| ◈ StandardHeader [Component] | | Y | MsgType = AJ | FIX.4.4 |
| 8 | BeginString | String | Y | FIXT.1.1 (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)
▶ 101 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 | New Order - Single | | E | NewOrderList | New Order - List | | F | OrderCancelRequest | Order Cancel Request | | G | OrderCancelReplaceRequest | Order Cancel/Replace Request (a.k.a. Order Modification 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 Msg Type) | | 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 (a.k.a. Allocation Claim) | | AT | AllocationReportAck | Allocation Report Ack (a.k.a. Allocation Claim Ack) | | AU | ConfirmationAck | Confirmation Ack (a.k.a. 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 | | BI | TradingSessionListRequest | Trading Session List Request | | BJ | TradingSessionList | Trading Session List | | BK | SecurityListUpdateReport | Security List Update Report | | BL | AdjustedPositionReport | Adjusted Position Report | | BM | AllocationInstructionAlert | Allocation Instruction Alert | | BN | ExecutionAcknowledgement | Execution Acknowledgement | | BO | ContraryIntentionReport | Contrary Intention Report | | BP | SecurityDefinitionUpdateReport | Security Definition Update Report |
| FIX.4.0 |
| 1128 | ApplVerID | String | N | Indicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence.
▶ 8 enum values
| Value | Name | Description |
|---|
| 0 | FIX27 | FIX27 | | 1 | FIX30 | FIX30 | | 2 | FIX40 | FIX40 | | 3 | FIX41 | FIX41 | | 4 | FIX42 | FIX42 | | 5 | FIX43 | FIX43 | | 6 | FIX44 | FIX44 | | 7 | FIX50 | FIX50 |
| FIX.4.4 |
| 1129 | CstmApplVerID | String | N | Used to support bilaterally agreed custom functionality | FIX.4.4 |
| 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.)
▶ 2 enum values
| Value | Name | Description |
|---|
| N | OriginalTransmission | Original transmission | | Y | PossibleDuplicate | Possible duplicate |
| 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.)
▶ 2 enum values
| Value | Name | Description |
|---|
| N | OriginalTransmission | Original Transmission | | Y | PossibleResend | Possible Resend |
| 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 |
| ◈ HopGrp [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 (115) 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 (115) 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 (115) is being used. | FIX.4.4 |
| 693 | QuoteRespID | String | Y | Unique ID as assigned by the Initiator | FIX.4.4 |
| 117 | QuoteID | String | N | Required only when responding to a Quote. | FIX.4.4 |
| 694 | QuoteRespType | int | Y | Type of response this Quote Response is.
▶ 6 enum values
| Value | Name | Description |
|---|
| 1 | Hit | Hit/Lift | | 2 | Counter | Counter | | 3 | Expired | Expired | | 4 | Cover | Cover | | 5 | DoneAway | Done Away | | 6 | Pass | Pass |
| FIX.4.4 |
| 11 | ClOrdID | String | N | Unique ID as assigned by the Initiator. Required only when QuoteRespType is 1 (Hit/Lift) or 2 (Counter quote). | 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)
▶ 6 enum values
| Value | Name | Description |
|---|
| A | Agency | Agency | | G | Proprietary | Proprietary | | I | Individual | Individual | | P | Principal | Principal (Note for CMS purposes, "Principal" includes "Proprietary") | | R | RisklessPrincipal | Riskless Principal | | W | AgentForOtherMember | Agent for Other Member |
| FIX.4.4 |
| 23 | IOIID | String | N | Required only when responding to an IOI. | FIX.4.4 |
| 537 | QuoteType | int | N | Default is Indicative.
▶ 4 enum values
| Value | Name | Description |
|---|
| 0 | Indicative | Indicative | | 1 | Tradeable | Tradeable | | 2 | RestrictedTradeable | Restricted Tradeable | | 3 | Counter | Counter (tradeable) |
| FIX.4.4 |
| ⟳ 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 | Required if NoQuoteQualifiers > 1 | FIX.4.4 |
| end QuotQualGrp |
| ⟳ Parties [Repeating Group] | | N | Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" | 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.
▶ 18 enum values
| Value | Name | Description |
|---|
| 6 | UKNationalInsuranceOrPensionNumber | UK National Insurance or Pension Number | | 7 | USSocialSecurityNumber | US Social Security Number | | 8 | USEmployerOrTaxIDNumber | US Employer or Tax ID Number | | 9 | AustralianBusinessNumber | Australian Business Number | | A | AustralianTaxFileNumber | Australian Tax File Number | | 1 | KoreanInvestorID | Korean Investor ID | | 2 | TaiwaneseForeignInvestorID | Taiwanese Qualified Foreign Investor ID QFII/FID | | 3 | TaiwaneseTradingAcct | Taiwanese Trading Acct | | 4 | MalaysianCentralDepository | Malaysian Central Depository (MCD) number | | 5 | ChineseInvestorID | Chinese Investor ID | | I | ISITCAcronym | Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document | | B | BIC | BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - 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 Identificer Code) (See "Appendix 6-C") | | H | CSDParticipant | CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number) |
| FIX.4.3 |
| 452 | PartyRole | int | N | Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.
