| ID | MsgType | Abbr | Flow |
|---|---|---|---|
| 75 | AP | PosRpt |
| 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: |
| 1057 | ApplicationSequenceControl | ApplSeqCtrl | optional | SYNOPSIS:
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.
ELABORATION: |
| 721 | PosMaintRptID | RptID | required | SYNOPSIS:
Unique identifier for this position report
|
| 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
|
| 724 | PosReqType | ReqTyp | optional | SYNOPSIS:
Used to specify the type of position request being made.
|
| 2364 | PosReportAction | Actn | optional | SYNOPSIS:
Indicates action that triggered the Position Report.
|
| 1635 | MarginReqmtInqID | ID | optional | SYNOPSIS:
Unique identifier of the MarginRequirementInquiry.
|
| 263 | SubscriptionRequestType | SubReqTyp | optional | SYNOPSIS:
Subscription Request Type
|
| 727 | TotalNumPosReports | TotRpts | optional | SYNOPSIS:
Total number of Position Reports being returned.
|
| 911 | TotNumReports | TotNumRpts | optional | SYNOPSIS:
Total number of reports returned in response to a request.
|
| 912 | LastRptRequested | LastRptReqed | optional | SYNOPSIS:
Indicates whether this message is the last report message in response to a request message, e.g. OrderMassStatusRequest(35=AF), TradeCaptureReportRequest(35=AD).
|
| 728 | PosReqResult | Rslt | optional | SYNOPSIS:
Result of Request for Positions.
|
| 325 | UnsolicitedIndicator | Unsol | optional | SYNOPSIS:
Indicates whether or not message is being sent as a result of a subscription request or not.
|
| 1934 | RegulatoryReportType | RegRptTyp | optional | SYNOPSIS:
Type of regulatory report.
|
| 2869 | RegulatoryReportTypeBusinessDate | RegRptTypBizDt | optional | SYNOPSIS:
The business date on which the event identified in RegulatoryReportType(1934) took place.
ELABORATION: In the context of EU SFTR reports with a RegulatoryReportType(1934) value 7 (Post-trade valuation), 31 (Collateral update) or 32 (Margin update), the business date on which the business event took place, which results in the information contained in the report. |
| 2268 | TransactionAttributeGrp | TxnAttrb | optional | SYNOPSIS:
The TransactionAttributeGrp component block is a repeating group that may be used to provide additional transaction attributes for the trade and other post-trade events.
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: |
| 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.
|
| 2870 | ClearingPortfolioID | ClrPrtflioID | optional | SYNOPSIS:
When the transaction is cleared and included in a portfolio of transactions this identifies the portfolio by its unique identifier.
ELABORATION: In the context of EU SFTR reporting this applies to cleared transactions grouped in a portfolio for which margins are exchanged. |
| 716 | SettlSessID | SetSesID | optional | SYNOPSIS:
Identifies a specific settlement session
|
| 717 | SettlSessSubID | SetSesSub | optional | SYNOPSIS:
SubID value associated with SettlSessID(716)
|
| 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. |
| 120 | SettlCurrency | SettlCcy | optional | SYNOPSIS:
Currency code of settlement denomination.
|
| 1011 | MessageEventSource | MsgEvtSrc | optional | SYNOPSIS:
Used to identify the event or source which gave rise to a message.
Valid values will be based on an exchange's implementation.
Example values are:
"MQM" (originated at Firm Back Office)
"Clear" (originated in Clearing System)
"Reg" (static data generated via Register request)
|
| 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.
|
| 2878 | TerminationDate | TmntnDt | optional | SYNOPSIS:
The date of a contract's early termination or other post-trade event when the event is prior to the contract natural end or maturity not defined as part of the security's reference data or contractual terms/agreement.
|
| 2373 | IntraFirmTradeIndicator | IntraFirmTrdInd | optional | SYNOPSIS:
Indicates whether the trade or position was entered into as an intra-group transaction, i.e. between two units of the same parent entity having majority ownership interest in both counterparties.
