FIX 4.3 : <Instrument> component block

Structure | Used In

Description

No specific description is available.

Structure

Tag Field Name Req'd Comments
55 Symbol N

Common, "human understood" representation of the security. SecurityID <48> value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles)

65 SymbolSfx N
48 SecurityID N

Takes precedence in identifying security to counterparty over SecurityAltID <455> block. Requires SecurityIDSource if specified.

22 SecurityIDSource(formerly named: IDSource prior to FIX 4.3) N

Required if SecurityID <48> is specified.

454 NoSecurityAltID N

Number of alternate Security Identifiers

=> 455 SecurityAltID N

Security Alternate identifier for this security

First member of repeating group - must be specified if NoSecurityAltID <454> > 0

The Security Alternative identifier block should not be populated unless SecurityID <48> and SecurityIDSource are populated and should not duplicate the SecurityID <48> and SecurityIDSource values contained in the SecurityID <48>/SecurityIDSource tags. Use of SecurityAltID <455> may be used if bilaterally agreed to assist in security identification, and does not imply an obligation on the receiver of the message to ensure validity or consistency with the SecurityID <48> and SecurityIDSource fields which take precedence.

=> 456 SecurityAltIDSource N

Source of SecurityAltID <455>. Required if SecurityAltID <455> is specified.

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 <461> be used instead of SecurityType <167> for non-Fixed Income instruments.

167 SecurityType N

It is recommended that CFICode <461> be used instead of SecurityType <167> for non-Fixed Income instruments.

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.')

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 <541> (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 <200> and/or this field.

When using MaturityMonthYear <200>, it is recommended that markets and sell sides report the MaturityDate <541> 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

Identifies the collateral used in the transaction. For Fixed Income, required for RP and RVRP security types.

226 RepurchaseTerm N

Number of business days before repurchase of a repo.

227 RepurchaseRate N

Percent of par at which a Repo will be repaid. Represented as a percent, e.g. .9525 represents 95-1/4 percent of par.

228 Factor N

Fraction for deriving Current face from Original face for TIPS, ABS or MBS Fixed Income securities. Note the fraction may be greater than, equal to or less than 1.

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 <421> code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID <48> (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

Return of investor's principal in a security. Bond redemption can occur before maturity date.

202 StrikePrice N

Used for derivatives, such as options and covered warrants

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 <349> field is specified and must immediately precede it.

349 EncodedIssuer N

Encoded (non-ASCII characters) representation of the Issuer <106> field in the encoded format specified via the MessageEncoding <347> field.

107 SecurityDesc N
350 EncodedSecurityDescLen N

Must be set if EncodedSecurityDesc <351> field is specified and must immediately precede it.

351 EncodedSecurityDesc N

Encoded (non-ASCII characters) representation of the SecurityDesc <107> field in the encoded format specified via the MessageEncoding <347> field.

Used In

Onix Solutions