FIX Repository Extension Pack ReadMe file

This html page contains details of the changes applied by the service pack

New Tags added in this extension pack

TagFieldNameAbbrNameTypeDescPattern
1191PriceUnitOfMeasurePxUOMStringUsed to express the UOM of the price if different from the contract. In futures, this can be different for cross-rate products in which the price is quoted in units differently from the contract
1192PriceUnitOfMeasureQtyPxUOMQtyQtyUsed to express the UOM Quantity of the price if different from the contract. In futures, this can be different for physically delivered products in which price is quoted in a unit size different from the contract, i.e. a Cattle Future contract has a UOMQty of 40,000 and a PriceUOMQty of 100.
1193SettlMethodSettlMethcharSettlement method for a contract. Can be used as an alternative to CFI Code value
1194ExerciseStyleExerStyleintType of exercise of a derivatives security
1419UnderlyingExerciseStyleExerStyleintType of exercise of a derivatives security
1420LegExerciseStyleExerStyleintType of exercise of a derivatives security
1195OptPayAmountOptPayAmtAmtCash amount indicating the pay out associated with an option. For binary options this is a fixed amount
1196PriceQuoteMethodPxQteMethStringMethod for price quotation
1197FuturesValuationMethodFutValMethStringFor futures, indicates type of valuation method applied
1198ListMethodListMethintIndicates whether instruments are pre-listed only or can also be defined via user request
1199CapPriceCapPxPriceUsed to express the ceiling price of a capped call
1200FloorPriceFlrPxPriceUsed to express the floor price of a capped put
1201NoStrikeRulesNumInGroupNumber of strike rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument
1202StartStrikePxRangeStartStrkPxRngPriceStarting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying
1203EndStrikePxRangeEndStrkPxRngPriceEnding price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying
1204StrikeIncrementStrkIncrfloatValue by which strike price should be incremented within the specified price range.
1205NoTickRulesNumInGroupNumber of tick rules. This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the security
1206StartTickPriceRangeStartTickPxRngPriceStarting price range for specified tick increment
1207EndTickPriceRangeEndStrkPxRngPriceEnding price range for the specified tick increment
1208TickIncrementTickIncrPriceTick increment for stated price range. Specifies the valid price increments at which a security can be quoted and traded
1209TickRuleTypeTickRuleTypintSpecifies the type of tick rule which is being described
1210NestedInstrAttribTypeTypintCode to represent the type of instrument attribute
1211NestedInstrAttribValueValStringAttribute value appropriate to the NestedInstrAttribType field
1214DerivativeSymbolSymStringRefer to definition for Symbol(55)
1215DerivativeSymbolSfxSfxStringRefer to definition for SymbolSfx(65)
1216DerivativeSecurityIDIDStringRefer to definition for SecurityID(48)
1217DerivativeSecurityIDSourceSrcStringRefer to definition for SecurityIDSoruce(22)
1218NoDerivativeSecurityAltIDNoDerivativeSecurityAltIDNumInGroupRefer to definition for NoSecurityAltID(454)
1219DerivativeSecurityAltIDIDStringRefer to definition for SecurityAltID(455)
1220DerivativeSecurityAltIDSourceSrcStringRefer to definition for SecurityAltIDSource(456)
1221SecondaryLowLimitPriceLowLmtPxPriceRefer to definition of LowLimitPrice(1148)
1230SecondaryHighLimitPriceHiLmtPxPriceRefer to definition of HighLimitPrice(1149)
1222MaturityRuleIDMatRuleIDStringAllows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated
1223StrikeRuleIDStrkRuleStringAllows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated
1225DerivativeOptPayAmountOptPayAmtAmtCash amount indicating the pay out associated with an option. For binary options this is a fixed amount
1226EndMaturityMonthYearEndMMYMonthYearEnding maturity month year for an option class
1227ProductComplexProdCmplxStringIdentifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc.
1228DerivativeProductComplexProdCmplxStringRefer to ProductComplex(1227)
1229MaturityMonthYearIncrementMMYIncrintIncrement between successive maturities for an option class
1231MinLotSizeMinLotSzQtyMinimum lot size allowed based on lot type specified in LotType(1093)
1232NoExecInstRulesNoExecInstRulesNumInGroupNumber of execution instructions
1233NoMarketDataFeedTypesNoMarketDataFeedTypesNumInGroupNumber of Feed Types
1234NoLotTypeRulesNoLotTypeRulesNumInGroupNumber of Lot Type Rules
1235NoMatchRulesNoMatchRulesNumInGroupNumber of Match Rules
1236NoMaturityRulesNoMaturityRulesNumInGroupNumber of maturity rules in MarurityRules component block
1237NoOrdTypeRulesNoOrdTypeRulesNumInGroupNumber of order types
1238NoPriceLimitsNoPriceLimitsNumInGroupNumber of Price Limits
1239NoTimeInForceRulesNoTimeInForceRulesNumInGroupNumber of time in force techniques
1240SecondaryTradingReferencePriceTrdgRefPxPriceRefer to definition for TradingReferencePrice(1150)
1241StartMaturityMonthYearStartMMYMonthYearStarting maturity month year for an option class
1242FlexProductEligibilityIndicatorFlexProdEligBooleanUsed to indicate if a product or group of product supports the creation of flexible securities
1243DerivFlexProductEligibilityIndicatorFlexProdEligBooleanRefer to FlexProductEligibilityIndicator(1242)
1244FlexibleIndicatorFlexIndBooleanUsed to indicate a derivatives security that can be defined using flexible terms. The terms commonly permitted to be defined by market participants are expiration date and strike price. FlexibleIndicator is an alternative CFICode(461) Standard/Non-standard attribute.
