FIX 4.4 : <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)

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 <455> block. Requires SecurityIDSource <22> if specified.

22 SecurityIDSource 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 <22> are populated and should not duplicate the SecurityID <48> and SecurityIDSource <22> values contained in the SecurityID <48>/SecurityIDSource <22> 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 <22> 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.

Required for Fixed Income. Refer to Volume 7 - Fixed Income

Futures and Options should be specified using the CFICode <461>[461] field instead of SecurityType <167>[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.)

762 SecuritySubType N

Sub-type qualification/identification of the SecurityType <167> (e.g. for SecurityType <167>="MLEG"). If specified, SecurityType <167> 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 <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

(Deprecated, use UnderlyingSecurityType <310> (310) )

226 RepurchaseTerm N

(Deprecated, use TerminationType <788> (788) )

227 RepurchaseRate N

(Deprecated, use Price <44> (44) )

228 Factor N

For Fixed Income: Amortization Factor <228> 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 <228> * Price <44> = Gross Trade Amount

For Derivatives: Contract Value Factor <228> by which price must be adjusted to determine the true nominal value of one futures/options contract.

(Qty * Price <44>) * Factor <228> = 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 <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

(Deprecated, use YieldRedemptionDate <696> (696) in <<YieldData>> component block)

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>[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.

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

864 NoEvents N

Number of repeating EventType <865> group entries.

=> 865 EventType N

Put, Call, Tender, Sinking Fund Call, etc.

=> 866 EventDate N

Date of event

=> 867 EventPx N

Predetermined price of issue at event, if applicable

=> 868 EventText N

Comments

873 DatedDate N

If different from IssueDate <225>

874 InterestAccrualDate N

If different from IssueDate <225> and DatedDate <873>

Used In