Tag |
Name |
Type |
Description |
Added |
Updated |
Deprecated |
1 |
Account |
String |
Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.
|
FIX.2.7 |
|
|
2 |
AdvId |
String |
Unique identifier of advertisement message. (Prior to FIX 4.1 this field was of type int)
|
FIX.2.7 |
|
|
3 |
AdvRefID |
String |
Reference identifier used with CANCEL and REPLACE transaction types. (Prior to FIX 4.1 this field was of type int)
|
FIX.2.7 |
|
|
4 |
AdvSide |
char |
Broker's side of advertised trade
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
B |
Buy |
Buy |
FIX.2.7 |
|
|
S |
Sell |
Sell |
FIX.2.7 |
|
|
T |
Trade |
Trade |
FIX.2.7 |
|
|
X |
Cross |
Cross |
FIX.2.7 |
|
|
|
FIX.2.7 |
|
|
5 |
AdvTransType |
String |
Identifies advertisement message transaction type
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
N |
New |
New |
FIX.2.7 |
|
|
C |
Cancel |
Cancel |
FIX.2.7 |
|
|
R |
Replace |
Replace |
FIX.2.7 |
|
|
|
FIX.2.7 |
|
|
6 |
AvgPx |
Price |
Calculated average price of all fills on this order. For Fixed Income trades AvgPx is always expressed as percent-of-par, regardless of the PriceType (423) of LastPx (31). I.e., AvgPx will contain an average of percent-of-par values (see LastParPx (669)) for issues traded in Yield, Spread or Discount.
|
FIX.2.7 |
|
|
7 |
BeginSeqNo |
SeqNum |
Message sequence number of first message in range to be resent
|
FIX.2.7 |
|
|
8 |
BeginString |
String |
Identifies beginning of new message and protocol version. ALWAYS FIRST FIELD IN MESSAGE. (Always unencrypted) Valid values: FIXT.1.1
|
FIX.2.7 |
|
|
9 |
BodyLength |
Length |
Message length, in bytes, forward to the CheckSum field. ALWAYS SECOND FIELD IN MESSAGE. (Always unencrypted)
|
FIX.2.7 |
|
|
10 |
CheckSum |
String |
Three byte, simple checksum (see Volume 2: "Checksum Calculation" for description). ALWAYS LAST FIELD IN MESSAGE; i.e. serves, with the trailing , as the end-of-message delimiter. Always defined as three characters. (Always unencrypted)
|
FIX.2.7 |
|
|
11 |
ClOrdID |
String |
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field.
|
FIX.2.7 |
|
|
12 |
Commission |
Amt |
Commission. Note if CommType (13) is percentage, Commission of 5% should be represented as .05.
|
FIX.2.7 |
|
|
13 |
CommType |
char |
Specifies the basis or unit used to calculate the total commission based on the rate.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
PerUnit |
Implying shares, par, currency, physical unit etc. Use CommissionUnitOfMeasure(1238) to clarify for commodities. |
FIX.2.7 |
FIX.5.0SP2EP204 |
|
2 |
Percent |
Percent |
FIX.2.7 |
|
|
3 |
Absolute |
Total monetary amount. |
FIX.2.7 |
FIX.5.0SP2EP204 |
|
4 |
PercentageWaivedCashDiscount |
For use with CIV buy orders. |
FIX.4.3 |
FIX.5.0SP2EP204 |
|
5 |
PercentageWaivedEnhancedUnits |
For use with CIV buy orders. |
FIX.4.3 |
FIX.5.0SP2EP204 |
|
6 |
PointsPerBondOrContract |
Specify ContractMultiplier(231) in the Instrument component if the security is denominated in a size other than the market convention, e.g. 1000 par for bonds. |
FIX.4.3 |
FIX.5.0SP2EP204 |
|
8 |
AmountPerContract |
Specify ContractMultiplier(231) in the Instrument component if the security is denominated in a size other than the market convention. |
FIX.5.0SP2EP204 |
|
|
7 |
BasisPoints |
The commission is expressed in basis points in reference to the gross price of the reference asset. |
FIX.5.0SP2EP208 |
|
|
|
FIX.2.7 |
FIX.5.0SP2EP204 |
|
14 |
CumQty |
Qty |
Total quantity (e.g. number of shares) filled. (Prior to FIX 4.2 this field was of type int)
|
FIX.2.7 |
|
|
15 |
Currency |
Currency |
Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values.
|
FIX.2.7 |
|
|
16 |
EndSeqNo |
SeqNum |
Message sequence number of last message in range to be resent. If request is for a single message BeginSeqNo (7) = EndSeqNo. If request is for all messages subsequent to a particular message, EndSeqNo = "0" (representing infinity).
|
FIX.2.7 |
|
|
17 |
ExecID |
String |
Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType (150)=I (Order Status)). Uniqueness must be guaranteed within a single trading day or the life of a multi-day order. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days. (Prior to FIX 4.1 this field was of type int).
|
FIX.2.7 |
FIX.5.0SP1EP95 |
|
18 |
ExecInst |
MultipleCharValue |
Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
StayOnOfferSide |
Stay on offer side |
FIX.2.7 |
|
|
1 |
NotHeld |
Not held |
FIX.2.7 |
|
|
2 |
Work |
Work |
FIX.2.7 |
|
|
3 |
GoAlong |
Go along |
FIX.2.7 |
|
|
4 |
OverTheDay |
Over the day |
FIX.2.7 |
|
|
5 |
Held |
Held |
FIX.2.7 |
|
|
6 |
ParticipateDoNotInitiate |
Participate don't initiate |
FIX.2.7 |
|
|
7 |
StrictScale |
Strict scale |
FIX.2.7 |
|
|
8 |
TryToScale |
Try to scale |
FIX.2.7 |
|
|
9 |
StayOnBidSide |
Stay on bid side |
FIX.2.7 |
|
|
A |
NoCross |
Cross is forbidden. |
FIX.2.7 |
FIX.5.0SP2EP134 |
|
B |
OKToCross |
OK to cross |
FIX.2.7 |
|
|
C |
CallFirst |
Call first |
FIX.2.7 |
|
|
D |
PercentOfVolume |
Indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage. |
FIX.2.7 |
FIX.5.0SP2EP134 |
|
E |
DoNotIncrease |
Do not increase - DNI |
FIX.2.7 |
|
|
F |
DoNotReduce |
Do not reduce - DNR |
FIX.2.7 |
|
|
G |
AllOrNone |
All or none - AON |
FIX.2.7 |
|
|
H |
ReinstateOnSystemFailure |
Mutually exclusive with Q and l (lower case L). |
FIX.4.3 |
FIX.5.0SP2EP134 |
|
I |
InstitutionsOnly |
Institutions only |
FIX.3.0 |
|
|
J |
ReinstateOnTradingHalt |
Mutually exclusive with K and m. |
FIX.4.3 |
FIX.5.0SP2EP134 |
|
K |
CancelOnTradingHalt |
Mutually exclusive with J and m. |
FIX.4.3 |
FIX.5.0SP2EP134 |
|
L |
LastPeg |
Last peg (last sale) |
FIX.3.0 |
|
FIX.5.0 |
M |
MidPricePeg |
Mid-price peg (midprice of inside quote) |
FIX.3.0 |
|
FIX.5.0 |
N |
NonNegotiable |
Non-negotiable |
FIX.3.0 |
|
|
O |
OpeningPeg |
Opening peg |
FIX.3.0 |
|
FIX.5.0 |
P |
MarketPeg |
Market peg |
FIX.3.0 |
|
FIX.5.0 |
Q |
CancelOnSystemFailure |
Mutually exclusive with H and l(lower case L). |
FIX.4.3 |
FIX.5.0SP2EP134 |
|
R |
PrimaryPeg |
Primary market - buy at bid, sell at offer. |
FIX.3.0 |
FIX.5.0SP2EP134 |
FIX.5.0 |
S |
Suspend |
Suspend |
FIX.3.0 |
|
|
T |
FixedPegToLocalBestBidOrOfferAtTimeOfOrder |
Fixed peg to local best bid or offer at time of order |
FIX.4.4EP35 |
FIX.5.0SP2EP134 |
FIX.5.0 |
U |
CustomerDisplayInstruction |
Used in US Markets for: SEC Rule 11Ac1-1/4. |
FIX.4.1 |
FIX.5.0SP2EP134 |
|
V |
Netting |
Netting (for Forex) |
FIX.4.1 |
|
|
W |
PegToVWAP |
Peg to VWAP |
FIX.4.2 |
|
FIX.5.0 |
X |
TradeAlong |
Trade along |
FIX.4.3 |
FIX.5.0SP2EP134 |
|
Y |
TryToStop |
Try to stop |
FIX.4.3 |
FIX.5.0SP2EP134 |
|
Z |
CancelIfNotBest |
Cancel if not best |
FIX.4.4 |
|
|
a |
TrailingStopPeg |
Trailing stop peg |
FIX.4.4 |
FIX.5.0SP2EP134 |
FIX.5.0 |
b |
StrictLimit |
No price improvement. |
FIX.4.4 |
FIX.5.0SP2EP134 |
|
c |
IgnorePriceValidityChecks |
Ignore price validity checks |
FIX.4.4 |
FIX.5.0SP2EP134 |
|
d |
PegToLimitPrice |
Peg to limit price |
FIX.4.4 |
FIX.5.0SP2EP134 |
FIX.5.0 |
e |
WorkToTargetStrategy |
Work to target strategy |
FIX.4.4 |
FIX.5.0SP2EP134 |
|
f |
IntermarketSweep |
Intermarket sweep |
FIX.4.4EP6 |
FIX.5.0SP2EP134 |
|
g |
ExternalRoutingAllowed |
External routing allowed |
FIX.4.4EP14 |
FIX.5.0SP2EP134 |
|
h |
ExternalRoutingNotAllowed |
External routing not allowed |
FIX.4.4EP14 |
FIX.5.0SP2EP134 |
|
i |
ImbalanceOnly |
Imbalance only |
FIX.4.4EP22 |
FIX.5.0SP2EP134 |
|
j |
SingleExecutionRequestedForBlockTrade |
Single execution requested for block trade |
FIX.4.4EP6 |
|
|
k |
BestExecution |
Best execution |
FIX.4.4EP35 |
FIX.5.0SP2EP134 |
|
l |
SuspendOnSystemFailure |
Mutually exclusive with H and Q. |
FIX.5.0EP58 |
FIX.5.0SP2EP134 |
|
m |
SuspendOnTradingHalt |
Mutually exclusive with J and K. |
FIX.5.0EP58 |
FIX.5.0SP2EP134 |
|
n |
ReinstateOnConnectionLoss |
Mutually exclusive with o and p. |
FIX.5.0EP58 |
FIX.5.0SP2EP134 |
|
o |
CancelOnConnectionLoss |
Mutually exclusive with n and p. |
FIX.5.0EP58 |
FIX.5.0SP2EP134 |
|
p |
SuspendOnConnectionLoss |
Mutually exclusive with n and o. |
FIX.5.0EP58 |
FIX.5.0SP2EP134 |
|
q |
Release |
Mutually exclusive with S and w. |
FIX.5.0EP58 |
FIX.5.0SP2EP134 |
|
r |
ExecuteAsDeltaNeutral |
Execute as delta neutral using volatility provided |
FIX.5.0EP59 |
|
|
s |
ExecuteAsDurationNeutral |
Execute as duration neutral |
FIX.5.0EP59 |
|
|
t |
ExecuteAsFXNeutral |
Execute as FX neutral |
FIX.5.0EP59 |
|
|
u |
MinGuaranteedFillEligible |
Minimum guaranteed fill eligible |
FIX.5.0SP2EP101 |
FIX.5.0SP2EP134 |
|
v |
BypassNonDisplayLiquidity |
Bypass non-displayed liquidity |
FIX.5.0SP2EP101 |
FIX.5.0SP2EP134 |
|
w |
Lock |
Mutually exclusive with q. |
FIX.5.0SP2EP131 |
FIX.5.0SP2EP134 |
|
x |
IgnoreNotionalValueChecks |
Ignore notional value checks |
FIX.5.0SP2EP134 |
|
|
y |
TrdAtRefPx |
In the context of Reg NMS and the Tick Size Pilot Program, this is intended to indicate the order should Trade At Intermarket Sweep Order (TAISO) price. |
FIX.5.0SP2EP210 |
|
|
|
FIX.2.7 |
|
|
19 |
ExecRefID |
String |
Reference identifier used with Trade, Trade Cancel and Trade Correct execution types. (Prior to FIX 4.1 this field was of type int)
|
FIX.2.7 |
|
|
21 |
HandlInst |
char |
Instructions for order handling on Broker trading floor
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
AutomatedExecutionNoIntervention |
Automated execution order, private, no Broker intervention |
FIX.2.7 |
|
|
2 |
AutomatedExecutionInterventionOK |
Automated execution order, public, Broker intervention OK |
FIX.2.7 |
|
|
3 |
ManualOrder |
Manual order, best execution |
FIX.2.7 |
|
|
|
FIX.2.7 |
|
|
22 |
SecurityIDSource |
String |
Identifies class or source of the SecurityID(48) value.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
CUSIP |
CUSIP |
FIX.2.7 |
|
|
2 |
SEDOL |
SEDOL |
FIX.2.7 |
|
|
3 |
QUIK |
QUIK |
FIX.2.7 |
|
|
4 |
ISINNumber |
ISIN |
FIX.3.0 |
FIX.5.0SP2EP232 |
|
5 |
RICCode |
RIC |
FIX.3.0 |
FIX.5.0SP2EP232 |
|
6 |
ISOCurrencyCode |
ISO Currency Code |
FIX.4.1 |
|
|
7 |
ISOCountryCode |
ISO Country Code |
FIX.4.1 |
|
|
8 |
ExchangeSymbol |
Exchange symbol |
FIX.4.2 |
FIX.5.0SP2EP119 |
|
9 |
ConsolidatedTapeAssociation |
Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) |
FIX.4.2 |
|
|
A |
BloombergSymbol |
Bloomberg Symbol |
FIX.4.3 |
|
|
B |
Wertpapier |
Wertpapier |
FIX.4.3 |
|
|
C |
Dutch |
Dutch |
FIX.4.3 |
|
|
D |
Valoren |
Valoren |
FIX.4.3 |
|
|
E |
Sicovam |
Sicovam |
FIX.4.3 |
|
|
F |
Belgian |
Belgian |
FIX.4.3 |
|
|
G |
Common |
"Common" (Clearstream and Euroclear) |
FIX.4.3 |
|
|
H |
ClearingHouse |
Clearing house / Clearing organization |
FIX.4.4 |
FIX.5.0SP2EP119 |
|
I |
ISDAFpMLSpecification |
ISDA/FpML product specification (XML in SecurityXML(1185)) |
FIX.4.4 |
FIX.5.0SP2EP119 |
|
J |
OptionPriceReportingAuthority |
Option Price Reporting Authority |
FIX.4.4 |
|
|
K |
ISDAFpMLURL |
ISDA/FpML product URL (URL in SecurityID(48)) |
FIX.4.4EP15 |
FIX.5.0SP2EP119 |
|
L |
LetterOfCredit |
Letter of credit |
FIX.4.4EP8 |
FIX.5.0SP2EP119 |
|
M |
MarketplaceAssignedIdentifier |
Marketplace-assigned Identifier |
FIX.5.0EP58 |
|
|
N |
MarkitREDEntityCLIP |
Markit RED entity CLIP |
FIX.5.0SP2EP119 |
|
|
P |
MarkitREDPairCLIP |
Markit RED pair CLIP |
FIX.5.0SP2EP119 |
|
|
Q |
CFTCCommodityCode |
CFTC commodity code |
FIX.5.0SP2EP140 |
|
|
R |
ISDACommodityReferencePrice |
ISDA Commodity Reference Price |
FIX.5.0SP2EP140 |
|
|
S |
FinancialInstrumentGlobalIdentifier |
An Object Management Group (OMG) standard. Also referred to as FIGI. Formerly known as "Bloomberg Open Symbology BBGID". |
FIX.5.0SP2EP158 |
FIX.5.0SP2EP202 |
|
T |
LegalEntityIdentifier |
Legal entity identifier |
FIX.5.0SP2EP161 |
|
|
U |
Synthetic |
Used to specify that the security identifier is synthetic for linking nested underliers when there is no market identifier for the collection. |
FIX.5.0SP2EP187 |
|
|
V |
FidessaInstrumentMnemonic |
Fidessa Instrument Mnemonic (FIM) |
FIX.5.0SP2EP220 |
|
|
W |
IndexName |
Standard name of the index or rate index, e.g. "LIBOR" or "iTraxx Australia. |
FIX.5.0SP2EP232 |
|
|
X |
UniformSymbol |
Uniform Symbol (UMTF Symbol) |
FIX.5.0SP2EP242 |
|
|
|
FIX.2.7 |
FIX.5.0SP2EP161 |
|
23 |
IOIID |
String |
Unique identifier of IOI message. (Prior to FIX 4.1 this field was of type int)
|
FIX.2.7 |
|
|
25 |
IOIQltyInd |
char |
Relative quality of indication
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
H |
High |
High |
FIX.2.7 |
|
|
L |
Low |
Low |
FIX.2.7 |
|
|
M |
Medium |
Medium |
FIX.2.7 |
|
|
|
FIX.2.7 |
|
|
26 |
IOIRefID |
String |
Reference identifier used with CANCEL and REPLACE, transaction types. (Prior to FIX 4.1 this field was of type int)
|
FIX.2.7 |
|
|
27 |
IOIQty |
String |
Quantity (e.g. number of shares) in numeric form or relative size.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
S |
Small |
Small |
FIX.4.4EP25 |
|
|
M |
Medium |
Medium |
FIX.4.4EP25 |
|
|
L |
Large |
Large |
FIX.4.4EP25 |
|
|
U |
UndisclosedQuantity |
Undisclosed Quantity |
FIX.4.4EP25 |
|
|
|
FIX.2.7 |
|
|
28 |
IOITransType |
char |
Identifies IOI message transaction type
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
N |
New |
New |
FIX.2.7 |
|
|
C |
Cancel |
Cancel |
FIX.2.7 |
|
|
R |
Replace |
Replace |
FIX.2.7 |
|
|
|
FIX.2.7 |
|
|
29 |
LastCapacity |
char |
Broker capacity in order execution
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Agent |
Agent |
FIX.2.7 |
|
|
2 |
CrossAsAgent |
Cross as agent |
FIX.2.7 |
|
|
3 |
CrossAsPrincipal |
Cross as principal |
FIX.2.7 |
|
|
4 |
Principal |
Principal |
FIX.2.7 |
|
|
5 |
RisklessPrincipal |
Riskless principal |
FIX.5.0SP2EP222 |
|
|
|
FIX.2.7 |
|
|
30 |
LastMkt |
Exchange |
Market of execution for last fill, or an indication of the market where an order was routed Valid values: See "Appendix 6-C"
In the context of ESMA RTS 1 Annex I, Table 3, Field 6 "Venue of Execution" it is required that the "venue where the transaction was executed" be identified using ISO 10383 (MIC). Additionally, ESMA requires the use of "MIC code 'XOFF' for financial instruments admitted to trading or traded on a trading venue, where the transaction on that financial instrument is not executed on a trading venue, systematic internaliser or organized trading platform outside of the Union. Use 'SINT' for financial instruments admitted to trading or traded on a trading venue, where the transaction is executed on a systematic internaliser."
|
FIX.2.7 |
FIX.5.0SP2EP228 |
|
31 |
LastPx |
Price |
Price of this (last) fill.
|
FIX.2.7 |
|
|
32 |
LastQty |
Qty |
Quantity (e.g. shares) bought/sold on this (last) fill. (Prior to FIX 4.2 this field was of type int)
|
FIX.2.7 |
|
|
33 |
NoLinesOfText |
NumInGroup |
Identifies number of lines of text body
|
FIX.2.7 |
|
|
34 |
MsgSeqNum |
SeqNum |
Integer message sequence number.
|
FIX.2.7 |
|
|
35 |
MsgType |
String |
Defines message type ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted) Note: A "U" as the first character in the MsgType field (i.e. U, U2, etc) indicates that the message format is privately defined between the sender and receiver. *** Note the use of lower case letters ***
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Heartbeat |
The Heartbeat monitors the status of the communication link and identifies when the last of a string of messages was not received. |
|
|
|
9 |
OrderCancelReject |
The order cancel reject message is issued by the broker upon receipt of a cancel request or cancel/replace request message which cannot be honored. |
|
|
|
BJ |
TradingSessionList |
The Trading Session List message is sent as a response to a Trading Session List Request. The Trading Session List should contain the characteristics of the trading session and the current state of the trading session. |
|
|
|
BI |
TradingSessionListRequest |
The Trading Session List Request is used to request a list of trading sessions available in a market place and the state of those trading sessions. A successful request will result in a response from the counterparty of a Trading Session List (MsgType=BJ) message that contains a list of zero or more trading sessions. |
|
|
|
BQ |
SettlementObligationReport |
The Settlement Obligation Report message provides a central counterparty, institution, or individual counterparty with a capacity for reporting the final details of a currency settlement obligation. |
|
|
|
BR |
DerivativeSecurityListUpdateReport |
The Derivative Security List Update Report message is used to send updates to an option family or the strikes that comprise an option family. |
|
|
|
BS |
TradingSessionListUpdateReport |
The Trading Session List Update Report is used by marketplaces to provide intra-day updates of trading sessions when there are changes to one or more trading sessions. |
|
|
|
BT |
MarketDefinitionRequest |
The Market Definition Request message is used to request for market structure information from the Respondent that receives this request. |
|
|
|
BU |
MarketDefinition |
The MarketDefinition(35=BU) message is used to respond to MarketDefinitionRequest(35=BT). In a subscription, it will be used to provide the initial snapshot of the information requested. Subsequent updates are provided by the MarketDefinitionUpdateReport(35=BV). |
|
|
|
BV |
MarketDefinitionUpdateReport |
In a subscription for market structure information, this message is used once the initial snapshot of the information has been sent using the MarketDefinition(35=BU) message. |
|
|
|
BW |
ApplicationMessageRequest |
This message is used to request a retransmission of a set of one or more messages generated by the application specified in RefApplID (1355). |
|
|
|
BX |
ApplicationMessageRequestAck |
This message is used to acknowledge an Application Message Request providing a status on the request (i.e. whether successful or not). This message does not provide the actual content of the messages to be resent. |
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A |
Logon |
The logon message authenticates a user establishing a connection to a remote system. The logon message must be the first message sent by the application requesting to initiate a FIX session. |
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BY |
ApplicationMessageReport |
This message is used for three difference purposes: to reset the ApplSeqNum (1181) of a specified ApplID (1180). to indicate that the last message has been sent for a particular ApplID, or as a keep-alive mechanism for ApplIDs with infrequent message traffic. |
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BZ |
OrderMassActionReport |
The Order Mass Action Report is used to acknowledge an Order Mass Action Request. Note that each affected order that is suspended or released or canceled is acknowledged with a separate Execution Report for each order. |
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CA |
OrderMassActionRequest |
The Order Mass Action Request message can be used to request the suspension or release of a group of orders that match the criteria specified within the request. This is equivalent to individual Order Cancel Replace Requests for each order with or without adding "S" to the ExecInst values. It can also be used for mass order cancellation. |
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CB |
UserNotification |
The User Notification message is used to notify one or more users of an event or information from the sender of the message. This message is usually sent unsolicited from a marketplace (e.g. Exchange, ECN) to a market participant. |
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CC |
StreamAssignmentRequest |
In certain markets where market data aggregators fan out to end clients the pricing streams provided by the price makers, the price maker may assign the clients to certain pricing streams that the price maker publishes via the aggregator. An example of this use is in the FX markets where clients may be assigned to different pricing streams based on volume bands and currency pairs. |
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CD |
StreamAssignmentReport |
he StreamAssignmentReport message is in response to the StreamAssignmentRequest message. It provides information back to the aggregator as to which clients to assign to receive which price stream based on requested CCY pair. This message can be sent unsolicited to the Aggregator from the Price Maker. |
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CE |
StreamAssignmentReportACK |
This message is used to respond to the Stream Assignment Report, to either accept or reject an unsolicited assingment. |
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CF |
PartyDetailsListRequest |
The PartyDetailsListRequest is used to request party detail information. |
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CG |
PartyDetailsListReport |
The PartyDetailsListReport message is used to disseminate party details between counterparties. PartyDetailsListReport messages may be sent in response to a PartyDetailsListRequest message or sent unsolicited. |
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CH |
MarginRequirementInquiry |
The purpose of this message is to initiate a margin requirement inquiry for a margin account. The inquiry may be submitted at the detail level or the summary level. It can also be used to inquire margin excess/deficit or net position information. Margin excess/deficit will provide information about the surplus or shortfall compared to the previous trading day or a more recent margin calculation. An inquiry for net position information will trigger one or more PositionReport messages instead of one or more MarginRequirementReport messages.