1245TradingCurrencyTrdCcyCurrencyUsed when the trading currency can differ from the price currency
1246DerivativeProductProdint
1247DerivativeSecurityGroupSecGrpString
1248DerivativeCFICodeCFIString
1249DerivativeSecurityTypeSecTypString
1250DerivativeSecuritySubTypeSecSubTypString
1251DerivativeMaturityMonthYearMMYMonthYear
1252DerivativeMaturityDateMatDtLocalMktDate
1253DerivativeMaturityTimeMatTmTZTimeOnly
1254DerivativeSettleOnOpenFlagOpenCloseSettlFlagString
1255DerivativeInstrmtAssignmentMethodAsgnMethchar
1256DerivativeSecurityStatusStatString
1257DerivativeInstrRegistryRgstryString
1258DerivativeCountryOfIssueCtryCountry
1259DerivativeStateOrProvinceOfIssueStPrvString
1260DerivativeLocaleOfIssueLclString
1261DerivativeStrikePriceStrkPxPrice
1262DerivativeStrikeCurrencyStrkCcyCurrency
1263DerivativeStrikeMultiplierStrkMultfloat
1264DerivativeStrikeValueStrkValufloat
1265DerivativeOptAttributeOptAtchar
1266DerivativeContractMultiplierMultfloat
1267DerivativeMinPriceIncrementMinPxIncrfloat
1268DerivativeMinPriceIncrementAmountMinPxIncrAmtAmt
1269DerivativeUnitOfMeasureUOMString
1270DerivativeUnitOfMeasureQtyUOMQtyQty
1271DerivativeTimeUnitTmUnitString
1272DerivativeSecurityExchangeExchExchange
1273DerivativePositionLimitPosLmtint
1274DerivativeNTPositionLimitNTPosLmtint
1275DerivativeIssuerIssrString
1276DerivativeIssueDateIssDtLocalMktDate
1277DerivativeEncodedIssuerLenEncIssrLenLength
1278DerivativeEncodedIssuerEncIssrdata
1279DerivativeSecurityDescDescString
1280DerivativeEncodedSecurityDescLenEncSecDescLenLength
1281DerivativeEncodedSecurityDescEncSecDescdata
1282DerivativeSecurityXMLLenSecXMLLenLengthRefer to definition SecurityXMLLen(1184)
1283DerivativeSecurityXMLSecXMLdataRefer to definition of SecurityXML(1185)
1284DerivativeSecurityXMLSchemaSchemaStringRefer to definition of SecurityXMLSchema(1186)
1285DerivativeContractSettlMonthCSetMoMonthYear
1286NoDerivativeEventsNoDerivativeEventsNumInGroup
1287DerivativeEventTypeEventTypint
1288DerivativeEventDateDtLocalMktDate
1289DerivativeEventTimeTmUTCTimestamp
1290DerivativeEventPxPxPrice
1291DerivativeEventTextTxtString
1292NoDerivativeInstrumentPartiesNumInGroupRefer to definition of NoParties(453)
1293DerivativeInstrumentPartyIDIDStringRefer to definition of PartyID(448)
1294DerivativeInstrumentPartyIDSourceSrcStringRefer to definition of PartyIDSource(447)
1295DerivativeInstrumentPartyRoleRintREfer to definition of PartyRole(452)
1296NoDerivativeInstrumentPartySubIDsNumInGroupRefer to definition for NoPartySubIDs(802)
1297DerivativeInstrumentPartySubIDIDStringRefer to definition for PartySubID(523)
1298DerivativeInstrumentPartySubIDTypeTypintRefer to definition for PartySubIDType(803)
1299DerivativeExerciseStyleExerStylecharType of exercise of a derivatives security
1300MarketSegmentIDMktSegIDStringIdentifies the market segment
1301MarketIDMktIDExchangeIdentifies the Market
1302MaturityMonthYearIncrementUnitsMMYIncrUnitsintUnit of measure for the Maturity Month Year Increment
1303MaturityMonthYearFormatMMYFmtintFormat used to generate the MaturityMonthYear for each option
1304StrikeExerciseStyleStrkExrStyleintExpiration Style for an option class:
1305SecondaryPriceLimitTypePxLmtTypintDescribes the how the price limits are expressed
1306PriceLimitTypePxLmtTypintDescribes the how the price limits are expressed
1307DerivativeSecurityListRequestTypeListReqTypintIdentifies the type of Security List Request
1308ExecInstValueExecInstValucharIndicates execution instructions that are valid for the specified market segment
1309NoTradingSessionRulesNumInGroupAllows trading rules to be expressed by trading session
1310NoMarketSegmentsNumInGroupNumber of Market Segments on which a security may trade.
1311NoDerivativeInstrAttribNumInGroup
1312NoNestedInstrAttribNumInGroup
1313DerivativeInstrAttribTypeTypintRefer to definition of InstrAttribType(871)
1314DerivativeInstrAttribValueValStringRefer to definition of InstrAttribValue(872)
1315DerivativePriceUnitOfMeasurePxUOMStringRefer to definition for PriceUnitOfMeasure(1191)
1316DerivativePriceUnitOfMeasureQtyPxUOMQtyQtyRefer to definition of PriceUnitOfMeasureQty(1192)
1317DerivativeSettlMethodSettlMethcharRefer to definition of SettlMethod(1193)
1318DerivativePriceQuoteMethodPxQteMethStringRefer to definition of PriceQuoteMethod(1196)
1319DerivativeFuturesValuationMethodFutValMethStringRefer to definition of FuturesValuationMethod(1197)
1320DerivativeListMethodListMethintIndicates whether instruments are pre-listed only or can also be defined via user request
1321DerivativeCapPriceCapPxPriceRefer to definition of CapPrice(1199)
1322DerivativeFloorPriceFlrPxPriceRefer to definition of FloorPrice(1200)
1323DerivativePutOrCallPutCallintIndicates whether an Option is for a put or call
1324ListUpdateActionListUpdActncharIf provided, then Instrument occurrence has explicitly changed
1358LegPutOrCallPutCallintRefer to definition of PutOrCall(201)
1224LegUnitOfMeasureQtyUOMQtyQtyRefer to definition of UnitOfMeasureQty(1147)
1421LegPriceUnitOfMeasurePxUOMStringRefer to definition for PriceUnitOfMeasure(1191)
1422LegPriceUnitOfMeasureQtyPxUOMQtyQtyRefer to definition of PriceUnitOfMeasureQty(1192)
1423UnderlyingUnitOfMeasureQtyUOMQtyQtyRefer to definition of UnitOfMeasureQty(1147)
1424UnderlyingPriceUnitOfMeasurePxUOMStringRefer to definition for PriceUnitOfMeasure(1191)
1425UnderlyingPriceUnitOfMeasureQtyPxUOMQtyQtyRefer to definition of PriceUnitOfMeasureQty(1192)

