ApplicationSequenceControl

Tag Name Req’d Description
1180 ApplID N Identifies the application with which a message is associated. Used only if application sequencing is in effect.
1181 ApplSeqNum N Application 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.
1350 ApplLastSeqNum N The 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
1352 ApplResendFlag N Used 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

Tag Name Req’d Description
870 NoInstrAttrib N
→871 InstrAttribType N
→872 InstrAttribValue N

CommissionData

Tag Name Req’d Description
12 Commission N
13 CommType N
479 CommCurrency N
497 FundRenewWaiv N

ComplexEventDates

Tag Name Req’d Description
1491 NoComplexEventDates N
→1492 ComplexEventStartDate N Required if NoComplexEventDates(1491) > 0.
→1493 ComplexEventEndDate N Required if NoComplexEventDates(1491) > 0.
Component ComplexEventTimes N

ComplexEventTimes

Tag Name Req’d Description
1494 NoComplexEventTimes N
→1495 ComplexEventStartTime N Required if NoComplexEventTimes(1494) > 0.
→1496 ComplexEventEndTime N Required if NoComplexEventTimes(1494) > 0.

ComplexEvents

Tag Name Req’d Description
1483 NoComplexEvents N
→1484 ComplexEventType N Identifies the type of complex event.
Required if NoComplexEvents > 0.
→1485 ComplexOptPayoutAmount N
→1486 ComplexEventPrice N
→1487 ComplexEventPriceBoundaryMethod N
→1488 ComplexEventPriceBoundaryPrecision N
→1489 ComplexEventPriceTimeType N
→1490 ComplexEventCondition N ComplexEventCondition 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.
Component ComplexEventDates N Used to specify the dates and time ranges when a complex event is in effect.

ContAmtGrp

Tag Name Req’d Description
518 NoContAmts N
→519 ContAmtType N Must be first field in the repeating group.
→520 ContAmtValue N
→521 ContAmtCurr N

DisplayInstruction

Tag Name Req’d Description
1138 DisplayQty N
1082 SecondaryDisplayQty N
1083 DisplayWhen N
1084 DisplayMethod N
1085 DisplayLowQty N Required when DisplayMethod = 3
1086 DisplayHighQty N Required when DisplayMethod = 3
1087 DisplayMinIncr N Can be used to specify larger increments than the standard increment provided by the market. Optionally used when DisplayMethod = 3
1088 RefreshQty N Required when DisplayMethod = 2

EvntGrp

Tag Name Req’d Description
864 NoEvents N
→865 EventType N
→866 EventDate N
→1145 EventTime N Specific time of event. To be used in combination with EventDate [866]
→867 EventPx N
→868 EventText N

FinancingDetails

Tag Name Req’d Description
913 AgreementDesc N The full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this deal
914 AgreementID N A common reference to the applicable standing agreement between the principals
915 AgreementDate N A reference to the date the underlying agreement was executed.
918 AgreementCurrency N Currency of the underlying agreement.
788 TerminationType N For Repos the timing or method for terminating the agreement.
916 StartDate N Settlement date of the beginning of the deal
917 EndDate N Repayment / repurchase date
919 DeliveryType N Delivery or custody arrangement for the underlying securities
898 MarginRatio N Percentage of cash value that underlying security collateral must meet.

HopGrp

Tag Name Req’d Description
627 NoHops N
→628 HopCompID N
→629 HopSendingTime N
→630 HopRefID N

InstrmtGrp

Tag Name Req’d Description
146 NoRelatedSym N
Component Instrument N Insert here the set of Instrument (symbology) fields defined in Common Components of Application Messages

InstrmtLegGrp

Tag Name Req’d Description
555 NoLegs N
Component InstrumentLeg N Must be provided if Number of legs > 0

