| ID | MsgType | Abbr | Flow |
|---|---|---|---|
| 72 | AM | PosMntRpt |
| 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: |
| 721 | PosMaintRptID | RptID | required | SYNOPSIS:
Unique identifier for this position report
|
| 709 | PosTransType | TxnTyp | required | SYNOPSIS:
Identifies the type of position transaction.
|
| 2618 | PositionID | PosID | optional | SYNOPSIS:
Unique identifier for a position entity. Refer to PosMaintRptID(721) for a unique identifier of a position report message.
|
| 710 | PosReqID | ReqID | optional | SYNOPSIS:
Unique identifier for the position maintenance request as assigned by the submitter
|
| 712 | PosMaintAction | Actn | required | SYNOPSIS:
Maintenance Action to be performed.
|
| 713 | OrigPosReqRefID | OrigPosReqRefID | optional | SYNOPSIS:
Reference to the PosReqID (710) of a previous maintenance request that is being replaced or canceled.
|
| 722 | PosMaintStatus | Stat | optional | SYNOPSIS:
Status of Position Maintenance Request
|
| 723 | PosMaintResult | Rslt | optional | SYNOPSIS:
Result of Position Maintenance Request.
|
| 715 | ClearingBusinessDate | BizDt | required | SYNOPSIS:
The business date for which the trade is expected to be cleared.
|
| 2084 | PreviousClearingBusinessDate | PrevBizDt | optional | SYNOPSIS:
The date of the previous clearing business day.
|
| 2085 | ValuationDate | ValDt | optional | SYNOPSIS:
The valuation date of the trade.
|
| 2086 | ValuationTime | ValTm | optional | SYNOPSIS:
The valuation time of the trade.
|
| 2087 | ValuationBusinessCenter | ValBizCtr | optional | SYNOPSIS:
Identifies the business center whose calendar is used for valuation, e.g. "GLOB". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
| 1592 | DiscountFactor | DiscFctr | optional | SYNOPSIS:
Used to calculate the present value of an amount to be paid in the future.
|
| 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.
|
| 716 | SettlSessID | SetSesID | optional | SYNOPSIS:
Identifies a specific settlement session
|
| 717 | SettlSessSubID | SetSesSub | optional | SYNOPSIS:
SubID value associated with SettlSessID(716)
|
| 1832 | ClearedIndicator | Clrd | optional | SYNOPSIS:
Indicates whether the trade or position being reported was cleared through a clearing organization.
|
| 1833 | ContractRefPosType | ConRefPosTyp | optional | SYNOPSIS:
Additional information related to the pricing of a commodity swaps position, specifically an indicator referring to the position type.
|
| 1834 | PositionCapacity | PosCpcty | optional | SYNOPSIS:
Used to describe the ownership of the position.
|
| 2101 | TerminatedIndicator | TrmtdInd | optional | SYNOPSIS:
Indicates if the position has been terminated.
|
| 979 | InputSource | InptSrc | optional | SYNOPSIS:
Originating source of the request.
|
| 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.
|
| 660 | AcctIDSource | AcctIDSrc | optional | SYNOPSIS:
Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
|
| 581 | AccountType | AcctTyp | optional | SYNOPSIS:
Type of account associated with an order
|
| 714 | PosMaintRptRefID | RptRefID | optional | SYNOPSIS:
Reference to a PosMaintRptID (721) from a previous Position Maintenance Report that is being replaced or canceled.
|
| 1003 | Instrument | Instrmt | required | 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: |
| 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.
|
| 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)
|
| 120 | SettlCurrency | SettlCcy | optional | SYNOPSIS:
Currency code of settlement denomination.
|
| 719 | ContraryInstructionIndicator | CntraryInstrctnInd | optional | SYNOPSIS:
Used to indicate when a contrary instruction for exercise or abandonment is being submitted
|
| 720 | PriorSpreadIndicator | PriorSpreadInd | optional | SYNOPSIS:
Indicates if requesting a rollover of prior day's spread submissions.
