| ◈ StandardHeader [Component] | | Y | MsgType = BP | 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)
▶ 116 enum values
| Value | Name | Description |
|---|
| 0 | Heartbeat | Heartbeat | | 1 | TestRequest | TestRequest | | 2 | ResendRequest | ResendRequest | | 3 | Reject | Reject | | 4 | SequenceReset | SequenceReset | | 5 | Logout | Logout | | 6 | IOI | IOI | | 7 | Advertisement | Advertisement | | 8 | ExecutionReport | ExecutionReport | | 9 | OrderCancelReject | OrderCancelReject | | A | Logon | Logon | | AA | DerivativeSecurityList | DerivativeSecurityList | | AB | NewOrderMultileg | NewOrderMultileg | | AC | MultilegOrderCancelReplace | MultilegOrderCancelReplace | | AD | TradeCaptureReportRequest | TradeCaptureReportRequest | | AE | TradeCaptureReport | TradeCaptureReport | | AF | OrderMassStatusRequest | OrderMassStatusRequest | | AG | QuoteRequestReject | QuoteRequestReject | | AH | RFQRequest | RFQRequest | | AI | QuoteStatusReport | QuoteStatusReport | | AJ | QuoteResponse | QuoteResponse | | AK | Confirmation | Confirmation | | AL | PositionMaintenanceRequest | PositionMaintenanceRequest | | AM | PositionMaintenanceReport | PositionMaintenanceReport | | AN | RequestForPositions | RequestForPositions | | AO | RequestForPositionsAck | RequestForPositionsAck | | AP | PositionReport | PositionReport | | AQ | TradeCaptureReportRequestAck | TradeCaptureReportRequestAck | | AR | TradeCaptureReportAck | TradeCaptureReportAck | | AS | AllocationReport | AllocationReport | | AT | AllocationReportAck | AllocationReportAck | | AU | ConfirmationAck | ConfirmationAck | | AV | SettlementInstructionRequest | SettlementInstructionRequest | | AW | AssignmentReport | AssignmentReport | | AX | CollateralRequest | CollateralRequest | | AY | CollateralAssignment | CollateralAssignment | | AZ | CollateralResponse | CollateralResponse | | B | News | News | | BA | CollateralReport | CollateralReport | | BB | CollateralInquiry | CollateralInquiry | | BC | NetworkCounterpartySystemStatusRequest | NetworkCounterpartySystemStatusRequest | | BD | NetworkCounterpartySystemStatusResponse | NetworkCounterpartySystemStatusResponse | | BE | UserRequest | UserRequest | | BF | UserResponse | UserResponse | | BG | CollateralInquiryAck | CollateralInquiryAck | | BH | ConfirmationRequest | ConfirmationRequest | | BI | TradingSessionListRequest | TradingSessionListRequest | | BJ | TradingSessionList | TradingSessionList | | BK | SecurityListUpdateReport | SecurityListUpdateReport | | BL | AdjustedPositionReport | AdjustedPositionReport | | BM | AllocationInstructionAlert | AllocationInstructionAlert | | BN | ExecutionAcknowledgement | ExecutionAcknowledgement | | BO | ContraryIntentionReport | ContraryIntentionReport | | BP | SecurityDefinitionUpdateReport | SecurityDefinitionUpdateReport | | BQ | SettlementObligationReport | SettlementObligationReport | | BR | DerivativeSecurityListUpdateReport | DerivativeSecurityListUpdateReport | | BS | TradingSessionListUpdateReport | TradingSessionListUpdateReport | | BT | MarketDefinitionRequest | MarketDefinitionRequest | | BU | MarketDefinition | MarketDefinition | | BV | MarketDefinitionUpdateReport | MarketDefinitionUpdateReport | | BW | ApplicationMessageRequest | ApplicationMessageRequest | | BX | ApplicationMessageRequestAck | ApplicationMessageRequestAck | | BY | ApplicationMessageReport | ApplicationMessageReport | | BZ | OrderMassActionReport | OrderMassActionReport | | C | Email | Email | | CA | OrderMassActionRequest | OrderMassActionRequest | | CB | UserNotification | UserNotification | | CC | StreamAssignmentRequest | StreamAssignmentRequest | | CD | StreamAssignmentReport | StreamAssignmentReport | | CE | StreamAssignmentReportACK | StreamAssignmentReportACK | | D | NewOrderSingle | NewOrderSingle | | E | NewOrderList | NewOrderList | | F | OrderCancelRequest | OrderCancelRequest | | G | OrderCancelReplaceRequest | OrderCancelReplaceRequest | | H | OrderStatusRequest | OrderStatusRequest | | J | AllocationInstruction | AllocationInstruction | | K | ListCancelRequest | ListCancelRequest | | L | ListExecute | ListExecute | | M | ListStatusRequest | ListStatusRequest | | N | ListStatus | ListStatus | | P | AllocationInstructionAck | AllocationInstructionAck | | Q | DontKnowTrade | DontKnowTrade | | R | QuoteRequest | QuoteRequest | | S | Quote | Quote | | T | SettlementInstructions | SettlementInstructions | | V | MarketDataRequest | MarketDataRequest | | W | MarketDataSnapshotFullRefresh | MarketDataSnapshotFullRefresh | | X | MarketDataIncrementalRefresh | MarketDataIncrementalRefresh | | Y | MarketDataRequestReject | MarketDataRequestReject | | Z | QuoteCancel | QuoteCancel | | a | QuoteStatusRequest | QuoteStatusRequest | | b | MassQuoteAcknowledgement | MassQuoteAcknowledgement | | c | SecurityDefinitionRequest | SecurityDefinitionRequest | | d | SecurityDefinition | SecurityDefinition | | e | SecurityStatusRequest | SecurityStatusRequest | | f | SecurityStatus | SecurityStatus | | g | TradingSessionStatusRequest | TradingSessionStatusRequest | | h | TradingSessionStatus | TradingSessionStatus | | i | MassQuote | MassQuote | | j | BusinessMessageReject | BusinessMessageReject | | k | BidRequest | BidRequest | | l | BidResponse | BidResponse | | m | ListStrikePrice | ListStrikePrice | | n | XMLnonFIX | XMLnonFIX | | o | RegistrationInstructions | RegistrationInstructions | | p | RegistrationInstructionsResponse | RegistrationInstructionsResponse | | q | OrderMassCancelRequest | OrderMassCancelRequest | | r | OrderMassCancelReport | OrderMassCancelReport | | s | NewOrderCross | NewOrderCross | | t | CrossOrderCancelReplaceRequest | CrossOrderCancelReplaceRequest | | u | CrossOrderCancelRequest | CrossOrderCancelRequest | | v | SecurityTypeRequest | SecurityTypeRequest | | w | SecurityTypes | SecurityTypes | | x | SecurityListRequest | SecurityListRequest | | y | SecurityList | SecurityList | | z | DerivativeSecurityListRequest | DerivativeSecurityListRequest |
| FIX.4.0 |
| 1128 | ApplVerID | String | N | Indicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence.