▶ 77 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 - i.e. trader who initiates/submits the order) | | 12 | ExecutingTrader | Executing Trader (associated with Executing Firm - actually executes) | | 13 | OrderOriginationFirm | Order Origination Firm (e.g. buy-side 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 | | 39 | ContraInvestorID | Contra Investor ID | | 40 | TransferToFirm | Transfer to Firm | | 41 | ContraPositionAccount | Contra Position Account | | 42 | ContraExchange | Contra Exchange | | 43 | InternalCarryAccount | Internal Carry Account | | 44 | OrderEntryOperatorID | Order Entry Operator ID | | 45 | SecondaryAccountNumber | Secondary Account Number | | 46 | ForeignFirm | Foriegn Firm | | 47 | ThirdPartyAllocationFirm | Third Party Allocation Firm | | 48 | ClaimingAccount | Claiming Account | | 49 | AssetManager | Asset Manager | | 50 | PledgorAccount | Pledgor Account | | 51 | PledgeeAccount | Pledgee Account | | 52 | LargeTraderReportableAccount | Large Trader Reportable Account | | 53 | TraderMnemonic | Trader mnemonic | | 54 | SenderLocation | Sender Location | | 55 | SessionID | Session ID | | 56 | AcceptableCounterparty | Acceptable Counterparty | | 57 | UnacceptableCounterparty | Unacceptable Counterparty | | 58 | EnteringUnit | Entering Unit | | 59 | ExecutingUnit | Executing Unit | | 60 | IntroducingBroker | Introducing Broker | | 61 | QuoteOriginator | Quote originator | | 62 | ReportOriginator | Report originator | | 63 | SystematicInternaliser | Systematic internaliser (SI) | | 64 | MultilateralTradingFacility | Multilateral Trading Facility (MTF) | | 65 | RegulatedMarket | Regulated Market (RM) | | 66 | MarketMaker | Market Maker | | 67 | InvestmentFirm | Investment Firm | | 68 | HostCompetentAuthority | Host Competent Authority (Host CA) | | 69 | HomeCompetentAuthority | Home Competent Authority (Home CA) | | 70 | CompetentAuthorityLiquidity | Competent Authority of the most relevant market in terms of liquidity (CAL) | | 71 | CompetentAuthorityTransactionVenue | Competent Authority of the Transaction (Execution) Venue (CATV) | | 72 | ReportingIntermediary | Reporting intermediary (medium/vendor via which report has been published) | | 73 | ExecutionVenue | Execution Venue | | 74 | MarketDataEntryOriginator | Market data entry originator | | 75 | LocationID | Location ID | | 76 | DeskID | Desk ID | | 77 | MarketDataMarket | Market data market | | 78 | AllocationEntity | Allocation Entity |
| 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
▶ 32 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 | | 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 | | 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 | | 27 | SecurityLocateID | Security locate ID | | 28 | MarketMaker | Market maker | | 29 | EligibleCounterparty | Eligible counterparty | | 30 | ProfessionalClient | Professional client | | 31 | Location | Location | | 32 | ExecutionVenue | Execution venue |
| FIX.4.4 |
| end PtysSubGrp |
| end Parties |
| 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 |
| ◈ Instrument [Component] | | Y | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
For multilegs supply minimally a value for Symbol (55). | 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.
▶ 2 enum values
| Value | Name | Description |
|---|
| CD | EUCPWithLumpSumInterest | EUCP with lump-sum interest rather than discount price | | WI | WhenIssued | "When Issued" for a security to be reissued under an old CUSIP or ISIN |
| 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.
▶ 21 enum values
| Value | Name | Description |
|---|
| 1 | CUSIP | CUSIP | | 2 | SEDOL | SEDOL | | 3 | QUIK | QUIK | | 4 | ISINNumber | ISIN number | | 5 | RICCode | RIC code | | 6 | ISOCurrencyCode | ISO Currency Code | | 7 | ISOCountryCode | ISO Country Code | | 8 | ExchangeSymbol | Exchange Symbol | | 9 | ConsolidatedTapeAssociation | Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) | | A | BloombergSymbol | Bloomberg Symbol | | B | Wertpapier | Wertpapier | | C | Dutch | Dutch | | D | Valoren | Valoren | | E | Sicovam | Sicovam | | F | Belgian | Belgian | | G | Common | "Common" (Clearstream and Euroclear) | | H | ClearingHouse | Clearing House / Clearing Organization | | I | ISDAFpMLSpecification | ISDA/FpML Product Specification (XML in EncodedSecurityDesc) | | J | OptionPriceReportingAuthority | Option Price Reporting Authority | | K | ISDAFpMLURL | ISDA/FpML Product URL (URL in SecurityID) | | L | LetterOfCredit | Letter of Credit |
| 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)
▶ 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.4.3 |
| 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.)
▶ 99 enum values
| Value | Name | Description |
|---|
| FUT | Future | Future | | OPT | Option | Option | | UST | USTreasuryNoteOld | US Treasury Note (Deprecated Value Use TNOTE) | | USTB | USTreasuryBillOld | US Treasury Bill (Deprecated Value Use TBILL) | | 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 | | REPO | Repurchase | Repurchase | | FORWARD | Forward | Forward | | BUYSELL | BuySellback | Buy Sellback | | SECLOAN | SecuritiesLoan | Securities Loan | | SECPLEDGE | SecuritiesPledge | Securities Pledge | | 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 | | TNOTE | USTreasuryNote | US Treasury Note | | TBILL | USTreasuryBill | US Treasury Bill | | 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 | | MLEG | MultilegInstrument | Multileg Instrument | | NONE | NoSecurityType | No Security Type | | OOF | OptionsOnFutures | Options on Futures | | OOP | OptionsOnPhysical | Options on Physical | | WLD | WildcardEntry | Wildcard Entry (was "?" in 4.4, used on Security Definition Request message) | | CASH | Cash | Cash |
| 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 |
| 1079 | MaturityTime | TZTimeOnly | N | Time of security's maturity expressed in local time with offset to UTC specified | FIX.4.4 |
| 201 | PutOrCall | int | N | For Options.