|
| 2019 | InstrmtLegGrp | Leg | optional | SYNOPSIS: ELABORATION: |
| 1066 | RelatedInstrumentGrp | ReltdInstrmt | optional | SYNOPSIS:
The RelatedInstrumentGrp is a repeating component at the same hierarchical level as the Instrument component, describing relationships and linkages between the Instrument, UnderlyingInstrument and InstrumentLeg entries. If all instances of the UnderlyingInstrument in the message are true underliers of the Instrument then the RelatedInstrumentGrp component is not needed. If any instance of the UnderlyingInstrument has a different relationship, e.g. underlier of an InstrumentLeg, stream, equity equivalent or nearest exchange-traded contract or there are multiple instances of InstrumentLeg, then an entry for every relationship should be included in this component. When the RelatedInstrumentGrp appears within a repeating group, each entry only apply to the Instrument component at the same hierarchical level.
In messages, such as Email(35=C) and News(35=B), where Instrument and the InstrumentLeg are within their repeating groups, the RelatedInstrumentGrp component may be used to link legs and underliers to their appropriate base Instrument.
ELABORATION: For simple relationships such as identifying a "hedges for" security the entry simply defines the symbol or identifier of an externally known security. For relationships within strategies and swaps the entry refers up through one of the "related to" fields to the Instrument, InstrumentLeg, UnderlyingInstrument, stream or dividend period with which the related security has correlation. It then points down through RelatedSecurityID(1650) or RelatedSymbol(1649) to an UnderlyingInstrument instance in the current message defining the related security. The nature of the relationship is given in RelatedInstrumentType(1648). |
| 2066 | UndInstrmtGrp | Undly | optional | SYNOPSIS: ELABORATION: |
| 2064 | TrdgSesGrp | TrdSes | optional | SYNOPSIS: ELABORATION: |
| 60 | TransactTime | TxnTm | optional | SYNOPSIS:
Timestamp when the business transaction represented by the message occurred.
|
| 1015 | PositionQty | Qty | optional | SYNOPSIS:
The PositionQty component block specifies the various types of position quantity in the position life-cycle including start-of-day, intraday, trade, adjustments, and end-of-day position quantities. Quantities are expressed in terms of long and short quantities.
ELABORATION: |
| 1014 | PositionAmountData | Amt | optional | SYNOPSIS:
The PositionAmountData component block is used to report netted amounts associated with position quantities. In the listed derivatives market the amount is generally expressing a type of futures variation or option premium. In the equities market this may be the net pay or collect on a given position.
ELABORATION: |
| 2220 | RegulatoryTradeIDGrp | RegTrdID | optional | SYNOPSIS:
The RegulatoryTradeIDGrp is a repeating component within the TradeCaptureReport message used to report the source, value and relationship of multiple identifiers for the same trade or position.
This component can be used to meet regulatory trade reporting requirements where identifiers such as the Unique Swaps Identifier (USI) in the US or the Unique Trade Identifier (UTI) in Europe and Canada are required to be reported, showing the chaining of these identifiers as needed.
ELABORATION: |
| 4027 | PaymentGrp | Pmt | optional | SYNOPSIS:
The PaymentGrp is a repeating component used to report additional payments or bullet payments.
ELABORATION: This component is positioned outside the Instrument component as it is used to specify payments based on the price and terms of the contract, e.g. upfront fee, premium amount, security lending fee and contract-based rebates. When PaymentFrequencyUnit(43103) and PaymentFrequencyPeriod(43102) are specified the payments are deemed to be periodic for the specified PaymentType(40213). |
| 718 | AdjustmentType | AdjTyp | optional | SYNOPSIS:
Type of adjustment to be applied. Used for Position Change Submission (PCS), Position Adjustment (PAJ), and Customer Gross Margin (CGM).
|
| 834 | ThresholdAmount | ThresholdAmt | optional | SYNOPSIS:
Amount that a position has to be in the money before it is exercised.
|
| 2209 | RelatedTradeGrp | ReltdTrd | optional | SYNOPSIS:
This component is used to identify trades that are related to each other for a business purpose, such as netting of forwards. This component should not be used in lieu of explicit FIX fields that denote specific semantic relationships, but rather should be used when no such fields exist.
ELABORATION: |
| 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.
|
| 1025 | StandardTrailer | Trlr | required | SYNOPSIS:
The standard FIX message trailer
ELABORATION: |