▶ 10 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 | | 8 | FIX50SP1 | FIX50SP1 | | 9 | FIX50SP2 | FIX50SP2 |
| FIX.4.4 |
| 1156 | ApplExtID | int | N | The extension pack number associated with an application message. | FIX.5.0 |
| 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 [Repeating Group] | | 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 |
| end HopGrp |
| ◈ ApplicationSequenceControl [Component] | | N | The ApplicationSequenceControl is used for application sequencing and recovery. Consisting of ApplSeqNum (1181), ApplID (1180), ApplLastSeqNum (1350), and ApplResendFlag (1352), FIX application messages that carries this component block will be able to use application level sequencing. ApplID, ApplSeqNum and ApplLastSeqNum fields identify the application id, application sequence number and the previous application sequence number (in case of intentional gaps) on each application message that carries this block. | FIX.5.0 |
| 1180 | ApplID | String | N | Identifies the application with which a message is associated. Used only if application sequencing is in effect. | FIX.5.0 |
| 1181 | ApplSeqNum | SeqNum | N | Application sequence number assigned to the message by the application generating the message. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified. | FIX.5.0 |
| 1350 | ApplLastSeqNum | SeqNum | N | The previous sequence number in the application sequence stream. Permits an application to publish messages with sequence gaps where it cannot be avoided. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified | FIX.5.0 |
| 1352 | ApplResendFlag | Boolean | N | Used to indicate that a message is being sent in response to an Application Message Request. Used only if application sequencing is in effect. It is possible for both ApplResendFlag and PossDupFlag to be set on the same message if the Sender's cache size is greater than zero and the message is being resent due to a session level resend request. | FIX.5.0 |
| 964 | SecurityReportID | int | N | Identifier for the Security Definition 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 Definition message. | FIX.4.4 |
| 323 | SecurityResponseType | int | N | Response to the Security Definition Request.
▶ 6 enum values
| Value | Name | Description |
|---|
| 1 | AcceptAsIs | Accept security proposal as-is | | 2 | AcceptWithRevisions | Accept security proposal with revisions as indicated in the message | | 3 | ListOfSecurityTypesReturnedPerRequest | List of security types returned per request | | 4 | ListOfSecuritiesReturnedPerRequest | List of securities returned per request | | 5 | RejectSecurityProposal | Reject security proposal | | 6 | CannotMatchSelectionCriteria | Cannot match selection criteria |
| FIX.4.4 |
| 715 | ClearingBusinessDate | LocalMktDate | N | The "Clearing Business Date" referred to by this maintenance request. | FIX.4.4 |
| 980 | SecurityUpdateAction | char | N | —
▶ 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
▶ 23 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 | | W | SuccessionEvent | Succession Event |
| FIX.4.4 |
| ◈ Instrument [Component] | | N | The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX. | FIX.4.4 |
| 55 | Symbol | String | N | Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles)
Use "[N/A]" for products which do not have a symbol. | FIX.4.3 |
| 65 | SymbolSfx | String | N | Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price.
▶ 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.
▶ 22 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 | | M | MarketplaceAssignedIdentifier | Marketplace-assigned Identifier |
| 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 |
| 1227 | ProductComplex | String | N | Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc | FIX.5.0 |
| 1151 | SecurityGroup | String | N | An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. | FIX.5.0 |
| 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.)
▶ 118 enum values
| Value | Name | Description |
|---|
| 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 | | EUFRN | EuroCorporateFloatingRateNotes | Euro Corporate Floating Rate Notes | | FRN | USCorporateFloatingRateNotes | US Corporate Floating Rate Notes | | XLINKD | IndexedLinked | Indexed Linked | | STRUCT | StructuredNotes | Structured Notes | | YANK | YankeeCorporateBond | Yankee Corporate Bond | | FOR | ForeignExchangeContract | Foreign Exchange Contract | | CDS | CreditDefaultSwap | Credit Default Swap | | FUT | Future | Future | | OPT | Option | Option | | OOF | OptionsOnFutures | Options on Futures | | OOP | OptionsOnPhysical | Options on Physical - use not recommended | | IRS | InterestRateSwap | Interest Rate Swap | | OOC | OptionsOnCombo | Options on Combo | | 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 | | CAN | CanadianTreasuryNotes | Canadian Treasury Notes | | CTB | CanadianTreasuryBills | Canadian Treasury Bills | | EUSOV | EuroSovereigns | Euro Sovereigns * | | PROV | CanadianProvincialBonds | Canadian Provincial Bonds | | TB | TreasuryBill | Treasury Bill - non US | | TBOND | USTreasuryBond | US Treasury Bond | | TINT | InterestStripFromAnyBondOrNote | Interest Strip From Any Bond Or Note | | TBILL | USTreasuryBill | US Treasury Bill | | 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 | | 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 | | BDN | BankDepositoryNote | Bank Depository Note | | BN | BankNotes | Bank Notes | | BOX | BillOfExchanges | Bill Of Exchanges | | CAMM | CanadianMoneyMarkets | Canadian Money Markets | | 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 | | STN | ShortTermLoanNote | Short Term Loan Note | | PZFJ | PlazosFijos | Plazos Fijos | | SLQN | SecuredLiquidityNote | Secured Liquidity Note | | TD | TimeDeposit | Time Deposit | | TLQN | TermLiquidityNote | Term Liquidity Note | | XCN | ExtendedCommNote | Extended Comm Note | | YCD | YankeeCertificateOfDeposit | Yankee Certificate Of Deposit | | ABS | AssetBackedSecurities | Asset-backed Securities | | CMB | CanadianMortgageBonds | Canadian Mortgage Bonds | | 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 | | TMCP | TaxableMunicipalCP | Taxable Municipal CP | | 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 | | ? | Wildcard | Wildcard entry for use on Security Definition Request | | CASH | Cash | Cash | | FXNDF | NonDeliverableForward | Non-deliverable forward | | FXSPOT | FXSpot | FX Spot | | FXFWD | FXForward | FX Forward | | FXSWAP | FXSwap | FX Swap |
| 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.
For NDFs this represents the fixing date of the contract. | FIX.4.3 |
| 1079 | MaturityTime | TZTimeOnly | N | For NDFs this represents the fixing time of the contract. It is optional to specify the fixing time. | 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 |
|---|
| P | ProRata | Pro rata | | R | Random | Random |
| 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 |
| 1449 | RestructuringType | String | N | A category of CDS credit even in which the underlying bond experiences a restructuring.
Used to define a CDS instrument.
▶ 4 enum values
| Value | Name | Description |
|---|
| FR | FullRestructuring | Full Restructuring | | MR | ModifiedRestructuring | Modified Restructuring | | MM | ModifiedModRestructuring | Modified Mod Restructuring | | XR | NoRestructuringSpecified | No Restructuring specified |
| FIX.5.0SP1 |
| 1450 | Seniority | String | N | Specifies which issue (underlying bond) will receive payment priority in the event of a default.
Used to define a CDS instrument.
▶ 3 enum values
| Value | Name | Description |
|---|
| SD | SeniorSecured | Senior Secured | | SR | Senior | Senior | | SB | Subordinated | Subordinated |
| FIX.5.0SP1 |
| 1451 | NotionalPercentageOutstanding | Percentage | N | Indicates the notional percentage of the deal that is still outstanding based on the remaining components of the index.