Instrument

Tag Name Req’d Description
55 Symbol N Common, 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.
65 SymbolSfx N Used 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.
48 SecurityID N Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.
22 SecurityIDSource N Required if SecurityID is specified.
Component SecAltIDGrp N Number of alternate Security Identifiers
460 Product N Indicates the type of product the security is associated with (high-level category)
1227 ProductComplex N Identifies an entire suite of products for a given market. In Futures this may be interest rates, agricultural, equity indexes, etc
1151 SecurityGroup N An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.
461 CFICode N Indicates 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.
167 SecurityType N It 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.)
762 SecuritySubType N Sub-type qualification/identification of the SecurityType (e.g. for SecurityType=MLEG). If specified, SecurityType is required.
200 MaturityMonthYear N Specifies 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.
541 MaturityDate N Specifies 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.
1079 MaturityTime N For NDFs this represents the fixing time of the contract. It is optional to specify the fixing time.
966 SettleOnOpenFlag N Indicator to determine if Instrument is Settle on Open.
1049 InstrmtAssignmentMethod N
965 SecurityStatus N Gives the current state of the instrument
224 CouponPaymentDate N Date interest is to be paid. Used in identifying Corporate Bond issues.
1449 RestructuringType N
1450 Seniority N
1451 NotionalPercentageOutstanding N
1452 OriginalNotionalPercentageOutstanding N
1457 AttachmentPoint N
1458 DetachmentPoint N
225 IssueDate N Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.
239 RepoCollateralSecurityType N
226 RepurchaseTerm N
227 RepurchaseRate N
228 Factor N For 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
255 CreditRating N
543 InstrRegistry N The 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.
470 CountryOfIssue N ISO 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.
471 StateOrProvinceOfIssue N A two-character state or province abbreviation.
472 LocaleOfIssue N The three-character IATA code for a locale (e.g. airport code for Municipal Bonds).
240 RedemptionDate N
202 StrikePrice N Used for derivatives, such as options and covered warrants
947 StrikeCurrency N Used for derivatives
967 StrikeMultiplier N Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.
968 StrikeValue N Used for derivatives. The number of shares/units for the financial instrument involved in the option trade.
1478 StrikePriceDeterminationMethod N
1479 StrikePriceBoundaryMethod N
1480 StrikePriceBoundaryPrecision N
1481 UnderlyingPriceDeterminationMethod N
206 OptAttribute N Used 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.
231 ContractMultiplier N For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the nominal (e.g. contracts vs. shares) amount.
1435 ContractMultiplierUnit N
1439 FlowScheduleType N
969 MinPriceIncrement N Minimum price increment for the instrument. Could also be used to represent tick value.
1146 MinPriceIncrementAmount N Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231]
996 UnitOfMeasure N 0
1147 UnitOfMeasureQty N
1191 PriceUnitOfMeasure N
1192 PriceUnitOfMeasureQty N
1193 SettlMethod N Settlement method for a contract. Can be used as an alternative to CFI Code value
1194 ExerciseStyle N Type of exercise of a derivatives security
1482 OptPayoutType N
1195 OptPayoutAmount N Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount
1196 PriceQuoteMethod N Method for price quotation
1197 ValuationMethod N Indicates type of valuation method used.
1198 ListMethod N Indicates whether the instruments are pre-listed only or can also be defined via user request
1199 CapPrice N Used to express the ceiling price of a capped call
1200 FloorPrice N Used to express the floor price of a capped put
201 PutOrCall N Used to express option right
1244 FlexibleIndicator N Used to indicate if a security has been defined as flexible according to non-standard means. Analog to CFICode Standard/Non-standard indicator
1242 FlexProductEligibilityIndicator N Used to indicate if a product or group of product supports the creation of flexible securities
997 TimeUnit N Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)
223 CouponRate N For Fixed Income.
207 SecurityExchange N Can be used to identify the security.
970 PositionLimit N Position Limit for the instrument.
971 NTPositionLimit N Near-term Position Limit for the instrument.
106 Issuer N
348 EncodedIssuerLen N Must be set if EncodedIssuer field is specified and must immediately precede it.
349 EncodedIssuer N Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.
107 SecurityDesc N
350 EncodedSecurityDescLen N Must be set if EncodedSecurityDesc field is specified and must immediately precede it.
351 EncodedSecurityDesc N Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.
Component SecurityXML N Embedded XML document describing security.
691 Pool N Identifies MBS / ABS pool
667 ContractSettlMonth N Must be present for MBS/TBA
875 CPProgram N The program under which a commercial paper is issued
876 CPRegType N The registration type of a commercial paper issuance
Component EvntGrp N Number of repeating EventType group entries.
873 DatedDate N If different from IssueDate
874 InterestAccrualDate N If different from IssueDate and DatedDate
Component InstrumentParties N Used to identify the parties listing a specific instrument
Component ComplexEvents N

InstrumentExtension

Tag Name Req’d Description
668 DeliveryForm N Identifies the form of delivery.
869 PctAtRisk N Percent at risk due to lowest possible call.
Component AttrbGrp N Number of repeating InstrAttrib group entries.

