between counterparties. Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section). | FIX.4.4 |
| 625 | TradingSessionSubID | String | N | Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. | FIX.4.4 |
| 229 | TradeOriginationDate | LocalMktDate | N | Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.4 |
| 54 | Side | char | N | Side of order | FIX.4.4 |
| 854 | QtyType | int | N | Type of quantity specified in a quantity field | FIX.4.4 |
| ◈ OrderQtyData [Component] | N | 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). | FIX.4.4 | ||
| 38 | OrderQty | Qty | N | 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 |
| 152 | CashOrderQty | Qty | N | 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. 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 |
| 516 | OrderPercent | Percentage | N | For 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 |
| 468 | RoundingDirection | char | N | For CIV - Optional | FIX.4.3 |
| 469 | RoundingModulus | float | N | For CIV - Optional | FIX.4.3 |
| 63 | SettlType | char | N | Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. | FIX.4.4 |
| 64 | SettlDate | LocalMktDate | N | Specific date of trade settlement (SettlementDate) in YYYYMMDD format. If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued) (expressed in local time at place of settlement) | FIX.4.4 |
| 193 | SettlDate2 | LocalMktDate | N | SettDate (64) of the future part of a F/X swap order. | FIX.4.4 |
| 192 | OrderQty2 | Qty | N | OrderQty (38) of the future part of a F/X swap order. | FIX.4.4 |
| 15 | Currency | Currency | N | Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. | FIX.4.4 |
| ⟳ Stipulations [Repeating Group] | N | 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. | FIX.4.4 | ||
| 232 | NoStipulations | NumInGroup | N | Number of stipulation entries (Note tag # was reserved in FIX 4.1, added in FIX 4.3). | FIX.4.3 |
| 233 | StipulationType | String | N | Required if NoStipulations >0 | FIX.4.3 |
| 234 | StipulationValue | String | N | For Fixed Income. Value of stipulation. The expression can be an absolute single value or a combination of values and logical operators: < value > value <= value >= value value value – value2 value OR value2 value AND value2 YES NO (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| end Stipulations | |||||
| 1 | Account | String | N | Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. | FIX.4.4 |
| 660 | AcctIDSource | int | N | Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system. | FIX.4.4 |
| 581 | AccountType | int | N | Type of account associated with an order | FIX.4.4 |
| ⟳ QuotReqLegsGrp [Repeating Group] | N | FIX.4.4 | |||
| 555 | NoLegs | NumInGroup | N | Number of InstrumentLeg repeating group instances. | FIX.4.4 |
| ◈ InstrumentLeg [Component] | N | 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. | FIX.4.4 | ||
| 600 | LegSymbol | String | N | Multileg instrument's individual security’s Symbol. See Symbol (55) field for description | FIX.4.3 |
| 601 | LegSymbolSfx | String | N | Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description | FIX.4.3 |
| 602 | LegSecurityID | String | N | Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description | FIX.4.3 |
| 603 | LegSecurityIDSource | String | N | Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description | FIX.4.3 |
| ⟳ LegSecAltIDGrp [Repeating Group] | N | FIX.4.4 | |||
| 604 | NoLegSecurityAltID | NumInGroup | N | Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description | FIX.4.4 |
| 605 | LegSecurityAltID | String | N | Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description | FIX.4.4 |
| 606 | LegSecurityAltIDSource | String | N | Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description | FIX.4.4 |
| end LegSecAltIDGrp | |||||
| 607 | LegProduct | int | N | Multileg instrument's individual security’s Product. See Product (460) field for description | FIX.4.3 |
| 608 | LegCFICode | String | N | Multileg instrument's individual security’s CFICode. See CFICode (46) field for description | FIX.4.3 |
| 609 | LegSecurityType | String | N | Multileg instrument's individual security’s SecurityType. See SecurityType (67) field for description | FIX.4.3 |
| 764 | LegSecuritySubType | String | N | SecuritySubType of the leg instrument. See SecuritySubType (762) field for description | FIX.4.4 |
| 610 | LegMaturityMonthYear | MonthYear | N | Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description | FIX.4.3 |
| 611 | LegMaturityDate | LocalMktDate | N | Multileg instrument's individual security’s MaturityDate. See MaturityDate (54) field for description | FIX.4.3 |
| 248 | LegCouponPaymentDate | LocalMktDate | N | Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 249 | LegIssueDate | LocalMktDate | N | Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 250 | LegRepoCollateralSecurityType | String | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 251 | LegRepurchaseTerm | int | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 252 | LegRepurchaseRate | Percentage | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 253 | LegFactor | float | N | Multileg instrument's individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 257 | LegCreditRating | String | N | Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 599 | LegInstrRegistry | String | N | Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description | FIX.4.3 |
| 596 | LegCountryOfIssue | Country | N | Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description | FIX.4.3 |
| 597 | LegStateOrProvinceOfIssue | String | N | Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description | FIX.4.3 |
| 598 | LegLocaleOfIssue | String | N | Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description | FIX.4.3 |
| 254 | LegRedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 612 | LegStrikePrice | Price | N | Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description | FIX.4.3 |
| 942 | LegStrikeCurrency | Currency | N | Currency in which the strike price of a instrument leg of a multileg instrument is denominated | FIX.4.4 |
| 613 | LegOptAttribute | char | N | Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description | FIX.4.3 |
| 614 | LegContractMultiplier | float | N | Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for description | FIX.4.3 |
| 615 | LegCouponRate | Percentage | N | Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description | FIX.4.3 |
| 616 | LegSecurityExchange | Exchange | N | Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description | FIX.4.3 |
| 617 | LegIssuer | String | N | Multileg instrument's individual security’s Issuer. See Issuer (106) field for description | FIX.4.3 |
| 618 | EncodedLegIssuerLen | Length | N | Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description | FIX.4.3 |
| 619 | EncodedLegIssuer | data | N | Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description | FIX.4.3 |
| 620 | LegSecurityDesc | String | N | Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for description | FIX.4.3 |
| 621 | EncodedLegSecurityDescLen | Length | N | Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description | FIX.4.3 |
| 622 | EncodedLegSecurityDesc | data | N | Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description | FIX.4.3 |
| 623 | LegRatioQty | float | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.3 |
| 624 | LegSide | char | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.3 |
| 556 | LegCurrency | Currency | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.4 |
| 740 | LegPool | String | N | Identifies MBS / ABS pool | FIX.4.4 |
| 739 | LegDatedDate | LocalMktDate | N | The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date | FIX.4.4 |
| 955 | LegContractSettlMonth | MonthYear | N | Specifies when the contract (i.e. MBS/TBA) will settle. | FIX.4.4 |
| 956 | LegInterestAccrualDate | LocalMktDate | N | The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date | FIX.4.4 |
| 687 | LegQty | Qty | N | Quantity of this leg, e.g. in Quote dialog. See Quantity (53) for description and valid values | FIX.4.4 |
| 690 | LegSwapType | int | N | For Fixed Income, used instead of LegQty (687) or LegOrderQty (685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap. | FIX.4.4 |
| 587 | LegSettlType | char | N | Refer to values for SettlType[63] | FIX.4.4 |
| 588 | LegSettlDate | LocalMktDate | N | Refer to description for SettlDate[64] | FIX.4.4 |
| ⟳ LegStipulations [Repeating Group] | N | The LegStipulations component block has the same usage as the Stipulations component block, but for a leg instrument in a multi-legged security. | FIX.4.4 | ||
| 683 | NoLegStipulations | NumInGroup | N | Number of leg stipulation entries | FIX.4.4 |
| 688 | LegStipulationType | String | N | Required if NoLegStipulations >0 | FIX.4.4 |
| 689 | LegStipulationValue | String | N | For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values | FIX.4.4 |
| end LegStipulations | |||||
| ⟳ NestedParties [Repeating Group] | N | 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. | FIX.4.4 | ||
| 539 | NoNestedPartyIDs | NumInGroup | N | Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole | FIX.4.3 |
| 524 | NestedPartyID | String | N | Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| 525 | NestedPartyIDSource | char | N | Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| 538 | NestedPartyRole | int | N | Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| ⟳ NstdPtysSubGrp [Repeating Group] | N | Repeating group of NestedParty sub-identifiers. | FIX.4.4 | ||
| 804 | NoNestedPartySubIDs | NumInGroup | N | Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries | FIX.4.4 |
| 545 | NestedPartySubID | String | N | PartySubID value within a nested repeating group. Same values as PartySubID (523) | FIX.4.4 |
| 805 | NestedPartySubIDType | int | N | Type of NestedPartySubID (545) value. Same values as PartySubIDType (803) | FIX.4.4 |
| end NstdPtysSubGrp | |||||
| end NestedParties | |||||
| ◈ LegBenchmarkCurveData [Component] | N | The LegBenchmarkCurveData is used to convey the benchmark information used for pricing in a multi-legged Fixed Income security. | FIX.4.4 | ||
| 676 | LegBenchmarkCurveCurrency | Currency | N | LegBenchmarkPrice (679) currency See BenchmarkCurveCurrency (220) for description and valid values. | FIX.4.4 |
| 677 | LegBenchmarkCurveName | String | N | Name of the Leg Benchmark Curve. See BenchmarkCurveName (22) for description and valid values. | FIX.4.4 |
| 678 | LegBenchmarkCurvePoint | String | N | Identifies the point on the Leg Benchmark Curve. See BenchmarkCurvePoint (222) for description and valid values. | FIX.4.4 |
| 679 | LegBenchmarkPrice | Price | N | Used to identify the price of the benchmark security. See BenchmarkPrice (662) for description and valid values. | FIX.4.4 |
| 680 | LegBenchmarkPriceType | int | N | The price type of the LegBenchmarkPrice. See BenchmarkPriceType (663) for description and valid values. | FIX.4.4 |
| end QuotReqLegsGrp | |||||
| ⟳ QuotQualGrp [Repeating Group] | N | FIX.4.4 | |||
| 735 | NoQuoteQualifiers | NumInGroup | N | Number of repeating groups of QuoteQualifiers (695). | FIX.4.4 |
| 695 | QuoteQualifier | char | N | Code to qualify Quote use See IOIQualifier (04) for description and valid values. | FIX.4.4 |
| end QuotQualGrp | |||||
| 692 | QuotePriceType | int | N | Code to represent price type requested in Quote | FIX.4.4 |
| 40 | OrdType | char | N | Order type *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) | FIX.4.4 |
| 62 | ValidUntilTime | UTCTimestamp | N | Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT") | FIX.4.4 |
| 126 | ExpireTime | UTCTimestamp | N | Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT") The meaning of expiration is specific to the context where the field is used. For orders, this is the expiration time of a Good Til Date TimeInForce. For Quotes - this is the expiration of the quote. Expiration time is provided across the quote message dialog to control the length of time of the overall quoting process. For collateral requests, this is the time by which collateral must be assigned. For collateral assignments, this is the time by which a response to the assignment is expected. | FIX.4.4 |
| 60 | TransactTime | UTCTimestamp | N | Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT") | FIX.4.4 |
| ◈ SpreadOrBenchmarkCurveData [Component] | N | The SpreadOrBenchmarkCurveData component block is primarily used for Fixed Income to convey spread to a benchmark security or curve. | FIX.4.4 | ||
| 218 | Spread | PriceOffset | N | For Fixed Income | FIX.4.3 |
| 220 | BenchmarkCurveCurrency | Currency | N | Identifies currency used for benchmark curve. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 221 | BenchmarkCurveName | String | N | Name of benchmark curve. | FIX.4.3 |
| 222 | BenchmarkCurvePoint | String | N | Point on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED". Sample values: M = combination of a number between 1-12 and a "M" for month Y = combination of number between 1-100 and a "Y" for year} 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon See Fixed Income-specific documentation at http://www.fixprotocol.org for additional values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 662 | BenchmarkPrice | Price | N | Specifies the price of the benchmark. | FIX.4.4 |
| 663 | BenchmarkPriceType | int | N | Must be present if BenchmarkPrice is used. | FIX.4.4 |
| 699 | BenchmarkSecurityID | String | N | The identifier of the benchmark security, e.g. Treasury against Corporate bond. | FIX.4.4 |
| 761 | BenchmarkSecurityIDSource | String | N | Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block. | FIX.4.4 |
| 423 | PriceType | int | N | Code to represent the price type | FIX.4.4 |
| 44 | Price | Price | N | Price per unit of quantity (e.g. per share) | FIX.4.4 |
| 640 | Price2 | Price | N | Price of the future part of a F/X swap order. See Price (44) for description. | FIX.4.4 |
| ◈ YieldData [Component] | N | The YieldData component block conveys yield information for a given Fixed Income security. | FIX.4.4 | ||
| 235 | YieldType | String | N | Type of yield | FIX.4.3 |
| 236 | Yield | Percentage | N | Yield percentage. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 701 | YieldCalcDate | LocalMktDate | N | Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day. | FIX.4.4 |
| 696 | YieldRedemptionDate | LocalMktDate | N | Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date). | FIX.4.4 |
| 697 | YieldRedemptionPrice | Price | N | Price to which the yield has been calculated. | FIX.4.4 |
| 698 | YieldRedemptionPriceType | int | N | The price type of the YieldRedemptionPrice (697) See PriceType (423) for description and valid values. | FIX.4.4 |
| ⟳ Parties [Repeating Group] | N | 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. | FIX.4.4 | ||
| 453 | NoPartyIDs | NumInGroup | N | Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole | FIX.4.3 |
| 448 | PartyID | String | N | Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0. | FIX.4.3 |
| 447 | PartyIDSource | char | N | Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0. | FIX.4.3 |
| 452 | PartyRole | int | N | Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0. | FIX.4.3 |
| ⟳ PtysSubGrp [Repeating Group] | N | Repeating group of Party sub-identifiers. | FIX.4.4 | ||
| 802 | NoPartySubIDs | NumInGroup | N | Number of PartySubID (523)and PartySubIDType (803) entries | FIX.4.4 |
| 523 | PartySubID | String | N | Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole. | FIX.4.4 |
| 803 | PartySubIDType | int | N | Type of PartySubID (523) value 4000+ = Reserved and available for bi-laterally agreed upon user defined values | FIX.4.4 |
| end PtysSubGrp | |||||
| end Parties | |||||
▶
QuotReqLegsGrp
ImplicitBlockRepeating
QuotationNegotiation
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 555 | NoLegs | NumInGroup | N | Number of InstrumentLeg repeating group instances. | FIX.4.4 |
| ◈ InstrumentLeg [Component] | N | 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. | FIX.4.4 | ||
| 600 | LegSymbol | String | N | Multileg instrument's individual security’s Symbol. See Symbol (55) field for description | FIX.4.3 |
| 601 | LegSymbolSfx | String | N | Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description | FIX.4.3 |
| 602 | LegSecurityID | String | N | Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description | FIX.4.3 |
| 603 | LegSecurityIDSource | String | N | Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description | FIX.4.3 |
| ⟳ LegSecAltIDGrp [Repeating Group] | N | FIX.4.4 | |||
| 604 | NoLegSecurityAltID | NumInGroup | N | Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description | FIX.4.4 |
| 605 | LegSecurityAltID | String | N | Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description | FIX.4.4 |
| 606 | LegSecurityAltIDSource | String | N | Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description | FIX.4.4 |
| end LegSecAltIDGrp | |||||
| 607 | LegProduct | int | N | Multileg instrument's individual security’s Product. See Product (460) field for description | FIX.4.3 |
| 608 | LegCFICode | String | N | Multileg instrument's individual security’s CFICode. See CFICode (46) field for description | FIX.4.3 |
| 609 | LegSecurityType | String | N | Multileg instrument's individual security’s SecurityType. See SecurityType (67) field for description | FIX.4.3 |
| 764 | LegSecuritySubType | String | N | SecuritySubType of the leg instrument. See SecuritySubType (762) field for description | FIX.4.4 |
| 610 | LegMaturityMonthYear | MonthYear | N | Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description | FIX.4.3 |
| 611 | LegMaturityDate | LocalMktDate | N | Multileg instrument's individual security’s MaturityDate. See MaturityDate (54) field for description | FIX.4.3 |
| 248 | LegCouponPaymentDate | LocalMktDate | N | Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 249 | LegIssueDate | LocalMktDate | N | Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 250 | LegRepoCollateralSecurityType | String | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 251 | LegRepurchaseTerm | int | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 252 | LegRepurchaseRate | Percentage | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 253 | LegFactor | float | N | Multileg instrument's individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 257 | LegCreditRating | String | N | Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 599 | LegInstrRegistry | String | N | Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description | FIX.4.3 |
| 596 | LegCountryOfIssue | Country | N | Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description | FIX.4.3 |
| 597 | LegStateOrProvinceOfIssue | String | N | Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description | FIX.4.3 |
| 598 | LegLocaleOfIssue | String | N | Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description | FIX.4.3 |
| 254 | LegRedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 612 | LegStrikePrice | Price | N | Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description | FIX.4.3 |
| 942 | LegStrikeCurrency | Currency | N | Currency in which the strike price of a instrument leg of a multileg instrument is denominated | FIX.4.4 |
| 613 | LegOptAttribute | char | N | Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description | FIX.4.3 |
| 614 | LegContractMultiplier | float | N | Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for description | FIX.4.3 |
| 615 | LegCouponRate | Percentage | N | Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description | FIX.4.3 |
| 616 | LegSecurityExchange | Exchange | N | Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description | FIX.4.3 |
| 617 | LegIssuer | String | N | Multileg instrument's individual security’s Issuer. See Issuer (106) field for description | FIX.4.3 |
| 618 | EncodedLegIssuerLen | Length | N | Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description | FIX.4.3 |
| 619 | EncodedLegIssuer | data | N | Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description | FIX.4.3 |
| 620 | LegSecurityDesc | String | N | Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for description | FIX.4.3 |
| 621 | EncodedLegSecurityDescLen | Length | N | Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description | FIX.4.3 |
| 622 | EncodedLegSecurityDesc | data | N | Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description | FIX.4.3 |
| 623 | LegRatioQty | float | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.3 |
| 624 | LegSide | char | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.3 |
| 556 | LegCurrency | Currency | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.4 |
| 740 | LegPool | String | N | Identifies MBS / ABS pool | FIX.4.4 |
| 739 | LegDatedDate | LocalMktDate | N | The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date | FIX.4.4 |
| 955 | LegContractSettlMonth | MonthYear | N | Specifies when the contract (i.e. MBS/TBA) will settle. | FIX.4.4 |
| 956 | LegInterestAccrualDate | LocalMktDate | N | The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date | FIX.4.4 |
| 687 | LegQty | Qty | N | Quantity of this leg, e.g. in Quote dialog. See Quantity (53) for description and valid values | FIX.4.4 |
| 690 | LegSwapType | int | N | For Fixed Income, used instead of LegQty (687) or LegOrderQty (685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap. | FIX.4.4 |
| 587 | LegSettlType | char | N | Refer to values for SettlType[63] | FIX.4.4 |
| 588 | LegSettlDate | LocalMktDate | N | Refer to description for SettlDate[64] | FIX.4.4 |
| ⟳ LegStipulations [Repeating Group] | N | The LegStipulations component block has the same usage as the Stipulations component block, but for a leg instrument in a multi-legged security. | FIX.4.4 | ||
| 683 | NoLegStipulations | NumInGroup | N | Number of leg stipulation entries | FIX.4.4 |
| 688 | LegStipulationType | String | N | Required if NoLegStipulations >0 | FIX.4.4 |
| 689 | LegStipulationValue | String | N | For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values | FIX.4.4 |
| end LegStipulations | |||||
| ⟳ NestedParties [Repeating Group] | N | 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. | FIX.4.4 | ||
| 539 | NoNestedPartyIDs | NumInGroup | N | Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole | FIX.4.3 |
| 524 | NestedPartyID | String | N | Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| 525 | NestedPartyIDSource | char | N | Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| 538 | NestedPartyRole | int | N | Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| ⟳ NstdPtysSubGrp [Repeating Group] | N | Repeating group of NestedParty sub-identifiers. | FIX.4.4 | ||
| 804 | NoNestedPartySubIDs | NumInGroup | N | Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries | FIX.4.4 |
| 545 | NestedPartySubID | String | N | PartySubID value within a nested repeating group. Same values as PartySubID (523) | FIX.4.4 |
| 805 | NestedPartySubIDType | int | N | Type of NestedPartySubID (545) value. Same values as PartySubIDType (803) | FIX.4.4 |
| end NstdPtysSubGrp | |||||
| end NestedParties | |||||
| ◈ LegBenchmarkCurveData [Component] | N | The LegBenchmarkCurveData is used to convey the benchmark information used for pricing in a multi-legged Fixed Income security. | FIX.4.4 | ||
| 676 | LegBenchmarkCurveCurrency | Currency | N | LegBenchmarkPrice (679) currency See BenchmarkCurveCurrency (220) for description and valid values. | FIX.4.4 |
| 677 | LegBenchmarkCurveName | String | N | Name of the Leg Benchmark Curve. See BenchmarkCurveName (22) for description and valid values. | FIX.4.4 |
| 678 | LegBenchmarkCurvePoint | String | N | Identifies the point on the Leg Benchmark Curve. See BenchmarkCurvePoint (222) for description and valid values. | FIX.4.4 |
| 679 | LegBenchmarkPrice | Price | N | Used to identify the price of the benchmark security. See BenchmarkPrice (662) for description and valid values. | FIX.4.4 |
| 680 | LegBenchmarkPriceType | int | N | The price type of the LegBenchmarkPrice. See BenchmarkPriceType (663) for description and valid values. | FIX.4.4 |
▶
QuotReqRjctGrp
ImplicitBlockRepeating
QuotationNegotiation
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 146 | NoRelatedSym | NumInGroup | Y | Specifies the number of repeating symbols specified. | FIX.4.4 |
| ◈ Instrument [Component] | Y | 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. | FIX.4.4 | ||
| 55 | Symbol | String | N | Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol. | FIX.4.3 |
| 65 | SymbolSfx | String | N | Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price. | FIX.4.3 |
| 48 | SecurityID | String | N | Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. | FIX.4.3 |
| 22 | SecurityIDSource | String | N | Required if SecurityID is specified. | FIX.4.3 |
| ⟳ SecAltIDGrp [Repeating Group] | N | Number of alternate Security Identifiers | FIX.4.4 | ||
| 454 | NoSecurityAltID | NumInGroup | N | Number of SecurityAltID (455) entries. | FIX.4.4 |
| 455 | SecurityAltID | String | N | Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource. | FIX.4.4 |
| 456 | SecurityAltIDSource | String | N | Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field | FIX.4.4 |
| end SecAltIDGrp | |||||
| 460 | Product | int | N | Indicates the type of product the security is associated with (high-level category) | FIX.4.3 |
| 461 | CFICode | String | N | Indicates 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 |
| 167 | SecurityType | String | N | It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income 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 |
| 762 | SecuritySubType | String | N | Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required. | FIX.4.4 |
| 200 | MaturityMonthYear | MonthYear | N | Specifies 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 |
| 541 | MaturityDate | LocalMktDate | N | Specifies 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 |
| 201 | PutOrCall | int | N | For Options. | FIX.4.4 |
| 224 | CouponPaymentDate | LocalMktDate | N | Date interest is to be paid. Used in identifying Corporate Bond issues. | FIX.4.3 |
| 225 | IssueDate | LocalMktDate | N | Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. | FIX.4.3 |
| 239 | RepoCollateralSecurityType | String | N | (Deprecated, use UnderlyingSecurityType (310) ) | FIX.4.3 |
| 226 | RepurchaseTerm | int | N | (Deprecated, use TerminationType (788) ) | FIX.4.3 |
| 227 | RepurchaseRate | Percentage | N | (Deprecated, use Price (44) ) | FIX.4.3 |
| 228 | Factor | float | N | For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value | FIX.4.3 |
| 255 | CreditRating | String | N | An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 543 | InstrRegistry | String | N | The 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 |
| 470 | CountryOfIssue | Country | N | ISO 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 |
| 471 | StateOrProvinceOfIssue | String | N | A two-character state or province abbreviation. | FIX.4.3 |
| 472 | LocaleOfIssue | String | N | The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). | FIX.4.3 |
| 240 | RedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 202 | StrikePrice | Price | N | Used for derivatives, such as options and covered warrants | FIX.4.3 |
| 947 | StrikeCurrency | Currency | N | Used for derivatives | FIX.4.4 |
| 206 | OptAttribute | char | N | Used 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 |
| 231 | ContractMultiplier | float | N | For 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 |
| 223 | CouponRate | Percentage | N | For Fixed Income. | FIX.4.3 |
| 207 | SecurityExchange | Exchange | N | Can be used to identify the security. | FIX.4.3 |
| 106 | Issuer | String | N | Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values" | FIX.4.3 |
| 348 | EncodedIssuerLen | Length | N | Must be set if EncodedIssuer field is specified and must immediately precede it. | FIX.4.3 |
| 349 | EncodedIssuer | data | N | Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. | FIX.4.3 |
| 107 | SecurityDesc | String | N | Security description. | FIX.4.3 |
| 350 | EncodedSecurityDescLen | Length | N | Must be set if EncodedSecurityDesc field is specified and must immediately precede it. | FIX.4.3 |
| 351 | EncodedSecurityDesc | data | N | Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. | FIX.4.3 |
| 691 | Pool | String | N | Identifies MBS / ABS pool | FIX.4.4 |
| 667 | ContractSettlMonth | MonthYear | N | Must be present for MBS/TBA | FIX.4.4 |
| 875 | CPProgram | int | N | The program under which a commercial paper is issued | FIX.4.4 |
| 876 | CPRegType | String | N | The registration type of a commercial paper issuance | FIX.4.4 |
| ⟳ EvntGrp [Repeating Group] | N | Number of repeating EventType group entries. | FIX.4.4 | ||
| 864 | NoEvents | NumInGroup | N | Number of repeating EventType entries. | FIX.4.4 |
| 865 | EventType | int | N | Code to represent the type of event | FIX.4.4 |
| 866 | EventDate | LocalMktDate | N | Date of event | FIX.4.4 |
| 867 | EventPx | Price | N | Predetermined price of issue at event, if applicable | FIX.4.4 |
| 868 | EventText | String | N | Comments related to the event. | FIX.4.4 |
| end EvntGrp | |||||
| 873 | DatedDate | LocalMktDate | N | If different from IssueDate | FIX.4.4 |
| 874 | InterestAccrualDate | LocalMktDate | N | If different from IssueDate and DatedDate | FIX.4.4 |
| ◈ FinancingDetails [Component] | N | Component block is optionally used only for financing deals to identify the legal agreement under which the deal was made and other unique characteristics of the transaction. The AgreementDesc field refers to base standard documents such as MRA 1996 Repurchase Agreement, GMRA 2000 Bills Transaction (U.K.), MSLA 1993 Securities Loan – Amended 1998, for example. | FIX.4.4 | ||
| 913 | AgreementDesc | String | N | The full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this deal | FIX.4.4 |
| 914 | AgreementID | String | N | A common reference to the applicable standing agreement between the principals | FIX.4.4 |
| 915 | AgreementDate | LocalMktDate | N | A reference to the date the underlying agreement was executed. | FIX.4.4 |
| 918 | AgreementCurrency | Currency | N | Currency of the underlying agreement. | FIX.4.4 |
| 788 | TerminationType | int | N | For Repos the timing or method for terminating the agreement. | FIX.4.4 |
| 916 | StartDate | LocalMktDate | N | Settlement date of the beginning of the deal | FIX.4.4 |
| 917 | EndDate | LocalMktDate | N | Repayment / repurchase date | FIX.4.4 |
| 919 | DeliveryType | int | N | Delivery or custody arrangement for the underlying securities | FIX.4.4 |
| 898 | MarginRatio | Percentage | N | Percentage of cash value that underlying security collateral must meet. | FIX.4.4 |
| ⟳ UndInstrmtGrp [Repeating Group] | N | FIX.4.4 | |||
| 711 | NoUnderlyings | NumInGroup | N | Number of underlying legs that make up the security. | FIX.4.4 |
