| ID | MsgType | Abbr | Flow |
|---|---|---|---|
| 37 | d | SecDef |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.4.2 | FIX.5.0SP2 | 195 |
| 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: |
| 964 | SecurityReportID | RptID | optional | SYNOPSIS:
Identifies a Security List message.
|
| 715 | ClearingBusinessDate | BizDt | optional | SYNOPSIS:
The business date for which the trade is expected to be cleared.
|
| 320 | SecurityReqID | ReqID | optional | SYNOPSIS:
Unique ID of a Security Definition Request.
|
| 2422 | OrderRequestID | OrdReqID | optional | SYNOPSIS:
Unique message identifier for an order request as assigned by the submitter of the request.
|
| 322 | SecurityResponseID | RspID | optional | SYNOPSIS:
Unique ID of a Security Definition message.
|
| 323 | SecurityResponseType | RspTyp | optional | SYNOPSIS:
Type of Security Definition message response.
|
| 560 | SecurityRequestResult | ReqRslt | optional | SYNOPSIS:
The results returned to a Security Request message
|
| 1607 | SecurityRejectReason | SecRejRsn | optional | SYNOPSIS:
Identifies the reason a security definition request is being rejected.
|
| 292 | CorporateAction | CorpActn | optional | SYNOPSIS:
Identifies the type of Corporate Action.
|
| 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: |
| 1004 | InstrumentExtension | InstrmtExt | optional | SYNOPSIS:
The InstrumentExtension component block identifies additional security attributes that are more commonly found for Fixed Income securities.
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: |
| 2066 | UndInstrmtGrp | Undly | 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). |
| 2188 | SecurityClassificationGrp | SecClsfnGrp | optional | SYNOPSIS: 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.
|
| 2572 | PreviousAdjustedOpenInterest | PrevAdjOpenInt | optional | SYNOPSIS:
Previous day's adjusted open interest.
|
| 2573 | PreviousUnadjustedOpenInterest | PrevUnadjOpenInt | optional | SYNOPSIS:
Previous day's unadjusted open interest.
|
| 734 | PriorSettlPrice | PriSetPx | optional | SYNOPSIS:
Previous settlement price
|
| 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.
|
| 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: |
| 1606 | NumOfSimpleInstruments | NumSimplInstrmt | optional | SYNOPSIS:
Represents the total number of simple instruments that make up a multi-legged security. Complex spread instruments may be constructed of legs which themselves are multi-leg instruments.
|
| 2562 | NumOfComplexInstruments | NumCmplxInstrmt | optional | SYNOPSIS:
Represents the total number of multileg securities or user defined securities that make up the security.
|
| 2019 | InstrmtLegGrp | Leg | optional | SYNOPSIS: ELABORATION: |
| 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: |
| 1022 | YieldData | Yield | optional | SYNOPSIS:
The YieldData component block conveys yield information for a given Fixed Income security.
ELABORATION: |
| 2132 | MarketSegmentGrp | MktSegGrp | optional | SYNOPSIS: ELABORATION: |
| 779 | LastUpdateTime | LastUpdateTm | optional | SYNOPSIS:
Timestamp of last update to data item (or creation if no updates made since creation).
|
| 2400 | EffectiveBusinessDate | EfctvBizDt | optional | SYNOPSIS:
Specifies an explicit business date for associated reference data or transaction. Used when an implicit date is not sufficiently specific.
|
| 60 | TransactTime | TxnTm | optional | SYNOPSIS:
Timestamp when the business transaction represented by the message occurred.
|
| 1025 | StandardTrailer | Trlr | required | SYNOPSIS:
The standard FIX message trailer
ELABORATION: |