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FIX 5.0 SP1 : <Instrument> component block

Structure | Used In

Description

The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX.

Structure

Tag Field Name Req'd Comments
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 Block - <SecAltIDGrp> N Number of alternate Security Identifiers
460 Product N Indicates the type of product the security is associated with (high-level category)
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&amp;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&amp;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.

224 CouponPaymentDate N Date interest is to be paid. Used in identifying Corporate Bond issues.
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
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.
223 CouponRate N For Fixed Income.
207 SecurityExchange N Can be used to identify the security.
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.
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 Block - <EvntGrp> N Number of repeating EventType group entries.
873 DatedDate N If different from IssueDate
874 InterestAccrualDate N If different from IssueDate and DatedDate
965 SecurityStatus N Gives the current state of the instrument
966 SettleOnOpenFlag N Indicator to determine if Instrument is Settle on Open.
1049 InstrmtAssignmentMethod N
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.
969 MinPriceIncrement N Minimum price increment for the instrument. Could also be used to represent tick value.
970 PositionLimit N Position Limit for the instrument.
971 NTPositionLimit N Near-term Position Limit for the instrument.
Component Block - <InstrumentParties> N Used to identify the parties listing a specific instrument
996 UnitOfMeasure N 0
997 TimeUnit N Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)
1079 MaturityTime N
1151 SecurityGroup N An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.
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]
1147 UnitOfMeasureQty N
Component Block - <SecurityXML> N Embedded XML document describing security.
1227 ProductComplex N Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc
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
1195 OptPayAmount 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
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
1197 FuturesValuationMethod N For futures, indicates type of valuation method applied

Used In

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