ApplicationSequenceControl

TagNameReq’dDescription
1180ApplIDNIdentifies the application with which a message is associated. Used only if application sequencing is in effect.
1181ApplSeqNumNApplication sequence number assigned to the message by the application generating the message. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified.
1350ApplLastSeqNumNThe previous sequence number in the application sequence stream. Permits an application to publish messages with sequence gaps where it cannot be avoided. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified
1352ApplResendFlagNUsed to indicate that a message is being sent in response to an Application Message Request. Used only if application sequencing is in effect. It is possible for both ApplResendFlag and PossDupFlag to be set on the same message if the Sender’s cache size is greater than zero and the message is being resent due to a session level resend request.

AttrbGrp

TagNameReq’dDescription
870NoInstrAttribN
→871InstrAttribTypeN
→872InstrAttribValueN

CommissionData

TagNameReq’dDescription
12CommissionN
13CommTypeN
479CommCurrencyN
497FundRenewWaivN

ComplexEventDates

TagNameReq’dDescription
1491NoComplexEventDatesN
→1492ComplexEventStartDateNRequired if NoComplexEventDates(1491) > 0.
→1493ComplexEventEndDateNRequired if NoComplexEventDates(1491) > 0.
ComponentComplexEventTimesN

ComplexEventTimes

TagNameReq’dDescription
1494NoComplexEventTimesN
→1495ComplexEventStartTimeNRequired if NoComplexEventTimes(1494) > 0.
→1496ComplexEventEndTimeNRequired if NoComplexEventTimes(1494) > 0.

ComplexEvents

TagNameReq’dDescription
1483NoComplexEventsN
→1484ComplexEventTypeNIdentifies the type of complex event.
Required if NoComplexEvents > 0.
→1485ComplexOptPayoutAmountN
→1486ComplexEventPriceN
→1487ComplexEventPriceBoundaryMethodN
→1488ComplexEventPriceBoundaryPrecisionN
→1489ComplexEventPriceTimeTypeN
→1490ComplexEventConditionNComplexEventCondition is conditionally required when there are more than one ComplexEvent occurrences. A chain of ComplexEvents must be linked together through use of the ComplexEventCondition in which the relationship between any two events is described. For any two ComplexEvents the first occurrence will specify the ComplexEventCondition which links it with the second event.
ComponentComplexEventDatesNUsed to specify the dates and time ranges when a complex event is in effect.

ContAmtGrp

TagNameReq’dDescription
518NoContAmtsN
→519ContAmtTypeNMust be first field in the repeating group.
→520ContAmtValueN
→521ContAmtCurrN

DisplayInstruction

TagNameReq’dDescription
1138DisplayQtyN
1082SecondaryDisplayQtyN
1083DisplayWhenN
1084DisplayMethodN
1085DisplayLowQtyNRequired when DisplayMethod = 3
1086DisplayHighQtyNRequired when DisplayMethod = 3
1087DisplayMinIncrNCan be used to specify larger increments than the standard increment provided by the market. Optionally used when DisplayMethod = 3
1088RefreshQtyNRequired when DisplayMethod = 2

EvntGrp

TagNameReq’dDescription
864NoEventsN
→865EventTypeN
→866EventDateN
→1145EventTimeNSpecific time of event. To be used in combination with EventDate [866]
→867EventPxN
→868EventTextN

FinancingDetails

TagNameReq’dDescription
913AgreementDescNThe full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this deal
914AgreementIDNA common reference to the applicable standing agreement between the principals
915AgreementDateNA reference to the date the underlying agreement was executed.
918AgreementCurrencyNCurrency of the underlying agreement.
788TerminationTypeNFor Repos the timing or method for terminating the agreement.
916StartDateNSettlement date of the beginning of the deal
917EndDateNRepayment / repurchase date
919DeliveryTypeNDelivery or custody arrangement for the underlying securities
898MarginRatioNPercentage of cash value that underlying security collateral must meet.