Used to calculate the true value of a CDS trade or position. | FIX.5.0SP1 |
| 1452 | OriginalNotionalPercentageOutstanding | Percentage | N | Used to reflect the Original value prior to the application of a credit event. See NotionalPercentageOutstanding(1451). | FIX.5.0SP1 |
| 1457 | AttachmentPoint | Percentage | N | Lower bound percentage of the loss that the tranche can endure. | FIX.5.0SP1 |
| 1458 | DetachmentPoint | Percentage | N | Upper bound percentage of the loss the tranche can endure. | FIX.5.0SP1 |
| 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 |
| 1478 | StrikePriceDeterminationMethod | int | N | Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying.
Conditionally, required if value is other than "fixed".
▶ 4 enum values
| Value | Name | Description |
|---|
| 1 | FixedStrike | Fixed Strike | | 2 | StrikeSetAtExpiration | Strike set at expiration to underlying or other value (lookback floating) | | 3 | StrikeSetToAverageAcrossLife | Strike set to average of underlying settlement price across the life of the option | | 4 | StrikeSetToOptimalValue | Strike set to optimal value |
| FIX.5.0SP1 |
| 1479 | StrikePriceBoundaryMethod | int | N | Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise.
▶ 5 enum values
| Value | Name | Description |
|---|
| 1 | LessThan | Less than underlying price is in-the-money (ITM) | | 2 | LessThanOrEqual | Less than or equal to the underlying price is in-the-money(ITM) | | 3 | Equal | Equal to the underlying price is in-the-money(ITM) | | 4 | GreaterThanOrEqual | Greater than or equal to underlying price is in-the-money(ITM) | | 5 | GreaterThan | Greater than underlying is in-the-money(ITM) |
| FIX.5.0SP1 |
| 1480 | StrikePriceBoundaryPrecision | Percentage | N | Used in combination with StrikePriceBoundaryMethod to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. | FIX.5.0SP1 |
| 1481 | UnderlyingPriceDeterminationMethod | int | N | Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option").
▶ 4 enum values
| Value | Name | Description |
|---|
| 1 | Regular | Regular | | 2 | SpecialReference | Special reference | | 3 | OptimalValue | Optimal value (Lookback) | | 4 | AverageValue | Average value (Asian option) |
| FIX.5.0SP1 |
| 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 |
| 1435 | ContractMultiplierUnit | int | N | Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit ContractMultiplier(tag 231) is expressed in.
▶ 3 enum values
| Value | Name | Description |
|---|
| 0 | Shares | Shares | | 1 | Hours | Hours | | 2 | Days | Days |
| FIX.5.0SP1 |
| 1439 | FlowScheduleType | int | N | The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak".
▶ 5 enum values
| Value | Name | Description |
|---|
| 0 | NERCEasternOffPeak | NERC Eastern Off-Peak | | 1 | NERCWesternOffPeak | NERC Western Off-Peak | | 2 | NERCCalendarAllDaysInMonth | NERC Calendar-All Days in month | | 3 | NERCEasternPeak | NERC Eastern Peak | | 4 | NERCWesternPeak | NERC Western Peak |
| FIX.5.0SP1 |
| 969 | MinPriceIncrement | float | N | Minimum price increment for the instrument. Could also be used to represent tick value. | FIX.4.4 |
| 1146 | MinPriceIncrementAmount | Amt | N | Minimum 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 |
| 996 | UnitOfMeasure | String | N | 0
▶ 13 enum values
| Value | Name | Description |
|---|
| Bcf | BillionCubicFeet | Billion cubic feet | | MMbbl | MillionBarrels | Million Barrels | | MMBtu | OneMillionBTU | One Million BTU | | MWh | MegawattHours | Megawatt hours | | Bbl | Barrels | Barrels | | Bu | Bushels | Bushels | | lbs | Pounds | pounds | | Gal | Gallons | Gallons | | oz_tr | TroyOunces | Troy Ounces | | t | MetricTons | Metric Tons (aka Tonne) | | tn | Tons | Tons (US) | | USD | USDollars | US Dollars | | Alw | Allowances | Allowances |
| FIX.4.4 |
| 1147 | UnitOfMeasureQty | Qty | N | Used 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 |
| 1191 | PriceUnitOfMeasure | String | N | Used 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 contract | FIX.5.0 |
| 1192 | PriceUnitOfMeasureQty | Qty | N | Used 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 |
| 1193 | SettlMethod | char | N | Settlement method for a contract. Can be used as an alternative to CFI Code value
▶ 2 enum values
| Value | Name | Description |
|---|
| C | CashSettlementRequired | Cash settlement required | | P | PhysicalSettlementRequired | Physical settlement required |
| FIX.5.0 |
| 1194 | ExerciseStyle | int | N | Type of exercise of a derivatives security
▶ 3 enum values
| Value | Name | Description |
|---|
| 0 | European | European | | 1 | American | American | | 2 | Bermuda | Bermuda |
| FIX.5.0 |
| 1482 | OptPayoutType | int | N | Indicates the type of payout that will result from an in-the-money option.
▶ 3 enum values
| Value | Name | Description |
|---|
| 1 | Vanilla | Vanilla | | 2 | Capped | Capped | | 3 | Binary | Binary |
| FIX.5.0SP1 |
| 1195 | OptPayoutAmount | Amt | N | Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount | FIX.5.0 |
| 1196 | PriceQuoteMethod | String | N | Method for price quotation
▶ 4 enum values
| Value | Name | Description |
|---|
| STD | Standard | Standard, money per unit of a physical | | INX | Index | Index | | INT | InterestRateIndex | Interest rate Index | | PCTPAR | PercentOfPar | Percent of Par |
| FIX.5.0 |
| 1197 | ValuationMethod | String | N | Indicates type of valuation method used.
