SettlementInstructions message – FIX.4.4 – FIX Reference

← SettlementInstructionRequest → TestRequest

MsgTypeT

CategorySettlementInstruction

SectionPostTrade

AddedFIX.4.1

Fields83

Components10

The Settlement Instructions message provides the broker’s, the institution’s, or the intermediary’s instructions for trade settlement. This message has been designed so that it can be sent from the broker to the institution, from the institution to the broker, or from either to an independent "standing instructions" database or matching system or, for CIV, from an intermediary to a fund manager.

Message Structure

83 fields, 10 components/groups — click any tag or field name for details

Tag

Name

Type

Req

Description

Added

◈ StandardHeader [Component]

MsgType = T

FIX.4.1

BeginString

String

FIX.4.4 (Always unencrypted, must be first field in message)

FIX.4.0

BodyLength

Length

(Always unencrypted, must be second field in message)

FIX.4.0

MsgType

String

(Always unencrypted, must be third field in message)

▶ 93 enum values

Value	Name	Description
0	Heartbeat	Heartbeat
1	TestRequest	Test Request
2	ResendRequest	Resend Request
3	Reject	Reject
4	SequenceReset	Sequence Reset
5	Logout	Logout
6	IOI	Indication of Interest
7	Advertisement	Advertisement
8	ExecutionReport	Execution Report
9	OrderCancelReject	Order Cancel Reject
A	Logon	Logon
B	News	News
C	Email	Email
D	NewOrderSingle	Order – Single
E	NewOrderList	Order – List
F	OrderCancelRequest	Order Cancel Request
G	OrderCancelReplaceRequest	Order Cancel/Replace Request
H	OrderStatusRequest	Order Status Request
J	AllocationInstruction	Allocation Instruction
K	ListCancelRequest	List Cancel Request
L	ListExecute	List Execute
M	ListStatusRequest	List Status Request
N	ListStatus	List Status
P	AllocationInstructionAck	Allocation Instruction Ack
Q	DontKnowTrade	Don’t Know Trade (DK)
R	QuoteRequest	Quote Request
S	Quote	Quote
T	SettlementInstructions	Settlement Instructions
V	MarketDataRequest	Market Data Request
W	MarketDataSnapshotFullRefresh	Market Data-Snapshot/Full Refresh
X	MarketDataIncrementalRefresh	Market Data-Incremental Refresh
Y	MarketDataRequestReject	Market Data Request Reject
Z	QuoteCancel	Quote Cancel
a	QuoteStatusRequest	Quote Status Request
b	MassQuoteAcknowledgement	Mass Quote Acknowledgement
c	SecurityDefinitionRequest	Security Definition Request
d	SecurityDefinition	Security Definition
e	SecurityStatusRequest	Security Status Request
f	SecurityStatus	Security Status
g	TradingSessionStatusRequest	Trading Session Status Request
h	TradingSessionStatus	Trading Session Status
i	MassQuote	Mass Quote
j	BusinessMessageReject	Business Message Reject
k	BidRequest	Bid Request
l	BidResponse	Bid Response (lowercase L)
m	ListStrikePrice	List Strike Price
n	XMLNonFIX	XML message (e.g. non-FIX MsgType)
o	RegistrationInstructions	Registration Instructions
p	RegistrationInstructionsResponse	Registration Instructions Response
q	OrderMassCancelRequest	Order Mass Cancel Request
r	OrderMassCancelReport	Order Mass Cancel Report
s	NewOrderCross	New Order - Cross
t	CrossOrderCancelReplaceRequest	Cross Order Cancel/Replace Request (a.k.a. Cross Order Modification Request)
u	CrossOrderCancelRequest	Cross Order Cancel Request
v	SecurityTypeRequest	Security Type Request
w	SecurityTypes	Security Types
x	SecurityListRequest	Security List Request
y	SecurityList	Security List
z	DerivativeSecurityListRequest	Derivative Security List Request
AA	DerivativeSecurityList	Derivative Security List
AB	NewOrderMultileg	New Order - Multileg
AC	MultilegOrderCancelReplace	Multileg Order Cancel/Replace (a.k.a. Multileg Order Modification Request)
AD	TradeCaptureReportRequest	Trade Capture Report Request
AE	TradeCaptureReport	Trade Capture Report
AF	OrderMassStatusRequest	Order Mass Status Request
AG	QuoteRequestReject	Quote Request Reject
AH	RFQRequest	RFQ Request
AI	QuoteStatusReport	Quote Status Report
AJ	QuoteResponse	Quote Response
AK	Confirmation	Confirmation
AL	PositionMaintenanceRequest	Position Maintenance Request
AM	PositionMaintenanceReport	Position Maintenance Report
AN	RequestForPositions	Request For Positions
AO	RequestForPositionsAck	Request For Positions Ack
AP	PositionReport	Position Report
AQ	TradeCaptureReportRequestAck	Trade Capture Report Request Ack
AR	TradeCaptureReportAck	Trade Capture Report Ack
AS	AllocationReport	Allocation Report (aka Allocation Claim)
AT	AllocationReportAck	Allocation Report Ack (aka Allocation Claim Ack)
AU	ConfirmationAck	Confirmation Ack (aka Affirmation)
AV	SettlementInstructionRequest	Settlement Instruction Request
AW	AssignmentReport	Assignment Report
AX	CollateralRequest	Collateral Request
AY	CollateralAssignment	Collateral Assignment
AZ	CollateralResponse	Collateral Response
BA	CollateralReport	Collateral Report
BB	CollateralInquiry	Collateral Inquiry
BC	NetworkCounterpartySystemStatusRequest	Network (Counterparty System) Status Request
BD	NetworkCounterpartySystemStatusResponse	Network (Counterparty System) Status Response
BE	UserRequest	User Request
BF	UserResponse	User Response
BG	CollateralInquiryAck	Collateral Inquiry Ack
BH	ConfirmationRequest	Confirmation Request