If the inquiry is made at the detail level, an Instrument block must be provided with the desired level of detail. If the inquiry is made at the summary level, the Instrument block is not provided, implying a summary request is being made. For example, if the inquiring firm specifies the Security Type of “FUT” in the Instrument block, then a detail report will be generated containing the margin requirements for all futures positions for the inquiring account. Similarly, if the inquiry is made at the summary level, the report will contain the total margin requirement aggregated to the margin account level. |
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B |
News |
The news message is a general free format message between the broker and institution. The message contains flags to identify the news item's urgency and to allow sorting by subject company (symbol). The News message can be originated at either the broker or institution side, or exchanges and other marketplace venues. |
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CI |
MarginRequirementInquiryAck |
Used to respond to a Margin Requirement Inquiry. |
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CJ |
MarginRequirementReport |
The Margin Requirement Report returns information about margin requirement either as on overview across all margin accounts or on a detailed level due to the inquiry making use of the optional Instrument component block. Application sequencing can be used to re-request a range of reports. |
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CK |
PartyDetailsListUpdateReport |
The PartyDetailsListUpdateReport(35=CK) is used to disseminate updates to party detail information. |
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CL |
PartyRiskLimitsRequest |
The PartyRiskLimitsRequest message is used to request for risk information for specific parties, specific party roles or specific instruments. |
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CM |
PartyRiskLimitsReport |
The PartyRiskLimitsReport message is used to communicate party risk limits. The message can either be sent as a response to the PartyRiskLimitsRequest message or can be published unsolicited. |
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CN |
SecurityMassStatusRequest |
None |
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CO |
SecurityMassStatus |
None |
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CQ |
AccountSummaryReport |
The AccountSummaryReport is provided by the clearinghouse to its clearing members on a daily basis. It contains margin, settlement, collateral and pay/collect data for each clearing member level account type. Clearing member account types will be described through use of the Parties component and PtysSubGrp sub-component. In certain usages, the clearing members can send the AccountSummaryReport message to the clearinghouse as needed. For example, clearing members can send this message to the clearinghouse to identify the value of collateral for each customer (to satisfy CFTC Legally Segregated Operationally Commingled (LSOC) regulatory reporting obligations). Clearing organizations can also send the AccountSummaryReport message to regulators to meet regulatory reporting obligations. For example, clearing organizations can use this message to submit daily reports for each clearing member (“CM”) by house origin and by each customer origin for all futures, options, and swaps positions, and all securities positions held in a segregated account or pursuant to a cross margining agreement, to a regulator (e.g. to the CFTC to meet Part 39, Section 39.19 reporting obligations). |
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CR |
PartyRiskLimitsUpdateReport |
The PartyRiskLimitsUpdateReport(35=CR) is used to convey incremental changes to risk limits. It is similar to the regular report but uses the PartyRiskLimitsUpdateGrp component instead of the PartyRiskLimitsGrp component to include an update action. |
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CS |
PartyRiskLimitsDefinitionRequest |
PartyRiskLimitDefinitionRequest is used for defining new risk limits. |
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C |
Email |
The email message is similar to the format and purpose of the News message, however, it is intended for private use between two parties. |
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CT |
PartyRiskLimitsDefinitionRequestAck |
PartyRiskLimitDefinitionRequestAck is used for accepting (with or without changes) or rejecting the definition of risk limits. |
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CU |
PartyEntitlementsRequest |
The PartyEntitlementsRequest message is used to request for entitlement information for one or more party(-ies), specific party role(s), or specific instruments(s). |
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CV |
PartyEntitlementsReport |
The PartyEntitlementsReport is used to report entitlements for one or more parties, party role(s), or specific instrument(s). |
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CW |
QuoteAck |
The QuoteAck(35=CW) message is used to acknowledge a Quote(35=S) submittal or request to cancel an individual quote using the QuoteCancel(35=Z) message during a Quote/Negotiation dialog. |
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CX |
PartyDetailsDefinitionRequest |
The PartyDetailsDefinitionRequest(35=CX) is used for defining new parties and modifying or deleting existing parties information, including the relationships between parties. The recipient of the message responds with a PartyDetailsDefinitionRequestAck(35=CY) to indicate whether the request was accepted or rejected. |
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CY |
PartyDetailsDefinitionRequestAck |
The PartyDetailsDefinitionRequestAck(35=CY) is used as a response to the PartyDetailsDefinitionRequest(35=CX) message. The request can be accepted (with or without changes) or rejected. |
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CZ |
PartyEntitlementsUpdateReport |
The PartyEntitlementsUpdateReport(35=CZ) is used to convey incremental changes to party entitlements. It is similar to the PartyEntitlementsReport(35=CV). This message uses the PartyEntitlementsUpdateGrp component which includes the ability to specify an update action using ListUpdateAction(1324). |
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DA |
PartyEntitlementsDefinitionRequest |
The PartyEntitlementsDefinitionRequest(35=DA) is used for defining new entitlements, and modifying or deleting existing entitlements for the specified party(-ies). |
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DB |
PartyEntitlementsDefinitionRequestAck |
The PartyEntitlementsDefinitionRequestAck(35=DB) is used as a response to the PartyEntitlemensDefinitionRequest(35=DA) to accept (with or without changes) or reject the definition of party entitlements. |
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DC |
TradeMatchReport |
The TradeMatchReport(35=DC) message is used by exchanges and ECN’s to report matched trades to central counterparties (CCPs) as an atomic event. The message is used to express the one-to-one, one-to-many and many-to-many matches as well as implied matches in which more complex instruments can match with simpler instruments. |
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D |
NewOrderSingle |
The new order message type is used by institutions wishing to electronically submit securities and forex orders to a broker for execution. The New Order message type may also be used by institutions or retail intermediaries wishing to electronically submit Collective Investment Vehicle (CIV) orders to a broker or fund manager for execution. |
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DD |
TradeMatchReportAck |
The TradeMatchReportAck(35=DD) is used to respond to theTradeMatchReport(35=DC) message. It may be used to report on the status of the request (e.g. accepting the request or rejecting the request). |
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DE |
PartyRiskLimitsReportAck |
PartyRiskLimitsReportAck is an optional message used as a response to the PartyRiskLimitReport(35=CM) or PartyRiskLimitUpdateReport(35=CR) messages to acknowledge or reject those messages. |
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DF |
PartyRiskLimitCheckRequest |
PartyRiskLimitCheckRequest is used to request for approval of credit or risk limit amount intended to be used by a party in a transaction from another party that holds the information. |
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DG |
PartyRiskLimitCheckRequestAck |
PartyRiskLimitCheckRequestAck is used to acknowledge a PartyRiskLimitCheckRequest(35=DF) message and to respond whether the limit check request was approved or not. When used to accept the PartyRiskLimitCheckRequest(35=DF) message the Respondent may also include the limit amount that was approved. |
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DH |
PartyActionRequest |
The PartyActionRequest message is used suspend or halt the specified party from further trading activities at the Respondent. The Respondent must respond with a PartyActionReport(35=DI) message. |
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DI |
PartyActionReport |
Used to respond to the PartyActionRequest(35=DH) message, indicating whether the request has been received, accepted or rejected. Can also be used in an unsolicited manner to report party actions, e.g. reinstatements after a manual intervention out of band. |
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DJ |
MassOrder |
The MassOrder(35=DJ) message can be used to add, modify or delete multiple unrelated orders with a single message. Apart from clearing related attributes, only the key order attributes for high performance trading are available. |
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DK |
MassOrderAck |
The mass order acknowledgement message is used to acknowledge the receipt of and the status for a MassOrder(35=DJ) message. |
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DL |
PositionTransferInstruction |
The PositionTransferInstruction(35=DL) is sent by clearing firms to CCPs to initiate position transfers, or to accept or decline position transfers. |
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DM |
PositionTransferInstructionAck |
The PositionTransferInstructionAck(35=DM) is sent by CCPs to clearing firms to acknowledge position transfer instructions, and to report errors processing position transfer instructions. |
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E |
NewOrderList |
The NewOrderList Message can be used in one of two ways depending on which market conventions are being followed. |
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DN |
PositionTransferReport |
The PositionTransferReport(35=DN) is sent by CCPs to clearing firms indicating of positions that are to be transferred to the clearing firm, or to report on status of the transfer to the clearing firms involved in the transfer process. |
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DO |
MarketDataStatisticsRequest |
The MarketDataStatisticsRequest(35=DO) is used to request for statistical data. The simple form is to use an identifier (MDStatisticID(2475)) assigned by the market place which would denote a pre-defined statistical report. Alternatively, or also in addition, the request can define a number of parameters for the desired statistical information. |
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DP |
MarketDataStatisticsReport |
The MarketDataStatisticsReport(35=DP) is used to provide unsolicited statistical information or in response to a specific request. Each report contains a set of statistics for a single entity which could be a market, a market segment, a security list or an instrument. |
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DQ |
CollateralReportAck |
CollateralReportAck(35=DQ) is used as a response to the CollateralReport(35=BA). It can be used to reject a CollateralReport(35=BA) when the content of the report is invalid based on the business rules of the receiver. The message may also be used to acknowledge receipt of a valid CollateralReport(35=BA). |
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DR |
MarketDataReport |
The MarketDataReport(35=DR) message is used to provide delimiting references (e.g. start and end markers in a continuous broadcast) and details about the number of market data messages sent in a given distribution cycle. |
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DS |
CrossRequest |
The CrossRequest(35=DS) message is used to indicate the submission of orders or quotes that may result in a crossed trade. |
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DT |
CrossRequestAck |
The CrossRequestAck(35=DT) message is used to confirm the receipt of a CrossRequest(35=DS) message. |
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DU |
AllocationInstructionAlertRequest |
This message is used in a clearinghouse 3-party allocation model to request for AllocationInstructionAlert(35=BM) from the clearinghouse. The request may be used to obtain a one-time notification of the status of an allocation group. |
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DV |
AllocationInstructionAlertRequestAck |
This message is used in a clearinghouse 3-party allocation model to acknowledge a AllocationInstructionAlertRequest(35=DU) message for an AllocationInstructionAlert(35=BM) message from the clearinghouse. |
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DW |
TradeAggregationRequest |
TradeAggregationRequest(35=DW) is used to request that the identified trades between the initiator and respondent be aggregated together for further processing. |
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F |
OrderCancelRequest |
The order cancel request message requests the cancellation of all of the remaining quantity of an existing order. Note that the Order Cancel/Replace Request should be used to partially cancel (reduce) an order). |
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DX |
TradeAggregationReport |
TradeAggregationReport(35=DX) is used to respond to the TradeAggregationRequest(35=DW) message. It provides the status of the request (e.g. accepted or rejected) and may also provide additional information supplied by the respondent. |
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DY |
PayReport |
PayReport(35=DY) may be used to respond to the PayRequest(35=EA) message. It provides the status of the request (e.g. accepted, disputed) and may provide additional information related to the request. PayReport(35=DY) may also be sent unsolicited by the broker to a client. In which case the client may acknowledge and resolve disputes out-of-band or with a simple PayReportAck(35=DZ). PayReport(35=DY) may also be sent unsolicited to report the progress status of the payment itself with PayReportTransType(2804)=2 (Status).
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DZ |
PayReportAck |
PayReportAck(35=DZ) is used as a response to the PayReport(35=DY) message. It may be used to accept, reject or dispute the details of the PayReport(35=DY) depending on the business rules of the receiver. This message may also be used to acknowledge the receipt of a PayReport(35=DY) message. |
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EA |
PayRequest |
PayRequest(35=EA) message is used to communicate a future or expected payment to be made or received related to a trade or contract after its settlement. |
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EB |
PayRequestAck |
PayRequestAck(35=EB) is used to acknowledge the receipt of the PayRequest(35=EA) message (i.e. a technical acknowledgement of receipt). Acceptance or rejection of the request is reported in the corresponding PayReport(35=DY). |
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G |
OrderCancelReplaceRequest |
The order cancel/replace request is used to change the parameters of an existing order. Do not use this message to cancel the remaining quantity of an outstanding order, use the Order Cancel Request message for this purpose. |
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H |
OrderStatusRequest |
The order status request message is used by the institution to generate an order status message back from the broker. |
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J |
AllocationInstruction |
The Allocation Instruction message provides the ability to specify how an order or set of orders should be subdivided amongst one or more accounts. In versions of FIX prior to version 4.4, this same message was known as the Allocation message. Note in versions of FIX prior to version 4.4, the allocation message was also used to communicate fee and expense details from the Sellside to the Buyside. This role has now been removed from the Allocation Instruction and is now performed by the new (to version 4.4) Allocation Report and Confirmation messages.,The Allocation Report message should be used for the Sell-side Initiated Allocation role as defined in previous versions of the protocol. |
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1 |
TestRequest |
The test request message forces a heartbeat from the opposing application. The test request message checks sequence numbers or verifies communication line status. The opposite application responds to the Test Request with a Heartbeat containing the TestReqID. |
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K |
ListCancelRequest |
The List Cancel Request message type is used by institutions wishing to cancel previously submitted lists either before or during execution. |
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L |
ListExecute |
The List Execute message type is used by institutions to instruct the broker to begin execution of a previously submitted list. This message may or may not be used, as it may be mirroring a phone conversation. |
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M |
ListStatusRequest |
The list status request message type is used by institutions to instruct the broker to generate status messages for a list. |
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N |
ListStatus |
The list status message is issued as the response to a List Status Request message sent in an unsolicited fashion by the sell-side. It indicates the current state of the orders within the list as they exist at the broker's site. This message may also be used to respond to the List Cancel Request. |
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P |
AllocationInstructionAck |
In versions of FIX prior to version 4.4, this message was known as the Allocation ACK message. The Allocation Instruction Ack message is used to acknowledge the receipt of and provide status for an Allocation Instruction message. |
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Q |
DontKnowTrade |
The Don’t Know Trade (DK) message notifies a trading partner that an electronically received execution has been rejected. This message can be thought of as an execution reject message. |
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R |
QuoteRequest |
In some markets it is the practice to request quotes from brokers prior to placement of an order. The quote request message is used for this purpose. This message is commonly referred to as an Request For Quote (RFQ) |
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S |
Quote |
The Quote message is used as the response to a Quote Request or a Quote Response message in both indicative, tradeable, and restricted tradeable quoting markets. |
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T |
SettlementInstructions |
The Settlement Instructions message provides the broker’s, the institution’s, or the intermediary’s instructions for trade settlement. This message has been designed so that it can be sent from the broker to the institution, from the institution to the broker, or from either to an independent "standing instructions" database or matching system or, for CIV, from an intermediary to a fund manager. |
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V |
MarketDataRequest |
Some systems allow the transmission of real-time quote, order, trade, trade volume, open interest, and/or other price information on a subscription basis. A MarketDataRequest(35=V) is a general request for market data on specific securities or forex quotes. The values in the fields provided within the request will serve as further filter criteria for the result set. |
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2 |
ResendRequest |
The resend request is sent by the receiving application to initiate the retransmission of messages. This function is utilized if a sequence number gap is detected, if the receiving application lost a message, or as a function of the initialization process. |
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W |
MarketDataSnapshotFullRefresh |
The Market Data messages are used as the response to a Market Data Request message. In all cases, one Market Data message refers only to one Market Data Request. It can be used to transmit a 2-sided book of orders or list of quotes, a list of trades, index values, opening, closing, settlement, high, low, or VWAP prices, the trade volume or open interest for a security, or any combination of these. |
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X |
MarketDataIncrementalRefresh |
The Market Data message for incremental updates may contain any combination of new, changed, or deleted Market Data Entries, for any combination of instruments, with any combination of trades, imbalances, quotes, index values, open, close, settlement, high, low, and VWAP prices, trade volume and open interest so long as the maximum FIX message size is not exceeded. All of these types of Market Data Entries can be changed and deleted. |
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Y |
MarketDataRequestReject |
The Market Data Request Reject is used when the broker cannot honor the Market Data Request, due to business or technical reasons. Brokers may choose to limit various parameters, such as the size of requests, whether just the top of book or the entire book may be displayed, and whether Full or Incremental updates must be used. |
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Z |
QuoteCancel |
The Quote Cancel message is used by an originator of quotes to cancel quotes. The Quote Cancel message supports cancellation of: • All quotes • Quotes for a specific symbol or security ID • All quotes for a security type • All quotes for an underlying |
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a |
QuoteStatusRequest |
The quote status request message is used for the following purposes in markets that employ tradeable or restricted tradeable quotes: • For the issuer of a quote in a market to query the status of that quote (using the QuoteID to specify the target quote). • To subscribe and unsubscribe for Quote Status Report messages for one or more securities. |
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b |
MassQuoteAck |
Mass Quote Acknowledgement is used as the application level response to a Mass Quote message. |
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c |
SecurityDefinitionRequest |
The SecurityDefinitionRequest(35=c) message is used for the following: 1. Request a specific security to be traded with the second party. The requested security can be defined as a multileg security made up of one or more instrument legs. 2. Request a set of individual securities for a single market segment. 3. Request all securities, independent of market segment. |
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d |
SecurityDefinition |
The SecurityDefinition(35=d) message is used for the following: 1. Accept the security defined in a SecurityDefinition(35=d) message. 2. Accept the security defined in a SecurityDefinition(35=d) message with changes to the definition and/or identity of the security. 3. Reject the security requested in a SecurityDefinition(35=d) message. 4. Respond to a request for securities within a specified market segment. 5. Convey comprehensive security definition for all market segments that the security participates in. 6. Convey the security's trading rules that differ from default rules for the market segment. |
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e |
SecurityStatusRequest |
The Security Status Request message provides for the ability to request the status of a security. One or more Security Status messages are returned as a result of a Security Status Request message. |
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f |
SecurityStatus |
The Security Status message provides for the ability to report changes in status to a security. The Security Status message contains fields to indicate trading status, corporate actions, financial status of the company. The Security Status message is used by one trading entity (for instance an exchange) to report changes in the state of a security. |
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3 |
Reject |
The reject message should be issued when a message is received but cannot be properly processed due to a session-level rule violation. An example of when a reject may be appropriate would be the receipt of a message with invalid basic data which successfully passes de-encryption, CheckSum and BodyLength checks. |
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g |
TradingSessionStatusRequest |
The Trading Session Status Request is used to request information on the status of a market. With the move to multiple sessions occurring for a given trading party (morning and evening sessions for instance) there is a need to be able to provide information on what product is trading on what market. |
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h |
TradingSessionStatus |
The Trading Session Status provides information on the status of a market. For markets multiple trading sessions on multiple-markets occurring (morning and evening sessions for instance), this message is able to provide information on what products are trading on what market during what trading session. |
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i |
MassQuote |
The Mass Quote message can contain quotes for multiple securities to support applications that allow for the mass quoting of an option series. Two levels of repeating groups have been provided to minimize the amount of data required to submit a set of quotes for a class of options (e.g. all option series for IBM). |
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j |
BusinessMessageReject |
The Business Message Reject message can reject an application-level message which fulfills session-level rules and cannot be rejected via any other means. Note if the message fails a session-level rule (e.g. body length is incorrect), a session-level Reject message should be issued. |
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k |
BidRequest |
The BidRequest Message can be used in one of two ways depending on which market conventions are being followed. In the "Non disclosed" convention (e.g. US/European model) the BidRequest message can be used to request a bid based on the sector, country, index and liquidity information contained within the message itself. In the "Non disclosed" convention the entry repeating group is used to define liquidity of the program. See " Program/Basket/List Trading" for an example. In the "Disclosed" convention (e.g. Japanese model) the BidRequest message can be used to request bids based on the ListOrderDetail messages sent in advance of BidRequest message. In the "Disclosed" convention the list repeating group is used to define which ListOrderDetail messages a bid is being sort for and the directions of the required bids. |
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l |
BidResponse |
The Bid Response message can be used in one of two ways depending on which market conventions are being followed. In the "Non disclosed" convention the Bid Response message can be used to supply a bid based on the sector, country, index and liquidity information contained within the corresponding bid request message. See "Program/Basket/List Trading" for an example. In the "Disclosed" convention the Bid Response message can be used to supply bids based on the List Order Detail messages sent in advance of the corresponding Bid Request message. |
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m |
ListStrikePrice |
The strike price message is used to exchange strike price information for principal trades. It can also be used to exchange reference prices for agency trades. |
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n |
XMLnonFIX |
None |
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o |
RegistrationInstructions |
The Registration Instructions message type may be used by institutions or retail intermediaries wishing to electronically submit registration information to a broker or fund manager (for CIV) for an order or for an allocation. |
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p |
RegistrationInstructionsResponse |
The Registration Instructions Response message type may be used by broker or fund manager (for CIV) in response to a Registration Instructions message submitted by an institution or retail intermediary for an order or for an allocation. |
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4 |
SequenceReset |
The sequence reset message is used by the sending application to reset the incoming sequence number on the opposing side. |
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q |
OrderMassCancelRequest |
The order mass cancel request message requests the cancellation of all of the remaining quantity of a group of orders matching criteria specified within the request. NOTE: This message can only be used to cancel order messages (reduce the full quantity). |
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r |
OrderMassCancelReport |
The Order Mass Cancel Report is used to acknowledge an Order Mass Cancel Request. Note that each affected order that is canceled is acknowledged with a separate Execution Report or Order Cancel Reject message. |
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s |
NewOrderCross |
Used to submit a cross order into a market. The cross order contains two order sides (a buy and a sell). The cross order is identified by its CrossID. |
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t |
CrossOrderCancelReplaceRequest |
Used to modify a cross order previously submitted using the New Order - Cross message. See Order Cancel Replace Request for details concerning message usage. |
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u |
CrossOrderCancelRequest |
Used to fully cancel the remaining open quantity of a cross order. |
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v |
SecurityTypeRequest |
The Security Type Request message is used to return a list of security types available from a counterparty or market. |
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w |
SecurityTypes |
The Security Type Request message is used to return a list of security types available from a counterparty or market. |
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x |
SecurityListRequest |
The Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request |
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y |
SecurityList |
The Security List message is used to return a list of securities that matches the criteria specified in a Security List Request. |
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z |
DerivativeSecurityListRequest |
The Derivative Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request |
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5 |
Logout |
The logout message initiates or confirms the termination of a FIX session. Disconnection without the exchange of logout messages should be interpreted as an abnormal condition. |
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AA |
DerivativeSecurityList |
The Derivative Security List message is used to return a list of securities that matches the criteria specified in a Derivative Security List Request. |
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|
|
AB |
NewOrderMultileg |
The New Order - Multileg is provided to submit orders for securities that are made up of multiple securities, known as legs. |
|
|
|
AC |
MultilegOrderCancelReplace |
Used to modify a multileg order previously submitted using the New Order - Multileg message. See Order Cancel Replace Request for details concerning message usage. |
|
|
|
AD |
TradeCaptureReportRequest |
The Trade Capture Report Request can be used to: • Request one or more trade capture reports based upon selection criteria provided on the trade capture report request • Subscribe for trade capture reports based upon selection criteria provided on the trade capture report request. |
|
|
|
AE |
TradeCaptureReport |
The Trade Capture Report message can be: - Used to report trades between counterparties. - Used to report trades to a trade matching system. - Sent unsolicited between counterparties. - Sent as a reply to a Trade Capture Report Request. - Used to report unmatched and matched trades. |
|
|
|
AF |
OrderMassStatusRequest |
The order mass status request message requests the status for orders matching criteria specified within the request. |
|
|
|
AG |
QuoteRequestReject |
The Quote Request Reject message is used to reject Quote Request messages for all quoting models. |
|
|
|
AH |
RFQRequest |
In tradeable and restricted tradeable quoting markets – Quote Requests are issued by counterparties interested in ascertaining the market for an instrument. Quote Requests are then distributed by the market to liquidity providers who make markets in the instrument. The RFQ Request is used by liquidity providers to indicate to the market for which instruments they are interested in receiving Quote Requests. It can be used to register interest in receiving quote requests for a single instrument or for multiple instruments |
|
|
|
AI |
QuoteStatusReport |
The quote status report message is used: • as the response to a Quote Status Request message • as a response to a Quote Cancel message • as a response to a Quote Response message in a negotiation dialog (see Volume 7 – PRODUCT: FIXED INCOME and USER GROUP: EXCHANGES AND MARKETS) |
|
|
|
AJ |
QuoteResponse |
The QuoteResponse(35=AJ) message is used for the following purposes: 1. Respond to an IOI(35=6) message 2. Respond to a Quote(35=S) message 3. Counter a Quote 4. End a negotiation dialog 5. Follow-up or end a QuoteRequest(35=R) dialog that did not receive a response. |
|
|
|
6 |
IOI |
Indication of interest messages are used to market merchandise which the broker is buying or selling in either a proprietary or agency capacity. The indications can be time bound with a specific expiration value. Indications are distributed with the understanding that other firms may react to the message first and that the merchandise may no longer be available due to prior trade. Indication messages can be transmitted in various transaction types; NEW, CANCEL, and REPLACE. All message types other than NEW modify the state of the message identified in IOIRefID. |
|
|
|
AK |
Confirmation |
The Confirmation messages are used to provide individual trade level confirmations from the sell side to the buy side. In versions of FIX prior to version 4.4, this role was performed by the allocation message. Unlike the allocation message, the confirmation message operates at an allocation account (trade) level rather than block level, allowing for the affirmation or rejection of individual confirmations. |
|
|
|
AL |
PositionMaintenanceRequest |
The Position Maintenance Request message allows the position owner to submit requests to the holder of a position which will result in a specific action being taken which will affect the position. Generally, the holder of the position is a central counter party or clearing organization but can also be a party providing investment services. |
|
|
|
AM |
PositionMaintenanceReport |
The Position Maintenance Report message is sent by the holder of a positon in response to a Position Maintenance Request and is used to confirm that a request has been successfully processed or rejected. |
|
|
|
AN |
RequestForPositions |
The Request For Positions message is used by the owner of a position to request a Position Report from the holder of the position, usually the central counter party or clearing organization. The request can be made at several levels of granularity. |
|
|
|
AO |
RequestForPositionsAck |
The Request for Positions Ack message is returned by the holder of the position in response to a Request for Positions message. The purpose of the message is to acknowledge that a request has been received and is being processed. |
|
|
|
AP |
PositionReport |
The Position Report message is returned by the holder of a position in response to a Request for Position message. The purpose of the message is to report all aspects of a position and may be provided on a standing basis to report end of day positions to an owner. |
|
|
|
AQ |
TradeCaptureReportRequestAck |
The Trade Capture Request Ack message is used to: - Provide an acknowledgement to a Trade Capture Report Request in the case where the Trade Capture Report Request is used to specify a subscription or delivery of reports via an out-of-band ResponseTransmissionMethod. - Provide an acknowledgement to a Trade Capture Report Request in the case when the return of the Trade Capture Reports matching that request will be delayed or delivered asynchronously. This is useful in distributed trading system environments. - Indicate that no trades were found that matched the selection criteria specified on the Trade Capture Report Request or the Trade Capture Request was invalid for some business reason, such as request is not authorized, invalid or unknown instrument, party, trading session, etc. |
|
|
|
AR |
TradeCaptureReportAck |
The Trade Capture Report Ack message can be: - Used to acknowledge trade capture reports received from a counterparty. - Used to reject a trade capture report received from a counterparty. |
|
|
|
AS |
AllocationReport |
Sent from sell-side to buy-side, sell-side to 3rd-party or 3rd-party to buy-side, the Allocation Report (Claim) provides account breakdown of an order or set of orders plus any additional follow-up front-office information developed post-trade during the trade allocation, matching and calculation phase. In versions of FIX prior to version 4.4, this functionality was provided through the Allocation message. Depending on the needs of the market and the timing of "confirmed" status, the role of Allocation Report can be taken over in whole or in part by the Confirmation message. |
|
|
|
AT |
AllocationReportAck |
The Allocation Report Ack message is used to acknowledge the receipt of and provide status for an Allocation Report message. |
|
|
|
7 |
Advertisement |
Advertisement messages are used to announce completed transactions. The advertisement message can be transmitted in various transaction types; NEW, CANCEL and REPLACE. All message types other than NEW modify the state of a previously transmitted advertisement identified in AdvRefID. |
|
|
|
AU |
ConfirmationAck |
The Confirmation Ack (aka Affirmation) message is used to respond to a Confirmation message. |
|
|
|
AV |
SettlementInstructionRequest |
The Settlement Instruction Request message is used to request standing settlement instructions from another party. |
|
|
|
AW |
AssignmentReport |
Assignment Reports are sent from a clearing house to counterparties, such as a clearing firm as a result of the assignment process. |
|
|
|
AX |
CollateralRequest |
An initiator that requires collateral from a respondent sends a Collateral Request. The initiator can be either counterparty to a trade in a two party model or an intermediary such as an ATS or clearinghouse in a three party model. A Collateral Assignment is expected as a response to a request for collateral. |
|
|
|
AY |
CollateralAssignment |
Used to assign collateral to cover a trading position. This message can be sent unsolicited or in reply to a Collateral Request message. |
|
|
|
AZ |
CollateralResponse |
Used to respond to a Collateral Assignment message. |
|
|
|
BA |
CollateralReport |
Used to report collateral status when responding to a Collateral Inquiry message. |
|
|
|
BB |
CollateralInquiry |
Used to inquire for collateral status. |
|
|
|
BC |
NetworkCounterpartySystemStatusRequest |
This message is send either immediately after logging on to inform a network (counterparty system) of the type of updates required or to at any other time in the FIX conversation to change the nature of the types of status updates required. It can also be used with a NetworkRequestType of Snapshot to request a one-off report of the status of a network (or counterparty) system. Finally this message can also be used to cancel a request to receive updates into the status of the counterparties on a network by sending a NetworkRequestStatusMessage with a NetworkRequestType of StopSubscribing. |
|
|
|
BD |
NetworkCounterpartySystemStatusResponse |
This message is sent in response to a Network (Counterparty System) Status Request Message. |
|
|
|
8 |
ExecutionReport |
The execution report message is used to: 1. confirm the receipt of an order 2. confirm changes to an existing order (i.e. accept cancel and replace requests) 3. relay order status information 4. relay fill information on working orders 5. relay fill information on tradeable or restricted tradeable quotes 6. reject orders 7. report post-trade fees calculations associated with a trade |
|
|
|
BE |
UserRequest |
This message is used to initiate a user action, logon, logout or password change. It can also be used to request a report on a user's status. |
|
|
|
BF |
UserResponse |
This message is used to respond to a user request message, it reports the status of the user after the completion of any action requested in the user request message. |
|
|
|
BG |
CollateralInquiryAck |
Used to respond to a Collateral Inquiry in the following situations: • When the CollateralInquiry will result in an out of band response (such as a file transfer). • When the inquiry is otherwise valid but no collateral is found to match the criteria specified on the Collateral Inquiry message. • When the Collateral Inquiry is invalid based upon the business rules of the counterparty. |
|
|
|
BH |
ConfirmationRequest |
The Confirmation Request message is used to request a Confirmation message. |
|
|
|
BO |
ContraryIntentionReport |
The Contrary Intention Report is used for reporting of contrary expiration quantities for Saturday expiring options. This information is required by options exchanges for regulatory purposes. |
|
|
|
BP |
SecurityDefinitionUpdateReport |
This message is used for reporting updates to a product security master file. Updates could be the result of corporate actions or other business events. Updates may include additions, modifications or deletions. |
|
|
|
BK |
SecurityListUpdateReport |
The Security List Update Report is used for reporting updates to a Contract Security Masterfile. Updates could be due to Corporate Actions or other business events. Update may include additions, modifications and deletions. |
|
|
|
BL |
AdjustedPositionReport |
Used to report changes in position, primarily in equity options, due to modifications to the underlying due to corporate actions |
|
|
|
BM |
AllocationInstructionAlert |
This message is used in a 3-party allocation model where notification of group creation and group updates to counterparties is needed. The mssage will also carry trade information that comprised the group to the counterparties. |
|
|
|
BN |
ExecutionAck |
The Execution Report Acknowledgement message is an optional message that provides dual functionality to notify a trading partner that an electronically received execution has either been accepted or rejected (DK'd). |
|
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|
|
FIX.2.7 |
|
|
36 |
NewSeqNo |
SeqNum |
New sequence number
|
FIX.2.7 |
|
|
37 |
OrderID |
String |
Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days.
