| ◈ StandardHeader [Component] | | Y | MsgType = BK | 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 |
| 964 | SecurityReportID | int | N | Identifier for the Security List Update message in a bulk transfer environment (No Request/Response) | FIX.4.4 |
| 320 | SecurityReqID | String | N | Unique ID of a Security Definition Request. | FIX.4.4 |
| 322 | SecurityResponseID | String | N | Identifier for the Security List message. | FIX.4.4 |
| 560 | SecurityRequestResult | int | N | Result of the Security Request identified by the SecurityReqID.
▶ 6 enum values
| Value | Name | Description |
|---|
| 0 | ValidRequest | Valid request | | 1 | InvalidOrUnsupportedRequest | Invalid or unsupported request | | 2 | NoInstrumentsFound | No instruments found that match selection criteria | | 3 | NotAuthorizedToRetrieveInstrumentData | Not authorized to retrieve instrument data | | 4 | InstrumentDataTemporarilyUnavailable | Instrument data temporarily unavailable | | 5 | RequestForInstrumentDataNotSupported | Request for instrument data not supported |
| FIX.4.4 |
| 393 | TotNoRelatedSym | int | N | Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. | FIX.4.4 |
| 715 | ClearingBusinessDate | LocalMktDate | N | The "Clearing Business Date" referred to by this maintenance request. | FIX.4.4 |
| 980 | SecurityUpdateAction | char | N | Specifies New (0), Cancel (1) or Replace (2)
▶ 3 enum values
| Value | Name | Description |
|---|
| A | Add | Add | | D | Delete | Delete | | M | Modify | Modify |
| FIX.4.4 |
| 292 | CorporateAction | MultipleCharValue | N | Identifies the type of Corporate Action that triggered the update
▶ 22 enum values
| Value | Name | Description |
|---|
| A | ExDividend | Ex-Dividend | | B | ExDistribution | Ex-Distribution | | C | ExRights | Ex-Rights | | D | New | New | | E | ExInterest | Ex-Interest | | F | CashDividend | Cash Dividend | | G | StockDividend | Stock Dividend | | H | NonIntegerStockSplit | Non-Integer Stock Split | | I | ReverseStockSplit | Reverse Stock Split | | J | StandardIntegerStockSplit | Standard-Integer Stock Split | | K | PositionConsolidation | Position Consolidation | | L | LiquidationReorganization | Liquidation Reorganization | | M | MergerReorganization | Merger Reorganization | | N | RightsOffering | Rights Offering | | O | ShareholderMeeting | Shareholder Meeting | | P | Spinoff | Spinoff | | Q | TenderOffer | Tender Offer | | R | Warrant | Warrant | | S | SpecialAction | Special Action | | T | SymbolConversion | Symbol Conversion | | U | CUSIP | CUSIP / Name Change | | V | LeapRollover | Leap Rollover |
| FIX.4.4 |
| 893 | LastFragment | Boolean | N | Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
▶ 2 enum values
| Value | Name | Description |
|---|
| N | NotLastMessage | Not Last Message | | Y | LastMessage | Last Message |
| FIX.4.4 |
| ⟳ SecLstUpdRelSymGrp [Repeating Group] | | N | Specifies the number of repeating symbols (instruments) specified | FIX.4.4 |
| 146 | NoRelatedSym | NumInGroup | N | Specifies the number of repeating symbols (instruments) specified | FIX.4.4 |
| ◈ Instrument [Component] | | N | Insert here the set of "Instrument" (symbology) fields defined in "common components of application messages" of the requested Security | 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 |
| ◈ InstrumentExtension [Component] | | N | Insert here the set of " InstrumentExtension " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES " | FIX.4.4 |
| 668 | DeliveryForm | int | N | Identifies the form of delivery.