▶ 5 enum values
| Value | Name | Description |
|---|
| EQTY | PremiumStyle | premium style | | FUT | FuturesStyleMarkToMarket | futures style mark-to-market | | FUTDA | FuturesStyleWithAnAttachedCashAdjustment | futures style with an attached cash adjustment | | CDS | CDSStyleCollateralization | CDS style collateralization of market to market and coupon | | CDSD | CDSInDeliveryUseRecoveryRateToCalculate | CDS in delivery - use recovery rate to calculate obligation |
| FIX.5.0 |
| 1198 | ListMethod | int | N | Indicates whether the instruments are pre-listed only or can also be defined via user request
▶ 2 enum values
| Value | Name | Description |
|---|
| 0 | PreListedOnly | pre-listed only | | 1 | UserRequested | user requested |
| FIX.5.0 |
| 1199 | CapPrice | Price | N | Used to express the ceiling price of a capped call | FIX.5.0 |
| 1200 | FloorPrice | Price | N | Used to express the floor price of a capped put | FIX.5.0 |
| 201 | PutOrCall | int | N | Used to express option right
▶ 2 enum values
| Value | Name | Description |
|---|
| 0 | Put | Put | | 1 | Call | Call |
| FIX.4.4 |
| 1244 | FlexibleIndicator | Boolean | N | Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator | FIX.5.0 |
| 1242 | FlexProductEligibilityIndicator | Boolean | N | Used to indicate if a product or group of product supports the creation of flexible securities | FIX.5.0 |
| 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 | Can be used to provide an optional textual description for a financial instrument. | 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 |
| ◈ SecurityXML [Component] | | N | Embedded XML document describing security. | FIX.5.0 |
| 1184 | SecurityXMLLen | Length | N | Must be set if SecurityXML field is specified and must immediately precede it. | FIX.5.0 |
| 1185 | SecurityXML | XMLData | N | XML payload or content describing the Security information. | FIX.5.0 |
| 1186 | SecurityXMLSchema | String | N | XML Schema used to validate the XML used to describe the Security. | FIX.5.0 |
| 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
▶ 20 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 | | 7 | LastEligibleTradeDate | Last Eligible Trade Date | | 8 | SwapStartDate | Swap Start Date | | 9 | SwapEndDate | Swap End Date | | 10 | SwapRollDate | Swap Roll Date | | 11 | SwapNextStartDate | Swap Next Start Date | | 12 | SwapNextRollDate | Swap Next Roll Date | | 13 | FirstDeliveryDate | First Delivery Date | | 14 | LastDeliveryDate | Last Delivery Date | | 15 | InitialInventoryDueDate | Initial Inventory Due Date | | 16 | FinalInventoryDueDate | Final Inventory Due Date | | 17 | FirstIntentDate | First Intent Date | | 18 | LastIntentDate | Last Intent Date | | 19 | PositionRemovalDate | Position Removal Date | | 99 | Other | Other |
| FIX.4.4 |
| 866 | EventDate | LocalMktDate | N | Date of event | FIX.4.4 |
| 1145 | EventTime | UTCTimestamp | N | Specific time of event. To be used in combination with EventDate [866] | FIX.5.0 |
| 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 |
| ⟳ ComplexEvents [Repeating Group] | | N | The ComplexEvent Group is a repeating block which allows an unlimited number and types of events in the lifetime of an option to be specified. | FIX.5.0SP1 |
| 1483 | NoComplexEvents | NumInGroup | N | Number of complex events | FIX.5.0SP1 |
| 1484 | ComplexEventType | int | N | Identifies the type of complex event.
Required if NoComplexEvents > 0.
▶ 9 enum values
| Value | Name | Description |
|---|
| 1 | Capped | Capped | | 2 | Trigger | Trigger | | 3 | KnockInUp | Knock-in up | | 4 | KockInDown | Kock-in down | | 5 | KnockOutUp | Knock-out up | | 6 | KnockOutDown | Knock-out down | | 7 | Underlying | Underlying | | 8 | ResetBarrier | Reset Barrier | | 9 | RollingBarrier | Rolling Barrier |
| FIX.5.0SP1 |
| 1485 | ComplexOptPayoutAmount | Amt | N | Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount. | FIX.5.0SP1 |
| 1486 | ComplexEventPrice | Price | N | Specifies the price at which the complex event takes effect. Impact of the event price is determined by the ComplexEventType(1484). | FIX.5.0SP1 |
| 1487 | ComplexEventPriceBoundaryMethod | int | N | Specifies the boundary condition to be used for the event price relative to the underlying price at the point the complex event outcome takes effect as determined by the ComplexEventPriceTimeType.
▶ 5 enum values
| Value | Name | Description |
|---|
| 1 | LessThanComplexEventPrice | Less than ComplexEventPrice(1486) | | 2 | LessThanOrEqualToComplexEventPrice | Less than or equal to ComplexEventPrice(1486) | | 3 | EqualToComplexEventPrice | Equal to ComplexEventPrice(1486) | | 4 | GreaterThanOrEqualToComplexEventPrice | Greater than or equal to ComplexEventPrice(1486) | | 5 | GreaterThanComplexEventPrice | Greater than ComplexEventPrice(1486) |
| FIX.5.0SP1 |
| 1488 | ComplexEventPriceBoundaryPrecision | Percentage | N | Used in combination with ComplexEventPriceBoundaryMethod to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. | FIX.5.0SP1 |
| 1489 | ComplexEventPriceTimeType | int | N | Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the ComplexEventType.
▶ 3 enum values
| Value | Name | Description |
|---|
| 1 | Expiration | Expiration | | 2 | Immediate | Immediate (At Any Time) | | 3 | SpecifiedDate | Specified Date/Time |
| FIX.5.0SP1 |
| 1490 | ComplexEventCondition | int | N | ComplexEventCondition is conditionally required when there are more than one ComplexEvent occurrences. A chain of ComplexEvents must be linked together through use of the ComplexEventCondition in which the relationship between any two events is described. For any two ComplexEvents the first occurrence will specify the ComplexEventCondition which links it with the second event.
▶ 2 enum values
| Value | Name | Description |
|---|
| 1 | And | And | | 2 | Or | Or |
| FIX.5.0SP1 |
| ⟳ ComplexEventDates [Repeating Group] | | N | Used to specify the dates and time ranges when a complex event is in effect. | FIX.5.0SP1 |
| 1491 | NoComplexEventDates | NumInGroup | N | Number of complex event date occurrences for a given complex event. | FIX.5.0SP1 |
| 1492 | ComplexEventStartDate | UTCTimestamp | N | Required if NoComplexEventDates(1491) > 0. | FIX.5.0SP1 |
| 1493 | ComplexEventEndDate | UTCTimestamp | N | Required if NoComplexEventDates(1491) > 0. | FIX.5.0SP1 |
| ⟳ ComplexEventTimes [Repeating Group] | | N | The ComplexEventTime component is nested within the ComplexEventDate in order to further qualify any dates placed on the event and is used to specify time ranges for which a complex event is effective. It is always provided within the context of start and end dates. The time range is assumed to be in effect for the entirety of the date or date range specified. | FIX.5.0SP1 |
| 1494 | NoComplexEventTimes | NumInGroup | N | Number of complex event time occurrences for a given complex event date
The default in case of an absence of time fields is 00:00:00-23:59:59. | FIX.5.0SP1 |
| 1495 | ComplexEventStartTime | UTCTimeOnly | N | Required if NoComplexEventTimes(1494) > 0. | FIX.5.0SP1 |
| 1496 | ComplexEventEndTime | UTCTimeOnly | N | Required if NoComplexEventTimes(1494) > 0. | FIX.5.0SP1 |
| end ComplexEventTimes |
| end ComplexEventDates |
| end ComplexEvents |
| ◈ InstrumentExtension [Component] | | N | The InstrumentExtension component block identifies additional security attributes that are more commonly found for Fixed Income securities. | FIX.5.0 |
| 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
▶ 30 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 | | 23 | PriceTickRulesForSecurity | Price tick rules for security. | | 24 | TradeTypeEligibilityDetailsForSecurity | Trade type eligibility details for security. | | 25 | InstrumentDenominator | Instrument Denominator | | 26 | InstrumentNumerator | Instrument Numerator | | 27 | InstrumentPricePrecision | Instrument Price Precision | | 28 | InstrumentStrikePrice | Instrument Strike Price | | 29 | TradeableIndicator | Tradeable Indicator | | 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 |
| ⟳ UndInstrmtGrp [Repeating Group] | | N | | FIX.5.0 |
| 711 | NoUnderlyings | NumInGroup | N | Number of underlyings | FIX.4.4 |
| ◈ UnderlyingInstrument [Component] | | N | Must be provided if Number of underlyings > 0 | FIX.4.4 |
| 311 | UnderlyingSymbol | String | N | Underlying security's Symbol.