|
FIX.2.7 |
|
|
38 |
OrderQty |
Qty |
Quantity ordered. This represents the number of shares for equities or par, face or nominal value for FI instruments. (Prior to FIX 4.2 this field was of type int)
|
FIX.2.7 |
|
|
39 |
OrdStatus |
char |
Identifies current status of order. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
New |
New |
FIX.2.7 |
|
|
1 |
PartiallyFilled |
Partially filled |
FIX.2.7 |
|
|
2 |
Filled |
Filled |
FIX.2.7 |
|
|
3 |
DoneForDay |
Done for day |
FIX.2.7 |
|
|
4 |
Canceled |
Canceled |
FIX.2.7 |
|
|
5 |
Replaced |
Replaced (No longer used) |
FIX.4.4EP35 |
|
FIX.4.3 |
6 |
PendingCancel |
Pending Cancel (i.e. result of Order Cancel Request) |
FIX.2.7 |
|
|
7 |
Stopped |
Stopped |
FIX.2.7 |
|
|
8 |
Rejected |
Rejected |
FIX.2.7 |
|
|
9 |
Suspended |
Suspended |
FIX.3.0 |
|
|
A |
PendingNew |
Pending New |
FIX.3.0 |
|
|
B |
Calculated |
Calculated |
FIX.4.0 |
|
|
C |
Expired |
Expired |
FIX.4.0 |
|
|
D |
AcceptedForBidding |
Accepted for Bidding |
FIX.4.2 |
|
|
E |
PendingReplace |
Pending Replace (i.e. result of Order Cancel/Replace Request) |
FIX.4.2 |
|
|
|
FIX.2.7 |
|
|
40 |
OrdType |
char |
Order type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Market |
Market |
FIX.2.7 |
|
|
2 |
Limit |
Limit |
FIX.2.7 |
|
|
3 |
Stop |
A stop order that is triggered as a result of a trade in the market at which point the stopped order becomes a market order. |
FIX.2.7 |
FIX.5.0SP2EP166 |
|
4 |
StopLimit |
A stop limit order that is triggered as a result of a trade in the market at which point the stopped order becomes a limit order. |
FIX.2.7 |
FIX.5.0SP2EP166 |
|
5 |
MarketOnClose |
Market On Close (No longer used) |
FIX.2.7 |
|
FIX.4.3 |
6 |
WithOrWithout |
With Or Without |
FIX.2.7 |
|
|
7 |
LimitOrBetter |
Limit Or Better |
FIX.2.7 |
|
FIX.4.4 |
8 |
LimitWithOrWithout |
Limit With Or Without |
FIX.2.7 |
|
|
9 |
OnBasis |
On Basis |
FIX.2.7 |
|
|
A |
OnClose |
On Close (No longer used) |
FIX.2.7 |
|
FIX.4.3 |
B |
LimitOnClose |
Limit On Close (No longer used) |
FIX.2.7 |
|
FIX.4.3 |
C |
ForexMarket |
Forex Market (No longer used) |
FIX.4.0 |
|
FIX.4.3 |
D |
PreviouslyQuoted |
Previously Quoted |
FIX.4.0 |
|
|
E |
PreviouslyIndicated |
Previously Indicated |
FIX.4.0 |
|
|
F |
ForexLimit |
Forex Limit (No longer used) |
FIX.4.1 |
|
FIX.4.3 |
G |
ForexSwap |
Forex Swap |
FIX.4.1 |
|
|
H |
ForexPreviouslyQuoted |
Forex Previously Quoted (No longer used) |
FIX.4.1 |
|
FIX.4.3 |
I |
Funari |
Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan) |
FIX.4.2 |
|
|
J |
MarketIfTouched |
Market If Touched (MIT) |
FIX.4.3 |
|
|
K |
MarketWithLeftOverAsLimit |
Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price) |
FIX.4.3 |
|
|
L |
PreviousFundValuationPoint |
Previous Fund Valuation Point (Historic pricing; for CIV) |
FIX.4.3 |
|
|
M |
NextFundValuationPoint |
Next Fund Valuation Point (Forward pricing; for CIV) |
FIX.4.3 |
|
|
P |
Pegged |
Pegged |
FIX.3.0 |
|
|
Q |
CounterOrderSelection |
Counter-order selection |
FIX.4.4EP22 |
|
|
R |
StopOnBidOrOffer |
A stop order that is triggered by a bid or offer price movement (quote) at which point the stopped order becomes a market order, also known as "stop on quote" in some markets (e.g. US markets). In the US equities market it is common to trigger a stop off the National Best Bid or Offer (NBBO). |
FIX.5.0SP2EP166 |
|
|
S |
StopLimitOnBidOrOffer |
A stop order that is triggered by a bid or offer price movement (quote) at which point the stopped order becomes a limit order, also known as "stop limit on quote" in some markets (e.g. US markets). In the US equities market it is common to trigger a stop off the National Best Bid or Offer (NBBO). |
FIX.5.0SP2EP166 |
|
|
|
FIX.2.7 |
|
|
41 |
OrigClOrdID |
String |
ClOrdID (11) of the previous order (NOT the initial order of the day) as assigned by the institution, used to identify the previous order in cancel and cancel/replace requests.
|
FIX.2.7 |
|
|
42 |
OrigTime |
UTCTimestamp |
Time of message origination (always expressed in UTC (Universal Time Coordinated, also known as "GMT"))
|
FIX.2.7 |
|
|
43 |
PossDupFlag |
Boolean |
Indicates possible retransmission of message with this sequence number
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
N |
OriginalTransmission |
Original transmission |
FIX.2.7 |
|
|
Y |
PossibleDuplicate |
Possible duplicate |
FIX.2.7 |
|
|
|
FIX.2.7 |
|
|
44 |
Price |
Price |
Price per unit of quantity (e.g. per share)
|
FIX.2.7 |
|
|
45 |
RefSeqNum |
SeqNum |
Reference message sequence number
|
FIX.2.7 |
|
|
48 |
SecurityID |
String |
Security identifier value of SecurityIDSource (22) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityIDSource.
|
FIX.2.7 |
|
|
49 |
SenderCompID |
String |
Assigned value used to identify firm sending message.
|
FIX.2.7 |
|
|
50 |
SenderSubID |
String |
Assigned value used to identify specific message originator (desk, trader, etc.)
|
FIX.2.7 |
|
|
52 |
SendingTime |
UTCTimestamp |
Time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT")
|
FIX.2.7 |
|
|
53 |
Quantity |
Qty |
Overall/total quantity (e.g. number of shares) (Prior to FIX 4.2 this field was of type int)
|
FIX.2.7 |
|
|
54 |
Side |
char |
Side of order (see Volume : "Glossary" for value definitions)
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Buy |
Buy |
FIX.2.7 |
|
|
2 |
Sell |
Sell |
FIX.2.7 |
|
|
3 |
BuyMinus |
Buy minus |
FIX.2.7 |
|
|
4 |
SellPlus |
Sell plus |
FIX.2.7 |
|
|
5 |
SellShort |
Sell short |
FIX.2.7 |
|
|
6 |
SellShortExempt |
Sell short exempt |
FIX.2.7 |
|
|
7 |
Undisclosed |
Undisclosed |
FIX.4.1 |
FIX.5.0SP2EP131 |
|
8 |
Cross |
Cross (orders where counterparty is an exchange, valid for all messages except IOIs) |
FIX.4.1 |
|
|
9 |
CrossShort |
Cross short |
FIX.4.2 |
|
|
A |
CrossShortExempt |
Cross short exempt |
FIX.4.3 |
FIX.5.0SP1EP95 |
|
B |
AsDefined |
"As Defined" (for use with multileg instruments) |
FIX.4.3 |
|
|
C |
Opposite |
"Opposite" (for use with multileg instruments) |
FIX.4.3 |
|
|
D |
Subscribe |
Subscribe (e.g. CIV) |
FIX.4.4 |
|
|
E |
Redeem |
Redeem (e.g. CIV) |
FIX.4.4 |
|
|
F |
Lend |
Lend (FINANCING - identifies direction of collateral) |
FIX.4.4 |
|
|
G |
Borrow |
Borrow (FINANCING - identifies direction of collateral) |
FIX.4.4 |
|
|
H |
SellUndisclosed |
In the context of ESMA RTS 22, this allows for reporting of transactions where the investment firm (broker) is not able to determine whether the sell is a short sale transaction. Corresponds to RTS 22 "short selling indicator" value of 'UNDI'. |
FIX.5.0SP2EP222 |
|
|
|
FIX.2.7 |
|
|
55 |
Symbol |
String |
Ticker symbol. 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.
|
FIX.2.7 |
|
|
56 |
TargetCompID |
String |
Assigned value used to identify receiving firm.
|
FIX.2.7 |
|
|
57 |
TargetSubID |
String |
Assigned value used to identify specific individual or unit intended to receive message. "ADMIN" reserved for administrative messages not intended for a specific user.
|
FIX.2.7 |
|
|
58 |
Text |
String |
Free format text string (Note: this field does not have a specified maximum length)
|
FIX.2.7 |
|
|
59 |
TimeInForce |
char |
Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders. (see Volume : "Glossary" for value definitions)
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Day |
Day (or session) |
FIX.2.7 |
|
|
1 |
GoodTillCancel |
Good Till Cancel (GTC) |
FIX.2.7 |
|
|
2 |
AtTheOpening |
At the Opening (OPG) |
FIX.2.7 |
|
|
3 |
ImmediateOrCancel |
Immediate Or Cancel (IOC) |
FIX.2.7 |
|
|
4 |
FillOrKill |
Fill Or Kill (FOK) |
FIX.2.7 |
|
|
5 |
GoodTillCrossing |
Good Till Crossing (GTX) |
FIX.2.7 |
|
|
6 |
GoodTillDate |
Good Till Date (GTD) |
FIX.4.0 |
|
|
7 |
AtTheClose |
At the Close |
FIX.4.3 |
|
|
8 |
GoodThroughCrossing |
Good Through Crossing |
FIX.5.0EP61 |
|
|
9 |
AtCrossing |
At Crossing |
FIX.5.0EP61 |
|
|
A |
GoodForTime |
Good for Time (GFT) |
FIX.5.0SP2EP100 |
|
|
B |
GoodForAuction |
Good for auction (GFA) |
FIX.5.0SP2EP131 |
|
|
|
FIX.2.7 |
|
|
60 |
TransactTime |
UTCTimestamp |
Timestamp when the business transaction represented by the message occurred.
|
FIX.2.7 |
FIX.5.0SP1EP94 |
|
61 |
Urgency |
char |
Urgency flag
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Normal |
Normal |
FIX.2.7 |
|
|
1 |
Flash |
Flash |
FIX.2.7 |
|
|
2 |
Background |
Background |
FIX.2.7 |
|
|
|
FIX.2.7 |
|
|
62 |
ValidUntilTime |
UTCTimestamp |
Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT")
|
FIX.2.7 |
|
|
63 |
SettlType |
String |
Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. Additionally the following patterns may be uses as well as enum values Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0 Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0 Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0 Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0 Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Regular |
Regular / FX Spot settlement (T+1 or T+2 depending on currency) |
FIX.2.7 |
|
|
1 |
Cash |
Cash (TOD / T+0) |
FIX.2.7 |
|
|
2 |
NextDay |
Next Day (TOM / T+1) |
FIX.2.7 |
|
|
3 |
TPlus2 |
T+2 |
FIX.2.7 |
|
|
4 |
TPlus3 |
T+3 |
FIX.2.7 |
|
|
5 |
TPlus4 |
T+4 |
FIX.2.7 |
|
|
6 |
Future |
Future |
FIX.2.7 |
|
|
7 |
WhenAndIfIssued |
When And If Issued |
FIX.2.7 |
|
|
8 |
SellersOption |
Sellers Option |
FIX.2.7 |
|
|
9 |
TPlus5 |
T+5 |
FIX.3.0 |
|
|
B |
BrokenDate |
Use within FX to specify a non-standard tenor. The use of SettlDate(64) is required to specify the actual settlement date when SettlType(63) = b (Broken Date). |
FIX.4.4EP25 |
FIX.5.0SP2EP131 |
|
C |
FXSpotNextSettlement |
FX Spot Next settlement (Spot+1, aka next day) |
FIX.4.4EP21 |
|
|
|
FIX.2.7 |
|
|
64 |
SettlDate |
LocalMktDate |
Specific date of trade settlement (SettlementDate) in YYYYMMDD format. If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued) (expressed in local time at place of settlement)
|
FIX.2.7 |
|
|
65 |
SymbolSfx |
String |
Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType (167). As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
CD |
EUCPWithLumpSumInterest |
EUCP with lump-sum interest rather than discount price |
FIX.4.4EP-1 |
|
|
WI |
WhenIssued |
"When Issued" for a security to be reissued under an old CUSIP or ISIN |
FIX.4.4EP-1 |
|
|
|
FIX.2.7 |
|
|
66 |
ListID |
String |
Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days.
|
FIX.2.7 |
|
|
67 |
ListSeqNo |
int |
Sequence of individual order within list (i.e. ListSeqNo of TotNoOrders (68), 2 of 25, 3 of 25, . . . )
|
FIX.2.7 |
|
|
68 |
TotNoOrders |
int |
Total number of list order entries across all messages. Should be the sum of all NoOrders (73) in each message that has repeating list order entries related to the same ListID (66). Used to support fragmentation. (Prior to FIX 4.2 this field was named "ListNoOrds")
|
FIX.2.7 |
|
|
69 |
ListExecInst |
String |
Free format text message containing list handling and execution instructions.
|
FIX.2.7 |
|
|
70 |
AllocID |
String |
Unique identifier for allocation message. (Prior to FIX 4.1 this field was of type int)
|
FIX.2.7 |
|
|
71 |
AllocTransType |
char |
Identifies allocation transaction type *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
New |
New |
FIX.2.7 |
|
|
1 |
Replace |
Replace |
FIX.2.7 |
|
|
2 |
Cancel |
Cancel |
FIX.2.7 |
|
|
3 |
Preliminary |
Preliminary (without MiscFees and NetMoney) (Removed/Replaced) |
FIX.4.1 |
|
FIX.4.2 |
4 |
Calculated |
Calculated (includes MiscFees and NetMoney) (Removed/Replaced) |
FIX.4.1 |
|
FIX.4.2 |
5 |
CalculatedWithoutPreliminary |
Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney) (Removed/Replaced) |
FIX.4.2 |
|
FIX.4.2 |
6 |
Reversal |
Reversal |
FIX.4.4EP5 |
|
|
|
FIX.2.7 |
|
|
72 |
RefAllocID |
String |
Reference identifier to be used with AllocTransType (71) = Replace or Cancel. (Prior to FIX 4.1 this field was of type int)
|
FIX.2.7 |
|
|
73 |
NoOrders |
NumInGroup |
Indicates number of orders to be combined for average pricing and allocation.
|
FIX.2.7 |
|
|
74 |
AvgPxPrecision |
int |
Indicates number of decimal places to be used for average pricing. Absence of this field indicates that default precision arranged by the broker/institution is to be used.
|
FIX.2.7 |
|
|
75 |
TradeDate |
LocalMktDate |
Indicates date of trading day. Absence of this field indicates current day (expressed in local time at place of trade).
|
FIX.2.7 |
FIX.5.0SP2EP190 |
|
77 |
PositionEffect |
char |
Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
C |
Close |
Close |
FIX.4.1 |
|
|
F |
FIFO |
FIFO |
FIX.4.3 |
|
|
O |
Open |
Open |
FIX.4.1 |
|
|
R |
Rolled |
Rolled |
FIX.4.3 |
|
|
N |
CloseButNotifyOnOpen |
Close but notify on open |
FIX.5.0EP61 |
|
|
D |
Default |
Default |
FIX.5.0EP61 |
|
|
|
FIX.2.7 |
|
|
78 |
NoAllocs |
NumInGroup |
Number of repeating AllocAccount (79)/AllocPrice (366) entries.
|
FIX.2.7 |
|
|
79 |
AllocAccount |
String |
Sub-account mnemonic
|
FIX.2.7 |
|
|
80 |
AllocQty |
Qty |
Quantity to be allocated to specific sub-account (Prior to FIX 4.2 this field was of type int)
|
FIX.2.7 |
|
|
81 |
ProcessCode |
char |
Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Regular |
Regular |
FIX.2.7 |
|
|
1 |
SoftDollar |
Soft Dollar |
FIX.2.7 |
|
|
2 |
StepIn |
Step-In |
FIX.2.7 |
|
|
3 |
StepOut |
Step-Out |
FIX.2.7 |
|
|
4 |
SoftDollarStepIn |
Soft-dollar Step-In |
FIX.2.7 |
|
|
5 |
SoftDollarStepOut |
Soft-dollar Step-Out |
FIX.2.7 |
|
|
6 |
PlanSponsor |
Plan Sponsor |
FIX.4.0 |
|
|
|
FIX.2.7 |
|
|
82 |
NoRpts |
int |
Total number of reports within series.
|
FIX.2.7 |
|
|
83 |
RptSeq |
int |
Sequence number of message within report series. Used to carry reporting sequence number of the fill as represented on the Trade Report Side.
|
FIX.2.7 |
|
|
84 |
CxlQty |
Qty |
Total quantity canceled for this order. (Prior to FIX 4.2 this field was of type int)
|
FIX.2.7 |
|
|
85 |
NoDlvyInst |
NumInGroup |
Number of delivery instruction fields in repeating group. Note this field was removed in FIX 4.1 and reinstated in FIX 4.4.