InstrumentLeg

Tag Name Req’d Description
600 LegSymbol N
601 LegSymbolSfx N
602 LegSecurityID N
603 LegSecurityIDSource N
Component LegSecAltIDGrp N
607 LegProduct N
608 LegCFICode N
609 LegSecurityType N
764 LegSecuritySubType N
610 LegMaturityMonthYear N
611 LegMaturityDate N
1212 LegMaturityTime N
248 LegCouponPaymentDate N
249 LegIssueDate N
250 LegRepoCollateralSecurityType N
251 LegRepurchaseTerm N
252 LegRepurchaseRate N
253 LegFactor N
257 LegCreditRating N
599 LegInstrRegistry N
596 LegCountryOfIssue N
597 LegStateOrProvinceOfIssue N
598 LegLocaleOfIssue N
254 LegRedemptionDate N
612 LegStrikePrice N
942 LegStrikeCurrency N
613 LegOptAttribute N
614 LegContractMultiplier N
1436 LegContractMultiplierUnit N
1440 LegFlowScheduleType N
999 LegUnitOfMeasure N
1224 LegUnitOfMeasureQty N
1421 LegPriceUnitOfMeasure N
1422 LegPriceUnitOfMeasureQty N
1001 LegTimeUnit N Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)
1420 LegExerciseStyle N
615 LegCouponRate N
616 LegSecurityExchange N
617 LegIssuer N
618 EncodedLegIssuerLen N
619 EncodedLegIssuer N
620 LegSecurityDesc N
621 EncodedLegSecurityDescLen N
622 EncodedLegSecurityDesc N
623 LegRatioQty N Specific to the <InstrumentLeg> (not in <Instrument>)
624 LegSide N Specific to the <InstrumentLeg> (not in <Instrument>)
556 LegCurrency N Specific to the <InstrumentLeg> (not in <Instrument>)
740 LegPool N Identifies MBS / ABS pool
739 LegDatedDate N
955 LegContractSettlMonth N
956 LegInterestAccrualDate N
1358 LegPutOrCall N Used to express option right
1017 LegOptionRatio N LegOptionRatio 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.
566 LegPrice N Used to specify an anchor price for a leg as part of the definition or creation of the strategy – not used for execution price.

InstrumentParties

Tag Name Req’d Description
1018 NoInstrumentParties N
→1019 InstrumentPartyID N Used to identify party id related to instrument
→1050 InstrumentPartyIDSource N Used to identify source of instrument party id
→1051 InstrumentPartyRole N Used to identify the role of instrument party id
Component InstrumentPtysSubGrp N Repeating group of InstrumentParty sub-identifiers.

InstrumentPtysSubGrp

Tag Name Req’d Description
1052 NoInstrumentPartySubIDs N
→1053 InstrumentPartySubID N
→1054 InstrumentPartySubIDType N

LegSecAltIDGrp

Tag Name Req’d Description
604 NoLegSecurityAltID N
→605 LegSecurityAltID N
→606 LegSecurityAltIDSource N

LegStipulations

Tag Name Req’d Description
683 NoLegStipulations N
→688 LegStipulationType N Required if NoLegStipulations >0
→689 LegStipulationValue N

MiscFeesGrp

Tag Name Req’d Description
136 NoMiscFees N
→137 MiscFeeAmt N Required if NoMiscFees > 0
→138 MiscFeeCurr N
→139 MiscFeeType N Required if NoMiscFees > 0
→891 MiscFeeBasis N

NestedParties

Tag Name Req’d Description
539 NoNestedPartyIDs N
→524 NestedPartyID N Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0.
→525 NestedPartyIDSource N Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.
→538 NestedPartyRole N Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0.
Component NstdPtysSubGrp N Repeating group of NestedParty sub-identifiers.

