Code Set InstrAttribTypeCodeSet Scenario base

SYNOPSIS: Code to represent the type of instrument attribute

ID Datatype
871int

Codes

ID Name Value Description Supported Added EP Updated EP Deprecated EP
871001Flat1SYNOPSIS: Flat (securities pay interest on a current basis but are traded without interest)
FIX.4.4
871002ZeroCoupon2SYNOPSIS: Zero coupon
FIX.4.4
871003InterestBearing3SYNOPSIS: Interest bearing (for Euro commercial paper when not issued at discount)
FIX.4.4
871004NoPeriodicPayments4SYNOPSIS: No periodic payments
FIX.4.4
871005VariableRate5SYNOPSIS: Variable rate
FIX.4.4
871006LessFeeForPut6SYNOPSIS: Less fee for put
FIX.4.4
871007SteppedCoupon7SYNOPSIS: Stepped coupon
FIX.4.4
871008CouponPeriod8SYNOPSIS: Coupon period (if not semi-annual)
ELABORATION: Supply redemption date in the InstrAttribValue(872) field.
FIX.4.4FIX.5.0SP2138
871009When9SYNOPSIS: When [and if] issued
FIX.4.4
871010OriginalIssueDiscount10SYNOPSIS: Original issue discount
FIX.4.4
871011Callable11SYNOPSIS: Callable, puttable
FIX.4.4
871012EscrowedToMaturity12SYNOPSIS: Escrowed to Maturity
FIX.4.4
871013EscrowedToRedemptionDate13SYNOPSIS: Escrowed to redemption date - callable
ELABORATION: Supply redemption date in the InstrAttribValue(872) field.
FIX.4.4FIX.5.0SP2138
871014PreRefunded14SYNOPSIS: Pre-refunded
FIX.4.4
871015InDefault15SYNOPSIS: In default
FIX.4.4
871016Unrated16SYNOPSIS: Unrated
FIX.4.4
871017Taxable17SYNOPSIS: Taxable
FIX.4.4
871018Indexed18SYNOPSIS: Indexed
FIX.4.4
871019SubjectToAlternativeMinimumTax19SYNOPSIS: Subject To Alternative Minimum Tax
FIX.4.4
871020OriginalIssueDiscountPrice20SYNOPSIS: Original issue discount price
ELABORATION: Supply price in the InstrAttribValue(872) field.
FIX.4.4FIX.5.0SP2138
871021CallableBelowMaturityValue21SYNOPSIS: Callable below maturity value
FIX.4.4
871022CallableWithoutNotice22SYNOPSIS: Callable without notice by mail to holder unless registered
FIX.4.4
871023PriceTickRulesForSecurity23SYNOPSIS: Price tick rules for security
FIX.5.042FIX.5.0SP2138
871024TradeTypeEligibilityDetailsForSecurity24SYNOPSIS: Trade type eligibility details for security
FIX.5.042FIX.5.0SP2138
871025InstrumentDenominator25SYNOPSIS: Instrument denominator
FIX.5.052FIX.5.0SP2138
871026InstrumentNumerator26SYNOPSIS: Instrument numerator
FIX.5.052FIX.5.0SP2138
871027InstrumentPricePrecision27SYNOPSIS: Instrument price precision
FIX.5.052FIX.5.0SP2138
871028InstrumentStrikePrice28SYNOPSIS: Instrument strike price
FIX.5.052FIX.5.0SP2138
871029TradeableIndicator29SYNOPSIS: Tradeable indicator
FIX.5.052FIX.5.0SP2138
871030InstrumentEligibleAnonOrders30SYNOPSIS: Instrument is eligible to accept anonymous orders
FIX.5.0SP2101
871031MinGuaranteedFillVolume31SYNOPSIS: Minimum guaranteed fill volume
FIX.5.0SP2101FIX.5.0SP2138
871032MinGuaranteedFillStatus32SYNOPSIS: Minimum guaranteed fill status
FIX.5.0SP2104FIX.5.0SP2138
871033TradeAtSettlementEligibility33SYNOPSIS: Trade at settlement (TAS) eligibility
FIX.5.0SP2107FIX.5.0SP2138
871034TestInstrument34SYNOPSIS: Test instrument
ELABORATION: Instrument that is tradable but has no effect on the positions, exchange turnover etc.
FIX.5.0SP2130FIX.5.0SP2138
871035DummyInstrument35SYNOPSIS: Dummy instrument
ELABORATION: Instrument that is normally halted and is only activated for trading under very special conditions (e.g. temporarily assigned for newly listed instrument). Use of a dummy instrument generally applies to systems that are unable to add reference data for new instruments intraday.
FIX.5.0SP2130FIX.5.0SP2138
871036NegativeSettlementPriceEligibility36SYNOPSIS: Negative settlement price eligibility
FIX.5.0SP2138
871037NegativeStrikePriceEligibility37SYNOPSIS: Negative strike price eligibility
FIX.5.0SP2138
871038USStdContractInd38SYNOPSIS: US standard contract indicator
ELABORATION: Indicates through InstrAttribValue(872) - values Y or N - whether the underlying asset in the trade references or is economically related to a contract listed in Appendix B of CFTC Part 43 regulation. See http://www.ecfr.gov/cgi-bin/text-idx?SID=4b2d1078ad68f6564a89d7ff6c52ec43&node=17:2.0.1.1.3.0.1.8.2&rgn=div or refer to Appendix B to Part 43 in the final rule at http://www.cftc.gov/ucm/groups/public/@lrfederalregister/documents/file/2013-12133a.pdf
FIX.5.0SP2193
871039AdmittedToTradingOnTradingVenue39SYNOPSIS: Admitted to trading on a trading venue
FIX.5.0SP2236
871040AverageDailyNotionalAmount40SYNOPSIS: Average daily notional amount
FIX.5.0SP2238
871041AverageDailyNumberTrades41SYNOPSIS: Average daily number of trades
FIX.5.0SP2238
871042Text99SYNOPSIS: Text
ELABORATION: Supply the text value in InstrAttribValue(872).
FIX.4.4FIX.5.0SP2138