|
FIX.2.7 |
|
|
87 |
AllocStatus |
int |
Identifies status of allocation.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Accepted |
Accepted (successfully processed) |
FIX.2.7 |
FIX.5.0SP2EP118 |
|
1 |
BlockLevelReject |
Block level reject |
FIX.2.7 |
FIX.5.0SP2EP118 |
|
2 |
AccountLevelReject |
Account level reject |
FIX.2.7 |
FIX.5.0SP2EP118 |
|
3 |
Received |
Received (received not yet processed) |
FIX.4.0 |
FIX.5.0SP2EP118 |
|
4 |
Incomplete |
Incomplete |
FIX.4.4 |
FIX.5.0SP2EP118 |
|
5 |
RejectedByIntermediary |
Rejected by intermediary |
FIX.4.4 |
FIX.5.0SP2EP118 |
|
6 |
AllocationPending |
Allocation pending |
FIX.4.4EP5 |
FIX.5.0SP2EP118 |
|
7 |
Reversed |
Reversed |
FIX.4.4EP5 |
FIX.5.0SP2EP118 |
|
8 |
CancelledByIntermediary |
None |
FIX.5.0SP2EP118 |
|
|
9 |
Claimed |
Claimed |
FIX.5.0SP2EP118 |
|
|
10 |
Refused |
Refused |
FIX.5.0SP2EP118 |
|
|
11 |
PendingGiveUpApproval |
Pending give-up approval |
FIX.5.0SP2EP118 |
|
|
12 |
Cancelled |
Cancelled |
FIX.5.0SP2EP118 |
|
|
13 |
PendingTakeUpApproval |
Pending take-up approval |
FIX.5.0SP2EP118 |
|
|
14 |
ReversalPending |
Reversal pending |
FIX.5.0SP2EP118 |
|
|
|
FIX.2.7 |
|
|
88 |
AllocRejCode |
int |
Identifies reason for rejection.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
UnknownAccount |
Unknown or missing account(s) |
FIX.2.7 |
FIX.5.0SP2EP170 |
|
1 |
IncorrectQuantity |
Incorrect or missing block quantity |
FIX.2.7 |
FIX.5.0SP2EP170 |
|
2 |
IncorrectAveragegPrice |
Incorrect or missing average price |
FIX.2.7 |
FIX.5.0SP2EP170 |
|
3 |
UnknownExecutingBrokerMnemonic |
Unknown executing broker mnemonic |
FIX.2.7 |
|
|
4 |
CommissionDifference |
Incorrect or missing commission |
FIX.2.7 |
FIX.5.0SP2EP170 |
|
5 |
UnknownOrderID |
Unknown OrderID (37) |
FIX.2.7 |
|
|
6 |
UnknownListID |
Unknown ListID (66) |
FIX.2.7 |
|
|
7 |
OtherSeeText |
Other (further in Text (58)) |
FIX.2.7 |
|
|
8 |
IncorrectAllocatedQuantity |
Incorrect or missing allocated quantity |
FIX.4.4 |
FIX.5.0SP2EP170 |
|
9 |
CalculationDifference |
Calculation difference |
FIX.4.4 |
|
|
10 |
UnknownOrStaleExecID |
Unknown or stale ExecID |
FIX.4.4 |
|
|
11 |
MismatchedData |
Mismatched data |
FIX.4.4 |
|
|
12 |
UnknownClOrdID |
Unknown ClOrdID |
FIX.4.4 |
|
|
13 |
WarehouseRequestRejected |
Warehouse request rejected |
FIX.4.4 |
|
|
99 |
Other |
Use Text(58) for further reject reasons. |
FIX.5.0SP1EP95 |
FIX.5.0SP2EP170 |
|
14 |
DuplicateOrMissingIndividualAllocId |
Duplicate or missing IndividualAllocId(467) |
FIX.5.0SP2EP170 |
|
|
15 |
TradeNotRecognized |
Trade not recognized |
FIX.5.0SP2EP170 |
|
|
16 |
DuplicateTrade |
Trade previously allocated |
FIX.5.0SP2EP170 |
|
|
17 |
IncorrectOrMissingInstrument |
Incorrect or missing instrument |
FIX.5.0SP2EP170 |
|
|
18 |
IncorrectOrMissingSettlDate |
Incorrect or missing settlement date |
FIX.5.0SP2EP170 |
|
|
19 |
IncorrectOrMissingFundIDOrFundName |
Incorrect or missing fund ID or fund name |
FIX.5.0SP2EP170 |
|
|
20 |
IncorrectOrMissingSettlInstructions |
Incorrect or missing settlement instructions |
FIX.5.0SP2EP170 |
|
|
21 |
IncorrectOrMissingFees |
Incorrect or missing fees |
FIX.5.0SP2EP170 |
|
|
22 |
IncorrectOrMissingTax |
Incorrect or missing tax |
FIX.5.0SP2EP170 |
|
|
23 |
UnknownOrMissingParty |
Unknown or missing party |
FIX.5.0SP2EP170 |
|
|
24 |
IncorrectOrMissingSide |
Incorrect or missing side |
FIX.5.0SP2EP170 |
|
|
25 |
IncorrectOrMissingNetMoney |
Incorrect or missing net-money |
FIX.5.0SP2EP170 |
|
|
26 |
IncorrectOrMissingTradeDate |
Incorrect or missing trade date |
FIX.5.0SP2EP170 |
|
|
27 |
IncorrectOrMissingSettlCcyInstructions |
Incorrect or missing settlement currency instructions |
FIX.5.0SP2EP170 |
|
|
28 |
IncorrectOrMissingProcessCode |
Incorrrect or missing ProcessCode(81) |
FIX.5.0SP2EP170 |
|
|
|
FIX.2.7 |
FIX.5.0SP1EP95 |
|
89 |
Signature |
data |
Electronic signature
|
FIX.2.7 |
|
FIXT.1.1 |
90 |
SecureDataLen |
Length |
Length of encrypted message
|
FIX.2.7 |
|
FIXT.1.1 |
91 |
SecureData |
data |
Actual encrypted data stream
|
FIX.2.7 |
|
FIXT.1.1 |
93 |
SignatureLength |
Length |
Number of bytes in signature field
|
FIX.2.7 |
|
FIXT.1.1 |
94 |
EmailType |
char |
Email message type.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
New |
New |
FIX.2.7 |
|
|
1 |
Reply |
Reply |
FIX.2.7 |
|
|
2 |
AdminReply |
Admin Reply |
FIX.2.7 |
|
|
|
FIX.2.7 |
|
|
95 |
RawDataLength |
Length |
Number of bytes in raw data field.
|
FIX.2.7 |
|
|
96 |
RawData |
data |
Unformatted raw data, can include bitmaps, word processor documents, etc.
|
FIX.2.7 |
|
|
97 |
PossResend |
Boolean |
Indicates that message may contain information that has been sent under another sequence number.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
N |
OriginalTransmission |
Original Transmission |
FIX.4.1 |
|
|
Y |
PossibleResend |
Possible Resend |
FIX.4.1 |
|
|
|
FIX.2.7 |
|
|
98 |
EncryptMethod |
int |
Method of encryption.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
None |
None / Other |
FIX.2.7 |
|
|
1 |
PKCS |
PKCS (Proprietary) |
FIX.2.7 |
|
|
2 |
DES |
DES (ECB Mode) |
FIX.2.7 |
|
|
3 |
PKCSDES |
PKCS / DES (Proprietary) |
FIX.2.7 |
|
|
4 |
PGPDES |
PGP / DES (Defunct) |
FIX.3.0 |
|
|
5 |
PGPDESMD5 |
PGP / DES-MD5 (See app note on FIX web site) |
FIX.4.0 |
|
|
6 |
PEM |
PEM / DES-MD5 (see app note on FIX web site) |
FIX.4.0 |
|
|
|
FIX.2.7 |
|
|
99 |
StopPx |
Price |
Price per unit of quantity (e.g. per share)
|
FIX.2.7 |
|
|
100 |
ExDestination |
Exchange |
Execution destination as defined by institution when order is entered. Valid values: See "Appendix 6-C"
|
FIX.2.7 |
|
|
102 |
CxlRejReason |
int |
Code to identify reason for cancel rejection.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
TooLateToCancel |
Too late to cancel |
FIX.2.7 |
|
|
1 |
UnknownOrder |
Unknown order |
FIX.2.7 |
|
|
2 |
BrokerCredit |
Broker / Exchange Option |
FIX.4.2 |
|
|
3 |
OrderAlreadyInPendingStatus |
Order already in Pending Cancel or Pending Replace status |
FIX.4.2 |
|
|
4 |
UnableToProcessOrderMassCancelRequest |
Unable to process Order Mass Cancel Request |
FIX.4.3 |
|
|
5 |
OrigOrdModTime |
OrigOrdModTime (586) did not match last TransactTime (60) of order |
FIX.4.3 |
|
|
6 |
DuplicateClOrdID |
Duplicate ClOrdID (11) received |
FIX.4.3 |
|
|
7 |
PriceExceedsCurrentPrice |
Price exceeds current price |
FIX.5.0EP-1 |
|
|
8 |
PriceExceedsCurrentPriceBand |
Price exceeds current price band |
FIX.5.0EP43 |
|
|
18 |
InvalidPriceIncrement |
Invalid price increment |
FIX.4.4EP6 |
|
|
99 |
Other |
Other |
FIX.4.4 |
|
|
|
FIX.2.7 |
|
|
103 |
OrdRejReason |
int |
Code to identify reason for order rejection. Note: Values 3, 4, and 5 will be used when rejecting an order due to pre-allocation information errors.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
BrokerCredit |
Broker / Exchange option |
FIX.2.7 |
|
|
1 |
UnknownSymbol |
Unknown symbol |
FIX.2.7 |
|
|
2 |
ExchangeClosed |
Exchange closed |
FIX.2.7 |
|
|
3 |
OrderExceedsLimit |
Order exceeds limit |
FIX.2.7 |
|
|
4 |
TooLateToEnter |
Too late to enter |
FIX.4.0 |
|
|
5 |
UnknownOrder |
Unknown order |
FIX.4.1 |
|
|
6 |
DuplicateOrder |
Duplicate Order (e.g. dupe ClOrdID) |
FIX.4.1 |
|
|
7 |
DuplicateOfAVerballyCommunicatedOrder |
Duplicate of a verbally communicated order |
FIX.4.2 |
|
|
8 |
StaleOrder |
Stale order |
FIX.4.2 |
|
|
9 |
TradeAlongRequired |
Trade along required |
FIX.4.3 |
|
|
10 |
InvalidInvestorID |
Invalid Investor ID |
FIX.4.3 |
|
|
11 |
UnsupportedOrderCharacteristic |
Unsupported order characteristic |
FIX.4.3 |
|
|
12 |
SurveillanceOption |
Surveillance option |
FIX.4.3 |
FIX.5.0SP2EP204 |
|
13 |
IncorrectQuantity |
Incorrect quantity |
FIX.4.4 |
|
|
14 |
IncorrectAllocatedQuantity |
Incorrect allocated quantity |
FIX.4.4 |
|
|
15 |
UnknownAccount |
Unknown account(s) |
FIX.4.4 |
|
|
16 |
PriceExceedsCurrentPriceBand |
Price exceeds current price band |
FIX.5.0EP-1 |
|
|
18 |
InvalidPriceIncrement |
Invalid price increment |
FIX.4.4EP6 |
|
|
99 |
Other |
Other |
FIX.4.4 |
|
|
19 |
ReferencePriceNotAvailable |
Reference price not available |
FIX.5.0SP2EP134 |
|
|
20 |
NotionalValueExceedsThreshold |
Notional value exceeds threshold |
FIX.5.0SP2EP134 |
|
|
21 |
AlgorithRiskThresholdBreached |
A sell-side broker algorithm has detected that a risk limit has been breached which requires further communication with the client. Used in conjunction with Text(58) to convey the details of the specific event. |
FIX.5.0SP2EP149 |
|
|
22 |
ShortSellNotPermitted |
Short sell not permitted |
FIX.5.0SP2EP164 |
|
|
23 |
ShortSellSecurityPreBorrowRestriction |
Short sell rejected due to security pre-borrow restriction |
FIX.5.0SP2EP164 |
|
|
24 |
ShortSellAccountPreBorrowRestriction |
Short sell rejected due to account pre-borrow restriction |
FIX.5.0SP2EP164 |
|
|
25 |
InsufficientCreditLimit |
Insufficient credit limit |
FIX.5.0SP2EP171 |
|
|
26 |
ExceededClipSizeLimit |
Exceeded clip size limit |
FIX.5.0SP2EP171 |
|
|
27 |
ExceededMaxNotionalOrderAmt |
Exceeded maximum notional order amount |
FIX.5.0SP2EP171 |
|
|
28 |
ExceededDV01PV01Limit |
Exceeded DV01/PV01 limit |
FIX.5.0SP2EP171 |
|
|
29 |
ExceededCS01Limit |
Exceeded CS01 limit |
FIX.5.0SP2EP171 |
|
|
|
FIX.2.7 |
|
|
104 |
IOIQualifier |
char |
Code to qualify IOI use. (see Volume : "Glossary" for value definitions)
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
A |
AllOrNone |
All or None (AON) |
FIX.3.0 |
FIX.5.0SP2EP225 |
|
B |
MarketOnClose |
Market On Close (MOC) (held to close) |
FIX.4.3 |
FIX.5.0SP2EP225 |
|
C |
AtTheClose |
At the close (around/not held to close) |
FIX.3.0 |
FIX.5.0SP2EP225 |
|
D |
VWAP |
VWAP (Volume Weighted Average Price) |
FIX.4.3 |
FIX.5.0SP2EP225 |
|
I |
InTouchWith |
With reference to the AFME/IA Framework for Indications of Interest, this is to be used to denote IOIs of type P1 - Potential. Post-execution, a client should be able to seek verification (from IOI publisher’s management/ compliance) that, for any P1 IOIs received and executed against, there was by time of the execution, an opposing specific client order. Resulting trades are expected to be of a riskless nature. If the anticipated client order does not materialise, and the broker elects to commit capital, this must be disclosed prior to execution. |
FIX.3.0 |
FIX.5.0SP2EP225 |
|
L |
Limit |
Limit |
FIX.3.0 |
FIX.5.0SP2EP225 |
|
M |
MoreBehind |
More Behind |
FIX.3.0 |
FIX.5.0SP2EP225 |
|
O |
AtTheOpen |
At the Open |
FIX.3.0 |
FIX.5.0SP2EP225 |
|
P |
TakingAPosition |
Taking a Position |
FIX.3.0 |
FIX.5.0SP2EP225 |
|
Q |
AtTheMarket |
At the Market (previously called Current Quote) |
FIX.3.0 |
FIX.5.0SP2EP225 |
|
R |
ReadyToTrade |
Ready to Trade |
FIX.4.2 |
FIX.5.0SP2EP225 |
|
S |
PortfolioShown |
Inventory or Portfolio Shown |
FIX.3.0 |
FIX.5.0SP2EP225 |
|
T |
ThroughTheDay |
Through the Day |
FIX.3.0 |
FIX.5.0SP2EP225 |
|
V |
Versus |
Versus |
FIX.3.0 |
FIX.5.0SP2EP225 |
|
W |
Indication |
Indication - Working Away |
FIX.3.0 |
FIX.5.0SP2EP225 |
|
X |
CrossingOpportunity |
Crossing Opportunity |
FIX.3.0 |
FIX.5.0SP2EP225 |
|
Y |
AtTheMidpoint |
At the Midpoint |
FIX.4.1 |
FIX.5.0SP2EP225 |
|
Z |
PreOpen |
Pre-open |
FIX.4.1 |
FIX.5.0SP2EP225 |
|
E |
Axe |
Indicates that a quote is an Axe, without specifying a side preference. Mutually exclusive with F(Axe on bid) and G(Axe on offer). |
FIX.5.0SP2EP184 |
FIX.5.0SP2EP225 |
|
F |
AxeOnBid |
Indicates that a quote is an Axe, with a preference to execute on the bid side. Mutually exclusive with E(Axe) and G (Axe on offer) |
FIX.5.0SP2EP184 |
FIX.5.0SP2EP225 |
|
G |
AxeOnOffer |
Indicates that a quote is an Axe, with a preference to execute on the offer side. Mutually exclusive with E(Axe) and F (Axe on bid) |
FIX.5.0SP2EP184 |
FIX.5.0SP2EP225 |
|
c |
OutsideSpread |
The IOI is identifiable outside the current bid/offer. |
FIX.5.0SP2EP225 |
|
|
N |
ClientNaturalBlock |
With reference to the AFME/IA Framework for Indications of Interest, this is to be used to denote IOIs of type C1 - Client Natural (Block). A client should be able to seek verification (from IOI publisher’s management/compliance) that, for any C1 IOIs received, there was a corresponding live client order for at least the advertised size prior to the IOI being generated. Resulting trades are expected to be of a riskless nature. |
FIX.5.0SP2EP225 |
|
|
H |
ClientNaturalWorking |
With reference to the AFME/IA Framework for Indications of Interest, this is to be used to denote IOIs of type C2 – Client Natural (Working). A client should be able to seek verification (from IOI publisher’s management/compliance) that, for any C2 IOIs received, there was a corresponding live client order for at least the advertised size prior to the IOI being generated. Resulting trades are expected to be of a riskless nature. |
FIX.5.0SP2EP225 |
|
|
U |
Unwind |
With reference to the AFME/IA Framework for Indications of Interest, this is to be used to denote IOIs of type H1 - Unwind. Brokers will be responsible for ensuring that the size of the IOI reflects the actual house position in the relevant business unit and should not inflate the size of the IOI. The presumption is that there is no intent to immediately replace the position without notification, however, brokers may provide additional granularity to the category and may offer bilateral post trade commitments. Brokers will also offer clients a feedback mechanism. |
FIX.5.0SP2EP225 |
|
|
J |
PositionWanted |
With reference to the AFME/IA Framework for Indications of Interest, this is to be used to denote IOIs of type H2 – Position Wanted. Brokers will be likely be sourcing liquidity and therefore may advertise the size of IOI they wish; however, clients can expect the broker to honour the size of IOI shown. The presumption is that there is no intent to immediately unwind the position without notification, however, brokers may provide additional granularity to the category and may offer bilateral post trade commitments. Brokers will also offer clients a feedback mechanism. |
FIX.5.0SP2EP225 |
|
|
K |
MarketMaking |
With reference to the AFME/IA Framework for Indications of Interest, this is to be used to denote IOIs of type H3 – Market Making, no enforcement is required. |
FIX.5.0SP2EP225 |
|
|
1 |
QuantityNegotiable |
When specified, the dealer may counter with a reduced quantity in its Quotes in response to QuoteRequest(35=R). All-or-none if omitted. |
FIX.5.0SP2EP226 |
|
|
2 |
AllowLateBids |
When specified in QuoteRequest(35=R) the dealer may submit quotes after curtain time has elapsed. |
FIX.5.0SP2EP226 |
|
|
3 |
ImmediateOrCounter |
When specified, the buy-side customer is permitted to counter a firm quote during wiretime. |
FIX.5.0SP2EP226 |
|
|
4 |
AutoTrade |
Trade is in an auto-trading mode whereby the best quote that satisfies user criteria as determined by the trading platform will be accepted automatically. |
FIX.5.0SP2EP226 |
|
|
a |
AutomaticSpot |
At completion of price negotiation based on spread the trading platform will propose a benchmark spot price which may be filled immediately by the dealer or countered. |
FIX.5.0SP2EP226 |
|
|
b |
PlatformCalculatedSpot |
At completion of price negotiation based on spread the trading platform will supply a benchmark spot price and immediately complete the trade reporting fill. There is no dealer last look. |
FIX.5.0SP2EP226 |
|
|
d |
DeferredSpot |
At a future time after completion of price negotiation based on spread and reported in StrikeTime(443) the trading platform will propose a benchmark spot price which may be filled immediately by the dealer or countered. |
FIX.5.0SP2EP226 |
|
|
n |
NegotiatedSpot |
Once price negotiation based on spread is completed negotiation of the benchmark spot price proceeds immediately. |
FIX.5.0SP2EP226 |
|
|
|
FIX.3.0 |
|
|
106 |
Issuer |
String |
Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values"
|
FIX.3.0 |
|
|
107 |
SecurityDesc |
String |
Can be used by the venue or one of the trading parties to provide a non-normative textual description for the financial instrument.
|
FIX.3.0 |
FIX.5.0SP2EP232 |
|
108 |
HeartBtInt |
int |
Heartbeat interval (seconds)
|
FIX.3.0 |
|
|
110 |
MinQty |
Qty |
Minimum quantity of an order to be executed. (Prior to FIX 4.2 this field was of type int)
|
FIX.3.0 |
|
|
111 |
MaxFloor |
Qty |
The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity.
|
FIX.3.0 |
|
FIX.5.0 |
112 |
TestReqID |
String |
Identifier included in Test Request message to be returned in resulting Heartbeat
|
FIX.3.0 |
|
|
113 |
ReportToExch |
Boolean |
Identifies party of trade responsible for exchange reporting.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
N |
SenderReports |
Indicates the party sending message will report trade |
FIX.3.0 |
|
|
Y |
ReceiverReports |
Indicates the party receiving message must report trade |
FIX.3.0 |
|
|
|
FIX.3.0 |
|
|
114 |
LocateReqd |
Boolean |
Indicates whether the broker is to locate the stock in conjunction with a short sell order.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
N |
No |
Indicates the broker is not required to locate |
FIX.4.0 |
|
|
Y |
Yes |
Indicates the broker is responsible for locating the stock |
FIX.4.0 |
|
|
|
FIX.4.0 |
|
|
115 |
OnBehalfOfCompID |
String |
Assigned value used to identify firm originating message if the message was delivered by a third party i.e. the third party firm identifier would be delivered in the SenderCompID field and the firm originating the message in this field.
|
FIX.4.0 |
|
|
116 |
OnBehalfOfSubID |
String |
Assigned value used to identify specific message originator (i.e. trader) if the message was delivered by a third party
|
FIX.4.0 |
|
|
117 |
QuoteID |
String |
Unique identifier for quote
|
FIX.4.0 |
|
|
118 |
NetMoney |
Amt |
Total amount due as the result of the transaction (e.g. for Buy order - principal + commission + fees) reported in currency of execution.
|
FIX.4.0 |
|
|
119 |
SettlCurrAmt |
Amt |
Total amount due expressed in settlement currency (includes the effect of the forex transaction)
|
FIX.4.0 |
|
|
120 |
SettlCurrency |
Currency |
Currency code of settlement denomination.
|
FIX.4.0 |
|
|
121 |
ForexReq |
Boolean |
Indicates request for forex accommodation trade to be executed along with security transaction.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
N |
DoNotExecuteForexAfterSecurityTrade |
Do Not Execute Forex After Security Trade |
FIX.4.0 |
|
|
Y |
ExecuteForexAfterSecurityTrade |
Execute Forex After Security Trade |
FIX.4.0 |
|
|
|
FIX.4.0 |
|
|
122 |
OrigSendingTime |
UTCTimestamp |
Original time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT") when transmitting orders as the result of a resend request.
|
FIX.4.0 |
|
|
123 |
GapFillFlag |
Boolean |
Indicates that the Sequence Reset message is replacing administrative or application messages which will not be resent.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
N |
SequenceReset |
Sequence Reset, Ignore Msg Seq Num (N/A For FIXML - Not Used) |
FIX.4.0 |
|
|
Y |
GapFillMessage |
Gap Fill Message, Msg Seq Num Field Valid |
FIX.4.0 |
|
|
|
FIX.4.0 |
|
|
124 |
NoExecs |
NumInGroup |
Number of executions or trades.
|
FIX.4.0 |
FIX.5.0SP2EP118 |
|
126 |
ExpireTime |
UTCTimestamp |
Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT")
The meaning of expiration is specific to the context where the field is used.
For orders, this is the expiration time of a Good Til Date TimeInForce.
For Quotes - this is the expiration of the quote.
Expiration time is provided across the quote message dialog to control the length of time of the overall quoting process.
For collateral requests, this is the time by which collateral must be assigned.
For collateral assignments, this is the time by which a response to the assignment is expected.