| ◈ UnderlyingInstrument [Component] | N | 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. | FIX.4.4 | ||
| 311 | UnderlyingSymbol | String | N | Underlying security’s Symbol. See Symbol (55) field for description | FIX.4.3 |
| 312 | UnderlyingSymbolSfx | String | N | Underlying security’s SymbolSfx. See SymbolSfx (65) field for description | FIX.4.3 |
| 309 | UnderlyingSecurityID | String | N | Underlying security’s SecurityID. See SecurityID (48) field for description | FIX.4.3 |
| 305 | UnderlyingSecurityIDSource | String | N | Underlying security’s SecurityIDSource. Valid values: see SecurityIDSource (22) field | FIX.4.3 |
| ⟳ UndSecAltIDGrp [Repeating Group] | N | FIX.4.4 | |||
| 457 | NoUnderlyingSecurityAltID | NumInGroup | N | Number of UnderlyingSecurityAltID (458) entries. | FIX.4.4 |
| 458 | UnderlyingSecurityAltID | String | N | Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource. | FIX.4.4 |
| 459 | UnderlyingSecurityAltIDSource | String | N | Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field | FIX.4.4 |
| end UndSecAltIDGrp | |||||
| 462 | UnderlyingProduct | int | N | Underlying security’s Product. Valid values: see Product(460) field | FIX.4.3 |
| 463 | UnderlyingCFICode | String | N | Underlying security’s CFICode. Valid values: see CFICode (46)field | FIX.4.3 |
| 310 | UnderlyingSecurityType | String | N | Underlying security’s SecurityType. Valid values: see SecurityType (67) field (see below for details concerning this fields use in conjunction with SecurityType=REPO) The following applies when used in conjunction with SecurityType=REPO Represents the general or specific type of security that underlies a financing agreement Valid values for SecurityType=REPO: TREASURY = Federal government or treasury PROVINCE = State, province, region, etc. AGENCY = Federal agency MORTGAGE = Mortgage passthrough CP = Commercial paper CORP = Corporate EQUITY = Equity SUPRA = Supra-national agency CASH If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or <UnderlyingStipulations> block e.g.: SecurityType=REPO UnderlyingSecurityType=MORTGAGE UnderlyingIssuer=GNMA or SecurityType=REPO UnderlyingSecurityType=AGENCY UnderlyingIssuer=CA Housing Trust UnderlyingCountryOfIssue=CA or SecurityType=REPO UnderlyingSecurityType=CORP UnderlyingNoStipulations= UnderlyingStipulationType=RATING UnderlyingStipulationValue=>bbb- | FIX.4.3 |
| 763 | UnderlyingSecuritySubType | String | N | Underlying security’s SecuritySubType. See SecuritySubType (762) field for description | FIX.4.4 |
| 313 | UnderlyingMaturityMonthYear | MonthYear | N | Underlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description | FIX.4.3 |
| 542 | UnderlyingMaturityDate | LocalMktDate | N | Underlying security’s maturity date. See MaturityDate (54) field for description | FIX.4.3 |
| 315 | UnderlyingPutOrCall | int | N | Underlying security’s PutOrCall. See PutOrCall field for description | FIX.4.3 |
| 241 | UnderlyingCouponPaymentDate | LocalMktDate | N | Underlying security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 242 | UnderlyingIssueDate | LocalMktDate | N | Underlying security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 243 | UnderlyingRepoCollateralSecurityType | String | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 244 | UnderlyingRepurchaseTerm | int | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 245 | UnderlyingRepurchaseRate | Percentage | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 246 | UnderlyingFactor | float | N | Underlying security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 256 | UnderlyingCreditRating | String | N | Underlying security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 595 | UnderlyingInstrRegistry | String | N | Underlying security’s InstrRegistry. See InstrRegistry (543) field for description | FIX.4.3 |
| 592 | UnderlyingCountryOfIssue | Country | N | Underlying security’s CountryOfIssue. See CountryOfIssue (470) field for description | FIX.4.3 |
| 593 | UnderlyingStateOrProvinceOfIssue | String | N | Underlying security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description | FIX.4.3 |
| 594 | UnderlyingLocaleOfIssue | String | N | Underlying security’s LocaleOfIssue. See LocaleOfIssue (472) field for description | FIX.4.3 |
| 247 | UnderlyingRedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 316 | UnderlyingStrikePrice | Price | N | Underlying security’s StrikePrice. See StrikePrice (202) field for description | FIX.4.3 |
| 941 | UnderlyingStrikeCurrency | Currency | N | Currency in which the strike price of an underlying instrument is denominated | FIX.4.4 |
| 317 | UnderlyingOptAttribute | char | N | Underlying security’s OptAttribute. See OptAttribute (206) field for description | FIX.4.3 |
| 436 | UnderlyingContractMultiplier | float | N | Underlying security’s ContractMultiplier. See ContractMultiplier (23) field for description | FIX.4.3 |
| 435 | UnderlyingCouponRate | Percentage | N | Underlying security’s CouponRate. See CouponRate (223) field for description | FIX.4.3 |
| 308 | UnderlyingSecurityExchange | Exchange | N | Underlying security’s SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207) | FIX.4.3 |
| 306 | UnderlyingIssuer | String | N | Underlying security’s Issuer. See Issuer (06) field for description | FIX.4.3 |
| 362 | EncodedUnderlyingIssuerLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field. | FIX.4.3 |
| 363 | EncodedUnderlyingIssuer | data | N | Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field. | FIX.4.3 |
| 307 | UnderlyingSecurityDesc | String | N | Underlying security’s SecurityDesc. See SecurityDesc (07) field for description | FIX.4.3 |
| 364 | EncodedUnderlyingSecurityDescLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field. | FIX.4.3 |
| 365 | EncodedUnderlyingSecurityDesc | data | N | Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field. | FIX.4.3 |
| 877 | UnderlyingCPProgram | String | N | The program under which the underlying commercial paper is issued | FIX.4.4 |
| 878 | UnderlyingCPRegType | String | N | The registration type of the underlying commercial paper issuance | FIX.4.4 |
| 318 | UnderlyingCurrency | Currency | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) | FIX.4.4 |
| 879 | UnderlyingQty | Qty | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.) | FIX.4.4 |
| 810 | UnderlyingPx | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket. | FIX.4.4 |
| 882 | UnderlyingDirtyPrice | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest | FIX.4.4 |
| 883 | UnderlyingEndPrice | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. | FIX.4.4 |
| 884 | UnderlyingStartValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement | FIX.4.4 |
| 885 | UnderlyingCurrentValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral | FIX.4.4 |
| 886 | UnderlyingEndValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement | FIX.4.4 |
| ⟳ UnderlyingStipulations [Repeating Group] | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block | FIX.4.4 | ||
| 887 | NoUnderlyingStips | NumInGroup | N | Number of underlying stipulation entries | FIX.4.4 |
| 888 | UnderlyingStipType | String | N | Required if NoUnderlyingStips >0 | FIX.4.4 |
| 889 | UnderlyingStipValue | String | N | Value of stipulation. Same values as StipulationValue (234) | FIX.4.4 |
| end UnderlyingStipulations | |||||
| end UndInstrmtGrp | |||||
| 140 | PrevClosePx | Price | N | Previous closing price of security. | FIX.4.4 |
| 303 | QuoteRequestType | int | N | Indicates the type of Quote Request being generated | FIX.4.4 |
| 537 | QuoteType | int | N | Identifies the type of quote. An indicative quote is used to inform a counterparty of a market. An indicative quote does not result directly in a trade. A tradeable quote is submitted to a market and will result directly in a trade against other orders and quotes in a market. A restricted tradeable quote is submitted to a market and within a certain restriction (possibly based upon price or quantity) will automatically trade against orders. Order that do not comply with restrictions are sent to the quote issuer who can choose to accept or decline the order. A counter quote is used in the negotiation model. See Volume 7 – Product: Fixed Income for example usage. | FIX.4.4 |
| 336 | TradingSessionID | String | N | Identifier for Trading Session Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc). To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. Values should be bi-laterally agreed to between counterparties. Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section). | FIX.4.4 |
| 625 | TradingSessionSubID | String | N | Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. | FIX.4.4 |
| 229 | TradeOriginationDate | LocalMktDate | N | Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.4 |
| 54 | Side | char | N | Side of order | FIX.4.4 |
| 854 | QtyType | int | N | Type of quantity specified in a quantity field | FIX.4.4 |
| ◈ OrderQtyData [Component] | N | 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). | FIX.4.4 | ||
| 38 | OrderQty | Qty | N | 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 |
| 152 | CashOrderQty | Qty | N | 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. 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 |
| 516 | OrderPercent | Percentage | N | For 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 |
| 468 | RoundingDirection | char | N | For CIV - Optional | FIX.4.3 |
| 469 | RoundingModulus | float | N | For CIV - Optional | FIX.4.3 |
| 63 | SettlType | char | N | Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. | FIX.4.4 |
| 64 | SettlDate | LocalMktDate | N | Specific date of trade settlement (SettlementDate) in YYYYMMDD format. If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued) (expressed in local time at place of settlement) | FIX.4.4 |
| 193 | SettlDate2 | LocalMktDate | N | SettDate (64) of the future part of a F/X swap order. | FIX.4.4 |
| 192 | OrderQty2 | Qty | N | OrderQty (38) of the future part of a F/X swap order. | FIX.4.4 |
| 15 | Currency | Currency | N | Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. | FIX.4.4 |
| ⟳ Stipulations [Repeating Group] | N | 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. | FIX.4.4 | ||
| 232 | NoStipulations | NumInGroup | N | Number of stipulation entries (Note tag # was reserved in FIX 4.1, added in FIX 4.3). | FIX.4.3 |
| 233 | StipulationType | String | N | Required if NoStipulations >0 | FIX.4.3 |
| 234 | StipulationValue | String | N | For Fixed Income. Value of stipulation. The expression can be an absolute single value or a combination of values and logical operators: < value > value <= value >= value value value – value2 value OR value2 value AND value2 YES NO (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| end Stipulations | |||||
| 1 | Account | String | N | Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. | FIX.4.4 |
| 660 | AcctIDSource | int | N | Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system. | FIX.4.4 |
| 581 | AccountType | int | N | Type of account associated with an order | FIX.4.4 |
| ⟳ QuotReqLegsGrp [Repeating Group] | N | FIX.4.4 | |||
| 555 | NoLegs | NumInGroup | N | Number of InstrumentLeg repeating group instances. | FIX.4.4 |
| ◈ InstrumentLeg [Component] | N | 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. | FIX.4.4 | ||
| 600 | LegSymbol | String | N | Multileg instrument's individual security’s Symbol. See Symbol (55) field for description | FIX.4.3 |
| 601 | LegSymbolSfx | String | N | Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description | FIX.4.3 |
| 602 | LegSecurityID | String | N | Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description | FIX.4.3 |
| 603 | LegSecurityIDSource | String | N | Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description | FIX.4.3 |
| ⟳ LegSecAltIDGrp [Repeating Group] | N | FIX.4.4 | |||
| 604 | NoLegSecurityAltID | NumInGroup | N | Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description | FIX.4.4 |
| 605 | LegSecurityAltID | String | N | Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description | FIX.4.4 |
| 606 | LegSecurityAltIDSource | String | N | Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description | FIX.4.4 |
| end LegSecAltIDGrp | |||||
| 607 | LegProduct | int | N | Multileg instrument's individual security’s Product. See Product (460) field for description | FIX.4.3 |
| 608 | LegCFICode | String | N | Multileg instrument's individual security’s CFICode. See CFICode (46) field for description | FIX.4.3 |
| 609 | LegSecurityType | String | N | Multileg instrument's individual security’s SecurityType. See SecurityType (67) field for description | FIX.4.3 |
| 764 | LegSecuritySubType | String | N | SecuritySubType of the leg instrument. See SecuritySubType (762) field for description | FIX.4.4 |
| 610 | LegMaturityMonthYear | MonthYear | N | Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description | FIX.4.3 |
| 611 | LegMaturityDate | LocalMktDate | N | Multileg instrument's individual security’s MaturityDate. See MaturityDate (54) field for description | FIX.4.3 |
| 248 | LegCouponPaymentDate | LocalMktDate | N | Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 249 | LegIssueDate | LocalMktDate | N | Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 250 | LegRepoCollateralSecurityType | String | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 251 | LegRepurchaseTerm | int | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 252 | LegRepurchaseRate | Percentage | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 253 | LegFactor | float | N | Multileg instrument's individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 257 | LegCreditRating | String | N | Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 599 | LegInstrRegistry | String | N | Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description | FIX.4.3 |
| 596 | LegCountryOfIssue | Country | N | Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description | FIX.4.3 |
| 597 | LegStateOrProvinceOfIssue | String | N | Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description | FIX.4.3 |
| 598 | LegLocaleOfIssue | String | N | Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description | FIX.4.3 |
| 254 | LegRedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 612 | LegStrikePrice | Price | N | Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description | FIX.4.3 |
| 942 | LegStrikeCurrency | Currency | N | Currency in which the strike price of a instrument leg of a multileg instrument is denominated | FIX.4.4 |
| 613 | LegOptAttribute | char | N | Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description | FIX.4.3 |
| 614 | LegContractMultiplier | float | N | Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for description | FIX.4.3 |
| 615 | LegCouponRate | Percentage | N | Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description | FIX.4.3 |
| 616 | LegSecurityExchange | Exchange | N | Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description | FIX.4.3 |
| 617 | LegIssuer | String | N | Multileg instrument's individual security’s Issuer. See Issuer (106) field for description | FIX.4.3 |
| 618 | EncodedLegIssuerLen | Length | N | Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description | FIX.4.3 |
| 619 | EncodedLegIssuer | data | N | Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description | FIX.4.3 |
| 620 | LegSecurityDesc | String | N | Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for description | FIX.4.3 |
| 621 | EncodedLegSecurityDescLen | Length | N | Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description | FIX.4.3 |
| 622 | EncodedLegSecurityDesc | data | N | Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description | FIX.4.3 |
| 623 | LegRatioQty | float | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.3 |
| 624 | LegSide | char | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.3 |
| 556 | LegCurrency | Currency | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.4 |
| 740 | LegPool | String | N | Identifies MBS / ABS pool | FIX.4.4 |
| 739 | LegDatedDate | LocalMktDate | N | The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date | FIX.4.4 |
| 955 | LegContractSettlMonth | MonthYear | N | Specifies when the contract (i.e. MBS/TBA) will settle. | FIX.4.4 |
| 956 | LegInterestAccrualDate | LocalMktDate | N | The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date | FIX.4.4 |
| 687 | LegQty | Qty | N | Quantity of this leg, e.g. in Quote dialog. See Quantity (53) for description and valid values | FIX.4.4 |
| 690 | LegSwapType | int | N | For Fixed Income, used instead of LegQty (687) or LegOrderQty (685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap. | FIX.4.4 |
| 587 | LegSettlType | char | N | Refer to values for SettlType[63] | FIX.4.4 |
| 588 | LegSettlDate | LocalMktDate | N | Refer to description for SettlDate[64] | FIX.4.4 |
| ⟳ LegStipulations [Repeating Group] | N | The LegStipulations component block has the same usage as the Stipulations component block, but for a leg instrument in a multi-legged security. | FIX.4.4 | ||
| 683 | NoLegStipulations | NumInGroup | N | Number of leg stipulation entries | FIX.4.4 |
| 688 | LegStipulationType | String | N | Required if NoLegStipulations >0 | FIX.4.4 |
| 689 | LegStipulationValue | String | N | For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values | FIX.4.4 |
| end LegStipulations | |||||
| ⟳ NestedParties [Repeating Group] | N | 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. | FIX.4.4 | ||
| 539 | NoNestedPartyIDs | NumInGroup | N | Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole | FIX.4.3 |
| 524 | NestedPartyID | String | N | Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| 525 | NestedPartyIDSource | char | N | Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| 538 | NestedPartyRole | int | N | Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| ⟳ NstdPtysSubGrp [Repeating Group] | N | Repeating group of NestedParty sub-identifiers. | FIX.4.4 | ||
| 804 | NoNestedPartySubIDs | NumInGroup | N | Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries | FIX.4.4 |
| 545 | NestedPartySubID | String | N | PartySubID value within a nested repeating group. Same values as PartySubID (523) | FIX.4.4 |
| 805 | NestedPartySubIDType | int | N | Type of NestedPartySubID (545) value. Same values as PartySubIDType (803) | FIX.4.4 |
| end NstdPtysSubGrp | |||||
| end NestedParties | |||||
| ◈ LegBenchmarkCurveData [Component] | N | The LegBenchmarkCurveData is used to convey the benchmark information used for pricing in a multi-legged Fixed Income security. | FIX.4.4 | ||
| 676 | LegBenchmarkCurveCurrency | Currency | N | LegBenchmarkPrice (679) currency See BenchmarkCurveCurrency (220) for description and valid values. | FIX.4.4 |
| 677 | LegBenchmarkCurveName | String | N | Name of the Leg Benchmark Curve. See BenchmarkCurveName (22) for description and valid values. | FIX.4.4 |
| 678 | LegBenchmarkCurvePoint | String | N | Identifies the point on the Leg Benchmark Curve. See BenchmarkCurvePoint (222) for description and valid values. | FIX.4.4 |
| 679 | LegBenchmarkPrice | Price | N | Used to identify the price of the benchmark security. See BenchmarkPrice (662) for description and valid values. | FIX.4.4 |
| 680 | LegBenchmarkPriceType | int | N | The price type of the LegBenchmarkPrice. See BenchmarkPriceType (663) for description and valid values. | FIX.4.4 |
| end QuotReqLegsGrp | |||||
| ⟳ QuotQualGrp [Repeating Group] | N | FIX.4.4 | |||
| 735 | NoQuoteQualifiers | NumInGroup | N | Number of repeating groups of QuoteQualifiers (695). | FIX.4.4 |
| 695 | QuoteQualifier | char | N | Code to qualify Quote use See IOIQualifier (04) for description and valid values. | FIX.4.4 |
| end QuotQualGrp | |||||
| 692 | QuotePriceType | int | N | Code to represent price type requested in Quote | FIX.4.4 |
| 40 | OrdType | char | N | Order type *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) | FIX.4.4 |
| 126 | ExpireTime | UTCTimestamp | N | Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT") The meaning of expiration is specific to the context where the field is used. For orders, this is the expiration time of a Good Til Date TimeInForce. For Quotes - this is the expiration of the quote. Expiration time is provided across the quote message dialog to control the length of time of the overall quoting process. For collateral requests, this is the time by which collateral must be assigned. For collateral assignments, this is the time by which a response to the assignment is expected. | FIX.4.4 |
| 60 | TransactTime | UTCTimestamp | N | Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT") | FIX.4.4 |
| ◈ SpreadOrBenchmarkCurveData [Component] | N | The SpreadOrBenchmarkCurveData component block is primarily used for Fixed Income to convey spread to a benchmark security or curve. | FIX.4.4 | ||
| 218 | Spread | PriceOffset | N | For Fixed Income | FIX.4.3 |
| 220 | BenchmarkCurveCurrency | Currency | N | Identifies currency used for benchmark curve. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 221 | BenchmarkCurveName | String | N | Name of benchmark curve. | FIX.4.3 |
| 222 | BenchmarkCurvePoint | String | N | Point on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED". Sample values: M = combination of a number between 1-12 and a "M" for month Y = combination of number between 1-100 and a "Y" for year} 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon See Fixed Income-specific documentation at http://www.fixprotocol.org for additional values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 662 | BenchmarkPrice | Price | N | Specifies the price of the benchmark. | FIX.4.4 |
| 663 | BenchmarkPriceType | int | N | Must be present if BenchmarkPrice is used. | FIX.4.4 |
| 699 | BenchmarkSecurityID | String | N | The identifier of the benchmark security, e.g. Treasury against Corporate bond. | FIX.4.4 |
| 761 | BenchmarkSecurityIDSource | String | N | Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block. | FIX.4.4 |
| 423 | PriceType | int | N | Code to represent the price type | FIX.4.4 |
| 44 | Price | Price | N | Price per unit of quantity (e.g. per share) | FIX.4.4 |
| 640 | Price2 | Price | N | Price of the future part of a F/X swap order. See Price (44) for description. | FIX.4.4 |
| ◈ YieldData [Component] | N | The YieldData component block conveys yield information for a given Fixed Income security. | FIX.4.4 | ||
| 235 | YieldType | String | N | Type of yield | FIX.4.3 |
| 236 | Yield | Percentage | N | Yield percentage. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 701 | YieldCalcDate | LocalMktDate | N | Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day. | FIX.4.4 |
| 696 | YieldRedemptionDate | LocalMktDate | N | Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date). | FIX.4.4 |
| 697 | YieldRedemptionPrice | Price | N | Price to which the yield has been calculated. | FIX.4.4 |
| 698 | YieldRedemptionPriceType | int | N | The price type of the YieldRedemptionPrice (697) See PriceType (423) for description and valid values. | FIX.4.4 |
| ⟳ Parties [Repeating Group] | N | 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. | FIX.4.4 | ||
| 453 | NoPartyIDs | NumInGroup | N | Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole | FIX.4.3 |
| 448 | PartyID | String | N | Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0. | FIX.4.3 |
| 447 | PartyIDSource | char | N | Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0. | FIX.4.3 |
| 452 | PartyRole | int | N | Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0. | FIX.4.3 |
| ⟳ PtysSubGrp [Repeating Group] | N | Repeating group of Party sub-identifiers. | FIX.4.4 | ||
| 802 | NoPartySubIDs | NumInGroup | N | Number of PartySubID (523)and PartySubIDType (803) entries | FIX.4.4 |
| 523 | PartySubID | String | N | Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole. | FIX.4.4 |
| 803 | PartySubIDType | int | N | Type of PartySubID (523) value 4000+ = Reserved and available for bi-laterally agreed upon user defined values | FIX.4.4 |
| end PtysSubGrp | |||||
| end Parties | |||||
▶
QuotSetAckGrp
ImplicitBlockRepeating
QuotationNegotiation
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 296 | NoQuoteSets | NumInGroup | N | The number of sets of quotes in the message. | FIX.4.4 |
| 302 | QuoteSetID | String | N | Unique id for the Quote Set. | FIX.4.4 |
| ◈ UnderlyingInstrument [Component] | N | 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. | FIX.4.4 | ||
| 311 | UnderlyingSymbol | String | N | Underlying security’s Symbol. See Symbol (55) field for description | FIX.4.3 |
| 312 | UnderlyingSymbolSfx | String | N | Underlying security’s SymbolSfx. See SymbolSfx (65) field for description | FIX.4.3 |
| 309 | UnderlyingSecurityID | String | N | Underlying security’s SecurityID. See SecurityID (48) field for description | FIX.4.3 |
| 305 | UnderlyingSecurityIDSource | String | N | Underlying security’s SecurityIDSource. Valid values: see SecurityIDSource (22) field | FIX.4.3 |
| ⟳ UndSecAltIDGrp [Repeating Group] | N | FIX.4.4 | |||
| 457 | NoUnderlyingSecurityAltID | NumInGroup | N | Number of UnderlyingSecurityAltID (458) entries. | FIX.4.4 |
| 458 | UnderlyingSecurityAltID | String | N | Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource. | FIX.4.4 |
| 459 | UnderlyingSecurityAltIDSource | String | N | Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field | FIX.4.4 |
| end UndSecAltIDGrp | |||||
| 462 | UnderlyingProduct | int | N | Underlying security’s Product. Valid values: see Product(460) field | FIX.4.3 |
| 463 | UnderlyingCFICode | String | N | Underlying security’s CFICode. Valid values: see CFICode (46)field | FIX.4.3 |
| 310 | UnderlyingSecurityType | String | N | Underlying security’s SecurityType. Valid values: see SecurityType (67) field (see below for details concerning this fields use in conjunction with SecurityType=REPO) The following applies when used in conjunction with SecurityType=REPO Represents the general or specific type of security that underlies a financing agreement Valid values for SecurityType=REPO: TREASURY = Federal government or treasury PROVINCE = State, province, region, etc. AGENCY = Federal agency MORTGAGE = Mortgage passthrough CP = Commercial paper CORP = Corporate EQUITY = Equity SUPRA = Supra-national agency CASH If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or <UnderlyingStipulations> block e.g.: SecurityType=REPO UnderlyingSecurityType=MORTGAGE UnderlyingIssuer=GNMA or SecurityType=REPO UnderlyingSecurityType=AGENCY UnderlyingIssuer=CA Housing Trust UnderlyingCountryOfIssue=CA or SecurityType=REPO UnderlyingSecurityType=CORP UnderlyingNoStipulations= UnderlyingStipulationType=RATING UnderlyingStipulationValue=>bbb- | FIX.4.3 |
| 763 | UnderlyingSecuritySubType | String | N | Underlying security’s SecuritySubType. See SecuritySubType (762) field for description | FIX.4.4 |
| 313 | UnderlyingMaturityMonthYear | MonthYear | N | Underlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description | FIX.4.3 |
| 542 | UnderlyingMaturityDate | LocalMktDate | N | Underlying security’s maturity date. See MaturityDate (54) field for description | FIX.4.3 |
| 315 | UnderlyingPutOrCall | int | N | Underlying security’s PutOrCall. See PutOrCall field for description | FIX.4.3 |
| 241 | UnderlyingCouponPaymentDate | LocalMktDate | N | Underlying security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 242 | UnderlyingIssueDate | LocalMktDate | N | Underlying security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 243 | UnderlyingRepoCollateralSecurityType | String | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 244 | UnderlyingRepurchaseTerm | int | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 245 | UnderlyingRepurchaseRate | Percentage | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 246 | UnderlyingFactor | float | N | Underlying security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 256 | UnderlyingCreditRating | String | N | Underlying security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 595 | UnderlyingInstrRegistry | String | N | Underlying security’s InstrRegistry. See InstrRegistry (543) field for description | FIX.4.3 |
| 592 | UnderlyingCountryOfIssue | Country | N | Underlying security’s CountryOfIssue. See CountryOfIssue (470) field for description | FIX.4.3 |
| 593 | UnderlyingStateOrProvinceOfIssue | String | N | Underlying security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description | FIX.4.3 |
| 594 | UnderlyingLocaleOfIssue | String | N | Underlying security’s LocaleOfIssue. See LocaleOfIssue (472) field for description | FIX.4.3 |
| 247 | UnderlyingRedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 316 | UnderlyingStrikePrice | Price | N | Underlying security’s StrikePrice. See StrikePrice (202) field for description | FIX.4.3 |
| 941 | UnderlyingStrikeCurrency | Currency | N | Currency in which the strike price of an underlying instrument is denominated | FIX.4.4 |
| 317 | UnderlyingOptAttribute | char | N | Underlying security’s OptAttribute. See OptAttribute (206) field for description | FIX.4.3 |
| 436 | UnderlyingContractMultiplier | float | N | Underlying security’s ContractMultiplier. See ContractMultiplier (23) field for description | FIX.4.3 |
| 435 | UnderlyingCouponRate | Percentage | N | Underlying security’s CouponRate. See CouponRate (223) field for description | FIX.4.3 |
| 308 | UnderlyingSecurityExchange | Exchange | N | Underlying security’s SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207) | FIX.4.3 |
| 306 | UnderlyingIssuer | String | N | Underlying security’s Issuer. See Issuer (06) field for description | FIX.4.3 |
| 362 | EncodedUnderlyingIssuerLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field. | FIX.4.3 |
| 363 | EncodedUnderlyingIssuer | data | N | Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field. | FIX.4.3 |
| 307 | UnderlyingSecurityDesc | String | N | Underlying security’s SecurityDesc. See SecurityDesc (07) field for description | FIX.4.3 |
| 364 | EncodedUnderlyingSecurityDescLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field. | FIX.4.3 |
| 365 | EncodedUnderlyingSecurityDesc | data | N | Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field. | FIX.4.3 |
| 877 | UnderlyingCPProgram | String | N | The program under which the underlying commercial paper is issued | FIX.4.4 |
| 878 | UnderlyingCPRegType | String | N | The registration type of the underlying commercial paper issuance | FIX.4.4 |
| 318 | UnderlyingCurrency | Currency | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) | FIX.4.4 |
| 879 | UnderlyingQty | Qty | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.) | FIX.4.4 |
| 810 | UnderlyingPx | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket. | FIX.4.4 |
| 882 | UnderlyingDirtyPrice | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest | FIX.4.4 |
| 883 | UnderlyingEndPrice | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. | FIX.4.4 |
| 884 | UnderlyingStartValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement | FIX.4.4 |