FIX.4.0

SenderCompID

String

(Always unencrypted)

FIX.4.0

TargetCompID

String

(Always unencrypted)

FIX.4.0

115

OnBehalfOfCompID

String

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

Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)

FIX.4.0

SecureDataLen

Length

Required to identify length of encrypted section of message. (Always unencrypted)

FIX.4.0

SecureData

data

Required when message body is encrypted. Always immediately follows SecureDataLen field.

FIX.4.0

MsgSeqNum

SeqNum

(Can be embedded within encrypted data section.)

FIX.4.0

SenderSubID

String

(Can be embedded within encrypted data section.)

FIX.4.0

142

SenderLocationID

String

Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)

FIX.4.1

TargetSubID

String

"ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)

FIX.4.0

143

TargetLocationID

String

Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)

FIX.4.1

116

OnBehalfOfSubID

String

Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)

FIX.4.0

144

OnBehalfOfLocationID

String

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

Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)

FIX.4.0

145

DeliverToLocationID

String

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

PossDupFlag

Boolean

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.)

▶ 2 enum values

Value	Name	Description
Y	PossibleDuplicate	Possible duplicate
N	OriginalTransmission	Original transmission

FIX.4.0

PossResend

Boolean

Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)

▶ 2 enum values

Value	Name	Description
Y	PossibleResend	Possible resend
N	OriginalTransmission	Original transmission

FIX.4.0

SendingTime

UTCTimestamp

(Can be embedded within encrypted data section.)

FIX.4.0

122

OrigSendingTime

UTCTimestamp

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

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

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

Type of message encoding (non-ASCII characters) used in a message’s "Encoded" fields. Required if any "Encoding" fields are used.

▶ 4 enum values

Value	Name	Description
ISO-2022-JP	ISO2022JP	JIS
EUC-JP	EUCJP	EUC
Shift_JIS	ShiftJIS	for using SJIS
UTF-8	UTF8	Unicode

FIX.4.2

369

LastMsgSeqNumProcessed

SeqNum

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]

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

Number of HopCompID entries in repeating group.

FIX.4.4

628

HopCompID

String

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

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

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

777

SettlInstMsgID

String

Unique identifier for this message

FIX.4.4

791

SettlInstReqID

String

Only used when this message is used to respond to a settlement instruction request (to which this ID refers)

FIX.4.4

160

SettlInstMode

char

1=Standing Instructions, 2=Specific Allocation Account Overriding, 3=Specific Allocation Account Standing , 4=Specific Order, 5=Reject SSI request

▶ 3 enum values

Value	Name	Description
1	StandingInstructionsProvided	Standing Instructions Provided
4	SpecificOrderForASingleAccount	Specific Order for a single account (for CIV)
5	RequestReject	Request reject

FIX.4.1

792

SettlInstReqRejCode

int

Required for SettlInstMode = 5. Used to provide reason for rejecting a Settlement Instruction Request message.