Tags modified in this extension pack

Please note modification in the xsl that does not conform to the FPL pattern of <xsl:when test = 'Tag = xxx'> where xxx is a tag number may not appear here. If it does appear here it actions may be inaccurately reported, check the underlying XSL for existance.

TagFieldNameAbbrNameTypeDescPattern
Replace this, test is Tag = 201
201PutOrCallPutOrCallintIndicates whether an Option is for a put or call
With this
201PutOrCallPutCallintIndicates whether an option contract is a put or call

New Enums added in this extension pack

TagNew EnumsGroup
35BR - DerivativeSecurityListUpdate
3214 - Symbol
3215 - SecurityType and or CFICode
3216 - Product
3217 - TradingSessionID
3218 - All Securities
3219 - MarketID or MarketID + MarketSegmentID
5595 - MarketID or MarketID + MarketSegmentID
8658 - Swap Start Date
8659 - Swap End Date
86511 - Swap Next Start Date
86510 - Swap Roll Date
86512 - Swap Next Roll Date
86513 - First Delivery Date
86514 - Last Delivery Date
86515 - Initial Inventory Due Date
86516 - Final Inventory Due Date
86517 - First Intent Date
86518 - Last Intent Date
86519 - Position Removal Date
87125 - Instrument Denominator
87126 - Instrument Numerator
87127 - Instrument Price Precision
87128 - Instrument Strike Price
87129 - Tradeable Indicator
1193C - Cash settlement required
1193P - Physical settlement required
11940 - European
11941 - American
11942 - Bermuda
1196STD - Standard, money per unit of a physical
1196INX - Index
1196INT - Interest rate Index
1197EQTY - premium style
1197FUT - futures style mark-to-market
1197FUTDA - futures style with an attached cash adjustment
11980 - pre-listed only
11981 - user requested
11982 - Undefined
12090 - Regular
12091 - Variable
12092 - Fixed
12093 - Traded as a spread leg
12094 - Settled as a spread leg
13020 - Months
13021 - Days
13022 - Weeks
13023 - Years
13030 - YearMonth Only (default)
13031 - YearMonthDay
13032 - YearMonthWeek
13060 - Price
13061 - Ticks
13062 - Percentage
13070 - Symbol
13071 - SecurityType and or CFICode
13072 - Product
13073 - TradingSessionID
13074 - All Securities
13075 - UndelyingSymbol
13076 - Underlying SecurityType and or CFICode
13077 - Underlying Product
13078 - MarketID or MarketID + MarketSegmentID

Enums modified in this extension pack

Please note modification in the xsl that does not conform to the FPL pattern of <xsl:when test = 'Tag = xxx and Enum = yyy'> where xxx is a tag number and yyy is an enum string may not appear here. If it does appear here it actions may be inaccurately reported, check the underlying XSL for existance.