HopGrp

TagNameReq’dDescription
627NoHopsN
→628HopCompIDN
→629HopSendingTimeN
→630HopRefIDN

InstrmtGrp

TagNameReq’dDescription
146NoRelatedSymN
ComponentInstrumentNInsert here the set of Instrument (symbology) fields defined in Common Components of Application Messages

InstrmtLegGrp

TagNameReq’dDescription
555NoLegsN
ComponentInstrumentLegNMust be provided if Number of legs > 0

Instrument

TagNameReq’dDescription
55SymbolNCommon, human understood representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles)
Use [N/A] for products which do not have a symbol.
65SymbolSfxNUsed in Fixed Income with a value of WI to indicate When Issued for a security to be reissued under an old CUSIP or ISIN or with a value of CD to indicate a EUCP with lump-sum interest rather than discount price.
48SecurityIDNTakes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.
22SecurityIDSourceNRequired if SecurityID is specified.
ComponentSecAltIDGrpNNumber of alternate Security Identifiers
460ProductNIndicates the type of product the security is associated with (high-level category)
1227ProductComplexNIdentifies an entire suite of products for a given market. In Futures this may be interest rates, agricultural, equity indexes, etc
1151SecurityGroupNAn exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.
461CFICodeNIndicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.
167SecurityTypeNIt is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.
Required for Fixed Income. Refer to Volume 7 – Fixed Income
Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 – Recommendations and Guidelines for Futures and Options Markets.)
762SecuritySubTypeNSub-type qualification/identification of the SecurityType (e.g. for SecurityType=MLEG). If specified, SecurityType is required.
200MaturityMonthYearNSpecifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures). Note MaturityDate (a full date) can also be specified.
541MaturityDateNSpecifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S&P futures).may use MaturityMonthYear and/or this field.
When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment.
For NDFs this represents the fixing date of the contract.
1079MaturityTimeNFor NDFs this represents the fixing time of the contract. It is optional to specify the fixing time.
966SettleOnOpenFlagNIndicator to determine if Instrument is Settle on Open.
1049InstrmtAssignmentMethodN
965SecurityStatusNGives the current state of the instrument
224CouponPaymentDateNDate interest is to be paid. Used in identifying Corporate Bond issues.
1449RestructuringTypeN
1450SeniorityN
1451NotionalPercentageOutstandingN
1452OriginalNotionalPercentageOutstandingN
1457AttachmentPointN
1458DetachmentPointN
225IssueDateNDate instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.
239RepoCollateralSecurityTypeN
226RepurchaseTermN
227RepurchaseRateN
228FactorNFor Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index.
Qty * Factor * Price = Gross Trade Amount
For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract.
(Qty * Price) * Factor = Nominal Value
255CreditRatingN
543InstrRegistryNThe location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues.
470CountryOfIssueNISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness.
471StateOrProvinceOfIssueNA two-character state or province abbreviation.
472LocaleOfIssueNThe three-character IATA code for a locale (e.g. airport code for Municipal Bonds).
240RedemptionDateN
202StrikePriceNUsed for derivatives, such as options and covered warrants
947StrikeCurrencyNUsed for derivatives
967StrikeMultiplierNUsed for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.
968StrikeValueNUsed for derivatives. The number of shares/units for the financial instrument involved in the option trade.
1478StrikePriceDeterminationMethodN
1479StrikePriceBoundaryMethodN
1480StrikePriceBoundaryPrecisionN
1481UnderlyingPriceDeterminationMethodN
206OptAttributeNUsed for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option – use the CFICode[461] for this purpose.
231ContractMultiplierNFor Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the nominal (e.g. contracts vs. shares) amount.
1435ContractMultiplierUnitN
1439FlowScheduleTypeN
969MinPriceIncrementNMinimum price increment for the instrument. Could also be used to represent tick value.
1146MinPriceIncrementAmountNMinimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231]
996UnitOfMeasureN0
1147UnitOfMeasureQtyN
1191PriceUnitOfMeasureN
1192PriceUnitOfMeasureQtyN
1193SettlMethodNSettlement method for a contract. Can be used as an alternative to CFI Code value
1194ExerciseStyleNType of exercise of a derivatives security
1482OptPayoutTypeN
1195OptPayoutAmountNCash amount indicating the pay out associated with an option. For binary options this is a fixed amount
1196PriceQuoteMethodNMethod for price quotation
1197ValuationMethodNIndicates type of valuation method used.
1198ListMethodNIndicates whether the instruments are pre-listed only or can also be defined via user request
1199CapPriceNUsed to express the ceiling price of a capped call
1200FloorPriceNUsed to express the floor price of a capped put
201PutOrCallNUsed to express option right
1244FlexibleIndicatorNUsed to indicate if a security has been defined as flexible according to non-standard means. Analog to CFICode Standard/Non-standard indicator
1242FlexProductEligibilityIndicatorNUsed to indicate if a product or group of product supports the creation of flexible securities
997TimeUnitNUsed to indicate a time unit for the contract (e.g., days, weeks, months, etc.)
223CouponRateNFor Fixed Income.
207SecurityExchangeNCan be used to identify the security.
970PositionLimitNPosition Limit for the instrument.
971NTPositionLimitNNear-term Position Limit for the instrument.
106IssuerN
348EncodedIssuerLenNMust be set if EncodedIssuer field is specified and must immediately precede it.
349EncodedIssuerNEncoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.
107SecurityDescN
350EncodedSecurityDescLenNMust be set if EncodedSecurityDesc field is specified and must immediately precede it.
351EncodedSecurityDescNEncoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.
ComponentSecurityXMLNEmbedded XML document describing security.
691PoolNIdentifies MBS / ABS pool
667ContractSettlMonthNMust be present for MBS/TBA
875CPProgramNThe program under which a commercial paper is issued
876CPRegTypeNThe registration type of a commercial paper issuance
ComponentEvntGrpNNumber of repeating EventType group entries.
873DatedDateNIf different from IssueDate
874InterestAccrualDateNIf different from IssueDate and DatedDate
ComponentInstrumentPartiesNUsed to identify the parties listing a specific instrument
ComponentComplexEventsN