▶ 4 enum values

Value	Name	Description
0	UnableToProcessRequest	unable to process request (e.g. database unavailable)
1	UnknownAccount	unknown account
2	NoMatchingSettlementInstructionsFound	no matching settlement instructions found
99	Other	other

FIX.4.4

Text

String

Can be used to provide any additional rejection text where rejecting a Settlement Instruction Request message.

FIX.4.4

354

EncodedTextLen

Length

Byte length of encoded (non-ASCII characters) EncodedText (355) field.

FIX.4.4

355

EncodedText

data

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

ClOrdID

String

Required for SettlInstMode=4.

FIX.4.3

TransactTime

UTCTimestamp

Date/time this message was generated

FIX.4.1

⟳ SettlInstGrp [Repeating Group]

Required except where SettlInstMode is 5=Reject SSI request

FIX.4.4

778

NoSettlInst

NumInGroup

Number of settlement instructions within repeating group.

FIX.4.4

162

SettlInstID

String

Unique identifier for Settlement Instruction.

FIX.4.4

163

SettlInstTransType

char

Settlement Instructions message transaction type

▶ 4 enum values

Value	Name	Description
N	New	New
C	Cancel	Cancel
R	Replace	Replace
T	Restate	Restate (used where the Settlement Instruction is being used to communicate standing instructions which have not been changed or added to)

FIX.4.4

214

SettlInstRefID

String

Reference identifier for the SettlInstID (62) with Cancel and Replace SettlInstTransType (63) transaction types.

FIX.4.4

⟳ Parties [Repeating Group]

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

Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole

FIX.4.3

448

PartyID

String

Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0.

FIX.4.3

447

PartyIDSource

char

Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.

▶ 18 enum values

Value	Name	Description
B	BIC	BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C	GeneralIdentifier	Generally accepted market participant identifier (e.g. NASD mnemonic)
D	Proprietary	Proprietary/Custom code
E	ISOCountryCode	ISO Country Code
F	SettlementEntityLocation	Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G	MIC	MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H	CSDParticipant	CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1	KoreanInvestorID	Korean Investor ID
2	TaiwaneseForeignInvestorID	Taiwanese Qualified Foreign Investor ID QFII / FID
3	TaiwaneseTradingAcct	Taiwanese Trading Account
4	MalaysianCentralDepository	Malaysian Central Depository (MCD) number
5	ChineseInvestorID	Chinese B Share (Shezhen and Shanghai)
6	UKNationalInsuranceOrPensionNumber	UK National Insurance or Pension Number
7	USSocialSecurityNumber	US Social Security Number
8	USEmployerOrTaxIDNumber	US Employer Identification Number
9	AustralianBusinessNumber	Australian Business Number
A	AustralianTaxFileNumber	Australian Tax File Number
I	ISITCAcronym	Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document

FIX.4.3

452

PartyRole

int

Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.

▶ 37 enum values

Value	Name	Description
1	ExecutingFirm	Executing Firm (formerly FIX 4.2 ExecBroker)
2	BrokerOfCredit	Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3	ClientID	Client ID (formerly FIX 4.2 ClientID)
4	ClearingFirm	Clearing Firm (formerly FIX 4.2 ClearingFirm)
5	InvestorID	Investor ID
6	IntroducingFirm	Introducing Firm
7	EnteringFirm	Entering Firm
8	Locate	Locate/Lending Firm (for short-sales)
9	FundManagerClientID	Fund manager Client ID (for CIV)
10	SettlementLocation	Settlement Location (formerly FIX 4.2 SettlLocation)
11	OrderOriginationTrader	Order Origination Trader (associated with Order Origination Firm – e.g. trader who initiates/submits the order)
12	ExecutingTrader	Executing Trader (associated with Executing Firm - actually executes)
13	OrderOriginationFirm	Order Origination Firm (e.g. buyside firm)
14	GiveupClearingFirm	Giveup Clearing Firm (firm to which trade is given up)
15	CorrespondantClearingFirm	Correspondant Clearing Firm
16	ExecutingSystem	Executing System
17	ContraFirm	Contra Firm
18	ContraClearingFirm	Contra Clearing Firm
19	SponsoringFirm	Sponsoring Firm
20	UnderlyingContraFirm	Underlying Contra Firm
21	ClearingOrganization	Clearing Organization
22	Exchange	Exchange
24	CustomerAccount	Customer Account
25	CorrespondentClearingOrganization	Correspondent Clearing Organization
26	CorrespondentBroker	Correspondent Broker
27	Buyer	Buyer/Seller (Receiver/Deliverer)
28	Custodian	Custodian
29	Intermediary	Intermediary
30	Agent	Agent
31	SubCustodian	Sub custodian
32	Beneficiary	Beneficiary
33	InterestedParty	Interested party
34	RegulatoryBody	Regulatory body
35	LiquidityProvider	Liquidity provider
36	EnteringTrader	Entering Trader
37	ContraTrader	Contra Trader
38	PositionAccount	Position Account