TagNew EnumsGroup
Replace this, test is Tag = 167 and Enum = 'FUT'
167FUT - Future
With this
167FUT - FutureDerivatives
Replace this, test is Tag = 167 and Enum = 'OPT'
167OPT - Option
With this
167OPT - OptionDerivatives
Replace this, test is Tag = 167 and Enum = 'OOP'
167OOP - Options on PhysicalOther
With this
167OOP - Options on PhysicalDerivatives
Replace this, test is Tag = 167 and Enum = 'OOF'
167OOF - Options on FuturesOther
With this
167OOF - Options on FuturesDerivatives
Replace this, test is Tag = 321 and Enum = 2
3212 - Request List Security Types
With this
3212 - Request List Security Types
Replace this, test is Tag = 321 and Enum = 3
3213 - Request List Securities (can be qualified with Symbol, SecurityType, TradingSessionID, SecurityExchange. If provided then only list Securities for the specific type.)
With this
3213 - Request List Securities (can be qualified with Symbol, SecurityType, TradingSessionID, SecurityExchange. If provided then only list Securities for the specific type.)
Replace this, test is Tag = 321 and Enum = 2
3212 - Request List Security Types
With this
3212 - Request List Security Types
Replace this, test is Tag = 321 and Enum = 3
3213 - Request List Securities (can be qualified with Symbol, SecurityType, TradingSessionID, SecurityExchange. If provided then only list Securities for the specific type.)
With this
3213 - Request List Securities (can be qualified with Symbol, SecurityType, TradingSessionID, SecurityExchange. If provided then only list Securities for the specific type.)
Replace this, test is Tag = 323 and Enum = 3
3233 - List of security types returned per request
With this
3233 - List of security types returned per request