InstrumentExtension

TagNameReq’dDescription
668DeliveryFormNIdentifies the form of delivery.
869PctAtRiskNPercent at risk due to lowest possible call.
ComponentAttrbGrpNNumber of repeating InstrAttrib group entries.

InstrumentLeg

TagNameReq’dDescription
600LegSymbolN
601LegSymbolSfxN
602LegSecurityIDN
603LegSecurityIDSourceN
ComponentLegSecAltIDGrpN
607LegProductN
608LegCFICodeN
609LegSecurityTypeN
764LegSecuritySubTypeN
610LegMaturityMonthYearN
611LegMaturityDateN
1212LegMaturityTimeN
248LegCouponPaymentDateN
249LegIssueDateN
250LegRepoCollateralSecurityTypeN
251LegRepurchaseTermN
252LegRepurchaseRateN
253LegFactorN
257LegCreditRatingN
599LegInstrRegistryN
596LegCountryOfIssueN
597LegStateOrProvinceOfIssueN
598LegLocaleOfIssueN
254LegRedemptionDateN
612LegStrikePriceN
942LegStrikeCurrencyN
613LegOptAttributeN
614LegContractMultiplierN
1436LegContractMultiplierUnitN
1440LegFlowScheduleTypeN
999LegUnitOfMeasureN
1224LegUnitOfMeasureQtyN
1421LegPriceUnitOfMeasureN
1422LegPriceUnitOfMeasureQtyN
1001LegTimeUnitNUsed to indicate a time unit for the contract (e.g., days, weeks, months, etc.)
1420LegExerciseStyleN
615LegCouponRateN
616LegSecurityExchangeN
617LegIssuerN
618EncodedLegIssuerLenN
619EncodedLegIssuerN
620LegSecurityDescN
621EncodedLegSecurityDescLenN
622EncodedLegSecurityDescN
623LegRatioQtyNSpecific to the <InstrumentLeg> (not in <Instrument>)
624LegSideNSpecific to the <InstrumentLeg> (not in <Instrument>)
556LegCurrencyNSpecific to the <InstrumentLeg> (not in <Instrument>)
740LegPoolNIdentifies MBS / ABS pool
739LegDatedDateN
955LegContractSettlMonthN
956LegInterestAccrualDateN
1358LegPutOrCallNUsed to express option right
1017LegOptionRatioNLegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity.
566LegPriceNUsed to specify an anchor price for a leg as part of the definition or creation of the strategy – not used for execution price.