FIX.4.3

⟳ PtysSubGrp [Repeating Group]

Repeating group of Party sub-identifiers.

FIX.4.4

802

NoPartySubIDs

NumInGroup

Number of PartySubID (523)and PartySubIDType (803) entries

FIX.4.4

523

PartySubID

String

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

Type of PartySubID (523) value 4000+ = Reserved and available for bi-laterally agreed upon user defined values

▶ 26 enum values

Value	Name	Description
1	Firm	Firm
2	Person	Person
3	System	System
4	Application	Application
5	FullLegalNameOfFirm	Full legal name of firm
6	PostalAddress	Postal address (inclusive of street address, location, and postal code)
7	PhoneNumber	Phone number
8	EmailAddress	Email address
9	ContactName	Contact name
10	SecuritiesAccountNumber	Securities account number (for settlement instructions)
11	RegistrationNumber	Registration number (for settlement instructions and confirmations)
12	RegisteredAddressForConfirmation	Registered address (for confirmation purposes)
13	RegulatoryStatus	Regulatory status (for confirmation purposes)
14	RegistrationName	Registration name (for settlement instructions)
15	CashAccountNumber	Cash account number (for settlement instructions)
16	BIC	BIC
17	CSDParticipantMemberCode	CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18	RegisteredAddress	Registered address
19	FundAccountName	Fund/account name
20	TelexNumber	Telex number
21	FaxNumber	Fax number
22	SecuritiesAccountName	Securities account name
23	CashAccountName	Cash account name
24	Department	Department
25	LocationDesk	Location / Desk
26	PositionAccountType	Position Account Type

FIX.4.4

end PtysSubGrp

end Parties

Side

char

Side of order

▶ 16 enum values

Value	Name	Description
1	Buy	Buy
2	Sell	Sell
3	BuyMinus	Buy minus
4	SellPlus	Sell plus
5	SellShort	Sell short
6	SellShortExempt	Sell short exempt
7	Undisclosed	Undisclosed (valid for IOI and List Order messages only)
8	Cross	Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9	CrossShort	Cross short
A	CrossShortExempt	Cross short exempt
B	AsDefined	"As Defined" (for use with multileg instruments)
C	Opposite	"Opposite" (for use with multileg instruments)
D	Subscribe	Subscribe (e.g. CIV)
E	Redeem	Redeem (e.g. CIV)
F	Lend	Lend (FINANCING - identifies direction of collateral)
G	Borrow	Borrow (FINANCING - identifies direction of collateral)

FIX.4.4

460

Product

int

Indicates the type of product the security is associated with. See also the CFICode (46) and SecurityType (67) fields.

▶ 13 enum values

Value	Name	Description
1	AGENCY	AGENCY
2	COMMODITY	COMMODITY
3	CORPORATE	CORPORATE
4	CURRENCY	CURRENCY
5	EQUITY	EQUITY
6	GOVERNMENT	GOVERNMENT
7	INDEX	INDEX
8	LOAN	LOAN
9	MONEYMARKET	MONEYMARKET
10	MORTGAGE	MORTGAGE
11	MUNICIPAL	MUNICIPAL
12	OTHER	OTHER
13	FINANCING	FINANCING

FIX.4.4

167

SecurityType

String

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)