For credit/risk limit checks, this is the time when the reserved credit limit will expire for the requested transaction.
|
FIX.4.0 |
FIX.5.0SP2EP171 |
|
127 |
DKReason |
char |
Reason for execution rejection.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
A |
UnknownSymbol |
Unknown security |
FIX.4.0 |
FIX.5.0SP2EP131 |
|
B |
WrongSide |
Wrong side |
FIX.4.0 |
FIX.5.0SP2EP131 |
|
C |
QuantityExceedsOrder |
Quantity exceeds order |
FIX.4.0 |
FIX.5.0SP2EP131 |
|
D |
NoMatchingOrder |
No matching order |
FIX.4.0 |
FIX.5.0SP2EP131 |
|
E |
PriceExceedsLimit |
Price exceeds limit |
FIX.4.0 |
FIX.5.0SP2EP131 |
|
F |
CalculationDifference |
Calculation difference |
FIX.4.4 |
FIX.5.0SP2EP131 |
|
Z |
Other |
Other |
FIX.4.0 |
FIX.5.0SP2EP131 |
|
G |
NoMatchingExecutionReport |
No matching ExecutionReport(35=8) |
FIX.5.0SP2EP131 |
|
|
|
FIX.4.0 |
|
|
128 |
DeliverToCompID |
String |
Assigned value used to identify the firm targeted to receive the message if the message is delivered by a third party i.e. the third party firm identifier would be delivered in the TargetCompID (56) field and the ultimate receiver firm ID in this field.
|
FIX.4.0 |
|
|
129 |
DeliverToSubID |
String |
Assigned value used to identify specific message recipient (i.e. trader) if the message is delivered by a third party
|
FIX.4.0 |
|
|
130 |
IOINaturalFlag |
Boolean |
Indicates that IOI is the result of an existing agency order or a facilitation position resulting from an agency order, not from principal trading or order solicitation activity.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
N |
NotNatural |
Not Natural |
FIX.4.0 |
|
|
Y |
Natural |
Natural |
FIX.4.0 |
|
|
|
FIX.4.0 |
|
|
131 |
QuoteReqID |
String |
Unique identifier for a QuoteRequest(35=R).
|
FIX.4.0 |
FIX.5.0SP2EP143 |
|
132 |
BidPx |
Price |
Bid price/rate
|
FIX.4.0 |
|
|
133 |
OfferPx |
Price |
Offer price/rate
|
FIX.4.0 |
|
|
134 |
BidSize |
Qty |
Quantity of bid (Prior to FIX 4.2 this field was of type int)
|
FIX.4.0 |
|
|
135 |
OfferSize |
Qty |
Quantity of offer (Prior to FIX 4.2 this field was of type int)
|
FIX.4.0 |
|
|
136 |
NoMiscFees |
NumInGroup |
Number of repeating groups of miscellaneous fees
|
FIX.4.0 |
|
|
137 |
MiscFeeAmt |
Amt |
Miscellaneous fee value
|
FIX.4.0 |
|
|
138 |
MiscFeeCurr |
Currency |
Currency of miscellaneous fee
|
FIX.4.0 |
|
|
139 |
MiscFeeType |
String |
Indicates type of miscellaneous fee.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Regulatory |
Regulatory (e.g. SEC) |
FIX.4.0 |
|
|
2 |
Tax |
Tax |
FIX.4.0 |
|
|
3 |
LocalCommission |
DEPRECATE - use component instead |
FIX.4.0 |
FIX.5.0SP2EP204 |
FIX.5.0SP2EP204 |
4 |
ExchangeFees |
Exchange Fees |
FIX.4.0 |
|
|
5 |
Stamp |
Stamp |
FIX.4.0 |
|
|
6 |
Levy |
Levy |
FIX.4.0 |
|
|
7 |
Other |
Other |
FIX.4.0 |
|
|
8 |
Markup |
Markup |
FIX.4.1 |
|
|
9 |
ConsumptionTax |
Consumption Tax |
FIX.4.2 |
|
|
10 |
PerTransaction |
Per transaction |
FIX.4.4 |
|
|
11 |
Conversion |
Conversion |
FIX.4.4 |
|
|
12 |
Agent |
Agent |
FIX.4.4 |
|
|
13 |
TransferFee |
Transfer Fee |
FIX.4.4EP25 |
|
|
14 |
SecurityLending |
Security Lending |
FIX.4.4EP25 |
|
|
15 |
TradeReporting |
Trade reporting [Elaboration: The fee charged to recover the cost of trade reporting, e.g. corporate bonds and structured products reported to FINRA TRACE. |
FIX.5.0SP2EP204 |
|
|
16 |
TaxOnPrincipalAmount |
Tax on principal amount |
FIX.5.0SP2EP204 |
|
|
17 |
TaxOnAccruedInterestAmount |
Tax on accrued interest amount |
FIX.5.0SP2EP204 |
|
|
18 |
NewIssuanceFee |
New issuance fee |
FIX.5.0SP2EP204 |
|
|
19 |
ServiceFee |
Service fee |
FIX.5.0SP2EP204 |
|
|
20 |
OddLotFee |
Odd lot fee |
FIX.5.0SP2EP204 |
|
|
21 |
AuctionFee |
Auction fee |
FIX.5.0SP2EP204 |
|
|
22 |
ValueAddedTax |
Value Added tax - VAT |
FIX.5.0SP2EP204 |
|
|
23 |
SalesTax |
Sales tax |
FIX.5.0SP2EP204 |
|
|
24 |
ExecutionFee |
Execution venue fee |
FIX.5.0SP2EP231 |
FIX.5.0SP2EP236 |
|
25 |
OrderEntryFee |
Order or quote submission fees per transaction. |
FIX.5.0SP2EP231 |
|
|
26 |
OrderModificationFee |
Order or quote modification fees per transaction. |
FIX.5.0SP2EP231 |
|
|
27 |
OrdersCancellationFee |
Order or quote cancellation fees per transaction. |
FIX.5.0SP2EP231 |
|
|
28 |
MarketDataAccessFee |
Fee for market data access. |
FIX.5.0SP2EP231 |
|
|
29 |
MarketDataTerminalFee |
Fee for market data terminal. |
FIX.5.0SP2EP231 |
|
|
30 |
MarketDataVolumeFee |
Fee for market data per volume group. |
FIX.5.0SP2EP231 |
|
|
31 |
ClearingFee |
Fee for clearing of trades. |
FIX.5.0SP2EP231 |
|
|
32 |
SettlementFee |
Fee for settlement of trades. |
FIX.5.0SP2EP231 |
|
|
33 |
Rebates |
Rebates offered to the client. |
FIX.5.0SP2EP231 |
|
|
34 |
Discounts |
Discounts offered to the client. |
FIX.5.0SP2EP231 |
|
|
35 |
Payments |
Other benefits offered to the client. |
FIX.5.0SP2EP231 |
|
|
36 |
NonMonetaryPayments |
Non-monetary benefits offered to the client. |
FIX.5.0SP2EP231 |
|
|
|
FIX.4.0 |
|
|
140 |
PrevClosePx |
Price |
Previous closing price of security.
|
FIX.4.0 |
|
|
141 |
ResetSeqNumFlag |
Boolean |
Indicates that both sides of the FIX session should reset sequence numbers.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
N |
No |
No |
FIX.4.1 |
|
|
Y |
Yes |
Yes, reset sequence numbers |
FIX.4.1 |
|
|
|
FIX.4.1 |
FIX.5.0SP2EP204 |
|
142 |
SenderLocationID |
String |
Assigned value used to identify specific message originator's location (i.e. geographic location and/or desk, trader)
|
FIX.4.1 |
|
|
143 |
TargetLocationID |
String |
Assigned value used to identify specific message destination's location (i.e. geographic location and/or desk, trader)
|
FIX.4.1 |
|
|
144 |
OnBehalfOfLocationID |
String |
Assigned value used to identify specific message originator's location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party
|
FIX.4.1 |
|
|
145 |
DeliverToLocationID |
String |
Assigned value used to identify specific message recipient's location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party
|
FIX.4.1 |
|
|
146 |
NoRelatedSym |
NumInGroup |
Specifies the number of repeating symbols specified.
|
FIX.4.1 |
|
|
147 |
Subject |
String |
The subject of an Email message
|
FIX.4.1 |
|
|
148 |
Headline |
String |
The headline of a News message
|
FIX.4.1 |
|
|
149 |
URLLink |
String |
A URI (Uniform Resource Identifier) or URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) See "Appendix 6-B FIX Fields Based Upon Other Standards"
|
FIX.4.1 |
|
|
150 |
ExecType |
char |
Describes the specific ExecutionRpt (e.g. Pending Cancel) while OrdStatus(39) will always identify the current order status (e.g. Partially Filled).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
New |
New |
FIX.4.1 |
|
|
3 |
DoneForDay |
Done for day |
FIX.4.1 |
|
|
4 |
Canceled |
Canceled |
FIX.4.1 |
|
|
5 |
Replaced |
Replaced |
FIX.4.1 |
|
|
6 |
PendingCancel |
Pending Cancel (e.g. result of Order Cancel Request) |
FIX.4.1 |
|
|
7 |
Stopped |
Stopped |
FIX.4.1 |
|
|
8 |
Rejected |
Rejected |
FIX.4.1 |
|
|
9 |
Suspended |
Suspended |
FIX.4.1 |
|
|
A |
PendingNew |
Pending New |
FIX.4.1 |
|
|
B |
Calculated |
Calculated |
FIX.4.1 |
|
|
C |
Expired |
Expired |
FIX.4.1 |
|
|
D |
Restated |
Restated (Execution Report sent unsolicited by sellside, with ExecRestatementReason (378) set) |
FIX.4.2 |
|
|
E |
PendingReplace |
Pending Replace (e.g. result of Order Cancel/Replace Request) |
FIX.4.2 |
|
|
F |
Trade |
Trade (partial fill or fill) |
FIX.4.3 |
|
|
G |
TradeCorrect |
Trade Correct |
FIX.4.3 |
|
|
H |
TradeCancel |
Trade Cancel |
FIX.4.3 |
|
|
I |
OrderStatus |
Order Status |
FIX.4.3 |
|
|
J |
TradeInAClearingHold |
Trade in a Clearing Hold |
FIX.4.4EP5 |
|
|
K |
TradeHasBeenReleasedToClearing |
Trade has been released to Clearing |
FIX.4.4EP5 |
|
|
L |
TriggeredOrActivatedBySystem |
Triggered or Activated by System |
FIX.4.4EP22 |
|
|
M |
Locked |
Locked |
FIX.5.0SP2EP131 |
|
|
N |
Released |
Released |
FIX.5.0SP2EP131 |
|
|
|
FIX.4.1 |
FIX.5.0SP2EP131 |
|
151 |
LeavesQty |
Qty |
Quantity open for further execution. If the OrdStatus (39) is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty (38) - CumQty (14). (Prior to FIX 4.2 this field was of type int)
|
FIX.4.1 |
|
|
152 |
CashOrderQty |
Qty |
Specifies the approximate order quantity desired in total monetary units vs. as tradeable units (e.g. number of shares). The broker or fund manager (for CIV orders) would be responsible for converting and calculating a tradeable unit (e.g. share) quantity (OrderQty (38)) based upon this amount to be used for the actual order and subsequent messages.
|
FIX.4.1 |
|
|
153 |
AllocAvgPx |
Price |
AvgPx (6) for a specific AllocAccount (79) For Fixed Income this is always expressed as "percent of par" price type.
|
FIX.4.1 |
|
|
154 |
AllocNetMoney |
Amt |
NetMoney (8) for a specific AllocAccount (79)
|
FIX.4.1 |
|
|
155 |
SettlCurrFxRate |
float |
Foreign exchange rate used to compute SettlCurrAmt (9) from Currency (5) to SettlCurrency (20)
|
FIX.4.1 |
|
|
156 |
SettlCurrFxRateCalc |
char |
Specifies whether or not SettlCurrFxRate (155) should be multiplied or divided.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
M |
Multiply |
Multiply |
FIX.4.4EP38 |
|
|
D |
Divide |
Divide |
FIX.4.4EP38 |
|
|
|
FIX.4.1 |
FIX.5.0SP2EP179 |
|
157 |
NumDaysInterest |
int |
Number of Days of Interest for convertible bonds and fixed income. Note value may be negative.
|
FIX.4.1 |
|
|
158 |
AccruedInterestRate |
Percentage |
The amount the buyer compensates the seller for the portion of the next coupon interest payment the seller has earned but will not receive from the issuer because the issuer will send the next coupon payment to the buyer. Accrued Interest Rate is the annualized Accrued Interest amount divided by the purchase price of the bond.
|
FIX.4.1 |
|
|
159 |
AccruedInterestAmt |
Amt |
Amount of Accrued Interest for convertible bonds and fixed income
|
FIX.4.1 |
|
|
160 |
SettlInstMode |
char |
Indicates mode used for Settlement Instructions message. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Default |
Default (Replaced) |
FIX.4.1 |
|
|
1 |
StandingInstructionsProvided |
Standing Instructions Provided |
FIX.4.1 |
|
|
2 |
SpecificAllocationAccountOverriding |
Specific Allocation Account Overriding (Replaced) |
FIX.4.1 |
|
|
3 |
SpecificAllocationAccountStanding |
Specific Allocation Account Standing (Replaced) |
FIX.4.1 |
|
|
4 |
SpecificOrderForASingleAccount |
Specific Order for a single account (for CIV) |
FIX.4.3 |
|
|
5 |
RequestReject |
Request reject |
FIX.4.4 |
|
|
|
FIX.4.1 |
|
|
161 |
AllocText |
String |
Free format text related to a specific AllocAccount (79).
|
FIX.4.1 |
|
|
162 |
SettlInstID |
String |
Unique identifier for Settlement Instruction.
|
FIX.4.1 |
|
|
163 |
SettlInstTransType |
char |
Settlement Instructions message transaction type
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
N |
New |
New |
FIX.4.1 |
|
|
C |
Cancel |
Cancel |
FIX.4.1 |
|
|
R |
Replace |
Replace |
FIX.4.1 |
|
|
T |
Restate |
Restate |
FIX.4.4 |
|
|
|
FIX.4.1 |
|
|
164 |
EmailThreadID |
String |
Unique identifier for an email thread (new and chain of replies)
|
FIX.4.1 |
|
|
165 |
SettlInstSource |
char |
Indicates source of Settlement Instructions
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
BrokerCredit |
Broker's Instructions |
FIX.4.1 |
|
|
2 |
Institution |
Institution's Instructions |
FIX.4.1 |
|
|
3 |
Investor |
Investor (e.g. CIV use) |
FIX.4.3 |
|
|
|
FIX.4.1 |
|
|
167 |
SecurityType |
String |
Indicates type of security. Security type enumerations are grouped by Product(460) field value. NOTE: Additional values may be used by mutual agreement of the counterparties.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
UST |
USTreasuryNoteOld |
US Treasury Note (Deprecated Value Use TNOTE) |
FIX.4.3 |
|
FIX.4.4 |
USTB |
USTreasuryBillOld |
US Treasury Bill (Deprecated Value Use TBILL) |
FIX.4.1 |
|
FIX.4.4 |
EUSUPRA |
EuroSupranationalCoupons |
Euro Supranational Coupons * |
FIX.4.4 |
|
|
FAC |
FederalAgencyCoupon |
Federal Agency Coupon |
FIX.4.3 |
|
|
FADN |
FederalAgencyDiscountNote |
Federal Agency Discount Note |
FIX.4.3 |
|
|
PEF |
PrivateExportFunding |
Private Export Funding * |
FIX.4.3 |
|
|
SUPRA |
USDSupranationalCoupons |
USD Supranational Coupons * |
FIX.4.4 |
|
|
CORP |
CorporateBond |
Corporate Bond |
FIX.4.1 |
|
|
CPP |
CorporatePrivatePlacement |
Corporate Private Placement |
FIX.4.1 |
|
|
CB |
ConvertibleBond |
Convertible Bond |
FIX.4.2 |
|
|
DUAL |
DualCurrency |
Dual Currency |
FIX.4.3 |
|
|
EUCORP |
EuroCorporateBond |
Euro Corporate Bond |
FIX.4.4 |
|
|
EUFRN |
EuroCorporateFloatingRateNotes |
Euro Corporate Floating Rate Notes |
FIX.5.0EP68 |
|
|
FRN |
USCorporateFloatingRateNotes |
US Corporate Floating Rate Notes |
FIX.5.0EP68 |
|
|
XLINKD |
IndexedLinked |
Indexed Linked |
FIX.4.3 |
|
|
STRUCT |
StructuredNotes |
Structured Notes |
FIX.4.3 |
|
|
YANK |
YankeeCorporateBond |
Yankee Corporate Bond |
FIX.4.3 |
|
|
FOR |
ForeignExchangeContract |
Foreign Exchange Contract |
FIX.4.1 |
|
FIX.5.0SP1EP82 |
CDS |
CreditDefaultSwap |
Credit Default Swap |
FIX.5.0EP68 |
FIX.5.0SP2EP169 |
|
FUT |
Future |
Future |
FIX.4.1 |
FIX.5.0SP2EP169 |
|
OPT |
Option |
Option |
FIX.4.1 |
FIX.5.0SP2EP169 |
|
OOF |
OptionsOnFutures |
Options on Futures |
FIX.4.4EP19 |
FIX.5.0SP2EP169 |
|
OOP |
OptionsOnPhysical |
Options on Physical - use not recommended |
FIX.4.4EP19 |
FIX.5.0SP2EP169 |
|
IRS |
InterestRateSwap |
Interest Rate Swap |
FIX.5.0EP54 |
FIX.5.0SP2EP169 |
|
OOC |
OptionsOnCombo |
Options on Combo |
FIX.5.0EP-1 |
|
|
CS |
CommonStock |
Common Stock |
FIX.4.1 |
|
|
PS |
PreferredStock |
Preferred Stock |
FIX.4.1 |
|
|
REPO |
Repurchase |
Repurchase |
FIX.4.4 |
|
|
FORWARD |
Forward |
Forward |
FIX.4.4 |
|
|
BUYSELL |
BuySellback |
Buy Sellback |
FIX.4.4 |
|
|
SECLOAN |
SecuritiesLoan |
Securities Loan |
FIX.4.4 |
|
|
SECPLEDGE |
SecuritiesPledge |
Securities Pledge |
FIX.4.4 |
|
|
BRADY |
BradyBond |
Brady Bond |
FIX.4.3 |
|
|
CAN |
CanadianTreasuryNotes |
Canadian Treasury Notes |
FIX.5.0EP68 |
|
|
CTB |
CanadianTreasuryBills |
Canadian Treasury Bills |
FIX.5.0EP68 |
|
|
EUSOV |
EuroSovereigns |
Euro Sovereigns * |
FIX.4.4 |
|
|
PROV |
CanadianProvincialBonds |
Canadian Provincial Bonds |
FIX.5.0EP68 |
|
|
TB |
TreasuryBill |
Treasury Bill - non US |
FIX.5.0EP68 |
|
|
TBOND |
USTreasuryBond |
US Treasury Bond |
FIX.4.3 |
|
|
TINT |
InterestStripFromAnyBondOrNote |
Interest Strip From Any Bond Or Note |
FIX.4.3 |
|
|
TBILL |
USTreasuryBill |
US Treasury Bill |
FIX.4.4 |
|
|
TIPS |
TreasuryInflationProtectedSecurities |
Treasury Inflation Protected Securities |
FIX.4.3 |
|
|
TCAL |
PrincipalStripOfACallableBondOrNote |
Principal Strip Of A Callable Bond Or Note |
FIX.4.3 |
|
|
TPRN |
PrincipalStripFromANonCallableBondOrNote |
Principal Strip From A Non-Callable Bond Or Note |
FIX.4.3 |
|
|
TNOTE |
USTreasuryNote |
US Treasury Note |
FIX.4.4 |
|
|
TERM |
TermLoan |
Term Loan |
FIX.4.3 |
|
|
RVLV |
RevolverLoan |
Revolver Loan |
FIX.4.3 |
|
|
RVLVTRM |
Revolver |
Revolver/Term Loan |
FIX.4.3 |
|
|
BRIDGE |
BridgeLoan |
Bridge Loan |
FIX.4.3 |
|
|
LOFC |
LetterOfCredit |
Letter Of Credit |
FIX.4.3 |
|
|
SWING |
SwingLineFacility |
Swing Line Facility |
FIX.4.3 |
|
|
DINP |
DebtorInPossession |
Debtor In Possession |
FIX.4.3 |
|
|
DEFLTED |
Defaulted |
Defaulted |
FIX.4.3 |
|
|
WITHDRN |
Withdrawn |
Withdrawn |
FIX.4.3 |
|
|
REPLACD |
Replaced |
Replaced |
FIX.4.3 |
|
|
MATURED |
Matured |
Matured |
FIX.4.3 |
|
|
AMENDED |
Amended |
Amended & Restated |
FIX.4.3 |
|
|
RETIRED |
Retired |
Retired |
FIX.4.3 |
|
|
BA |
BankersAcceptance |
Bankers Acceptance |
FIX.4.1 |
|
|
BDN |
BankDepositoryNote |
Bank Depository Note |
FIX.5.0EP68 |
|
|
BN |
BankNotes |
Bank Notes |
FIX.4.3 |
|
|
BOX |
BillOfExchanges |
Bill Of Exchanges |
FIX.4.3 |
|
|
CAMM |
CanadianMoneyMarkets |
Canadian Money Markets |
FIX.5.0EP68 |
|
|
CD |
CertificateOfDeposit |
Certificate Of Deposit |
FIX.4.1 |
|
|
CL |
CallLoans |
Call Loans |
FIX.4.3 |
|
|
CP |
CommercialPaper |
Commercial Paper |
FIX.4.1 |
|
|
DN |
DepositNotes |
Deposit Notes |
FIX.4.3 |
|
|
EUCD |
EuroCertificateOfDeposit |
Euro Certificate Of Deposit |
FIX.4.4 |
|
|
EUCP |
EuroCommercialPaper |
Euro Commercial Paper |
FIX.4.4 |
|
|
LQN |
LiquidityNote |
Liquidity Note |
FIX.4.3 |
|
|
MTN |
MediumTermNotes |
Medium Term Notes |
FIX.4.3 |
|
|
ONITE |
Overnight |
Overnight |
FIX.4.3 |
|
|
PN |
PromissoryNote |
Promissory Note |
FIX.4.3 |
|
|
STN |
ShortTermLoanNote |
Short Term Loan Note |
FIX.4.3 |
|
|
PZFJ |
PlazosFijos |
Plazos Fijos |
FIX.4.3 |
|
|
SLQN |
SecuredLiquidityNote |
Secured Liquidity Note |
FIX.5.0EP68 |
|
|
TD |
TimeDeposit |
Time Deposit |
FIX.4.1 |
|
|
TLQN |
TermLiquidityNote |
Term Liquidity Note |
FIX.5.0EP68 |
|
|
XCN |
ExtendedCommNote |
Extended Comm Note |
FIX.4.3 |
|
|
YCD |
YankeeCertificateOfDeposit |
Yankee Certificate Of Deposit |
FIX.4.4 |
|
|
ABS |
AssetBackedSecurities |
Asset-backed Securities |
FIX.4.3 |
|
|
CMB |
CanadianMortgageBonds |
Canadian Mortgage Bonds |
FIX.5.0EP68 |
|
|
CMBS |
Corp |
Corp. Mortgage-backed Securities |
FIX.4.3 |
|
|
CMO |
CollateralizedMortgageObligation |
Collateralized Mortgage Obligation |
FIX.4.1 |
|
|
IET |
IOETTEMortgage |
IOETTE Mortgage |
FIX.4.2 |
|
|
MBS |
MortgageBackedSecurities |
Mortgage-backed Securities |
FIX.4.3 |
|
|
MIO |
MortgageInterestOnly |
Mortgage Interest Only |
FIX.4.1 |
|
|
MPO |
MortgagePrincipalOnly |
Mortgage Principal Only |
FIX.4.1 |
|
|
MPP |
MortgagePrivatePlacement |
Mortgage Private Placement |
FIX.4.1 |
|
|
MPT |
MiscellaneousPassThrough |
Miscellaneous Pass-through |
FIX.4.1 |
|
|
PFAND |
Pfandbriefe |
Pfandbriefe * |
FIX.4.4 |
|
|
TBA |
ToBeAnnounced |
To Be Announced |
FIX.4.3 |
|
|
AN |
OtherAnticipationNotes |
Other Anticipation Notes (BAN, GAN, etc.) |
FIX.4.3 |
|
|
COFO |
CertificateOfObligation |
Certificate Of Obligation |
FIX.4.3 |
|
|
COFP |
CertificateOfParticipation |
Certificate Of Participation |
FIX.4.3 |
|
|
GO |
GeneralObligationBonds |
General Obligation Bonds |
FIX.4.3 |
|
|
MT |
MandatoryTender |
Mandatory Tender |
FIX.4.3 |
|
|
RAN |
RevenueAnticipationNote |
Revenue Anticipation Note |
FIX.4.3 |
|
|
REV |
RevenueBonds |
Revenue Bonds |
FIX.4.3 |
|
|
SPCLA |
SpecialAssessment |
Special Assessment |
FIX.4.3 |
|
|
SPCLO |
SpecialObligation |
Special Obligation |
FIX.4.3 |
|
|
SPCLT |
SpecialTax |
Special Tax |
FIX.4.3 |
|
|
TAN |
TaxAnticipationNote |
Tax Anticipation Note |
FIX.4.3 |
|
|
TAXA |
TaxAllocation |
Tax Allocation |
FIX.4.3 |
|
|
TECP |
TaxExemptCommercialPaper |
Tax Exempt Commercial Paper |
FIX.4.3 |
|
|
TMCP |
TaxableMunicipalCP |
Taxable Municipal CP |
FIX.5.0EP68 |
|
|
TRAN |
TaxRevenueAnticipationNote |
Tax Revenue Anticipation Note |
FIX.4.3 |
|
|
VRDN |
VariableRateDemandNote |
Variable Rate Demand Note |
FIX.4.3 |
|
|
WAR |
Warrant |
Warrant |
FIX.4.1 |
|
|
MF |
MutualFund |
Mutual Fund |
FIX.4.1 |
|
|
MLEG |
MultilegInstrument |
Multileg Instrument |
FIX.4.3 |
|
|
NONE |
NoSecurityType |
No Security Type |
FIX.4.1 |
|
|
? |
Wildcard |
Wildcard entry for use on Security Definition Request |
FIX.4.2 |
|
|
CASH |
Cash |
Cash |
FIX.4.4EP28 |
|
|
FXNDF |
NonDeliverableForward |
Non-deliverable forward |
FIX.5.0SP1EP82 |
|
|
FXSPOT |
FXSpot |
FX Spot |
FIX.5.0SP1EP82 |
|
|
FXFWD |
FXForward |
FX Forward |
FIX.5.0SP1EP82 |
|
|
FXSWAP |
FXSwap |
FX Swap |
FIX.5.0SP1EP82 |
|
|
DVPLDG |
DeliveryVersusPledge |
Delivery versus pledge |
FIX.5.0SP2EP132 |
|
|
CMDTYSWAP |
CommoditySwap |
Commodity swap |
FIX.5.0SP2EP140 |
FIX.5.0SP2EP169 |
|
SWAPTION |
SwapOption |
Swap option |
FIX.5.0SP2EP140 |
FIX.5.0SP2EP187 |
|
FWD |
DerivativeForward |
Derivative forward |
FIX.5.0SP2EP161 |
FIX.5.0SP2EP169 |
|
TRS |
TotalReturnSwap |
Total return swap |
FIX.5.0SP2EP161 |
|
|
CAP |
Cap |
In an interest rate cap, the buyer receives payments at the end of each period in which the rate indec exceeds the agreed strike rate. |
FIX.5.0SP2EP169 |
|
|
CLLR |
Collar |
In an interest rate collar, this is a combination of a cap and a floor. |
FIX.5.0SP2EP169 |
|
|
EXOTIC |
Exotic |
Exotic |
FIX.5.0SP2EP169 |
|
|
FLR |
Floor |
In an interest rate floor, the buyer receives payments at the end of each period in which the rate index is below the agreed strike rate. |
FIX.5.0SP2EP169 |
|
|
FRA |
FRA |
Forward Rate Agreement |
FIX.5.0SP2EP169 |
|
|
LOANLEASE |
LoanLease |
Loan/lease |
FIX.5.0SP2EP169 |
|
|
SPOTFWD |
SpotForward |
Spot forward |
FIX.5.0SP2EP169 |
|
|
XMISSION |
Transmission |
Transmission |
FIX.5.0SP2EP169 |
|
|
INDEX |
Index |
General type for a contract based on an established index |
FIX.5.0SP2EP179 |
|
|
COLLBSKT |
CollateralBasket |
A collection of securities held as collateral in the customer's collateral fund. The collateral fund is usually managed by a custodian. |
FIX.5.0SP2EP197 |
|
|
BDBSKT |
BondBasket |
Bond basket |
FIX.5.0SP2EP208 |
|
|
CFD |
ContractForDifference |
Contract for difference |
FIX.5.0SP2EP208 |
|
|
CRLTNSWAP |
CorrelationSwap |
Correlation swap |
FIX.5.0SP2EP208 |
|
|
DVDNDSWAP |
DiviendSwap |
Dividend swap |
FIX.5.0SP2EP208 |
|
|
EQBSKT |
EquityBasket |
Equity basket |
FIX.5.0SP2EP208 |
|
|
EQFWD |
EquityForward |
Equity forward |
FIX.5.0SP2EP208 |
|
|
RTRNSWAP |
ReturnSwap |
Return swap |
FIX.5.0SP2EP208 |
|
|
VARSWAP |
VarianceSwap |
Variance swap |
FIX.5.0SP2EP208 |
|
|
FXNDS |
NonDeliverableSwap |
Non-deliverable Swap |
FIX.5.0SP2EP235 |
|
|
PRTFLIOSWAP |
PortfolioSwaps |
Portfolio swap |
FIX.5.0SP2EP235 |
FIX.5.0SP2EP238 |
|
FUTSWAP |
FuturesOnASwap |
Futures on a Swap |
FIX.5.0SP2EP235 |
|
|
FWDSWAP |
ForwardsOnASwap |
Forwards on a Swap |
FIX.5.0SP2EP235 |
|
|
FWDFRTAGMT |
ForwardFreightAgreement |
Forward Freight Agreement |
FIX.5.0SP2EP235 |
|
|
SPREADBET |
SpreadBetting |
Spread Betting |
FIX.5.0SP2EP235 |
|
|
Other |
Other |
Other |
FIX.5.0SP2EP235 |
|
|
DR |
DepositoryReceipts |
Depository Receipts |
FIX.5.0SP2EP236 |
|
|
ETC |
ExchangeTradedCommodity |
Exchange traded commodity |
FIX.5.0SP2EP238 |
|
|
ETN |
ExchangeTradedNote |
Exchange traded note |
FIX.5.0SP2EP238 |
|
|
SECDERIV |
SecuritizedDerivative |
Securitized derivative |
FIX.5.0SP2EP238 |
|
|
SFP |
StructuredFinanceProduct |
Structured finance product |
FIX.5.0SP2EP238 |
|
|
|
FIX.4.1 |
|
|
168 |
EffectiveTime |
UTCTimestamp |
Time the details within the message should take effect (always expressed in UTC (Universal Time Coordinated, also known as "GMT")
|
FIX.4.1 |
|
|
169 |
StandInstDbType |
int |
Identifies the Standing Instruction database used
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Other |
Other |
FIX.4.1 |
|
|
1 |
DTCSID |
DTC SID |
FIX.4.1 |
|
|
2 |
ThomsonALERT |
Thomson ALERT |
FIX.4.1 |
|
|
3 |
AGlobalCustodian |
A Global Custodian (StandInstDBName (70) must be provided) |
FIX.4.1 |
|
|
4 |
AccountNet |
AccountNet |
FIX.4.4 |
|
|
|
FIX.4.1 |
|
|
170 |
StandInstDbName |
String |
Name of the Standing Instruction database represented with StandInstDbType (169) (i.e. the Global Custodian's name).