See Symbol (55) field for description | FIX.4.3 |
| 312 | UnderlyingSymbolSfx | String | N | Underlying security's SymbolSfx.
See SymbolSfx (65) field for description | FIX.4.3 |
| 309 | UnderlyingSecurityID | String | N | Underlying security's SecurityID.
See SecurityID (48) field for description | FIX.4.3 |
| 305 | UnderlyingSecurityIDSource | String | N | Underlying security's SecurityIDSource.
Valid values: see SecurityIDSource (22) field | FIX.4.3 |
| ⟳ UndSecAltIDGrp [Repeating Group] | | N | | FIX.4.4 |
| 457 | NoUnderlyingSecurityAltID | NumInGroup | N | Number of UnderlyingSecurityAltID (458) entries. | FIX.4.4 |
| 458 | UnderlyingSecurityAltID | String | N | Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource. | FIX.4.4 |
| 459 | UnderlyingSecurityAltIDSource | String | N | Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified.
Valid values:
Same valid values as the SecurityIDSource (22) field | FIX.4.4 |
| end UndSecAltIDGrp |
| 462 | UnderlyingProduct | int | N | Underlying security's Product.
Valid values: see Product(460) field | FIX.4.3 |
| 463 | UnderlyingCFICode | String | N | Underlying security's CFICode.
Valid values: see CFICode (461) field | FIX.4.3 |
| 310 | UnderlyingSecurityType | String | N | Underlying security's SecurityType.
Valid values: see SecurityType (167) field
(see below for details concerning this fields use in conjunction with SecurityType=REPO)
The following applies when used in conjunction with SecurityType=REPO
Represents the general or specific type of security that underlies a financing agreement
Valid values for SecurityType=REPO:
If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or < UnderlyingStipulations > block e.g.: | FIX.4.3 |
| 763 | UnderlyingSecuritySubType | String | N | Underlying security's SecuritySubType.
See SecuritySubType (762) field for description | FIX.4.4 |
| 313 | UnderlyingMaturityMonthYear | MonthYear | N | Underlying security's MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field.
See MaturityMonthYear (200) field for description | FIX.4.3 |
| 542 | UnderlyingMaturityDate | LocalMktDate | N | Underlying security's maturity date.
See MaturityDate (541) field for description | FIX.4.3 |
| 1213 | UnderlyingMaturityTime | TZTimeOnly | N | Time of security's maturity expressed in local time with offset to UTC specified | FIX.5.0 |
| 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 |
| 1453 | UnderlyingRestructuringType | String | N | See RestructuringType(1449) | FIX.5.0SP1 |
| 1454 | UnderlyingSeniority | String | N | See Seniority(1450) | FIX.5.0SP1 |
| 1455 | UnderlyingNotionalPercentageOutstanding | Percentage | N | See NotionalPercentageOutstanding(1451) | FIX.5.0SP1 |
| 1456 | UnderlyingOriginalNotionalPercentageOutstanding | Percentage | N | See OriginalNotionalPercentageOutstanding(1452) | FIX.5.0SP1 |
| 1459 | UnderlyingAttachmentPoint | Percentage | N | See AttachmentPoint(1457). | FIX.5.0SP1 |
| 1460 | UnderlyingDetachmentPoint | Percentage | N | See DetachmentPoint(1458). | FIX.5.0SP1 |
| 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 |
| 1437 | UnderlyingContractMultiplierUnit | int | N | Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit UndlyContractMultiplier(tag 436) is expressed in. | FIX.5.0SP1 |
| 1441 | UnderlyingFlowScheduleType | int | N | The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". | FIX.5.0SP1 |
| 998 | UnderlyingUnitOfMeasure | String | N | Refer to defintion of UnitOfMeasure(996) | FIX.4.4 |
| 1423 | UnderlyingUnitOfMeasureQty | Qty | N | Refer to definition of UnitOfMeasureQty(1147) | FIX.5.0 |
| 1424 | UnderlyingPriceUnitOfMeasure | String | N | Refer to definition for PriceUnitOfMeasure(1191) | FIX.5.0 |
| 1425 | UnderlyingPriceUnitOfMeasureQty | Qty | N | Refer to definition of PriceUnitOfMeasureQty(1192) | FIX.5.0 |
| 1000 | UnderlyingTimeUnit | String | N | Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) | FIX.4.4 |
| 1419 | UnderlyingExerciseStyle | int | N | Type of exercise of a derivatives security | FIX.5.0 |
| 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 | Description of the Underlying security.
See SecurityDesc(107). | 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 | UnderlyingInstrumentPartyID | String | N | Used to identify party id related to instrument | FIX.4.4 |
| 1060 | UnderlyingInstrumentPartyIDSource | char | N | Used to identify source of instrument party id | FIX.4.4 |
| 1061 | UnderlyingInstrumentPartyRole | 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 | UnderlyingInstrumentPartySubID | String | N | PartySubID value within an underlying instrument party repeating group.
Same values as PartySubID (523) | FIX.4.4 |
| 1064 | UnderlyingInstrumentPartySubIDType | 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 |
| 315 | UnderlyingPutOrCall | int | N | Used to express option right | FIX.4.3 |
| end UndInstrmtGrp |
| 15 | Currency | Currency | N | Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. | FIX.4.4 |
| 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 |
| ⟳ 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.5.0 |
| 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
▶ 80 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 | | AVFICO | AverageFICOScore | Average FICO Score | | AVSIZE | AverageLoanSize | Average Loan Size | | MAXBAL | MaximumLoanBalance | Maximum Loan Balance | | POOL | PoolIdentifier | Pool Identifier | | ROLLTYPE | TypeOfRollTrade | Type of Roll trade | | REFTRADE | ReferenceToRollingOrClosingTrade | reference to rolling or closing trade | | REFPRIN | PrincipalOfRollingOrClosingTrade | principal of rolling or closing trade | | REFINT | InterestOfRollingOrClosingTrade | interest of rolling or closing trade | | AVAILQTY | AvailableOfferQuantityToBeShownToTheStreet | Available offer quantity to be shown to the street | | BROKERCREDIT | BrokerCredit | Broker's sales credit | | INTERNALPX | OfferPriceToBeShownToInternalBrokers | Offer price to be shown to internal brokers | | INTERNALQTY | OfferQuantityToBeShownToInternalBrokers | Offer quantity to be shown to internal brokers | | LEAVEQTY | TheMinimumResidualOfferQuantity | The minimum residual offer quantity | | MAXORDQTY | MaximumOrderSize | Maximum order size | | ORDRINCR | OrderQuantityIncrement | Order quantity increment | | PRIMARY | PrimaryOrSecondaryMarketIndicator | Primary or Secondary market indicator | | SALESCREDITOVR | BrokerSalesCreditOverride | Broker sales credit override | | TRADERCREDIT | TraderCredit | Trader's credit | | DISCOUNT | DiscountRate | Discount Rate (when price is denominated in percent of par) | | YTM | YieldToMaturity | Yield to Maturity (when YieldType(235) and Yield(236) show a different yield) | | 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 |
| ⟳ InstrmtLegGrp [Repeating Group] | | N | | FIX.4.4 |
| 555 | NoLegs | NumInGroup | N | Number of legs | FIX.4.4 |
| ◈ InstrumentLeg [Component] | | N | Must be provided if Number of legs > 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 | Refer to definition of SecurityType(167) | 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 |
| 1212 | LegMaturityTime | TZTimeOnly | N | Time of security's maturity expressed in local time with offset to UTC specified | FIX.5.0 |
| 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 |
| 1436 | LegContractMultiplierUnit | int | N | "Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit LegContractMultiplier(tag 614) is expressed in. | FIX.5.0SP1 |
| 1440 | LegFlowScheduleType | int | N | The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". | FIX.5.0SP1 |
| 999 | LegUnitOfMeasure | String | N | Refer to defintion of UnitOfMeasure(996) | FIX.4.4 |
| 1224 | LegUnitOfMeasureQty | Qty | N | Refer to definition of UnitOfMeasureQty(1147) | FIX.5.0 |
| 1421 | LegPriceUnitOfMeasure | String | N | Refer to definition for PriceUnitOfMeasure(1191) | FIX.5.0 |
| 1422 | LegPriceUnitOfMeasureQty | Qty | N | Refer to definition of PriceUnitOfMeasureQty(1192) | FIX.5.0 |
| 1001 | LegTimeUnit | String | N | Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) | FIX.4.4 |
| 1420 | LegExerciseStyle | int | N | Type of exercise of a derivatives security | FIX.5.0 |
| 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 | Description of a leg of a multileg instrument.