| 885 | UnderlyingCurrentValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral | FIX.4.4 |
| 886 | UnderlyingEndValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement | FIX.4.4 |
| ⟳ UnderlyingStipulations [Repeating Group] | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block | FIX.4.4 | ||
| 887 | NoUnderlyingStips | NumInGroup | N | Number of underlying stipulation entries | FIX.4.4 |
| 888 | UnderlyingStipType | String | N | Required if NoUnderlyingStips >0 | FIX.4.4 |
| 889 | UnderlyingStipValue | String | N | Value of stipulation. Same values as StipulationValue (234) | FIX.4.4 |
| end UnderlyingStipulations | |||||
| 304 | TotNoQuoteEntries | int | N | Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries (295) in each message that has repeating quotes that are part of the same quote set. (Prior to FIX 4.4 this field was named TotQuoteEntries) | FIX.4.4 |
| 893 | LastFragment | Boolean | N | Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, Security List, Derivative Security List | FIX.4.4 |
| ⟳ QuotEntryAckGrp [Repeating Group] | N | FIX.4.4 | |||
| 295 | NoQuoteEntries | NumInGroup | N | The number of quote entries for a QuoteSet. | FIX.4.4 |
| 299 | QuoteEntryID | String | N | Uniquely identifies the quote as part of a QuoteSet. | FIX.4.4 |
| ◈ Instrument [Component] | N | 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. | FIX.4.4 | ||
| 55 | Symbol | String | N | Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol. | FIX.4.3 |
| 65 | SymbolSfx | String | N | Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price. | FIX.4.3 |
| 48 | SecurityID | String | N | Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. | FIX.4.3 |
| 22 | SecurityIDSource | String | N | Required if SecurityID is specified. | FIX.4.3 |
| ⟳ SecAltIDGrp [Repeating Group] | N | Number of alternate Security Identifiers | FIX.4.4 | ||
| 454 | NoSecurityAltID | NumInGroup | N | Number of SecurityAltID (455) entries. | FIX.4.4 |
| 455 | SecurityAltID | String | N | Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource. | FIX.4.4 |
| 456 | SecurityAltIDSource | String | N | Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field | FIX.4.4 |
| end SecAltIDGrp | |||||
| 460 | Product | int | N | Indicates the type of product the security is associated with (high-level category) | FIX.4.3 |
| 461 | CFICode | String | N | Indicates 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 |
| 167 | SecurityType | String | N | It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income 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 |
| 762 | SecuritySubType | String | N | Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required. | FIX.4.4 |
| 200 | MaturityMonthYear | MonthYear | N | Specifies 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 |
| 541 | MaturityDate | LocalMktDate | N | Specifies 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 |
| 201 | PutOrCall | int | N | For Options. | FIX.4.4 |
| 224 | CouponPaymentDate | LocalMktDate | N | Date interest is to be paid. Used in identifying Corporate Bond issues. | FIX.4.3 |
| 225 | IssueDate | LocalMktDate | N | Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. | FIX.4.3 |
| 239 | RepoCollateralSecurityType | String | N | (Deprecated, use UnderlyingSecurityType (310) ) | FIX.4.3 |
| 226 | RepurchaseTerm | int | N | (Deprecated, use TerminationType (788) ) | FIX.4.3 |
| 227 | RepurchaseRate | Percentage | N | (Deprecated, use Price (44) ) | FIX.4.3 |
| 228 | Factor | float | N | For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value | FIX.4.3 |
| 255 | CreditRating | String | N | An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 543 | InstrRegistry | String | N | The 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 |
| 470 | CountryOfIssue | Country | N | ISO 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 |
| 471 | StateOrProvinceOfIssue | String | N | A two-character state or province abbreviation. | FIX.4.3 |
| 472 | LocaleOfIssue | String | N | The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). | FIX.4.3 |
| 240 | RedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 202 | StrikePrice | Price | N | Used for derivatives, such as options and covered warrants | FIX.4.3 |
| 947 | StrikeCurrency | Currency | N | Used for derivatives | FIX.4.4 |
| 206 | OptAttribute | char | N | Used 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 |
| 231 | ContractMultiplier | float | N | For 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 |
| 223 | CouponRate | Percentage | N | For Fixed Income. | FIX.4.3 |
| 207 | SecurityExchange | Exchange | N | Can be used to identify the security. | FIX.4.3 |
| 106 | Issuer | String | N | Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values" | FIX.4.3 |
| 348 | EncodedIssuerLen | Length | N | Must be set if EncodedIssuer field is specified and must immediately precede it. | FIX.4.3 |
| 349 | EncodedIssuer | data | N | Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. | FIX.4.3 |
| 107 | SecurityDesc | String | N | Security description. | FIX.4.3 |
| 350 | EncodedSecurityDescLen | Length | N | Must be set if EncodedSecurityDesc field is specified and must immediately precede it. | FIX.4.3 |
| 351 | EncodedSecurityDesc | data | N | Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. | FIX.4.3 |
| 691 | Pool | String | N | Identifies MBS / ABS pool | FIX.4.4 |
| 667 | ContractSettlMonth | MonthYear | N | Must be present for MBS/TBA | FIX.4.4 |
| 875 | CPProgram | int | N | The program under which a commercial paper is issued | FIX.4.4 |
| 876 | CPRegType | String | N | The registration type of a commercial paper issuance | FIX.4.4 |
| ⟳ EvntGrp [Repeating Group] | N | Number of repeating EventType group entries. | FIX.4.4 | ||
| 864 | NoEvents | NumInGroup | N | Number of repeating EventType entries. | FIX.4.4 |
| 865 | EventType | int | N | Code to represent the type of event | FIX.4.4 |
| 866 | EventDate | LocalMktDate | N | Date of event | FIX.4.4 |
| 867 | EventPx | Price | N | Predetermined price of issue at event, if applicable | FIX.4.4 |
| 868 | EventText | String | N | Comments related to the event. | FIX.4.4 |
| end EvntGrp | |||||
| 873 | DatedDate | LocalMktDate | N | If different from IssueDate | FIX.4.4 |
| 874 | InterestAccrualDate | LocalMktDate | N | If different from IssueDate and DatedDate | FIX.4.4 |
| ⟳ InstrmtLegGrp [Repeating Group] | N | FIX.4.4 | |||
| 555 | NoLegs | NumInGroup | N | Number of InstrumentLeg repeating group instances. | FIX.4.4 |
| ◈ InstrumentLeg [Component] | N | 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. | FIX.4.4 | ||
| 600 | LegSymbol | String | N | Multileg instrument's individual security’s Symbol. See Symbol (55) field for description | FIX.4.3 |
| 601 | LegSymbolSfx | String | N | Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description | FIX.4.3 |
| 602 | LegSecurityID | String | N | Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description | FIX.4.3 |
| 603 | LegSecurityIDSource | String | N | Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description | FIX.4.3 |
| ⟳ LegSecAltIDGrp [Repeating Group] | N | FIX.4.4 | |||
| 604 | NoLegSecurityAltID | NumInGroup | N | Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description | FIX.4.4 |
| 605 | LegSecurityAltID | String | N | Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description | FIX.4.4 |
| 606 | LegSecurityAltIDSource | String | N | Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description | FIX.4.4 |
| end LegSecAltIDGrp | |||||
| 607 | LegProduct | int | N | Multileg instrument's individual security’s Product. See Product (460) field for description | FIX.4.3 |
| 608 | LegCFICode | String | N | Multileg instrument's individual security’s CFICode. See CFICode (46) field for description | FIX.4.3 |
| 609 | LegSecurityType | String | N | Multileg instrument's individual security’s SecurityType. See SecurityType (67) field for description | FIX.4.3 |
| 764 | LegSecuritySubType | String | N | SecuritySubType of the leg instrument. See SecuritySubType (762) field for description | FIX.4.4 |
| 610 | LegMaturityMonthYear | MonthYear | N | Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description | FIX.4.3 |
| 611 | LegMaturityDate | LocalMktDate | N | Multileg instrument's individual security’s MaturityDate. See MaturityDate (54) field for description | FIX.4.3 |
| 248 | LegCouponPaymentDate | LocalMktDate | N | Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 249 | LegIssueDate | LocalMktDate | N | Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 250 | LegRepoCollateralSecurityType | String | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 251 | LegRepurchaseTerm | int | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 252 | LegRepurchaseRate | Percentage | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 253 | LegFactor | float | N | Multileg instrument's individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 257 | LegCreditRating | String | N | Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 599 | LegInstrRegistry | String | N | Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description | FIX.4.3 |
| 596 | LegCountryOfIssue | Country | N | Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description | FIX.4.3 |
| 597 | LegStateOrProvinceOfIssue | String | N | Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description | FIX.4.3 |
| 598 | LegLocaleOfIssue | String | N | Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description | FIX.4.3 |
| 254 | LegRedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 612 | LegStrikePrice | Price | N | Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description | FIX.4.3 |
| 942 | LegStrikeCurrency | Currency | N | Currency in which the strike price of a instrument leg of a multileg instrument is denominated | FIX.4.4 |
| 613 | LegOptAttribute | char | N | Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description | FIX.4.3 |
| 614 | LegContractMultiplier | float | N | Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for description | FIX.4.3 |
| 615 | LegCouponRate | Percentage | N | Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description | FIX.4.3 |
| 616 | LegSecurityExchange | Exchange | N | Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description | FIX.4.3 |
| 617 | LegIssuer | String | N | Multileg instrument's individual security’s Issuer. See Issuer (106) field for description | FIX.4.3 |
| 618 | EncodedLegIssuerLen | Length | N | Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description | FIX.4.3 |
| 619 | EncodedLegIssuer | data | N | Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description | FIX.4.3 |
| 620 | LegSecurityDesc | String | N | Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for description | FIX.4.3 |
| 621 | EncodedLegSecurityDescLen | Length | N | Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description | FIX.4.3 |
| 622 | EncodedLegSecurityDesc | data | N | Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description | FIX.4.3 |
| 623 | LegRatioQty | float | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.3 |
| 624 | LegSide | char | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.3 |
| 556 | LegCurrency | Currency | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.4 |
| 740 | LegPool | String | N | Identifies MBS / ABS pool | FIX.4.4 |
| 739 | LegDatedDate | LocalMktDate | N | The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date | FIX.4.4 |
| 955 | LegContractSettlMonth | MonthYear | N | Specifies when the contract (i.e. MBS/TBA) will settle. | FIX.4.4 |
| 956 | LegInterestAccrualDate | LocalMktDate | N | The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date | FIX.4.4 |
| end InstrmtLegGrp | |||||
| 132 | BidPx | Price | N | Bid price/rate | FIX.4.4 |
| 133 | OfferPx | Price | N | Offer price/rate | FIX.4.4 |
| 134 | BidSize | Qty | N | Quantity of bid (Prior to FIX 4.2 this field was of type int) | FIX.4.4 |
| 135 | OfferSize | Qty | N | Quantity of offer (Prior to FIX 4.2 this field was of type int) | FIX.4.4 |
| 62 | ValidUntilTime | UTCTimestamp | N | Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT") | FIX.4.4 |
| 188 | BidSpotRate | Price | N | Bid F/X spot rate. | FIX.4.4 |
| 190 | OfferSpotRate | Price | N | Offer F/X spot rate. | FIX.4.4 |
| 189 | BidForwardPoints | PriceOffset | N | Bid F/X forward points added to spot rate. May be a negative value. | FIX.4.4 |
| 191 | OfferForwardPoints | PriceOffset | N | Offer F/X forward points added to spot rate. May be a negative value. | FIX.4.4 |
| 631 | MidPx | Price | N | Mid price/rate | FIX.4.4 |
| 632 | BidYield | Percentage | N | Bid yield | FIX.4.4 |
| 633 | MidYield | Percentage | N | Mid yield | FIX.4.4 |
| 634 | OfferYield | Percentage | N | Offer yield | FIX.4.4 |
| 60 | TransactTime | UTCTimestamp | N | Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT") | FIX.4.4 |
| 336 | TradingSessionID | String | N | Identifier for Trading Session Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc). To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. Values should be bi-laterally agreed to between counterparties. Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section). | FIX.4.4 |
| 625 | TradingSessionSubID | String | N | Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. | FIX.4.4 |
| 64 | SettlDate | LocalMktDate | N | Specific date of trade settlement (SettlementDate) in YYYYMMDD format. If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued) (expressed in local time at place of settlement) | FIX.4.4 |
| 40 | OrdType | char | N | Order type *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) | FIX.4.4 |
| 193 | SettlDate2 | LocalMktDate | N | SettDate (64) of the future part of a F/X swap order. | FIX.4.4 |
| 192 | OrderQty2 | Qty | N | OrderQty (38) of the future part of a F/X swap order. | FIX.4.4 |
| 642 | BidForwardPoints2 | PriceOffset | N | Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value. | FIX.4.4 |
| 643 | OfferForwardPoints2 | PriceOffset | N | Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value. | FIX.4.4 |
| 15 | Currency | Currency | N | Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. | FIX.4.4 |
| 368 | QuoteEntryRejectReason | int | N | Reason Quote Entry was rejected | FIX.4.4 |
| end QuotEntryAckGrp | |||||
▶
QuotSetGrp
ImplicitBlockRepeating
QuotationNegotiation
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 296 | NoQuoteSets | NumInGroup | Y | The number of sets of quotes in the message. | FIX.4.4 |
| 302 | QuoteSetID | String | Y | Unique id for the Quote Set. | FIX.4.4 |
| ◈ UnderlyingInstrument [Component] | N | 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. | FIX.4.4 | ||
| 311 | UnderlyingSymbol | String | N | Underlying security’s Symbol. See Symbol (55) field for description | FIX.4.3 |
| 312 | UnderlyingSymbolSfx | String | N | Underlying security’s SymbolSfx. See SymbolSfx (65) field for description | FIX.4.3 |
| 309 | UnderlyingSecurityID | String | N | Underlying security’s SecurityID. See SecurityID (48) field for description | FIX.4.3 |
| 305 | UnderlyingSecurityIDSource | String | N | Underlying security’s SecurityIDSource. Valid values: see SecurityIDSource (22) field | FIX.4.3 |
| ⟳ UndSecAltIDGrp [Repeating Group] | N | FIX.4.4 | |||
| 457 | NoUnderlyingSecurityAltID | NumInGroup | N | Number of UnderlyingSecurityAltID (458) entries. | FIX.4.4 |
| 458 | UnderlyingSecurityAltID | String | N | Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource. | FIX.4.4 |
| 459 | UnderlyingSecurityAltIDSource | String | N | Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field | FIX.4.4 |
| end UndSecAltIDGrp | |||||
| 462 | UnderlyingProduct | int | N | Underlying security’s Product. Valid values: see Product(460) field | FIX.4.3 |
| 463 | UnderlyingCFICode | String | N | Underlying security’s CFICode. Valid values: see CFICode (46)field | FIX.4.3 |
| 310 | UnderlyingSecurityType | String | N | Underlying security’s SecurityType. Valid values: see SecurityType (67) field (see below for details concerning this fields use in conjunction with SecurityType=REPO) The following applies when used in conjunction with SecurityType=REPO Represents the general or specific type of security that underlies a financing agreement Valid values for SecurityType=REPO: TREASURY = Federal government or treasury PROVINCE = State, province, region, etc. AGENCY = Federal agency MORTGAGE = Mortgage passthrough CP = Commercial paper CORP = Corporate EQUITY = Equity SUPRA = Supra-national agency CASH If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or <UnderlyingStipulations> block e.g.: SecurityType=REPO UnderlyingSecurityType=MORTGAGE UnderlyingIssuer=GNMA or SecurityType=REPO UnderlyingSecurityType=AGENCY UnderlyingIssuer=CA Housing Trust UnderlyingCountryOfIssue=CA or SecurityType=REPO UnderlyingSecurityType=CORP UnderlyingNoStipulations= UnderlyingStipulationType=RATING UnderlyingStipulationValue=>bbb- | FIX.4.3 |
| 763 | UnderlyingSecuritySubType | String | N | Underlying security’s SecuritySubType. See SecuritySubType (762) field for description | FIX.4.4 |
| 313 | UnderlyingMaturityMonthYear | MonthYear | N | Underlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description | FIX.4.3 |
| 542 | UnderlyingMaturityDate | LocalMktDate | N | Underlying security’s maturity date. See MaturityDate (54) field for description | FIX.4.3 |
| 315 | UnderlyingPutOrCall | int | N | Underlying security’s PutOrCall. See PutOrCall field for description | FIX.4.3 |
| 241 | UnderlyingCouponPaymentDate | LocalMktDate | N | Underlying security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 242 | UnderlyingIssueDate | LocalMktDate | N | Underlying security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 243 | UnderlyingRepoCollateralSecurityType | String | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 244 | UnderlyingRepurchaseTerm | int | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 245 | UnderlyingRepurchaseRate | Percentage | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 246 | UnderlyingFactor | float | N | Underlying security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 256 | UnderlyingCreditRating | String | N | Underlying security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 595 | UnderlyingInstrRegistry | String | N | Underlying security’s InstrRegistry. See InstrRegistry (543) field for description | FIX.4.3 |
| 592 | UnderlyingCountryOfIssue | Country | N | Underlying security’s CountryOfIssue. See CountryOfIssue (470) field for description | FIX.4.3 |
| 593 | UnderlyingStateOrProvinceOfIssue | String | N | Underlying security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description | FIX.4.3 |
| 594 | UnderlyingLocaleOfIssue | String | N | Underlying security’s LocaleOfIssue. See LocaleOfIssue (472) field for description | FIX.4.3 |
| 247 | UnderlyingRedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 316 | UnderlyingStrikePrice | Price | N | Underlying security’s StrikePrice. See StrikePrice (202) field for description | FIX.4.3 |
| 941 | UnderlyingStrikeCurrency | Currency | N | Currency in which the strike price of an underlying instrument is denominated | FIX.4.4 |
| 317 | UnderlyingOptAttribute | char | N | Underlying security’s OptAttribute. See OptAttribute (206) field for description | FIX.4.3 |
| 436 | UnderlyingContractMultiplier | float | N | Underlying security’s ContractMultiplier. See ContractMultiplier (23) field for description | FIX.4.3 |
| 435 | UnderlyingCouponRate | Percentage | N | Underlying security’s CouponRate. See CouponRate (223) field for description | FIX.4.3 |
| 308 | UnderlyingSecurityExchange | Exchange | N | Underlying security’s SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207) | FIX.4.3 |
| 306 | UnderlyingIssuer | String | N | Underlying security’s Issuer. See Issuer (06) field for description | FIX.4.3 |
| 362 | EncodedUnderlyingIssuerLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field. | FIX.4.3 |
| 363 | EncodedUnderlyingIssuer | data | N | Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field. | FIX.4.3 |
| 307 | UnderlyingSecurityDesc | String | N | Underlying security’s SecurityDesc. See SecurityDesc (07) field for description | FIX.4.3 |
| 364 | EncodedUnderlyingSecurityDescLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field. | FIX.4.3 |
| 365 | EncodedUnderlyingSecurityDesc | data | N | Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field. | FIX.4.3 |
| 877 | UnderlyingCPProgram | String | N | The program under which the underlying commercial paper is issued | FIX.4.4 |
| 878 | UnderlyingCPRegType | String | N | The registration type of the underlying commercial paper issuance | FIX.4.4 |
| 318 | UnderlyingCurrency | Currency | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) | FIX.4.4 |
| 879 | UnderlyingQty | Qty | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.) | FIX.4.4 |
| 810 | UnderlyingPx | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket. | FIX.4.4 |
| 882 | UnderlyingDirtyPrice | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest | FIX.4.4 |
| 883 | UnderlyingEndPrice | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. | FIX.4.4 |
| 884 | UnderlyingStartValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement | FIX.4.4 |
| 885 | UnderlyingCurrentValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral | FIX.4.4 |
| 886 | UnderlyingEndValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement | FIX.4.4 |
| ⟳ UnderlyingStipulations [Repeating Group] | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block | FIX.4.4 | ||
| 887 | NoUnderlyingStips | NumInGroup | N | Number of underlying stipulation entries | FIX.4.4 |
| 888 | UnderlyingStipType | String | N | Required if NoUnderlyingStips >0 | FIX.4.4 |
| 889 | UnderlyingStipValue | String | N | Value of stipulation. Same values as StipulationValue (234) | FIX.4.4 |
| end UnderlyingStipulations | |||||
| 367 | QuoteSetValidUntilTime | UTCTimestamp | N | Indicates expiration time of this particular QuoteSet (always expressed in UTC (Universal Time Coordinated, also known as "GMT") | FIX.4.4 |
| 304 | TotNoQuoteEntries | int | Y | Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries (295) in each message that has repeating quotes that are part of the same quote set. (Prior to FIX 4.4 this field was named TotQuoteEntries) | FIX.4.4 |
| 893 | LastFragment | Boolean | N | Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, Security List, Derivative Security List | FIX.4.4 |
| ⟳ QuotEntryGrp [Repeating Group] | Y | FIX.4.4 | |||
| 295 | NoQuoteEntries | NumInGroup | Y | The number of quote entries for a QuoteSet. | FIX.4.4 |
| 299 | QuoteEntryID | String | Y | Uniquely identifies the quote as part of a QuoteSet. | FIX.4.4 |
| ◈ Instrument [Component] | N | 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. | FIX.4.4 | ||
| 55 | Symbol | String | N | Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol. | FIX.4.3 |
| 65 | SymbolSfx | String | N | Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price. | FIX.4.3 |
| 48 | SecurityID | String | N | Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. | FIX.4.3 |
| 22 | SecurityIDSource | String | N | Required if SecurityID is specified. | FIX.4.3 |
| ⟳ SecAltIDGrp [Repeating Group] | N | Number of alternate Security Identifiers | FIX.4.4 | ||
| 454 | NoSecurityAltID | NumInGroup | N | Number of SecurityAltID (455) entries. | FIX.4.4 |
| 455 | SecurityAltID | String | N | Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource. | FIX.4.4 |
| 456 | SecurityAltIDSource | String | N | Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field | FIX.4.4 |
| end SecAltIDGrp | |||||
| 460 | Product | int | N | Indicates the type of product the security is associated with (high-level category) | FIX.4.3 |
| 461 | CFICode | String | N | Indicates 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 |
| 167 | SecurityType | String | N | It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income 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 |
| 762 | SecuritySubType | String | N | Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required. | FIX.4.4 |
| 200 | MaturityMonthYear | MonthYear | N | Specifies 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 |
| 541 | MaturityDate | LocalMktDate | N | Specifies 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 |
| 201 | PutOrCall | int | N | For Options. | FIX.4.4 |
| 224 | CouponPaymentDate | LocalMktDate | N | Date interest is to be paid. Used in identifying Corporate Bond issues. | FIX.4.3 |
| 225 | IssueDate | LocalMktDate | N | Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. | FIX.4.3 |
| 239 | RepoCollateralSecurityType | String | N | (Deprecated, use UnderlyingSecurityType (310) ) | FIX.4.3 |
| 226 | RepurchaseTerm | int | N | (Deprecated, use TerminationType (788) ) | FIX.4.3 |
| 227 | RepurchaseRate | Percentage | N | (Deprecated, use Price (44) ) | FIX.4.3 |
| 228 | Factor | float | N | For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value | FIX.4.3 |
| 255 | CreditRating | String | N | An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 543 | InstrRegistry | String | N | The 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 |
| 470 | CountryOfIssue | Country | N | ISO 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 |
| 471 | StateOrProvinceOfIssue | String | N | A two-character state or province abbreviation. | FIX.4.3 |
| 472 | LocaleOfIssue | String | N | The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). | FIX.4.3 |
| 240 | RedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 202 | StrikePrice | Price | N | Used for derivatives, such as options and covered warrants | FIX.4.3 |
| 947 | StrikeCurrency | Currency | N | Used for derivatives | FIX.4.4 |
| 206 | OptAttribute | char | N | Used 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 |
| 231 | ContractMultiplier | float | N | For 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 |
| 223 | CouponRate | Percentage | N | For Fixed Income. | FIX.4.3 |
| 207 | SecurityExchange | Exchange | N | Can be used to identify the security. | FIX.4.3 |
| 106 | Issuer | String | N | Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values" | FIX.4.3 |
| 348 | EncodedIssuerLen | Length | N | Must be set if EncodedIssuer field is specified and must immediately precede it. | FIX.4.3 |
| 349 | EncodedIssuer | data | N | Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. | FIX.4.3 |
| 107 | SecurityDesc | String | N | Security description. | FIX.4.3 |
| 350 | EncodedSecurityDescLen | Length | N | Must be set if EncodedSecurityDesc field is specified and must immediately precede it. | FIX.4.3 |
| 351 | EncodedSecurityDesc | data | N | Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. | FIX.4.3 |
| 691 | Pool | String | N | Identifies MBS / ABS pool | FIX.4.4 |
| 667 | ContractSettlMonth | MonthYear | N | Must be present for MBS/TBA | FIX.4.4 |
| 875 | CPProgram | int | N | The program under which a commercial paper is issued | FIX.4.4 |
| 876 | CPRegType | String | N | The registration type of a commercial paper issuance | FIX.4.4 |
| ⟳ EvntGrp [Repeating Group] | N | Number of repeating EventType group entries. | FIX.4.4 | ||
| 864 | NoEvents | NumInGroup | N | Number of repeating EventType entries. | FIX.4.4 |
| 865 | EventType | int | N | Code to represent the type of event | FIX.4.4 |
| 866 | EventDate | LocalMktDate | N | Date of event | FIX.4.4 |
| 867 | EventPx | Price | N | Predetermined price of issue at event, if applicable | FIX.4.4 |
| 868 | EventText | String | N | Comments related to the event. | FIX.4.4 |
| end EvntGrp | |||||
| 873 | DatedDate | LocalMktDate | N | If different from IssueDate | FIX.4.4 |
| 874 | InterestAccrualDate | LocalMktDate | N | If different from IssueDate and DatedDate | FIX.4.4 |
| ⟳ InstrmtLegGrp [Repeating Group] | N | FIX.4.4 | |||
| 555 | NoLegs | NumInGroup | N | Number of InstrumentLeg repeating group instances. | FIX.4.4 |
| ◈ InstrumentLeg [Component] | N | 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. | FIX.4.4 | ||
| 600 | LegSymbol | String | N | Multileg instrument's individual security’s Symbol. See Symbol (55) field for description | FIX.4.3 |
| 601 | LegSymbolSfx | String | N | Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description | FIX.4.3 |
| 602 | LegSecurityID | String | N | Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description | FIX.4.3 |
| 603 | LegSecurityIDSource | String | N | Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description | FIX.4.3 |
| ⟳ LegSecAltIDGrp [Repeating Group] | N | FIX.4.4 | |||
| 604 | NoLegSecurityAltID | NumInGroup | N | Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description | FIX.4.4 |
| 605 | LegSecurityAltID | String | N | Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description | FIX.4.4 |
| 606 | LegSecurityAltIDSource | String | N | Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description | FIX.4.4 |
| end LegSecAltIDGrp | |||||
| 607 | LegProduct | int | N | Multileg instrument's individual security’s Product. See Product (460) field for description | FIX.4.3 |
| 608 | LegCFICode | String | N | Multileg instrument's individual security’s CFICode. See CFICode (46) field for description | FIX.4.3 |
| 609 | LegSecurityType | String | N | Multileg instrument's individual security’s SecurityType. See SecurityType (67) field for description | FIX.4.3 |
| 764 | LegSecuritySubType | String | N | SecuritySubType of the leg instrument. See SecuritySubType (762) field for description | FIX.4.4 |
| 610 | LegMaturityMonthYear | MonthYear | N | Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description | FIX.4.3 |
| 611 | LegMaturityDate | LocalMktDate | N | Multileg instrument's individual security’s MaturityDate. See MaturityDate (54) field for description | FIX.4.3 |
| 248 | LegCouponPaymentDate | LocalMktDate | N | Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 249 | LegIssueDate | LocalMktDate | N | Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 250 | LegRepoCollateralSecurityType | String | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 251 | LegRepurchaseTerm | int | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 252 | LegRepurchaseRate | Percentage | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 253 | LegFactor | float | N | Multileg instrument's individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 257 | LegCreditRating | String | N | Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 599 | LegInstrRegistry | String | N | Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description | FIX.4.3 |
| 596 | LegCountryOfIssue | Country | N | Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description | FIX.4.3 |
| 597 | LegStateOrProvinceOfIssue | String | N | Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description | FIX.4.3 |
| 598 | LegLocaleOfIssue | String | N | Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description | FIX.4.3 |