NestedParties2

Tag Name Req’d Description
756 NoNested2PartyIDs N
→757 Nested2PartyID N Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0.
→758 Nested2PartyIDSource N Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0.
→759 Nested2PartyRole N Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0.
Component NstdPtys2SubGrp N Repeating group of Nested2Party sub-identifiers.

NstdPtys2SubGrp

Tag Name Req’d Description
806 NoNested2PartySubIDs N
→760 Nested2PartySubID N
→807 Nested2PartySubIDType N

NstdPtysSubGrp

Tag Name Req’d Description
804 NoNestedPartySubIDs N
→545 NestedPartySubID N
→805 NestedPartySubIDType N

OrderQtyData

Tag Name Req’d Description
38 OrderQty N 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.
152 CashOrderQty N 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. 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.
516 OrderPercent N For 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.
468 RoundingDirection N For CIV – Optional
469 RoundingModulus N For CIV – Optional

Parties

Tag Name Req’d Description
453 NoPartyIDs N
→448 PartyID N Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0.
→447 PartyIDSource N Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.
→452 PartyRole N Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.
Component PtysSubGrp N Repeating group of Party sub-identifiers.

PtysSubGrp

Tag Name Req’d Description
802 NoPartySubIDs N
→523 PartySubID N
→803 PartySubIDType N

RateSource

Tag Name Req’d Description
1445 NoRateSources N
→1446 RateSource N Required if NoRateSource(1445) > 0
→1447 RateSourceType N Required if NoRateSources(1445) > 0
→1448 ReferencePage N Required if RateSource(1446)=other

RootParties

Tag Name Req’d Description
1116 NoRootPartyIDs N
→1117 RootPartyID N Used to identify source of RootPartyID. Required if RootPartyIDSource is specified. Required if NoRootPartyIDs > 0.
→1118 RootPartyIDSource N Used to identify class source of RootPartyID value (e.g. BIC). Required if RootPartyID is specified. Required if NoRootPartyIDs > 0.
→1119 RootPartyRole N Identifies the type of RootPartyID (e.g. Executing Broker). Required if NoRootPartyIDs > 0.
Component RootSubParties N Repeating group of RootParty sub-identifiers.

RootSubParties

Tag Name Req’d Description
1120 NoRootPartySubIDs N
→1121 RootPartySubID N Sub-identifier (e.g. Clearing Acct for PartyID=Clearing Firm) if applicable. Required if
NoRootPartySubIDs > 0.
→1122 RootPartySubIDType N Type of Sub-identifier. Required if NoRootPartySubIDs > 0.

SecAltIDGrp

Tag Name Req’d Description
454 NoSecurityAltID N
→455 SecurityAltID N
→456 SecurityAltIDSource N

SecurityXML

Tag Name Req’d Description
1184 SecurityXMLLen N Must be set if SecurityXML field is specified and must immediately precede it.
1185 SecurityXML N XML payload or content describing the Security information.
1186 SecurityXMLSchema N XML Schema used to validate the XML used to describe the Security.

SpreadOrBenchmarkCurveData

Tag Name Req’d Description
218 Spread N For Fixed Income
220 BenchmarkCurveCurrency N
221 BenchmarkCurveName N
222 BenchmarkCurvePoint N
662 BenchmarkPrice N
663 BenchmarkPriceType N Must be present if BenchmarkPrice is used.
699 BenchmarkSecurityID N The identifier of the benchmark security, e.g. Treasury against Corporate bond.
761 BenchmarkSecurityIDSource N Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block.