▶ 2 enum values
| Value | Name | Description |
|---|
| 0 | Put | Put | | 1 | Call | Call |
| FIX.4.4 |
| 966 | SettleOnOpenFlag | String | N | Indicator to determine if Instrument is Settle on Open. | FIX.4.4 |
| 1049 | InstrmtAssignmentMethod | char | N | Method under which assignment was conducted
▶ 2 enum values
| Value | Name | Description |
|---|
| R | Random | Random | | P | ProRata | ProRata |
| FIX.4.4 |
| 965 | SecurityStatus | String | N | Gives the current state of the instrument
▶ 2 enum values
| Value | Name | Description |
|---|
| 1 | Active | Active | | 2 | Inactive | Inactive |
| 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 | Identifies the collateral used in the transaction.
Valid values: see SecurityType (167) field (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 226 | RepurchaseTerm | int | N | Number of business days before repurchase of a repo. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 227 | RepurchaseRate | Percentage | N | Percent of par at which a Repo will be repaid. Represented as a percent, e.g. .9525 represents 95-/4 percent of par. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | 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 | Return of investor's principal in a security. Bond redemption can occur before maturity 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.4.3 |
| 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 |
| 967 | StrikeMultiplier | float | N | Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. | FIX.4.4 |
| 968 | StrikeValue | float | N | Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. | 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 |
| 969 | MinPriceIncrement | float | N | Minimum price increment for the instrument. Could also be used to represent tick value. | FIX.4.4 |
| 996 | UnitofMeasure | String | N | Used to indicate the size of the underlying commodity on which the contract is based (e.g., 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc.)
▶ 12 enum values
| Value | Name | Description |
|---|
| Bbl | Barrels | Barrels | | Bcf | BillionCubicFeet | Billion cubic feet | | Bu | Bushels | Bushels | | lbs | Pounds | pounds | | Gal | Gallons | Gallons | | MMbbl | MillionBarrels | Million Barrels | | MMBtu | OneMillionBTU | One Million BTU | | MWh | MegawattHours | Megawatt hours | | oz_tr | TroyOunces | Troy Ounces | | t | MetricTons | Metric Tons (aka Tonne) | | tn | Tons | Tons (US) | | USD | USDollars | US Dollars |
| FIX.4.4 |
| 997 | TimeUnit | String | N | Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)
▶ 7 enum values
| Value | Name | Description |
|---|
| H | Hour | Hour | | Min | Minute | Minute | | S | Second | Second | | D | Day | Day | | Wk | Week | Week | | Mo | Month | Month | | Yr | Year | Year |
| FIX.4.4 |
| 223 | CouponRate | Percentage | N | For Fixed Income. | FIX.4.3 |
| 207 | SecurityExchange | Exchange | N | Can be used to identify the security. | FIX.4.3 |
| 970 | PositionLimit | int | N | Position Limit for the instrument. | FIX.4.4 |
| 971 | NTPositionLimit | int | N | Near-term Position Limit for the instrument. | FIX.4.4 |
| 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
▶ 3 enum values
| Value | Name | Description |
|---|
| 1 | Program3a3 | 3(a)(3) | | 2 | Program42 | 4(2) | | 99 | Other | Other |
| 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
▶ 7 enum values
| Value | Name | Description |
|---|
| 1 | Put | Put | | 2 | Call | Call | | 3 | Tender | Tender | | 4 | SinkingFundCall | Sinking Fund Call | | 5 | Activation | Activation | | 6 | Inactiviation | Inactiviation | | 99 | Other | Other |
| 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 |
| ⟳ InstrumentParties [Repeating Group] | | N | Used to identify the parties listing a specific instrument | FIX.4.4 |
| 1018 | NoInstrumentParties | NumInGroup | N | Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole | FIX.4.4 |
| 1019 | InstrumentPartyID | String | N | Used to identify party id related to instrument | FIX.4.4 |
| 1050 | InstrumentPartyIDSource | char | N | Used to identify source of instrument party id | FIX.4.4 |
| 1051 | InstrumentPartyRole | int | N | Used to identify the role of instrument party id | FIX.4.4 |
| ⟳ InstrumentPtysSubGrp [Repeating Group] | | N | Repeating group of InstrumentParty sub-identifiers. | FIX.4.4 |
| 1052 | NoInstrumentPartySubIDs | NumInGroup | N | Number of InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries | FIX.4.4 |
| 1053 | InstrumentPartySubID | String | N | PartySubID value within an instrument party repeating group.
Same values as PartySubID (523) | FIX.4.4 |
| 1054 | InstrumentPartySubIDType | int | N | Type of InstrumentPartySubID (1053) value.
Same values as PartySubIDType (803) | FIX.4.4 |
| end InstrumentPtysSubGrp |
| end InstrumentParties |
| ◈ FinancingDetails [Component] | | N | Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
For multilegs supply minimally a value for Symbol (55). | 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.