InstrumentParties

TagNameReq’dDescription
1018NoInstrumentPartiesN
→1019InstrumentPartyIDNUsed to identify party id related to instrument
→1050InstrumentPartyIDSourceNUsed to identify source of instrument party id
→1051InstrumentPartyRoleNUsed to identify the role of instrument party id
ComponentInstrumentPtysSubGrpNRepeating group of InstrumentParty sub-identifiers.

InstrumentPtysSubGrp

TagNameReq’dDescription
1052NoInstrumentPartySubIDsN
→1053InstrumentPartySubIDN
→1054InstrumentPartySubIDTypeN

LegSecAltIDGrp

TagNameReq’dDescription
604NoLegSecurityAltIDN
→605LegSecurityAltIDN
→606LegSecurityAltIDSourceN

LegStipulations

TagNameReq’dDescription
683NoLegStipulationsN
→688LegStipulationTypeNRequired if NoLegStipulations >0
→689LegStipulationValueN

MiscFeesGrp

TagNameReq’dDescription
136NoMiscFeesN
→137MiscFeeAmtNRequired if NoMiscFees > 0
→138MiscFeeCurrN
→139MiscFeeTypeNRequired if NoMiscFees > 0
→891MiscFeeBasisN

NestedParties

TagNameReq’dDescription
539NoNestedPartyIDsN
→524NestedPartyIDNUsed to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0.
→525NestedPartyIDSourceNUsed to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.
→538NestedPartyRoleNIdentifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0.
ComponentNstdPtysSubGrpNRepeating group of NestedParty sub-identifiers.

NestedParties2

TagNameReq’dDescription
756NoNested2PartyIDsN
→757Nested2PartyIDNUsed to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0.
→758Nested2PartyIDSourceNUsed to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0.
→759Nested2PartyRoleNIdentifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0.
ComponentNstdPtys2SubGrpNRepeating group of Nested2Party sub-identifiers.

NstdPtys2SubGrp

TagNameReq’dDescription
806NoNested2PartySubIDsN
→760Nested2PartySubIDN
→807Nested2PartySubIDTypeN

NstdPtysSubGrp

TagNameReq’dDescription
804NoNestedPartySubIDsN
→545NestedPartySubIDN
→805NestedPartySubIDTypeN

OrderQtyData

TagNameReq’dDescription
38OrderQtyNOne of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified.
152CashOrderQtyNOne of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. Specifies the approximate monetary quantity for the order. Broker is responsible for converting and calculating OrderQty in tradeable units (e.g. shares) for subsequent messages.
516OrderPercentNFor CIV – Optional. One of CashOrderQty, OrderQty or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified.
468RoundingDirectionNFor CIV – Optional
469RoundingModulusNFor CIV – Optional

Parties

TagNameReq’dDescription
453NoPartyIDsN
→448PartyIDNUsed to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0.
→447PartyIDSourceNUsed to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.
→452PartyRoleNIdentifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.
ComponentPtysSubGrpNRepeating group of Party sub-identifiers.