▶ 95 enum values

Value	Name	Description
FUT	Future	Future
OPT	Option	Option
EUSUPRA	EuroSupranationalCoupons	Euro Supranational Coupons *
FAC	FederalAgencyCoupon	Federal Agency Coupon
FADN	FederalAgencyDiscountNote	Federal Agency Discount Note
PEF	PrivateExportFunding	Private Export Funding *
SUPRA	USDSupranationalCoupons	USD Supranational Coupons *
CORP	CorporateBond	Corporate Bond
CPP	CorporatePrivatePlacement	Corporate Private Placement
CB	ConvertibleBond	Convertible Bond
DUAL	DualCurrency	Dual Currency
EUCORP	EuroCorporateBond	Euro Corporate Bond
XLINKD	IndexedLinked	Indexed Linked
STRUCT	StructuredNotes	Structured Notes
YANK	YankeeCorporateBond	Yankee Corporate Bond
FOR	ForeignExchangeContract	Foreign Exchange Contract
CS	CommonStock	Common Stock
PS	PreferredStock	Preferred Stock
BRADY	BradyBond	Brady Bond
EUSOV	EuroSovereigns	Euro Sovereigns *
TBOND	USTreasuryBond	US Treasury Bond
TINT	InterestStripFromAnyBondOrNote	Interest strip from any bond or note
TIPS	TreasuryInflationProtectedSecurities	Treasury Inflation Protected Securities
TCAL	PrincipalStripOfACallableBondOrNote	Principal strip of a callable bond or note
TPRN	PrincipalStripFromANonCallableBondOrNote	Principal strip from a non-callable bond or note
UST	USTreasuryNoteOld	US Treasury Note (deprecated value, use "TNOTE")
USTB	USTreasuryBillOld	US Treasury Bill (deprecated value, use "TBILL")
TNOTE	USTreasuryNote	US Treasury Note
TBILL	USTreasuryBill	US Treasury Bill
REPO	Repurchase	Repurchase
FORWARD	Forward	Forward
BUYSELL	BuySellback	Buy Sellback
SECLOAN	SecuritiesLoan	Securities Loan
SECPLEDGE	SecuritiesPledge	Securities Pledge
TERM	TermLoan	Term Loan
RVLV	RevolverLoan	Revolver Loan
RVLVTRM	Revolver	Revolver/Term Loan
BRIDGE	BridgeLoan	Bridge Loan
LOFC	LetterOfCredit	Letter of Credit
SWING	SwingLineFacility	Swing Line Facility
DINP	DebtorInPossession	Debtor in Possession
DEFLTED	Defaulted	Defaulted
WITHDRN	Withdrawn	Withdrawn
REPLACD	Replaced	Replaced
MATURED	Matured	Matured
AMENDED	Amended	Amended & Restated
RETIRED	Retired	Retired
BA	BankersAcceptance	Bankers Acceptance
BN	BankNotes	Bank Notes
BOX	BillOfExchanges	Bill of Exchanges
CD	CertificateOfDeposit	Certificate of Deposit
CL	CallLoans	Call Loans
CP	CommercialPaper	Commercial Paper
DN	DepositNotes	Deposit Notes
EUCD	EuroCertificateOfDeposit	Euro Certificate of Deposit
EUCP	EuroCommercialPaper	Euro Commercial Paper
LQN	LiquidityNote	Liquidity Note
MTN	MediumTermNotes	Medium Term Notes
ONITE	Overnight	Overnight
PN	PromissoryNote	Promissory Note
PZFJ	PlazosFijos	Plazos Fijos
STN	ShortTermLoanNote	Short Term Loan Note
TD	TimeDeposit	Time Deposit
XCN	ExtendedCommNote	Extended Comm Note
YCD	YankeeCertificateOfDeposit	Yankee Certificate of Deposit
ABS	AssetBackedSecurities	Asset-backed Securities
CMBS	Corp	Corp. Mortgage-backed Securities
CMO	CollateralizedMortgageObligation	Collateralized Mortgage Obligation
IET	IOETTEMortgage	IOETTE Mortgage
MBS	MortgageBackedSecurities	Mortgage-backed Securities
MIO	MortgageInterestOnly	Mortgage Interest Only
MPO	MortgagePrincipalOnly	Mortgage Principal Only
MPP	MortgagePrivatePlacement	Mortgage Private Placement
MPT	MiscellaneousPassThrough	Miscellaneous Pass-through
PFAND	Pfandbriefe	Pfandbriefe *
TBA	ToBeAnnounced	To be Announced
AN	OtherAnticipationNotes	Other Anticipation Notes BAN, GAN, etc.
COFO	CertificateOfObligation	Certificate of Obligation
COFP	CertificateOfParticipation	Certificate of Participation
GO	GeneralObligationBonds	General Obligation Bonds
MT	MandatoryTender	Mandatory Tender
RAN	RevenueAnticipationNote	Revenue Anticipation Note
REV	RevenueBonds	Revenue Bonds
SPCLA	SpecialAssessment	Special Assessment
SPCLO	SpecialObligation	Special Obligation
SPCLT	SpecialTax	Special Tax
TAN	TaxAnticipationNote	Tax Anticipation Note
TAXA	TaxAllocation	Tax Allocation
TECP	TaxExemptCommercialPaper	Tax Exempt Commercial Paper
TRAN	TaxRevenueAnticipationNote	Tax & Revenue Anticipation Note
VRDN	VariableRateDemandNote	Variable Rate Demand Note
WAR	Warrant	Warrant
MF	MutualFund	Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG	MultilegInstrument	Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE	NoSecurityType	No Security Type

