Instrument Component

<Instrmt>

Tag Field Name AbbrName Req'd Comments
55 Symbol Sym 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 Sfx 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 ID Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.
22 SecurityIDSource Src Required if SecurityID is specified.
SecAltIDGrp AID Number of alternate Security Identifiers
460 Product Prod Indicates the type of product the security is associated with (high-level category)
1227 ProductComplex ProdCmplx Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc
1151 SecurityGroup SecGrp An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.
461 CFICode CFI 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 SecTyp 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 SubTyp Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.
200 MaturityMonthYear MMY 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 MatDt 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.
1079 MaturityTime MatTm
966 SettleOnOpenFlag SettlOnOpenFlag Indicator to determine if Instrument is Settle on Open.
1049 InstrmtAssignmentMethod AsgnMeth
965 SecurityStatus Status Gives the current state of the instrument
224 CouponPaymentDate CpnPmt Date interest is to be paid. Used in identifying Corporate Bond issues.
225 IssueDate Issued Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.
239 RepoCollateralSecurityType RepoCollSecTyp (Deprecated from this message as of FIX.4.4)
226 RepurchaseTerm (Deprecated in FIX.4.4) RepoTrm (Deprecated from this message as of FIX.4.4)
227 RepurchaseRate (Deprecated in FIX.4.4) RepoRt (Deprecated from this message as of FIX.4.4)
228 Factor Fctr 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 CrdRtg
543 InstrRegistry Rgstry 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 IssuCtry 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 StPrv A two-character state or province abbreviation.
472 LocaleOfIssue Lcl The three-character IATA code for a locale (e.g. airport code for Municipal Bonds).
240 RedemptionDate (Deprecated in FIX.4.4) Redeem (Deprecated from this message as of FIX.4.4)
202 StrikePrice StrkPx Used for derivatives, such as options and covered warrants
947 StrikeCurrency StrkCcy Used for derivatives
967 StrikeMultiplier StrkMult Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.
968 StrikeValue StrkValu Used for derivatives. The number of shares/units for the financial instrument involved in the option trade.
206 OptAttribute OptAt 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 Mult For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.
969 MinPriceIncrement MinPxIncr Minimum price increment for the instrument. Could also be used to represent tick value.
1146 MinPriceIncrementAmount MinPxIncrAmt 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 UOM 0
1147 UnitOfMeasureQty UOMQty
1191 PriceUnitOfMeasure PxUOM
1192 PriceUnitOfMeasureQty PxUOMQty
1193 SettlMethod SettlMeth Settlement method for a contract. Can be used as an alternative to CFI Code value
1194 ExerciseStyle ExerStyle Type of exercise of a derivatives security
1195 OptPayAmount OptPayAmt Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount
1196 PriceQuoteMethod PxQteMeth Method for price quotation
1197 FuturesValuationMethod FutValMeth For futures, indicates type of valuation method applied
1198 ListMethod ListMeth Indicates whether the instruments are pre-listed only or can also be defined via user request
1199 CapPrice CapPx Used to express the ceiling price of a capped call
1200 FloorPrice FlrPx Used to express the floor price of a capped put
201 PutOrCall PutCall Used to express option right
1244 FlexibleIndicator FlexInd 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 FlexProdElig Used to indicate if a product or group of product supports the creation of flexible securities
997 TimeUnit TmUnit Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)
223 CouponRate CpnRt For Fixed Income.
207 SecurityExchange Exch Can be used to identify the security.
970 PositionLimit PosLmt Position Limit for the instrument.
971 NTPositionLimit NTPosLmt Near-term Position Limit for the instrument.
106 Issuer Issr
348 EncodedIssuerLen EncIssrLen Must be set if EncodedIssuer field is specified and must immediately precede it.
349 EncodedIssuer EncIssr Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.
107 SecurityDesc Desc
350 EncodedSecurityDescLen EncSecDescLen Must be set if EncodedSecurityDesc field is specified and must immediately precede it.
351 EncodedSecurityDesc EncSecDesc Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.
SecurityXML SecXML Embedded XML document describing security.
691 Pool Pool Identifies MBS / ABS pool
667 ContractSettlMonth CSetMo Must be present for MBS/TBA
875 CPProgram CPPgm The program under which a commercial paper is issued
876 CPRegType CPRegT The registration type of a commercial paper issuance
EvntGrp Evnt Number of repeating EventType group entries.
873 DatedDate Dated If different from IssueDate
874 InterestAccrualDate IntAcrl If different from IssueDate and DatedDate
InstrumentParties Pty Used to identify the parties listing a specific instrument
Used in the following messages and components
IOI Advertisement ExecutionReport NewOrderSingle OrderCancelRequest OrderCancelReplaceRequest OrderStatusRequest AllocationInstruction DontKnowTradeDK Quote MarketDataSnapshotFullRefresh QuoteStatusRequest SecurityDefinitionRequest SecurityDefinition SecurityStatusRequest SecurityStatus OrderMassCancelRequest OrderMassCancelReport NewOrderCross CrossOrderCancelReplaceRequest CrossOrderCancelRequest SecurityListRequest NewOrderMultileg MultilegOrderCancelReplace TradeCaptureReportRequest TradeCaptureReport OrderMassStatusRequest QuoteStatusReport QuoteResponse Confirmation PositionMaintenanceRequest PositionMaintenanceReport RequestForPositions RequestForPositionsAck PositionReport TradeCaptureReportRequestAck TradeCaptureReportAck AllocationReport AssignmentReport CollateralRequest CollateralAssignment CollateralResponse CollateralReport CollateralInquiry CollateralInquiryAck ContraryIntentionReport SecurityDefinitionUpdateReport AllocationInstructionAlert TradingSessionStatus ExecutionAcknowledgement OrderMassActionRequest OrderMassActionReport InstrmtGrp InstrmtMDReqGrp InstrmtStrkPxGrp ListOrdGrp MDIncGrp QuotCxlEntriesGrp QuotEntryAckGrp QuotEntryGrp QuotReqGrp QuotReqRjctGrp RelSymDerivSecGrp RFQReqGrp SecListGrp SecLstUpdRelSymGrp SettlObligationInstructions RelSymDerivSecUpdGrp