PtysSubGrp

TagNameReq’dDescription
802NoPartySubIDsN
→523PartySubIDN
→803PartySubIDTypeN

RateSource

TagNameReq’dDescription
1445NoRateSourcesN
→1446RateSourceNRequired if NoRateSource(1445) > 0
→1447RateSourceTypeNRequired if NoRateSources(1445) > 0
→1448ReferencePageNRequired if RateSource(1446)=other

RootParties

TagNameReq’dDescription
1116NoRootPartyIDsN
→1117RootPartyIDNUsed to identify source of RootPartyID. Required if RootPartyIDSource is specified. Required if NoRootPartyIDs > 0.
→1118RootPartyIDSourceNUsed to identify class source of RootPartyID value (e.g. BIC). Required if RootPartyID is specified. Required if NoRootPartyIDs > 0.
→1119RootPartyRoleNIdentifies the type of RootPartyID (e.g. Executing Broker). Required if NoRootPartyIDs > 0.
ComponentRootSubPartiesNRepeating group of RootParty sub-identifiers.

RootSubParties

TagNameReq’dDescription
1120NoRootPartySubIDsN
→1121RootPartySubIDNSub-identifier (e.g. Clearing Acct for PartyID=Clearing Firm) if applicable. Required if
NoRootPartySubIDs > 0.
→1122RootPartySubIDTypeNType of Sub-identifier. Required if NoRootPartySubIDs > 0.

SecAltIDGrp

TagNameReq’dDescription
454NoSecurityAltIDN
→455SecurityAltIDN
→456SecurityAltIDSourceN

SecurityXML

TagNameReq’dDescription
1184SecurityXMLLenNMust be set if SecurityXML field is specified and must immediately precede it.
1185SecurityXMLNXML payload or content describing the Security information.
1186SecurityXMLSchemaNXML Schema used to validate the XML used to describe the Security.

SpreadOrBenchmarkCurveData

TagNameReq’dDescription
218SpreadNFor Fixed Income
220BenchmarkCurveCurrencyN
221BenchmarkCurveNameN
222BenchmarkCurvePointN
662BenchmarkPriceN
663BenchmarkPriceTypeNMust be present if BenchmarkPrice is used.
699BenchmarkSecurityIDNThe identifier of the benchmark security, e.g. Treasury against Corporate bond.
761BenchmarkSecurityIDSourceNSource of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block.

StandardHeader

TagNameReq’dDescription
8BeginStringYFIXT.1.1 (Always unencrypted, must be first field in message)
9BodyLengthY(Always unencrypted, must be second field in message)
35MsgTypeY(Always unencrypted, must be third field in message)
1128ApplVerIDNIndicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence.
1156ApplExtIDN
1129CstmApplVerIDNUsed to support bilaterally agreed custom functionality
49SenderCompIDY(Always unencrypted)
56TargetCompIDY(Always unencrypted)
115OnBehalfOfCompIDNTrading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)
128DeliverToCompIDNTrading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)
90SecureDataLenNRequired to identify length of encrypted section of message. (Always unencrypted)
91SecureDataNRequired when message body is encrypted. Always immediately follows SecureDataLen field.
34MsgSeqNumY(Can be embedded within encrypted data section.)
50SenderSubIDN(Can be embedded within encrypted data section.)
142SenderLocationIDNSender’s LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)
57TargetSubIDNADMIN reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)
143TargetLocationIDNTrading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)
116OnBehalfOfSubIDNTrading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)
144OnBehalfOfLocationIDNTrading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)
129DeliverToSubIDNTrading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)
145DeliverToLocationIDNTrading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)
43PossDupFlagNAlways required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)
97PossResendNRequired when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)
52SendingTimeY(Can be embedded within encrypted data section.)
122OrigSendingTimeNRequired for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.)
212XmlDataLenNRequired when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.)
213XmlDataNCan contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.)
See Volume 1: FIXML Support
347MessageEncodingNType of message encoding (non-ASCII characters) used in a message’s Encoded fields. Required if any Encoding fields are used.
369LastMsgSeqNumProcessedNThe last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.
ComponentHopGrpNNumber of repeating groups of historical hop information. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops.