| 254 | LegRedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 612 | LegStrikePrice | Price | N | Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description | FIX.4.3 |
| 942 | LegStrikeCurrency | Currency | N | Currency in which the strike price of a instrument leg of a multileg instrument is denominated | FIX.4.4 |
| 613 | LegOptAttribute | char | N | Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description | FIX.4.3 |
| 614 | LegContractMultiplier | float | N | Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for description | FIX.4.3 |
| 615 | LegCouponRate | Percentage | N | Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description | FIX.4.3 |
| 616 | LegSecurityExchange | Exchange | N | Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description | FIX.4.3 |
| 617 | LegIssuer | String | N | Multileg instrument's individual security’s Issuer. See Issuer (106) field for description | FIX.4.3 |
| 618 | EncodedLegIssuerLen | Length | N | Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description | FIX.4.3 |
| 619 | EncodedLegIssuer | data | N | Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description | FIX.4.3 |
| 620 | LegSecurityDesc | String | N | Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for description | FIX.4.3 |
| 621 | EncodedLegSecurityDescLen | Length | N | Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description | FIX.4.3 |
| 622 | EncodedLegSecurityDesc | data | N | Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description | FIX.4.3 |
| 623 | LegRatioQty | float | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.3 |
| 624 | LegSide | char | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.3 |
| 556 | LegCurrency | Currency | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.4 |
| 740 | LegPool | String | N | Identifies MBS / ABS pool | FIX.4.4 |
| 739 | LegDatedDate | LocalMktDate | N | The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date | FIX.4.4 |
| 955 | LegContractSettlMonth | MonthYear | N | Specifies when the contract (i.e. MBS/TBA) will settle. | FIX.4.4 |
| 956 | LegInterestAccrualDate | LocalMktDate | N | The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date | FIX.4.4 |
| end InstrmtLegGrp | |||||
| 132 | BidPx | Price | N | Bid price/rate | FIX.4.4 |
| 133 | OfferPx | Price | N | Offer price/rate | FIX.4.4 |
| 134 | BidSize | Qty | N | Quantity of bid (Prior to FIX 4.2 this field was of type int) | FIX.4.4 |
| 135 | OfferSize | Qty | N | Quantity of offer (Prior to FIX 4.2 this field was of type int) | FIX.4.4 |
| 62 | ValidUntilTime | UTCTimestamp | N | Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT") | FIX.4.4 |
| 188 | BidSpotRate | Price | N | Bid F/X spot rate. | FIX.4.4 |
| 190 | OfferSpotRate | Price | N | Offer F/X spot rate. | FIX.4.4 |
| 189 | BidForwardPoints | PriceOffset | N | Bid F/X forward points added to spot rate. May be a negative value. | FIX.4.4 |
| 191 | OfferForwardPoints | PriceOffset | N | Offer F/X forward points added to spot rate. May be a negative value. | FIX.4.4 |
| 631 | MidPx | Price | N | Mid price/rate | FIX.4.4 |
| 632 | BidYield | Percentage | N | Bid yield | FIX.4.4 |
| 633 | MidYield | Percentage | N | Mid yield | FIX.4.4 |
| 634 | OfferYield | Percentage | N | Offer yield | FIX.4.4 |
| 60 | TransactTime | UTCTimestamp | N | Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT") | FIX.4.4 |
| 336 | TradingSessionID | String | N | Identifier for Trading Session Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc). To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. Values should be bi-laterally agreed to between counterparties. Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section). | FIX.4.4 |
| 625 | TradingSessionSubID | String | N | Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. | FIX.4.4 |
| 64 | SettlDate | LocalMktDate | N | Specific date of trade settlement (SettlementDate) in YYYYMMDD format. If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued) (expressed in local time at place of settlement) | FIX.4.4 |
| 40 | OrdType | char | N | Order type *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) | FIX.4.4 |
| 193 | SettlDate2 | LocalMktDate | N | SettDate (64) of the future part of a F/X swap order. | FIX.4.4 |
| 192 | OrderQty2 | Qty | N | OrderQty (38) of the future part of a F/X swap order. | FIX.4.4 |
| 642 | BidForwardPoints2 | PriceOffset | N | Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value. | FIX.4.4 |
| 643 | OfferForwardPoints2 | PriceOffset | N | Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value. | FIX.4.4 |
| 15 | Currency | Currency | N | Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. | FIX.4.4 |
| end QuotEntryGrp | |||||
▶
RFQReqGrp
ImplicitBlockRepeating
QuotationNegotiation
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 146 | NoRelatedSym | NumInGroup | Y | Specifies the number of repeating symbols specified. | FIX.4.4 |
| ◈ Instrument [Component] | Y | 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. | FIX.4.4 | ||
| 55 | Symbol | String | N | Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol. | FIX.4.3 |
| 65 | SymbolSfx | String | N | Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price. | FIX.4.3 |
| 48 | SecurityID | String | N | Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. | FIX.4.3 |
| 22 | SecurityIDSource | String | N | Required if SecurityID is specified. | FIX.4.3 |
| ⟳ SecAltIDGrp [Repeating Group] | N | Number of alternate Security Identifiers | FIX.4.4 | ||
| 454 | NoSecurityAltID | NumInGroup | N | Number of SecurityAltID (455) entries. | FIX.4.4 |
| 455 | SecurityAltID | String | N | Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource. | FIX.4.4 |
| 456 | SecurityAltIDSource | String | N | Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field | FIX.4.4 |
| end SecAltIDGrp | |||||
| 460 | Product | int | N | Indicates the type of product the security is associated with (high-level category) | FIX.4.3 |
| 461 | CFICode | String | N | Indicates 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 |
| 167 | SecurityType | String | N | It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income 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 |
| 762 | SecuritySubType | String | N | Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required. | FIX.4.4 |
| 200 | MaturityMonthYear | MonthYear | N | Specifies 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 |
| 541 | MaturityDate | LocalMktDate | N | Specifies 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 |
| 201 | PutOrCall | int | N | For Options. | FIX.4.4 |
| 224 | CouponPaymentDate | LocalMktDate | N | Date interest is to be paid. Used in identifying Corporate Bond issues. | FIX.4.3 |
| 225 | IssueDate | LocalMktDate | N | Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. | FIX.4.3 |
| 239 | RepoCollateralSecurityType | String | N | (Deprecated, use UnderlyingSecurityType (310) ) | FIX.4.3 |
| 226 | RepurchaseTerm | int | N | (Deprecated, use TerminationType (788) ) | FIX.4.3 |
| 227 | RepurchaseRate | Percentage | N | (Deprecated, use Price (44) ) | FIX.4.3 |
| 228 | Factor | float | N | For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value | FIX.4.3 |
| 255 | CreditRating | String | N | An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 543 | InstrRegistry | String | N | The 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 |
| 470 | CountryOfIssue | Country | N | ISO 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 |
| 471 | StateOrProvinceOfIssue | String | N | A two-character state or province abbreviation. | FIX.4.3 |
| 472 | LocaleOfIssue | String | N | The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). | FIX.4.3 |
| 240 | RedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 202 | StrikePrice | Price | N | Used for derivatives, such as options and covered warrants | FIX.4.3 |
| 947 | StrikeCurrency | Currency | N | Used for derivatives | FIX.4.4 |
| 206 | OptAttribute | char | N | Used 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 |
| 231 | ContractMultiplier | float | N | For 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 |
| 223 | CouponRate | Percentage | N | For Fixed Income. | FIX.4.3 |
| 207 | SecurityExchange | Exchange | N | Can be used to identify the security. | FIX.4.3 |
| 106 | Issuer | String | N | Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values" | FIX.4.3 |
| 348 | EncodedIssuerLen | Length | N | Must be set if EncodedIssuer field is specified and must immediately precede it. | FIX.4.3 |
| 349 | EncodedIssuer | data | N | Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. | FIX.4.3 |
| 107 | SecurityDesc | String | N | Security description. | FIX.4.3 |
| 350 | EncodedSecurityDescLen | Length | N | Must be set if EncodedSecurityDesc field is specified and must immediately precede it. | FIX.4.3 |
| 351 | EncodedSecurityDesc | data | N | Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. | FIX.4.3 |
| 691 | Pool | String | N | Identifies MBS / ABS pool | FIX.4.4 |
| 667 | ContractSettlMonth | MonthYear | N | Must be present for MBS/TBA | FIX.4.4 |
| 875 | CPProgram | int | N | The program under which a commercial paper is issued | FIX.4.4 |
| 876 | CPRegType | String | N | The registration type of a commercial paper issuance | FIX.4.4 |
| ⟳ EvntGrp [Repeating Group] | N | Number of repeating EventType group entries. | FIX.4.4 | ||
| 864 | NoEvents | NumInGroup | N | Number of repeating EventType entries. | FIX.4.4 |
| 865 | EventType | int | N | Code to represent the type of event | FIX.4.4 |
| 866 | EventDate | LocalMktDate | N | Date of event | FIX.4.4 |
| 867 | EventPx | Price | N | Predetermined price of issue at event, if applicable | FIX.4.4 |
| 868 | EventText | String | N | Comments related to the event. | FIX.4.4 |
| end EvntGrp | |||||
| 873 | DatedDate | LocalMktDate | N | If different from IssueDate | FIX.4.4 |
| 874 | InterestAccrualDate | LocalMktDate | N | If different from IssueDate and DatedDate | FIX.4.4 |
| ⟳ UndInstrmtGrp [Repeating Group] | N | FIX.4.4 | |||
| 711 | NoUnderlyings | NumInGroup | N | Number of underlying legs that make up the security. | FIX.4.4 |
| ◈ UnderlyingInstrument [Component] | N | 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. | FIX.4.4 | ||
| 311 | UnderlyingSymbol | String | N | Underlying security’s Symbol. See Symbol (55) field for description | FIX.4.3 |
| 312 | UnderlyingSymbolSfx | String | N | Underlying security’s SymbolSfx. See SymbolSfx (65) field for description | FIX.4.3 |
| 309 | UnderlyingSecurityID | String | N | Underlying security’s SecurityID. See SecurityID (48) field for description | FIX.4.3 |
| 305 | UnderlyingSecurityIDSource | String | N | Underlying security’s SecurityIDSource. Valid values: see SecurityIDSource (22) field | FIX.4.3 |
| ⟳ UndSecAltIDGrp [Repeating Group] | N | FIX.4.4 | |||
| 457 | NoUnderlyingSecurityAltID | NumInGroup | N | Number of UnderlyingSecurityAltID (458) entries. | FIX.4.4 |
| 458 | UnderlyingSecurityAltID | String | N | Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource. | FIX.4.4 |
| 459 | UnderlyingSecurityAltIDSource | String | N | Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field | FIX.4.4 |
| end UndSecAltIDGrp | |||||
| 462 | UnderlyingProduct | int | N | Underlying security’s Product. Valid values: see Product(460) field | FIX.4.3 |
| 463 | UnderlyingCFICode | String | N | Underlying security’s CFICode. Valid values: see CFICode (46)field | FIX.4.3 |
| 310 | UnderlyingSecurityType | String | N | Underlying security’s SecurityType. Valid values: see SecurityType (67) field (see below for details concerning this fields use in conjunction with SecurityType=REPO) The following applies when used in conjunction with SecurityType=REPO Represents the general or specific type of security that underlies a financing agreement Valid values for SecurityType=REPO: TREASURY = Federal government or treasury PROVINCE = State, province, region, etc. AGENCY = Federal agency MORTGAGE = Mortgage passthrough CP = Commercial paper CORP = Corporate EQUITY = Equity SUPRA = Supra-national agency CASH If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or <UnderlyingStipulations> block e.g.: SecurityType=REPO UnderlyingSecurityType=MORTGAGE UnderlyingIssuer=GNMA or SecurityType=REPO UnderlyingSecurityType=AGENCY UnderlyingIssuer=CA Housing Trust UnderlyingCountryOfIssue=CA or SecurityType=REPO UnderlyingSecurityType=CORP UnderlyingNoStipulations= UnderlyingStipulationType=RATING UnderlyingStipulationValue=>bbb- | FIX.4.3 |
| 763 | UnderlyingSecuritySubType | String | N | Underlying security’s SecuritySubType. See SecuritySubType (762) field for description | FIX.4.4 |
| 313 | UnderlyingMaturityMonthYear | MonthYear | N | Underlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description | FIX.4.3 |
| 542 | UnderlyingMaturityDate | LocalMktDate | N | Underlying security’s maturity date. See MaturityDate (54) field for description | FIX.4.3 |
| 315 | UnderlyingPutOrCall | int | N | Underlying security’s PutOrCall. See PutOrCall field for description | FIX.4.3 |
| 241 | UnderlyingCouponPaymentDate | LocalMktDate | N | Underlying security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 242 | UnderlyingIssueDate | LocalMktDate | N | Underlying security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 243 | UnderlyingRepoCollateralSecurityType | String | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 244 | UnderlyingRepurchaseTerm | int | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 245 | UnderlyingRepurchaseRate | Percentage | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 246 | UnderlyingFactor | float | N | Underlying security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 256 | UnderlyingCreditRating | String | N | Underlying security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 595 | UnderlyingInstrRegistry | String | N | Underlying security’s InstrRegistry. See InstrRegistry (543) field for description | FIX.4.3 |
| 592 | UnderlyingCountryOfIssue | Country | N | Underlying security’s CountryOfIssue. See CountryOfIssue (470) field for description | FIX.4.3 |
| 593 | UnderlyingStateOrProvinceOfIssue | String | N | Underlying security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description | FIX.4.3 |
| 594 | UnderlyingLocaleOfIssue | String | N | Underlying security’s LocaleOfIssue. See LocaleOfIssue (472) field for description | FIX.4.3 |
| 247 | UnderlyingRedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 316 | UnderlyingStrikePrice | Price | N | Underlying security’s StrikePrice. See StrikePrice (202) field for description | FIX.4.3 |
| 941 | UnderlyingStrikeCurrency | Currency | N | Currency in which the strike price of an underlying instrument is denominated | FIX.4.4 |
| 317 | UnderlyingOptAttribute | char | N | Underlying security’s OptAttribute. See OptAttribute (206) field for description | FIX.4.3 |
| 436 | UnderlyingContractMultiplier | float | N | Underlying security’s ContractMultiplier. See ContractMultiplier (23) field for description | FIX.4.3 |
| 435 | UnderlyingCouponRate | Percentage | N | Underlying security’s CouponRate. See CouponRate (223) field for description | FIX.4.3 |
| 308 | UnderlyingSecurityExchange | Exchange | N | Underlying security’s SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207) | FIX.4.3 |
| 306 | UnderlyingIssuer | String | N | Underlying security’s Issuer. See Issuer (06) field for description | FIX.4.3 |
| 362 | EncodedUnderlyingIssuerLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field. | FIX.4.3 |
| 363 | EncodedUnderlyingIssuer | data | N | Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field. | FIX.4.3 |
| 307 | UnderlyingSecurityDesc | String | N | Underlying security’s SecurityDesc. See SecurityDesc (07) field for description | FIX.4.3 |
| 364 | EncodedUnderlyingSecurityDescLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field. | FIX.4.3 |
| 365 | EncodedUnderlyingSecurityDesc | data | N | Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field. | FIX.4.3 |
| 877 | UnderlyingCPProgram | String | N | The program under which the underlying commercial paper is issued | FIX.4.4 |
| 878 | UnderlyingCPRegType | String | N | The registration type of the underlying commercial paper issuance | FIX.4.4 |
| 318 | UnderlyingCurrency | Currency | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) | FIX.4.4 |
| 879 | UnderlyingQty | Qty | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.) | FIX.4.4 |
| 810 | UnderlyingPx | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket. | FIX.4.4 |
| 882 | UnderlyingDirtyPrice | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest | FIX.4.4 |
| 883 | UnderlyingEndPrice | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. | FIX.4.4 |
| 884 | UnderlyingStartValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement | FIX.4.4 |
| 885 | UnderlyingCurrentValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral | FIX.4.4 |
| 886 | UnderlyingEndValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement | FIX.4.4 |
| ⟳ UnderlyingStipulations [Repeating Group] | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block | FIX.4.4 | ||
| 887 | NoUnderlyingStips | NumInGroup | N | Number of underlying stipulation entries | FIX.4.4 |
| 888 | UnderlyingStipType | String | N | Required if NoUnderlyingStips >0 | FIX.4.4 |
| 889 | UnderlyingStipValue | String | N | Value of stipulation. Same values as StipulationValue (234) | FIX.4.4 |
| end UnderlyingStipulations | |||||
| end UndInstrmtGrp | |||||
| ⟳ InstrmtLegGrp [Repeating Group] | N | FIX.4.4 | |||
| 555 | NoLegs | NumInGroup | N | Number of InstrumentLeg repeating group instances. | FIX.4.4 |
| ◈ InstrumentLeg [Component] | N | 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. | FIX.4.4 | ||
| 600 | LegSymbol | String | N | Multileg instrument's individual security’s Symbol. See Symbol (55) field for description | FIX.4.3 |
| 601 | LegSymbolSfx | String | N | Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description | FIX.4.3 |
| 602 | LegSecurityID | String | N | Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description | FIX.4.3 |
| 603 | LegSecurityIDSource | String | N | Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description | FIX.4.3 |
| ⟳ LegSecAltIDGrp [Repeating Group] | N | FIX.4.4 | |||
| 604 | NoLegSecurityAltID | NumInGroup | N | Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description | FIX.4.4 |
| 605 | LegSecurityAltID | String | N | Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description | FIX.4.4 |
| 606 | LegSecurityAltIDSource | String | N | Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description | FIX.4.4 |
| end LegSecAltIDGrp | |||||
| 607 | LegProduct | int | N | Multileg instrument's individual security’s Product. See Product (460) field for description | FIX.4.3 |
| 608 | LegCFICode | String | N | Multileg instrument's individual security’s CFICode. See CFICode (46) field for description | FIX.4.3 |
| 609 | LegSecurityType | String | N | Multileg instrument's individual security’s SecurityType. See SecurityType (67) field for description | FIX.4.3 |
| 764 | LegSecuritySubType | String | N | SecuritySubType of the leg instrument. See SecuritySubType (762) field for description | FIX.4.4 |
| 610 | LegMaturityMonthYear | MonthYear | N | Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description | FIX.4.3 |
| 611 | LegMaturityDate | LocalMktDate | N | Multileg instrument's individual security’s MaturityDate. See MaturityDate (54) field for description | FIX.4.3 |
| 248 | LegCouponPaymentDate | LocalMktDate | N | Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 249 | LegIssueDate | LocalMktDate | N | Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 250 | LegRepoCollateralSecurityType | String | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 251 | LegRepurchaseTerm | int | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 252 | LegRepurchaseRate | Percentage | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 253 | LegFactor | float | N | Multileg instrument's individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 257 | LegCreditRating | String | N | Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 599 | LegInstrRegistry | String | N | Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description | FIX.4.3 |
| 596 | LegCountryOfIssue | Country | N | Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description | FIX.4.3 |
| 597 | LegStateOrProvinceOfIssue | String | N | Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description | FIX.4.3 |
| 598 | LegLocaleOfIssue | String | N | Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description | FIX.4.3 |
| 254 | LegRedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 612 | LegStrikePrice | Price | N | Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description | FIX.4.3 |
| 942 | LegStrikeCurrency | Currency | N | Currency in which the strike price of a instrument leg of a multileg instrument is denominated | FIX.4.4 |
| 613 | LegOptAttribute | char | N | Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description | FIX.4.3 |
| 614 | LegContractMultiplier | float | N | Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for description | FIX.4.3 |
| 615 | LegCouponRate | Percentage | N | Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description | FIX.4.3 |
| 616 | LegSecurityExchange | Exchange | N | Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description | FIX.4.3 |
| 617 | LegIssuer | String | N | Multileg instrument's individual security’s Issuer. See Issuer (106) field for description | FIX.4.3 |
| 618 | EncodedLegIssuerLen | Length | N | Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description | FIX.4.3 |
| 619 | EncodedLegIssuer | data | N | Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description | FIX.4.3 |
| 620 | LegSecurityDesc | String | N | Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for description | FIX.4.3 |
| 621 | EncodedLegSecurityDescLen | Length | N | Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description | FIX.4.3 |
| 622 | EncodedLegSecurityDesc | data | N | Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description | FIX.4.3 |
| 623 | LegRatioQty | float | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.3 |
| 624 | LegSide | char | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.3 |
| 556 | LegCurrency | Currency | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.4 |
| 740 | LegPool | String | N | Identifies MBS / ABS pool | FIX.4.4 |
| 739 | LegDatedDate | LocalMktDate | N | The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date | FIX.4.4 |
| 955 | LegContractSettlMonth | MonthYear | N | Specifies when the contract (i.e. MBS/TBA) will settle. | FIX.4.4 |
| 956 | LegInterestAccrualDate | LocalMktDate | N | The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date | FIX.4.4 |
| end InstrmtLegGrp | |||||
| 140 | PrevClosePx | Price | N | Previous closing price of security. | FIX.4.4 |
| 303 | QuoteRequestType | int | N | Indicates the type of Quote Request being generated | FIX.4.4 |
| 537 | QuoteType | int | N | Identifies the type of quote. An indicative quote is used to inform a counterparty of a market. An indicative quote does not result directly in a trade. A tradeable quote is submitted to a market and will result directly in a trade against other orders and quotes in a market. A restricted tradeable quote is submitted to a market and within a certain restriction (possibly based upon price or quantity) will automatically trade against orders. Order that do not comply with restrictions are sent to the quote issuer who can choose to accept or decline the order. A counter quote is used in the negotiation model. See Volume 7 – Product: Fixed Income for example usage. | FIX.4.4 |
| 336 | TradingSessionID | String | N | Identifier for Trading Session Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc). To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. Values should be bi-laterally agreed to between counterparties. Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section). | FIX.4.4 |
| 625 | TradingSessionSubID | String | N | Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. | FIX.4.4 |
▶
RelSymDerivSecGrp
ImplicitBlockRepeating
SecurityAndTradingSessionDefinitionOrStatus
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 146 | NoRelatedSym | NumInGroup | N | Specifies the number of repeating symbols specified. | FIX.4.4 |
| ◈ Instrument [Component] | N | 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. | FIX.4.4 | ||
| 55 | Symbol | String | N | Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol. | FIX.4.3 |
| 65 | SymbolSfx | String | N | Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price. | FIX.4.3 |
| 48 | SecurityID | String | N | Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. | FIX.4.3 |
| 22 | SecurityIDSource | String | N | Required if SecurityID is specified. | FIX.4.3 |
| ⟳ SecAltIDGrp [Repeating Group] | N | Number of alternate Security Identifiers | FIX.4.4 | ||
| 454 | NoSecurityAltID | NumInGroup | N | Number of SecurityAltID (455) entries. | FIX.4.4 |
| 455 | SecurityAltID | String | N | Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource. | FIX.4.4 |
| 456 | SecurityAltIDSource | String | N | Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field | FIX.4.4 |
| end SecAltIDGrp | |||||
| 460 | Product | int | N | Indicates the type of product the security is associated with (high-level category) | FIX.4.3 |
| 461 | CFICode | String | N | Indicates 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 |
| 167 | SecurityType | String | N | It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income 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 |
| 762 | SecuritySubType | String | N | Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required. | FIX.4.4 |
| 200 | MaturityMonthYear | MonthYear | N | Specifies 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 |
| 541 | MaturityDate | LocalMktDate | N | Specifies 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 |
| 201 | PutOrCall | int | N | For Options. | FIX.4.4 |
| 224 | CouponPaymentDate | LocalMktDate | N | Date interest is to be paid. Used in identifying Corporate Bond issues. | FIX.4.3 |
| 225 | IssueDate | LocalMktDate | N | Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. | FIX.4.3 |
| 239 | RepoCollateralSecurityType | String | N | (Deprecated, use UnderlyingSecurityType (310) ) | FIX.4.3 |
| 226 | RepurchaseTerm | int | N | (Deprecated, use TerminationType (788) ) | FIX.4.3 |
| 227 | RepurchaseRate | Percentage | N | (Deprecated, use Price (44) ) | FIX.4.3 |
| 228 | Factor | float | N | For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value | FIX.4.3 |
| 255 | CreditRating | String | N | An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 543 | InstrRegistry | String | N | The 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 |
| 470 | CountryOfIssue | Country | N | ISO 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 |
| 471 | StateOrProvinceOfIssue | String | N | A two-character state or province abbreviation. | FIX.4.3 |
| 472 | LocaleOfIssue | String | N | The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). | FIX.4.3 |
| 240 | RedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 202 | StrikePrice | Price | N | Used for derivatives, such as options and covered warrants | FIX.4.3 |
| 947 | StrikeCurrency | Currency | N | Used for derivatives | FIX.4.4 |
| 206 | OptAttribute | char | N | Used 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 |
| 231 | ContractMultiplier | float | N | For 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 |
| 223 | CouponRate | Percentage | N | For Fixed Income. | FIX.4.3 |
| 207 | SecurityExchange | Exchange | N | Can be used to identify the security. | FIX.4.3 |
| 106 | Issuer | String | N | Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values" | FIX.4.3 |
| 348 | EncodedIssuerLen | Length | N | Must be set if EncodedIssuer field is specified and must immediately precede it. | FIX.4.3 |
| 349 | EncodedIssuer | data | N | Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. | FIX.4.3 |
| 107 | SecurityDesc | String | N | Security description. | FIX.4.3 |
| 350 | EncodedSecurityDescLen | Length | N | Must be set if EncodedSecurityDesc field is specified and must immediately precede it. | FIX.4.3 |
| 351 | EncodedSecurityDesc | data | N | Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. | FIX.4.3 |
| 691 | Pool | String | N | Identifies MBS / ABS pool | FIX.4.4 |
| 667 | ContractSettlMonth | MonthYear | N | Must be present for MBS/TBA | FIX.4.4 |
| 875 | CPProgram | int | N | The program under which a commercial paper is issued | FIX.4.4 |
| 876 | CPRegType | String | N | The registration type of a commercial paper issuance | FIX.4.4 |
| ⟳ EvntGrp [Repeating Group] | N | Number of repeating EventType group entries. | FIX.4.4 | ||
| 864 | NoEvents | NumInGroup | N | Number of repeating EventType entries. | FIX.4.4 |
| 865 | EventType | int | N | Code to represent the type of event | FIX.4.4 |
| 866 | EventDate | LocalMktDate | N | Date of event | FIX.4.4 |
| 867 | EventPx | Price | N | Predetermined price of issue at event, if applicable | FIX.4.4 |
| 868 | EventText | String | N | Comments related to the event. | FIX.4.4 |
| end EvntGrp | |||||
| 873 | DatedDate | LocalMktDate | N | If different from IssueDate | FIX.4.4 |
| 874 | InterestAccrualDate | LocalMktDate | N | If different from IssueDate and DatedDate | FIX.4.4 |
| 15 | Currency | Currency | N | Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. | FIX.4.4 |
| 827 | ExpirationCycle | int | N | Part of trading cycle when an instrument expires. Field is applicable for derivatives. | FIX.4.4 |
| ◈ InstrumentExtension [Component] | N | The InstrumentExtension component block identifies additional security attributes that are more commonly found for Fixed Income securities. | FIX.4.4 | ||
| 668 | DeliveryForm | int | N | Identifies the form of delivery. | FIX.4.4 |
| 869 | PctAtRisk | Percentage | N | Percent at risk due to lowest possible call. | FIX.4.4 |
| ⟳ AttrbGrp [Repeating Group] | N | Number of repeating InstrAttrib group entries. | FIX.4.4 | ||
| 870 | NoInstrAttrib | NumInGroup | N | Number of repeating InstrAttribType entries. | FIX.4.4 |
| 871 | InstrAttribType | int | N | Code to represent the type of instrument attribute | FIX.4.4 |
| 872 | InstrAttribValue | String | N | Attribute value appropriate to the InstrAttribType (87) field. | FIX.4.4 |
| end AttrbGrp | |||||
| ⟳ InstrmtLegGrp [Repeating Group] | N | FIX.4.4 | |||
| 555 | NoLegs | NumInGroup | N | Number of InstrumentLeg repeating group instances. | FIX.4.4 |
| ◈ InstrumentLeg [Component] | N | 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. | FIX.4.4 | ||
| 600 | LegSymbol | String | N | Multileg instrument's individual security’s Symbol. See Symbol (55) field for description | FIX.4.3 |
| 601 | LegSymbolSfx | String | N | Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description | FIX.4.3 |