▶ 4 enum values
| Value | Name | Description |
|---|
| 1 | Overnight | Overnight | | 2 | Term | Term | | 3 | Flexible | Flexible | | 4 | Open | Open |
| 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
▶ 4 enum values
| Value | Name | Description |
|---|
| 0 | VersusPayment | "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 |
| 898 | MarginRatio | Percentage | N | Percentage of cash value that underlying security collateral must meet. | FIX.4.4 |
| ⟳ UndInstrmtGrp [Repeating Group] | | N | Number of underlyings | FIX.4.4 |
| 711 | NoUnderlyings | NumInGroup | N | Number of underlyings | FIX.4.4 |
| ◈ UnderlyingInstrument [Component] | | N | Must be provided if Number of underlyings > 0 | 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 (461) field | FIX.4.3 |
| 310 | UnderlyingSecurityType | String | N | Underlying security’s SecurityType.
Valid values: see SecurityType (167) 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:
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.: | 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 (541) 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 | Underlying security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description.(Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 244 | UnderlyingRepurchaseTerm | int | N | Underlying security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 245 | UnderlyingRepurchaseRate | Percentage | N | Underlying security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | 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 | Underlying security's RedemptionDate. See RedemptionDate (240) 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 |
| 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 (231) field for description | FIX.4.3 |
| 998 | UnderlyingUnitofMeasure | String | N | Used to indicate the size of the underlying commodity on which the contract is based (e.g., 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc.) | FIX.4.4 |
| 1000 | UnderlyingTimeUnit | String | N | Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) | FIX.4.4 |
| 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 |
| 972 | UnderlyingAllocationPercent | Percentage | N | Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument. | 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 |
| 975 | UnderlyingSettlementType | int | N | Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component.
▶ 3 enum values
| Value | Name | Description |
|---|
| 2 | TPlus1 | T+1 | | 4 | TPlus3 | T+3 | | 5 | TPlus4 | T+4 |
| FIX.4.4 |
| 973 | UnderlyingCashAmount | Amt | N | Specific to the < UnderlyingInstrument > Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying's is a fixed cash value. | FIX.4.4 |
| 974 | UnderlyingCashType | String | N | Specific to the < UnderlyingInstrument > Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price)
▶ 2 enum values
| Value | Name | Description |
|---|
| FIXED | FIXED | FIXED | | DIFF | DIFF | DIFF |
| 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 |
| 1044 | UnderlyingAdjustedQuantity | Qty | N | Specific to the <UnderlyingInstrument> (not in <Instrument>). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days). | FIX.4.4 |
| 1045 | UnderlyingFXRate | float | N | Specific to the <UnderlyingInstrument> (not in <Instrument>). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15). | FIX.4.4 |
| 1046 | UnderlyingFXRateCalc | char | N | Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885).
▶ 2 enum values
| Value | Name | Description |
|---|
| D | Divide | Divide | | M | Multiply | Multiply |
| FIX.4.4 |
| 1038 | UnderlyingCapValue | Amt | N | Maximum notional value for a capped financial instrument | FIX.4.4 |
| ⟳ UndlyInstrumentParties [Repeating Group] | | N | The use of this component block is restricted to instrument definition only and is not permitted to contain transactional information. Only a specified subset of party roles will be supported within the InstrumentParty block. | FIX.4.4 |
| 1058 | NoUndlyInstrumentParties | NumInGroup | N | Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole | FIX.4.4 |
| 1059 | UndlyInstrumentPartyID | String | N | Used to identify party id related to instrument | FIX.4.4 |
| 1060 | UndlyInstrumentPartyIDSource | char | N | Used to identify source of instrument party id | FIX.4.4 |
| 1061 | UndlyInstrumentPartyRole | int | N | Used to identify the role of instrument party id | FIX.4.4 |
| ⟳ UndlyInstrumentPtysSubGrp [Repeating Group] | | N | Repeating group of InstrumentParty sub-identifiers. | FIX.4.4 |
| 1062 | NoUndlyInstrumentPartySubIDs | NumInGroup | N | Number of Underlying InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries | FIX.4.4 |
| 1063 | UndlyInstrumentPartySubID | String | N | PartySubID value within an underlying instrument party repeating group.
Same values as PartySubID (523) | FIX.4.4 |
| 1064 | UndlyInstrumentPartySubIDType | int | N | Type of underlying InstrumentPartySubID (1053) value.
Same values as PartySubIDType (803) | FIX.4.4 |
| end UndlyInstrumentPtysSubGrp |
| end UndlyInstrumentParties |
| 1039 | UnderlyingSettlMethod | String | N | — | FIX.4.4 |
| end UndInstrmtGrp |
| 54 | Side | char | N | Required when countering a single instrument quote or "hit/lift" an IOI or Quote.
▶ 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 exxmpt | | 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 |
| ◈ OrderQtyData [Component] | | N | Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages"
Required when countering a single instrument quote or "hit/lift" an IOI or Quote. | 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
▶ 3 enum values
| Value | Name | Description |
|---|
| 0 | RoundToNearest | Round to nearest | | 1 | RoundDown | Round down | | 2 | RoundUp | Round up |
| FIX.4.3 |
| 469 | RoundingModulus | float | N | For CIV - Optional | FIX.4.3 |
| 63 | SettlType | String | 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.