StandardTrailer

TagNameReq’dDescription
93SignatureLengthNRequired when trailer contains signature. Note: Not to be included within SecureData field
89SignatureNNote: Not to be included within SecureData field
10CheckSumY(Always unencrypted, always last field in message)

Stipulations

TagNameReq’dDescription
232NoStipulationsN
→233StipulationTypeNRequired if NoStipulations >0
→234StipulationValueN

TargetParties

TagNameReq’dDescription
1461NoTargetPartyIDsN
→1462TargetPartyIDNRequired if NoTargetPartyIDs > 0.
Used to identify PartyID targeted for the action specified in the message.
→1463TargetPartyIDSourceNUsed to identify source of target party id.
→1464TargetPartyRoleNUsed to identify the role of target party id.

TrdRegTimestamps

TagNameReq’dDescription
768NoTrdRegTimestampsN
→769TrdRegTimestampNRequired if NoTrdRegTimestamps > 1
→770TrdRegTimestampTypeNRequired if NoTrdRegTimestamps > 1
→771TrdRegTimestampOriginN
→1033DeskTypeNType of Trading desk
→1034DeskTypeSourceN
→1035DeskOrderHandlingInstN

TrdgSesGrp

TagNameReq’dDescription
386NoTradingSessionsN
→336TradingSessionIDNRequired if NoTradingSessions is > 0.
→625TradingSessionSubIDN

UndInstrmtGrp

TagNameReq’dDescription
711NoUnderlyingsN
ComponentUnderlyingInstrumentNMust be provided if Number of underlyings > 0

UndSecAltIDGrp

TagNameReq’dDescription
457NoUnderlyingSecurityAltIDN
→458UnderlyingSecurityAltIDN
→459UnderlyingSecurityAltIDSourceN