FIX.4.4

461

CFICode

String

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

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

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

Timestamp of last update to data item (or creation if no updates made since creation).

FIX.4.4

◈ SettlInstructionsData [Component]

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

Required if AllocSettlInstType = 1 or 2

▶ 4 enum values

Value	Name	Description
0	Versus	"Versus. Payment": Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment
1	Free	"Free": Deliver (if Sell) or Receive (if Buy) Free
2	TriParty	Tri-Party
3	HoldInCustody	Hold In Custody

FIX.4.4

169

StandInstDbType

int

Required if AllocSettlInstType = 3 (should not be populated otherwise)

▶ 5 enum values

Value	Name	Description
0	Other	Other
1	DTCSID	DTC SID
2	ThomsonALERT	Thomson ALERT
3	AGlobalCustodian	A Global Custodian (StandInstDbName (170) must be provided)
4	AccountNet	AccountNet

FIX.4.4

170

StandInstDbName

String

Required if AllocSettlInstType = 3 (should not be populated otherwise)

FIX.4.4

171

StandInstDbID

String

Identifier used within the StandInstDbType Required if AllocSettlInstType = 3 (should not be populated otherwise)

FIX.4.4

⟳ DlvyInstGrp [Repeating Group]

Required (and must be > 0) if AllocSettlInstType = 2 (should not be populated otherwise)

FIX.4.4

NoDlvyInst

NumInGroup

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

Indicates source of Settlement Instructions

▶ 3 enum values

Value	Name	Description
1	BrokerCredit	Broker’s Instructions
2	Institution	Institution’s Instructions
3	Investor	Investor (e.g. CIV use)

FIX.4.4

787

DlvyInstType

char

Used to indicate whether a delivery instruction is used for securities or cash settlement

▶ 2 enum values

Value	Name	Description
S	Securities	securities
C	Cash	cash

FIX.4.4

⟳ SettlParties [Repeating Group]

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

Repeating group below should contain unique combinations of SettlPartyID, SettlPartyIDSource, and SettlPartyRole

FIX.4.4

782

SettlPartyID

String

Used to identify source of SettlPartyID. Required if SettlPartyIDSource is specified. Required if NoSettlPartyIDs > 0.

FIX.4.4

783

SettlPartyIDSource

char

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

Identifies the type of SettlPartyID (e.g. Executing Broker). Required if NoSettlPartyIDs > 0.

FIX.4.4

⟳ SettlPtysSubGrp [Repeating Group]

Repeating group of SettlParty sub-identifiers.

FIX.4.4

801

NoSettlPartySubIDs

NumInGroup

Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries

FIX.4.4

785

SettlPartySubID

String

PartySubID value within a settlement parties component. Same values as PartySubID (523)

FIX.4.4

786

SettlPartySubIDType

int

Type of SettlPartySubID (785) value. Same values as PartySubIDType (803)

FIX.4.4

end SettlPtysSubGrp

end SettlParties

end DlvyInstGrp

492

PaymentMethod

int

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

▶ 15 enum values

Value	Name	Description
1	CREST	CREST
2	NSCC	NSCC
3	Euroclear	Euroclear
4	Clearstream	Clearstream
5	Cheque	Cheque
6	TelegraphicTransfer	Telegraphic Transfer
7	FedWire	FedWire
8	DebitCard	Debit Card
9	DirectDebit	Direct Debit (BECS)
10	DirectCredit	Direct Credit (BECS)
11	CreditCard	Credit Card
12	ACHDebit	ACH Debit
13	ACHCredit	ACH Credit
14	BPAY	BPAY
15	HighValueClearingSystem	High Value Clearing System (HVACS)