Additionally the following patterns may be uses as well as enum values
Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0
Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
▶ 12 enum values
| Value | Name | Description |
|---|
| 0 | Regular | Regular / FX Spot settlement (T+1 or T+2 depending on currency) | | 1 | Cash | Cash (TOD / T+0) | | 2 | NextDay | Next Day (TOM / T+1) | | 3 | TPlus2 | T+2 | | 4 | TPlus3 | T+3 | | 5 | TPlus4 | T+4 | | 6 | Future | Future | | 7 | WhenAndIfIssued | When And If Issued | | 8 | SellersOption | Sellers Option | | 9 | TPlus5 | T+5 | | B | BrokenDate | Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified | | C | FXSpotNextSettlement | FX Spot Next settlement (Spot+1, aka next day) |
| FIX.4.4 |
| 64 | SettlDate | LocalMktDate | N | Can be used with forex quotes to specify a specific "value date" | FIX.4.4 |
| 193 | SettlDate2 | LocalMktDate | N | Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. | FIX.4.4 |
| 192 | OrderQty2 | Qty | N | Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. | FIX.4.4 |
| 15 | Currency | Currency | N | Can be used to specify the currency of the quoted prices. May differ from the ‘normal’ trading currency of the instrument being quoted | FIX.4.4 |
| ⟳ Stipulations [Repeating Group] | | N | Optional | 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
▶ 60 enum values
| Value | Name | Description |
|---|
| AMT | AlternativeMinimumTax | Alternative Minimum Tax (Y/N) | | AUTOREINV | AutoReinvestment | Auto Reinvestment at <rate> or better | | BANKQUAL | BankQualified | Bank qualified (Y/N) | | BGNCON | BargainConditions | Bargain conditions (see StipulationValue (234) for values) | | COUPON | CouponRange | Coupon range | | CURRENCY | ISOCurrencyCode | ISO Currency Code | | CUSTOMDATE | CustomStart | Custom start/end date | | GEOG | Geographics | Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets]) | | HAIRCUT | ValuationDiscount | Valuation Discount | | INSURED | Insured | Insured (Y/N) | | ISSUE | IssueDate | Year Or Year/Month of Issue (ex. 234=2002/09) | | ISSUER | Issuer | Issuer's ticker | | ISSUESIZE | IssueSizeRange | issue size range | | LOOKBACK | LookbackDays | Lookback Days | | LOT | ExplicitLotIdentifier | Explicit lot identifier | | LOTVAR | LotVariance | Lot Variance (value in percent maximum over- or under-allocation allowed) | | MAT | MaturityYearAndMonth | Maturity Year And Month | | MATURITY | MaturityRange | Maturity range | | MAXSUBS | MaximumSubstitutions | Maximum substitutions (Repo) | | MINDNOM | MinimumDenomination | Minimum denomination | | MININCR | MinimumIncrement | Minimum increment | | MINQTY | MinimumQuantity | Minimum quantity | | PAYFREQ | PaymentFrequency | Payment frequency, calendar | | PIECES | NumberOfPieces | Number Of Pieces | | PMAX | PoolsMaximum | Pools Maximum | | PPL | PoolsPerLot | Pools per Lot | | PPM | PoolsPerMillion | Pools per Million | | PPT | PoolsPerTrade | Pools per Trade | | PRICE | PriceRange | Price Range | | PRICEFREQ | PricingFrequency | Pricing frequency | | PROD | ProductionYear | Production Year | | PROTECT | CallProtection | Call protection | | PURPOSE | Purpose | Purpose | | PXSOURCE | BenchmarkPriceSource | Benchmark price source | | RATING | RatingSourceAndRange | Rating source and range | | REDEMPTION | TypeOfRedemption | Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible | | RESTRICTED | Restricted | Restricted (Y/N) | | SECTOR | MarketSector | Market Sector | | SECTYPE | SecurityTypeIncludedOrExcluded | Security Type included or excluded | | STRUCT | Structure | Structure | | SUBSFREQ | SubstitutionsFrequency | Substitutions frequency (Repo) | | SUBSLEFT | SubstitutionsLeft | Substitutions left (Repo) | | TEXT | FreeformText | Freeform Text | | TRDVAR | TradeVariance | Trade Variance (value in percent maximum over- or under-allocation allowed) | | WAC | WeightedAverageCoupon | Weighted Average Coupon - value in percent (exact or range) plus "Gross" or "Net" of servicing spread (the default) (ex. 234=6.5-Net [minimum of 6.5% net of servicing fee]) | | WAL | WeightedAverageLifeCoupon | Weighted Average Life Coupon - value in percent (exact or range) | | WALA | WeightedAverageLoanAge | Weighted Average Loan Age - value in months (exact or range) | | WAM | WeightedAverageMaturity | Weighted Average Maturity - value in months (exact or range) | | WHOLE | WholePool | Whole Pool (Y/N) | | YIELD | YieldRange | Yield Range | | ABS | AbsolutePrepaymentSpeed | Absolute Prepayment Speed | | CPP | ConstantPrepaymentPenalty | Constant Prepayment Penalty | | CPR | ConstantPrepaymentRate | Constant Prepayment Rate | | CPY | ConstantPrepaymentYield | Constant Prepayment Yield | | HEP | FinalCPROfHomeEquityPrepaymentCurve | final CPR of Home Equity Prepayment Curve | | MHP | PercentOfManufacturedHousingPrepaymentCurve | Percent of Manufactured Housing Prepayment Curve | | MPR | MonthlyPrepaymentRate | Monthly Prepayment Rate | | PPC | PercentOfProspectusPrepaymentCurve | Percent of Prospectus Prepayment Curve | | PSA | PercentOfBMAPrepaymentCurve | Percent of BMA Prepayment Curve | | SMM | SingleMonthlyMortality | Single Monthly Mortality |
| 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
Bargain conditions recognized by the London Stock Exchange – to be used when StipulationType is "BGNCON".