UnderlyingInstrument

TagNameReq’dDescription
311UnderlyingSymbolN
312UnderlyingSymbolSfxN
309UnderlyingSecurityIDN
305UnderlyingSecurityIDSourceN
ComponentUndSecAltIDGrpN
462UnderlyingProductN
463UnderlyingCFICodeN
310UnderlyingSecurityTypeN
763UnderlyingSecuritySubTypeN
313UnderlyingMaturityMonthYearN
542UnderlyingMaturityDateN
1213UnderlyingMaturityTimeN
241UnderlyingCouponPaymentDateN
1453UnderlyingRestructuringTypeN
1454UnderlyingSeniorityN
1455UnderlyingNotionalPercentageOutstandingN
1456UnderlyingOriginalNotionalPercentageOutstandingN
1459UnderlyingAttachmentPointN
1460UnderlyingDetachmentPointN
242UnderlyingIssueDateN
243UnderlyingRepoCollateralSecurityTypeN
244UnderlyingRepurchaseTermN
245UnderlyingRepurchaseRateN
246UnderlyingFactorN
256UnderlyingCreditRatingN
595UnderlyingInstrRegistryN
592UnderlyingCountryOfIssueN
593UnderlyingStateOrProvinceOfIssueN
594UnderlyingLocaleOfIssueN
247UnderlyingRedemptionDateN
316UnderlyingStrikePriceN
941UnderlyingStrikeCurrencyN
317UnderlyingOptAttributeN
436UnderlyingContractMultiplierN
1437UnderlyingContractMultiplierUnitN
1441UnderlyingFlowScheduleTypeN
998UnderlyingUnitOfMeasureN
1423UnderlyingUnitOfMeasureQtyN
1424UnderlyingPriceUnitOfMeasureN
1425UnderlyingPriceUnitOfMeasureQtyN
1000UnderlyingTimeUnitNUsed to indicate a time unit for the contract (e.g., days, weeks, months, etc.)
1419UnderlyingExerciseStyleN
435UnderlyingCouponRateN
308UnderlyingSecurityExchangeN
306UnderlyingIssuerN
362EncodedUnderlyingIssuerLenN
363EncodedUnderlyingIssuerN
307UnderlyingSecurityDescN
364EncodedUnderlyingSecurityDescLenN
365EncodedUnderlyingSecurityDescN
877UnderlyingCPProgramN
878UnderlyingCPRegTypeN
972UnderlyingAllocationPercentNSpecific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument.
318UnderlyingCurrencyNSpecific to the <UnderlyingInstrument> (not in <Instrument>)
879UnderlyingQtyNSpecific to the <UnderlyingInstrument> (not in <Instrument>)
Unit amount of the underlying security (par, shares, currency, etc.)
975UnderlyingSettlementTypeNSpecific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component.
973UnderlyingCashAmountNSpecific to the < UnderlyingInstrument > Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying’s is a fixed cash value.
974UnderlyingCashTypeNSpecific to the < UnderlyingInstrument > Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price)
810UnderlyingPxNSpecific to the <UnderlyingInstrument> (not in <Instrument>)
In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.
882UnderlyingDirtyPriceNSpecific to the <UnderlyingInstrument> (not in <Instrument>)
In a financing deal price (percent-of-par or per unit) of the underlying security or basket. Dirty means it includes accrued interest
883UnderlyingEndPriceNSpecific to the <UnderlyingInstrument> (not in <Instrument>)
In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.
884UnderlyingStartValueNSpecific to the <UnderlyingInstrument> (not in <Instrument>)
Currency value attributed to this collateral at the start of the agreement
885UnderlyingCurrentValueNSpecific to the <UnderlyingInstrument> (not in <Instrument>)
Currency value currently attributed to this collateral
886UnderlyingEndValueNSpecific to the <UnderlyingInstrument> (not in <Instrument>)
Currency value attributed to this collateral at the end of the agreement
ComponentUnderlyingStipulationsNSpecific to the <UnderlyingInstrument> (not in <Instrument>)
Insert here the contents of the <UnderlyingStipulations> Component Block
1044UnderlyingAdjustedQuantityNSpecific to the <UnderlyingInstrument> (not in <Instrument>). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days).
1045UnderlyingFXRateNSpecific to the <UnderlyingInstrument> (not in <Instrument>). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15).
1046UnderlyingFXRateCalcNSpecific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885).
1038UnderlyingCapValueN
ComponentUndlyInstrumentPartiesN
1039UnderlyingSettlMethodN
315UnderlyingPutOrCallNUsed to express option right

UnderlyingStipulations

TagNameReq’dDescription
887NoUnderlyingStipsN
→888UnderlyingStipTypeNRequired if NoUnderlyingStips >0
→889UnderlyingStipValueN

UndlyInstrumentParties

TagNameReq’dDescription
1058NoUndlyInstrumentPartiesN
→1059UnderlyingInstrumentPartyIDNUsed to identify party id related to instrument
→1060UnderlyingInstrumentPartyIDSourceNUsed to identify source of instrument party id
→1061UnderlyingInstrumentPartyRoleNUsed to identify the role of instrument party id
ComponentUndlyInstrumentPtysSubGrpNRepeating group of InstrumentParty sub-identifiers.

UndlyInstrumentPtysSubGrp

TagNameReq’dDescription
1062NoUndlyInstrumentPartySubIDsN
→1063UnderlyingInstrumentPartySubIDN
→1064UnderlyingInstrumentPartySubIDTypeN

YieldData

TagNameReq’dDescription
235YieldTypeN
236YieldN
701YieldCalcDateN
696YieldRedemptionDateN
697YieldRedemptionPriceN
698YieldRedemptionPriceTypeN