New message contents in messages and components

NameIndTagReqdDescription
SecurityDefinitionRequest01301NoIdentifies the market for which the security definition request is being made.
SecurityDefinitionRequest01300NoIdentifies the segment of the market for which the security definition request is being made.
SecurityDefinition0292NoIdentifies the type of Corporate Action
SecurityDefinition0MarketSegmentGrpNoContains all the security details related to listing and trading the security
SecurityListRequest01301NoIdentifies the market which lists and trades the instrument.
SecurityListRequest01300NoIdentifies the segment of the market to which the specify trading rules and listing rules apply. The segment may indicate the venue, whether retail or wholesale, or even segregation by nationality.
SecurityList01301NoIdentifies the market which lists and trades the instrument.
SecurityList01300NoIdentifies the segment of the market to which the specify trading rules and listing rules apply. The segment may indicate the venue, whether retail or wholesale, or even segregation by nationality.
DerivativeSecurityListRequest01301No
DerivativeSecurityListRequest01300No
DerivativeSecurityListRequest0DerivativeInstrumentNoGroup block which contains all information for an option family.
DerivativeSecurityList0DerivativeSecurityDefinitionNoGroup block which contains all information for an option family. If provided DerivativeSecurityDefinition qualifies the strikes specified in the Instrument block.
SecurityDefinitionUpdateReport0MarketSegmentGrpNoContains all the security details related to listing and trading the security
SecurityListUpdateReport01301NoIdentifies the market which lists and trades the instrument.
SecurityListUpdateReport01300NoIdentifies the segment of the market specified in MarketID(96)
0StandardHeaderYesMsgType = BR
0320No
0322NoIdentifier for the Derivative Security List message
0560NoResult of the Security Request identified by SecurityReqID
0980NoUpdates can be applied to Underlying or option class. If Series information provided, then Series has explicitly changed
0UnderlyingInstrumentNoUnderlying security for which derivatives are being returned
0DerivativeSecurityDefinitionNoGroup block which contains all information for an option family. If provided DerivativeSecurityDefinition qualifies the strikes specified in the Instrument block. DerivativeSecurityDefinition contains the following components: DerivativeInstrument. DerivativeInstrumentExtension, MarketSegmentGrp
0393NoUsed to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required.
0893NoIndicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
0RelSymDerivSecUpdGrpNo
0StandardTrailerYes
Instrument01227NoIdentifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc
Instrument01191No
Instrument01192No
Instrument01193NoSettlement method for a contract. Can be used as an alternative to CFI Code value
Instrument01194NoType of exercise of a derivatives security
Instrument01195NoCash amount indicating the pay out associated with an option. For binary options this is a fixed amount
Instrument01196NoMethod for price quotation
Instrument01197NoFor futures, indicates type of valuation method applied
Instrument01198NoIndicates whether the instruments are pre-listed only or can also be defined via user request
Instrument01199NoUsed to express the ceiling price of a capped call
Instrument01200NoUsed to express the floor price of a capped put
Instrument0201NoUsed to express option right
Instrument01244NoUsed to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator
Instrument01242NoUsed to indicate if a product or group of product supports the creation of flexible securities
InstrumentLeg01224No
InstrumentLeg01421No
InstrumentLeg01422No
InstrumentLeg01420No
InstrumentLeg01358NoUsed to express option right
UnderlyingInstrument01423No
UnderlyingInstrument01424No
UnderlyingInstrument01425No
UnderlyingInstrument01419No
UnderlyingInstrument0315NoUsed to express option right
SecurityTradingDefinition0BaseTradingRulesNoThis block contains the base trading rules
SecurityTradingDefinition0TradingSessionRulesGrpNoThis block contains the trading rules specific to a trading session
SecurityTradingDefinition0NestedInstrumentAttributeNo
01282NoMust be set if SecurityXML field is specified andd must immediately precede it.
01283NoXML Data Stream describing the Security.
01284NoXML Schema used to validate the XML used to describe the Security.
InstrmtLegExecGrp1NestedParties3No
LegPreAllocGrp1NestedParties2No
RelSymDerivSecGrp1SecondaryPriceLimitsNoSecondary price limit rules
RelSymDerivSecGrp1292NoIdentifies the type of Corporate Action
SecListGrp1SecurityTradingRulesNoUsed to provide listing rules
SecListGrp1StrikeRulesNoUsed to provide listing rules
SecLstUpdRelSymGrp1SecurityTradingRulesNo
SecLstUpdRelSymGrp1StrikeRulesNo
01296No
11297No
11298No
01218No
11219No
11220No
01286No
11287NoIndicates type of event describing security
11288No
11289NoSpecific time of event. To be used in combination with EventDate [1288]
11290No
11291No
0146No
11324NoIf provided, then Instrument occurrence has explicitly changed
1292No
1InstrumentNo Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" of the requested Security
1InstrumentExtensionNoInsert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages"
1SecondaryPriceLimitsNoSecondary price limit rules
115No
1InstrmtLegGrpNo
158NoComment, instructions, or other identifying information.
1354NoMust be set if EncodedText field is specified and must immediately precede it.
1355NoEncoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
01205NoNumber of tick rules. This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the security.
11206NoStarting price range for specified tick increment
11207NoEnding price range for the specified tick increment
11208NoTick increment for stated price range. Specifies the valid price increments at which a security can be quoted and traded
11209NoSpecifies the type of tick rule which is being described
01201NoNumber of strike rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument
11223NoAllows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated
11202NoStarting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying
11203NoEnding price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying
11204NoValue by which strike price should be incremented within the specified price
11304NoEnumeration that represents the exercise style for a class of options Same values as ExerciseStyle
1MaturityRulesNoDescribes the maturity rules for a given set of strikes as defined by StrikeRules
01236NoNumber of maturity rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument
11222NoAllows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated
11303NoFormat used to generate the MMY for each option contract:
11302Noenumeration specifying the increment unit:
11241NoStarting maturity for the range to which the StrikeIncrement applies. Price refers to the price of the underlying
11226NoEnding maturity monthy year to which the StrikeIncrement applies. Price refers to the price of the underlying
11229NoValue by which maturity month year should be incremented within the specified price range.
01305No
01221No
01230No
01240No
01306NoDescribes the how the price limits are expressed
01148NoAllowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected
01149NoAllowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected
01150NoReference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settlement price or closing price of the prior trading day.
01141NoThe number of feed types and corresponding book depths associated with a security
11022NoDescribes a class of service for a given data feed
