Home / FIX.5.0SP1 / Messages / CollateralReport

CollateralReport

← CollateralInquiryAck→ CollateralRequest
MsgTypeBA
CategoryCollateralManagement
SectionPostTrade
AddedFIX.4.4
Fields347
Components31
Used to report collateral status when responding to a Collateral Inquiry message.

Message Structure

347 fields, 31 components/groups — click any tag or field name for details
TagNameTypeReq DescriptionAdded
◈ StandardHeader [Component]YMsgType = BAFIX.4.4
8BeginStringStringYFIXT.1.1 (Always unencrypted, must be first field in message)FIX.4.0
9BodyLengthLengthY(Always unencrypted, must be second field in message)FIX.4.0
35MsgTypeStringY(Always unencrypted, must be third field in message)
▶ 113 enum values
ValueNameDescription
0HeartbeatHeartbeat
1TestRequestTestRequest
2ResendRequestResendRequest
3RejectReject
4SequenceResetSequenceReset
5LogoutLogout
6IOIIOI
7AdvertisementAdvertisement
8ExecutionReportExecutionReport
9OrderCancelRejectOrderCancelReject
ALogonLogon
AADerivativeSecurityListDerivativeSecurityList
ABNewOrderMultilegNewOrderMultileg
ACMultilegOrderCancelReplaceMultilegOrderCancelReplace
ADTradeCaptureReportRequestTradeCaptureReportRequest
AETradeCaptureReportTradeCaptureReport
AFOrderMassStatusRequestOrderMassStatusRequest
AGQuoteRequestRejectQuoteRequestReject
AHRFQRequestRFQRequest
AIQuoteStatusReportQuoteStatusReport
AJQuoteResponseQuoteResponse
AKConfirmationConfirmation
ALPositionMaintenanceRequestPositionMaintenanceRequest
AMPositionMaintenanceReportPositionMaintenanceReport
ANRequestForPositionsRequestForPositions
AORequestForPositionsAckRequestForPositionsAck
APPositionReportPositionReport
AQTradeCaptureReportRequestAckTradeCaptureReportRequestAck
ARTradeCaptureReportAckTradeCaptureReportAck
ASAllocationReportAllocationReport
ATAllocationReportAckAllocationReportAck
AUConfirmationAckConfirmationAck
AVSettlementInstructionRequestSettlementInstructionRequest
AWAssignmentReportAssignmentReport
AXCollateralRequestCollateralRequest
AYCollateralAssignmentCollateralAssignment
AZCollateralResponseCollateralResponse
BNewsNews
BACollateralReportCollateralReport
BBCollateralInquiryCollateralInquiry
BCNetworkCounterpartySystemStatusRequestNetworkCounterpartySystemStatusRequest
BDNetworkCounterpartySystemStatusResponseNetworkCounterpartySystemStatusResponse
BEUserRequestUserRequest
BFUserResponseUserResponse
BGCollateralInquiryAckCollateralInquiryAck
BHConfirmationRequestConfirmationRequest
BITradingSessionListRequestTradingSessionListRequest
BJTradingSessionListTradingSessionList
BKSecurityListUpdateReportSecurityListUpdateReport
BLAdjustedPositionReportAdjustedPositionReport
BMAllocationInstructionAlertAllocationInstructionAlert
BNExecutionAcknowledgementExecutionAcknowledgement
BOContraryIntentionReportContraryIntentionReport
BPSecurityDefinitionUpdateReportSecurityDefinitionUpdateReport
BQSettlementObligationReportSettlementObligationReport
BRDerivativeSecurityListUpdateReportDerivativeSecurityListUpdateReport
BSTradingSessionListUpdateReportTradingSessionListUpdateReport
BTMarketDefinitionRequestMarketDefinitionRequest
BUMarketDefinitionMarketDefinition
BVMarketDefinitionUpdateReportMarketDefinitionUpdateReport
BWApplicationMessageRequestApplicationMessageRequest
BXApplicationMessageRequestAckApplicationMessageRequestAck
BYApplicationMessageReportApplicationMessageReport
BZOrderMassActionReportOrderMassActionReport
CEmailEmail
CAOrderMassActionRequestOrderMassActionRequest
CBUserNotificationUserNotification
DNewOrderSingleNewOrderSingle
ENewOrderListNewOrderList
FOrderCancelRequestOrderCancelRequest
GOrderCancelReplaceRequestOrderCancelReplaceRequest
HOrderStatusRequestOrderStatusRequest
JAllocationInstructionAllocationInstruction
KListCancelRequestListCancelRequest
LListExecuteListExecute
MListStatusRequestListStatusRequest
NListStatusListStatus
PAllocationInstructionAckAllocationInstructionAck
QDontKnowTradeDontKnowTrade
RQuoteRequestQuoteRequest
SQuoteQuote
TSettlementInstructionsSettlementInstructions
VMarketDataRequestMarketDataRequest
WMarketDataSnapshotFullRefreshMarketDataSnapshotFullRefresh
XMarketDataIncrementalRefreshMarketDataIncrementalRefresh
YMarketDataRequestRejectMarketDataRequestReject
ZQuoteCancelQuoteCancel
aQuoteStatusRequestQuoteStatusRequest
bMassQuoteAcknowledgementMassQuoteAcknowledgement
cSecurityDefinitionRequestSecurityDefinitionRequest
dSecurityDefinitionSecurityDefinition
eSecurityStatusRequestSecurityStatusRequest
fSecurityStatusSecurityStatus
gTradingSessionStatusRequestTradingSessionStatusRequest
hTradingSessionStatusTradingSessionStatus
iMassQuoteMassQuote
jBusinessMessageRejectBusinessMessageReject
kBidRequestBidRequest
lBidResponseBidResponse
mListStrikePriceListStrikePrice
nXMLnonFIXXMLnonFIX
oRegistrationInstructionsRegistrationInstructions
pRegistrationInstructionsResponseRegistrationInstructionsResponse
qOrderMassCancelRequestOrderMassCancelRequest
rOrderMassCancelReportOrderMassCancelReport
sNewOrderCrossNewOrderCross
tCrossOrderCancelReplaceRequestCrossOrderCancelReplaceRequest
uCrossOrderCancelRequestCrossOrderCancelRequest
vSecurityTypeRequestSecurityTypeRequest
wSecurityTypesSecurityTypes
xSecurityListRequestSecurityListRequest
ySecurityListSecurityList
zDerivativeSecurityListRequestDerivativeSecurityListRequest
FIX.4.0
1128ApplVerIDStringNIndicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence.
▶ 9 enum values
ValueNameDescription
0FIX27FIX27
1FIX30FIX30
2FIX40FIX40
3FIX41FIX41
4FIX42FIX42
5FIX43FIX43
6FIX44FIX44
7FIX50FIX50
8FIX50SP1FIX50SP1
FIX.4.4
1156ApplExtIDintNThe extension pack number associated with an application message.FIX.5.0
1129CstmApplVerIDStringNUsed to support bilaterally agreed custom functionalityFIX.4.4
49SenderCompIDStringY(Always unencrypted)FIX.4.0
56TargetCompIDStringY(Always unencrypted)FIX.4.0
115OnBehalfOfCompIDStringNTrading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)FIX.4.0
128DeliverToCompIDStringNTrading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)FIX.4.0
90SecureDataLenLengthNRequired to identify length of encrypted section of message. (Always unencrypted)FIX.4.0
91SecureDatadataNRequired when message body is encrypted. Always immediately follows SecureDataLen field.FIX.4.0
34MsgSeqNumSeqNumY(Can be embedded within encrypted data section.)FIX.4.0
50SenderSubIDStringN(Can be embedded within encrypted data section.)FIX.4.0
142SenderLocationIDStringNSender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)FIX.4.1
57TargetSubIDStringN"ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)FIX.4.0
143TargetLocationIDStringNTrading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)FIX.4.1
116OnBehalfOfSubIDStringNTrading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)FIX.4.0
144OnBehalfOfLocationIDStringNTrading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)FIX.4.1
129DeliverToSubIDStringNTrading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)FIX.4.0
145DeliverToLocationIDStringNTrading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)FIX.4.1
43PossDupFlagBooleanNAlways required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)
▶ 2 enum values
ValueNameDescription
NOriginalTransmissionOriginal transmission
YPossibleDuplicatePossible duplicate
FIX.4.0
97PossResendBooleanNRequired when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)
▶ 2 enum values
ValueNameDescription
NOriginalTransmissionOriginal Transmission
YPossibleResendPossible Resend
FIX.4.0
52SendingTimeUTCTimestampY(Can be embedded within encrypted data section.)FIX.4.0
122OrigSendingTimeUTCTimestampNRequired for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.)FIX.4.0
212XmlDataLenLengthNRequired when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.)FIX.4.2
213XmlDatadataNCan contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.) See Volume 1: FIXML SupportFIX.4.2
347MessageEncodingStringNType of message encoding (non-ASCII characters) used in a message's "Encoded" fields. Required if any "Encoding" fields are used.FIX.4.2
369LastMsgSeqNumProcessedSeqNumNThe 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]NNumber of repeating groups of historical "hop" information. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops.FIX.4.4
627NoHopsNumInGroupNNumber of HopCompID entries in repeating group.FIX.4.4
628HopCompIDStringNAssigned 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
629HopSendingTimeUTCTimestampNTime 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
630HopRefIDSeqNumNReference 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
908CollRptIDStringYUnique Identifer for collateral reportFIX.4.4
909CollInquiryIDStringNIdentifier for the collateral inquiry to which this message is a replyFIX.4.4
60TransactTimeUTCTimestampNTime of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT")FIX.4.4
1043CollApplTypeintNDifferentiates collateral pledged specifically against a position from collateral pledged against an entire portfolio on a valued basis.