|
FIX.4.1 |
|
|
171 |
StandInstDbID |
String |
Unique identifier used on the Standing Instructions database for the Standing Instructions to be referenced.
|
FIX.4.1 |
|
|
172 |
SettlDeliveryType |
int |
Identifies type of settlement
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Versus |
"Versus. Payment": Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment |
FIX.4.4EP35 |
|
|
1 |
Free |
"Free": Deliver (if Sell) or Receive (if Buy) Free |
FIX.4.4EP35 |
|
|
2 |
TriParty |
Tri-Party |
FIX.4.4EP35 |
|
|
3 |
HoldInCustody |
Hold In Custody |
FIX.4.4EP35 |
|
|
|
FIX.4.1 |
|
|
188 |
BidSpotRate |
Price |
Bid F/X spot rate.
|
FIX.4.1 |
|
|
189 |
BidForwardPoints |
PriceOffset |
Bid F/X forward points added to spot rate. May be a negative value.
|
FIX.4.1 |
|
|
190 |
OfferSpotRate |
Price |
Offer F/X spot rate.
|
FIX.4.1 |
|
|
191 |
OfferForwardPoints |
PriceOffset |
Offer F/X forward points added to spot rate. May be a negative value.
|
FIX.4.1 |
|
|
192 |
OrderQty2 |
Qty |
OrderQty (38) of the future part of a F/X swap order.
|
FIX.4.1 |
|
FIX.5.0 |
193 |
SettlDate2 |
LocalMktDate |
SettDate (64) of the future part of a F/X swap order.
|
FIX.4.1 |
|
FIX.5.0 |
194 |
LastSpotRate |
Price |
F/X spot rate.
|
FIX.4.1 |
|
|
195 |
LastForwardPoints |
PriceOffset |
F/X forward points added to LastSpotRate (94). May be a negative value. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199
|
FIX.4.1 |
|
|
196 |
AllocLinkID |
String |
Can be used to link two different Allocation messages (each with unique AllocID (70)) together, i.e. for F/X "Netting" or "Swaps". Should be unique.
|
FIX.4.1 |
|
|
197 |
AllocLinkType |
int |
Identifies the type of Allocation linkage when AllocLinkID (96) is used.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
FXNetting |
FX Netting |
FIX.4.1 |
|
|
1 |
FXSwap |
FX Swap |
FIX.4.1 |
|
|
|
FIX.4.1 |
|
|
198 |
SecondaryOrderID |
String |
Assigned by the party which accepts the order. Can be used to provide the OrderID (37) used by an exchange or executing system.
|
FIX.4.1 |
|
|
199 |
NoIOIQualifiers |
NumInGroup |
Number of repeating groups of IOIQualifiers (04).
|
FIX.4.1 |
|
|
200 |
MaturityMonthYear |
MonthYear |
Can be used with standardized derivatives vs. the MaturityDate (54) field. Month and Year of the maturity (used for standardized futures and options). Format: YYYYMM (e.g. 199903) YYYYMMDD (e.g. 20030323) YYYYMMwN (e.g. 200303w) for week A specific date or can be appended to the MaturityMonthYear. For instance, if multiple standard products exist that mature in the same Year and Month, but actually mature at a different time, a value can be appended, such as "w" or "w2" to indicate week as opposed to week 2 expiration. Likewise, the date (0-3) can be appended to indicate a specific expiration (maturity date).
|
FIX.4.1 |
FIX.5.0SP1EP95 |
|
201 |
PutOrCall |
int |
Indicates whether an option contract is a put, call, chooser or undetermined.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Put |
Also used for the case in which the buyer of a Swaption has the right to enter into an IRS contract as a fixed-rate receiver or into a CDS contract as a seller of protection or for the case of a Floor. |
FIX.4.1 |
FIX.5.0SP2EP238 |
|
1 |
Call |
Also used for the case in which the buyer of a Swaption has the right to enter into an IRS contract as a fixed-rate payer or into a CDS contract as a buyer of protection or for the case of a Cap. |
FIX.4.1 |
FIX.5.0SP2EP238 |
|
2 |
Other |
In the context of ESMA RTS 22 reporting, this value may be used when, at the time of execution, the option right cannot be determined. |
FIX.5.0SP2EP232 |
|
|
3 |
Chooser |
Indicates that the option buyer may choose to buy or sell the underlying security on exercise or if a Swaption to pay or receive the underlying IRS cash flow stream or to buy or sell CDS protection. |
FIX.5.0SP2EP238 |
|
|
|
FIX.4.1 |
FIX.5.0SP2EP238 |
|
202 |
StrikePrice |
Price |
Strike Price for an Option.
|
FIX.4.1 |
|
|
203 |
CoveredOrUncovered |
int |
Used for derivative products, such as options
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Covered |
Covered |
FIX.4.1 |
|
|
1 |
Uncovered |
Uncovered |
FIX.4.1 |
|
|
|
FIX.4.1 |
|
|
206 |
OptAttribute |
char |
Provided to support versioning of option contracts as a result of corporate actions or events. Use of this field is defined by counterparty agreement or market conventions.
|
FIX.4.1 |
|
|
207 |
SecurityExchange |
Exchange |
Market used to help identify a security. Valid values: See "Appendix 6-C"
|
FIX.4.1 |
|
|
208 |
NotifyBrokerOfCredit |
Boolean |
Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
N |
DetailsShouldNotBeCommunicated |
Details should not be communicated |
FIX.4.1 |
|
|
Y |
DetailsShouldBeCommunicated |
Details should be communicated |
FIX.4.1 |
|
|
|
FIX.4.1 |
|
|
209 |
AllocHandlInst |
int |
Indicates how the receiver (i.e. third party) of allocation information should handle/process the account details.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Match |
Match |
FIX.4.1 |
|
|
2 |
Forward |
Forward |
FIX.4.1 |
|
|
3 |
ForwardAndMatch |
Forward and Match |
FIX.4.1 |
|
|
4 |
AutoClaimGiveUp |
Indicates that the give-up and take-up party are the same and that trade give-up is to be claimed automatically.
|
FIX.5.0SP2EP245 |
|
|
|
FIX.4.1 |
FIX.5.0SP2EP245 |
|
210 |
MaxShow |
Qty |
Maximum quantity (e.g. number of shares) within an order to be shown to other customers (i.e. sent via an IOI). (Prior to FIX 4.2 this field was of type int)
|
FIX.4.1 |
|
FIX.5.0 |
211 |
PegOffsetValue |
float |
Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType (836) (Prior to FIX 4.4 this field was of type PriceOffset)
|
FIX.4.1 |
|
|
212 |
XmlDataLen |
Length |
Length of the XmlData data block.
|
FIX.4.2 |
|
|
213 |
XmlData |
data |
Actual XML data stream (e.g. FIXML). See approriate XML reference (e.g. FIXML). Note: may contain embedded SOH characters.
|
FIX.4.2 |
|
|
214 |
SettlInstRefID |
String |
Reference identifier for the SettlInstID (162) with Cancel and Replace SettlInstTransType (163) transaction types.
|
FIX.4.2 |
|
|
215 |
NoRoutingIDs |
NumInGroup |
Number of repeating groups of RoutingID (217) and RoutingType (216) values. See Volume 3: "Pre-Trade Message Targeting/Routing"
|
FIX.4.2 |
|
|
216 |
RoutingType |
int |
Indicates the type of RoutingID (217) specified.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
TargetFirm |
Target Firm |
FIX.4.2 |
|
|
2 |
TargetList |
Target List |
FIX.4.2 |
|
|
3 |
BlockFirm |
Block Firm |
FIX.4.2 |
|
|
4 |
BlockList |
Block List |
FIX.4.2 |
|
|
5 |
TargetPerson |
Target Person |
FIX.5.0SP2EP194 |
|
|
6 |
BlockPerson |
Block Person |
FIX.5.0SP2EP194 |
|
|
|
FIX.4.2 |
|
|
217 |
RoutingID |
String |
Assigned value used to identify a specific routing destination.
|
FIX.4.2 |
|
|
218 |
Spread |
PriceOffset |
For Fixed Income. Either Swap Spread or Spread to Benchmark depending upon the order type. Spread to Benchmark: Basis points relative to a benchmark. To be expressed as "count of basis points" (vs. an absolute value). E.g. High Grade Corporate Bonds may express price as basis points relative to benchmark (the BenchmarkCurveName (22) field). Note: Basis points can be negative. Swap Spread: Target spread for a swap.
|
FIX.4.2 |
|
|
220 |
BenchmarkCurveCurrency |
Currency |
Identifies currency used for benchmark curve. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
|
FIX.4.2 |
|
|
221 |
BenchmarkCurveName |
String |
Name of benchmark curve. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
EONIA |
EONIA |
EONIA |
FIX.4.4EP-1 |
|
|
EUREPO |
EUREPO |
EUREPO |
FIX.4.4EP-1 |
|
|
Euribor |
Euribor |
Deprecated use of EURIBOR for the enumeration. |
FIX.4.3 |
FIX.5.0SP2EP132 |
FIX.5.0SP2EP132 |
FutureSWAP |
FutureSWAP |
FutureSWAP |
FIX.4.3 |
|
|
LIBID |
LIBID |
LIBID |
FIX.4.3 |
|
|
LIBOR |
LIBOR |
LIBOR (London Inter-Bank Offer) |
FIX.4.3 |
|
|
MuniAAA |
MuniAAA |
MuniAAA |
FIX.4.3 |
|
|
OTHER |
OTHER |
OTHER |
FIX.4.3 |
|
|
Pfandbriefe |
Pfandbriefe |
Pfandbriefe |
FIX.4.3 |
|
|
SONIA |
SONIA |
SONIA |
FIX.4.4EP-1 |
|
|
SWAP |
SWAP |
SWAP |
FIX.4.3 |
|
|
Treasury |
Treasury |
Treasury |
FIX.4.3 |
|
|
FEDEFF |
FedFundRateEffective |
US Federal Reserve fed funds effective rate or the weighted average of the actual negotiated rates banks pay each other to to borrow funds. |
FIX.5.0SP2EP132 |
|
|
FEDOPEN |
FedOpen |
Fed funds target rate as determined by the US Federal Reserve Federal Open Market Committee. |
FIX.5.0SP2EP132 |
|
|
EURIBOR |
EURIBOR |
Euro interbank offer rate |
FIX.5.0SP2EP132 |
|
|
|
FIX.4.2 |
|
|
222 |
BenchmarkCurvePoint |
String |
Point on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED". Sample values: M = combination of a number between 1-12 and a "M" for month Y = combination of number between 1-100 and a "Y" for year} 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon See Fixed Income-specific documentation at http://www.fixtradingcommunity.org for additional values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
|
FIX.4.2 |
FIX.5.0SP2EP187 |
|
223 |
CouponRate |
Percentage |
The rate of interest that, when multiplied by the principal, par value, or face value of a bond, provides the currency amount of the periodic interest payment. The coupon is always cited, along with maturity, in any quotation of a bond's price.
|
FIX.4.2 |
|
|
224 |
CouponPaymentDate |
LocalMktDate |
Date interest is to be paid. Used in identifying Corporate Bond issues. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)
|
FIX.4.2 |
|
|
225 |
IssueDate |
LocalMktDate |
The date on which a bond or stock offering is issued. It may or may not be the same as the effective date ("Dated Date") or the date on which interest begins to accrue ("Interest Accrual Date") (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)
|
FIX.4.2 |
|
|
226 |
RepurchaseTerm |
int |
Number of business days before repurchase of a repo. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
|
FIX.4.2 |
|
FIX.4.4 |
227 |
RepurchaseRate |
Percentage |
Percent of par at which a Repo will be repaid. Represented as a percent, e.g. .9525 represents 95-/4 percent of par. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
|
FIX.4.2 |
|
FIX.4.4 |
228 |
Factor |
float |
For Fixed Income: Amorization 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 . 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 (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
|
FIX.4.2 |
|
|
229 |
TradeOriginationDate |
LocalMktDate |
Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)
|
FIX.4.2 |
|
|
230 |
ExDate |
LocalMktDate |
The date when a distribution of interest is deducted from a securities assets or set aside for payment to bondholders. On the ex-date, the securities price drops by the amount of the distribution (plus or minus any market activity). (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)
|
FIX.4.2 |
|
|
231 |
ContractMultiplier |
float |
Specifies the ratio or multiply factor to convert from "nominal" units (e.g. contracts) to total units (e.g. shares) (e.g. 1.0, 100, 1000, etc). Applicable For Fixed Income, Convertible Bonds, Derivatives, etc.
In general quantities for all classes should be expressed in the basic unit of the instrument, e.g. shares for equities, nominal or par amount for bonds, currency for foreign exchange. When quantity is expressed in contracts, e.g. financing transactions and bond trade reporting, ContractMultiplier(231) should contain the number of units in one contract and can be omitted if the multiplier is the default amount for the instrument, i.e. 1,000 par of bonds, 1,000,000 par for financing transactions.
|
FIX.4.2 |
FIX.5.0SP2EP204 |
|
232 |
NoStipulations |
NumInGroup |
Number of stipulation entries (Note tag # was reserved in FIX 4.1, added in FIX 4.3).
|
FIX.4.2 |
|
|
233 |
StipulationType |
String |
For Fixed Income. Type of Stipulation. Other types may be used by mutual agreement of the counterparties. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
AMT |
AlternativeMinimumTax |
Alternative Minimum Tax (Y/N) |
FIX.4.4 |
|
|
AUTOREINV |
AutoReinvestment |
Auto Reinvestment at or better |
FIX.4.4 |
|
|
BANKQUAL |
BankQualified |
Bank qualified (Y/N) |
FIX.4.4 |
|
|
BGNCON |
BargainConditions |
Bargain conditions (see StipulationValue (234) for values) |
FIX.4.4 |
|
|
COUPON |
CouponRange |
Coupon range |
FIX.4.4 |
|
|
CURRENCY |
ISOCurrencyCode |
ISO Currency Code |
FIX.4.4 |
|
|
CUSTOMDATE |
CustomStart |
Custom start/end date |
FIX.4.4 |
|
|
GEOG |
Geographics |
Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets]) |
FIX.4.3 |
|
|
HAIRCUT |
ValuationDiscount |
Valuation Discount |
FIX.4.4 |
|
|
INSURED |
Insured |
Insured (Y/N) |
FIX.4.4 |
|
|
ISSUE |
IssueDate |
Year Or Year/Month of Issue (ex. 234=2002/09) |
FIX.4.3 |
|
|
ISSUER |
Issuer |
Issuer's ticker |
FIX.4.4 |
|
|
ISSUESIZE |
IssueSizeRange |
issue size range |
FIX.4.4 |
|
|
LOOKBACK |
LookbackDays |
Lookback Days |
FIX.4.4 |
|
|
LOT |
ExplicitLotIdentifier |
Explicit lot identifier |
FIX.4.4 |
|
|
LOTVAR |
LotVariance |
Lot Variance (value in percent maximum over- or under-allocation allowed) |
FIX.4.3 |
|
|
MAT |
MaturityYearAndMonth |
Maturity Year And Month |
FIX.4.3 |
|
|
MATURITY |
MaturityRange |
Maturity range |
FIX.4.4 |
|
|
MAXSUBS |
MaximumSubstitutions |
Maximum substitutions (Repo) |
FIX.4.4 |
|
|
MINDNOM |
MinimumDenomination |
Minimum denomination |
FIX.4.4 |
|
|
MININCR |
MinimumIncrement |
Minimum increment |
FIX.4.4 |
|
|
MINQTY |
MinimumQuantity |
Minimum quantity |
FIX.4.4 |
|
|
PAYFREQ |
PaymentFrequency |
Payment frequency, calendar |
FIX.4.4 |
|
|
PIECES |
NumberOfPieces |
Number Of Pieces |
FIX.4.3 |
|
|
PMAX |
PoolsMaximum |
Pools Maximum |
FIX.4.3 |
|
|
PPL |
PoolsPerLot |
Pools per Lot |
FIX.4.3 |
|
|
PPM |
PoolsPerMillion |
Pools per Million |
FIX.4.3 |
|
|
PPT |
PoolsPerTrade |
Pools per Trade |
FIX.4.3 |
|
|
PRICE |
PriceRange |
Price Range |
FIX.4.4 |
|
|
PRICEFREQ |
PricingFrequency |
Pricing frequency |
FIX.4.4 |
|
|
PROD |
ProductionYear |
Production Year |
FIX.4.3 |
|
|
PROTECT |
CallProtection |
Call protection |
FIX.4.4 |
|
|
PURPOSE |
Purpose |
Purpose |
FIX.4.4 |
|
|
PXSOURCE |
BenchmarkPriceSource |
Benchmark price source |
FIX.4.4 |
|
|
RATING |
RatingSourceAndRange |
Rating source and range |
FIX.4.4 |
|
|
REDEMPTION |
TypeOfRedemption |
Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible |
FIX.4.4 |
|
|
RESTRICTED |
Restricted |
Restricted (Y/N) |
FIX.4.4 |
|
|
SECTOR |
MarketSector |
Market Sector |
FIX.4.4 |
|
|
SECTYPE |
SecurityTypeIncludedOrExcluded |
Security Type included or excluded |
FIX.4.4 |
|
|
STRUCT |
Structure |
Structure |
FIX.4.4 |
|
|
SUBSFREQ |
SubstitutionsFrequency |
Substitutions frequency (Repo) |
FIX.4.4 |
|
|
SUBSLEFT |
SubstitutionsLeft |
Substitutions left (Repo) |
FIX.4.4 |
|
|
TEXT |
FreeformText |
Freeform Text |
FIX.4.4 |
|
|
TRDVAR |
TradeVariance |
Trade Variance (value in percent maximum over- or under-allocation allowed) |
FIX.4.3 |
|
|
WAC |
WeightedAverageCoupon |
Weighted Average Coupon - value in percent (exact or range) plus "Gross" or "Net" of servicing spread (the default) (ex. 234=6.5-Net [minimum of 6.5% net of servicing fee]) |
FIX.4.3 |
|
|
WAL |
WeightedAverageLifeCoupon |
Weighted Average Life Coupon - value in percent (exact or range) |
FIX.4.3 |
|
|
WALA |
WeightedAverageLoanAge |
Weighted Average Loan Age - value in months (exact or range) |
FIX.4.3 |
|
|
WAM |
WeightedAverageMaturity |
Weighted Average Maturity - value in months (exact or range) |
FIX.4.3 |
|
|
WHOLE |
WholePool |
Whole Pool (Y/N) |
FIX.4.4 |
|
|
YIELD |
YieldRange |
Yield Range |
FIX.4.4 |
|
|
AVFICO |
AverageFICOScore |
Average FICO Score |
FIX.5.0EP68 |
|
|
AVSIZE |
AverageLoanSize |
Average Loan Size |
FIX.5.0EP68 |
|
|
MAXBAL |
MaximumLoanBalance |
Maximum Loan Balance |
FIX.5.0EP68 |
|
|
POOL |
PoolIdentifier |
Pool Identifier |
FIX.5.0EP68 |
|
|
ROLLTYPE |
TypeOfRollTrade |
Type of Roll trade |
FIX.5.0EP68 |
|
|
REFTRADE |
ReferenceToRollingOrClosingTrade |
reference to rolling or closing trade |
FIX.5.0EP68 |
|
|
REFPRIN |
PrincipalOfRollingOrClosingTrade |
principal of rolling or closing trade |
FIX.5.0EP68 |
|
|
REFINT |
InterestOfRollingOrClosingTrade |
interest of rolling or closing trade |
FIX.5.0EP68 |
|
|
AVAILQTY |
AvailableOfferQuantityToBeShownToTheStreet |
Available offer quantity to be shown to the street |
FIX.5.0EP68 |
|
|
BROKERCREDIT |
BrokerCredit |
Broker's sales credit |
FIX.5.0EP68 |
|
|
INTERNALPX |
OfferPriceToBeShownToInternalBrokers |
Offer price to be shown to internal brokers |
FIX.5.0EP68 |
|
|
INTERNALQTY |
OfferQuantityToBeShownToInternalBrokers |
Offer quantity to be shown to internal brokers |
FIX.5.0EP68 |
|
|
LEAVEQTY |
TheMinimumResidualOfferQuantity |
The minimum residual offer quantity |
FIX.5.0EP68 |
|
|
MAXORDQTY |
MaximumOrderSize |
Maximum order size |
FIX.5.0EP68 |
|
|
ORDRINCR |
OrderQuantityIncrement |
Order quantity increment |
FIX.5.0EP68 |
|
|
PRIMARY |
PrimaryOrSecondaryMarketIndicator |
Primary or Secondary market indicator |
FIX.5.0EP68 |
|
|
SALESCREDITOVR |
BrokerSalesCreditOverride |
Broker sales credit override |
FIX.5.0EP68 |
|
|
TRADERCREDIT |
TraderCredit |
Trader's credit |
FIX.5.0EP68 |
|
|
DISCOUNT |
DiscountRate |
Discount Rate (when price is denominated in percent of par) |
FIX.5.0EP68 |
|
|
YTM |
YieldToMaturity |
Yield to Maturity (when YieldType(235) and Yield(236) show a different yield) |
FIX.5.0EP68 |
|
|
ABS |
AbsolutePrepaymentSpeed |
Absolute Prepayment Speed |
FIX.4.3 |
|
|
CPP |
ConstantPrepaymentPenalty |
Constant Prepayment Penalty |
FIX.4.3 |
|
|
CPR |
ConstantPrepaymentRate |
Constant Prepayment Rate |
FIX.4.3 |
|
|
CPY |
ConstantPrepaymentYield |
Constant Prepayment Yield |
FIX.4.3 |
|
|
HEP |
FinalCPROfHomeEquityPrepaymentCurve |
final CPR of Home Equity Prepayment Curve |
FIX.4.3 |
|
|
MHP |
PercentOfManufacturedHousingPrepaymentCurve |
Percent of Manufactured Housing Prepayment Curve |
FIX.4.3 |
|
|
MPR |
MonthlyPrepaymentRate |
Monthly Prepayment Rate |
FIX.4.3 |
|
|
PPC |
PercentOfProspectusPrepaymentCurve |
Percent of Prospectus Prepayment Curve |
FIX.4.3 |
|
|
PSA |
PercentOfBMAPrepaymentCurve |
Percent of BMA Prepayment Curve |
FIX.4.3 |
|
|
SMM |
SingleMonthlyMortality |
Single Monthly Mortality |
FIX.4.3 |
|
|
ORIGAMT |
OriginalAmount |
The original issued amount of a mortgage backed security or other loan/asset backed security. |
FIX.5.0SP2EP161 |
|
|
POOLEFFDT |
PoolEffectiveDate |
Pool effective date |
FIX.5.0SP2EP161 |
|
|
POOLINITFCTR |
PoolInitialFactor |