1264NoThe depth of book associated with a particular feed type
11021NoDescribes the type of book for which the feed is intended. Can be used when multiple feeds are provided over the same connection
01234NoNumber of Lot Types
11093NoDefines the lot type assigned to the order. Use as an alternate to RoundLot(561). To be used with MinLotSize(1231). LotType + MinLotSize ( max is next level minus 1)
11231NoMinimum lot size allowed based on lot type specified in LotType(1093)
01235NoNumber of match rules
11142NoThe type of algorithm used to match orders in a specific security on an electronic trading platform. Possible values are FIFO, Allocation, Pro-rata, Lead Market Maker, Currency Calendar
1574NoThe point in the matching process at which this trade was matched.
01232NoNumber of execution instructions
11308NoIndicates execution instructions that are valid for the specified market segment
01239NoNumber of time in force techniques
159NoIndicates time in force techniques that are valid for the specified market segment
01237NoNumber of order types
140NoIndicates order types that are valid for the specified market segment.
0OrdTypeRulesNoSpecifies the order types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session.
0TimeInForceRulesNospecifies the time in force rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session
0ExecInstRulesNospecifies the execution instructions that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session
0MatchRulesNospecifies the matching rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session
0MarketDataFeedTypesNospecifies the market data feed types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session
01309NoAllows trading rules to be expressed by trading session
1336NoIdentifier for the trading session Must be provided if NoTradingSessions > 0 Set to [N/A] if values are not specific to trading session
1625NoIdentifier for the trading session Set to [N/A] if values are not specific to trading session sub id
1TradingSessionRulesNoContains trading rules specified at the trading session level
0TickRulesNoThis block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the security
0LotTypeRulesNoSpecifies the lot types that are valid for trading. The scope of the rule is determined by the context in which the component is used.
0PriceLimitsNoSpecifies the price limit rules that are valid for trading. The scope of the rule is determined by the context in which the component is used.
0827No
0562NoThe minimum order quantity that can be submitted for an order.
01140NoThe maximum order quantity that can be submitted for a security. For listed derivatives this indicates the minimum quantity necessary for an order or trade to qualify as a block trade
01143NoThe maximum price variation of an execution from one event to the next for a given security. Expressed in absolute price terms.
01144No
01245NoUsed when the trading currency can differ from the price currency
0561NoTrading lot size of security
01310NoNumber of Market Segments on which a security may trade.
11301NoIdentifies the market which lists and trades the instrument.
11300NoIdentifies the segment of the market to which the specify trading rules and listing rules apply.
1SecurityTradingRulesNo
1StrikeRulesNoThis block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument.
0DerivativeInstrumentNoOptional block which can be used to to summarize common attributes shared across a set of option instruments which belong to the same series.
0DerivativeInstrumentAttributeNoAdditional attribution for the instrument series
0MarketSegmentGrpNoSecurity trading and listing attributes for the series level
01312No
11210NoCode to represent the type of instrument attribute
11211NoAttribute value appropriate to the NestedInstrAttribType field
01311No
11313No
11314No
01214NoCommon, "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.
01215NoUsed 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.
01216NoTakes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.
01217NoRequired if SecurityID is specified.
0DerivativeSecurityAltIDGrpNo
01246NoIndicates the type of product the security is associated with (high-level category)
01228NoIdentifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc
01243NoUsed to indicate if a product or group of product supports the creation of flexible securities
01247NoAn exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.
01248NoIndicates 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.
01249NoIt 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.)
01250NoSub-type qualification/identification of the SecurityType (e.g. for SecurityType=MLEG). If specified, SecurityType is required.
01251NoSpecifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S and P futures). Note MaturityDate (a full date) can also be specified.
01252NoSpecifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S and 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.
01253No
01254NoIndicator to determine if Instrument is Settle on Open.
01255No
01256NoGives the current state of the instrument
01276NoDate instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.
01257NoThe 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.
01258NoISO 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.
01259NoA two-character state or province abbreviation.
01260NoThe three-character IATA code for a locale (e.g. airport code for Municipal Bonds).
01261NoUsed for derivatives, such as options and covered warrants
01262NoUsed for derivatives
01263NoUsed for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.
01264NoUsed for derivatives. The number of shares/units for the financial instrument involved in the option trade.
01265NoUsed 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.
01266NoFor Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.
01267NoMinimum price increment for the instrument. Could also be used to represent tick value.
01268NoMinimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231]
01269No
01270No
01315No
01316No
01317NoSettlement method for a contract. Can be used as an alternative to CFI Code value
01318NoMethod for price quotation
01319NoFor futures, indicates type of valuation method applied
01320NoIndicates whether strikes are pre-listed only or can also be defined via user request
01321NoUsed to express the ceiling price of a capped call
01322NoUsed to express the floor price of a capped put
01323No
01299NoType of exercise of a derivatives security
01225NoCash amount indicating the pay out associated with an option. For binary options this is a fixed amount
01271NoUsed to indicate a time unit for the contract (e.g., days, weeks, months, etc.)
01272NoCan be used to identify the security.
01273NoPosition Limit for the instrument.
01274NoNear-term Position Limit for the instrument.
01275No
01277NoMust be set if EncodedIssuer field is specified and must immediately precede it.
01278NoEncoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.
01279No
01280NoMust be set if EncodedSecurityDesc field is specified and must immediately precede it.
01281NoEncoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.
0DerivativeSecurityXMLNoEmbedded XML document describing security.
01285NoMust be present for MBS or TBA
0DerivativeEventsGrpNo
0DerivativeInstrumentPartiesNo
01292NoShould contain unique combinations of DerivativeInstrumentPartyID, DerivativeInstrumentPartyIDSource, and DerivativeInstrumentPartyRole
11293NoUsed to identify party id related to instrument series
11294NoUsed to identify source of instrument series party id
11295NoUsed to identify the role of instrument series party id
1DerivativeInstrumentPartySubIDsGrpNo