▶ 2 enum values
| Value | Name | Description |
|---|
| 1 | BookEntry | Book Entry (default) | | 2 | Bearer | Bearer |
| FIX.4.4 |
| 869 | PctAtRisk | Percentage | N | Percent at risk due to lowest possible call. | FIX.4.4 |
| ⟳ AttrbGrp [Repeating Group] | | N | Number of repeating InstrAttrib group entries. | FIX.4.4 |
| 870 | NoInstrAttrib | NumInGroup | N | Number of repeating InstrAttribType entries. | FIX.4.4 |
| 871 | InstrAttribType | int | N | Code to represent the type of instrument attribute
▶ 23 enum values
| Value | Name | Description |
|---|
| 1 | Flat | Flat (securities pay interest on a current basis but are traded without interest) | | 2 | ZeroCoupon | Zero coupon | | 3 | InterestBearing | Interest bearing (for Euro commercial paper when not issued at discount) | | 4 | NoPeriodicPayments | No periodic payments | | 5 | VariableRate | Variable rate | | 6 | LessFeeForPut | Less fee for put | | 7 | SteppedCoupon | Stepped coupon | | 8 | CouponPeriod | Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue (872) field. | | 9 | When | When [and if] issued | | 10 | OriginalIssueDiscount | Original issue discount | | 11 | Callable | Callable, puttable | | 12 | EscrowedToMaturity | Escrowed to Maturity | | 13 | EscrowedToRedemptionDate | Escrowed to redemption date - callable. Supply redemption date in the InstrAttribValue (872) field | | 14 | PreRefunded | Pre-refunded | | 15 | InDefault | In default | | 16 | Unrated | Unrated | | 17 | Taxable | Taxable | | 18 | Indexed | Indexed | | 19 | SubjectToAlternativeMinimumTax | Subject To Alternative Minimum Tax | | 20 | OriginalIssueDiscountPrice | Original issue discount price. Supply price in the InstrAttribValue (872) field | | 21 | CallableBelowMaturityValue | Callable below maturity value | | 22 | CallableWithoutNotice | Callable without notice by mail to holder unless registered | | 99 | Text | Text. Supply the text of the attribute or disclaimer in the InstrAttribValue (872) field. |
| FIX.4.4 |
| 872 | InstrAttribValue | String | N | Attribute value appropriate to the InstrAttribType (87) field. | FIX.4.4 |
| end AttrbGrp |
| ◈ FinancingDetails [Component] | | N | Insert here the set of " FinancingDetails " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES " | 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 |
| ◈ UnderlyingInstrument [Component] | | N | The UnderlyingInstrument component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the UnderlyingInstrument component block it describes an instrument which underlies the primary instrument Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields. | FIX.4.4 |
| 311 | UnderlyingSymbol | String | N | Underlying security’s Symbol.
See Symbol (55) field for description | FIX.4.3 |
| 312 | UnderlyingSymbolSfx | String | N | Underlying security’s SymbolSfx.
See SymbolSfx (65) field for description | FIX.4.3 |
| 309 | UnderlyingSecurityID | String | N | Underlying security’s SecurityID.
See SecurityID (48) field for description | FIX.4.3 |
| 305 | UnderlyingSecurityIDSource | String | N | Underlying security’s SecurityIDSource.
Valid values: see SecurityIDSource (22) field | FIX.4.3 |
| ⟳ UndSecAltIDGrp [Repeating Group] | | N | | FIX.4.4 |
| 457 | NoUnderlyingSecurityAltID | NumInGroup | N | Number of UnderlyingSecurityAltID (458) entries. | FIX.4.4 |
| 458 | UnderlyingSecurityAltID | String | N | Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource. | FIX.4.4 |
| 459 | UnderlyingSecurityAltIDSource | String | N | Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified.
Valid values:
Same valid values as the SecurityIDSource (22) field | FIX.4.4 |
| end UndSecAltIDGrp |
| 462 | UnderlyingProduct | int | N | Underlying security’s Product.