▶ 2 enum values
ValueNameDescription
0SpecificDepositSpecific Deposit
1GeneralGeneral
FIX.4.4
291FinancialStatusMultipleCharValueNTells whether security has been restricted.
▶ 3 enum values
ValueNameDescription
1BankruptBankrupt
2PendingDelistingPending delisting
3RestrictedRestricted
FIX.4.4
910CollStatusintYCollateral status
▶ 5 enum values
ValueNameDescription
0UnassignedUnassigned
1PartiallyAssignedPartially Assigned
2AssignmentProposedAssignment Proposed
3AssignedAssigned (Accepted)
4ChallengedChallenged
FIX.4.4
911TotNumReportsintNTotal number or reports returned in response to a requestFIX.4.4
912LastRptRequestedBooleanNIndicates whether this message is that last report message in response to a request, such as Order Mass Status Request.
▶ 2 enum values
ValueNameDescription
NNotLastMessageNot last message
YLastMessageLast message
FIX.4.4
⟳ Parties [Repeating Group]NThe Parties component block is used to identify and convey information on the entities both central and peripheral to the financial transaction represented by the FIX message containing the Parties Block. The Parties block allows many different types of entites to be expressed through use of the PartyRole field and identifies the source of the PartyID through the the PartyIDSource.FIX.4.4
453NoPartyIDsNumInGroupNRepeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRoleFIX.4.3
448PartyIDStringNUsed to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0.FIX.4.3
447PartyIDSourcecharNUsed to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.
▶ 18 enum values
ValueNameDescription
6UKNationalInsuranceOrPensionNumberUK National Insurance or Pension Number
7USSocialSecurityNumberUS Social Security Number
8USEmployerOrTaxIDNumberUS Employer or Tax ID Number
9AustralianBusinessNumberAustralian Business Number
AAustralianTaxFileNumberAustralian Tax File Number
1KoreanInvestorIDKorean Investor ID
2TaiwaneseForeignInvestorIDTaiwanese Qualified Foreign Investor ID QFII/FID
3TaiwaneseTradingAcctTaiwanese Trading Acct
4MalaysianCentralDepositoryMalaysian Central Depository (MCD) number
5ChineseInvestorIDChinese Investor ID
IISITCAcronymDirected broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
BBICBIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
CGeneralIdentifierGenerally accepted market participant identifier (e.g. NASD mnemonic)
DProprietaryProprietary / Custom code
EISOCountryCodeISO Country Code
FSettlementEntityLocationSettlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
GMICMIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
HCSDParticipantCSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)
FIX.4.3
452PartyRoleintNIdentifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.
▶ 80 enum values
ValueNameDescription
1ExecutingFirmExecuting Firm (formerly FIX 4.2 ExecBroker)
2BrokerOfCreditBroker of Credit (formerly FIX 4.2 BrokerOfCredit)
3ClientIDClient ID (formerly FIX 4.2 ClientID)
4ClearingFirmClearing Firm (formerly FIX 4.2 ClearingFirm)
5InvestorIDInvestor ID
6IntroducingFirmIntroducing Firm
7EnteringFirmEntering Firm
8LocateLocate / Lending Firm (for short-sales)
9FundManagerClientIDFund Manager Client ID (for CIV)
10SettlementLocationSettlement Location (formerly FIX 4.2 SettlLocation)
11OrderOriginationTraderOrder Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12ExecutingTraderExecuting Trader (associated with Executing Firm - actually executes)
13OrderOriginationFirmOrder Origination Firm (e.g. buy-side firm)
14GiveupClearingFirmGiveup Clearing Firm (firm to which trade is given up)
15CorrespondantClearingFirmCorrespondant Clearing Firm
16ExecutingSystemExecuting System
17ContraFirmContra Firm
18ContraClearingFirmContra Clearing Firm
19SponsoringFirmSponsoring Firm
20UnderlyingContraFirmUnderlying Contra Firm
21ClearingOrganizationClearing Organization
22ExchangeExchange
24CustomerAccountCustomer Account
25CorrespondentClearingOrganizationCorrespondent Clearing Organization
26CorrespondentBrokerCorrespondent Broker
27BuyerBuyer/Seller (Receiver/Deliverer)
28CustodianCustodian
29IntermediaryIntermediary
30AgentAgent
31SubCustodianSub-custodian
32BeneficiaryBeneficiary
33InterestedPartyInterested party
34RegulatoryBodyRegulatory body
35LiquidityProviderLiquidity provider
36EnteringTraderEntering trader
37ContraTraderContra trader
38PositionAccountPosition account
39ContraInvestorIDContra Investor ID
40TransferToFirmTransfer to Firm
41ContraPositionAccountContra Position Account
42ContraExchangeContra Exchange
43InternalCarryAccountInternal Carry Account
44OrderEntryOperatorIDOrder Entry Operator ID
45SecondaryAccountNumberSecondary Account Number
46ForeignFirmForiegn Firm
47ThirdPartyAllocationFirmThird Party Allocation Firm
48ClaimingAccountClaiming Account
49AssetManagerAsset Manager
50PledgorAccountPledgor Account
51PledgeeAccountPledgee Account
52LargeTraderReportableAccountLarge Trader Reportable Account
53TraderMnemonicTrader mnemonic
54SenderLocationSender Location
55SessionIDSession ID
56AcceptableCounterpartyAcceptable Counterparty
57UnacceptableCounterpartyUnacceptable Counterparty
58EnteringUnitEntering Unit
59ExecutingUnitExecuting Unit
60IntroducingBrokerIntroducing Broker
61QuoteOriginatorQuote originator
62ReportOriginatorReport originator
63SystematicInternaliserSystematic internaliser (SI)
64MultilateralTradingFacilityMultilateral Trading Facility (MTF)
65RegulatedMarketRegulated Market (RM)
66MarketMakerMarket Maker
67InvestmentFirmInvestment Firm
68HostCompetentAuthorityHost Competent Authority (Host CA)
69HomeCompetentAuthorityHome Competent Authority (Home CA)
70CompetentAuthorityLiquidityCompetent Authority of the most relevant market in terms of liquidity (CAL)
71CompetentAuthorityTransactionVenueCompetent Authority of the Transaction (Execution) Venue (CATV)
72ReportingIntermediaryReporting intermediary (medium/vendor via which report has been published)
73ExecutionVenueExecution Venue
74MarketDataEntryOriginatorMarket data entry originator
75LocationIDLocation ID
76DeskIDDesk ID
77MarketDataMarketMarket data market
78AllocationEntityAllocation Entity
79PrimeBrokerPrime Broker providing General Trade Services
80StepOutFirmStep-Out Firm (Prime Broker)
81BrokerClearingIDBrokerClearingID
FIX.4.3
⟳ PtysSubGrp [Repeating Group]NRepeating group of Party sub-identifiers.FIX.4.4
802NoPartySubIDsNumInGroupNNumber of PartySubID (523)and PartySubIDType (803) entriesFIX.4.4
523PartySubIDStringNSub-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
803PartySubIDTypeintNType of PartySubID (523) value 4000+ = Reserved and available for bi-laterally agreed upon user defined values
▶ 33 enum values
ValueNameDescription
1FirmFirm
2PersonPerson
3SystemSystem
4ApplicationApplication
5FullLegalNameOfFirmFull legal name of firm
6PostalAddressPostal address
7PhoneNumberPhone number
8EmailAddressEmail address
9ContactNameContact name
10SecuritiesAccountNumberSecurities account number (for settlement instructions)
11RegistrationNumberRegistration number (for settlement instructions and confirmations)
12RegisteredAddressForConfirmationRegistered address (for confirmation purposes)
13RegulatoryStatusRegulatory status (for confirmation purposes)
14RegistrationNameRegistration name (for settlement instructions)
15CashAccountNumberCash account number (for settlement instructions)
16BICBIC
17CSDParticipantMemberCodeCSD participant member code
18RegisteredAddressRegistered address
19FundAccountNameFund account name
20TelexNumberTelex number
21FaxNumberFax number
22SecuritiesAccountNameSecurities account name
23CashAccountNameCash account name
24DepartmentDepartment
25LocationDeskLocation desk
26PositionAccountTypePosition account type
27SecurityLocateIDSecurity locate ID
28MarketMakerMarket maker
29EligibleCounterpartyEligible counterparty
30ProfessionalClientProfessional client
31LocationLocation
32ExecutionVenueExecution venue
33CurrencyDeliveryIdentifierCurrency delivery identifier
FIX.4.4
end PtysSubGrp
end Parties
1AccountStringNCustomer AccountFIX.4.4
581AccountTypeintNType of account associated with the order (Origin)
▶ 7 enum values
ValueNameDescription
1CarriedCustomerSideAccount is carried on customer side of the books
2CarriedNonCustomerSideAccount is carried on non-customer side of books
3HouseTraderHouse Trader
4FloorTraderFloor Trader
6CarriedNonCustomerSideCrossMarginedAccount is carried on non-customer side of books and is cross margined
7HouseTraderCrossMarginedAccount is house trader and is cross margined
8JointBackOfficeAccountJoint back office account (JBO)
FIX.4.4
11ClOrdIDStringNIdentifier fo order for which collateral is requiredFIX.4.4
37OrderIDStringNIdentifier fo order for which collateral is requiredFIX.4.4
198SecondaryOrderIDStringNIdentifier fo order for which collateral is requiredFIX.4.4
526SecondaryClOrdIDStringNIdentifier fo order for which collateral is requiredFIX.4.4
⟳ ExecCollGrp [Repeating Group]NExecutions for which collateral is requiredFIX.4.4
124NoExecsNumInGroupNExecutions for which collateral is requiredFIX.4.4
17ExecIDStringNRequired if NoExecs > 0FIX.4.4
end ExecCollGrp
⟳ TrdCollGrp [Repeating Group]NTrades for which collateral is requiredFIX.4.4
897NoTradesNumInGroupNTrades for which collateral is requiredFIX.4.4
571TradeReportIDStringNRequired if NoTrades > 0FIX.4.4
818SecondaryTradeReportIDStringNSecondary trade report identifier - can be used to associate an additional identifier with a trade.FIX.4.4
end TrdCollGrp
◈ Instrument [Component]NInsert here the set of "Instrument" fields defined in "Common Components of Application Messages"FIX.4.4
55SymbolStringNCommon, "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
65SymbolSfxStringNUsed 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
ValueNameDescription
CDEUCPWithLumpSumInterestEUCP with lump-sum interest rather than discount price
WIWhenIssued"When Issued" for a security to be reissued under an old CUSIP or ISIN
FIX.4.3
48SecurityIDStringNTakes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.FIX.4.3
22SecurityIDSourceStringNRequired if SecurityID is specified.
