| ID |
Name |
Abbr |
Presence |
Description |
| 55 | Symbol | Sym |
optional |
SYNOPSIS:
Ticker symbol. Common, "human understood" representation of the security. SecurityID (48) 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.
|
| 65 | SymbolSfx | Sfx |
optional |
SYNOPSIS:
Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType (67).
Valid values:
As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory
Fixed Income use:
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = a EUCP with lump-sum interest rather than discount price
|
| 48 | SecurityID | ID |
optional |
SYNOPSIS:
Security identifier value of SecurityIDSource (22) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityIDSource.
|
| 22 | SecurityIDSource | Src |
optional |
SYNOPSIS:
Identifies class or source of the SecurityID (48) value. Required if SecurityID is specified.
|
| 2071 | SecAltIDGrp | AID | optional | SYNOPSIS:
ELABORATION:
|
| 460 | Product | Prod |
optional |
SYNOPSIS:
Indicates the type of product the security is associated with. See also the CFICode (46) and SecurityType (67) fields.
|
| 461 | CFICode | CFI |
optional |
SYNOPSIS:
Indicates the type of security using ISO 0962 standard, Classification of Financial Instruments (CFI code) values. ISO 0962 is maintained by ANNA (Association of National Numbering Agencies) acting as Registration Authority. See "Appendix 6-B FIX Fields Based Upon Other Standards". See also the Product (460) and SecurityType (67) fields. It is recommended that CFICode be used instead of SecurityType (67) for non-Fixed Income instruments.
A subset of possible values applicable to FIX usage are identified in "Appendix 6-D CFICode Usage - ISO 0962 Classification of Financial Instruments (CFI code)"
|
| 167 | SecurityType | SecTyp |
optional |
SYNOPSIS:
Indicates type of security. See also the Product (460) and CFICode (46) fields. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.
Example values (grouped by Product field value) (Note: additional values may be used by mutual agreement of the counterparties):
* Identify the Issuer in the "Issuer" field(06)
*** REPLACED values - See "Replaced Features and Supported Approach" ***
NOTE: Additional values may be used by mutual agreement of the counterparties)
|
| 762 | SecuritySubType | SubTyp |
optional |
SYNOPSIS:
Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="REPO").
Example Values:
General = General Collateral (for SecurityType=REPO)
For SecurityType="MLEG" markets can provide the name of the option or futures strategy, such as Calendar, Vertical, Butterfly, etc.
NOTE: Additional values may be used by mutual agreement of the counterparties
|
| 200 | MaturityMonthYear | MMY |
optional |
SYNOPSIS:
Can be used with standardized derivatives vs. the MaturityDate (54) field. Month and Year of the maturity (used for standardized futures and options).
Format:
YYYYMM (i.e. 199903)
YYYYMMDD (20030323)
YYYYMMwN (200303w) for week
A specific date or can be appended to the MaturityMonthYear. For instance, if multiple standard products exist that mature in the same Year and Month, but actually mature at a different time, a value can be appended, such as "w" or "w2" to indicate week as opposed to week 2 expiration. Likewise, the date (0-3) can be appended to indicate a specific expiration (maturity date).
|
| 541 | MaturityDate | MatDt |
optional |
SYNOPSIS:
Date of maturity.
|
| 201 | PutOrCall | PutCall |
optional |
SYNOPSIS:
Indicates whether an Option is for a put or call
|
| 224 | CouponPaymentDate | CpnPmt |
optional |
SYNOPSIS:
Date interest is to be paid. Used in identifying Corporate Bond issues.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate)
|
| 225 | IssueDate | Issued |
optional |
SYNOPSIS:
The date on which a bond or stock offering is issued. It may or may not be the same as the effective date ("Dated Date") or the date on which interest begins to accrue ("Interest Accrual Date")
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate)
|
| 239 | RepoCollateralSecurityType | RepoCollSecTyp |
optional |
SYNOPSIS:
*** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" ***
Identifies the collateral used in the transaction.
Valid values: see SecurityType (67) field
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
|
| 226 | RepurchaseTerm | RepoTrm |
optional |
SYNOPSIS:
*** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" ***
Number of business days before repurchase of a repo.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
|
| 227 | RepurchaseRate | RepoRt |
optional |
SYNOPSIS:
*** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" ***
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)
|
| 228 | Factor | Fctr |
optional |
SYNOPSIS:
For Fixed Income: Amorization 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 . 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
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
|
| 255 | CreditRating | CrdRtg |
optional |
SYNOPSIS:
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)
|
| 543 | InstrRegistry | Rgstry |
optional |
SYNOPSIS:
The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded.
|
| 470 | CountryOfIssue | IssuCtry |
optional |
SYNOPSIS:
ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (48) (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness.
|
| 471 | StateOrProvinceOfIssue | StPrv |
optional |
SYNOPSIS:
A two-character state or province abbreviation.
|
| 472 | LocaleOfIssue | Lcl |
optional |
SYNOPSIS:
Identifies the locale. For Municipal Security Issuers other than state or province. Refer to
http://www.atmos.albany.edu/cgi/stagrep-cgi
Reference the IATA city codes for values.