StandardHeader

Tag Name Req’d Description
8 BeginString Y FIXT.1.1 (Always unencrypted, must be first field in message)
9 BodyLength Y (Always unencrypted, must be second field in message)
35 MsgType Y (Always unencrypted, must be third field in message)
1128 ApplVerID N Indicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence.
1156 ApplExtID N
1129 CstmApplVerID N Used to support bilaterally agreed custom functionality
49 SenderCompID Y (Always unencrypted)
56 TargetCompID Y (Always unencrypted)
115 OnBehalfOfCompID N Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)
128 DeliverToCompID N Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)
90 SecureDataLen N Required to identify length of encrypted section of message. (Always unencrypted)
91 SecureData N Required when message body is encrypted. Always immediately follows SecureDataLen field.
34 MsgSeqNum Y (Can be embedded within encrypted data section.)
50 SenderSubID N (Can be embedded within encrypted data section.)
142 SenderLocationID N Sender’s LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)
57 TargetSubID N ADMIN reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)
143 TargetLocationID N Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)
116 OnBehalfOfSubID N Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)
144 OnBehalfOfLocationID N Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)
129 DeliverToSubID N Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)
145 DeliverToLocationID N Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)
43 PossDupFlag N Always 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.)
97 PossResend N Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)
52 SendingTime Y (Can be embedded within encrypted data section.)
122 OrigSendingTime N Required 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.)
212 XmlDataLen N Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.)
213 XmlData N Can 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
347 MessageEncoding N Type of message encoding (non-ASCII characters) used in a message’s Encoded fields. Required if any Encoding fields are used.
369 LastMsgSeqNumProcessed N The 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.
Component HopGrp N Number 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

Tag Name Req’d Description
93 SignatureLength N Required when trailer contains signature. Note: Not to be included within SecureData field
89 Signature N Note: Not to be included within SecureData field
10 CheckSum Y (Always unencrypted, always last field in message)

Stipulations

Tag Name Req’d Description
232 NoStipulations N
→233 StipulationType N Required if NoStipulations >0
→234 StipulationValue N

TargetParties

Tag Name Req’d Description
1461 NoTargetPartyIDs N
→1462 TargetPartyID N Required if NoTargetPartyIDs > 0.
Used to identify PartyID targeted for the action specified in the message.
→1463 TargetPartyIDSource N Used to identify source of target party id.
→1464 TargetPartyRole N Used to identify the role of target party id.

TrdRegTimestamps

Tag Name Req’d Description
768 NoTrdRegTimestamps N
→769 TrdRegTimestamp N Required if NoTrdRegTimestamps > 1
→770 TrdRegTimestampType N Required if NoTrdRegTimestamps > 1
→771 TrdRegTimestampOrigin N
→1033 DeskType N Type of Trading desk
→1034 DeskTypeSource N
→1035 DeskOrderHandlingInst N

TrdgSesGrp

Tag Name Req’d Description
386 NoTradingSessions N
→336 TradingSessionID N Required if NoTradingSessions is > 0.
→625 TradingSessionSubID N

UndInstrmtGrp

Tag Name Req’d Description
711 NoUnderlyings N
Component UnderlyingInstrument N Must be provided if Number of underlyings > 0

UndSecAltIDGrp

Tag Name Req’d Description
457 NoUnderlyingSecurityAltID N
→458 UnderlyingSecurityAltID N
→459 UnderlyingSecurityAltIDSource N