| 602 | LegSecurityID | String | N | Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description | FIX.4.3 |
| 603 | LegSecurityIDSource | String | N | Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description | FIX.4.3 |
| ⟳ LegSecAltIDGrp [Repeating Group] | N | FIX.4.4 | |||
| 604 | NoLegSecurityAltID | NumInGroup | N | Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description | FIX.4.4 |
| 605 | LegSecurityAltID | String | N | Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description | FIX.4.4 |
| 606 | LegSecurityAltIDSource | String | N | Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description | FIX.4.4 |
| end LegSecAltIDGrp | |||||
| 607 | LegProduct | int | N | Multileg instrument's individual security’s Product. See Product (460) field for description | FIX.4.3 |
| 608 | LegCFICode | String | N | Multileg instrument's individual security’s CFICode. See CFICode (46) field for description | FIX.4.3 |
| 609 | LegSecurityType | String | N | Multileg instrument's individual security’s SecurityType. See SecurityType (67) field for description | FIX.4.3 |
| 764 | LegSecuritySubType | String | N | SecuritySubType of the leg instrument. See SecuritySubType (762) field for description | FIX.4.4 |
| 610 | LegMaturityMonthYear | MonthYear | N | Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description | FIX.4.3 |
| 611 | LegMaturityDate | LocalMktDate | N | Multileg instrument's individual security’s MaturityDate. See MaturityDate (54) field for description | FIX.4.3 |
| 248 | LegCouponPaymentDate | LocalMktDate | N | Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 249 | LegIssueDate | LocalMktDate | N | Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 250 | LegRepoCollateralSecurityType | String | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 251 | LegRepurchaseTerm | int | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 252 | LegRepurchaseRate | Percentage | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 253 | LegFactor | float | N | Multileg instrument's individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 257 | LegCreditRating | String | N | Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 599 | LegInstrRegistry | String | N | Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description | FIX.4.3 |
| 596 | LegCountryOfIssue | Country | N | Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description | FIX.4.3 |
| 597 | LegStateOrProvinceOfIssue | String | N | Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description | FIX.4.3 |
| 598 | LegLocaleOfIssue | String | N | Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description | FIX.4.3 |
| 254 | LegRedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 612 | LegStrikePrice | Price | N | Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description | FIX.4.3 |
| 942 | LegStrikeCurrency | Currency | N | Currency in which the strike price of a instrument leg of a multileg instrument is denominated | FIX.4.4 |
| 613 | LegOptAttribute | char | N | Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description | FIX.4.3 |
| 614 | LegContractMultiplier | float | N | Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for description | FIX.4.3 |
| 615 | LegCouponRate | Percentage | N | Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description | FIX.4.3 |
| 616 | LegSecurityExchange | Exchange | N | Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description | FIX.4.3 |
| 617 | LegIssuer | String | N | Multileg instrument's individual security’s Issuer. See Issuer (106) field for description | FIX.4.3 |
| 618 | EncodedLegIssuerLen | Length | N | Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description | FIX.4.3 |
| 619 | EncodedLegIssuer | data | N | Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description | FIX.4.3 |
| 620 | LegSecurityDesc | String | N | Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for description | FIX.4.3 |
| 621 | EncodedLegSecurityDescLen | Length | N | Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description | FIX.4.3 |
| 622 | EncodedLegSecurityDesc | data | N | Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description | FIX.4.3 |
| 623 | LegRatioQty | float | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.3 |
| 624 | LegSide | char | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.3 |
| 556 | LegCurrency | Currency | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.4 |
| 740 | LegPool | String | N | Identifies MBS / ABS pool | FIX.4.4 |
| 739 | LegDatedDate | LocalMktDate | N | The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date | FIX.4.4 |
| 955 | LegContractSettlMonth | MonthYear | N | Specifies when the contract (i.e. MBS/TBA) will settle. | FIX.4.4 |
| 956 | LegInterestAccrualDate | LocalMktDate | N | The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date | FIX.4.4 |
| end InstrmtLegGrp | |||||
| 336 | TradingSessionID | String | N | Identifier for Trading Session Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc). To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. Values should be bi-laterally agreed to between counterparties. Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section). | FIX.4.4 |
| 625 | TradingSessionSubID | String | N | Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. | FIX.4.4 |
| 58 | Text | String | N | Free format text string (Note: this field does not have a specified maximum length) | FIX.4.4 |
| 354 | EncodedTextLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedText (355) field. | FIX.4.4 |
| 355 | EncodedText | data | N | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field. | FIX.4.4 |
▶
RgstDistInstGrp
ImplicitBlockRepeating
RegistrationInstruction
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 510 | NoDistribInsts | NumInGroup | N | The number of Distribution Instructions on a Registration Instructions message | FIX.4.4 |
| 477 | DistribPaymentMethod | int | N | A code identifying the payment method for a (fractional) distribution. 13 through 998 are reserved for future use Values above 000 are available for use by private agreement among counterparties | FIX.4.4 |
| 512 | DistribPercentage | Percentage | N | The amount of each distribution to go to this beneficiary, expressed as a percentage | FIX.4.4 |
| 478 | CashDistribCurr | Currency | N | Specifies currency to be use for Cash Distributions– see "Appendix 6-A; Valid Currency Codes". | FIX.4.4 |
| 498 | CashDistribAgentName | String | N | Name of local agent bank if for cash distributions | FIX.4.4 |
| 499 | CashDistribAgentCode | String | N | BIC (Bank Identification Code--Swift managed) code of agent bank for cash distributions | FIX.4.4 |
| 500 | CashDistribAgentAcctNumber | String | N | Account number at agent bank for distributions. | FIX.4.4 |
| 501 | CashDistribPayRef | String | N | Free format Payment reference to assist with reconciliation of distributions. | FIX.4.4 |
| 502 | CashDistribAgentAcctName | String | N | Name of account at agent bank for distributions. | FIX.4.4 |
▶
RgstDtlsGrp
ImplicitBlockRepeating
RegistrationInstruction
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 473 | NoRegistDtls | NumInGroup | N | The number of registration details on a Registration Instructions message | FIX.4.4 |
| 509 | RegistDtls | String | N | Set of Registration name and address details, possibly including phone, fax etc. | FIX.4.4 |
| 511 | RegistEmail | String | N | Email address relating to Registration name and address details | FIX.4.4 |
| 474 | MailingDtls | String | N | Set of Correspondence address details, possibly including phone, fax, etc. | FIX.4.4 |
| 482 | MailingInst | String | N | Free format text to specify mailing instruction requirements, e.g. "no third party mailings". | FIX.4.4 |
| ⟳ NestedParties [Repeating Group] | N | 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. | FIX.4.4 | ||
| 539 | NoNestedPartyIDs | NumInGroup | N | Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole | FIX.4.3 |
| 524 | NestedPartyID | String | N | Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| 525 | NestedPartyIDSource | char | N | Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| 538 | NestedPartyRole | int | N | Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| ⟳ NstdPtysSubGrp [Repeating Group] | N | Repeating group of NestedParty sub-identifiers. | FIX.4.4 | ||
| 804 | NoNestedPartySubIDs | NumInGroup | N | Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries | FIX.4.4 |
| 545 | NestedPartySubID | String | N | PartySubID value within a nested repeating group. Same values as PartySubID (523) | FIX.4.4 |
| 805 | NestedPartySubIDType | int | N | Type of NestedPartySubID (545) value. Same values as PartySubIDType (803) | FIX.4.4 |
| end NstdPtysSubGrp | |||||
| end NestedParties | |||||
| 522 | OwnerType | int | N | Identifies the type of owner | FIX.4.4 |
| 486 | DateOfBirth | LocalMktDate | N | The date of birth applicable to the individual, e.g. required to open some types of tax-exempt account. | FIX.4.4 |
| 475 | InvestorCountryOfResidence | Country | N | The ISO 366 Country code (2 character) identifying which country the beneficial investor is resident for tax purposes. | FIX.4.4 |
▶
RoutingGrp
ImplicitBlockRepeating
Common
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 215 | NoRoutingIDs | NumInGroup | N | Number of repeating groups of RoutingID (27) and RoutingType (26) values. See Volume 3: "Pre-Trade Message Targeting/Routing" | FIX.4.4 |
| 216 | RoutingType | int | N | Indicates the type of RoutingID (27) specified | FIX.4.4 |
| 217 | RoutingID | String | N | Assigned value used to identify a specific routing destination. | FIX.4.4 |
▶
SecAltIDGrp
ImplicitBlockRepeating
Common
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 454 | NoSecurityAltID | NumInGroup | N | Number of SecurityAltID (455) entries. | FIX.4.4 |
| 455 | SecurityAltID | String | N | Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource. | FIX.4.4 |
| 456 | SecurityAltIDSource | String | N | Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field | FIX.4.4 |
▶
SecListGrp
ImplicitBlockRepeating
SecurityAndTradingSessionDefinitionOrStatus
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 146 | NoRelatedSym | NumInGroup | N | Specifies the number of repeating symbols specified. | FIX.4.4 |
| ◈ Instrument [Component] | N | 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. | FIX.4.4 | ||
| 55 | Symbol | String | N | Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol. | FIX.4.3 |
| 65 | SymbolSfx | String | N | Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price. | FIX.4.3 |
| 48 | SecurityID | String | N | Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. | FIX.4.3 |
| 22 | SecurityIDSource | String | N | Required if SecurityID is specified. | FIX.4.3 |
| ⟳ SecAltIDGrp [Repeating Group] | N | Number of alternate Security Identifiers | FIX.4.4 | ||
| 454 | NoSecurityAltID | NumInGroup | N | Number of SecurityAltID (455) entries. | FIX.4.4 |
| 455 | SecurityAltID | String | N | Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource. | FIX.4.4 |
| 456 | SecurityAltIDSource | String | N | Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field | FIX.4.4 |
| end SecAltIDGrp | |||||
| 460 | Product | int | N | Indicates the type of product the security is associated with (high-level category) | FIX.4.3 |
| 461 | CFICode | String | N | Indicates 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 |
| 167 | SecurityType | String | N | It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income 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 |
| 762 | SecuritySubType | String | N | Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required. | FIX.4.4 |
| 200 | MaturityMonthYear | MonthYear | N | Specifies 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 |
| 541 | MaturityDate | LocalMktDate | N | Specifies 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 |
| 201 | PutOrCall | int | N | For Options. | FIX.4.4 |
| 224 | CouponPaymentDate | LocalMktDate | N | Date interest is to be paid. Used in identifying Corporate Bond issues. | FIX.4.3 |
| 225 | IssueDate | LocalMktDate | N | Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. | FIX.4.3 |
| 239 | RepoCollateralSecurityType | String | N | (Deprecated, use UnderlyingSecurityType (310) ) | FIX.4.3 |
| 226 | RepurchaseTerm | int | N | (Deprecated, use TerminationType (788) ) | FIX.4.3 |
| 227 | RepurchaseRate | Percentage | N | (Deprecated, use Price (44) ) | FIX.4.3 |
| 228 | Factor | float | N | For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value | FIX.4.3 |
| 255 | CreditRating | String | N | An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 543 | InstrRegistry | String | N | The 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 |
| 470 | CountryOfIssue | Country | N | ISO 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 |
| 471 | StateOrProvinceOfIssue | String | N | A two-character state or province abbreviation. | FIX.4.3 |
| 472 | LocaleOfIssue | String | N | The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). | FIX.4.3 |
| 240 | RedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 202 | StrikePrice | Price | N | Used for derivatives, such as options and covered warrants | FIX.4.3 |
| 947 | StrikeCurrency | Currency | N | Used for derivatives | FIX.4.4 |
| 206 | OptAttribute | char | N | Used 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 |
| 231 | ContractMultiplier | float | N | For 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 |
| 223 | CouponRate | Percentage | N | For Fixed Income. | FIX.4.3 |
| 207 | SecurityExchange | Exchange | N | Can be used to identify the security. | FIX.4.3 |
| 106 | Issuer | String | N | Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values" | FIX.4.3 |
| 348 | EncodedIssuerLen | Length | N | Must be set if EncodedIssuer field is specified and must immediately precede it. | FIX.4.3 |
| 349 | EncodedIssuer | data | N | Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. | FIX.4.3 |
| 107 | SecurityDesc | String | N | Security description. | FIX.4.3 |
| 350 | EncodedSecurityDescLen | Length | N | Must be set if EncodedSecurityDesc field is specified and must immediately precede it. | FIX.4.3 |
| 351 | EncodedSecurityDesc | data | N | Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. | FIX.4.3 |
| 691 | Pool | String | N | Identifies MBS / ABS pool | FIX.4.4 |
| 667 | ContractSettlMonth | MonthYear | N | Must be present for MBS/TBA | FIX.4.4 |
| 875 | CPProgram | int | N | The program under which a commercial paper is issued | FIX.4.4 |
| 876 | CPRegType | String | N | The registration type of a commercial paper issuance | FIX.4.4 |
| ⟳ EvntGrp [Repeating Group] | N | Number of repeating EventType group entries. | FIX.4.4 | ||
| 864 | NoEvents | NumInGroup | N | Number of repeating EventType entries. | FIX.4.4 |
| 865 | EventType | int | N | Code to represent the type of event | FIX.4.4 |
| 866 | EventDate | LocalMktDate | N | Date of event | FIX.4.4 |
| 867 | EventPx | Price | N | Predetermined price of issue at event, if applicable | FIX.4.4 |
| 868 | EventText | String | N | Comments related to the event. | FIX.4.4 |
| end EvntGrp | |||||
| 873 | DatedDate | LocalMktDate | N | If different from IssueDate | FIX.4.4 |
| 874 | InterestAccrualDate | LocalMktDate | N | If different from IssueDate and DatedDate | FIX.4.4 |
| ◈ InstrumentExtension [Component] | N | The InstrumentExtension component block identifies additional security attributes that are more commonly found for Fixed Income securities. | FIX.4.4 | ||
| 668 | DeliveryForm | int | N | Identifies the form of delivery. | FIX.4.4 |
| 869 | PctAtRisk | Percentage | N | Percent at risk due to lowest possible call. | FIX.4.4 |
| ⟳ AttrbGrp [Repeating Group] | N | Number of repeating InstrAttrib group entries. | FIX.4.4 | ||
| 870 | NoInstrAttrib | NumInGroup | N | Number of repeating InstrAttribType entries. | FIX.4.4 |
| 871 | InstrAttribType | int | N | Code to represent the type of instrument attribute | FIX.4.4 |
| 872 | InstrAttribValue | String | N | Attribute value appropriate to the InstrAttribType (87) field. | FIX.4.4 |
| end AttrbGrp | |||||
| ◈ FinancingDetails [Component] | N | Component block is optionally used only for financing deals to identify the legal agreement under which the deal was made and other unique characteristics of the transaction. The AgreementDesc field refers to base standard documents such as MRA 1996 Repurchase Agreement, GMRA 2000 Bills Transaction (U.K.), MSLA 1993 Securities Loan – Amended 1998, for example. | FIX.4.4 | ||
| 913 | AgreementDesc | String | N | The full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this deal | FIX.4.4 |
| 914 | AgreementID | String | N | A common reference to the applicable standing agreement between the principals | FIX.4.4 |
| 915 | AgreementDate | LocalMktDate | N | A reference to the date the underlying agreement was executed. | FIX.4.4 |
| 918 | AgreementCurrency | Currency | N | Currency of the underlying agreement. | FIX.4.4 |
| 788 | TerminationType | int | N | For Repos the timing or method for terminating the agreement. | FIX.4.4 |
| 916 | StartDate | LocalMktDate | N | Settlement date of the beginning of the deal | FIX.4.4 |
| 917 | EndDate | LocalMktDate | N | Repayment / repurchase date | FIX.4.4 |
| 919 | DeliveryType | int | N | Delivery or custody arrangement for the underlying securities | FIX.4.4 |
| 898 | MarginRatio | Percentage | N | Percentage of cash value that underlying security collateral must meet. | FIX.4.4 |
| ⟳ UndInstrmtGrp [Repeating Group] | N | FIX.4.4 | |||
| 711 | NoUnderlyings | NumInGroup | N | Number of underlying legs that make up the security. | FIX.4.4 |
| ◈ UnderlyingInstrument [Component] | N | 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. | FIX.4.4 | ||
| 311 | UnderlyingSymbol | String | N | Underlying security’s Symbol. See Symbol (55) field for description | FIX.4.3 |
| 312 | UnderlyingSymbolSfx | String | N | Underlying security’s SymbolSfx. See SymbolSfx (65) field for description | FIX.4.3 |
| 309 | UnderlyingSecurityID | String | N | Underlying security’s SecurityID. See SecurityID (48) field for description | FIX.4.3 |
| 305 | UnderlyingSecurityIDSource | String | N | Underlying security’s SecurityIDSource. Valid values: see SecurityIDSource (22) field | FIX.4.3 |
| ⟳ UndSecAltIDGrp [Repeating Group] | N | FIX.4.4 | |||
| 457 | NoUnderlyingSecurityAltID | NumInGroup | N | Number of UnderlyingSecurityAltID (458) entries. | FIX.4.4 |
| 458 | UnderlyingSecurityAltID | String | N | Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource. | FIX.4.4 |
| 459 | UnderlyingSecurityAltIDSource | String | N | Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field | FIX.4.4 |
| end UndSecAltIDGrp | |||||
| 462 | UnderlyingProduct | int | N | Underlying security’s Product. Valid values: see Product(460) field | FIX.4.3 |
| 463 | UnderlyingCFICode | String | N | Underlying security’s CFICode. Valid values: see CFICode (46)field | FIX.4.3 |
| 310 | UnderlyingSecurityType | String | N | Underlying security’s SecurityType. Valid values: see SecurityType (67) field (see below for details concerning this fields use in conjunction with SecurityType=REPO) The following applies when used in conjunction with SecurityType=REPO Represents the general or specific type of security that underlies a financing agreement Valid values for SecurityType=REPO: TREASURY = Federal government or treasury PROVINCE = State, province, region, etc. AGENCY = Federal agency MORTGAGE = Mortgage passthrough CP = Commercial paper CORP = Corporate EQUITY = Equity SUPRA = Supra-national agency CASH If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or <UnderlyingStipulations> block e.g.: SecurityType=REPO UnderlyingSecurityType=MORTGAGE UnderlyingIssuer=GNMA or SecurityType=REPO UnderlyingSecurityType=AGENCY UnderlyingIssuer=CA Housing Trust UnderlyingCountryOfIssue=CA or SecurityType=REPO UnderlyingSecurityType=CORP UnderlyingNoStipulations= UnderlyingStipulationType=RATING UnderlyingStipulationValue=>bbb- | FIX.4.3 |
| 763 | UnderlyingSecuritySubType | String | N | Underlying security’s SecuritySubType. See SecuritySubType (762) field for description | FIX.4.4 |
| 313 | UnderlyingMaturityMonthYear | MonthYear | N | Underlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description | FIX.4.3 |
| 542 | UnderlyingMaturityDate | LocalMktDate | N | Underlying security’s maturity date. See MaturityDate (54) field for description | FIX.4.3 |
| 315 | UnderlyingPutOrCall | int | N | Underlying security’s PutOrCall. See PutOrCall field for description | FIX.4.3 |
| 241 | UnderlyingCouponPaymentDate | LocalMktDate | N | Underlying security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 242 | UnderlyingIssueDate | LocalMktDate | N | Underlying security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 243 | UnderlyingRepoCollateralSecurityType | String | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 244 | UnderlyingRepurchaseTerm | int | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 245 | UnderlyingRepurchaseRate | Percentage | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 246 | UnderlyingFactor | float | N | Underlying security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 256 | UnderlyingCreditRating | String | N | Underlying security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 595 | UnderlyingInstrRegistry | String | N | Underlying security’s InstrRegistry. See InstrRegistry (543) field for description | FIX.4.3 |
| 592 | UnderlyingCountryOfIssue | Country | N | Underlying security’s CountryOfIssue. See CountryOfIssue (470) field for description | FIX.4.3 |
| 593 | UnderlyingStateOrProvinceOfIssue | String | N | Underlying security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description | FIX.4.3 |
| 594 | UnderlyingLocaleOfIssue | String | N | Underlying security’s LocaleOfIssue. See LocaleOfIssue (472) field for description | FIX.4.3 |
| 247 | UnderlyingRedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 316 | UnderlyingStrikePrice | Price | N | Underlying security’s StrikePrice. See StrikePrice (202) field for description | FIX.4.3 |
| 941 | UnderlyingStrikeCurrency | Currency | N | Currency in which the strike price of an underlying instrument is denominated | FIX.4.4 |
| 317 | UnderlyingOptAttribute | char | N | Underlying security’s OptAttribute. See OptAttribute (206) field for description | FIX.4.3 |
| 436 | UnderlyingContractMultiplier | float | N | Underlying security’s ContractMultiplier. See ContractMultiplier (23) field for description | FIX.4.3 |
| 435 | UnderlyingCouponRate | Percentage | N | Underlying security’s CouponRate. See CouponRate (223) field for description | FIX.4.3 |
| 308 | UnderlyingSecurityExchange | Exchange | N | Underlying security’s SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207) | FIX.4.3 |
| 306 | UnderlyingIssuer | String | N | Underlying security’s Issuer. See Issuer (06) field for description | FIX.4.3 |
| 362 | EncodedUnderlyingIssuerLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field. | FIX.4.3 |
| 363 | EncodedUnderlyingIssuer | data | N | Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field. | FIX.4.3 |
| 307 | UnderlyingSecurityDesc | String | N | Underlying security’s SecurityDesc. See SecurityDesc (07) field for description | FIX.4.3 |
| 364 | EncodedUnderlyingSecurityDescLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field. | FIX.4.3 |
| 365 | EncodedUnderlyingSecurityDesc | data | N | Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field. | FIX.4.3 |
| 877 | UnderlyingCPProgram | String | N | The program under which the underlying commercial paper is issued | FIX.4.4 |
| 878 | UnderlyingCPRegType | String | N | The registration type of the underlying commercial paper issuance | FIX.4.4 |
| 318 | UnderlyingCurrency | Currency | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) | FIX.4.4 |
| 879 | UnderlyingQty | Qty | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.) | FIX.4.4 |
| 810 | UnderlyingPx | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket. | FIX.4.4 |
| 882 | UnderlyingDirtyPrice | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest | FIX.4.4 |
| 883 | UnderlyingEndPrice | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. | FIX.4.4 |
| 884 | UnderlyingStartValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement | FIX.4.4 |
| 885 | UnderlyingCurrentValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral | FIX.4.4 |
| 886 | UnderlyingEndValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement | FIX.4.4 |
| ⟳ UnderlyingStipulations [Repeating Group] | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block | FIX.4.4 | ||
| 887 | NoUnderlyingStips | NumInGroup | N | Number of underlying stipulation entries | FIX.4.4 |
| 888 | UnderlyingStipType | String | N | Required if NoUnderlyingStips >0 | FIX.4.4 |
| 889 | UnderlyingStipValue | String | N | Value of stipulation. Same values as StipulationValue (234) | FIX.4.4 |
| end UnderlyingStipulations | |||||
| end UndInstrmtGrp | |||||
| 15 | Currency | Currency | N | Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. | FIX.4.4 |
| ⟳ Stipulations [Repeating Group] | N | 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. | FIX.4.4 | ||
| 232 | NoStipulations | NumInGroup | N | Number of stipulation entries (Note tag # was reserved in FIX 4.1, added in FIX 4.3). | FIX.4.3 |
| 233 | StipulationType | String | N | Required if NoStipulations >0 | FIX.4.3 |
| 234 | StipulationValue | String | N | For Fixed Income. Value of stipulation. The expression can be an absolute single value or a combination of values and logical operators: < value > value <= value >= value value value – value2 value OR value2 value AND value2 YES NO (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| end Stipulations | |||||
| ⟳ InstrmtLegSecListGrp [Repeating Group] | N | FIX.4.4 | |||
| 555 | NoLegs | NumInGroup | N | Number of InstrumentLeg repeating group instances. | FIX.4.4 |
| ◈ InstrumentLeg [Component] | N | 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. | FIX.4.4 | ||
| 600 | LegSymbol | String | N | Multileg instrument's individual security’s Symbol. See Symbol (55) field for description | FIX.4.3 |
| 601 | LegSymbolSfx | String | N | Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description | FIX.4.3 |
| 602 | LegSecurityID | String | N | Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description | FIX.4.3 |
| 603 | LegSecurityIDSource | String | N | Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description | FIX.4.3 |
| ⟳ LegSecAltIDGrp [Repeating Group] | N | FIX.4.4 | |||
| 604 | NoLegSecurityAltID | NumInGroup | N | Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description | FIX.4.4 |
| 605 | LegSecurityAltID | String | N | Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description | FIX.4.4 |
| 606 | LegSecurityAltIDSource | String | N | Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description | FIX.4.4 |
| end LegSecAltIDGrp | |||||
| 607 | LegProduct | int | N | Multileg instrument's individual security’s Product. See Product (460) field for description | FIX.4.3 |
| 608 | LegCFICode | String | N | Multileg instrument's individual security’s CFICode. See CFICode (46) field for description | FIX.4.3 |
| 609 | LegSecurityType | String | N | Multileg instrument's individual security’s SecurityType. See SecurityType (67) field for description | FIX.4.3 |
| 764 | LegSecuritySubType | String | N | SecuritySubType of the leg instrument. See SecuritySubType (762) field for description | FIX.4.4 |
| 610 | LegMaturityMonthYear | MonthYear | N | Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description | FIX.4.3 |
| 611 | LegMaturityDate | LocalMktDate | N | Multileg instrument's individual security’s MaturityDate. See MaturityDate (54) field for description | FIX.4.3 |
| 248 | LegCouponPaymentDate | LocalMktDate | N | Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 249 | LegIssueDate | LocalMktDate | N | Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 250 | LegRepoCollateralSecurityType | String | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 251 | LegRepurchaseTerm | int | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 252 | LegRepurchaseRate | Percentage | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 253 | LegFactor | float | N | Multileg instrument's individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 257 | LegCreditRating | String | N | Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 599 | LegInstrRegistry | String | N | Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description | FIX.4.3 |
| 596 | LegCountryOfIssue | Country | N | Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description | FIX.4.3 |
| 597 | LegStateOrProvinceOfIssue | String | N | Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description | FIX.4.3 |
| 598 | LegLocaleOfIssue | String | N | Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description | FIX.4.3 |
| 254 | LegRedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 612 | LegStrikePrice | Price | N | Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description | FIX.4.3 |
| 942 | LegStrikeCurrency | Currency | N | Currency in which the strike price of a instrument leg of a multileg instrument is denominated | FIX.4.4 |
| 613 | LegOptAttribute | char | N | Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description | FIX.4.3 |
| 614 | LegContractMultiplier | float | N | Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for description | FIX.4.3 |
| 615 | LegCouponRate | Percentage | N | Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description | FIX.4.3 |
| 616 | LegSecurityExchange | Exchange | N | Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description | FIX.4.3 |
| 617 | LegIssuer | String | N | Multileg instrument's individual security’s Issuer. See Issuer (106) field for description | FIX.4.3 |
| 618 | EncodedLegIssuerLen | Length | N | Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description | FIX.4.3 |
| 619 | EncodedLegIssuer | data | N | Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description | FIX.4.3 |
| 620 | LegSecurityDesc | String | N | Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for description | FIX.4.3 |
| 621 | EncodedLegSecurityDescLen | Length | N | Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description | FIX.4.3 |
| 622 | EncodedLegSecurityDesc | data | N | Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description | FIX.4.3 |
| 623 | LegRatioQty | float | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.3 |
| 624 | LegSide | char | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.3 |
| 556 | LegCurrency | Currency | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.4 |
| 740 | LegPool | String | N | Identifies MBS / ABS pool | FIX.4.4 |
| 739 | LegDatedDate | LocalMktDate | N | The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date | FIX.4.4 |
| 955 | LegContractSettlMonth | MonthYear | N | Specifies when the contract (i.e. MBS/TBA) will settle. | FIX.4.4 |