CD = Special cum Dividend
XD = Special ex Dividend
CC = Special cum Coupon
XC = Special ex Coupon
CB = Special cum Bonus
XB = Special ex Bonus
CR = Special cum Rights
XR = Special ex Rights
CP = Special cum Capital Repayments
XP = Special ex Capital Repayments
CS = Cash Settlement
SP = Special Price
TR = Report for European Equity Market Securities in accordance with Chapter 8 of the Rules.
GD = Guaranteed Delivery
Values for StipulationType = "PXSOURCE":
BB GENERIC
BB FAIRVALUE
BROKERTEC
ESPEED
GOVPX
HILLIARD FARBER
ICAP
TRADEWEB
TULLETT LIBERTY
If a particular side of the market is wanted append /BID /OFFER or /MID.
plus appropriate combinations of the above and other expressions by mutual agreement of the counterparties.
Examples: ">=60", ".25", "ORANGE OR CONTRACOSTA", etc.
(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 code.
▶ 6 enum values
| Value | Name | Description |
|---|
| 1 | BIC | BIC | | 2 | SIDCode | SID Code | | 3 | TFM | TFM (GSPTA) | | 4 | OMGEO | OMGEO (Alert ID) | | 5 | DTCCCode | DTCC Code | | 99 | Other | Other (custom or proprietary) |
| FIX.4.4 |
| 581 | AccountType | int | N | Type of account associated with the order (Origin)
▶ 7 enum values
| Value | Name | Description |
|---|
| 1 | CarriedCustomerSide | Account is carried on customer side of the books | | 2 | CarriedNonCustomerSide | Account is carried on non-customer side of books | | 3 | HouseTrader | House Trader | | 4 | FloorTrader | Floor Trader | | 6 | CarriedNonCustomerSideCrossMargined | Account is carried on non-customer side of books and is cross margined | | 7 | HouseTraderCrossMargined | Account is house trader and is cross margined | | 8 | JointBackOfficeAccount | Joint back office account (JBO) |
| FIX.4.4 |
| ⟳ LegQuotGrp [Repeating Group] | | N | Required for multileg quote response | FIX.4.4 |
| 555 | NoLegs | NumInGroup | N | Required for multileg quotes | FIX.4.4 |
| ◈ InstrumentLeg [Component] | | N | Required for multileg quotes
For Swaps one leg is Buy and other leg is Sell | 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 (461) field for description | FIX.4.3 |
| 609 | LegSecurityType | String | N | Multileg instrument's individual security’s SecurityType.
See SecurityType (167) 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 | Multileg instrument's individual leg security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 251 | LegRepurchaseTerm | int | N | Multileg instrument's individual leg security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 252 | LegRepurchaseRate | Percentage | N | Multileg instrument's individual leg security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | 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 | Multileg instrument's individual leg security's RedemptionDate. See RedemptionDate (240) 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 |
| 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 |
| 999 | LegUnitofMeasure | String | N | Used to indicate the size of the underlying commodity on which the contract is based (e.g., 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc.) | FIX.4.4 |
| 1001 | LegTimeUnit | String | N | Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) | FIX.4.4 |
| 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 |
| 1017 | LegOptionRatio | float | N | Expresses the risk of an option leg
Value must be between -1 and 1.
A Call Option will require a ratio value between 0 and 1
A Put Option will require a ratio value between -1 and 0 | FIX.4.4 |
| 566 | LegPrice | Price | N | Price for leg of a multileg
See Price (44) field for description | 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 |
| 685 | LegOrderQty | Qty | N | When reporting an Execution, LegOrderQty may be used on Execution Report to echo back original LegOrderQty submission.
This field should be used to specify OrderQty at the leg level rather than LegQty (deprecated). | 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.
▶ 4 enum values
| Value | Name | Description |
|---|
| 1 | ParForPar | Par For Par | | 2 | ModifiedDuration | Modified Duration | | 4 | Risk | Risk | | 5 | Proceeds | Proceeds |
| 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 | Code to represent type of price presented in LegBidPx and LegOfferPx. Required if LegBidPx or PegOfferPx is present. | 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 (133) 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 |
| 654 | LegRefID | String | N | Initiator can optionally provide a unique identifier for the specific leg. Required for FX Swaps | FIX.4.4 |
| 1067 | LegBidForwardPoints | PriceOffset | N | The bid FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 | FIX.4.4 |
| 1068 | LegOfferForwardPoints | PriceOffset | N | The offer FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 | FIX.4.4 |
| end LegQuotGrp |
| 132 | BidPx | Price | N | If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. | FIX.4.4 |
| 133 | OfferPx | Price | N | If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. | FIX.4.4 |
| 645 | MktBidPx | Price | N | Can be used by markets that require showing the current best bid and offer | FIX.4.4 |
| 646 | MktOfferPx | Price | N | Can be used by markets that require showing the current best bid and offer | FIX.4.4 |
| 647 | MinBidSize | Qty | N | Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size. | FIX.4.4 |
| 134 | BidSize | Qty | N | Specifies the bid size. If MinBidSize is specified, BidSize is interpreted to contain the maximum bid size. | FIX.4.4 |
| 648 | MinOfferSize | Qty | N | Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. | FIX.4.4 |
| 135 | OfferSize | Qty | N | Specified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. | FIX.4.4 |
| 62 | ValidUntilTime | UTCTimestamp | N | The time when the quote will expire.