▶ 22 enum values
ValueNameDescription
1CUSIPCUSIP
2SEDOLSEDOL
3QUIKQUIK
4ISINNumberISIN number
5RICCodeRIC code
6ISOCurrencyCodeISO Currency Code
7ISOCountryCodeISO Country Code
8ExchangeSymbolExchange Symbol
9ConsolidatedTapeAssociationConsolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
ABloombergSymbolBloomberg Symbol
BWertpapierWertpapier
CDutchDutch
DValorenValoren
ESicovamSicovam
FBelgianBelgian
GCommon"Common" (Clearstream and Euroclear)
HClearingHouseClearing House / Clearing Organization
IISDAFpMLSpecificationISDA/FpML Product Specification (XML in EncodedSecurityDesc)
JOptionPriceReportingAuthorityOption Price Reporting Authority
KISDAFpMLURLISDA/FpML Product URL (URL in SecurityID)
LLetterOfCreditLetter of Credit
MMarketplaceAssignedIdentifierMarketplace-assigned Identifier
FIX.4.3
⟳ SecAltIDGrp [Repeating Group]NNumber of alternate Security IdentifiersFIX.4.4
454NoSecurityAltIDNumInGroupNNumber of SecurityAltID (455) entries.FIX.4.4
455SecurityAltIDStringNAlternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.FIX.4.4
456SecurityAltIDSourceStringNIdentifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) fieldFIX.4.4
end SecAltIDGrp
460ProductintNIndicates the type of product the security is associated with (high-level category)
▶ 13 enum values
ValueNameDescription
1AGENCYAGENCY
2COMMODITYCOMMODITY
3CORPORATECORPORATE
4CURRENCYCURRENCY
5EQUITYEQUITY
6GOVERNMENTGOVERNMENT
7INDEXINDEX
8LOANLOAN
9MONEYMARKETMONEYMARKET
10MORTGAGEMORTGAGE
11MUNICIPALMUNICIPAL
12OTHEROTHER
13FINANCINGFINANCING
FIX.4.3
1227ProductComplexStringNIdentifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etcFIX.5.0
1151SecurityGroupStringNAn exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.FIX.5.0
461CFICodeStringNIndicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.FIX.4.3
167SecurityTypeStringNIt is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. 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.)
▶ 114 enum values
ValueNameDescription
USTUSTreasuryNoteOldUS Treasury Note (Deprecated Value Use TNOTE)
USTBUSTreasuryBillOldUS Treasury Bill (Deprecated Value Use TBILL)
EUSUPRAEuroSupranationalCouponsEuro Supranational Coupons *
FACFederalAgencyCouponFederal Agency Coupon
FADNFederalAgencyDiscountNoteFederal Agency Discount Note
PEFPrivateExportFundingPrivate Export Funding *
SUPRAUSDSupranationalCouponsUSD Supranational Coupons *
CORPCorporateBondCorporate Bond
CPPCorporatePrivatePlacementCorporate Private Placement
CBConvertibleBondConvertible Bond
DUALDualCurrencyDual Currency
EUCORPEuroCorporateBondEuro Corporate Bond
EUFRNEuroCorporateFloatingRateNotesEuro Corporate Floating Rate Notes
FRNUSCorporateFloatingRateNotesUS Corporate Floating Rate Notes
XLINKDIndexedLinkedIndexed Linked
STRUCTStructuredNotesStructured Notes
YANKYankeeCorporateBondYankee Corporate Bond
FORForeignExchangeContractForeign Exchange Contract
CDSCreditDefaultSwapCredit Default Swap
FUTFutureFuture
OPTOptionOption
OOFOptionsOnFuturesOptions on Futures
OOPOptionsOnPhysicalOptions on Physical - use not recommended
IRSInterestRateSwapInterest Rate Swap
OOCOptionsOnComboOptions on Combo
CSCommonStockCommon Stock
PSPreferredStockPreferred Stock
REPORepurchaseRepurchase
FORWARDForwardForward
BUYSELLBuySellbackBuy Sellback
SECLOANSecuritiesLoanSecurities Loan
SECPLEDGESecuritiesPledgeSecurities Pledge
BRADYBradyBondBrady Bond
CANCanadianTreasuryNotesCanadian Treasury Notes
CTBCanadianTreasuryBillsCanadian Treasury Bills
EUSOVEuroSovereignsEuro Sovereigns *
PROVCanadianProvincialBondsCanadian Provincial Bonds
TBTreasuryBillTreasury Bill - non US
TBONDUSTreasuryBondUS Treasury Bond
TINTInterestStripFromAnyBondOrNoteInterest Strip From Any Bond Or Note
TBILLUSTreasuryBillUS Treasury Bill
TIPSTreasuryInflationProtectedSecuritiesTreasury Inflation Protected Securities
TCALPrincipalStripOfACallableBondOrNotePrincipal Strip Of A Callable Bond Or Note
TPRNPrincipalStripFromANonCallableBondOrNotePrincipal Strip From A Non-Callable Bond Or Note
TNOTEUSTreasuryNoteUS Treasury Note
TERMTermLoanTerm Loan
RVLVRevolverLoanRevolver Loan
RVLVTRMRevolverRevolver/Term Loan
BRIDGEBridgeLoanBridge Loan
LOFCLetterOfCreditLetter Of Credit
SWINGSwingLineFacilitySwing Line Facility
DINPDebtorInPossessionDebtor In Possession
DEFLTEDDefaultedDefaulted
WITHDRNWithdrawnWithdrawn
REPLACDReplacedReplaced
MATUREDMaturedMatured
AMENDEDAmendedAmended & Restated
RETIREDRetiredRetired
BABankersAcceptanceBankers Acceptance
BDNBankDepositoryNoteBank Depository Note
BNBankNotesBank Notes
BOXBillOfExchangesBill Of Exchanges
CAMMCanadianMoneyMarketsCanadian Money Markets
CDCertificateOfDepositCertificate Of Deposit
CLCallLoansCall Loans
CPCommercialPaperCommercial Paper
DNDepositNotesDeposit Notes
EUCDEuroCertificateOfDepositEuro Certificate Of Deposit
EUCPEuroCommercialPaperEuro Commercial Paper
LQNLiquidityNoteLiquidity Note
MTNMediumTermNotesMedium Term Notes
ONITEOvernightOvernight
PNPromissoryNotePromissory Note
STNShortTermLoanNoteShort Term Loan Note
PZFJPlazosFijosPlazos Fijos
SLQNSecuredLiquidityNoteSecured Liquidity Note
TDTimeDepositTime Deposit
TLQNTermLiquidityNoteTerm Liquidity Note
XCNExtendedCommNoteExtended Comm Note
YCDYankeeCertificateOfDepositYankee Certificate Of Deposit
ABSAssetBackedSecuritiesAsset-backed Securities
CMBCanadianMortgageBondsCanadian Mortgage Bonds
CMBSCorpCorp. Mortgage-backed Securities
CMOCollateralizedMortgageObligationCollateralized Mortgage Obligation
IETIOETTEMortgageIOETTE Mortgage
MBSMortgageBackedSecuritiesMortgage-backed Securities
MIOMortgageInterestOnlyMortgage Interest Only
MPOMortgagePrincipalOnlyMortgage Principal Only
MPPMortgagePrivatePlacementMortgage Private Placement
MPTMiscellaneousPassThroughMiscellaneous Pass-through
PFANDPfandbriefePfandbriefe *
TBAToBeAnnouncedTo Be Announced
ANOtherAnticipationNotesOther Anticipation Notes (BAN, GAN, etc.)
