| ID | MsgType | Abbr | Flow |
|---|---|---|---|
| 85 | AZ | CollRsp |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.4.4 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 1024 | StandardHeader | BaseHeader | required | SYNOPSIS:
The standard FIX message header
ELABORATION: |
| 904 | CollRespID | RespID | required | SYNOPSIS:
Collateral Response Identifier
|
| 902 | CollAsgnID | ID | optional | SYNOPSIS:
Collateral Assignment Identifier
|
| 894 | CollReqID | ReqID | optional | SYNOPSIS:
Collateral Request Identifier
|
| 895 | CollAsgnReason | AsgnRsn | optional | SYNOPSIS:
Reason for Collateral Assignment
|
| 903 | CollAsgnTransType | TransTyp | optional | SYNOPSIS:
Collateral Assignment Transaction Type
|
| 905 | CollAsgnRespType | RespTyp | required | SYNOPSIS:
Type of collateral assignment response.
|
| 906 | CollAsgnRejectReason | RejRsn | optional | SYNOPSIS:
Collateral Assignment Reject Reason
|
| 60 | TransactTime | TxnTm | required | SYNOPSIS:
Timestamp when the business transaction represented by the message occurred.
|
| 1043 | CollApplType | ApplTyp | optional | SYNOPSIS:
conveys how the collateral should be/has been applied
|
| 291 | FinancialStatus | FinclStat | optional | SYNOPSIS:
Identifies a firm's or a security's financial status
|
| 715 | ClearingBusinessDate | BizDt | optional | SYNOPSIS:
The business date for which the trade is expected to be cleared.
|
| 1012 | Parties | Pty | optional | SYNOPSIS:
The Parties component block is used to identify and convey information on the entities both central and peripheral to the financial transaction represented by the FIX message containing the Parties Block. The Parties block allows many different types of entites to be expressed through use of the PartyRole field and identifies the source of the PartyID through the the PartyIDSource.
ELABORATION: |
| 1 | Account | Acct | optional | SYNOPSIS:
Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.
|
| 581 | AccountType | AcctTyp | optional | SYNOPSIS:
Type of account associated with an order
|
| 11 | ClOrdID | ClOrdID | optional | SYNOPSIS:
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field.
|
| 37 | OrderID | OrdID | optional | SYNOPSIS:
Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days.
|
| 198 | SecondaryOrderID | OrdID2 | optional | SYNOPSIS:
Assigned by the party which accepts the order. Can be used to provide the OrderID (37) used by an exchange or executing system.
|
| 526 | SecondaryClOrdID | ClOrdID2 | optional | SYNOPSIS:
Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system.
|
| 2015 | ExecCollGrp | CollExc | optional | SYNOPSIS: ELABORATION: |
| 2062 | TrdCollGrp | TrdColl | optional | SYNOPSIS: ELABORATION: |
| 1003 | Instrument | Instrmt | optional | SYNOPSIS:
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.
ELABORATION: |
| 1002 | FinancingDetails | FinDetls | optional | SYNOPSIS:
Component block is optionally used for financial transaction where legal contracts, master agreements or master confirmations is to be referenced. This component identifies the legal agreement under which the deal was made and other unique characteristics of the transaction. For example, the AgreementDesc(913) field refers to base standard documents such as MRA 1996 Repurchase Agreement, GMRA 2000 Bills Transaction (U.K.), MSLA 1993 Securities Loan – Amended 1998, for example.
ELABORATION: |
| 64 | SettlDate | SettlDt | optional | SYNOPSIS:
Specific date of trade settlement (SettlementDate) in YYYYMMDD format.
If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued)
(expressed in local time at place of settlement)
|
| 53 | Quantity | Qty | optional | SYNOPSIS:
Overall/total quantity (e.g. number of shares)
(Prior to FIX 4.2 this field was of type int)
|
| 854 | QtyType | QtyTyp | optional | SYNOPSIS:
Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit).
|
| 15 | Currency | Ccy | optional | SYNOPSIS:
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.
|
| 2019 | InstrmtLegGrp | Leg | optional | SYNOPSIS: ELABORATION: |
| 2065 | UndInstrmtCollGrp | UndColl | optional | SYNOPSIS: ELABORATION: |
| 899 | MarginExcess | MgnExcess | optional | SYNOPSIS:
Excess margin amount (deficit if value is negative)
|
| 900 | TotalNetValue | TotNetValu | optional | SYNOPSIS:
TotalNetValue is determined as follows:
At the initial collateral assignment TotalNetValue is the sum of (UnderlyingStartValue * (1-haircut)).
In a collateral substitution TotalNetValue is the sum of (UnderlyingCurrentValue * (1-haircut)).
For listed derivatives clearing margin management, this is the collateral value which equals (Market value * haircut)
|
| 901 | CashOutstanding | CshOutstanding | optional | SYNOPSIS:
Starting consideration less repayments
|
| 2191 | CollateralAmountGrp | CollAmt | optional | SYNOPSIS:
The Collateral Amount Group component block is a repeating group that provides the current value of the collateral type on deposit. The currency of the collateral value may be optionally included.