UnderlyingInstrument

Tag Name Req’d Description
311 UnderlyingSymbol N
312 UnderlyingSymbolSfx N
309 UnderlyingSecurityID N
305 UnderlyingSecurityIDSource N
Component UndSecAltIDGrp N
462 UnderlyingProduct N
463 UnderlyingCFICode N
310 UnderlyingSecurityType N
763 UnderlyingSecuritySubType N
313 UnderlyingMaturityMonthYear N
542 UnderlyingMaturityDate N
1213 UnderlyingMaturityTime N
241 UnderlyingCouponPaymentDate N
1453 UnderlyingRestructuringType N
1454 UnderlyingSeniority N
1455 UnderlyingNotionalPercentageOutstanding N
1456 UnderlyingOriginalNotionalPercentageOutstanding N
1459 UnderlyingAttachmentPoint N
1460 UnderlyingDetachmentPoint N
242 UnderlyingIssueDate N
243 UnderlyingRepoCollateralSecurityType N
244 UnderlyingRepurchaseTerm N
245 UnderlyingRepurchaseRate N
246 UnderlyingFactor N
256 UnderlyingCreditRating N
595 UnderlyingInstrRegistry N
592 UnderlyingCountryOfIssue N
593 UnderlyingStateOrProvinceOfIssue N
594 UnderlyingLocaleOfIssue N
247 UnderlyingRedemptionDate N
316 UnderlyingStrikePrice N
941 UnderlyingStrikeCurrency N
317 UnderlyingOptAttribute N
436 UnderlyingContractMultiplier N
1437 UnderlyingContractMultiplierUnit N
1441 UnderlyingFlowScheduleType N
998 UnderlyingUnitOfMeasure N
1423 UnderlyingUnitOfMeasureQty N
1424 UnderlyingPriceUnitOfMeasure N
1425 UnderlyingPriceUnitOfMeasureQty N
1000 UnderlyingTimeUnit N Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)
1419 UnderlyingExerciseStyle N
435 UnderlyingCouponRate N
308 UnderlyingSecurityExchange N
306 UnderlyingIssuer N
362 EncodedUnderlyingIssuerLen N
363 EncodedUnderlyingIssuer N
307 UnderlyingSecurityDesc N
364 EncodedUnderlyingSecurityDescLen N
365 EncodedUnderlyingSecurityDesc N
877 UnderlyingCPProgram N
878 UnderlyingCPRegType N
972 UnderlyingAllocationPercent N Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument.
318 UnderlyingCurrency N Specific to the <UnderlyingInstrument> (not in <Instrument>)
879 UnderlyingQty N Specific to the <UnderlyingInstrument> (not in <Instrument>)
Unit amount of the underlying security (par, shares, currency, etc.)
975 UnderlyingSettlementType N Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component.
973 UnderlyingCashAmount N Specific 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.
974 UnderlyingCashType N Specific 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)
810 UnderlyingPx N Specific to the <UnderlyingInstrument> (not in <Instrument>)
In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.
882 UnderlyingDirtyPrice N Specific 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
883 UnderlyingEndPrice N Specific 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.
884 UnderlyingStartValue N Specific to the <UnderlyingInstrument> (not in <Instrument>)
Currency value attributed to this collateral at the start of the agreement
885 UnderlyingCurrentValue N Specific to the <UnderlyingInstrument> (not in <Instrument>)
Currency value currently attributed to this collateral
886 UnderlyingEndValue N Specific to the <UnderlyingInstrument> (not in <Instrument>)
Currency value attributed to this collateral at the end of the agreement
Component UnderlyingStipulations N Specific to the <UnderlyingInstrument> (not in <Instrument>)
Insert here the contents of the <UnderlyingStipulations> Component Block
1044 UnderlyingAdjustedQuantity N Specific 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).
1045 UnderlyingFXRate N Specific to the <UnderlyingInstrument> (not in <Instrument>). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15).
1046 UnderlyingFXRateCalc N Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885).
1038 UnderlyingCapValue N
Component UndlyInstrumentParties N
1039 UnderlyingSettlMethod N
315 UnderlyingPutOrCall N Used to express option right

UnderlyingStipulations

Tag Name Req’d Description
887 NoUnderlyingStips N
→888 UnderlyingStipType N Required if NoUnderlyingStips >0
→889 UnderlyingStipValue N

UndlyInstrumentParties

Tag Name Req’d Description
1058 NoUndlyInstrumentParties N
→1059 UnderlyingInstrumentPartyID N Used to identify party id related to instrument
→1060 UnderlyingInstrumentPartyIDSource N Used to identify source of instrument party id
→1061 UnderlyingInstrumentPartyRole N Used to identify the role of instrument party id
Component UndlyInstrumentPtysSubGrp N Repeating group of InstrumentParty sub-identifiers.

UndlyInstrumentPtysSubGrp

Tag Name Req’d Description
1062 NoUndlyInstrumentPartySubIDs N
→1063 UnderlyingInstrumentPartySubID N
→1064 UnderlyingInstrumentPartySubIDType N

YieldData

Tag Name Req’d Description
235 YieldType N
236 Yield N
701 YieldCalcDate N
696 YieldRedemptionDate N
697 YieldRedemptionPrice N
698 YieldRedemptionPriceType N