Valid values: see Product(460) field | FIX.4.3 |
| 463 | UnderlyingCFICode | String | N | Underlying security’s CFICode.
Valid values: see CFICode (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 |
| 15 | Currency | Currency | N | Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. | FIX.4.4 |
| ⟳ Stipulations [Repeating Group] | | N | The Stipulations component block is used in Fixed Income to provide additional information on a given security. These additional information are usually not considered static data information. | FIX.4.4 |
| 232 | NoStipulations | NumInGroup | N | Number of stipulation entries
(Note tag # was reserved in FIX 4.1, added in FIX 4.3). | FIX.4.3 |
| 233 | StipulationType | String | N | Required if NoStipulations >0
▶ 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 |
| ⟳ SecLstUpdRelSymsLegGrp [Repeating Group] | | N | | FIX.4.4 |
| 555 | NoLegs | NumInGroup | N | Number of legs that make up the Security | FIX.4.4 |
| ◈ InstrumentLeg [Component] | | N | Insert here the set of "Instrument Legs" (leg symbology) fields defined in "common components of application messages" Required if NoLegs > 0 | 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 |
| 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 |
| ⟳ LegStipulations [Repeating Group] | | N | Insert here the set of "LegStipulations" (leg symbology) fields defined in "common components of application messages" Required if NoLegs > 0 | FIX.4.4 |
| 683 | NoLegStipulations | NumInGroup | N | Number of leg stipulation entries | FIX.4.4 |
| 688 | LegStipulationType | String | N | Required if NoLegStipulations >0 | FIX.4.4 |
| 689 | LegStipulationValue | String | N | For Fixed Income, value of stipulation.
See StipulationValue (234) for description and valid values | FIX.4.4 |
| end LegStipulations |
| ◈ LegBenchmarkCurveData [Component] | | N | Insert here the set of "LegBenchmarkCurveData" (leg symbology) fields defined in "common components of application messages" Required if NoLegs > 0 | FIX.4.4 |
| 676 | LegBenchmarkCurveCurrency | Currency | N | LegBenchmarkPrice (679) currency
See BenchmarkCurveCurrency (220) for description and valid values. | FIX.4.4 |
| 677 | LegBenchmarkCurveName | String | N | Name of the Leg Benchmark Curve.
See BenchmarkCurveName (22) for description and valid values. | FIX.4.4 |
| 678 | LegBenchmarkCurvePoint | String | N | Identifies the point on the Leg Benchmark Curve.
See BenchmarkCurvePoint (222) for description and valid values. | FIX.4.4 |
| 679 | LegBenchmarkPrice | Price | N | Used to identify the price of the benchmark security.
See BenchmarkPrice (662) for description and valid values. | FIX.4.4 |
| 680 | LegBenchmarkPriceType | int | N | The price type of the LegBenchmarkPrice.
See BenchmarkPriceType (663) for description and valid values. | FIX.4.4 |
| end SecLstUpdRelSymsLegGrp |
| ◈ 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 |
| 561 | RoundLot | Qty | N | The trading lot size of a security | FIX.4.4 |
| 562 | MinTradeVol | Qty | N | The minimum trading volume for a security | FIX.4.4 |
| 336 | TradingSessionID | String | N | Identifier for Trading Session
Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc).
To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID.
Values should be bi-laterally agreed to between counterparties.
Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section). | FIX.4.4 |
| 625 | TradingSessionSubID | String | N | Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.
Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. | FIX.4.4 |
| 827 | ExpirationCycle | int | N | Part of trading cycle when an instrument expires. Field is applicable for derivatives.
▶ 2 enum values
| Value | Name | Description |
|---|
| 0 | ExpireOnTradingSessionClose | Expire on trading session close (default) | | 1 | ExpireOnTradingSessionOpen | Expire on trading session open |
| FIX.4.4 |
| 58 | Text | String | N | Comment, instructions, or other identifying information. | 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 |
| end SecLstUpdRelSymGrp |
| ◈ 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 |