COFOCertificateOfObligationCertificate Of Obligation
COFPCertificateOfParticipationCertificate Of Participation
GOGeneralObligationBondsGeneral Obligation Bonds
MTMandatoryTenderMandatory Tender
RANRevenueAnticipationNoteRevenue Anticipation Note
REVRevenueBondsRevenue Bonds
SPCLASpecialAssessmentSpecial Assessment
SPCLOSpecialObligationSpecial Obligation
SPCLTSpecialTaxSpecial Tax
TANTaxAnticipationNoteTax Anticipation Note
TAXATaxAllocationTax Allocation
TECPTaxExemptCommercialPaperTax Exempt Commercial Paper
TMCPTaxableMunicipalCPTaxable Municipal CP
TRANTaxRevenueAnticipationNoteTax Revenue Anticipation Note
VRDNVariableRateDemandNoteVariable Rate Demand Note
WARWarrantWarrant
MFMutualFundMutual Fund
MLEGMultilegInstrumentMultileg Instrument
NONENoSecurityTypeNo Security Type
?WildcardWildcard entry for use on Security Definition Request
CASHCashCash
FIX.4.3
762SecuritySubTypeStringNSub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.FIX.4.4
200MaturityMonthYearMonthYearNSpecifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures). Note MaturityDate (a full date) can also be specified.FIX.4.3
541MaturityDateLocalMktDateNSpecifies 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
1079MaturityTimeTZTimeOnlyNTime of security's maturity expressed in local time with offset to UTC specifiedFIX.4.4
966SettleOnOpenFlagStringNIndicator to determine if Instrument is Settle on Open.FIX.4.4
1049InstrmtAssignmentMethodcharNMethod under which assignment was conducted
▶ 2 enum values
ValueNameDescription
RRandomRandom
PProRataProRata
FIX.4.4
965SecurityStatusStringNGives the current state of the instrument
▶ 2 enum values
ValueNameDescription
1ActiveActive
2InactiveInactive
FIX.4.4
224CouponPaymentDateLocalMktDateNDate interest is to be paid. Used in identifying Corporate Bond issues.FIX.4.3
225IssueDateLocalMktDateNDate instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.FIX.4.3
239RepoCollateralSecurityTypeStringNIdentifies 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
226RepurchaseTermintNNumber of business days before repurchase of a repo. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)FIX.4.3
227RepurchaseRatePercentageNPercent 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
228FactorfloatNFor 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 ValueFIX.4.3
255CreditRatingStringNAn 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
543InstrRegistryStringNThe 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
470CountryOfIssueCountryNISO 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
471StateOrProvinceOfIssueStringNA two-character state or province abbreviation.FIX.4.3
472LocaleOfIssueStringNThe three-character IATA code for a locale (e.g. airport code for Municipal Bonds).FIX.4.3
240RedemptionDateLocalMktDateNReturn 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
202StrikePricePriceNUsed for derivatives, such as options and covered warrantsFIX.4.3
947StrikeCurrencyCurrencyNUsed for derivativesFIX.4.4
967StrikeMultiplierfloatNUsed for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.FIX.4.4
968StrikeValuefloatNUsed for derivatives. The number of shares/units for the financial instrument involved in the option trade.FIX.4.4
206OptAttributecharNUsed for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose.FIX.4.3
231ContractMultiplierfloatNFor Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.FIX.4.3
969MinPriceIncrementfloatNMinimum price increment for the instrument. Could also be used to represent tick value.FIX.4.4
1146MinPriceIncrementAmountAmtNMinimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231]FIX.5.0
996UnitOfMeasureStringN0
▶ 12 enum values
ValueNameDescription
BcfBillionCubicFeetBillion cubic feet
MMbblMillionBarrelsMillion Barrels
MMBtuOneMillionBTUOne Million BTU
MWhMegawattHoursMegawatt hours
BblBarrelsBarrels
BuBushelsBushels
lbsPoundspounds
GalGallonsGallons
oz_trTroyOuncesTroy Ounces
tMetricTonsMetric Tons (aka Tonne)
tnTonsTons (US)
USDUSDollarsUS Dollars
FIX.4.4
1147UnitOfMeasureQtyQtyNUsed to indicate the quantity of the underlying commodity unit of measure on which the contract is based, such as, 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc. UnitOfMeasureQty is required for UnitOfMeasure(996) Variable Quantity UOMs enumerations. Refer to the definition of UnitOfMeasure(996) for more information on the use of UnitOfMeasureQty.FIX.5.0
1191PriceUnitOfMeasureStringNUsed to express the UOM of the price if different from the contract. In futures, this can be different for cross-rate products in which the price is quoted in units differently from the contractFIX.5.0
1192PriceUnitOfMeasureQtyQtyNUsed to express the UOM Quantity of the price if different from the contract. In futures, this can be different for physically delivered products in which price is quoted in a unit size different from the contract, i.e. a Cattle Future contract has a UOMQty of 40,000 and a PriceUOMQty of 100.FIX.5.0
1193SettlMethodcharNSettlement method for a contract. Can be used as an alternative to CFI Code value
▶ 2 enum values
ValueNameDescription
CCashSettlementRequiredCash settlement required
PPhysicalSettlementRequiredPhysical settlement required
FIX.5.0
1194ExerciseStyleintNType of exercise of a derivatives security
▶ 3 enum values
ValueNameDescription
0EuropeanEuropean
1AmericanAmerican
2BermudaBermuda
FIX.5.0
1195OptPayAmountAmtNCash amount indicating the pay out associated with an option. For binary options this is a fixed amountFIX.5.0
1196PriceQuoteMethodStringNMethod for price quotation
▶ 3 enum values
ValueNameDescription
STDStandardStandard, money per unit of a physical
INXIndexIndex
INTInterestRateIndexInterest rate Index
FIX.5.0
1197FuturesValuationMethodStringNFor futures, indicates type of valuation method applied
▶ 3 enum values
ValueNameDescription
EQTYPremiumStylepremium style
FUTFuturesStyleMarkToMarketfutures style mark-to-market
FUTDAFuturesStyleWithAnAttachedCashAdjustmentfutures style with an attached cash adjustment
FIX.5.0
1198ListMethodintNIndicates whether the instruments are pre-listed only or can also be defined via user request
▶ 2 enum values
ValueNameDescription
0PreListedOnlypre-listed only
1UserRequesteduser requested
FIX.5.0
1199CapPricePriceNUsed to express the ceiling price of a capped callFIX.5.0
1200FloorPricePriceNUsed to express the floor price of a capped putFIX.5.0
201PutOrCallintNUsed to express option right
▶ 2 enum values
ValueNameDescription
0PutPut
1CallCall
FIX.4.4
1244FlexibleIndicatorBooleanNUsed to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicatorFIX.5.0
1242FlexProductEligibilityIndicatorBooleanNUsed to indicate if a product or group of product supports the creation of flexible securitiesFIX.5.0
997TimeUnitStringNUsed to indicate a time unit for the contract (e.g., days, weeks, months, etc.)
▶ 7 enum values
ValueNameDescription
HHourHour
MinMinuteMinute
SSecondSecond
DDayDay
WkWeekWeek
MoMonthMonth
YrYearYear
FIX.4.4
223CouponRatePercentageNFor Fixed Income.FIX.4.3
207SecurityExchangeExchangeNCan be used to identify the security.FIX.4.3
970PositionLimitintNPosition Limit for the instrument.FIX.4.4
971NTPositionLimitintNNear-term Position Limit for the instrument.FIX.4.4
106IssuerStringNName of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values"FIX.4.3
348EncodedIssuerLenLengthNMust be set if EncodedIssuer field is specified and must immediately precede it.FIX.4.3
349EncodedIssuerdataNEncoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.FIX.4.3
107SecurityDescStringNCan be used to provide an optional textual description for a financial instrument.FIX.4.3
350EncodedSecurityDescLenLengthNMust be set if EncodedSecurityDesc field is specified and must immediately precede it.FIX.4.3
351EncodedSecurityDescdataNEncoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.FIX.4.3
◈ SecurityXML [Component]NEmbedded XML document describing security.FIX.5.0
1184SecurityXMLLenLengthNMust be set if SecurityXML field is specified and must immediately precede it.FIX.5.0
1185SecurityXMLXMLDataNXML payload or content describing the Security information.FIX.5.0
1186SecurityXMLSchemaStringNXML Schema used to validate the XML used to describe the Security.FIX.5.0
691PoolStringNIdentifies MBS / ABS poolFIX.4.4
667ContractSettlMonthMonthYearNMust be present for MBS/TBAFIX.4.4
875CPProgramintNThe program under which a commercial paper is issued
▶ 3 enum values
ValueNameDescription
1Program3a33(a)(3)
2Program424(2)
99OtherOther
FIX.4.4
876CPRegTypeStringNThe registration type of a commercial paper issuanceFIX.4.4
⟳ EvntGrp [Repeating Group]NNumber of repeating EventType group entries.FIX.4.4
864NoEventsNumInGroupNNumber of repeating EventType entries.FIX.4.4
865EventTypeintNCode to represent the type of event
▶ 20 enum values
ValueNameDescription
1PutPut
2CallCall
3TenderTender
4SinkingFundCallSinking Fund Call
5ActivationActivation
6InactiviationInactiviation
7LastEligibleTradeDateLast Eligible Trade Date
8SwapStartDateSwap Start Date
9SwapEndDateSwap End Date
10SwapRollDateSwap Roll Date
11SwapNextStartDateSwap Next Start Date
12SwapNextRollDateSwap Next Roll Date
13FirstDeliveryDateFirst Delivery Date
14LastDeliveryDateLast Delivery Date
15InitialInventoryDueDateInitial Inventory Due Date
16FinalInventoryDueDateFinal Inventory Due Date
17FirstIntentDateFirst Intent Date
18LastIntentDateLast Intent Date
19PositionRemovalDatePosition Removal Date
99OtherOther
FIX.4.4
866EventDateLocalMktDateNDate of eventFIX.4.4
1145EventTimeUTCTimestampNSpecific time of event. To be used in combination with EventDate [866]FIX.5.0
867EventPxPriceNPredetermined price of issue at event, if applicableFIX.4.4
868EventTextStringNComments related to the event.FIX.4.4
end EvntGrp
873DatedDateLocalMktDateNIf different from IssueDateFIX.4.4
874InterestAccrualDateLocalMktDateNIf different from IssueDate and DatedDateFIX.4.4
⟳ InstrumentParties [Repeating Group]NUsed to identify the parties listing a specific instrumentFIX.4.4
1018NoInstrumentPartiesNumInGroupNRepeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRoleFIX.4.4
1019InstrumentPartyIDStringNUsed to identify party id related to instrumentFIX.4.4
1050InstrumentPartyIDSourcecharNUsed to identify source of instrument party idFIX.4.4
1051InstrumentPartyRoleintNUsed to identify the role of instrument party idFIX.4.4
⟳ InstrumentPtysSubGrp [Repeating Group]NRepeating group of InstrumentParty sub-identifiers.FIX.4.4
1052NoInstrumentPartySubIDsNumInGroupNNumber of InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entriesFIX.4.4
1053InstrumentPartySubIDStringNPartySubID value within an instrument party repeating group. Same values as PartySubID (523)FIX.4.4
1054InstrumentPartySubIDTypeintNType of InstrumentPartySubID (1053) value. Same values as PartySubIDType (803)FIX.4.4
end InstrumentPtysSubGrp
end InstrumentParties
◈ FinancingDetails [Component]NInsert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"FIX.4.4
913AgreementDescStringNThe full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this dealFIX.4.4
914AgreementIDStringNA common reference to the applicable standing agreement between the principalsFIX.4.4
915AgreementDateLocalMktDateNA reference to the date the underlying agreement was executed.FIX.4.4
918AgreementCurrencyCurrencyNCurrency of the underlying agreement.FIX.4.4
788TerminationTypeintNFor Repos the timing or method for terminating the agreement.