| 956 | LegInterestAccrualDate | LocalMktDate | N | The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date | FIX.4.4 |
| 690 | LegSwapType | int | N | For Fixed Income, used instead of LegQty (687) or LegOrderQty (685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap. | FIX.4.4 |
| 587 | LegSettlType | char | N | Refer to values for SettlType[63] | FIX.4.4 |
| ⟳ LegStipulations [Repeating Group] | N | The LegStipulations component block has the same usage as the Stipulations component block, but for a leg instrument in a multi-legged security. | FIX.4.4 | ||
| 683 | NoLegStipulations | NumInGroup | N | Number of leg stipulation entries | FIX.4.4 |
| 688 | LegStipulationType | String | N | Required if NoLegStipulations >0 | FIX.4.4 |
| 689 | LegStipulationValue | String | N | For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values | FIX.4.4 |
| end LegStipulations | |||||
| ◈ LegBenchmarkCurveData [Component] | N | The LegBenchmarkCurveData is used to convey the benchmark information used for pricing in a multi-legged Fixed Income security. | FIX.4.4 | ||
| 676 | LegBenchmarkCurveCurrency | Currency | N | LegBenchmarkPrice (679) currency See BenchmarkCurveCurrency (220) for description and valid values. | FIX.4.4 |
| 677 | LegBenchmarkCurveName | String | N | Name of the Leg Benchmark Curve. See BenchmarkCurveName (22) for description and valid values. | FIX.4.4 |
| 678 | LegBenchmarkCurvePoint | String | N | Identifies the point on the Leg Benchmark Curve. See BenchmarkCurvePoint (222) for description and valid values. | FIX.4.4 |
| 679 | LegBenchmarkPrice | Price | N | Used to identify the price of the benchmark security. See BenchmarkPrice (662) for description and valid values. | FIX.4.4 |
| 680 | LegBenchmarkPriceType | int | N | The price type of the LegBenchmarkPrice. See BenchmarkPriceType (663) for description and valid values. | FIX.4.4 |
| end InstrmtLegSecListGrp | |||||
| ◈ SpreadOrBenchmarkCurveData [Component] | N | The SpreadOrBenchmarkCurveData component block is primarily used for Fixed Income to convey spread to a benchmark security or curve. | FIX.4.4 | ||
| 218 | Spread | PriceOffset | N | For Fixed Income | FIX.4.3 |
| 220 | BenchmarkCurveCurrency | Currency | N | Identifies currency used for benchmark curve. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 221 | BenchmarkCurveName | String | N | Name of benchmark curve. | FIX.4.3 |
| 222 | BenchmarkCurvePoint | String | N | Point on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED". Sample values: M = combination of a number between 1-12 and a "M" for month Y = combination of number between 1-100 and a "Y" for year} 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon See Fixed Income-specific documentation at http://www.fixprotocol.org for additional values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 662 | BenchmarkPrice | Price | N | Specifies the price of the benchmark. | FIX.4.4 |
| 663 | BenchmarkPriceType | int | N | Must be present if BenchmarkPrice is used. | FIX.4.4 |
| 699 | BenchmarkSecurityID | String | N | The identifier of the benchmark security, e.g. Treasury against Corporate bond. | FIX.4.4 |
| 761 | BenchmarkSecurityIDSource | String | N | Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block. | FIX.4.4 |
| ◈ YieldData [Component] | N | The YieldData component block conveys yield information for a given Fixed Income security. | FIX.4.4 | ||
| 235 | YieldType | String | N | Type of yield | FIX.4.3 |
| 236 | Yield | Percentage | N | Yield percentage. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 701 | YieldCalcDate | LocalMktDate | N | Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day. | FIX.4.4 |
| 696 | YieldRedemptionDate | LocalMktDate | N | Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date). | FIX.4.4 |
| 697 | YieldRedemptionPrice | Price | N | Price to which the yield has been calculated. | FIX.4.4 |
| 698 | YieldRedemptionPriceType | int | N | The price type of the YieldRedemptionPrice (697) See PriceType (423) for description and valid values. | FIX.4.4 |
| 561 | RoundLot | Qty | N | The trading lot size of a security | FIX.4.4 |
| 562 | MinTradeVol | Qty | N | The minimum trading volume for a security | FIX.4.4 |
| 336 | TradingSessionID | String | N | Identifier for Trading Session Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc). To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. Values should be bi-laterally agreed to between counterparties. Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section). | FIX.4.4 |
| 625 | TradingSessionSubID | String | N | Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. | FIX.4.4 |
| 827 | ExpirationCycle | int | N | Part of trading cycle when an instrument expires. Field is applicable for derivatives. | FIX.4.4 |
| 58 | Text | String | N | Free format text string (Note: this field does not have a specified maximum length) | FIX.4.4 |
| 354 | EncodedTextLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedText (355) field. | FIX.4.4 |
| 355 | EncodedText | data | N | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field. | FIX.4.4 |
▶
SecTypesGrp
ImplicitBlockRepeating
SecurityAndTradingSessionDefinitionOrStatus
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 558 | NoSecurityTypes | NumInGroup | N | Number of Security Type repeating group instances. | FIX.4.4 |
| 167 | SecurityType | String | N | Indicates type of security. See also the Product (460) and CFICode (46) fields. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Example values (grouped by Product field value) (Note: additional values may be used by mutual agreement of the counterparties): * Identify the Issuer in the "Issuer" field(06) *** REPLACED values - See "Replaced Features and Supported Approach" *** NOTE: Additional values may be used by mutual agreement of the counterparties) | FIX.4.4 |
| 762 | SecuritySubType | String | N | Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="REPO"). Example Values: General = General Collateral (for SecurityType=REPO) For SecurityType="MLEG" markets can provide the name of the option or futures strategy, such as Calendar, Vertical, Butterfly, etc. NOTE: Additional values may be used by mutual agreement of the counterparties | FIX.4.4 |
| 460 | Product | int | N | Indicates the type of product the security is associated with. See also the CFICode (46) and SecurityType (67) fields. | FIX.4.4 |
| 461 | CFICode | String | N | Indicates the type of security using ISO 0962 standard, Classification of Financial Instruments (CFI code) values. ISO 0962 is maintained by ANNA (Association of National Numbering Agencies) acting as Registration Authority. See "Appendix 6-B FIX Fields Based Upon Other Standards". See also the Product (460) and SecurityType (67) fields. It is recommended that CFICode be used instead of SecurityType (67) for non-Fixed Income instruments. A subset of possible values applicable to FIX usage are identified in "Appendix 6-D CFICode Usage - ISO 0962 Classification of Financial Instruments (CFI code)" | FIX.4.4 |
▶
SettlInstGrp
ImplicitBlockRepeating
SettlementInstruction
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 778 | NoSettlInst | NumInGroup | N | Number of settlement instructions within repeating group. | FIX.4.4 |
| 162 | SettlInstID | String | N | Unique identifier for Settlement Instruction. | FIX.4.4 |
| 163 | SettlInstTransType | char | N | Settlement Instructions message transaction type | FIX.4.4 |
| 214 | SettlInstRefID | String | N | Reference identifier for the SettlInstID (62) with Cancel and Replace SettlInstTransType (63) transaction types. | FIX.4.4 |
| ⟳ Parties [Repeating Group] | N | 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. | FIX.4.4 | ||
| 453 | NoPartyIDs | NumInGroup | N | Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole | FIX.4.3 |
| 448 | PartyID | String | N | Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0. | FIX.4.3 |
| 447 | PartyIDSource | char | N | Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0. | FIX.4.3 |
| 452 | PartyRole | int | N | Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0. | FIX.4.3 |
| ⟳ PtysSubGrp [Repeating Group] | N | Repeating group of Party sub-identifiers. | FIX.4.4 | ||
| 802 | NoPartySubIDs | NumInGroup | N | Number of PartySubID (523)and PartySubIDType (803) entries | FIX.4.4 |
| 523 | PartySubID | String | N | Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole. | FIX.4.4 |
| 803 | PartySubIDType | int | N | Type of PartySubID (523) value 4000+ = Reserved and available for bi-laterally agreed upon user defined values | FIX.4.4 |
| end PtysSubGrp | |||||
| end Parties | |||||
| 54 | Side | char | N | Side of order | FIX.4.4 |
| 460 | Product | int | N | Indicates the type of product the security is associated with. See also the CFICode (46) and SecurityType (67) fields. | FIX.4.4 |
| 167 | SecurityType | String | N | Indicates type of security. See also the Product (460) and CFICode (46) fields. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Example values (grouped by Product field value) (Note: additional values may be used by mutual agreement of the counterparties): * Identify the Issuer in the "Issuer" field(06) *** REPLACED values - See "Replaced Features and Supported Approach" *** NOTE: Additional values may be used by mutual agreement of the counterparties) | FIX.4.4 |
| 461 | CFICode | String | N | Indicates the type of security using ISO 0962 standard, Classification of Financial Instruments (CFI code) values. ISO 0962 is maintained by ANNA (Association of National Numbering Agencies) acting as Registration Authority. See "Appendix 6-B FIX Fields Based Upon Other Standards". See also the Product (460) and SecurityType (67) fields. It is recommended that CFICode be used instead of SecurityType (67) for non-Fixed Income instruments. A subset of possible values applicable to FIX usage are identified in "Appendix 6-D CFICode Usage - ISO 0962 Classification of Financial Instruments (CFI code)" | FIX.4.4 |
| 168 | EffectiveTime | UTCTimestamp | N | Time the details within the message should take effect (always expressed in UTC (Universal Time Coordinated, also known as "GMT") | FIX.4.4 |
| 126 | ExpireTime | UTCTimestamp | N | Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT") The meaning of expiration is specific to the context where the field is used. For orders, this is the expiration time of a Good Til Date TimeInForce. For Quotes - this is the expiration of the quote. Expiration time is provided across the quote message dialog to control the length of time of the overall quoting process. For collateral requests, this is the time by which collateral must be assigned. For collateral assignments, this is the time by which a response to the assignment is expected. | FIX.4.4 |
| 779 | LastUpdateTime | UTCTimestamp | N | Timestamp of last update to data item (or creation if no updates made since creation). | FIX.4.4 |
| ◈ SettlInstructionsData [Component] | N | The SettlInstructionsData component block is used to convey key information regarding standing settlement and delivery instructions. It also provides a reference to standing settlement details regarding the source, delivery instructions, and settlement parties | FIX.4.4 | ||
| 172 | SettlDeliveryType | int | N | Required if AllocSettlInstType = 1 or 2 | FIX.4.4 |
| 169 | StandInstDbType | int | N | Required if AllocSettlInstType = 3 (should not be populated otherwise) | FIX.4.4 |
| 170 | StandInstDbName | String | N | Required if AllocSettlInstType = 3 (should not be populated otherwise) | FIX.4.4 |
| 171 | StandInstDbID | String | N | Identifier used within the StandInstDbType Required if AllocSettlInstType = 3 (should not be populated otherwise) | FIX.4.4 |
| ⟳ DlvyInstGrp [Repeating Group] | N | Required (and must be > 0) if AllocSettlInstType = 2 (should not be populated otherwise) | FIX.4.4 | ||
| 85 | NoDlvyInst | NumInGroup | N | Number of delivery instruction fields in repeating group. Note this field was removed in FIX 4.1 and reinstated in FIX 4.4. | FIX.4.4 |
| 165 | SettlInstSource | char | N | Indicates source of Settlement Instructions | FIX.4.4 |
| 787 | DlvyInstType | char | N | Used to indicate whether a delivery instruction is used for securities or cash settlement | FIX.4.4 |
| ⟳ SettlParties [Repeating Group] | N | The SettlParties component block is used in a similar manner as Parties Block within the context of settlement instruction messages to distinguish between parties involved in the settlement and parties who are expected to execute the settlement process. | FIX.4.4 | ||
| 781 | NoSettlPartyIDs | NumInGroup | N | Repeating group below should contain unique combinations of SettlPartyID, SettlPartyIDSource, and SettlPartyRole | FIX.4.4 |
| 782 | SettlPartyID | String | N | Used to identify source of SettlPartyID. Required if SettlPartyIDSource is specified. Required if NoSettlPartyIDs > 0. | FIX.4.4 |
| 783 | SettlPartyIDSource | char | N | Used to identify class source of SettlPartyID value (e.g. BIC). Required if SettlPartyID is specified. Required if NoSettlPartyIDs > 0. | FIX.4.4 |
| 784 | SettlPartyRole | int | N | Identifies the type of SettlPartyID (e.g. Executing Broker). Required if NoSettlPartyIDs > 0. | FIX.4.4 |
| ⟳ SettlPtysSubGrp [Repeating Group] | N | Repeating group of SettlParty sub-identifiers. | FIX.4.4 | ||
| 801 | NoSettlPartySubIDs | NumInGroup | N | Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries | FIX.4.4 |
| 785 | SettlPartySubID | String | N | PartySubID value within a settlement parties component. Same values as PartySubID (523) | FIX.4.4 |
| 786 | SettlPartySubIDType | int | N | Type of SettlPartySubID (785) value. Same values as PartySubIDType (803) | FIX.4.4 |
| end SettlPtysSubGrp | |||||
| end SettlParties | |||||
| end DlvyInstGrp | |||||
| 492 | PaymentMethod | int | N | A code identifying the Settlement payment method. 16 through 998 are reserved for future use Values above 000 are available for use by private agreement among counterparties | FIX.4.4 |
| 476 | PaymentRef | String | N | "Settlement Payment Reference" – A free format Payment reference to assist with reconciliation, e.g. a Client and/or Order ID number. | FIX.4.4 |
| 488 | CardHolderName | String | N | The name of the payment card holder as specified on the card being used for payment. | FIX.4.4 |
| 489 | CardNumber | String | N | The number of the payment card as specified on the card being used for payment. | FIX.4.4 |
| 503 | CardStartDate | LocalMktDate | N | The start date of the card as specified on the card being used for payment. | FIX.4.4 |
| 490 | CardExpDate | LocalMktDate | N | The expiry date of the payment card as specified on the card being used for payment. | FIX.4.4 |
| 491 | CardIssNum | String | N | The issue number of the payment card as specified on the card being used for payment. This is only applicable to certain types of card. | FIX.4.4 |
| 504 | PaymentDate | LocalMktDate | N | The date written on a cheque or date payment should be submitted to the relevant clearing system. | FIX.4.4 |
| 505 | PaymentRemitterID | String | N | Identifies sender of a payment, e.g. the payment remitter or a customer reference number. | FIX.4.4 |
▶
SettlInstructionsData
Block
Common
The SettlInstructionsData component block is used to convey key information regarding standing settlement and delivery instructions. It also provides a reference to standing settlement details regarding the source, delivery instructions, and settlement parties
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 172 | SettlDeliveryType | int | N | Required if AllocSettlInstType = 1 or 2 | FIX.4.4 |
| 169 | StandInstDbType | int | N | Required if AllocSettlInstType = 3 (should not be populated otherwise) | FIX.4.4 |
| 170 | StandInstDbName | String | N | Required if AllocSettlInstType = 3 (should not be populated otherwise) | FIX.4.4 |
| 171 | StandInstDbID | String | N | Identifier used within the StandInstDbType Required if AllocSettlInstType = 3 (should not be populated otherwise) | FIX.4.4 |
| ⟳ DlvyInstGrp [Repeating Group] | N | Required (and must be > 0) if AllocSettlInstType = 2 (should not be populated otherwise) | FIX.4.4 | ||
| 85 | NoDlvyInst | NumInGroup | N | Number of delivery instruction fields in repeating group. Note this field was removed in FIX 4.1 and reinstated in FIX 4.4. | FIX.4.4 |
| 165 | SettlInstSource | char | N | Indicates source of Settlement Instructions | FIX.4.4 |
| 787 | DlvyInstType | char | N | Used to indicate whether a delivery instruction is used for securities or cash settlement | FIX.4.4 |
| ⟳ SettlParties [Repeating Group] | N | The SettlParties component block is used in a similar manner as Parties Block within the context of settlement instruction messages to distinguish between parties involved in the settlement and parties who are expected to execute the settlement process. | FIX.4.4 | ||
| 781 | NoSettlPartyIDs | NumInGroup | N | Repeating group below should contain unique combinations of SettlPartyID, SettlPartyIDSource, and SettlPartyRole | FIX.4.4 |
| 782 | SettlPartyID | String | N | Used to identify source of SettlPartyID. Required if SettlPartyIDSource is specified. Required if NoSettlPartyIDs > 0. | FIX.4.4 |
| 783 | SettlPartyIDSource | char | N | Used to identify class source of SettlPartyID value (e.g. BIC). Required if SettlPartyID is specified. Required if NoSettlPartyIDs > 0. | FIX.4.4 |
| 784 | SettlPartyRole | int | N | Identifies the type of SettlPartyID (e.g. Executing Broker). Required if NoSettlPartyIDs > 0. | FIX.4.4 |
| ⟳ SettlPtysSubGrp [Repeating Group] | N | Repeating group of SettlParty sub-identifiers. | FIX.4.4 | ||
| 801 | NoSettlPartySubIDs | NumInGroup | N | Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries | FIX.4.4 |
| 785 | SettlPartySubID | String | N | PartySubID value within a settlement parties component. Same values as PartySubID (523) | FIX.4.4 |
| 786 | SettlPartySubIDType | int | N | Type of SettlPartySubID (785) value. Same values as PartySubIDType (803) | FIX.4.4 |
| end SettlPtysSubGrp | |||||
| end SettlParties | |||||
| end DlvyInstGrp | |||||
▶
SettlParties
BlockRepeating
Common
The SettlParties component block is used in a similar manner as Parties Block within the context of settlement instruction messages to distinguish between parties involved in the settlement and parties who are expected to execute the settlement process.
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 781 | NoSettlPartyIDs | NumInGroup | N | Repeating group below should contain unique combinations of SettlPartyID, SettlPartyIDSource, and SettlPartyRole | FIX.4.4 |
| 782 | SettlPartyID | String | N | Used to identify source of SettlPartyID. Required if SettlPartyIDSource is specified. Required if NoSettlPartyIDs > 0. | FIX.4.4 |
| 783 | SettlPartyIDSource | char | N | Used to identify class source of SettlPartyID value (e.g. BIC). Required if SettlPartyID is specified. Required if NoSettlPartyIDs > 0. | FIX.4.4 |
| 784 | SettlPartyRole | int | N | Identifies the type of SettlPartyID (e.g. Executing Broker). Required if NoSettlPartyIDs > 0. | FIX.4.4 |
| ⟳ SettlPtysSubGrp [Repeating Group] | N | Repeating group of SettlParty sub-identifiers. | FIX.4.4 | ||
| 801 | NoSettlPartySubIDs | NumInGroup | N | Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries | FIX.4.4 |
| 785 | SettlPartySubID | String | N | PartySubID value within a settlement parties component. Same values as PartySubID (523) | FIX.4.4 |
| 786 | SettlPartySubIDType | int | N | Type of SettlPartySubID (785) value. Same values as PartySubIDType (803) | FIX.4.4 |
| end SettlPtysSubGrp | |||||
▶
SettlPtysSubGrp
ImplicitBlockRepeating
Common
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 801 | NoSettlPartySubIDs | NumInGroup | N | Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries | FIX.4.4 |
| 785 | SettlPartySubID | String | N | PartySubID value within a settlement parties component. Same values as PartySubID (523) | FIX.4.4 |
| 786 | SettlPartySubIDType | int | N | Type of SettlPartySubID (785) value. Same values as PartySubIDType (803) | FIX.4.4 |
▶
SideCrossOrdCxlGrp
ImplicitBlockRepeating
CrossOrders
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 552 | NoSides | NumInGroup | Y | Number of Side repeating group instances. | FIX.4.4 |
| 54 | Side | char | Y | Side of order | FIX.4.4 |
| 41 | OrigClOrdID | String | Y | ClOrdID () of the previous order (NOT the initial order of the day) as assigned by the institution, used to identify the previous order in cancel and cancel/replace requests. | FIX.4.4 |
| 11 | ClOrdID | String | Y | Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field. | FIX.4.4 |
| 526 | SecondaryClOrdID | String | N | Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. | FIX.4.4 |
| 583 | ClOrdLinkID | String | N | Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade. | FIX.4.4 |
| 586 | OrigOrdModTime | UTCTimestamp | N | The most recent (or current) modification TransactTime (tag 60) reported on an Execution Report for the order. The OrigOrdModTime is provided as an optional field on Order Cancel Request and Order Cancel Replace Requests to identify that the state of the order has not changed since the request was issued. This is provided to support markets similar to Eurex and A/C/E. | FIX.4.4 |
| ⟳ Parties [Repeating Group] | N | 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. | FIX.4.4 | ||
| 453 | NoPartyIDs | NumInGroup | N | Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole | FIX.4.3 |
| 448 | PartyID | String | N | Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0. | FIX.4.3 |
| 447 | PartyIDSource | char | N | Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0. | FIX.4.3 |
| 452 | PartyRole | int | N | Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0. | FIX.4.3 |
| ⟳ PtysSubGrp [Repeating Group] | N | Repeating group of Party sub-identifiers. | FIX.4.4 | ||
| 802 | NoPartySubIDs | NumInGroup | N | Number of PartySubID (523)and PartySubIDType (803) entries | FIX.4.4 |
| 523 | PartySubID | String | N | Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole. | FIX.4.4 |
| 803 | PartySubIDType | int | N | Type of PartySubID (523) value 4000+ = Reserved and available for bi-laterally agreed upon user defined values | FIX.4.4 |
| end PtysSubGrp | |||||
| end Parties | |||||
| 229 | TradeOriginationDate | LocalMktDate | N | Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.4 |
| 75 | TradeDate | LocalMktDate | N | Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade). | FIX.4.4 |
| ◈ OrderQtyData [Component] | Y | 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). | FIX.4.4 | ||
| 38 | OrderQty | Qty | N | 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 |
| 152 | CashOrderQty | Qty | N | 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. 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 |
| 516 | OrderPercent | Percentage | N | For 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 |
| 468 | RoundingDirection | char | N | For CIV - Optional | FIX.4.3 |
| 469 | RoundingModulus | float | N | For CIV - Optional | FIX.4.3 |
| 376 | ComplianceID | String | N | ID used to represent this transaction for compliance purposes (e.g. OATS reporting). | FIX.4.4 |
| 58 | Text | String | N | Free format text string (Note: this field does not have a specified maximum length) | FIX.4.4 |
| 354 | EncodedTextLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedText (355) field. | FIX.4.4 |
| 355 | EncodedText | data | N | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field. | FIX.4.4 |
▶
SideCrossOrdModGrp
ImplicitBlockRepeating
CrossOrders
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 552 | NoSides | NumInGroup | Y | Number of Side repeating group instances. | FIX.4.4 |
| 54 | Side | char | Y | Side of order | FIX.4.4 |
| 11 | ClOrdID | String | Y | Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field. | FIX.4.4 |
| 526 | SecondaryClOrdID | String | N | Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. | FIX.4.4 |
| 583 | ClOrdLinkID | String | N | Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade. | FIX.4.4 |
| ⟳ Parties [Repeating Group] | N | 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. | FIX.4.4 | ||
| 453 | NoPartyIDs | NumInGroup | N | Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole | FIX.4.3 |
| 448 | PartyID | String | N | Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0. | FIX.4.3 |
| 447 | PartyIDSource | char | N | Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0. | FIX.4.3 |
| 452 | PartyRole | int | N | Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0. | FIX.4.3 |
| ⟳ PtysSubGrp [Repeating Group] | N | Repeating group of Party sub-identifiers. | FIX.4.4 | ||
| 802 | NoPartySubIDs | NumInGroup | N | Number of PartySubID (523)and PartySubIDType (803) entries | FIX.4.4 |
| 523 | PartySubID | String | N | Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole. | FIX.4.4 |
| 803 | PartySubIDType | int | N | Type of PartySubID (523) value 4000+ = Reserved and available for bi-laterally agreed upon user defined values | FIX.4.4 |
| end PtysSubGrp | |||||
| end Parties | |||||
| 229 | TradeOriginationDate | LocalMktDate | N | Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.4 |
| 75 | TradeDate | LocalMktDate | N | Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade). | FIX.4.4 |
| 1 | Account | String | N | Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. | FIX.4.4 |
| 660 | AcctIDSource | int | N | Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system. | FIX.4.4 |
| 581 | AccountType | int | N | Type of account associated with an order | FIX.4.4 |
| 589 | DayBookingInst | char | N | Indicates whether or not automatic booking can occur. | FIX.4.4 |
| 590 | BookingUnit | char | N | Indicates what constitutes a bookable unit. | FIX.4.4 |
| 591 | PreallocMethod | char | N | Indicates the method of preallocation. | FIX.4.4 |
| 70 | AllocID | String | N | Unique identifier for allocation message. (Prior to FIX 4.1 this field was of type int) | FIX.4.4 |
| ⟳ PreAllocGrp [Repeating Group] | N | FIX.4.4 | |||
| 78 | NoAllocs | NumInGroup | N | Number of repeating AllocAccount (79)/AllocPrice (366) entries. | FIX.4.4 |
| 79 | AllocAccount | String | N | Sub-account mnemonic | FIX.4.4 |
| 661 | AllocAcctIDSource | int | N | Used to identify the source of the AllocAccount (79) code. See AcctIDSource (660) for valid values. | FIX.4.4 |
| 736 | AllocSettlCurrency | Currency | N | Currency code of settlement denomination for a specific AllocAccount (79). | FIX.4.4 |
| 467 | IndividualAllocID | String | N | Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount). | FIX.4.4 |
| ⟳ NestedParties [Repeating Group] | N | 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. | FIX.4.4 | ||
| 539 | NoNestedPartyIDs | NumInGroup | N | Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole | FIX.4.3 |
| 524 | NestedPartyID | String | N | Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| 525 | NestedPartyIDSource | char | N | Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| 538 | NestedPartyRole | int | N | Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| ⟳ NstdPtysSubGrp [Repeating Group] | N | Repeating group of NestedParty sub-identifiers. | FIX.4.4 | ||
| 804 | NoNestedPartySubIDs | NumInGroup | N | Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries | FIX.4.4 |
| 545 | NestedPartySubID | String | N | PartySubID value within a nested repeating group. Same values as PartySubID (523) | FIX.4.4 |
| 805 | NestedPartySubIDType | int | N | Type of NestedPartySubID (545) value. Same values as PartySubIDType (803) | FIX.4.4 |
| end NstdPtysSubGrp | |||||
| end NestedParties | |||||
| 80 | AllocQty | Qty | N | Quantity to be allocated to specific sub-account (Prior to FIX 4.2 this field was of type int) | FIX.4.4 |
| end PreAllocGrp | |||||
| 854 | QtyType | int | N | Type of quantity specified in a quantity field | FIX.4.4 |
| ◈ OrderQtyData [Component] | Y | 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). | FIX.4.4 | ||
| 38 | OrderQty | Qty | N | 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 |
| 152 | CashOrderQty | Qty | N | 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. 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 |
| 516 | OrderPercent | Percentage | N | For 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 |
| 468 | RoundingDirection | char | N | For CIV - Optional | FIX.4.3 |
| 469 | RoundingModulus | float | N | For CIV - Optional | FIX.4.3 |
| ◈ CommissionData [Component] | N | The CommissionDate component block is used to carry commission information such as the type of commission and the rate. | FIX.4.4 | ||
| 12 | Commission | Amt | N | Commission. Note if CommType (3) is percentage, Commission of 5% should be represented as .05. | FIX.4.3 |
| 13 | CommType | char | N | Commission type | FIX.4.3 |
| 479 | CommCurrency | Currency | N | For CIV - Optional | FIX.4.3 |
| 497 | FundRenewWaiv | char | N | For CIV - Optional | FIX.4.3 |
| 528 | OrderCapacity | char | N | Designates the capacity of the firm placing the order (as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field) (see Volume : "Glossary" for value definitions) | FIX.4.4 |
| 529 | OrderRestrictions | MultipleValueString | N | Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space. | FIX.4.4 |
| 582 | CustOrderCapacity | int | N | Capacity of customer placing the order Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). | FIX.4.4 |
| 121 | ForexReq | Boolean | N | Indicates request for forex accommodation trade to be executed along with security transaction. | FIX.4.4 |
| 120 | SettlCurrency | Currency | N | Currency code of settlement denomination. | FIX.4.4 |
| 775 | BookingType | int | N | Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). | FIX.4.4 |
| 58 | Text | String | N | Free format text string (Note: this field does not have a specified maximum length) | FIX.4.4 |
| 354 | EncodedTextLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedText (355) field. | FIX.4.4 |
| 355 | EncodedText | data | N | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field. | FIX.4.4 |
| 77 | PositionEffect | char | N | Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together. | FIX.4.4 |
| 203 | CoveredOrUncovered | int | N | Used for derivative products, such as options | FIX.4.4 |
| 544 | CashMargin | char | N | Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request. | FIX.4.4 |
| 635 | ClearingFeeIndicator | String | N | Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time. (Values source CBOT, CME, NYBOT, and NYMEX): | FIX.4.4 |
| 377 | SolicitedFlag | Boolean | N | Indicates whether or not the order was solicited. | FIX.4.4 |
| 659 | SideComplianceID | String | N | ID within repeating group of sides which is used to represent this transaction for compliance purposes (e.g. OATS reporting). | FIX.4.4 |
▶
SpreadOrBenchmarkCurveData
Block
Common
The SpreadOrBenchmarkCurveData component block is primarily used for Fixed Income to convey spread to a benchmark security or curve.