See SecurityDesc(107). | 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 |
| 1358 | LegPutOrCall | int | N | Used to express option right | FIX.5.0 |
| 1017 | LegOptionRatio | float | N | LegOptionRatio 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 |
| 566 | LegPrice | Price | N | Used 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 |
| ◈ SpreadOrBenchmarkCurveData [Component] | | N | The SpreadOrBenchmarkCurveData component block is primarily used for Fixed Income to convey spread to a benchmark security or curve. | FIX.5.0 |
| 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 | The YieldData component block conveys yield information for a given Fixed Income security. | FIX.5.0 |
| 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 |
| ⟳ MarketSegmentGrp [Repeating Group] | | N | Contains all the security details related to listing and trading the security | FIX.5.0 |
| 1310 | NoMarketSegments | NumInGroup | N | Number of Market Segments on which a security may trade. | FIX.5.0 |
| 1301 | MarketID | Exchange | N | Identifies the market which lists and trades the instrument. | FIX.5.0 |
| 1300 | MarketSegmentID | String | N | Identifies the segment of the market to which the specify trading rules and listing rules apply. | FIX.5.0 |
| ◈ SecurityTradingRules [Component] | | N | Ths SecurityTradingRules component block is used as part of security definition to specify the specific security's standard trading parameters such as trading session eligibility and other attributes of the security. | FIX.5.0 |
| ◈ BaseTradingRules [Component] | | N | This block contains the base trading rules | FIX.5.0 |
| ⟳ TickRules [Repeating Group] | | N | This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the security | FIX.5.0 |
| 1205 | NoTickRules | NumInGroup | N | Number of tick rules. This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the security. | FIX.5.0 |
| 1206 | StartTickPriceRange | Price | N | Starting price range for specified tick increment | FIX.5.0 |
| 1207 | EndTickPriceRange | Price | N | Ending price range for the specified tick increment | FIX.5.0 |
| 1208 | TickIncrement | Price | N | Tick increment for stated price range. Specifies the valid price increments at which a security can be quoted and traded | FIX.5.0 |
| 1209 | TickRuleType | int | N | Specifies the type of tick rule which is being described
▶ 5 enum values
| Value | Name | Description |
|---|
| 0 | Regular | Regular | | 1 | Variable | Variable | | 2 | Fixed | Fixed | | 3 | TradedAsASpreadLeg | Traded as a spread leg | | 4 | SettledAsASpreadLeg | Settled as a spread leg |
| FIX.5.0 |
| end TickRules |
| ⟳ LotTypeRules [Repeating Group] | | N | Specifies the lot types that are valid for trading. | FIX.5.0 |
| 1234 | NoLotTypeRules | NumInGroup | N | Number of Lot Types | FIX.5.0 |
| 1093 | LotType | char | N | Defines the lot type assigned to the order. Use as an alternate to RoundLot(561). To be used with MinLotSize(1231). LotType + MinLotSize ( max is next level minus 1)
▶ 4 enum values
| Value | Name | Description |
|---|
| 1 | OddLot | Odd Lot | | 2 | RoundLot | Round Lot | | 3 | BlockLot | Block Lot | | 4 | RoundLotBasedUpon | Round lot based upon UnitOfMeasure(996) |
| FIX.5.0 |
| 1231 | MinLotSize | Qty | N | Minimum lot size allowed based on lot type specified in LotType(1093) | FIX.5.0 |
| end LotTypeRules |
| ◈ PriceLimits [Component] | | N | Specifies the price limits that are valid for trading. | FIX.5.0 |
| 1306 | PriceLimitType | int | N | Describes the how the price limits are expressed
▶ 3 enum values
| Value | Name | Description |
|---|
| 0 | Price | Price | | 1 | Ticks | Ticks | | 2 | Percentage | Percentage |
| FIX.5.0 |
| 1148 | LowLimitPrice | Price | N | Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected | FIX.5.0 |
| 1149 | HighLimitPrice | Price | N | Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected | FIX.5.0 |
| 1150 | TradingReferencePrice | Price | N | Reference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settlement price or closing price of the prior trading day. | FIX.5.0 |
| 827 | ExpirationCycle | int | N | Part of trading cycle when an instrument expires. Field is applicable for derivatives.
▶ 3 enum values
| Value | Name | Description |
|---|
| 0 | ExpireOnTradingSessionClose | Expire on trading session close (default) | | 1 | ExpireOnTradingSessionOpen | Expire on trading session open | | 2 | SpecifiedExpiration | Trading eligibility expiration specified in the date and time fields [EventDate(866) and EventTime(1145)] associated with EventType(865)=7(Last Eligible Trade Date) |
| FIX.5.0 |
| 562 | MinTradeVol | Qty | N | The minimum order quantity that can be submitted for an order. | FIX.5.0 |
| 1140 | MaxTradeVol | Qty | N | The maximum order quantity that can be submitted for a security. For listed derivatives this indicates the minimum quantity necessary for an order or trade to qualify as a block trade | FIX.5.0 |
| 1143 | MaxPriceVariation | float | N | The maximum price variation of an execution from one event to the next for a given security. Expressed in absolute price terms. | FIX.5.0 |
| 1144 | ImpliedMarketIndicator | int | N | Indicates that an implied market should be created for either the legs of a multi-leg instrument (Implied-in) or for the multi-leg instrument based on the existence of the legs (Implied-out). Determination as to whether implied markets should be created is generally done at the level of the multi-leg instrument. Commonly used in listed derivatives.