▶ 4 enum values
ValueNameDescription
1OvernightOvernight
2TermTerm
3FlexibleFlexible
4OpenOpen
FIX.4.4
916StartDateLocalMktDateNSettlement date of the beginning of the dealFIX.4.4
917EndDateLocalMktDateNRepayment / repurchase dateFIX.4.4
919DeliveryTypeintNDelivery or custody arrangement for the underlying securities
▶ 4 enum values
ValueNameDescription
0VersusPayment"Versus Payment": Deliver (if sell) or Receive (if buy) vs. (against) Payment
1Free"Free": Deliver (if sell) or Receive (if buy) Free
2TriPartyTri-Party
3HoldInCustodyHold In Custody
FIX.4.4
898MarginRatioPercentageNPercentage of cash value that underlying security collateral must meet.FIX.4.4
64SettlDateLocalMktDateNSpecific date of trade settlement (SettlementDate) in YYYYMMDD format. If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued) (expressed in local time at place of settlement)FIX.4.4
53QuantityQtyNOverall/total quantity (e.g. number of shares) (Prior to FIX 4.2 this field was of type int)FIX.4.4
854QtyTypeintNType of quantity specified in a quantity field:
▶ 3 enum values
ValueNameDescription
0UnitsUnits (shares, par, currency)
1ContractsContracts (if used - must specify ContractMultiplier (tag 231))
2UnitsOfMeasurePerTimeUnitUnits of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997))
FIX.4.4
15CurrencyCurrencyNIdentifies 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
⟳ InstrmtLegGrp [Repeating Group]NNumber of legs that make up the SecurityFIX.4.4
555NoLegsNumInGroupNNumber of legsFIX.4.4
◈ InstrumentLeg [Component]NMust be provided if Number of legs > 0FIX.4.4
600LegSymbolStringNMultileg instrument's individual security's Symbol. See Symbol (55) field for descriptionFIX.4.3
601LegSymbolSfxStringNMultileg instrument's individual security's SymbolSfx. See SymbolSfx (65) field for descriptionFIX.4.3
602LegSecurityIDStringNMultileg instrument's individual security's SecurityID. See SecurityID (48) field for descriptionFIX.4.3
603LegSecurityIDSourceStringNMultileg instrument's individual security's SecurityIDSource. See SecurityIDSource (22) field for descriptionFIX.4.3
⟳ LegSecAltIDGrp [Repeating Group]NFIX.4.4
604NoLegSecurityAltIDNumInGroupNMultileg instrument's individual security's NoSecurityAltID. See NoSecurityAltID (454) field for descriptionFIX.4.4
605LegSecurityAltIDStringNMultileg instrument's individual security's SecurityAltID. See SecurityAltID (455) field for descriptionFIX.4.4
606LegSecurityAltIDSourceStringNMultileg instrument's individual security's SecurityAltIDSource. See SecurityAltIDSource (456) field for descriptionFIX.4.4
end LegSecAltIDGrp
607LegProductintNMultileg instrument's individual security's Product. See Product (460) field for descriptionFIX.4.3
608LegCFICodeStringNMultileg instrument's individual security's CFICode. See CFICode (461) field for descriptionFIX.4.3
609LegSecurityTypeStringNRefer to definition of SecurityType(167)FIX.4.3
764LegSecuritySubTypeStringNSecuritySubType of the leg instrument. See SecuritySubType (762) field for descriptionFIX.4.4
610LegMaturityMonthYearMonthYearNMultileg instrument's individual security's MaturityMonthYear. See MaturityMonthYear (200) field for descriptionFIX.4.3
611LegMaturityDateLocalMktDateNMultileg instrument's individual security's MaturityDate. See MaturityDate (54) field for descriptionFIX.4.3
1212LegMaturityTimeTZTimeOnlyNTime of security's maturity expressed in local time with offset to UTC specifiedFIX.5.0
248LegCouponPaymentDateLocalMktDateNMultileg 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
249LegIssueDateLocalMktDateNMultileg 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
250LegRepoCollateralSecurityTypeStringNMultileg 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
251LegRepurchaseTermintNMultileg 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
252LegRepurchaseRatePercentageNMultileg 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
253LegFactorfloatNMultileg 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
257LegCreditRatingStringNMultileg 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
599LegInstrRegistryStringNMultileg instrument's individual leg security's InstrRegistry. See InstrRegistry (543) field for descriptionFIX.4.3
596LegCountryOfIssueCountryNMultileg instrument's individual leg security's CountryOfIssue. See CountryOfIssue (470) field for descriptionFIX.4.3
597LegStateOrProvinceOfIssueStringNMultileg instrument's individual leg security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for descriptionFIX.4.3
598LegLocaleOfIssueStringNMultileg instrument's individual leg security's LocaleOfIssue. See LocaleOfIssue (472) field for descriptionFIX.4.3
254LegRedemptionDateLocalMktDateNMultileg 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
612LegStrikePricePriceNMultileg instrument's individual security's StrikePrice. See StrikePrice (202) field for descriptionFIX.4.3
942LegStrikeCurrencyCurrencyNCurrency in which the strike price of a instrument leg of a multileg instrument is denominatedFIX.4.4
613LegOptAttributecharNMultileg instrument's individual security's OptAttribute. See OptAttribute (206) field for descriptionFIX.4.3
614LegContractMultiplierfloatNMultileg instrument's individual security's ContractMultiplier. See ContractMultiplier (23) field for descriptionFIX.4.3
999LegUnitOfMeasureStringNRefer to defintion of UnitOfMeasure(996)FIX.4.4
1224LegUnitOfMeasureQtyQtyNRefer to definition of UnitOfMeasureQty(1147)FIX.5.0
1421LegPriceUnitOfMeasureStringNRefer to definition for PriceUnitOfMeasure(1191)FIX.5.0
1422LegPriceUnitOfMeasureQtyQtyNRefer to definition of PriceUnitOfMeasureQty(1192)FIX.5.0
1001LegTimeUnitStringNUsed to indicate a time unit for the contract (e.g., days, weeks, months, etc.)FIX.4.4
1420LegExerciseStyleintNType of exercise of a derivatives securityFIX.5.0
615LegCouponRatePercentageNMultileg instrument's individual security's CouponRate. See CouponRate (223) field for descriptionFIX.4.3
616LegSecurityExchangeExchangeNMultileg instrument's individual security's SecurityExchange. See SecurityExchange (207) field for descriptionFIX.4.3
617LegIssuerStringNMultileg instrument's individual security's Issuer. See Issuer (106) field for descriptionFIX.4.3
618EncodedLegIssuerLenLengthNMultileg instrument's individual security's EncodedIssuerLen. See EncodedIssuerLen (348) field for descriptionFIX.4.3
619EncodedLegIssuerdataNMultileg instrument's individual security's EncodedIssuer. See EncodedIssuer (349) field for descriptionFIX.4.3
620LegSecurityDescStringNMultileg instrument's individual security's SecurityDesc. See SecurityDesc (07) field for descriptionFIX.4.3
621EncodedLegSecurityDescLenLengthNMultileg instrument's individual security's EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for descriptionFIX.4.3
622EncodedLegSecurityDescdataNMultileg instrument's individual security's EncodedSecurityDesc. See EncodedSecurityDesc (35) field for descriptionFIX.4.3
623LegRatioQtyfloatNSpecific to the <InstrumentLeg> (not in <Instrument>)FIX.4.3
624LegSidecharNSpecific to the <InstrumentLeg> (not in <Instrument>)FIX.4.3
556LegCurrencyCurrencyNSpecific to the <InstrumentLeg> (not in <Instrument>)FIX.4.4
740LegPoolStringNIdentifies MBS / ABS poolFIX.4.4
739LegDatedDateLocalMktDateNThe 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 DateFIX.4.4
955LegContractSettlMonthMonthYearNSpecifies when the contract (i.e. MBS/TBA) will settle.FIX.4.4
956LegInterestAccrualDateLocalMktDateNThe 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 DateFIX.4.4