Modified existing elements in messages and components

Please note modification in the xsl that does not conform to the FPL pattern of <xsl:when test = 'MsgID = xxx and Position = yyy'> where xxx is a MsgID number and yyy is an Position number may not appear here. If it does appear here it actions may be inaccurately reported, check the underlying XSL for existance.

NameIndTagReqdDescription
Replace this, test is MsgID = 1003 and Position = 29.2
Instrument0996NoUsed to indicate the size of the underlying commodity on which the contract is based (e.g., 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc.)
With this
Instrument0996No
Replace this, test is MsgID = 2087 and Position = 2.01
SecLstUpdRelSymGrp1SecurityTradingDefinitionNoNew block to contain all the security details related to trading the security in an electronic environment
With this
Message Contents deleted
Replace this, test is MsgID = 2087 and Position = 2.3
SecLstUpdRelSymGrp1336No
With this
Message Contents deleted
Replace this, test is MsgID = 2087 and Position = 2.4
SecLstUpdRelSymGrp1625No
With this
Message Contents deleted
Replace this, test is MsgID = 2055 and Position = 16.1
SecListGrp1SecurityTradingDefinitionNoNew block to contain all the security details related to trading the security in an electronic environment
With this
Message Contents deleted
Replace this, test is MsgID = 2055 and Position = 19
SecListGrp1336No
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Message Contents deleted
Replace this, test is MsgID = 2055 and Position = 20
SecListGrp1625No
With this
Message Contents deleted
Replace this, test is MsgID = 37 and Position = 15.3
SecurityDefinition0SecurityTradingDefinitionNoNew block to contain all the security details related to trading the security in an electronic environment
With this
Message Contents deleted
Replace this, test is MsgID = 95 and Position = 2.51
SecurityDefinitionUpdateReport0SecurityTradingDefinitionNoNew block to contain all the security details related to trading the security in an electronic environment
With this
Message Contents deleted
Replace this, test is MsgID = 37 and Position = 15.3
SecurityDefinition0SecurityTradingDefinitionNoNew block to contain all the security details related to trading the security in an electronic environment
With this
Message Contents deleted
Replace this, test is MsgID = 37 and Position = 10
SecurityDefinition0336No
With this
Message Contents deleted
Replace this, test is MsgID = 37 and Position = 11
SecurityDefinition0625No
With this
Message Contents deleted
Replace this, test is MsgID = 95 and Position = 2.51
SecurityDefinitionUpdateReport0SecurityTradingDefinitionNoNew block to contain all the security details related to trading the security in an electronic environment
With this
Message Contents deleted
Replace this, test is MsgID = 1058 and Position = 1
SecurityTradingDefinition0827NoManner in which the security trading eligibility will expire. New value allows previously specified last eligible trade date and time to be indicated
With this
Message Contents deleted
Replace this, test is MsgID = 1058 and Position = 1.1
SecurityTradingDefinition0561NoTrading lot size of security
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Message Contents deleted
Replace this, test is MsgID = 1058 and Position = 1.2
SecurityTradingDefinition0562NoThe minimum order quantity that can be submitted for an order
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Message Contents deleted
Replace this, test is MsgID = 1058 and Position = 1.3
SecurityTradingDefinition01140NoThe maximum order quantity that can be submitted for a security
With this
Message Contents deleted
Replace this, test is MsgID = 1058 and Position = 1.4
SecurityTradingDefinition01142NoThe type of algorithm used to match orders in a specific security on an electronic trading platform. Possible values are FIFO, Allocation, Pro-rata, Lead Market Maker, Currency Calendar
With this
Message Contents deleted
Replace this, test is MsgID = 1058 and Position = 1.41
SecurityTradingDefinition0MDFeedTypesGrpNo
With this
Message Contents deleted
Replace this, test is MsgID = 1058 and Position = 1.5
SecurityTradingDefinition01143NoThe maximum price variation of an execution from one event to the next for a given security
With this
Message Contents deleted
Replace this, test is MsgID = 1058 and Position = 1.6
SecurityTradingDefinition01144NoCommonly used in listed derivatives. Indicates that an implied market should be created for either the legs of a multi-leg instrument (Implied-out) or for the multi-leg instrument based on the existence of the legs (Implied-out). Determination as to whether implied markets should be created is generally done at the level of the multi-leg instrument
With this
Message Contents deleted
Replace this, test is MsgID = 1058 and Position = 1.7
SecurityTradingDefinition01148NoAllowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected
With this
Message Contents deleted
Replace this, test is MsgID = 1058 and Position = 1.8
SecurityTradingDefinition01149NoAllowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected
With this
Message Contents deleted
Replace this, test is MsgID = 1058 and Position = 1.9
SecurityTradingDefinition01150NoReference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settlement price or closing price of the prior trading day.
With this
Message Contents deleted
Replace this, test is MsgID = 2050 and Position = 8
RelSymDerivSecGrp1336No
With this
Message Contents deleted
Replace this, test is MsgID = 2050 and Position = 9
RelSymDerivSecGrp1625No
With this
Message Contents deleted
Replace this, test is MsgID = 95 and Position = 2
SecurityDefinitionUpdateReport0336No
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Message Contents deleted
Replace this, test is MsgID = 95 and Position = 2.1
SecurityDefinitionUpdateReport0625No
With this
Message Contents deleted
Replace this, test is MsgID = 2105 and Position = 1.1
Message Contents deleted
With this
11219No
Replace this, test is MsgID = 2105 and Position = 1.2
Message Contents deleted
With this
11220No
Replace this, test is MsgID = 2050 and Position = 4
RelSymDerivSecGrp1827No
With this
Message Contents deleted
Replace this, test is MsgID = 2107 and Position = 1.9
Message Contents deleted
With this
1355NoEncoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
Replace this, test is MsgID = 1049 and Position = 2.3
Message Contents deleted
With this
Message Contents deleted
Replace this, test is MsgID = 2018 and Position = 8
InstrmtLegExecGrp1NestedPartiesNoInsert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" Used for NestedPartyRole=Leg Clearing Firm/Account, Leg Account/Account Type
With this
Message Contents deleted
Replace this, test is MsgID = 2026 and Position = 4
LegPreAllocGrp1NestedParties2NoInsert here the set of "Nested Parties #2" (firm identification "second instance of nesting" within additional repeating group) fields defined in "Common Components of Application Messages"
With this
Message Contents deleted
Replace this, test is MsgID = 103 and Position = 7
Message Contents deleted
With this
Message Contents deleted
Replace this, test is MsgID = 1005 and Position = 29.1
InstrumentLeg0999NoUsed to indicate the size of the underlying commodity on which the contract is based (e.g., 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc.)
With this
InstrumentLeg0999No
Replace this, test is MsgID = 1021 and Position = 30.1
UnderlyingInstrument0998NoUsed to indicate the size of the underlying commodity on which the contract is based (e.g., 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc.)
With this
UnderlyingInstrument0998No