▶ 4 enum values
| Value | Name | Description |
|---|
| 0 | NotImplied | Not implied | | 1 | ImpliedIn | Implied-in - The existence of a multi-leg instrument is implied by the legs of that instrument | | 2 | ImpliedOut | Implied-out - The existence of the underlying legs are implied by the multi-leg instrument | | 3 | BothImpliedInAndImpliedOut | Both Implied-in and Implied-out |
| FIX.5.0 |
| 1245 | TradingCurrency | Currency | N | Used when the trading currency can differ from the price currency | FIX.5.0 |
| 561 | RoundLot | Qty | N | Trading lot size of security | FIX.5.0 |
| 1377 | MultilegModel | int | N | Used for multileg security only. Defines whether the security is pre-defined or user-defined. Not that value = 2 (User-defined, Non-Securitized, Multileg) does not apply for Securities.
▶ 3 enum values
| Value | Name | Description |
|---|
| 0 | PredefinedMultilegSecurity | Predefined Multileg Security | | 1 | UserDefinedMultilegSecurity | User-defined Multleg Security | | 2 | UserDefined | User-defined, Non-Securitized, Multileg |
| FIX.5.0 |
| 1378 | MultilegPriceMethod | int | N | Used for multileg security only. Defines the method used when applying the multileg price to the legs.
▶ 6 enum values
| Value | Name | Description |
|---|
| 0 | NetPrice | Net Price | | 1 | ReversedNetPrice | Reversed Net Price | | 2 | YieldDifference | Yield Difference | | 3 | Individual | Individual | | 4 | ContractWeightedAveragePrice | Contract Weighted Average Price | | 5 | MultipliedPrice | Multiplied Price |
| FIX.5.0 |
| 423 | PriceType | int | N | Defines the default Price Type used for trading.
▶ 18 enum values
| Value | Name | Description |
|---|
| 1 | Percentage | Percentage (i.e. percent of par) (often called "dollar price" for fixed income) | | 2 | PerUnit | Per unit (i.e. per share or contract) | | 3 | FixedAmount | Fixed amount (absolute value) | | 4 | Discount | Discount - percentage points below par | | 5 | Premium | Premium - percentage points over par | | 6 | Spread | Spread (basis points spread) | | 7 | TEDPrice | TED Price | | 8 | TEDYield | TED Yield | | 9 | Yield | Yield | | 10 | FixedCabinetTradePrice | Fixed cabinet trade price (primarily for listed futures and options) | | 11 | VariableCabinetTradePrice | Variable cabinet trade price (primarily for listed futures and options) | | 13 | ProductTicksInHalfs | Product ticks in halfs | | 14 | ProductTicksInFourths | Product ticks in fourths | | 15 | ProductTicksInEights | Product ticks in eights | | 16 | ProductTicksInSixteenths | Product ticks in sixteenths | | 17 | ProductTicksInThirtySeconds | Product ticks in thirty-seconds | | 18 | ProductTicksInSixtyForths | Product ticks in sixty-forths | | 19 | ProductTicksInOneTwentyEights | Product ticks in one-twenty-eights |
| FIX.5.0 |
| ⟳ TradingSessionRulesGrp [Repeating Group] | | N | This block contains the trading rules specific to a trading session | FIX.5.0 |
| 1309 | NoTradingSessionRules | NumInGroup | N | Allows trading rules to be expressed by trading session | FIX.5.0 |
| 336 | TradingSessionID | String | N | Identifier for the trading session
Must be provided if NoTradingSessions > 0
Set to [N/A] if values are not specific to trading session
▶ 6 enum values
| Value | Name | Description |
|---|
| 1 | Day | Day | | 2 | HalfDay | HalfDay | | 3 | Morning | Morning | | 4 | Afternoon | Afternoon | | 5 | Evening | Evening | | 6 | AfterHours | After-hours |
| FIX.5.0 |
| 625 | TradingSessionSubID | String | N | Identifier for the trading session
Set to [N/A] if values are not specific to trading session sub id
▶ 7 enum values
| Value | Name | Description |
|---|
| 1 | PreTrading | Pre-Trading | | 2 | OpeningOrOpeningAuction | Opening or opening auction | | 3 | Continuous | (Continuous) Trading | | 4 | ClosingOrClosingAuction | Closing or closing auction | | 5 | PostTrading | Post-Trading | | 6 | IntradayAuction | Intraday Auction | | 7 | Quiescent | Quiescent |
| FIX.5.0 |
| ◈ TradingSessionRules [Component] | | N | Contains trading rules specified at the trading session level | FIX.5.0 |
| ⟳ OrdTypeRules [Repeating Group] | | N | Specifies the order types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session. | FIX.5.0 |
| 1237 | NoOrdTypeRules | NumInGroup | N | Number of order types | FIX.5.0 |
| 40 | OrdType | char | N | Indicates order types that are valid for the specified market segment.
▶ 24 enum values
| Value | Name | Description |
|---|
| 1 | Market | Market | | 2 | Limit | Limit | | 3 | Stop | Stop / Stop Loss | | 4 | StopLimit | Stop Limit | | 5 | MarketOnClose | Market On Close (No longer used) | | 6 | WithOrWithout | With Or Without | | 7 | LimitOrBetter | Limit Or Better | | 8 | LimitWithOrWithout | Limit With Or Without | | 9 | OnBasis | On Basis | | A | OnClose | On Close (No longer used) | | B | LimitOnClose | Limit On Close (No longer used) | | C | ForexMarket | Forex Market (No longer used) | | D | PreviouslyQuoted | Previously Quoted | | E | PreviouslyIndicated | Previously Indicated | | F | ForexLimit | Forex Limit (No longer used) | | G | ForexSwap | Forex Swap | | H | ForexPreviouslyQuoted | Forex Previously Quoted (No longer used) | | I | Funari | Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan) | | J | MarketIfTouched | Market If Touched (MIT) | | K | MarketWithLeftOverAsLimit | Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price) | | L | PreviousFundValuationPoint | Previous Fund Valuation Point (Historic pricing; for CIV) | | M | NextFundValuationPoint | Next Fund Valuation Point (Forward pricing; for CIV) | | P | Pegged | Pegged | | Q | CounterOrderSelection | Counter-order selection |
| FIX.5.0 |
| end OrdTypeRules |
| ⟳ TimeInForceRules [Repeating Group] | | N | specifies the time in force rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session | FIX.5.0 |
| 1239 | NoTimeInForceRules | NumInGroup | N | Number of time in force techniques | FIX.5.0 |
| 59 | TimeInForce | char | N | Indicates time in force techniques that are valid for the specified market segment
▶ 10 enum values
| Value | Name | Description |
|---|
| 0 | Day | Day (or session) | | 1 | GoodTillCancel | Good Till Cancel (GTC) | | 2 | AtTheOpening | At the Opening (OPG) | | 3 | ImmediateOrCancel | Immediate Or Cancel (IOC) | | 4 | FillOrKill | Fill Or Kill (FOK) | | 5 | GoodTillCrossing | Good Till Crossing (GTX) | | 6 | GoodTillDate | Good Till Date (GTD) | | 7 | AtTheClose | At the Close | | 8 | GoodThroughCrossing | Good Through Crossing | | 9 | AtCrossing | At Crossing |
| FIX.5.0 |
| end TimeInForceRules |
| ⟳ ExecInstRules [Repeating Group] | | N | specifies the execution instructions that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session | FIX.5.0 |
| 1232 | NoExecInstRules | NumInGroup | N | Number of execution instructions | FIX.5.0 |
| 1308 | ExecInstValue | char | N | Indicates execution instructions that are valid for the specified market segment | FIX.5.0 |
| end ExecInstRules |
| ⟳ MatchRules [Repeating Group] | | N | specifies the matching rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session | FIX.5.0 |
| 1235 | NoMatchRules | NumInGroup | N | Number of match rules | FIX.5.0 |
| 1142 | MatchAlgorithm | String | N | The type of algorithm used to match orders in a specific security on an electronic trading platform.