1358LegPutOrCallintNUsed to express option rightFIX.5.0
1017LegOptionRatiofloatNLegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity.FIX.4.4
566LegPricePriceNUsed to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price.FIX.4.4
end InstrmtLegGrp
⟳ UndInstrmtGrp [Repeating Group]NNumber of legs that make up the SecurityFIX.4.4
711NoUnderlyingsNumInGroupNNumber of underlyingsFIX.4.4
◈ UnderlyingInstrument [Component]NMust be provided if Number of underlyings > 0FIX.4.4
311UnderlyingSymbolStringNUnderlying security's Symbol. See Symbol (55) field for descriptionFIX.4.3
312UnderlyingSymbolSfxStringNUnderlying security's SymbolSfx. See SymbolSfx (65) field for descriptionFIX.4.3
309UnderlyingSecurityIDStringNUnderlying security's SecurityID. See SecurityID (48) field for descriptionFIX.4.3
305UnderlyingSecurityIDSourceStringNUnderlying security's SecurityIDSource. Valid values: see SecurityIDSource (22) fieldFIX.4.3
⟳ UndSecAltIDGrp [Repeating Group]NFIX.4.4
457NoUnderlyingSecurityAltIDNumInGroupNNumber of UnderlyingSecurityAltID (458) entries.FIX.4.4
458UnderlyingSecurityAltIDStringNAlternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.FIX.4.4
459UnderlyingSecurityAltIDSourceStringNIdentifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) fieldFIX.4.4
end UndSecAltIDGrp
462UnderlyingProductintNUnderlying security's Product. Valid values: see Product(460) fieldFIX.4.3
463UnderlyingCFICodeStringNUnderlying security's CFICode. Valid values: see CFICode (461) fieldFIX.4.3
310UnderlyingSecurityTypeStringNUnderlying 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
763UnderlyingSecuritySubTypeStringNUnderlying security's SecuritySubType. See SecuritySubType (762) field for descriptionFIX.4.4
313UnderlyingMaturityMonthYearMonthYearNUnderlying security's MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for descriptionFIX.4.3
542UnderlyingMaturityDateLocalMktDateNUnderlying security's maturity date. See MaturityDate (541) field for descriptionFIX.4.3
1213UnderlyingMaturityTimeTZTimeOnlyNTime of security's maturity expressed in local time with offset to UTC specifiedFIX.5.0
241UnderlyingCouponPaymentDateLocalMktDateNUnderlying 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
242UnderlyingIssueDateLocalMktDateNUnderlying 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
243UnderlyingRepoCollateralSecurityTypeStringNUnderlying 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
244UnderlyingRepurchaseTermintNUnderlying 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
245UnderlyingRepurchaseRatePercentageNUnderlying 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
246UnderlyingFactorfloatNUnderlying 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
256UnderlyingCreditRatingStringNUnderlying 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
595UnderlyingInstrRegistryStringNUnderlying security's InstrRegistry. See InstrRegistry (543) field for descriptionFIX.4.3
592UnderlyingCountryOfIssueCountryNUnderlying security's CountryOfIssue. See CountryOfIssue (470) field for descriptionFIX.4.3
593UnderlyingStateOrProvinceOfIssueStringNUnderlying security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for descriptionFIX.4.3
594UnderlyingLocaleOfIssueStringNUnderlying security's LocaleOfIssue. See LocaleOfIssue (472) field for descriptionFIX.4.3
247UnderlyingRedemptionDateLocalMktDateNUnderlying 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
316UnderlyingStrikePricePriceNUnderlying security's StrikePrice. See StrikePrice (202) field for descriptionFIX.4.3
941UnderlyingStrikeCurrencyCurrencyNCurrency in which the strike price of an underlying instrument is denominatedFIX.4.4
317UnderlyingOptAttributecharNUnderlying security's OptAttribute. See OptAttribute (206) field for descriptionFIX.4.3
436UnderlyingContractMultiplierfloatNUnderlying security's ContractMultiplier. See ContractMultiplier (231) field for descriptionFIX.4.3
998UnderlyingUnitOfMeasureStringNRefer to defintion of UnitOfMeasure(996)FIX.4.4
1423UnderlyingUnitOfMeasureQtyQtyNRefer to definition of UnitOfMeasureQty(1147)FIX.5.0
1424UnderlyingPriceUnitOfMeasureStringNRefer to definition for PriceUnitOfMeasure(1191)FIX.5.0
1425UnderlyingPriceUnitOfMeasureQtyQtyNRefer to definition of PriceUnitOfMeasureQty(1192)FIX.5.0
1000UnderlyingTimeUnitStringNUsed to indicate a time unit for the contract (e.g., days, weeks, months, etc.)FIX.4.4
1419UnderlyingExerciseStyleintNType of exercise of a derivatives securityFIX.5.0
435UnderlyingCouponRatePercentageNUnderlying security's CouponRate. See CouponRate (223) field for descriptionFIX.4.3
308UnderlyingSecurityExchangeExchangeNUnderlying security's SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207)FIX.4.3
306UnderlyingIssuerStringNUnderlying security's Issuer. See Issuer (06) field for descriptionFIX.4.3
362EncodedUnderlyingIssuerLenLengthNByte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.FIX.4.3
363EncodedUnderlyingIssuerdataNEncoded (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
307UnderlyingSecurityDescStringNUnderlying security's SecurityDesc. See SecurityDesc (07) field for descriptionFIX.4.3
364EncodedUnderlyingSecurityDescLenLengthNByte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.FIX.4.3
365EncodedUnderlyingSecurityDescdataNEncoded (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
877UnderlyingCPProgramStringNThe program under which the underlying commercial paper is issuedFIX.4.4
878UnderlyingCPRegTypeStringNThe registration type of the underlying commercial paper issuanceFIX.4.4
972UnderlyingAllocationPercentPercentageNSpecific 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
318UnderlyingCurrencyCurrencyNSpecific to the <UnderlyingInstrument> (not in <Instrument>)FIX.4.4
879UnderlyingQtyQtyNSpecific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)FIX.4.4
975UnderlyingSettlementTypeintNSpecific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component.
▶ 3 enum values
ValueNameDescription
2TPlus1T+1
4TPlus3T+3
5TPlus4T+4
FIX.4.4
973UnderlyingCashAmountAmtNSpecific 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
974UnderlyingCashTypeStringNSpecific 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
ValueNameDescription
FIXEDFIXEDFIXED
DIFFDIFFDIFF
FIX.4.4
810UnderlyingPxPriceNSpecific 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
882UnderlyingDirtyPricePriceNSpecific 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 interestFIX.4.4
883UnderlyingEndPricePriceNSpecific 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
884UnderlyingStartValueAmtNSpecific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreementFIX.4.4
885UnderlyingCurrentValueAmtNSpecific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateralFIX.4.4
886UnderlyingEndValueAmtNSpecific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreementFIX.4.4
⟳ UnderlyingStipulations [Repeating Group]NSpecific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component BlockFIX.4.4
887NoUnderlyingStipsNumInGroupNNumber of underlying stipulation entriesFIX.4.4
888UnderlyingStipTypeStringNRequired if NoUnderlyingStips >0FIX.4.4
889UnderlyingStipValueStringNValue of stipulation. Same values as StipulationValue (234)FIX.4.4
end UnderlyingStipulations
1044UnderlyingAdjustedQuantityQtyNSpecific 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
1045UnderlyingFXRatefloatNSpecific 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
1046UnderlyingFXRateCalccharNSpecific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885).