ELABORATION: In the context of EMIR this refers to Regulation (EU) 648/2012 Article 3 "intragroup transactions" section 1 which states: "In relation to a non-financial counterparty, an intragroup transaction is an OTC derivative contract entered into with another counterparty which is part of the same group provided that both counterparties are included in the same consolidation on a full basis and they are subject to an appropriate centralised risk evaluation, measurement and control procedures and that counterparty is established in the Union or, if it is established in a third country, the Commission has adopted an implementing act under Article 13(2) in respect of that third country. Canada's similar requirement is under Appendix A to OSC Rule 91-507." |
| 1937 | TradeContinuation | TrdContntn | optional | SYNOPSIS:
Specifies the post-execution trade continuation or lifecycle event. Additional values may be used by mutual agreement of the counterparties.
|
| 2374 | TradeContinuationText | TrdContntnTxt | optional | SYNOPSIS:
Free form text to specify additional trade continuation information or data.
|
| 2372 | EncodedTradeContinuationTextLen | EncTrdContntnTextLen | optional | SYNOPSIS:
Byte length of encoded (non-ASCII characters) EncodedTradeContinuationText(2371) field.
|
| 2371 | EncodedTradeContinuationText | EncTrdContntnText | optional | SYNOPSIS:
Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the TradeContinuationText(2374) field.
|
| 1936 | TradeCollateralization | TrdCollztn | optional | SYNOPSIS:
Specifies how the trade is collateralized.
ELABORATION: In the context of Dodd-Frank, all values shown except for 4 (Net exposure) apply. In the context of ESMA EU SFTR reporting only the values 1 (Uncollateralized), 3 (Fully collateralized) and 4 (Net exposure) apply. |
| 1012 | Parties | Pty | required | 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
|
| 2375 | TaxonomyType | TxnmyTyp | optional | SYNOPSIS:
The type of identification taxonomy used to identify the security.
|
| 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: |
| 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)
|
| 730 | SettlPrice | SetPx | optional | SYNOPSIS:
Settlement price
|
| 2366 | SettlPriceFxRateCalc | SettlPxFxRtCalc | optional | SYNOPSIS:
Specifies whether LastPx(31) [TradeCaptureReport] or SettlPrice(730) [PositionReport] should be multiplied or divided.
|
| 2365 | SettlForwardPoints | SettlFwdPnts | optional | SYNOPSIS:
FX forward points added to SettlPrice(730). The value is expressed in decimal form and may be a negative.
ELABORATION: As an example, 61.99 points is expressed as 0.006199. |
| 1886 | SettlPriceUnitOfMeasure | SetPxUOM | optional | SYNOPSIS:
Used to express the unit of measure of the settlement price if different from the contract.
|
| 1887 | SettlPriceUnitOfMeasureCurrency | SetPxUOMCcy | optional | SYNOPSIS:
Indicates the currency of the settlement price unit of measure if expressed in another currency than the base currency.
Conditionally required when SettlPriceUnitOfMeasure(1886)=Ccy.
|
| 731 | SettlPriceType | SetPxTyp | optional | SYNOPSIS:
Type of settlement price
|
| 734 | PriorSettlPrice | PriSetPx | optional | SYNOPSIS:
Previous settlement price
|
| 1595 | PositionContingentPrice | CntgPx | optional | SYNOPSIS:
Risk adjusted price used to calculate variation margin on a position.
|
| 1592 | DiscountFactor | DiscFctr | optional | SYNOPSIS:
Used to calculate the present value of an amount to be paid in the future.
|
| 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.
|
| 573 | MatchStatus | MtchStat | optional | SYNOPSIS:
The status of this trade with respect to matching or comparison.
|
| 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). |
| 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: |
| 2868 | CollateralizationValueDate | CollztnValuDt | optional | SYNOPSIS:
Date when the collateral is to be assessed or assigned.
|
| 2038 | PosUndInstrmtGrp | PosUnd | 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). |
| 506 | RegistStatus | RegStat | optional | SYNOPSIS:
Registration status as returned by the broker or (for CIV) the fund manager:
|
| 743 | DeliveryDate | DlvDt | optional | SYNOPSIS:
Date of delivery.
|
| 1434 | ModelType | ModelTyp | optional | SYNOPSIS:
Type of pricing model used
|
| 811 | PriceDelta | PxDelta | optional | SYNOPSIS:
The rate of change in the price of a derivative with respect to the movement in the price of the underlying instrument(s) upon which the derivative instrument price is based.
This value is normally between -1.0 and 1.0.
|
| 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: |