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 218 | Spread | PriceOffset | N | For Fixed Income | FIX.4.3 |
| 220 | BenchmarkCurveCurrency | Currency | N | Identifies currency used for benchmark curve. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 221 | BenchmarkCurveName | String | N | Name of benchmark curve. | FIX.4.3 |
| 222 | BenchmarkCurvePoint | String | N | Point on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED". Sample values: M = combination of a number between 1-12 and a "M" for month Y = combination of number between 1-100 and a "Y" for year} 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon See Fixed Income-specific documentation at http://www.fixprotocol.org for additional values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 662 | BenchmarkPrice | Price | N | Specifies the price of the benchmark. | FIX.4.4 |
| 663 | BenchmarkPriceType | int | N | Must be present if BenchmarkPrice is used. | FIX.4.4 |
| 699 | BenchmarkSecurityID | String | N | The identifier of the benchmark security, e.g. Treasury against Corporate bond. | FIX.4.4 |
| 761 | BenchmarkSecurityIDSource | String | N | Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block. | FIX.4.4 |
▶
StandardHeader
Block
Session
The standard FIX message header
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 8 | BeginString | String | Y | FIX.4.4 (Always unencrypted, must be first field in message) | FIX.4.0 |
| 9 | BodyLength | Length | Y | (Always unencrypted, must be second field in message) | FIX.4.0 |
| 35 | MsgType | String | Y | (Always unencrypted, must be third field in message) | FIX.4.0 |
| 49 | SenderCompID | String | Y | (Always unencrypted) | FIX.4.0 |
| 56 | TargetCompID | String | Y | (Always unencrypted) | FIX.4.0 |
| 115 | OnBehalfOfCompID | String | N | Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) | FIX.4.0 |
| 128 | DeliverToCompID | String | N | Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) | FIX.4.0 |
| 90 | SecureDataLen | Length | N | Required to identify length of encrypted section of message. (Always unencrypted) | FIX.4.0 |
| 91 | SecureData | data | N | Required when message body is encrypted. Always immediately follows SecureDataLen field. | FIX.4.0 |
| 34 | MsgSeqNum | SeqNum | Y | (Can be embedded within encrypted data section.) | FIX.4.0 |
| 50 | SenderSubID | String | N | (Can be embedded within encrypted data section.) | FIX.4.0 |
| 142 | SenderLocationID | String | N | Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) | FIX.4.1 |
| 57 | TargetSubID | String | N | "ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.) | FIX.4.0 |
| 143 | TargetLocationID | String | N | Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) | FIX.4.1 |
| 116 | OnBehalfOfSubID | String | N | Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) | FIX.4.0 |
| 144 | OnBehalfOfLocationID | String | N | Trading 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 |
| 129 | DeliverToSubID | String | N | Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) | FIX.4.0 |
| 145 | DeliverToLocationID | String | N | Trading 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 |
| 43 | PossDupFlag | Boolean | N | Always 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 |
| 97 | PossResend | Boolean | N | Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.) | FIX.4.0 |
| 52 | SendingTime | UTCTimestamp | Y | (Can be embedded within encrypted data section.) | FIX.4.0 |
| 122 | OrigSendingTime | UTCTimestamp | N | Required 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 |
| 212 | XmlDataLen | Length | N | Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.) | FIX.4.2 |
| 213 | XmlData | data | N | Can 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 |
| 347 | MessageEncoding | String | N | Type of message encoding (non-ASCII characters) used in a message’s "Encoded" fields. Required if any "Encoding" fields are used. | FIX.4.2 |
| 369 | LastMsgSeqNumProcessed | SeqNum | N | The 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 |
| ◈ Hop [Component] | N | Number 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.4.4 | ||
| 627 | NoHops | NumInGroup | N | Number of HopCompID entries in repeating group. | FIX.4.4 |
| 628 | HopCompID | String | N | Assigned value used to identify the third 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. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (5) is being used. | FIX.4.4 |
| 629 | HopSendingTime | UTCTimestamp | N | Time that HopCompID (628) sent the message. It is recommended that this value be the SendingTime (52) of the message sent by the third party. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (5) is being used. | FIX.4.4 |
| 630 | HopRefID | SeqNum | N | Reference 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. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (5) is being used. | FIX.4.4 |
▶
StandardTrailer
Block
Session
The standard FIX message trailer
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 93 | SignatureLength | Length | N | Required when trailer contains signature. Note: Not to be included within SecureData field | FIX.4.0 |
| 89 | Signature | data | N | Note: Not to be included within SecureData field | FIX.4.0 |
| 10 | CheckSum | String | Y | (Always unencrypted, always last field in message) | FIX.4.0 |
▶
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.
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 232 | NoStipulations | NumInGroup | N | Number of stipulation entries (Note tag # was reserved in FIX 4.1, added in FIX 4.3). | FIX.4.3 |
| 233 | StipulationType | String | N | Required if NoStipulations >0 | FIX.4.3 |
| 234 | StipulationValue | String | N | For Fixed Income. Value of stipulation. The expression can be an absolute single value or a combination of values and logical operators: < value > value <= value >= value value value – value2 value OR value2 value AND value2 YES NO (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
▶
TrdAllocGrp
ImplicitBlockRepeating
Common
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 78 | NoAllocs | NumInGroup | N | Number of repeating AllocAccount (79)/AllocPrice (366) entries. | FIX.4.4 |
| 79 | AllocAccount | String | N | Sub-account mnemonic | FIX.4.4 |
| 661 | AllocAcctIDSource | int | N | Used to identify the source of the AllocAccount (79) code. See AcctIDSource (660) for valid values. | FIX.4.4 |
| 736 | AllocSettlCurrency | Currency | N | Currency code of settlement denomination for a specific AllocAccount (79). | FIX.4.4 |
| 467 | IndividualAllocID | String | N | Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount). | FIX.4.4 |
| ⟳ NestedParties2 [Repeating Group] | N | The NestedParties2 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 NestedParties2 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax. | FIX.4.4 | ||
| 756 | NoNested2PartyIDs | NumInGroup | N | Repeating group below should contain unique combinations of Nested2PartyID, Nested2PartyIDSource, and Nested2PartyRole | FIX.4.4 |
| 757 | Nested2PartyID | String | N | Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0. | FIX.4.4 |
| 758 | Nested2PartyIDSource | char | N | Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0. | FIX.4.4 |
| 759 | Nested2PartyRole | int | N | Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0. | FIX.4.4 |
| ⟳ NstdPtys2SubGrp [Repeating Group] | N | Repeating group of Nested2Party sub-identifiers. | FIX.4.4 | ||
| 806 | NoNested2PartySubIDs | NumInGroup | N | Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of <NestedParties>. | FIX.4.4 |
| 760 | Nested2PartySubID | String | N | PartySubID value within a "second instance" Nested repeating group. Same values as PartySubID (523) | FIX.4.4 |
| 807 | Nested2PartySubIDType | int | N | Type of Nested2PartySubID (760) value. Second instance of <NestedParties>. Same values as PartySubIDType (803) | FIX.4.4 |
| end NstdPtys2SubGrp | |||||
| end NestedParties2 | |||||
| 80 | AllocQty | Qty | N | Quantity to be allocated to specific sub-account (Prior to FIX 4.2 this field was of type int) | FIX.4.4 |
▶
TrdCapDtGrp
ImplicitBlockRepeating
TradeCapture
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 580 | NoDates | NumInGroup | N | Number of Date fields provided in date range | FIX.4.4 |
| 75 | TradeDate | LocalMktDate | N | Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade). | FIX.4.4 |
| 60 | TransactTime | UTCTimestamp | N | Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT") | FIX.4.4 |
▶
TrdCapRptSideGrp
ImplicitBlockRepeating
TradeCapture
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 552 | NoSides | NumInGroup | Y | Number of Side repeating group instances. | FIX.4.4 |
| 54 | Side | char | Y | Side of order | FIX.4.4 |
| 37 | OrderID | String | Y | Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days. | FIX.4.4 |
| 198 | SecondaryOrderID | String | N | Assigned by the party which accepts the order. Can be used to provide the OrderID (37) used by an exchange or executing system. | FIX.4.4 |
| 11 | ClOrdID | String | N | Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field. | FIX.4.4 |
| 526 | SecondaryClOrdID | String | N | Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. | FIX.4.4 |
| 66 | ListID | String | N | Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days. | FIX.4.4 |
| ⟳ Parties [Repeating Group] | N | 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. | FIX.4.4 | ||
| 453 | NoPartyIDs | NumInGroup | N | Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole | FIX.4.3 |
| 448 | PartyID | String | N | Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0. | FIX.4.3 |
| 447 | PartyIDSource | char | N | Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0. | FIX.4.3 |
| 452 | PartyRole | int | N | Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0. | FIX.4.3 |
| ⟳ PtysSubGrp [Repeating Group] | N | Repeating group of Party sub-identifiers. | FIX.4.4 | ||
| 802 | NoPartySubIDs | NumInGroup | N | Number of PartySubID (523)and PartySubIDType (803) entries | FIX.4.4 |
| 523 | PartySubID | String | N | Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole. | FIX.4.4 |
| 803 | PartySubIDType | int | N | Type of PartySubID (523) value 4000+ = Reserved and available for bi-laterally agreed upon user defined values | FIX.4.4 |
| end PtysSubGrp | |||||
| end Parties | |||||
| 1 | Account | String | N | Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. | FIX.4.4 |
| 660 | AcctIDSource | int | N | Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system. | FIX.4.4 |
| 581 | AccountType | int | N | Type of account associated with an order | FIX.4.4 |
| 81 | ProcessCode | char | N | Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade. | FIX.4.4 |
| 575 | OddLot | Boolean | N | This trade is to be treated as an odd lot | FIX.4.4 |
| ⟳ ClrInstGrp [Repeating Group] | N | FIX.4.4 | |||
| 576 | NoClearingInstructions | NumInGroup | N | Number of clearing instructions | FIX.4.4 |
| 577 | ClearingInstruction | int | N | Eligibility of this trade for clearing and central counterparty processing | FIX.4.4 |
| end ClrInstGrp | |||||
| 578 | TradeInputSource | String | N | Type of input device or system from which the trade was entered. | FIX.4.4 |
| 579 | TradeInputDevice | String | N | Specific device number, terminal number or station where trade was entered | FIX.4.4 |
| 821 | OrderInputDevice | String | N | Specific device number, terminal number or station where order was entered | FIX.4.4 |
| 15 | Currency | Currency | N | Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. | FIX.4.4 |
| 376 | ComplianceID | String | N | ID used to represent this transaction for compliance purposes (e.g. OATS reporting). | FIX.4.4 |
| 377 | SolicitedFlag | Boolean | N | Indicates whether or not the order was solicited. | FIX.4.4 |
| 528 | OrderCapacity | char | N | Designates the capacity of the firm placing the order (as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field) (see Volume : "Glossary" for value definitions) | FIX.4.4 |
| 529 | OrderRestrictions | MultipleValueString | N | Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space. | FIX.4.4 |
| 582 | CustOrderCapacity | int | N | Capacity of customer placing the order Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). | FIX.4.4 |
| 40 | OrdType | char | N | Order type *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) | FIX.4.4 |
| 18 | ExecInst | MultipleValueString | N | Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space. | FIX.4.4 |
| 483 | TransBkdTime | UTCTimestamp | N | For CIV A date and time stamp to indicate the time a CIV order was booked by the fund manager. | FIX.4.4 |
| 336 | TradingSessionID | String | N | Identifier for Trading Session Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc). To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. Values should be bi-laterally agreed to between counterparties. Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section). | FIX.4.4 |
| 625 | TradingSessionSubID | String | N | Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. | FIX.4.4 |
| 943 | TimeBracket | String | N | A code that represents a time interval in which a fill or trade occurred. Required for US futures markets. | FIX.4.4 |
| ◈ CommissionData [Component] | N | The CommissionDate component block is used to carry commission information such as the type of commission and the rate. | FIX.4.4 | ||
| 12 | Commission | Amt | N | Commission. Note if CommType (3) is percentage, Commission of 5% should be represented as .05. | FIX.4.3 |
| 13 | CommType | char | N | Commission type | FIX.4.3 |
| 479 | CommCurrency | Currency | N | For CIV - Optional | FIX.4.3 |
| 497 | FundRenewWaiv | char | N | For CIV - Optional | FIX.4.3 |
| 381 | GrossTradeAmt | Amt | N | Total amount traded (e.g. CumQty (4) * AvgPx (6)) expressed in units of currency. | FIX.4.4 |
| 157 | NumDaysInterest | int | N | Number of Days of Interest for convertible bonds and fixed income. Note value may be negative. | FIX.4.4 |
| 230 | ExDate | LocalMktDate | N | The date when a distribution of interest is deducted from a securities assets or set aside for payment to bondholders. On the ex-date, the securities price drops by the amount of the distribution (plus or minus any market activity). (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.4 |
| 158 | AccruedInterestRate | Percentage | N | The amount the buyer compensates the seller for the portion of the next coupon interest payment the seller has earned but will not receive from the issuer because the issuer will send the next coupon payment to the buyer. Accrued Interest Rate is the annualized Accrued Interest amount divided by the purchase price of the bond. | FIX.4.4 |
| 159 | AccruedInterestAmt | Amt | N | Amount of Accrued Interest for convertible bonds and fixed income | FIX.4.4 |
| 738 | InterestAtMaturity | Amt | N | Amount of interest (i.e. lump-sum) at maturity. | FIX.4.4 |
| 920 | EndAccruedInterestAmt | Amt | N | Accrued Interest Amount applicable to a financing transaction on the End Date. | FIX.4.4 |
| 921 | StartCash | Amt | N | Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date. | FIX.4.4 |
| 922 | EndCash | Amt | N | Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date. | FIX.4.4 |
| 238 | Concession | Amt | N | Provides the reduction in price for the secondary market in Muncipals. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.4 |
| 237 | TotalTakedown | Amt | N | The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.4 |
| 118 | NetMoney | Amt | N | Total amount due as the result of the transaction (e.g. for Buy order - principal + commission + fees) reported in currency of execution. | FIX.4.4 |
| 119 | SettlCurrAmt | Amt | N | Total amount due expressed in settlement currency (includes the effect of the forex transaction) | FIX.4.4 |
| 120 | SettlCurrency | Currency | N | Currency code of settlement denomination. | FIX.4.4 |
| 155 | SettlCurrFxRate | float | N | Foreign exchange rate used to compute SettlCurrAmt (9) from Currency (5) to SettlCurrency (20) | FIX.4.4 |
| 156 | SettlCurrFxRateCalc | char | N | Specifies whether or not SettlCurrFxRate (55) should be multiplied or divided | FIX.4.4 |
| 77 | PositionEffect | char | N | Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together. | FIX.4.4 |
| 58 | Text | String | N | Free format text string (Note: this field does not have a specified maximum length) | FIX.4.4 |
| 354 | EncodedTextLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedText (355) field. | FIX.4.4 |
| 355 | EncodedText | data | N | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field. | FIX.4.4 |
| 752 | SideMultiLegReportingType | int | N | Used to indicate if the side being reported on Trade Capture Report represents a leg of a multileg instrument or a single security | FIX.4.4 |
| ⟳ ContAmtGrp [Repeating Group] | N | FIX.4.4 | |||
| 518 | NoContAmts | NumInGroup | N | The number of Contract Amount details on an Execution Report message | FIX.4.4 |
| 519 | ContAmtType | int | N | Type of ContAmtValue (520). NOTE That Commission Amount / % in Contract Amounts is the commission actually charged, rather than the commission instructions given in Fields 2/3. | FIX.4.4 |
| 520 | ContAmtValue | float | N | Value of Contract Amount, e.g. a financial amount or percentage as indicated by ContAmtType (59). | FIX.4.4 |
| 521 | ContAmtCurr | Currency | N | Specifies currency for the Contract amount if different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes". | FIX.4.4 |
| end ContAmtGrp | |||||
| ⟳ Stipulations [Repeating Group] | N | 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. | FIX.4.4 | ||
| 232 | NoStipulations | NumInGroup | N | Number of stipulation entries (Note tag # was reserved in FIX 4.1, added in FIX 4.3). | FIX.4.3 |
| 233 | StipulationType | String | N | Required if NoStipulations >0 | FIX.4.3 |
| 234 | StipulationValue | String | N | For Fixed Income. Value of stipulation. The expression can be an absolute single value or a combination of values and logical operators: < value > value <= value >= value value value – value2 value OR value2 value AND value2 YES NO (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| end Stipulations | |||||
| ⟳ MiscFeesGrp [Repeating Group] | N | FIX.4.4 | |||
| 136 | NoMiscFees | NumInGroup | N | Number of repeating groups of miscellaneous fees | FIX.4.4 |
| 137 | MiscFeeAmt | Amt | N | Miscellaneous fee value | FIX.4.4 |
| 138 | MiscFeeCurr | Currency | N | Currency of miscellaneous fee | FIX.4.4 |
| 139 | MiscFeeType | char | N | Indicates type of miscellaneous fee | FIX.4.4 |
| 891 | MiscFeeBasis | int | N | Defines the unit for a miscellaneous fee. | FIX.4.4 |
| end MiscFeesGrp | |||||
| 825 | ExchangeRule | String | N | Used to report any exchange rules that apply to this trade. Primarily intended for US futures markets. Certain trading practices are permitted by the CFTC, such as large lot trading, block trading, all or none trades. If the rules are used, the exchanges are required to indicate these rules on the trade. | FIX.4.4 |
| 826 | TradeAllocIndicator | int | N | Identifies how the trade is to be allocated | FIX.4.4 |
| 591 | PreallocMethod | char | N | Indicates the method of preallocation. | FIX.4.4 |
| 70 | AllocID | String | N | Unique identifier for allocation message. (Prior to FIX 4.1 this field was of type int) | FIX.4.4 |
| ⟳ TrdAllocGrp [Repeating Group] | N | FIX.4.4 | |||
| 78 | NoAllocs | NumInGroup | N | Number of repeating AllocAccount (79)/AllocPrice (366) entries. | FIX.4.4 |
| 79 | AllocAccount | String | N | Sub-account mnemonic | FIX.4.4 |
| 661 | AllocAcctIDSource | int | N | Used to identify the source of the AllocAccount (79) code. See AcctIDSource (660) for valid values. | FIX.4.4 |
| 736 | AllocSettlCurrency | Currency | N | Currency code of settlement denomination for a specific AllocAccount (79). | FIX.4.4 |
| 467 | IndividualAllocID | String | N | Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount). | FIX.4.4 |
| ⟳ NestedParties2 [Repeating Group] | N | The NestedParties2 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 NestedParties2 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax. | FIX.4.4 | ||
| 756 | NoNested2PartyIDs | NumInGroup | N | Repeating group below should contain unique combinations of Nested2PartyID, Nested2PartyIDSource, and Nested2PartyRole | FIX.4.4 |
| 757 | Nested2PartyID | String | N | Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0. | FIX.4.4 |
| 758 | Nested2PartyIDSource | char | N | Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0. | FIX.4.4 |
| 759 | Nested2PartyRole | int | N | Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0. | FIX.4.4 |
| ⟳ NstdPtys2SubGrp [Repeating Group] | N | Repeating group of Nested2Party sub-identifiers. | FIX.4.4 | ||
| 806 | NoNested2PartySubIDs | NumInGroup | N | Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of <NestedParties>. | FIX.4.4 |
| 760 | Nested2PartySubID | String | N | PartySubID value within a "second instance" Nested repeating group. Same values as PartySubID (523) | FIX.4.4 |
| 807 | Nested2PartySubIDType | int | N | Type of Nested2PartySubID (760) value. Second instance of <NestedParties>. Same values as PartySubIDType (803) | FIX.4.4 |
| end NstdPtys2SubGrp | |||||
| end NestedParties2 | |||||
| 80 | AllocQty | Qty | N | Quantity to be allocated to specific sub-account (Prior to FIX 4.2 this field was of type int) | FIX.4.4 |
| end TrdAllocGrp | |||||
▶
TrdCollGrp
ImplicitBlockRepeating
Common
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 897 | NoTrades | NumInGroup | N | Number of trades in repeating group. | FIX.4.4 |
| 571 | TradeReportID | String | N | Unique identifier of trade capture report | FIX.4.4 |
| 818 | SecondaryTradeReportID | String | N | Secondary trade report identifier - can be used to associate an additional identifier with a trade. | FIX.4.4 |
▶
TrdInstrmtLegGrp
ImplicitBlockRepeating
TradeCapture
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 555 | NoLegs | NumInGroup | N | Number of InstrumentLeg repeating group instances. | FIX.4.4 |
| ◈ InstrumentLeg [Component] | N | 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. | FIX.4.4 | ||
| 600 | LegSymbol | String | N | Multileg instrument's individual security’s Symbol. See Symbol (55) field for description | FIX.4.3 |
| 601 | LegSymbolSfx | String | N | Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description | FIX.4.3 |
| 602 | LegSecurityID | String | N | Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description | FIX.4.3 |
| 603 | LegSecurityIDSource | String | N | Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description | FIX.4.3 |
| ⟳ LegSecAltIDGrp [Repeating Group] | N | FIX.4.4 | |||
| 604 | NoLegSecurityAltID | NumInGroup | N | Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description | FIX.4.4 |
| 605 | LegSecurityAltID | String | N | Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description | FIX.4.4 |
| 606 | LegSecurityAltIDSource | String | N | Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description | FIX.4.4 |
| end LegSecAltIDGrp | |||||
| 607 | LegProduct | int | N | Multileg instrument's individual security’s Product. See Product (460) field for description | FIX.4.3 |
| 608 | LegCFICode | String | N | Multileg instrument's individual security’s CFICode. See CFICode (46) field for description | FIX.4.3 |
| 609 | LegSecurityType | String | N | Multileg instrument's individual security’s SecurityType. See SecurityType (67) field for description | FIX.4.3 |
| 764 | LegSecuritySubType | String | N | SecuritySubType of the leg instrument. See SecuritySubType (762) field for description | FIX.4.4 |
| 610 | LegMaturityMonthYear | MonthYear | N | Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description | FIX.4.3 |
| 611 | LegMaturityDate | LocalMktDate | N | Multileg instrument's individual security’s MaturityDate. See MaturityDate (54) field for description | FIX.4.3 |
| 248 | LegCouponPaymentDate | LocalMktDate | N | Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 249 | LegIssueDate | LocalMktDate | N | Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 250 | LegRepoCollateralSecurityType | String | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 251 | LegRepurchaseTerm | int | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 252 | LegRepurchaseRate | Percentage | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 253 | LegFactor | float | N | Multileg instrument's individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 257 | LegCreditRating | String | N | Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 599 | LegInstrRegistry | String | N | Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description | FIX.4.3 |
| 596 | LegCountryOfIssue | Country | N | Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description | FIX.4.3 |
| 597 | LegStateOrProvinceOfIssue | String | N | Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description | FIX.4.3 |
| 598 | LegLocaleOfIssue | String | N | Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description | FIX.4.3 |
| 254 | LegRedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 612 | LegStrikePrice | Price | N | Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description | FIX.4.3 |
| 942 | LegStrikeCurrency | Currency | N | Currency in which the strike price of a instrument leg of a multileg instrument is denominated | FIX.4.4 |
| 613 | LegOptAttribute | char | N | Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description | FIX.4.3 |
| 614 | LegContractMultiplier | float | N | Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for description | FIX.4.3 |
| 615 | LegCouponRate | Percentage | N | Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description | FIX.4.3 |
| 616 | LegSecurityExchange | Exchange | N | Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description | FIX.4.3 |
| 617 | LegIssuer | String | N | Multileg instrument's individual security’s Issuer. See Issuer (106) field for description | FIX.4.3 |
| 618 | EncodedLegIssuerLen | Length | N | Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description | FIX.4.3 |
| 619 | EncodedLegIssuer | data | N | Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description | FIX.4.3 |
| 620 | LegSecurityDesc | String | N | Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for description | FIX.4.3 |
| 621 | EncodedLegSecurityDescLen | Length | N | Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description | FIX.4.3 |
| 622 | EncodedLegSecurityDesc | data | N | Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description | FIX.4.3 |
| 623 | LegRatioQty | float | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.3 |
| 624 | LegSide | char | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.3 |
| 556 | LegCurrency | Currency | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.4 |
| 740 | LegPool | String | N | Identifies MBS / ABS pool | FIX.4.4 |
| 739 | LegDatedDate | LocalMktDate | N | The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date | FIX.4.4 |
| 955 | LegContractSettlMonth | MonthYear | N | Specifies when the contract (i.e. MBS/TBA) will settle. | FIX.4.4 |
| 956 | LegInterestAccrualDate | LocalMktDate | N | The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date | FIX.4.4 |
| 687 | LegQty | Qty | N | Quantity of this leg, e.g. in Quote dialog. See Quantity (53) for description and valid values | FIX.4.4 |
| 690 | LegSwapType | int | N | For Fixed Income, used instead of LegQty (687) or LegOrderQty (685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap. | FIX.4.4 |
| ⟳ LegStipulations [Repeating Group] | N | The LegStipulations component block has the same usage as the Stipulations component block, but for a leg instrument in a multi-legged security. | FIX.4.4 | ||
| 683 | NoLegStipulations | NumInGroup | N | Number of leg stipulation entries | FIX.4.4 |
| 688 | LegStipulationType | String | N | Required if NoLegStipulations >0 | FIX.4.4 |
| 689 | LegStipulationValue | String | N | For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values | FIX.4.4 |
| end LegStipulations | |||||
| 564 | LegPositionEffect | char | N | PositionEffect for leg of a multileg See PositionEffect (77) field for description | FIX.4.4 |
| 565 | LegCoveredOrUncovered | int | N | CoveredOrUncovered for leg of a multileg See CoveredOrUncovered (203) field for description | FIX.4.4 |
| ⟳ NestedParties [Repeating Group] | N | 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. | FIX.4.4 | ||
| 539 | NoNestedPartyIDs | NumInGroup | N | Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole | FIX.4.3 |
| 524 | NestedPartyID | String | N | Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| 525 | NestedPartyIDSource | char | N | Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| 538 | NestedPartyRole | int | N | Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| ⟳ NstdPtysSubGrp [Repeating Group] | N | Repeating group of NestedParty sub-identifiers. | FIX.4.4 | ||
| 804 | NoNestedPartySubIDs | NumInGroup | N | Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries | FIX.4.4 |
| 545 | NestedPartySubID | String | N | PartySubID value within a nested repeating group. Same values as PartySubID (523) | FIX.4.4 |
| 805 | NestedPartySubIDType | int | N | Type of NestedPartySubID (545) value. Same values as PartySubIDType (803) | FIX.4.4 |
| end NstdPtysSubGrp | |||||
| end NestedParties | |||||
| 654 | LegRefID | String | N | Unique indicator for a specific leg. | FIX.4.4 |
| 566 | LegPrice | Price | N | Price for leg of a multileg See Price (44) field for description | FIX.4.4 |
| 587 | LegSettlType | char | N | Refer to values for SettlType[63] | FIX.4.4 |
| 588 | LegSettlDate | LocalMktDate | N | Refer to description for SettlDate[64] | FIX.4.4 |
| 637 | LegLastPx | Price | N | Execution price assigned to a leg of a multileg instrument. See LastPx (31) field for description and values | FIX.4.4 |
▶
TrdRegTimestamps
BlockRepeating
Common
The TrdRegTimestamps component block is used to express timestamps for an order or trade that are required by regulatory agencies These timesteamps are used to identify the timeframes for when an order or trade is received on the floor, received and executed by the broker, etc.