For morttgage backed securities, the part of the mortgage that is outstanding on trade inception, i.e. has not been repaid yet as principal. It is expressed as a multiplier factor to the mortgage: where 1 means that the whole mortage amount is outstanding, 0.8 means that80% remains to be repaid and 20% has been repaid. |
FIX.5.0SP2EP161 |
|
|
TRANCHE |
Tranche |
Identifies the tranche of a mortgage backed security, loan, collateralized mortgage obligation or similar securities that can be split into different risk or maturity (for example) classes. |
FIX.5.0SP2EP161 |
|
|
SUBSTITUTION |
Substitution |
Indicates whether substitution is applicable (Y) or (N). |
FIX.5.0SP2EP161 |
|
|
INCURRCVY |
IncurredRecovery |
Specifies whether incurred recovery is applicable (Y) or not (N). Outstanding Swap Notional Amount is defined at any time on any day, as the greater of: (a) Zero; If Incurred Recovery Amount Applicable: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts and all Incurred Recovery Amounts (if any) determined under this Confirmation at or prior to such time.Incurred Recovery Amount not populated: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts determined under this Confirmation at or prior to such time. 2009 CDX Tranche Terms. |
FIX.5.0SP2EP161 |
|
|
ADDTRM |
AdditionalTerm |
Used for representing information contained in the Additional Terms field of the 2003 Master Credit Derivatives confirm. |
FIX.5.0SP2EP161 |
|
|
MODEQTYDLVY |
ModifiedEquityDelivery |
Indicates whether delivery of selected obligationshaving an amountgreater than the reference entity notional amount is allowed (Y) or (N). 2005 iTraxx tranched Transactions Standard Terms Supplement. |
FIX.5.0SP2EP161 |
|
|
NOREFOBLIG |
NoReferenceOblication |
When specified as "Y" this indicates that there is no Reference Obligation associated with this Credit Default Swap and that there will never be one. 2003 ISDA Credit Derivatives Definitions. |
FIX.5.0SP2EP161 |
|
|
UNKREFOBLIG |
UnknownReferenceObligation |
When specified as "Y" this indicates that the Reference obligation associated with the Credit Default Swap is currently not known. This is not valid for Legal Confirmation purposes, but is valid for earlier stages in the trade life cycle (e.g. Broker Confirmation). 2003 FpML-CD-4.0. |
FIX.5.0SP2EP161 |
|
|
ALLGUARANTEES |
AllGuarantees |
Indicates whether an obligation of the Reference Entity, guaranteed by the Reference Entity on behalf of a non-Affiliate, is to be considered an Obligation for the purpose of the transaction (Y) or (N). ISDA 2003 Term: All Guarantees. |
FIX.5.0SP2EP161 |
|
|
REFPX |
ReferencePrice |
Specifies the reference price expressed as a percentage between 0 and 1 (e.g. 0.05 is 5%). The reference price is used to determine (a) for physically settled trades, the Physical Settlement Amount, which equals the Floating Rate Payer Calculation Amount times the Reference Price and (b) for cash settled trades, the Cash Settlement Amount, which equals the greater of (i) the difference between the Reference Price and the Final Price and (ii) zero. ISDA 2003 Term: Reference Price. |
FIX.5.0SP2EP161 |
|
|
REFPOLICY |
ReferencePolicy |
Indicates whether the reference obligation is guaranteed (Y), or not (N), under a reference policy. If the Reference Obligation is guaranteed under a Reference Policy, and such Reference Policy by its terms excludes any component of the Expected Principal Amount for purposes of determining the liability of the relevant Insurer, or the Insurer is otherwise not required to pay any such amounts under the terms of the Reference Policy, the relevant component or amount shall also be excluded for purposes of determining the Expected Principal Amount with respect to any determination of Principal Shortfall hereunder. 2006 ISDA CDS on MBS Terms. |
FIX.5.0SP2EP161 |
|
|
SECRDLIST |
SecuredList |
Specifies whether a list of Syndicated Secured Obligations (also known as the Relevant Secured List) exists (Y), or not (N), for the Reference Entity. With respect to any day, the list of Syndicated Secured Obligations of the Designated Priority of the Reference Entity published by Markit Group Limited or any successor thereto appointed by the Specified Dealers (the "Secured List Publisher") on or most recently before such day, which list is currently available at [http://www.markit.com]. ISDA 2003 Term: Relevant Secured List. |
FIX.5.0SP2EP161 |
|
|
MULTEXCHFLLBCK |
MULTEXCHFLLBCK |
For an index option transaction, indicates whether a relevant "Multiple Exchange Index Annex" is applicable (Y) to the transaction or not (N). This annex defines additional provisions which are applicable where an index is comprised of component securities that are traded on multiple exchanges. |
FIX.5.0SP2EP208 |
|
|
COMPSECFLLBCK |
COMPSECFLLBCK |
For an index option transaction, indicates whether a relevant "Component Security Index Annex" is applicable (Y) to the transaction or not (N). |
FIX.5.0SP2EP208 |
|
|
LOCLJRSDCTN |
LOCLJRSDCTN |
"Local Jurisdiction" is used in the AEJ Master Confirmation to determine applicability (Y), or not (N), of local taxes (including taxes, duties, and similar charges) imposed by the taxing authority of the local jurisdiction. |
FIX.5.0SP2EP208 |
|
|
RELVJRSDCTN |
RELVJRSDCTN |
"Relevant Jurisdiction" is used in the AEJ Master Confirmation to determine applicability (Y), or not (N), of local taxes (including taxes, duties and similar charges) that would be imposed by the taxing authority of the "country of underlier" on a "hypothetical broker dealer" assuming that the applicable hedge positions are held by its office in the Relevant Jurisdiction. |
FIX.5.0SP2EP208 |
|
|
|
FIX.4.2 |
|
|
234 |
StipulationValue |
String |
For Fixed Income. Value of stipulation. The expression can be an absolute single value or a combination of values and logical operators: < value > value <= value >= value value value - value2 value OR value2 value AND value2 YES NO Bargain conditions recognized by the London Stock Exchange - to be used when StipulationType is "BGNCON". CD = Special cum Dividend XD = Special ex Dividend CC = Special cum Coupon XC = Special ex Coupon CB = Special cum Bonus XB = Special ex Bonus CR = Special cum Rights XR = Special ex Rights CP = Special cum Capital Repayments XP = Special ex Capital Repayments CS = Cash Settlement SP = Special Price TR = Report for European Equity Market Securities in accordance with Chapter 8 of the Rules. GD = Guaranteed Delivery Values for StipulationType = "PXSOURCE": BB GENERIC BB FAIRVALUE BROKERTEC ESPEED GOVPX HILLIARD FARBER ICAP TRADEWEB TULLETT LIBERTY If a particular side of the market is wanted append /BID /OFFER or /MID. plus appropriate combinations of the above and other expressions by mutual agreement of the counterparties. Examples: ">=60", ".25", "ORANGE OR CONTRACOSTA", etc. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
|
FIX.4.2 |
|
|
235 |
YieldType |
String |
Type of yield. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
AFTERTAX |
AfterTaxYield |
After Tax Yield (Municipals) |
FIX.4.3 |
|
|
ANNUAL |
AnnualYield |
Annual Yield |
FIX.4.3 |
|
|
ATISSUE |
YieldAtIssue |
Yield At Issue (Municipals) |
FIX.4.3 |
|
|
AVGMATURITY |
YieldToAverageMaturity |
Yield To Avg Maturity |
FIX.4.3 |
|
|
BOOK |
BookYield |
Book Yield |
FIX.4.3 |
|
|
CALL |
YieldToNextCall |
Yield to Next Call |
FIX.4.3 |
|
|
CHANGE |
YieldChangeSinceClose |
Yield Change Since Close |
FIX.4.3 |
|
|
CLOSE |
ClosingYield |
Closing Yield |
FIX.4.3 |
|
|
COMPOUND |
CompoundYield |
Compound Yield |
FIX.4.3 |
|
|
CURRENT |
CurrentYield |
Current Yield |
FIX.4.3 |
|
|
GOVTEQUIV |
GvntEquivalentYield |
Gvnt Equivalent Yield |
FIX.4.3 |
|
|
GROSS |
TrueGrossYield |
True Gross Yield |
FIX.4.3 |
|
|
INFLATION |
YieldWithInflationAssumption |
Yield with Inflation Assumption |
FIX.4.3 |
|
|
INVERSEFLOATER |
InverseFloaterBondYield |
Inverse Floater Bond Yield |
FIX.4.3 |
|
|
LASTCLOSE |
MostRecentClosingYield |
Most Recent Closing Yield |
FIX.4.3 |
|
|
LASTMONTH |
ClosingYieldMostRecentMonth |
Closing Yield Most Recent Month |
FIX.4.3 |
|
|
LASTQUARTER |
ClosingYieldMostRecentQuarter |
Closing Yield Most Recent Quarter |
FIX.4.3 |
|
|
LASTYEAR |
ClosingYieldMostRecentYear |
Closing Yield Most Recent Year |
FIX.4.3 |
|
|
LONGAVGLIFE |
YieldToLongestAverageLife |
Yield to Longest Average Life |
FIX.4.3 |
|
|
MARK |
MarkToMarketYield |
Mark to Market Yield |
FIX.4.3 |
|
|
MATURITY |
YieldToMaturity |
Yield to Maturity |
FIX.4.3 |
|
|
NEXTREFUND |
YieldToNextRefund |
Yield to Next Refund (Sinking Fund Bonds) |
FIX.4.3 |
|
|
OPENAVG |
OpenAverageYield |
Open Average Yield |
FIX.4.3 |
|
|
PREVCLOSE |
PreviousCloseYield |
Previous Close Yield |
FIX.4.3 |
|
|
PROCEEDS |
ProceedsYield |
Proceeds Yield |
FIX.4.3 |
|
|
PUT |
YieldToNextPut |
Yield to Next Put |
FIX.4.3 |
|
|
SEMIANNUAL |
SemiAnnualYield |
Semi-annual Yield |
FIX.4.3 |
|
|
SHORTAVGLIFE |
YieldToShortestAverageLife |
Yield to Shortest Average Life |
FIX.4.3 |
|
|
SIMPLE |
SimpleYield |
Simple Yield |
FIX.4.3 |
|
|
TAXEQUIV |
TaxEquivalentYield |
Tax Equivalent Yield |
FIX.4.3 |
|
|
TENDER |
YieldToTenderDate |
Yield to Tender Date |
FIX.4.3 |
|
|
TRUE |
TrueYield |
True Yield |
FIX.4.3 |
|
|
VALUE1_32 |
YieldValueOf32nds |
Yield Value Of 1/32 |
FIX.4.4EP-1 |
|
|
WORST |
YieldToWorst |
Yield To Worst |
FIX.4.3 |
|
|
|
FIX.4.2 |
|
|
236 |
Yield |
Percentage |
Yield percentage. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
|
FIX.4.2 |
|
|
237 |
TotalTakedown |
Amt |
The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
|
FIX.4.2 |
|
|
238 |
Concession |
Amt |
Provides the reduction in price for the secondary market in Muncipals. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
|
FIX.4.2 |
|
|
239 |
RepoCollateralSecurityType |
String |
Identifies the collateral used in the transaction. Valid values: see SecurityType (167) field (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
|
FIX.4.3 |
FIX.5.0SP2EP208 |
FIX.4.4 |
240 |
RedemptionDate |
LocalMktDate |
Return of investor's principal in a security. Bond redemption can occur before maturity date.(Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)
|
FIX.4.2 |
|
FIX.4.4 |
241 |
UnderlyingCouponPaymentDate |
LocalMktDate |
Underlying security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)
|
FIX.4.2 |
|
|
242 |
UnderlyingIssueDate |
LocalMktDate |
Underlying security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)
|
FIX.4.2 |
|
|
243 |
UnderlyingRepoCollateralSecurityType |
String |
Underlying security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description.(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
|
FIX.4.3 |
FIX.5.0SP2EP208 |
FIX.4.4 |
244 |
UnderlyingRepurchaseTerm |
int |
Underlying security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
|
FIX.4.2 |
|
FIX.4.4 |
245 |
UnderlyingRepurchaseRate |
Percentage |
Underlying security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
|
FIX.4.2 |
|
FIX.4.4 |
246 |
UnderlyingFactor |
float |
Underlying security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
|
FIX.4.2 |
|
|
247 |
UnderlyingRedemptionDate |
LocalMktDate |
Underlying security's RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)
|
FIX.4.2 |
|
FIX.4.4 |
248 |
LegCouponPaymentDate |
LocalMktDate |
Multileg instrument's individual leg security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)
|
FIX.4.2 |
|
|
249 |
LegIssueDate |
LocalMktDate |
Multileg instrument's individual leg security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)
|
FIX.4.2 |
|
|
250 |
LegRepoCollateralSecurityType |
String |
Multileg instrument's individual leg security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
|
FIX.4.3 |
FIX.5.0SP2EP208 |
FIX.4.4 |
251 |
LegRepurchaseTerm |
int |
Multileg instrument's individual leg security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
|
FIX.4.2 |
|
FIX.4.4 |
252 |
LegRepurchaseRate |
Percentage |
Multileg instrument's individual leg security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
|
FIX.4.2 |
|
FIX.4.4 |
253 |
LegFactor |
float |
Multileg instrument's individual leg security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
|
FIX.4.2 |
|
|
254 |
LegRedemptionDate |
LocalMktDate |
Multileg instrument's individual leg security's RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)
|
FIX.4.2 |
|
FIX.4.4 |
255 |
CreditRating |
String |
An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
|
FIX.4.2 |
|
|
256 |
UnderlyingCreditRating |
String |
Underlying security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
|
FIX.4.2 |
|
|
257 |
LegCreditRating |
String |
Multileg instrument's individual leg security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
|
FIX.4.2 |
|
|
258 |
TradedFlatSwitch |
Boolean |
Driver and part of trade in the event that the Security Master file was wrong at the point of entry(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
N |
NotTradedFlat |
Not Traded Flat |
FIX.4.3 |
|
|
Y |
TradedFlat |
Traded Flat |
FIX.4.3 |
|
|
|
FIX.4.2 |
|
|
259 |
BasisFeatureDate |
LocalMktDate |
BasisFeatureDate allows requesting firms within fixed income the ability to request an alternative yield-to-worst, -maturity, -extended or other call. This flows through the confirm process. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)
|
FIX.4.2 |
|
|
260 |
BasisFeaturePrice |
Price |
Price for BasisFeatureDate. See BasisFeatureDate (259) (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
|
FIX.4.2 |
|
|
262 |
MDReqID |
String |
Unique identifier for Market Data Request
|
FIX.4.2 |
|
|
263 |
SubscriptionRequestType |
char |
Subscription Request Type
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Snapshot |
Snapshot |
FIX.4.2 |
|
|
1 |
SnapshotAndUpdates |
Snapshot + Updates (Subscribe) |
FIX.4.2 |
|
|
2 |
DisablePreviousSnapshot |
Disable previous Snapshot + Update Request (Unsubscribe) |
FIX.4.2 |
|
|
|
FIX.4.2 |
|
|
264 |
MarketDepth |
int |
Depth of market for Book Snapshot / Incremental updates 0 - full book depth 1 - top of book 2 and above - book depth (number of levels)
|
FIX.4.2 |
|
|
265 |
MDUpdateType |
int |
Specifies the type of Market Data update.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
FullRefresh |
Full refresh |
FIX.4.2 |
FIX.5.0SP1EP95 |
|
1 |
IncrementalRefresh |
Incremental refresh |
FIX.4.2 |
FIX.5.0SP1EP95 |
|
|
FIX.4.2 |
|
|
266 |
AggregatedBook |
Boolean |
Specifies whether or not book entries should be aggregated. (Not specified) = broker option
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
Y |
BookEntriesToBeAggregated |
book entries to be aggregated |
FIX.4.4EP34 |
|
|
N |
BookEntriesShouldNotBeAggregated |
book entries should not be aggregated |
FIX.4.4EP34 |
|
|
|
FIX.4.2 |
|
|
267 |
NoMDEntryTypes |
NumInGroup |
Number of MDEntryType (269) fields requested.
|
FIX.4.2 |
|
|
268 |
NoMDEntries |
NumInGroup |
Number of entries in Market Data message.
|
FIX.4.2 |
|
|
269 |
MDEntryType |
char |
Type of market data entry.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Bid |
Bid |
FIX.4.2 |
|
|
1 |
Offer |
Offer |
FIX.4.2 |
|
|
2 |
Trade |
Trade |
FIX.4.2 |
|
|
3 |
IndexValue |
A reference stock index (e.g. DJIA) or benchmark rate (e.g. LIBOR). |
FIX.4.2 |
FIX.5.0SP2EP174 |
|
4 |
OpeningPrice |
Opening price |
FIX.4.2 |
FIX.5.0SP2EP174 |
|
5 |
ClosingPrice |
Closing price |
FIX.4.2 |
FIX.5.0SP2EP174 |
|
6 |
SettlementPrice |
Settlement price |
FIX.4.2 |
FIX.5.0SP2EP174 |
|
7 |
TradingSessionHighPrice |
Trading session high price |
FIX.4.2 |
FIX.5.0SP2EP174 |
|
8 |
TradingSessionLowPrice |
Trading session low price |
FIX.4.2 |
FIX.5.0SP2EP174 |
|
9 |
TradingSessionVWAPPrice |
Trading session Volume Weighted Average Price (VWAP) |
FIX.4.2 |
FIX.5.0SP2EP174 |
|
A |
Imbalance |
Imbalance |
FIX.4.3 |
FIX.5.0SP2EP174 |
|
B |
TradeVolume |
Trade volume |
FIX.4.4 |
FIX.5.0SP2EP174 |
|
C |
OpenInterest |
Open interest |
FIX.4.4 |
FIX.5.0SP2EP174 |
|
D |
CompositeUnderlyingPrice |
Composite underlying price |
FIX.4.4EP4 |
FIX.5.0SP2EP174 |
|
E |
SimulatedSellPrice |
Simulated sell price |
FIX.4.4EP7 |
FIX.5.0SP2EP174 |
|
F |
SimulatedBuyPrice |
Simulated buy price |
FIX.4.4EP7 |
FIX.5.0SP2EP174 |
|
G |
MarginRate |
Margin rate |
FIX.4.4EP7 |
FIX.5.0SP2EP174 |
|
H |
MidPrice |
Mid-price |
FIX.4.4EP7 |
FIX.5.0SP2EP174 |
|
J |
EmptyBook |
Empty book |
FIX.4.4EP7 |
FIX.5.0SP2EP174 |
|
K |
SettleHighPrice |
Settle high price |
FIX.4.4EP7 |
FIX.5.0SP2EP174 |
|
L |
SettleLowPrice |
Settle low price |
FIX.4.4EP7 |
FIX.5.0SP2EP174 |
|
M |
PriorSettlePrice |
Prior settle price |
FIX.4.4EP7 |
FIX.5.0SP2EP174 |
|
N |
SessionHighBid |
Session high bid |
FIX.4.4EP7 |
FIX.5.0SP2EP174 |
|
O |
SessionLowOffer |
Session low offer |
FIX.4.4EP7 |
FIX.5.0SP2EP174 |
|
P |
EarlyPrices |
Early prices |
FIX.4.4EP8 |
FIX.5.0SP2EP174 |
|
Q |
AuctionClearingPrice |
Auction clearing price |
FIX.4.4EP26 |
FIX.5.0SP2EP174 |
|
S |
SwapValueFactor |
Swap Value Factor (SVF) for swaps cleared through a central counterparty (CCP) |
FIX.5.0EP54 |
FIX.5.0SP2EP174 |
|
R |
DailyValueAdjustmentForLongPositions |
Daily value adjustment for long positions |
FIX.5.0EP55 |
FIX.5.0SP2EP174 |
|
T |
CumulativeValueAdjustmentForLongPositions |
Cumulative value adjustment for long positions |
FIX.5.0EP55 |
FIX.5.0SP2EP174 |
|
U |
DailyValueAdjustmentForShortPositions |
Daily value adjustment for short positions |
FIX.5.0EP55 |
FIX.5.0SP2EP174 |
|
V |
CumulativeValueAdjustmentForShortPositions |
Cumulative value adjustment for short positions |
FIX.5.0EP55 |
FIX.5.0SP2EP174 |
|
Y |
RecoveryRate |
Recovery rate |
FIX.5.0SP1EP83 |
FIX.5.0SP2EP174 |
|
Z |
RecoveryRateForLong |
Recovery rate for long positions |
FIX.5.0SP1EP83 |
FIX.5.0SP2EP174 |
|
a |
RecoveryRateForShort |
Recovery rate for short positions |
FIX.5.0SP1EP83 |
FIX.5.0SP2EP174 |
|
W |
FixingPrice |
Fixing price |
FIX.5.0SP1EP84 |
FIX.5.0SP2EP174 |
|
X |
CashRate |
Cash rate |
FIX.5.0SP1EP84 |
FIX.5.0SP2EP174 |
|
b |
MarketBid |
Market bid |
FIX.5.0SP2EP106 |
FIX.5.0SP2EP174 |
|
c |
MarketOffer |
Market offer |
FIX.5.0SP2EP106 |
FIX.5.0SP2EP174 |
|
d |
ShortSaleMinPrice |
Short sale minimum price |
FIX.5.0SP2EP123 |
FIX.5.0SP2EP174 |
|
e |
PreviousClosingPrice |
Previous closing price |
FIX.5.0SP2EP190 |
|
|
|
FIX.4.2 |
FIX.5.0SP2EP174 |
|
270 |
MDEntryPx |
Price |
Price of the Market Data Entry.
|
FIX.4.2 |
|
|
271 |
MDEntrySize |
Qty |
Quantity or volume represented by the Market Data Entry.
|
FIX.4.2 |
|
|
272 |
MDEntryDate |
UTCDateOnly |
Date of Market Data Entry. (prior to FIX 4.4 field was of type UTCDate)
|
FIX.4.2 |
|
|
273 |
MDEntryTime |
UTCTimeOnly |
Time of Market Data Entry.
|
FIX.4.2 |
|
|
274 |
TickDirection |
char |
Direction of the "tick".