▶ 2 enum values
ValueNameDescription
DDivideDivide
MMultiplyMultiply
FIX.4.4
1038UnderlyingCapValueAmtNMaximum notional value for a capped financial instrumentFIX.4.4
⟳ UndlyInstrumentParties [Repeating Group]NThe 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
1058NoUndlyInstrumentPartiesNumInGroupNRepeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRoleFIX.4.4
1059UndlyInstrumentPartyIDStringNUsed to identify party id related to instrumentFIX.4.4
1060UndlyInstrumentPartyIDSourcecharNUsed to identify source of instrument party idFIX.4.4
1061UndlyInstrumentPartyRoleintNUsed to identify the role of instrument party idFIX.4.4
⟳ UndlyInstrumentPtysSubGrp [Repeating Group]NRepeating group of InstrumentParty sub-identifiers.FIX.4.4
1062NoUndlyInstrumentPartySubIDsNumInGroupNNumber of Underlying InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entriesFIX.4.4
1063UndlyInstrumentPartySubIDStringNPartySubID value within an underlying instrument party repeating group. Same values as PartySubID (523)FIX.4.4
1064UndlyInstrumentPartySubIDTypeintNType of underlying InstrumentPartySubID (1053) value. Same values as PartySubIDType (803)FIX.4.4
end UndlyInstrumentPtysSubGrp
end UndlyInstrumentParties
1039UnderlyingSettlMethodStringN—FIX.4.4
315UnderlyingPutOrCallintNUsed to express option rightFIX.4.3
end UndInstrmtGrp
899MarginExcessAmtNExcess margin amount (deficit if value is negative)FIX.4.4
900TotalNetValueAmtNTotalNetValue is determined as follows: At the initial collateral assignment TotalNetValue is the sum of (UnderlyingStartValue * (1-haircut)). In a collateral substitution TotalNetValue is the sum of (UnderlyingCurrentValue * (1-haircut)). For listed derivatives clearing margin management, this is the collateral value which equals (Market value * haircut)FIX.4.4
901CashOutstandingAmtNStarting consideration less repaymentsFIX.4.4
⟳ TrdRegTimestamps [Repeating Group]NInsert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages"FIX.4.4
768NoTrdRegTimestampsNumInGroupNNumber of TrdRegTimestamp (769) entriesFIX.4.4
769TrdRegTimestampUTCTimestampNRequired if NoTrdRegTimestamps > 1FIX.4.4
770TrdRegTimestampTypeintNRequired if NoTrdRegTimestamps > 1
▶ 6 enum values
ValueNameDescription
1ExecutionTimeExecution Time
2TimeInTime In
3TimeOutTime Out
4BrokerReceiptBroker Receipt
5BrokerExecutionBroker Execution
6DeskReceiptDesk Receipt
FIX.4.4
771TrdRegTimestampOriginStringN—FIX.4.4
1033DeskTypeStringNType of Trading desk
▶ 11 enum values
ValueNameDescription
AAgencyAgency
ARArbitrageArbitrage
DDerivativesDerivatives
INInternationalInternational
ISInstitutionalInstitutional
OOtherOther
PFPreferredTradingPreferred Trading
PRProprietaryProprietary
PTProgramTradingProgram Trading
SSalesSales
TTradingTrading
FIX.4.4
1034DeskTypeSourceintN—
▶ 1 enum values
ValueNameDescription
1NASDOATSNASD OATS
FIX.4.4
1035DeskOrderHandlingInstMultipleStringValueN—
▶ 24 enum values
ValueNameDescription
ADDAddOnOrderAdd-on Order
AONAllOrNoneAll or None
CNHCashNotHeldCash Not Held
DIRDirectedOrderDirected Order
E.WExchangeForPhysicalTransactionExchange for Physical Transaction
FOKFillOrKillFill or Kill
IOImbalanceOnlyImbalance Only
IOCImmediateOrCancelImmediate or Cancel
LOOLimitOnOpenLimit On Open
LOCLimitOnCloseLimit on Close
MAOMarketAtOpenMarket at Open
MACMarketAtCloseMarket at Close
MOOMarketOnOpenMarket on Open
MOCMarketOnCloseMarket On Close
MQTMinimumQuantityMinimum Quantity
NHNotHeldNot Held
OVDOverTheDayOver the Day
PEGPeggedPegged
RSVReserveSizeOrderReserve Size Order
S.WStopStockTransactionStop Stock Transaction
SCLScaleScale
TMOTimeOrderTime Order
TSTrailingStopTrailing Stop
WRKWorkWork
FIX.4.4
end TrdRegTimestamps
54SidecharNSide of order (see Volume : "Glossary" for value definitions)
▶ 16 enum values
ValueNameDescription
1BuyBuy
2SellSell
3BuyMinusBuy minus
4SellPlusSell plus
5SellShortSell short
6SellShortExemptSell short exempt
7UndisclosedUndisclosed (valid for IOI and List Order messages only)
8CrossCross (orders where counterparty is an exchange, valid for all messages except IOIs)
9CrossShortCross short
ACrossShortExemptCross short exxmpt
BAsDefined"As Defined" (for use with multileg instruments)
COpposite"Opposite" (for use with multileg instruments)
DSubscribeSubscribe (e.g. CIV)
ERedeemRedeem (e.g. CIV)
FLendLend (FINANCING - identifies direction of collateral)
GBorrowBorrow (FINANCING - identifies direction of collateral)
FIX.4.4
⟳ MiscFeesGrp [Repeating Group]NRequired if any miscellaneous fees are reported. Indicates number of repeating entries ** Nested Repeating Group follows **FIX.4.4
136NoMiscFeesNumInGroupNRequired if any miscellaneous fees are reported. Indicates number of repeating entries. Repeating group. ** Nested Repeating Group follows **FIX.4.4
137MiscFeeAmtAmtNRequired if NoMiscFees > 0FIX.4.4
138MiscFeeCurrCurrencyNCurrency of miscellaneous feeFIX.4.4
139MiscFeeTypeStringNRequired if NoMiscFees > 0
▶ 14 enum values
ValueNameDescription
1RegulatoryRegulatory (e.g. SEC)
2TaxTax
3LocalCommissionLocal Commission
4ExchangeFeesExchange Fees
5StampStamp
6LevyLevy
7OtherOther
8MarkupMarkup
9ConsumptionTaxConsumption Tax
10PerTransactionPer transaction
11ConversionConversion
12AgentAgent
13TransferFeeTransfer Fee
14SecurityLendingSecurity Lending
FIX.4.4
891MiscFeeBasisintNDefines the unit for a miscellaneous fee.
▶ 3 enum values
ValueNameDescription
0AbsoluteAbsolute
1PerUnitPer Unit
2PercentagePercentage
FIX.4.4
end MiscFeesGrp
44PricePriceNPrice per unit of quantity (e.g. per share)FIX.4.4
423PriceTypeintNCode 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
ValueNameDescription
1PercentagePercentage (i.e. percent of par) (often called "dollar price" for fixed income)
2PerUnitPer unit (i.e. per share or contract)
3FixedAmountFixed amount (absolute value)
4DiscountDiscount - percentage points below par
5PremiumPremium - percentage points over par
6SpreadSpread (basis points spread)
7TEDPriceTED Price
8TEDYieldTED Yield
9YieldYield
10FixedCabinetTradePriceFixed cabinet trade price (primarily for listed futures and options)
11VariableCabinetTradePriceVariable cabinet trade price (primarily for listed futures and options)
13ProductTicksInHalfsProduct ticks in halfs
14ProductTicksInFourthsProduct ticks in fourths
15ProductTicksInEightsProduct ticks in eights
16ProductTicksInSixteenthsProduct ticks in sixteenths
17ProductTicksInThirtySecondsProduct ticks in thirty-seconds
18ProductTicksInSixtyForthsProduct ticks in sixty-forths
19ProductTicksInOneTwentyEightsProduct ticks in one-twenty-eights
FIX.4.4
159AccruedInterestAmtAmtNAmount of Accrued Interest for convertible bonds and fixed incomeFIX.4.4
920EndAccruedInterestAmtAmtNAccrued Interest Amount applicable to a financing transaction on the End Date.FIX.4.4
921StartCashAmtNStarting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date.FIX.4.4
922EndCashAmtNEnding dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date.FIX.4.4
◈ SpreadOrBenchmarkCurveData [Component]NInsert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages"FIX.4.4
218SpreadPriceOffsetNFor Fixed IncomeFIX.4.3
220BenchmarkCurveCurrencyCurrencyNIdentifies 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
221BenchmarkCurveNameStringNName of benchmark curve. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
▶ 12 enum values
ValueNameDescription
EONIAEONIAEONIA
EUREPOEUREPOEUREPO
EuriborEuriborEuribor
FutureSWAPFutureSWAPFutureSWAP
LIBIDLIBIDLIBID
LIBORLIBORLIBOR (London Inter-Bank Offer)
MuniAAAMuniAAAMuniAAA
OTHEROTHEROTHER
PfandbriefePfandbriefePfandbriefe
SONIASONIASONIA
SWAPSWAPSWAP
TreasuryTreasuryTreasury
FIX.4.3
222BenchmarkCurvePointStringNPoint 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
662BenchmarkPricePriceNSpecifies the price of the benchmark.FIX.4.4
663BenchmarkPriceTypeintNMust be present if BenchmarkPrice is used.FIX.4.4
699BenchmarkSecurityIDStringNThe identifier of the benchmark security, e.g. Treasury against Corporate bond.FIX.4.4
761BenchmarkSecurityIDSourceStringNSource of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block.FIX.4.4
⟳ Stipulations [Repeating Group]NInsert here the set of "Stipulations" fields defined in "Common Components of Application Messages"FIX.4.4
232NoStipulationsNumInGroupNNumber of stipulation entries (Note tag # was reserved in FIX 4.1, added in FIX 4.3).FIX.4.3
233StipulationTypeStringNRequired if NoStipulations >0
▶ 80 enum values
ValueNameDescription
AMTAlternativeMinimumTaxAlternative Minimum Tax (Y/N)
AUTOREINVAutoReinvestmentAuto Reinvestment at <rate> or better
BANKQUALBankQualifiedBank qualified (Y/N)
BGNCONBargainConditionsBargain conditions (see StipulationValue (234) for values)
COUPONCouponRangeCoupon range
CURRENCYISOCurrencyCodeISO Currency Code