ELABORATION: |
| 1020 | TrdRegTimestamps | TrdRegTS | optional | SYNOPSIS:
The TrdRegTimestamps component block is used to express timestamps for an order or trade that are required by regulatory agencies These timesteamps are used to identify the timeframes for when an order or trade is received on the floor, received and executed by the broker, etc.
ELABORATION: |
| 54 | Side | Side | optional | SYNOPSIS:
Side of order (see Volume : "Glossary" for value definitions)
|
| 2035 | MiscFeesGrp | MiscFees | optional | SYNOPSIS:
The MiscFeesGrp component is used to provide details of trade and transaction fees other than commissions, e.g. regulatory, exchange, taxes, levies, markup, trade reporting, etc. In the context of ESMA RTS 27 Best Execution Reporting, it may also be used to collect and publish the nature and level of current venue fees, rebates and payouts. Use MiscFeeQualifier(2712) to communicate whether the fee affects trade economics.
ELABORATION: MiscFeesGrp should be used to convey fees related to the transaction (e.g. taxes, transaction based fees, etc.) and should not be used to specify payments based on the price or terms of the contract (e.g. upfront fee, premium amount, security lending fee, contract-based rebates, related fee resets, payment frequency, etc.). For contractual payments use the PaymentGrp component instead. |
| 44 | Price | Px | optional | SYNOPSIS:
Price per unit of quantity (e.g. per share)
|
| 423 | PriceType | PxTyp | optional | SYNOPSIS:
Code to represent the price type.
ELABORATION: For Financing transactions PriceType(423) implies the "repo type" - Fixed or Floating - 9 (Yield) or 6 (Spread) respectively - and Price(44) gives the corresponding "repo rate". See Volume 1 "Glossary" for further value definitions. |
| 159 | AccruedInterestAmt | AcrdIntAmt | optional | SYNOPSIS:
Amount of Accrued Interest for convertible bonds and fixed income
|
| 920 | EndAccruedInterestAmt | EndAcrdIntAmt | optional | SYNOPSIS:
Accrued Interest Amount applicable to a financing transaction on the End Date.
|
| 921 | StartCash | StartCsh | optional | SYNOPSIS:
Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date.
|
| 922 | EndCash | EndCsh | optional | SYNOPSIS:
Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date.
|
| 1018 | SpreadOrBenchmarkCurveData | SprdBnchmkCurve | optional | SYNOPSIS:
The SpreadOrBenchmarkCurveData component block is primarily used for Fixed Income to convey spread to a benchmark security or curve.
ELABORATION: |
| 1019 | Stipulations | Stip | optional | SYNOPSIS:
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.
ELABORATION: |
| 2486 | WireReference | WreRef | optional | SYNOPSIS:
The reference to a wire transfer associated with the transaction. Wire references done via wire services such as Fedwire Output Message Accountabilitty Data "OMAD" or SWIFT Output Sequence Number "OSN".
|
| 75 | TradeDate | TrdDt | optional | SYNOPSIS:
Indicates date of trading day. Absence of this field indicates current day (expressed in local time at place of trade).
|
| 2485 | TransactionID | TxnID | optional | SYNOPSIS:
The unique transaction entity identifier.
|
| 2484 | FirmTransactionID | FirmTxnID | optional | SYNOPSIS:
The unique transaction entity identifier assigned by the firm.
|
| 2517 | CollateralRequestLinkID | CollReqLinkID | optional | SYNOPSIS:
A unique identifier to link together a set or group of requests.
|
| 2519 | TotNumCollateralRequests | TotNumCollReqs | optional | SYNOPSIS:
Total number of request messages within a set or group of requests.
|
| 2518 | CollateralRequestNumber | CollReqNum | optional | SYNOPSIS:
Ordinal number of the request within a set or group of requests.
|
| 2516 | CollateralRequestInstruction | CollReqInst | optional | SYNOPSIS:
An encoded collateral request processing instruction to the receiver.
|
| 58 | Text | Txt | optional | SYNOPSIS:
Free format text string
(Note: this field does not have a specified maximum length)
|
| 354 | EncodedTextLen | EncTxtLen | optional | SYNOPSIS:
Byte length of encoded (non-ASCII characters) EncodedText (355) field.
|
| 355 | EncodedText | EncTxt | optional | SYNOPSIS:
Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text(58) field.
|
| 2520 | WarningText | WarnTxt | optional | SYNOPSIS:
Communicates the underlying condition when the request response indicates "warning".
|
| 2522 | EncodedWarningTextLen | EncWarnTxtLen | optional | SYNOPSIS:
Byte length of encoded (non-ASCII characters) EncodedWarningtText(2521) field.
|
| 2521 | EncodedWarningText | EncWarnTxt | optional | SYNOPSIS:
Encoded (non-ASCII characters) representation of the WarningText(2520) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the WarningText(2520) field.
|
| 1328 | RejectText | RejTxt | optional | SYNOPSIS:
Identifies the reason for rejection.
|
| 1664 | EncodedRejectTextLen | EncRejTxtLen | optional | SYNOPSIS:
Byte length of encoded (non-ASCII characters) EncodedRejectText(1665) field.
|
| 1665 | EncodedRejectText | EncRejTxt | optional | SYNOPSIS:
Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the RejectText(1328) field.
|
| 1025 | StandardTrailer | Trlr | required | SYNOPSIS:
The standard FIX message trailer
ELABORATION: |