Possible values are FIFO, Allocation, Pro-rata, Lead Market Maker, Currency Calendar | FIX.5.0 |
| 574 | MatchType | String | N | The point in the matching process at which this trade was matched.
▶ 26 enum values
| Value | Name | Description |
|---|
| 1 | OnePartyTradeReport | One-Party Trade Report (privately negotiated trade) | | 2 | TwoPartyTradeReport | Two-Party Trade Report (privately negotiated trade) | | 3 | ConfirmedTradeReport | Confirmed Trade Report (reporting from recognized markets) | | 4 | AutoMatch | Auto-match | | 5 | CrossAuction | Cross Auction | | 6 | CounterOrderSelection | Counter-Order Selection | | 7 | CallAuction | Call Auction | | 8 | Issuing | Issuing/Buy Back Auction | | M3 | ACTAcceptedTrade | ACT Accepted Trade | | M4 | ACTDefaultTrade | ACT Default Trade | | M5 | ACTDefaultAfterM2 | ACT Default After M2 | | M6 | ACTM6Match | ACT M6 Match | | A1 | ExactMatchPlus4BadgesExecTime | Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window) | | A2 | ExactMatchPlus4Badges | Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus four badges | | A3 | ExactMatchPlus2BadgesExecTime | Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges and execution time (within two-minute window) | | A4 | ExactMatchPlus2Badges | Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges | | A5 | ExactMatchPlusExecTime | Exact match on Trade Date, Stock Symbol, Quantity, Price, TradeType, and Special Trade Indicator plus execution time (within two-minute window) | | AQ | StampedAdvisoriesOrSpecialistAccepts | Compared records resulting from stamped advisories or specialist accepts/pair-offs | | S1 | A1ExactMatchSummarizedQuantity | Summarized match using A1 exact match criteria except quantity is summaried | | S2 | A2ExactMatchSummarizedQuantity | Summarized match using A2 exact match criteria except quantity is summarized | | S3 | A3ExactMatchSummarizedQuantity | Summarized match using A3 exact match criteria except quantity is summarized | | S4 | A4ExactMatchSummarizedQuantity | Summarized match using A4 exact match criteria except quantity is summarized | | S5 | A5ExactMatchSummarizedQuantity | Summarized match using A5 exact match criteria except quantity is summarized | | M1 | ExactMatchMinusBadgesTimes | Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match | | M2 | SummarizedMatchMinusBadgesTimes | Summarized match minus badges and times: ACT M2 Match | | MT | OCSLockedIn | OCS Locked In: Non-ACT |
| FIX.5.0 |
| end MatchRules |
| ⟳ MarketDataFeedTypes [Repeating Group] | | N | specifies the market data feed types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session | FIX.5.0 |
| 1141 | NoMDFeedTypes | NumInGroup | N | The number of feed types and corresponding book depths associated with a security | FIX.5.0 |
| 1022 | MDFeedType | String | N | Describes a class of service for a given data feed | FIX.5.0 |
| 264 | MarketDepth | int | N | The depth of book associated with a particular feed type | FIX.5.0 |
| 1021 | MDBookType | int | N | Describes the type of book for which the feed is intended. Can be used when multiple feeds are provided over the same connection
▶ 3 enum values
| Value | Name | Description |
|---|
| 1 | TopOfBook | Top of Book | | 2 | PriceDepth | Price Depth | | 3 | OrderDepth | Order Depth |
| FIX.5.0 |
| end MarketDataFeedTypes |
| end TradingSessionRulesGrp |
| ⟳ NestedInstrumentAttribute [Repeating Group] | | N | | FIX.5.0 |
| 1312 | NoNestedInstrAttrib | NumInGroup | N | — | FIX.5.0 |
| 1210 | NestedInstrAttribType | int | N | Code to represent the type of instrument attribute | FIX.5.0 |
| 1211 | NestedInstrAttribValue | String | N | Attribute value appropriate to the NestedInstrAttribType field | FIX.5.0 |
| end NestedInstrumentAttribute |
| ⟳ StrikeRules [Repeating Group] | | N | This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument. | FIX.5.0 |
| 1201 | NoStrikeRules | NumInGroup | N | Number of strike rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument | FIX.5.0 |
| 1223 | StrikeRuleID | String | N | Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated | FIX.5.0 |
| 1202 | StartStrikePxRange | Price | N | Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying | FIX.5.0 |
| 1203 | EndStrikePxRange | Price | N | Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying | FIX.5.0 |
| 1204 | StrikeIncrement | float | N | Value by which strike price should be incremented within the specified price | FIX.5.0 |
| 1304 | StrikeExerciseStyle | int | N | Enumeration that represents the exercise style for a class of options
Same values as ExerciseStyle | FIX.5.0 |
| ⟳ MaturityRules [Repeating Group] | | N | Describes the maturity rules for a given set of strikes as defined by StrikeRules | FIX.5.0 |
| 1236 | NoMaturityRules | NumInGroup | N | Number of maturity rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument | FIX.5.0 |
| 1222 | MaturityRuleID | String | N | Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated | FIX.5.0 |
| 1303 | MaturityMonthYearFormat | int | N | Format used to generate the MMY for each option contract:
▶ 3 enum values
| Value | Name | Description |
|---|
| 0 | YearMonthOnly | YearMonth Only (default) | | 1 | YearMonthDay | YearMonthDay | | 2 | YearMonthWeek | YearMonthWeek |
| FIX.5.0 |
| 1302 | MaturityMonthYearIncrementUnits | int | N | enumeration specifying the increment unit:
▶ 4 enum values
| Value | Name | Description |
|---|
| 0 | Months | Months | | 1 | Days | Days | | 2 | Weeks | Weeks | | 3 | Years | Years |
| FIX.5.0 |
| 1241 | StartMaturityMonthYear | MonthYear | N | Starting maturity for the range to which the StrikeIncrement applies. Price refers to the price of the underlying | FIX.5.0 |
| 1226 | EndMaturityMonthYear | MonthYear | N | Ending maturity monthy year to which the StrikeIncrement applies. Price refers to the price of the underlying | FIX.5.0 |
| 1229 | MaturityMonthYearIncrement | int | N | Value by which maturity month year should be incremented within the specified price range. | FIX.5.0 |
| end MaturityRules |
| end StrikeRules |
| end MarketSegmentGrp |
| 60 | TransactTime | UTCTimestamp | N | Timestamp when the business transaction represented by the message occurred. | FIX.5.0SP1 |
| ◈ 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 |