CUSTOMDATECustomStartCustom start/end date
GEOGGeographicsGeographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUTValuationDiscountValuation Discount
INSUREDInsuredInsured (Y/N)
ISSUEIssueDateYear Or Year/Month of Issue (ex. 234=2002/09)
ISSUERIssuerIssuer's ticker
ISSUESIZEIssueSizeRangeissue size range
LOOKBACKLookbackDaysLookback Days
LOTExplicitLotIdentifierExplicit lot identifier
LOTVARLotVarianceLot Variance (value in percent maximum over- or under-allocation allowed)
MATMaturityYearAndMonthMaturity Year And Month
MATURITYMaturityRangeMaturity range
MAXSUBSMaximumSubstitutionsMaximum substitutions (Repo)
MINDNOMMinimumDenominationMinimum denomination
MININCRMinimumIncrementMinimum increment
MINQTYMinimumQuantityMinimum quantity
PAYFREQPaymentFrequencyPayment frequency, calendar
PIECESNumberOfPiecesNumber Of Pieces
PMAXPoolsMaximumPools Maximum
PPLPoolsPerLotPools per Lot
PPMPoolsPerMillionPools per Million
PPTPoolsPerTradePools per Trade
PRICEPriceRangePrice Range
PRICEFREQPricingFrequencyPricing frequency
PRODProductionYearProduction Year
PROTECTCallProtectionCall protection
PURPOSEPurposePurpose
PXSOURCEBenchmarkPriceSourceBenchmark price source
RATINGRatingSourceAndRangeRating source and range
REDEMPTIONTypeOfRedemptionType Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTEDRestrictedRestricted (Y/N)
SECTORMarketSectorMarket Sector
SECTYPESecurityTypeIncludedOrExcludedSecurity Type included or excluded
STRUCTStructureStructure
SUBSFREQSubstitutionsFrequencySubstitutions frequency (Repo)
SUBSLEFTSubstitutionsLeftSubstitutions left (Repo)
TEXTFreeformTextFreeform Text
TRDVARTradeVarianceTrade Variance (value in percent maximum over- or under-allocation allowed)
WACWeightedAverageCouponWeighted 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])
WALWeightedAverageLifeCouponWeighted Average Life Coupon - value in percent (exact or range)
WALAWeightedAverageLoanAgeWeighted Average Loan Age - value in months (exact or range)
WAMWeightedAverageMaturityWeighted Average Maturity - value in months (exact or range)
WHOLEWholePoolWhole Pool (Y/N)
YIELDYieldRangeYield Range
AVFICOAverageFICOScoreAverage FICO Score
AVSIZEAverageLoanSizeAverage Loan Size
MAXBALMaximumLoanBalanceMaximum Loan Balance
POOLPoolIdentifierPool Identifier
ROLLTYPETypeOfRollTradeType of Roll trade
REFTRADEReferenceToRollingOrClosingTradereference to rolling or closing trade
REFPRINPrincipalOfRollingOrClosingTradeprincipal of rolling or closing trade
REFINTInterestOfRollingOrClosingTradeinterest of rolling or closing trade
AVAILQTYAvailableOfferQuantityToBeShownToTheStreetAvailable offer quantity to be shown to the street
BROKERCREDITBrokerCreditBroker's sales credit
INTERNALPXOfferPriceToBeShownToInternalBrokersOffer price to be shown to internal brokers
INTERNALQTYOfferQuantityToBeShownToInternalBrokersOffer quantity to be shown to internal brokers
LEAVEQTYTheMinimumResidualOfferQuantityThe minimum residual offer quantity
MAXORDQTYMaximumOrderSizeMaximum order size
ORDRINCROrderQuantityIncrementOrder quantity increment
PRIMARYPrimaryOrSecondaryMarketIndicatorPrimary or Secondary market indicator
SALESCREDITOVRBrokerSalesCreditOverrideBroker sales credit override
TRADERCREDITTraderCreditTrader's credit
DISCOUNTDiscountRateDiscount Rate (when price is denominated in percent of par)
YTMYieldToMaturityYield to Maturity (when YieldType(235) and Yield(236) show a different yield)
ABSAbsolutePrepaymentSpeedAbsolute Prepayment Speed
CPPConstantPrepaymentPenaltyConstant Prepayment Penalty
CPRConstantPrepaymentRateConstant Prepayment Rate
CPYConstantPrepaymentYieldConstant Prepayment Yield
HEPFinalCPROfHomeEquityPrepaymentCurvefinal CPR of Home Equity Prepayment Curve
MHPPercentOfManufacturedHousingPrepaymentCurvePercent of Manufactured Housing Prepayment Curve
MPRMonthlyPrepaymentRateMonthly Prepayment Rate
PPCPercentOfProspectusPrepaymentCurvePercent of Prospectus Prepayment Curve
PSAPercentOfBMAPrepaymentCurvePercent of BMA Prepayment Curve
SMMSingleMonthlyMortalitySingle Monthly Mortality
FIX.4.3
234StipulationValueStringNFor 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
◈ SettlInstructionsData [Component]NInsert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages"FIX.4.4
172SettlDeliveryTypeintNRequired if AllocSettlInstType = 1 or 2
▶ 4 enum values
ValueNameDescription
0Versus"Versus. Payment": Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment
1Free"Free": Deliver (if Sell) or Receive (if Buy) Free
2TriPartyTri-Party
3HoldInCustodyHold In Custody
FIX.4.4
169StandInstDbTypeintNRequired if AllocSettlInstType = 3 (should not be populated otherwise)
▶ 5 enum values
ValueNameDescription
0OtherOther
1DTCSIDDTC SID
2ThomsonALERTThomson ALERT
3AGlobalCustodianA Global Custodian (StandInstDBName (70) must be provided)
4AccountNetAccountNet
FIX.4.4
170StandInstDbNameStringNRequired if AllocSettlInstType = 3 (should not be populated otherwise)FIX.4.4
171StandInstDbIDStringNIdentifier used within the StandInstDbType Required if AllocSettlInstType = 3 (should not be populated otherwise)FIX.4.4
⟳ DlvyInstGrp [Repeating Group]NRequired (and must be > 0) if AllocSettlInstType = 2 (should not be populated otherwise)FIX.4.4
85NoDlvyInstNumInGroupNNumber of delivery instruction fields in repeating group. Note this field was removed in FIX 4.1 and reinstated in FIX 4.4.FIX.4.4
165SettlInstSourcecharNIndicates source of Settlement Instructions
▶ 3 enum values
ValueNameDescription
1BrokerCreditBroker's Instructions
2InstitutionInstitution's Instructions
3InvestorInvestor (e.g. CIV use)
FIX.4.4
787DlvyInstTypecharNUsed to indicate whether a delivery instruction is used for securities or cash settlement.
▶ 2 enum values
ValueNameDescription
CCashCash
SSecuritiesSecurities
FIX.4.4
⟳ SettlParties [Repeating Group]NThe SettlParties component block is used in a similar manner as Parties Block within the context of settlement instruction messages to distinguish between parties involved in the settlement and parties who are expected to execute the settlement process.FIX.4.4
781NoSettlPartyIDsNumInGroupNRepeating group below should contain unique combinations of SettlPartyID, SettlPartyIDSource, and SettlPartyRoleFIX.4.4
782SettlPartyIDStringNUsed to identify source of SettlPartyID. Required if SettlPartyIDSource is specified. Required if NoSettlPartyIDs > 0.FIX.4.4
783SettlPartyIDSourcecharNUsed to identify class source of SettlPartyID value (e.g. BIC). Required if SettlPartyID is specified. Required if NoSettlPartyIDs > 0.FIX.4.4
784SettlPartyRoleintNIdentifies the type of SettlPartyID (e.g. Executing Broker). Required if NoSettlPartyIDs > 0.FIX.4.4
⟳ SettlPtysSubGrp [Repeating Group]NRepeating group of SettlParty sub-identifiers.FIX.4.4
801NoSettlPartySubIDsNumInGroupNNumber of SettlPartySubID (785) and SettlPartySubIDType (786) entriesFIX.4.4
785SettlPartySubIDStringNPartySubID value within a settlement parties component. Same values as PartySubID (523)FIX.4.4
786SettlPartySubIDTypeintNType of SettlPartySubID (785) value. Same values as PartySubIDType (803)FIX.4.4
end SettlPtysSubGrp
end SettlParties
end DlvyInstGrp
336TradingSessionIDStringNTrading Session in which trade occurred
▶ 6 enum values
ValueNameDescription
1DayDay
2HalfDayHalfDay
3MorningMorning
4AfternoonAfternoon
5EveningEvening
6AfterHoursAfter-hours
FIX.4.4
625TradingSessionSubIDStringNTrading Session Subid in which trade occurred
▶ 7 enum values
ValueNameDescription
1PreTradingPre-Trading
2OpeningOrOpeningAuctionOpening or opening auction
3Continuous(Continuous) Trading
4ClosingOrClosingAuctionClosing or closing auction
5PostTradingPost-Trading
6IntradayAuctionIntraday Auction
7QuiescentQuiescent
FIX.4.4
716SettlSessIDStringNIdentifies a specific settlement session
▶ 4 enum values
ValueNameDescription
ITDIntradayIntraday
RTHRegularTradingHoursRegular Trading Hours
ETHElectronicTradingHoursElectronic Trading Hours
EODEndOfDayEnd Of Day
FIX.4.4
717SettlSessSubIDStringNSubID value associated with SettlSessID(716)FIX.4.4
715ClearingBusinessDateLocalMktDateNThe "Clearing Business Date" referred to by this maintenance request.FIX.4.4
58TextStringNFree format text string (Note: this field does not have a specified maximum length)FIX.4.4
354EncodedTextLenLengthNMust be set if EncodedText field is specified and must immediately precede it.FIX.4.4
355EncodedTextdataNEncoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.FIX.4.4
◈ StandardTrailer [Component]YThe standard FIX message trailerFIX.4.4
93SignatureLengthLengthNRequired when trailer contains signature. Note: Not to be included within SecureData fieldFIX.4.0
89SignaturedataNNote: Not to be included within SecureData fieldFIX.4.0
10CheckSumStringY(Always unencrypted, always last field in message)FIX.4.0