Required for FI when the QuoteRespType is 2 (Counter quote) to indicate to the Respondent when the counter offer is valid until. | FIX.4.4 |
| 188 | BidSpotRate | Price | N | May be applicable for F/X quotes | FIX.4.4 |
| 190 | OfferSpotRate | Price | N | May be applicable for F/X quotes | FIX.4.4 |
| 189 | BidForwardPoints | PriceOffset | N | May be applicable for F/X quotes | FIX.4.4 |
| 191 | OfferForwardPoints | PriceOffset | N | May be applicable for F/X quotes | 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 |
| 40 | OrdType | char | N | Can be used to specify the type of order the quote is for.
▶ 24 enum values
| Value | Name | Description |
|---|
| 1 | Market | Market | | 2 | Limit | Limit | | 3 | Stop | Stop / Stop Loss | | 4 | StopLimit | Stop Limit | | 5 | MarketOnClose | Market On Close (No longer used) | | 6 | WithOrWithout | With Or Without | | 7 | LimitOrBetter | Limit Or Better | | 8 | LimitWithOrWithout | Limit With Or Without | | 9 | OnBasis | On Basis | | A | OnClose | On Close (No longer used) | | B | LimitOnClose | Limit On Close (No longer used) | | C | ForexMarket | Forex Market (No longer used) | | D | PreviouslyQuoted | Previously Quoted | | E | PreviouslyIndicated | Previously Indicated | | F | ForexLimit | Forex Limit (No longer used) | | G | ForexSwap | Forex Swap | | H | ForexPreviouslyQuoted | Forex Previously Quoted (No longer used) | | I | Funari | Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan) | | J | MarketIfTouched | Market If Touched (MIT) | | K | MarketWithLeftOverAsLimit | Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price) | | L | PreviousFundValuationPoint | Previous Fund Valuation Point (Historic pricing; for CIV) | | M | NextFundValuationPoint | Next Fund Valuation Point (Forward pricing; for CIV) | | P | Pegged | Pegged | | Q | CounterOrderSelection | Counter-order selection |
| 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 |
| 656 | SettlCurrBidFxRate | float | N | Can be used when the quote is provided in a currency other than the instrument’s ‘normal’ trading currency. Applies to all bid prices contained in this quote message | FIX.4.4 |
| 657 | SettlCurrOfferFxRate | float | N | Can be used when the quote is provided in a currency other than the instrument’s ‘normal’ trading currency. Applies to all offer prices contained in this quote message | FIX.4.4 |
| 156 | SettlCurrFxRateCalc | char | N | Can be used when the quote is provided in a currency other than the instruments trading currency.
▶ 2 enum values
| Value | Name | Description |
|---|
| M | Multiply | Multiply | | D | Divide | Divide |
| FIX.4.4 |
| 12 | Commission | Amt | N | Can be used to show the counterparty the commission associated with the transaction. | FIX.4.4 |
| 13 | CommType | char | N | Can be used to show the counterparty the commission associated with the transaction.
▶ 6 enum values
| Value | Name | Description |
|---|
| 1 | PerUnit | Per Unit (implying shares, par, currency, etc.) | | 2 | Percent | Percent | | 3 | Absolute | Absolute (total monetary amount) | | 4 | PercentageWaivedCashDiscount | Percentage waived - cash discount (for CIV buy orders) | | 5 | PercentageWaivedEnhancedUnits | Percentage waived -= enhanced units (for CIV buy orders) | | 6 | PointsPerBondOrContract | Points per bond or contract (supply ContractMultiplier (231) in the <Instrument> component block if the object security is denominated in a size other than the industry default - 1000 par for bonds) |
| FIX.4.4 |
| 582 | CustOrderCapacity | int | N | For Futures Exchanges
▶ 4 enum values
| Value | Name | Description |
|---|
| 1 | MemberTradingForTheirOwnAccount | Member trading for their own account | | 2 | ClearingFirmTradingForItsProprietaryAccount | Clearing Firm trading for its proprietary account | | 3 | MemberTradingForAnotherMember | Member trading for another member | | 4 | AllOther | All other |
| FIX.4.4 |
| 100 | ExDestination | Exchange | N | Used when routing quotes to multiple markets | FIX.4.4 |
| 1133 | ExDestinationIDSource | char | N | The ID source of ExDestination
▶ 5 enum values
| Value | Name | Description |
|---|
| B | BIC | BIC (Bank Identification Code) (ISO 9362) | | C | GeneralIdentifier | Generally accepted market participant identifier (e.g. NASD mnemonic) | | D | Proprietary | Proprietary / Custom code | | E | ISOCountryCode | ISO Country Code | | G | MIC | MIC (ISO 10383 - Market Identifier Code) |
| 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 | Must be set if EncodedText field is specified and must immediately precede it. | FIX.4.4 |
| 355 | EncodedText | data | N | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. | 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.