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 768 | NoTrdRegTimestamps | NumInGroup | N | Number of TrdRegTimestamp (769) entries | FIX.4.4 |
| 769 | TrdRegTimestamp | UTCTimestamp | N | Required if NoTrdRegTimestamps > 1 | FIX.4.4 |
| 770 | TrdRegTimestampType | int | N | Required if NoTrdRegTimestamps > 1 | FIX.4.4 |
| 771 | TrdRegTimestampOrigin | String | N | Optional | FIX.4.4 |
▶
TrdgSesGrp
ImplicitBlockRepeating
Common
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 386 | NoTradingSessions | NumInGroup | N | Number of TradingSessionIDs (336) in repeating group. | FIX.4.4 |
| 336 | TradingSessionID | String | N | Identifier for Trading Session Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc). To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. Values should be bi-laterally agreed to between counterparties. Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section). | FIX.4.4 |
| 625 | TradingSessionSubID | String | N | Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. | FIX.4.4 |
▶
UndInstrmtCollGrp
ImplicitBlockRepeating
CollateralManagement
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 711 | NoUnderlyings | NumInGroup | N | Number of underlying legs that make up the security. | FIX.4.4 |
| ◈ UnderlyingInstrument [Component] | N | 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. | FIX.4.4 | ||
| 311 | UnderlyingSymbol | String | N | Underlying security’s Symbol. See Symbol (55) field for description | FIX.4.3 |
| 312 | UnderlyingSymbolSfx | String | N | Underlying security’s SymbolSfx. See SymbolSfx (65) field for description | FIX.4.3 |
| 309 | UnderlyingSecurityID | String | N | Underlying security’s SecurityID. See SecurityID (48) field for description | FIX.4.3 |
| 305 | UnderlyingSecurityIDSource | String | N | Underlying security’s SecurityIDSource. Valid values: see SecurityIDSource (22) field | FIX.4.3 |
| ⟳ UndSecAltIDGrp [Repeating Group] | N | FIX.4.4 | |||
| 457 | NoUnderlyingSecurityAltID | NumInGroup | N | Number of UnderlyingSecurityAltID (458) entries. | FIX.4.4 |
| 458 | UnderlyingSecurityAltID | String | N | Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource. | FIX.4.4 |
| 459 | UnderlyingSecurityAltIDSource | String | N | Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field | FIX.4.4 |
| end UndSecAltIDGrp | |||||
| 462 | UnderlyingProduct | int | N | Underlying security’s Product. Valid values: see Product(460) field | FIX.4.3 |
| 463 | UnderlyingCFICode | String | N | Underlying security’s CFICode. Valid values: see CFICode (46)field | FIX.4.3 |
| 310 | UnderlyingSecurityType | String | N | Underlying security’s SecurityType. Valid values: see SecurityType (67) field (see below for details concerning this fields use in conjunction with SecurityType=REPO) The following applies when used in conjunction with SecurityType=REPO Represents the general or specific type of security that underlies a financing agreement Valid values for SecurityType=REPO: TREASURY = Federal government or treasury PROVINCE = State, province, region, etc. AGENCY = Federal agency MORTGAGE = Mortgage passthrough CP = Commercial paper CORP = Corporate EQUITY = Equity SUPRA = Supra-national agency CASH If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or <UnderlyingStipulations> block e.g.: SecurityType=REPO UnderlyingSecurityType=MORTGAGE UnderlyingIssuer=GNMA or SecurityType=REPO UnderlyingSecurityType=AGENCY UnderlyingIssuer=CA Housing Trust UnderlyingCountryOfIssue=CA or SecurityType=REPO UnderlyingSecurityType=CORP UnderlyingNoStipulations= UnderlyingStipulationType=RATING UnderlyingStipulationValue=>bbb- | FIX.4.3 |
| 763 | UnderlyingSecuritySubType | String | N | Underlying security’s SecuritySubType. See SecuritySubType (762) field for description | FIX.4.4 |
| 313 | UnderlyingMaturityMonthYear | MonthYear | N | Underlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description | FIX.4.3 |
| 542 | UnderlyingMaturityDate | LocalMktDate | N | Underlying security’s maturity date. See MaturityDate (54) field for description | FIX.4.3 |
| 315 | UnderlyingPutOrCall | int | N | Underlying security’s PutOrCall. See PutOrCall field for description | FIX.4.3 |
| 241 | UnderlyingCouponPaymentDate | LocalMktDate | N | Underlying security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 242 | UnderlyingIssueDate | LocalMktDate | N | Underlying security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 243 | UnderlyingRepoCollateralSecurityType | String | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 244 | UnderlyingRepurchaseTerm | int | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 245 | UnderlyingRepurchaseRate | Percentage | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 246 | UnderlyingFactor | float | N | Underlying security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 256 | UnderlyingCreditRating | String | N | Underlying security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 595 | UnderlyingInstrRegistry | String | N | Underlying security’s InstrRegistry. See InstrRegistry (543) field for description | FIX.4.3 |
| 592 | UnderlyingCountryOfIssue | Country | N | Underlying security’s CountryOfIssue. See CountryOfIssue (470) field for description | FIX.4.3 |
| 593 | UnderlyingStateOrProvinceOfIssue | String | N | Underlying security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description | FIX.4.3 |
| 594 | UnderlyingLocaleOfIssue | String | N | Underlying security’s LocaleOfIssue. See LocaleOfIssue (472) field for description | FIX.4.3 |
| 247 | UnderlyingRedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 316 | UnderlyingStrikePrice | Price | N | Underlying security’s StrikePrice. See StrikePrice (202) field for description | FIX.4.3 |
| 941 | UnderlyingStrikeCurrency | Currency | N | Currency in which the strike price of an underlying instrument is denominated | FIX.4.4 |
| 317 | UnderlyingOptAttribute | char | N | Underlying security’s OptAttribute. See OptAttribute (206) field for description | FIX.4.3 |
| 436 | UnderlyingContractMultiplier | float | N | Underlying security’s ContractMultiplier. See ContractMultiplier (23) field for description | FIX.4.3 |
| 435 | UnderlyingCouponRate | Percentage | N | Underlying security’s CouponRate. See CouponRate (223) field for description | FIX.4.3 |
| 308 | UnderlyingSecurityExchange | Exchange | N | Underlying security’s SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207) | FIX.4.3 |
| 306 | UnderlyingIssuer | String | N | Underlying security’s Issuer. See Issuer (06) field for description | FIX.4.3 |
| 362 | EncodedUnderlyingIssuerLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field. | FIX.4.3 |
| 363 | EncodedUnderlyingIssuer | data | N | Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field. | FIX.4.3 |
| 307 | UnderlyingSecurityDesc | String | N | Underlying security’s SecurityDesc. See SecurityDesc (07) field for description | FIX.4.3 |
| 364 | EncodedUnderlyingSecurityDescLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field. | FIX.4.3 |
| 365 | EncodedUnderlyingSecurityDesc | data | N | Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field. | FIX.4.3 |
| 877 | UnderlyingCPProgram | String | N | The program under which the underlying commercial paper is issued | FIX.4.4 |
| 878 | UnderlyingCPRegType | String | N | The registration type of the underlying commercial paper issuance | FIX.4.4 |
| 318 | UnderlyingCurrency | Currency | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) | FIX.4.4 |
| 879 | UnderlyingQty | Qty | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.) | FIX.4.4 |
| 810 | UnderlyingPx | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket. | FIX.4.4 |
| 882 | UnderlyingDirtyPrice | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest | FIX.4.4 |
| 883 | UnderlyingEndPrice | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. | FIX.4.4 |
| 884 | UnderlyingStartValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement | FIX.4.4 |
| 885 | UnderlyingCurrentValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral | FIX.4.4 |
| 886 | UnderlyingEndValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement | FIX.4.4 |
| ⟳ UnderlyingStipulations [Repeating Group] | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block | FIX.4.4 | ||
| 887 | NoUnderlyingStips | NumInGroup | N | Number of underlying stipulation entries | FIX.4.4 |
| 888 | UnderlyingStipType | String | N | Required if NoUnderlyingStips >0 | FIX.4.4 |
| 889 | UnderlyingStipValue | String | N | Value of stipulation. Same values as StipulationValue (234) | FIX.4.4 |
| end UnderlyingStipulations | |||||
| 944 | CollAction | int | N | Action proposed for an Underlying Instrument instance | FIX.4.4 |
▶
UndInstrmtGrp
ImplicitBlockRepeating
Common
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 711 | NoUnderlyings | NumInGroup | N | Number of underlying legs that make up the security. | FIX.4.4 |
| ◈ UnderlyingInstrument [Component] | N | 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. | FIX.4.4 | ||
| 311 | UnderlyingSymbol | String | N | Underlying security’s Symbol. See Symbol (55) field for description | FIX.4.3 |
| 312 | UnderlyingSymbolSfx | String | N | Underlying security’s SymbolSfx. See SymbolSfx (65) field for description | FIX.4.3 |
| 309 | UnderlyingSecurityID | String | N | Underlying security’s SecurityID. See SecurityID (48) field for description | FIX.4.3 |
| 305 | UnderlyingSecurityIDSource | String | N | Underlying security’s SecurityIDSource. Valid values: see SecurityIDSource (22) field | FIX.4.3 |
| ⟳ UndSecAltIDGrp [Repeating Group] | N | FIX.4.4 | |||
| 457 | NoUnderlyingSecurityAltID | NumInGroup | N | Number of UnderlyingSecurityAltID (458) entries. | FIX.4.4 |
| 458 | UnderlyingSecurityAltID | String | N | Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource. | FIX.4.4 |
| 459 | UnderlyingSecurityAltIDSource | String | N | Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field | FIX.4.4 |
| end UndSecAltIDGrp | |||||
| 462 | UnderlyingProduct | int | N | Underlying security’s Product. Valid values: see Product(460) field | FIX.4.3 |
| 463 | UnderlyingCFICode | String | N | Underlying security’s CFICode. Valid values: see CFICode (46)field | FIX.4.3 |
| 310 | UnderlyingSecurityType | String | N | Underlying security’s SecurityType. Valid values: see SecurityType (67) field (see below for details concerning this fields use in conjunction with SecurityType=REPO) The following applies when used in conjunction with SecurityType=REPO Represents the general or specific type of security that underlies a financing agreement Valid values for SecurityType=REPO: TREASURY = Federal government or treasury PROVINCE = State, province, region, etc. AGENCY = Federal agency MORTGAGE = Mortgage passthrough CP = Commercial paper CORP = Corporate EQUITY = Equity SUPRA = Supra-national agency CASH If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or <UnderlyingStipulations> block e.g.: SecurityType=REPO UnderlyingSecurityType=MORTGAGE UnderlyingIssuer=GNMA or SecurityType=REPO UnderlyingSecurityType=AGENCY UnderlyingIssuer=CA Housing Trust UnderlyingCountryOfIssue=CA or SecurityType=REPO UnderlyingSecurityType=CORP UnderlyingNoStipulations= UnderlyingStipulationType=RATING UnderlyingStipulationValue=>bbb- | FIX.4.3 |
| 763 | UnderlyingSecuritySubType | String | N | Underlying security’s SecuritySubType. See SecuritySubType (762) field for description | FIX.4.4 |
| 313 | UnderlyingMaturityMonthYear | MonthYear | N | Underlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description | FIX.4.3 |
| 542 | UnderlyingMaturityDate | LocalMktDate | N | Underlying security’s maturity date. See MaturityDate (54) field for description | FIX.4.3 |
| 315 | UnderlyingPutOrCall | int | N | Underlying security’s PutOrCall. See PutOrCall field for description | FIX.4.3 |
| 241 | UnderlyingCouponPaymentDate | LocalMktDate | N | Underlying security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 242 | UnderlyingIssueDate | LocalMktDate | N | Underlying security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 243 | UnderlyingRepoCollateralSecurityType | String | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 244 | UnderlyingRepurchaseTerm | int | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 245 | UnderlyingRepurchaseRate | Percentage | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 246 | UnderlyingFactor | float | N | Underlying security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 256 | UnderlyingCreditRating | String | N | Underlying security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 595 | UnderlyingInstrRegistry | String | N | Underlying security’s InstrRegistry. See InstrRegistry (543) field for description | FIX.4.3 |
| 592 | UnderlyingCountryOfIssue | Country | N | Underlying security’s CountryOfIssue. See CountryOfIssue (470) field for description | FIX.4.3 |
| 593 | UnderlyingStateOrProvinceOfIssue | String | N | Underlying security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description | FIX.4.3 |
| 594 | UnderlyingLocaleOfIssue | String | N | Underlying security’s LocaleOfIssue. See LocaleOfIssue (472) field for description | FIX.4.3 |
| 247 | UnderlyingRedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 316 | UnderlyingStrikePrice | Price | N | Underlying security’s StrikePrice. See StrikePrice (202) field for description | FIX.4.3 |
| 941 | UnderlyingStrikeCurrency | Currency | N | Currency in which the strike price of an underlying instrument is denominated | FIX.4.4 |
| 317 | UnderlyingOptAttribute | char | N | Underlying security’s OptAttribute. See OptAttribute (206) field for description | FIX.4.3 |
| 436 | UnderlyingContractMultiplier | float | N | Underlying security’s ContractMultiplier. See ContractMultiplier (23) field for description | FIX.4.3 |
| 435 | UnderlyingCouponRate | Percentage | N | Underlying security’s CouponRate. See CouponRate (223) field for description | FIX.4.3 |
| 308 | UnderlyingSecurityExchange | Exchange | N | Underlying security’s SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207) | FIX.4.3 |
| 306 | UnderlyingIssuer | String | N | Underlying security’s Issuer. See Issuer (06) field for description | FIX.4.3 |
| 362 | EncodedUnderlyingIssuerLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field. | FIX.4.3 |
| 363 | EncodedUnderlyingIssuer | data | N | Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field. | FIX.4.3 |
| 307 | UnderlyingSecurityDesc | String | N | Underlying security’s SecurityDesc. See SecurityDesc (07) field for description | FIX.4.3 |
| 364 | EncodedUnderlyingSecurityDescLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field. | FIX.4.3 |
| 365 | EncodedUnderlyingSecurityDesc | data | N | Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field. | FIX.4.3 |
| 877 | UnderlyingCPProgram | String | N | The program under which the underlying commercial paper is issued | FIX.4.4 |
| 878 | UnderlyingCPRegType | String | N | The registration type of the underlying commercial paper issuance | FIX.4.4 |
| 318 | UnderlyingCurrency | Currency | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) | FIX.4.4 |
| 879 | UnderlyingQty | Qty | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.) | FIX.4.4 |
| 810 | UnderlyingPx | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket. | FIX.4.4 |
| 882 | UnderlyingDirtyPrice | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest | FIX.4.4 |
| 883 | UnderlyingEndPrice | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. | FIX.4.4 |
| 884 | UnderlyingStartValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement | FIX.4.4 |
| 885 | UnderlyingCurrentValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral | FIX.4.4 |
| 886 | UnderlyingEndValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement | FIX.4.4 |
| ⟳ UnderlyingStipulations [Repeating Group] | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block | FIX.4.4 | ||
| 887 | NoUnderlyingStips | NumInGroup | N | Number of underlying stipulation entries | FIX.4.4 |
| 888 | UnderlyingStipType | String | N | Required if NoUnderlyingStips >0 | FIX.4.4 |
| 889 | UnderlyingStipValue | String | N | Value of stipulation. Same values as StipulationValue (234) | FIX.4.4 |
| end UnderlyingStipulations | |||||
▶
UndInstrmtStrkPxGrp
ImplicitBlockRepeating
ProgramTrading
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 711 | NoUnderlyings | NumInGroup | N | Number of underlying legs that make up the security. | FIX.4.4 |
| ◈ UnderlyingInstrument [Component] | N | 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. | FIX.4.4 | ||
| 311 | UnderlyingSymbol | String | N | Underlying security’s Symbol. See Symbol (55) field for description | FIX.4.3 |
| 312 | UnderlyingSymbolSfx | String | N | Underlying security’s SymbolSfx. See SymbolSfx (65) field for description | FIX.4.3 |
| 309 | UnderlyingSecurityID | String | N | Underlying security’s SecurityID. See SecurityID (48) field for description | FIX.4.3 |
| 305 | UnderlyingSecurityIDSource | String | N | Underlying security’s SecurityIDSource. Valid values: see SecurityIDSource (22) field | FIX.4.3 |
| ⟳ UndSecAltIDGrp [Repeating Group] | N | FIX.4.4 | |||
| 457 | NoUnderlyingSecurityAltID | NumInGroup | N | Number of UnderlyingSecurityAltID (458) entries. | FIX.4.4 |
| 458 | UnderlyingSecurityAltID | String | N | Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource. | FIX.4.4 |
| 459 | UnderlyingSecurityAltIDSource | String | N | Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field | FIX.4.4 |
| end UndSecAltIDGrp | |||||
| 462 | UnderlyingProduct | int | N | Underlying security’s Product. Valid values: see Product(460) field | FIX.4.3 |
| 463 | UnderlyingCFICode | String | N | Underlying security’s CFICode. Valid values: see CFICode (46)field | FIX.4.3 |
| 310 | UnderlyingSecurityType | String | N | Underlying security’s SecurityType. Valid values: see SecurityType (67) field (see below for details concerning this fields use in conjunction with SecurityType=REPO) The following applies when used in conjunction with SecurityType=REPO Represents the general or specific type of security that underlies a financing agreement Valid values for SecurityType=REPO: TREASURY = Federal government or treasury PROVINCE = State, province, region, etc. AGENCY = Federal agency MORTGAGE = Mortgage passthrough CP = Commercial paper CORP = Corporate EQUITY = Equity SUPRA = Supra-national agency CASH If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or <UnderlyingStipulations> block e.g.: SecurityType=REPO UnderlyingSecurityType=MORTGAGE UnderlyingIssuer=GNMA or SecurityType=REPO UnderlyingSecurityType=AGENCY UnderlyingIssuer=CA Housing Trust UnderlyingCountryOfIssue=CA or SecurityType=REPO UnderlyingSecurityType=CORP UnderlyingNoStipulations= UnderlyingStipulationType=RATING UnderlyingStipulationValue=>bbb- | FIX.4.3 |
| 763 | UnderlyingSecuritySubType | String | N | Underlying security’s SecuritySubType. See SecuritySubType (762) field for description | FIX.4.4 |
| 313 | UnderlyingMaturityMonthYear | MonthYear | N | Underlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description | FIX.4.3 |
| 542 | UnderlyingMaturityDate | LocalMktDate | N | Underlying security’s maturity date. See MaturityDate (54) field for description | FIX.4.3 |
| 315 | UnderlyingPutOrCall | int | N | Underlying security’s PutOrCall. See PutOrCall field for description | FIX.4.3 |
| 241 | UnderlyingCouponPaymentDate | LocalMktDate | N | Underlying security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 242 | UnderlyingIssueDate | LocalMktDate | N | Underlying security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 243 | UnderlyingRepoCollateralSecurityType | String | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 244 | UnderlyingRepurchaseTerm | int | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 245 | UnderlyingRepurchaseRate | Percentage | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 246 | UnderlyingFactor | float | N | Underlying security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 256 | UnderlyingCreditRating | String | N | Underlying security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 595 | UnderlyingInstrRegistry | String | N | Underlying security’s InstrRegistry. See InstrRegistry (543) field for description | FIX.4.3 |
| 592 | UnderlyingCountryOfIssue | Country | N | Underlying security’s CountryOfIssue. See CountryOfIssue (470) field for description | FIX.4.3 |
| 593 | UnderlyingStateOrProvinceOfIssue | String | N | Underlying security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description | FIX.4.3 |
| 594 | UnderlyingLocaleOfIssue | String | N | Underlying security’s LocaleOfIssue. See LocaleOfIssue (472) field for description | FIX.4.3 |
| 247 | UnderlyingRedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 316 | UnderlyingStrikePrice | Price | N | Underlying security’s StrikePrice. See StrikePrice (202) field for description | FIX.4.3 |
| 941 | UnderlyingStrikeCurrency | Currency | N | Currency in which the strike price of an underlying instrument is denominated | FIX.4.4 |
| 317 | UnderlyingOptAttribute | char | N | Underlying security’s OptAttribute. See OptAttribute (206) field for description | FIX.4.3 |
| 436 | UnderlyingContractMultiplier | float | N | Underlying security’s ContractMultiplier. See ContractMultiplier (23) field for description | FIX.4.3 |
| 435 | UnderlyingCouponRate | Percentage | N | Underlying security’s CouponRate. See CouponRate (223) field for description | FIX.4.3 |
| 308 | UnderlyingSecurityExchange | Exchange | N | Underlying security’s SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207) | FIX.4.3 |
| 306 | UnderlyingIssuer | String | N | Underlying security’s Issuer. See Issuer (06) field for description | FIX.4.3 |
| 362 | EncodedUnderlyingIssuerLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field. | FIX.4.3 |
| 363 | EncodedUnderlyingIssuer | data | N | Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field. | FIX.4.3 |
| 307 | UnderlyingSecurityDesc | String | N | Underlying security’s SecurityDesc. See SecurityDesc (07) field for description | FIX.4.3 |
| 364 | EncodedUnderlyingSecurityDescLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field. | FIX.4.3 |
| 365 | EncodedUnderlyingSecurityDesc | data | N | Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field. | FIX.4.3 |
| 877 | UnderlyingCPProgram | String | N | The program under which the underlying commercial paper is issued | FIX.4.4 |
| 878 | UnderlyingCPRegType | String | N | The registration type of the underlying commercial paper issuance | FIX.4.4 |
| 318 | UnderlyingCurrency | Currency | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) | FIX.4.4 |
| 879 | UnderlyingQty | Qty | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.) | FIX.4.4 |
| 810 | UnderlyingPx | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket. | FIX.4.4 |
| 882 | UnderlyingDirtyPrice | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest | FIX.4.4 |
| 883 | UnderlyingEndPrice | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. | FIX.4.4 |
| 884 | UnderlyingStartValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement | FIX.4.4 |
| 885 | UnderlyingCurrentValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral | FIX.4.4 |
| 886 | UnderlyingEndValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement | FIX.4.4 |
| ⟳ UnderlyingStipulations [Repeating Group] | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block | FIX.4.4 | ||
| 887 | NoUnderlyingStips | NumInGroup | N | Number of underlying stipulation entries | FIX.4.4 |
| 888 | UnderlyingStipType | String | N | Required if NoUnderlyingStips >0 | FIX.4.4 |
| 889 | UnderlyingStipValue | String | N | Value of stipulation. Same values as StipulationValue (234) | FIX.4.4 |
| end UnderlyingStipulations | |||||
| 140 | PrevClosePx | Price | N | Previous closing price of security. | FIX.4.4 |
| 11 | ClOrdID | String | N | Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field. | FIX.4.4 |
| 526 | SecondaryClOrdID | String | N | Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. | FIX.4.4 |
| 54 | Side | char | N | Side of order | FIX.4.4 |
| 44 | Price | Price | Y | Price per unit of quantity (e.g. per share) | FIX.4.4 |
| 15 | Currency | Currency | N | Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. | FIX.4.4 |
| 58 | Text | String | N | Free format text string (Note: this field does not have a specified maximum length) | FIX.4.4 |
| 354 | EncodedTextLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedText (355) field. | FIX.4.4 |
| 355 | EncodedText | data | N | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field. | FIX.4.4 |
▶
UndSecAltIDGrp
ImplicitBlockRepeating
Common
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 457 | NoUnderlyingSecurityAltID | NumInGroup | N | Number of UnderlyingSecurityAltID (458) entries. | FIX.4.4 |
| 458 | UnderlyingSecurityAltID | String | N | Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource. | FIX.4.4 |
| 459 | UnderlyingSecurityAltIDSource | String | N | Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field | FIX.4.4 |
▶
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.
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 311 | UnderlyingSymbol | String | N | Underlying security’s Symbol. See Symbol (55) field for description | FIX.4.3 |
| 312 | UnderlyingSymbolSfx | String | N | Underlying security’s SymbolSfx. See SymbolSfx (65) field for description | FIX.4.3 |
| 309 | UnderlyingSecurityID | String | N | Underlying security’s SecurityID. See SecurityID (48) field for description | FIX.4.3 |
| 305 | UnderlyingSecurityIDSource | String | N | Underlying security’s SecurityIDSource. Valid values: see SecurityIDSource (22) field | FIX.4.3 |
| ⟳ UndSecAltIDGrp [Repeating Group] | N | FIX.4.4 | |||
| 457 | NoUnderlyingSecurityAltID | NumInGroup | N | Number of UnderlyingSecurityAltID (458) entries. | FIX.4.4 |
| 458 | UnderlyingSecurityAltID | String | N | Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource. | FIX.4.4 |
| 459 | UnderlyingSecurityAltIDSource | String | N | Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field | FIX.4.4 |
| end UndSecAltIDGrp | |||||
| 462 | UnderlyingProduct | int | N | Underlying security’s Product. Valid values: see Product(460) field | FIX.4.3 |
| 463 | UnderlyingCFICode | String | N | Underlying security’s CFICode. Valid values: see CFICode (46)field | FIX.4.3 |
| 310 | UnderlyingSecurityType | String | N | Underlying security’s SecurityType. Valid values: see SecurityType (67) field (see below for details concerning this fields use in conjunction with SecurityType=REPO) The following applies when used in conjunction with SecurityType=REPO Represents the general or specific type of security that underlies a financing agreement Valid values for SecurityType=REPO: TREASURY = Federal government or treasury PROVINCE = State, province, region, etc. AGENCY = Federal agency MORTGAGE = Mortgage passthrough CP = Commercial paper CORP = Corporate EQUITY = Equity SUPRA = Supra-national agency CASH If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or <UnderlyingStipulations> block e.g.: SecurityType=REPO UnderlyingSecurityType=MORTGAGE UnderlyingIssuer=GNMA or SecurityType=REPO UnderlyingSecurityType=AGENCY UnderlyingIssuer=CA Housing Trust UnderlyingCountryOfIssue=CA or SecurityType=REPO UnderlyingSecurityType=CORP UnderlyingNoStipulations= UnderlyingStipulationType=RATING UnderlyingStipulationValue=>bbb- | FIX.4.3 |
| 763 | UnderlyingSecuritySubType | String | N | Underlying security’s SecuritySubType. See SecuritySubType (762) field for description | FIX.4.4 |
| 313 | UnderlyingMaturityMonthYear | MonthYear | N | Underlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description | FIX.4.3 |
| 542 | UnderlyingMaturityDate | LocalMktDate | N | Underlying security’s maturity date. See MaturityDate (54) field for description | FIX.4.3 |
| 315 | UnderlyingPutOrCall | int | N | Underlying security’s PutOrCall. See PutOrCall field for description | FIX.4.3 |
| 241 | UnderlyingCouponPaymentDate | LocalMktDate | N | Underlying security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 242 | UnderlyingIssueDate | LocalMktDate | N | Underlying security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 243 | UnderlyingRepoCollateralSecurityType | String | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 244 | UnderlyingRepurchaseTerm | int | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 245 | UnderlyingRepurchaseRate | Percentage | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 246 | UnderlyingFactor | float | N | Underlying security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 256 | UnderlyingCreditRating | String | N | Underlying security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 595 | UnderlyingInstrRegistry | String | N | Underlying security’s InstrRegistry. See InstrRegistry (543) field for description | FIX.4.3 |
| 592 | UnderlyingCountryOfIssue | Country | N | Underlying security’s CountryOfIssue. See CountryOfIssue (470) field for description | FIX.4.3 |
| 593 | UnderlyingStateOrProvinceOfIssue | String | N | Underlying security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description | FIX.4.3 |
| 594 | UnderlyingLocaleOfIssue | String | N | Underlying security’s LocaleOfIssue. See LocaleOfIssue (472) field for description | FIX.4.3 |
| 247 | UnderlyingRedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 316 | UnderlyingStrikePrice | Price | N | Underlying security’s StrikePrice. See StrikePrice (202) field for description | FIX.4.3 |
| 941 | UnderlyingStrikeCurrency | Currency | N | Currency in which the strike price of an underlying instrument is denominated | FIX.4.4 |
| 317 | UnderlyingOptAttribute | char | N | Underlying security’s OptAttribute. See OptAttribute (206) field for description | FIX.4.3 |
| 436 | UnderlyingContractMultiplier | float | N | Underlying security’s ContractMultiplier. See ContractMultiplier (23) field for description | FIX.4.3 |
| 435 | UnderlyingCouponRate | Percentage | N | Underlying security’s CouponRate. See CouponRate (223) field for description | FIX.4.3 |
| 308 | UnderlyingSecurityExchange | Exchange | N | Underlying security’s SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207) | FIX.4.3 |
| 306 | UnderlyingIssuer | String | N | Underlying security’s Issuer. See Issuer (06) field for description | FIX.4.3 |
| 362 | EncodedUnderlyingIssuerLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field. | FIX.4.3 |
| 363 | EncodedUnderlyingIssuer | data | N | Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field. | FIX.4.3 |
| 307 | UnderlyingSecurityDesc | String | N | Underlying security’s SecurityDesc. See SecurityDesc (07) field for description | FIX.4.3 |
| 364 | EncodedUnderlyingSecurityDescLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field. | FIX.4.3 |
| 365 | EncodedUnderlyingSecurityDesc | data | N | Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field. | FIX.4.3 |
| 877 | UnderlyingCPProgram | String | N | The program under which the underlying commercial paper is issued | FIX.4.4 |
| 878 | UnderlyingCPRegType | String | N | The registration type of the underlying commercial paper issuance | FIX.4.4 |
| 318 | UnderlyingCurrency | Currency | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) | FIX.4.4 |
| 879 | UnderlyingQty | Qty | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.) | FIX.4.4 |
| 810 | UnderlyingPx | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket. | FIX.4.4 |
| 882 | UnderlyingDirtyPrice | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest | FIX.4.4 |
| 883 | UnderlyingEndPrice | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. | FIX.4.4 |
| 884 | UnderlyingStartValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement | FIX.4.4 |
| 885 | UnderlyingCurrentValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral | FIX.4.4 |
| 886 | UnderlyingEndValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement | FIX.4.4 |
| ⟳ UnderlyingStipulations [Repeating Group] | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block | FIX.4.4 | ||
| 887 | NoUnderlyingStips | NumInGroup | N | Number of underlying stipulation entries | FIX.4.4 |
| 888 | UnderlyingStipType | String | N | Required if NoUnderlyingStips >0 | FIX.4.4 |
| 889 | UnderlyingStipValue | String | N | Value of stipulation. Same values as StipulationValue (234) | FIX.4.4 |
| end UnderlyingStipulations | |||||
▶
UnderlyingStipulations
BlockRepeating
Common
The UnderlyingStipulations component block has the same usage as the Stipulations component block, but for an underlying security.
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 887 | NoUnderlyingStips | NumInGroup | N | Number of underlying stipulation entries | FIX.4.4 |
| 888 | UnderlyingStipType | String | N | Required if NoUnderlyingStips >0 | FIX.4.4 |
| 889 | UnderlyingStipValue | String | N | Value of stipulation. Same values as StipulationValue (234) | FIX.4.4 |
▶
YieldData
Block
Common
The YieldData component block conveys yield information for a given Fixed Income security.
| Tag | Name | Type | Req | Description | Added |
|---|---|---|---|---|---|
| 235 | YieldType | String | N | Type of yield | FIX.4.3 |
| 236 | Yield | Percentage | N | Yield percentage. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 701 | YieldCalcDate | LocalMktDate | N | Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day. | FIX.4.4 |
| 696 | YieldRedemptionDate | LocalMktDate | N | Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date). | FIX.4.4 |
| 697 | YieldRedemptionPrice | Price | N | Price to which the yield has been calculated. | FIX.4.4 |
| 698 | YieldRedemptionPriceType | int | N | The price type of the YieldRedemptionPrice (697) See PriceType (423) for description and valid values. | FIX.4.4 |