Note IATA (International Air Transport Association) maintains the codes at www.iata.org.
|
| 240 | RedemptionDate | Redeem |
optional |
SYNOPSIS:
*** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" ***
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)
|
| 202 | StrikePrice | Strk |
optional |
SYNOPSIS:
Strike Price for an Option.
|
| 947 | StrikeCurrency | StrkCcy |
optional |
SYNOPSIS:
Currency in which the StrikePrice is denominated.
|
| 206 | OptAttribute | OptAt |
optional |
SYNOPSIS:
Can be used for SecurityType (67) =OPT to identify a particular security.
Valid values vary by SecurityExchange:
*** REPLACED values - See "Replaced Features and Supported Approach" ***
For Exchange: MONEP (Paris)
L = Long (a.k.a. "American")
S = Short (a.k.a. "European")
For Exchanges: DTB (Frankfurt), HKSE (Hong Kong), and SOFFEX (Zurich)
0-9 = single digit "version" number assigned by exchange following capital adjustments (0=current, =prior, 2=prior to , etc).
|
| 231 | ContractMultiplier | Mult |
optional |
SYNOPSIS:
Specifies the ratio or multiply factor to convert from "nominal" units (e.g. contracts) to total units (e.g. shares) (e.g. 1.0, 100, 1000, etc). Applicable For Fixed Income, Convertible Bonds, Derivatives, etc.
In general quantities for all calsses should be expressed in the basic unit of the instrument, e.g. shares for equities, norminal or par amount for bonds, currency for foreign exchange. When quantity is expressed in contracts, e.g. financing transactions and bond trade reporting, ContractMutliplier should contain the number of units in one contract and can be omitted if the multiplier is the default amount for the instrument, i.e. 1,000 par of bonds, 1,000,000 par for financing transactions.
|
| 223 | CouponRate | CpnRt |
optional |
SYNOPSIS:
The rate of interest that, when multiplied by the principal, par value, or face value of a bond, provides the currency amount of the periodic interest payment. The coupon is always cited, along with maturity, in any quotation of a bond's price.
|
| 207 | SecurityExchange | Exch |
optional |
SYNOPSIS:
Market used to help identify a security.
Valid values:
See "Appendix 6-C"
|
| 106 | Issuer | Issr |
optional |
SYNOPSIS:
Name of security issuer (e.g. International Business Machines, GNMA).
see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values"
|
| 348 | EncodedIssuerLen | EncIssrLen |
optional |
SYNOPSIS:
Byte length of encoded (non-ASCII characters) EncodedIssuer (349) field.
|
| 349 | EncodedIssuer | EncIssr |
optional |
SYNOPSIS:
Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Issuer field.
|
| 107 | SecurityDesc | Desc |
optional |
SYNOPSIS:
Security description.
|
| 350 | EncodedSecurityDescLen | EncSecDescLen |
optional |
SYNOPSIS:
Byte length of encoded (non-ASCII characters) EncodedSecurityDesc (35) field.
|
| 351 | EncodedSecurityDesc | EncSecDesc |
optional |
SYNOPSIS:
Encoded (non-ASCII characters) representation of the SecurityDesc (07) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the SecurityDesc field.
|
| 691 | Pool | Pool |
optional |
SYNOPSIS:
For Fixed Income, identifies MBS / ABS pool.
|
| 667 | ContractSettlMonth | CSetMo |
optional |
SYNOPSIS:
Specifies when the contract (i.e. MBS/TBA) will settle.
|
| 875 | CPProgram | CPPgm |
optional |
SYNOPSIS:
The program under which a commercial paper is issued
|
| 876 | CPRegType | CPRegT |
optional |
SYNOPSIS:
The registration type of a commercial paper issuance
|
| 2070 | EvntGrp | Evnt | optional | SYNOPSIS:
ELABORATION:
|
| 873 | DatedDate | Dated |
optional |
SYNOPSIS:
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
|
| 874 | InterestAccrualDate | IntAcrl |
optional |
SYNOPSIS:
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
|