(For Financing transactions PriceType implies the "repo type" – Fixed or Floating – 9 (Yield) or 6 (Spread) respectively - and Price (44) gives the corresponding "repo rate".
See Volume : "Glossary" for further value definitions)
▶ 18 enum values
| Value | Name | Description |
|---|
| 1 | Percentage | Percentage (i.e. percent of par) (often called "dollar price" for fixed income) | | 2 | PerUnit | Per unit (i.e. per share or contract) | | 3 | FixedAmount | Fixed amount (absolute value) | | 4 | Discount | Discount - percentage points below par | | 5 | Premium | Premium - percentage points over par | | 6 | Spread | Spread (basis points spread) | | 7 | TEDPrice | TED Price | | 8 | TEDYield | TED Yield | | 9 | Yield | Yield | | 10 | FixedCabinetTradePrice | Fixed cabinet trade price (primarily for listed futures and options) | | 11 | VariableCabinetTradePrice | Variable cabinet trade price (primarily for listed futures and options) | | 13 | ProductTicksInHalfs | Product ticks in halfs | | 14 | ProductTicksInFourths | Product ticks in fourths | | 15 | ProductTicksInEights | Product ticks in eights | | 16 | ProductTicksInSixteenths | Product ticks in sixteenths | | 17 | ProductTicksInThirtySeconds | Product ticks in thirty-seconds | | 18 | ProductTicksInSixtyForths | Product ticks in sixty-forths | | 19 | ProductTicksInOneTwentyEights | Product ticks in one-twenty-eights |
| FIX.4.4 |
| ◈ SpreadOrBenchmarkCurveData [Component] | | N | Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" | 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.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
▶ 12 enum values
| Value | Name | Description |
|---|
| EONIA | EONIA | EONIA | | EUREPO | EUREPO | EUREPO | | Euribor | Euribor | Euribor | | FutureSWAP | FutureSWAP | FutureSWAP | | LIBID | LIBID | LIBID | | LIBOR | LIBOR | LIBOR (London Inter-Bank Offer) | | MuniAAA | MuniAAA | MuniAAA | | OTHER | OTHER | OTHER | | Pfandbriefe | Pfandbriefe | Pfandbriefe | | SONIA | SONIA | SONIA | | SWAP | SWAP | SWAP | | Treasury | Treasury | Treasury |
| 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 | Insert here the set of "YieldData" fields defined in "Common Components of Application Messages" | FIX.4.4 |
| 235 | YieldType | String | N | Type of yield. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
▶ 34 enum values
| Value | Name | Description |
|---|
| AFTERTAX | AfterTaxYield | After Tax Yield (Municipals) | | ANNUAL | AnnualYield | Annual Yield | | ATISSUE | YieldAtIssue | Yield At Issue (Municipals) | | AVGMATURITY | YieldToAverageMaturity | Yield To Avg Maturity | | BOOK | BookYield | Book Yield | | CALL | YieldToNextCall | Yield to Next Call | | CHANGE | YieldChangeSinceClose | Yield Change Since Close | | CLOSE | ClosingYield | Closing Yield | | COMPOUND | CompoundYield | Compound Yield | | CURRENT | CurrentYield | Current Yield | | GOVTEQUIV | GvntEquivalentYield | Gvnt Equivalent Yield | | GROSS | TrueGrossYield | True Gross Yield | | INFLATION | YieldWithInflationAssumption | Yield with Inflation Assumption | | INVERSEFLOATER | InverseFloaterBondYield | Inverse Floater Bond Yield | | LASTCLOSE | MostRecentClosingYield | Most Recent Closing Yield | | LASTMONTH | ClosingYieldMostRecentMonth | Closing Yield Most Recent Month | | LASTQUARTER | ClosingYieldMostRecentQuarter | Closing Yield Most Recent Quarter | | LASTYEAR | ClosingYieldMostRecentYear | Closing Yield Most Recent Year | | LONGAVGLIFE | YieldToLongestAverageLife | Yield to Longest Average Life | | MARK | MarkToMarketYield | Mark to Market Yield | | MATURITY | YieldToMaturity | Yield to Maturity | | NEXTREFUND | YieldToNextRefund | Yield to Next Refund (Sinking Fund Bonds) | | OPENAVG | OpenAverageYield | Open Average Yield | | PREVCLOSE | PreviousCloseYield | Previous Close Yield | | PROCEEDS | ProceedsYield | Proceeds Yield | | PUT | YieldToNextPut | Yield to Next Put | | SEMIANNUAL | SemiAnnualYield | Semi-annual Yield | | SHORTAVGLIFE | YieldToShortestAverageLife | Yield to Shortest Average Life | | SIMPLE | SimpleYield | Simple Yield | | TAXEQUIV | TaxEquivalentYield | Tax Equivalent Yield | | TENDER | YieldToTenderDate | Yield to Tender Date | | TRUE | TrueYield | True Yield | | VALUE1_32 | YieldValueOf32nds | Yield Value Of 1/32 | | WORST | YieldToWorst | Yield To Worst |
| 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 |
| ◈ StandardTrailer [Component] | | Y | The standard FIX message trailer | FIX.4.4 |
| 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 |