New messages added this EP

MsgTypeNameCategorySectionAbbreviation
BRDerivativeSecurityListUpdateReportSecurityAndTradingSessionDefinitionOrStatusPre TradeDerivSecListUpd

Modified messages added this EP

Please note modification in the xsl that does not conform to the FPL pattern of <xsl:when test = 'MsgID = xxx'> where xxx is a MsgID number may not appear here. If it does appear here it actions may be inaccurately reported, check the underlying XSL for existance.

MsgTypeNameCategorySectionAbbreviation

New components added this EP

NameCategoryTypeAbbreviation
TickRulesCommonImplicitBlockRepeatingTickRules
StrikeRulesCommonImplicitBlockRepeatingStrkRules
MaturityRulesCommonImplicitBlockRepeatingMatRules
SecondaryPriceLimitsCommonImplicitBlockPxLmts2
PriceLimitsCommonImplicitBlockPxLmts
MarketDataFeedTypesCommonImplicitBlockRepeatingMDFeedTyps
LotTypeRulesCommonImplicitBlockRepeatingLotTypeRules
MatchRulesCommonImplicitBlockRepeatingMtchRules
ExecInstRulesCommonImplicitBlockRepeatingExecInstRules
TimeInForceRulesCommonImplicitBlockRepeatingTmInForceRules
OrdTypeRulesCommonImplicitBlockRepeatingOrdTypRules
TradingSessionRulesCommonImplicitBlockTrdgSesRules
TradingSessionRulesGrpCommonImplicitBlockRepeatingTrdgSesRulesGrp
BaseTradingRulesCommonImplicitBlockBaseTrdgRules
MarketSegmentGrpCommonImplicitBlockRepeatingMktSegGrp
DerivativeInstrumentPartySubIDsGrpCommonImplicitBlockRepeatingSub
DerivativeInstrumentPartiesCommonImplicitBlockRepeatingPty
DerivativeInstrumentAttributeCommonImplicitBlockRepeatingAttrb
NestedInstrumentAttributeCommonImplicitBlockRepeatingAttrb
DerivativeInstrumentCommonImplicitBlockDerivInstrmt
DerivativeSecurityAltIDGrpCommonImplicitBlockRepeatingAID
DerivativeEventsGrpCommonImplicitBlockRepeatingEvnt
DerivativeSecurityDefinitionCommonImplicitBlockDerivSecDef
RelSymDerivSecUpdGrpCommonImplicitBlockRepeatingRelSym
DerivativeSecurityXMLCommonXMLDataBlockSecXML

Modified components in this EP

Please note modification in the xsl that does not conform to the FPL pattern of <xsl:when test = 'MsgID = xxx'> where xxx is a MsgID number may not appear here. If it does appear here it actions may be inaccurately reported, check the underlying XSL for existance.

NameCategoryTypeAbbreviation
Replace this, test is ComponentName = 'SecurityTradingDefinition'
SecurityTradingDefinitionCommonBlockSecurityTradingDefinition
With this
Component deleted
Replace this, test is MsgID = 2100 and ComponentName = 'MDFeedTypesGrp'
MDFeedTypesGrpMarketDataImplicitBlockRepeatingMDFeedTypesGrp
With this
Component deleted