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
PlusTick |
Plus Tick |
FIX.4.2 |
|
|
1 |
ZeroPlusTick |
Zero-Plus Tick |
FIX.4.2 |
|
|
2 |
MinusTick |
Minus Tick |
FIX.4.2 |
|
|
3 |
ZeroMinusTick |
Zero-Minus Tick |
FIX.4.2 |
|
|
|
FIX.4.2 |
|
|
275 |
MDMkt |
Exchange |
Market posting quote / trade. Valid values: See "Appendix 6-C"
|
FIX.4.2 |
|
FIX.5.0 |
276 |
QuoteCondition |
MultipleStringValue |
Space-delimited list of conditions describing a quote.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
A |
Open |
Open/Active |
FIX.4.2 |
|
|
B |
Closed |
Closed/Inactive |
FIX.4.2 |
|
|
C |
ExchangeBest |
Exchange Best |
FIX.4.2 |
|
|
D |
ConsolidatedBest |
Consolidated Best |
FIX.4.2 |
|
|
E |
Locked |
Locked |
FIX.4.2 |
|
|
F |
Crossed |
Crossed |
FIX.4.2 |
|
|
G |
Depth |
Depth |
FIX.4.2 |
|
|
H |
FastTrading |
Fast Trading |
FIX.4.2 |
|
|
I |
NonFirm |
Non-Firm |
FIX.4.2 |
|
|
L |
Manual |
Manual/Slow Quote |
FIX.4.4EP6 |
|
|
J |
OutrightPrice |
Outright Price |
FIX.4.4EP7 |
|
|
K |
ImpliedPrice |
Implied Price |
FIX.4.4EP7 |
|
|
M |
DepthOnOffer |
Depth on Offer |
FIX.4.4EP7 |
|
|
N |
DepthOnBid |
Depth on Bid |
FIX.4.4EP7 |
|
|
O |
Closing |
Closing |
FIX.4.4EP7 |
|
|
P |
NewsDissemination |
News Dissemination |
FIX.4.4EP7 |
|
|
Q |
TradingRange |
Trading Range |
FIX.4.4EP7 |
|
|
R |
OrderInflux |
Order Influx |
FIX.4.4EP7 |
|
|
S |
DueToRelated |
Due to Related |
FIX.4.4EP7 |
|
|
T |
NewsPending |
News Pending |
FIX.4.4EP7 |
|
|
U |
AdditionalInfo |
Additional Info |
FIX.4.4EP7 |
|
|
V |
AdditionalInfoDueToRelated |
Additional Info due to related |
FIX.4.4EP7 |
|
|
W |
Resume |
Resume |
FIX.4.4EP7 |
|
|
X |
ViewOfCommon |
View of Common |
FIX.4.4EP7 |
|
|
Y |
VolumeAlert |
Volume Alert |
FIX.4.4EP7 |
|
|
Z |
OrderImbalance |
Order Imbalance |
FIX.4.4EP7 |
|
|
a |
EquipmentChangeover |
Equipment Changeover |
FIX.4.4EP7 |
|
|
b |
NoOpen |
No Open / No Resume |
FIX.4.4EP7 |
|
|
c |
RegularETH |
Regular ETH |
FIX.4.4EP7 |
|
|
d |
AutomaticExecution |
Automatic Execution |
FIX.4.4EP7 |
|
|
e |
AutomaticExecutionETH |
Automatic Execution ETH |
FIX.4.4EP7 |
|
|
f |
FastMarketETH |
Fast Market ETH |
FIX.4.4EP-1 |
|
|
g |
InactiveETH |
Inactive ETH |
FIX.4.4EP7 |
|
|
h |
Rotation |
Rotation |
FIX.4.4EP7 |
|
|
i |
RotationETH |
Rotation ETH |
FIX.4.4EP7 |
|
|
j |
Halt |
Halt |
FIX.4.4EP7 |
|
|
k |
HaltETH |
Halt ETH |
FIX.4.4EP7 |
|
|
l |
DueToNewsDissemination |
Due to News Dissemination |
FIX.4.4EP7 |
|
|
m |
DueToNewsPending |
Due to News Pending |
FIX.4.4EP7 |
|
|
n |
TradingResume |
Trading Resume |
FIX.4.4EP7 |
|
|
o |
OutOfSequence |
Out of Sequence |
FIX.4.4EP7 |
|
|
p |
BidSpecialist |
Bid Specialist |
FIX.4.4EP7 |
|
|
q |
OfferSpecialist |
Offer Specialist |
FIX.4.4EP7 |
|
|
r |
BidOfferSpecialist |
Bid Offer Specialist |
FIX.4.4EP7 |
|
|
s |
EndOfDaySAM |
End of Day SAM |
FIX.4.4EP7 |
|
|
t |
ForbiddenSAM |
Forbidden SAM |
FIX.4.4EP7 |
|
|
u |
FrozenSAM |
Frozen SAM |
FIX.4.4EP7 |
|
|
v |
PreOpeningSAM |
PreOpening SAM |
FIX.4.4EP7 |
|
|
w |
OpeningSAM |
Opening SAM |
FIX.4.4EP7 |
|
|
x |
OpenSAM |
Open SAM |
FIX.4.4EP7 |
|
|
y |
SurveillanceSAM |
Surveillance SAM |
FIX.4.4EP7 |
|
|
z |
SuspendedSAM |
Suspended SAM |
FIX.4.4EP7 |
|
|
0 |
ReservedSAM |
Reserved SAM |
FIX.4.4EP7 |
|
|
1 |
NoActiveSAM |
No Active SAM |
FIX.4.4EP7 |
|
|
2 |
Restricted |
Restricted |
FIX.4.4EP7 |
|
|
3 |
RestOfBookVWAP |
Rest of Book VWAP |
FIX.5.0EP47 |
|
|
4 |
BetterPricesInConditionalOrders |
Better Prices in Conditional Orders |
FIX.5.0EP47 |
|
|
5 |
MedianPrice |
Median Price |
FIX.5.0EP61 |
|
|
6 |
FullCurve |
Full Curve |
FIX.5.0SP1EP83 |
|
|
7 |
FlatCurve |
Flat Curve |
FIX.5.0SP1EP83 |
|
|
|
FIX.4.2 |
|
|
277 |
TradeCondition |
MultipleStringValue |
Type of market data entry.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
A |
Cash |
Cash (only) Market |
FIX.4.2 |
|
|
B |
AveragePriceTrade |
Average Price Trade |
FIX.4.2 |
|
|
C |
CashTrade |
Cash Trade (same day clearing) |
FIX.4.2 |
|
|
D |
NextDay |
Next Day (only)Market |
FIX.4.2 |
|
|
E |
Opening |
Opening/Reopening Trade Detail |
FIX.4.2 |
|
|
F |
IntradayTradeDetail |
Intraday Trade Detail |
FIX.4.2 |
|
|
G |
Rule127Trade |
Rule 127 Trade (NYSE) |
FIX.4.2 |
|
|
H |
Rule155Trade |
Rule 155 Trade (AMEX) |
FIX.4.2 |
|
|
I |
SoldLast |
Sold Last (late reporting) |
FIX.4.2 |
|
|
J |
NextDayTrade |
Next Day Trade (next day clearing) |
FIX.4.2 |
|
|
K |
Opened |
Opened (late report of opened trade) |
FIX.4.2 |
|
|
L |
Seller |
Seller |
FIX.4.2 |
|
|
M |
Sold |
Sold (out of sequence) |
FIX.4.2 |
|
|
N |
StoppedStock |
Stopped Stock (guarantee of price but does not execute the order) |
FIX.4.2 |
|
|
P |
ImbalanceMoreBuyers |
Imbalance More Buyers (cannot be used in combination with Q) |
FIX.4.3 |
|
|
Q |
ImbalanceMoreSellers |
Imbalance More Sellers (cannot be used in combination with P) |
FIX.4.3 |
|
|
R |
OpeningPrice |
Opening Price |
FIX.4.3 |
|
|
S |
BargainCondition |
Bargain Condition (LSE) |
FIX.4.4EP7 |
|
|
T |
ConvertedPriceIndicator |
Converted Price Indicator |
FIX.4.4EP7 |
|
|
U |
ExchangeLast |
Exchange Last |
FIX.4.4EP7 |
|
|
V |
FinalPriceOfSession |
Final Price of Session |
FIX.4.4EP7 |
|
|
W |
ExPit |
Ex-pit |
FIX.4.4EP7 |
|
|
X |
Crossed |
Crossed |
FIX.4.4EP7 |
|
|
Y |
TradesResultingFromManual |
Trades resulting from manual/slow quote |
FIX.4.4EP6 |
|
|
Z |
TradesResultingFromIntermarketSweep |
Trades resulting from intermarket sweep |
FIX.4.4EP6 |
|
|
a |
VolumeOnly |
Volume Only |
FIX.4.4EP7 |
|
|
b |
DirectPlus |
Direct Plus |
FIX.4.4EP7 |
|
|
c |
Acquisition |
Acquisition |
FIX.4.4EP7 |
|
|
d |
Bunched |
Bunched |
FIX.4.4EP7 |
|
|
e |
Distribution |
Distribution |
FIX.4.4EP7 |
|
|
f |
BunchedSale |
Bunched Sale |
FIX.4.4EP7 |
|
|
g |
SplitTrade |
Split Trade |
FIX.4.4EP7 |
|
|
h |
CancelStopped |
Cancel Stopped |
FIX.4.4EP7 |
|
|
i |
CancelETH |
Cancel ETH |
FIX.4.4EP7 |
|
|
j |
CancelStoppedETH |
Cancel Stopped ETH |
FIX.4.4EP7 |
|
|
k |
OutOfSequenceETH |
Out of Sequence ETH |
FIX.4.4EP7 |
|
|
l |
CancelLastETH |
Cancel Last ETH |
FIX.4.4EP7 |
|
|
m |
SoldLastSaleETH |
Sold Last Sale ETH |
FIX.4.4EP7 |
|
|
n |
CancelLast |
Cancel Last |
FIX.4.4EP7 |
|
|
o |
SoldLastSale |
Sold Last Sale |
FIX.4.4EP7 |
|
|
p |
CancelOpen |
Cancel Open |
FIX.4.4EP7 |
|
|
q |
CancelOpenETH |
Cancel Open ETH |
FIX.4.4EP7 |
|
|
r |
OpenedSaleETH |
Opened Sale ETH |
FIX.4.4EP7 |
|
|
s |
CancelOnly |
Cancel Only |
FIX.4.4EP7 |
|
|
t |
CancelOnlyETH |
Cancel Only ETH |
FIX.4.4EP7 |
|
|
u |
LateOpenETH |
Late Open ETH |
FIX.4.4EP7 |
|
|
v |
AutoExecutionETH |
Auto Execution ETH |
FIX.4.4EP7 |
|
|
w |
Reopen |
Reopen |
FIX.4.4EP7 |
|
|
x |
ReopenETH |
Reopen ETH |
FIX.4.4EP7 |
|
|
y |
Adjusted |
Adjusted |
FIX.4.4EP7 |
|
|
z |
AdjustedETH |
Adjusted ETH |
FIX.4.4EP7 |
|
|
AA |
Spread |
Spread |
FIX.4.4EP7 |
|
|
AB |
SpreadETH |
Spread ETH |
FIX.4.4EP7 |
|
|
AC |
Straddle |
Straddle |
FIX.4.4EP7 |
|
|
AD |
StraddleETH |
Straddle ETH |
FIX.4.4EP7 |
|
|
AE |
Stopped |
Stopped |
FIX.4.4EP7 |
|
|
AF |
StoppedETH |
Stopped ETH |
FIX.4.4EP7 |
|
|
AG |
RegularETH |
Regular ETH |
FIX.4.4EP7 |
|
|
AH |
Combo |
Combo |
FIX.4.4EP7 |
|
|
AI |
ComboETH |
Combo ETH |
FIX.4.4EP7 |
|
|
AJ |
OfficialClosingPrice |
Official Closing Price |
FIX.4.4EP7 |
|
|
AK |
PriorReferencePrice |
Prior Reference Price |
FIX.4.4EP7 |
|
|
0 |
Cancel |
Cancel |
FIX.4.4EP7 |
|
|
AL |
StoppedSoldLast |
Stopped Sold Last |
FIX.4.4EP7 |
|
|
AM |
StoppedOutOfSequence |
Stopped Out of Sequence |
FIX.4.4EP7 |
|
|
AN |
OfficalClosingPrice |
Offical Closing Price (duplicate enumeration - use 'AJ' instead) |
FIX.4.4EP7 |
|
|
AO |
CrossedOld |
Crossed (duplicate enumeration - use 'X' instead) |
FIX.4.4EP7 |
|
|
AP |
FastMarket |
Fast Market |
FIX.4.4EP7 |
|
|
AQ |
AutomaticExecution |
Automatic Execution |
FIX.4.4EP7 |
|
|
AR |
FormT |
Form T |
FIX.4.4EP7 |
|
|
AS |
BasketIndex |
Basket Index |
FIX.4.4EP7 |
|
|
AT |
BurstBasket |
Burst Basket |
FIX.4.4EP7 |
|
|
AV |
QuoteSpread |
Quote spread |
FIX.5.0EP47 |
FIX.5.0SP2EP190 |
|
1 |
ImpliedTrade |
Implied Trade |
FIX.4.4EP7 |
|
|
2 |
MarketplaceEnteredTrade |
Marketplace entered trade |
FIX.4.4EP7 |
|
|
3 |
MultiAssetClassMultilegTrade |
Multi-asset class multileg trade |
FIX.4.4EP7 |
FIX.5.0SP2EP204 |
|
4 |
MultilegToMultilegTrade |
Multileg-to-Multileg Trade |
FIX.4.4EP7 |
|
|
5 |
ShortSaleMinPrice |
Short Sale Minimum Price |
FIX.5.0SP2EP123 |
|
|
6 |
Benchmark |
Market Model Typology (MMT) terminology: The "benchmark" price depends on a benchmark which has no current price but derived from a time series such as a VWAP. |
FIX.5.0SP2EP163 |
|
|
AU |
TradeThroughExempt |
Trade ignored prices on away markets. |
FIX.5.0SP2EP190 |
|
|
AW |
LastAuctionPrice |
Trade represents outcome of last auction |
FIX.5.0SP2EP190 |
|
|
AX |
HighPrice |
Trade establishes new high price for the session |
FIX.5.0SP2EP190 |
|
|
AY |
LowPrice |
Trade establishes new low price for the session |
FIX.5.0SP2EP190 |
|
|
AZ |
SystematicInternaliser |
Trade conducted by Systematic Internaliser (SI). |
FIX.5.0SP2EP190 |
FIX.5.0SP2EP228 |
|
BA |
AwayMarket |
Trade conducted on away market |
FIX.5.0SP2EP190 |
|
|
BB |
MidpointPrice |
Trade represents current midpoint price |
FIX.5.0SP2EP190 |
|
|
BC |
TradedBeforeIssueDate |
Trade conducted during subscription phase of new issue |
FIX.5.0SP2EP190 |
|
|
BD |
PreviousClosingPrice |
Trade represents closing price of previous business day |
FIX.5.0SP2EP190 |
|
|
BE |
NationalBestBidOffer |
Trade price within National Best Bid and Offer (NBBO) |
FIX.5.0SP2EP190 |
|
|
|
FIX.4.2 |
FIX.5.0SP2EP190 |
|
278 |
MDEntryID |
String |
Unique Market Data Entry identifier.
|
FIX.4.2 |
FIX.5.0SP2EP125 |
|
279 |
MDUpdateAction |
char |
Type of Market Data update action.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
New |
New |
FIX.4.2 |
|
|
1 |
Change |
Change |
FIX.4.2 |
|
|
2 |
Delete |
Delete |
FIX.4.2 |
|
|
3 |
DeleteThru |
Delete Thru |
FIX.4.4EP7 |
|
|
4 |
DeleteFrom |
Delete From |
FIX.4.4EP7 |
|
|
5 |
Overlay |
Overlay |
FIX.5.0EP42 |
|
|
|
FIX.4.2 |
|
|
280 |
MDEntryRefID |
String |
Refers to a previous MDEntryID (278).
|
FIX.4.2 |
|
|
281 |
MDReqRejReason |
char |
Reason for the rejection of a Market Data request.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
UnknownSymbol |
Unknown symbol |
FIX.4.2 |
|
|
1 |
DuplicateMDReqID |
Duplicate MDReqID |
FIX.4.2 |
|
|
2 |
InsufficientBandwidth |
Insufficient Bandwidth |
FIX.4.2 |
|
|
3 |
InsufficientPermissions |
Insufficient Permissions |
FIX.4.2 |
|
|
4 |
UnsupportedSubscriptionRequestType |
Unsupported SubscriptionRequestType |
FIX.4.2 |
|
|
5 |
UnsupportedMarketDepth |
Unsupported MarketDepth |
FIX.4.2 |
|
|
6 |
UnsupportedMDUpdateType |
Unsupported MDUpdateType |
FIX.4.2 |
|
|
7 |
UnsupportedAggregatedBook |
Unsupported AggregatedBook |
FIX.4.2 |
|
|
8 |
UnsupportedMDEntryType |
Unsupported MDEntryType |
FIX.4.2 |
|
|
9 |
UnsupportedTradingSessionID |
Unsupported TradingSessionID |
FIX.4.3 |
|
|
A |
UnsupportedScope |
Unsupported Scope |
FIX.4.3 |
|
|
B |
UnsupportedOpenCloseSettleFlag |
Unsupported OpenCloseSettleFlag |
FIX.4.3 |
|
|
C |
UnsupportedMDImplicitDelete |
Unsupported MDImplicitDelete |
FIX.4.3 |
|
|
D |
InsufficientCredit |
Insufficient credit |
FIX.4.4EP21 |
|
|
|
FIX.4.2 |
|
|
282 |
MDEntryOriginator |
String |
Originator of a Market Data Entry
|
FIX.4.2 |
|
FIX.5.0 |
283 |
LocationID |
String |
Identification of a Market Maker's location
|
FIX.4.2 |
|
|
284 |
DeskID |
String |
Identification of a Market Maker's desk
|
FIX.4.2 |
|
|
285 |
DeleteReason |
char |
Reason for deletion.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Cancellation |
Cancellation / Trade Bust |
FIX.4.2 |
|
|
1 |
Error |
Error |
FIX.4.2 |
|
|
|
FIX.4.2 |
|
|
286 |
OpenCloseSettlFlag |
MultipleCharValue |
Flag that identifies a market data entry. (Prior to FIX 4.3 this field was of type char)
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
DailyOpen |
Daily Open / Close / Settlement entry |
FIX.4.2 |
|
|
1 |
SessionOpen |
Session Open / Close / Settlement entry |
FIX.4.2 |
|
|
2 |
DeliverySettlementEntry |
Delivery Settlement entry |
FIX.4.2 |
|
|
3 |
ExpectedEntry |
Expected entry |
FIX.4.3 |
|
|
4 |
EntryFromPreviousBusinessDay |
Entry from previous business day |
FIX.4.3 |
|
|
5 |
TheoreticalPriceValue |
Theoretical Price value |
FIX.4.4 |
|
|
|
FIX.4.2 |
|
|
287 |
SellerDays |
int |
Specifies the number of days that may elapse before delivery of the security
|
FIX.4.2 |
|
|
288 |
MDEntryBuyer |
String |
Buying party in a trade
|
FIX.4.2 |
|
|
289 |
MDEntrySeller |
String |
Selling party in a trade
|
FIX.4.2 |
|
|
290 |
MDEntryPositionNo |
int |
Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with .
|
FIX.4.2 |
|
|
291 |
FinancialStatus |
MultipleCharValue |
Identifies a firm's or a security's financial status
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Bankrupt |
Bankrupt |
FIX.4.2 |
|
|
2 |
PendingDelisting |
Pending delisting |
FIX.4.3 |
|
|
3 |
Restricted |
Restricted |
FIX.4.4EP12 |
|
|
|
FIX.4.2 |
|
|
292 |
CorporateAction |
MultipleCharValue |
Identifies the type of Corporate Action.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
A |
ExDividend |
Ex-Dividend |
FIX.4.2 |
|
|
B |
ExDistribution |
Ex-Distribution |
FIX.4.2 |
|
|
C |
ExRights |
Ex-Rights |
FIX.4.2 |
|
|
D |
New |
New |
FIX.4.2 |
|
|
E |
ExInterest |
Ex-Interest |
FIX.4.2 |
|
|
F |
CashDividend |
Cash Dividend |
FIX.4.4EP4 |
|
|
G |
StockDividend |
Stock Dividend |
FIX.4.4EP4 |
|
|
H |
NonIntegerStockSplit |
Non-Integer Stock Split |
FIX.4.4EP4 |
|
|
I |
ReverseStockSplit |
Reverse Stock Split |
FIX.4.4EP4 |
|
|
J |
StandardIntegerStockSplit |
Standard-Integer Stock Split |
FIX.4.4EP4 |
|
|
K |
PositionConsolidation |
Position Consolidation |
FIX.4.4EP4 |
|
|
L |
LiquidationReorganization |
Liquidation Reorganization |
FIX.4.4EP4 |
|
|
M |
MergerReorganization |
Merger Reorganization |
FIX.4.4EP4 |
|
|
N |
RightsOffering |
Rights Offering |
FIX.4.4EP4 |
|
|
O |
ShareholderMeeting |
Shareholder Meeting |
FIX.4.4EP4 |
|
|
P |
Spinoff |
Spinoff |
FIX.4.4EP4 |
|
|
Q |
TenderOffer |
Tender Offer |
FIX.4.4EP4 |
|
|
R |
Warrant |
Warrant |
FIX.4.4EP4 |
|
|
S |
SpecialAction |
Special Action |
FIX.4.4EP4 |
|
|
T |
SymbolConversion |
Symbol Conversion |
FIX.4.4EP4 |
|
|
U |
CUSIP |
CUSIP / Name Change |
FIX.4.4EP4 |
|
|
V |
LeapRollover |
Leap Rollover |
FIX.4.4EP8 |
|
|
W |
SuccessionEvent |
Succession Event |
FIX.5.0EP42 |
|
|
|
FIX.4.2 |
|
|
293 |
DefBidSize |
Qty |
Default Bid Size.
|
FIX.4.2 |
|
|
294 |
DefOfferSize |
Qty |
Default Offer Size.
|
FIX.4.2 |
|
|
295 |
NoQuoteEntries |
NumInGroup |
The number of quote entries for a QuoteSet.
|
FIX.4.2 |
|
|
296 |
NoQuoteSets |
NumInGroup |
The number of sets of quotes in the message.
|
FIX.4.2 |
|
|
297 |
QuoteStatus |
int |
Identifies the status of the quote acknowledgement.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Accepted |
Accepted |
FIX.4.2 |
|
|
1 |
CancelForSymbol |
Canceled for specific securities |
FIX.4.2 |
FIX.5.0SP2EP126 |
FIX.5.0 |
2 |
CanceledForSecurityType |
Canceled for specific SecurityTypes(167) |
FIX.4.2 |
FIX.5.0SP2EP126 |
FIX.5.0 |
3 |
CanceledForUnderlying |
Canceled for underlying |
FIX.4.2 |
FIX.5.0SP2EP126 |
FIX.5.0 |
4 |
CanceledAll |
Canceled all |
FIX.4.2 |
FIX.5.0SP2EP126 |
FIX.5.0 |
5 |
Rejected |
Rejected |
FIX.4.2 |
|
|
6 |
RemovedFromMarket |
Removed from market |
FIX.4.3 |
FIX.5.0SP2EP126 |
|
7 |
Expired |
Expired |
FIX.4.3 |
|
|
8 |
Query |
Query |
FIX.4.3 |
|
|
9 |
QuoteNotFound |
Quote not found |
FIX.4.3 |
FIX.5.0SP2EP126 |
|
10 |
Pending |
Pending |
FIX.4.3 |
|
|
11 |
Pass |
Pass |
FIX.4.4 |
|
|
12 |
LockedMarketWarning |
Locked market warning |
FIX.4.4 |
FIX.5.0SP2EP126 |
|
13 |
CrossMarketWarning |
Crossed market warning |
FIX.4.4 |
FIX.5.0SP2EP126 |
|
14 |
CanceledDueToLockMarket |
Canceled due to locked market |
FIX.4.4 |
FIX.5.0SP2EP126 |
|
15 |
CanceledDueToCrossMarket |
Canceled due to crossed market |
FIX.4.4 |
FIX.5.0SP2EP195 |
|
16 |
Active |
Active |
FIX.5.0EP45 |
FIX.5.0SP2EP126 |
|
17 |
Canceled |
Canceled |
FIX.5.0EP45 |
FIX.5.0SP2EP126 |
|
18 |
UnsolicitedQuoteReplenishment |
Unsolicited quote replenishment |
FIX.5.0EP45 |
FIX.5.0SP2EP126 |
|
19 |
PendingEndTrade |
Pending end trade |
FIX.5.0EP68 |
FIX.5.0SP2EP126 |
|
20 |
TooLateToEnd |
Too late to end |
FIX.5.0EP68 |
FIX.5.0SP2EP126 |
|
21 |
Traded |
Traded |
FIX.5.0SP2EP126 |
|
|
22 |
TradedAndRemoved |
Traded and removed |
FIX.5.0SP2EP126 |
|
|
|
FIX.4.2 |
|
|
298 |
QuoteCancelType |
int |
Identifies the type of quote cancel.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
CancelForOneOrMoreSecurities |
Cancel for one or more securities |
FIX.4.2 |
FIX.5.0SP1EP78 |
|
2 |
CancelForSecurityType |
Cancel for Security Type(s) |
FIX.4.2 |
|
|
3 |
CancelForUnderlyingSecurity |
Cancel for underlying security |
FIX.4.2 |
FIX.5.0SP1EP78 |
|
4 |
CancelAllQuotes |
Cancel All Quotes |
FIX.4.2 |
|
|
5 |
CancelSpecifiedSingleQuote |
Cancel single quote specified in QuoteID(117) or SecondaryQuoteID(1751) |
FIX.4.4EP21 |
FIX.5.0SP2EP126 |
|
6 |
CancelByTypeOfQuote |
Cancel quotes by type of quote specified in QuoteType(537) |
FIX.5.0SP1EP78 |
FIX.5.0SP2EP126 |
|
7 |
CancelForSecurityIssuer |
Cancel for Security Issuer |
FIX.5.0SP1EP85 |
|
|
8 |
CancelForIssuerOfUnderlyingSecurity |
Cancel for Issuer of Underlying Security |
FIX.5.0SP1EP85 |
|
|
|
FIX.4.2 |
FIX.5.0SP1EP85 |
|
299 |
QuoteEntryID |
String |
Unique identifier for a quote. The QuoteEntryID stays with the quote as a static identifier even if the quote is updated.
|
FIX.4.2 |
|
|
300 |
QuoteRejectReason |
int |
Reason Quote was rejected:
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
UnknownSymbol |
Unknown symbol (security) |
FIX.4.2 |
FIX.5.0SP2EP144 |
|
2 |
Exchange |
Exchange (security) closed |
FIX.4.2 |
FIX.5.0SP2EP144 |
|
3 |
QuoteRequestExceedsLimit |
Quote Request exceeds limit |
FIX.4.2 |
|
|
4 |
TooLateToEnter |
Too late to enter |
FIX.4.2 |
|
|
5 |
UnknownQuote |
Unknown quote |
FIX.4.2 |
FIX.5.0SP2EP144 |
|
6 |
DuplicateQuote |
Duplicate quote |
FIX.4.2 |
FIX.5.0SP2EP144 |
|
7 |
InvalidBid |
Invalid bid/ask spread |
FIX.4.2 |
|
|
8 |
InvalidPrice |
Invalid price |
FIX.4.2 |
|
|
9 |
NotAuthorizedToQuoteSecurity |
Not authorized to quote security |
FIX.4.2 |
|
|
10 |
PriceExceedsCurrentPriceBand |
Price exceeds current price band |
FIX.5.0EP43 |
|
|
11 |
QuoteLocked |
Quote locked - unable to update/cancel |
FIX.5.0EP45 |
FIX.5.0SP2EP144 |
|
99 |
Other |
Other |
FIX.4.4 |
|
|
12 |
InvalidOrUnknownSecurityIssuer |
Invalid or unknown security issuer |
FIX.5.0SP1EP85 |
FIX.5.0SP2EP144 |
|
13 |
InvalidOrUnknownIssuerOfUnderlyingSecurity |
Invalid or unknown issuer of underlying security |
FIX.5.0SP1EP85 |
FIX.5.0SP2EP144 |
|
14 |
NotionalValueExceedsThreshold |
Notional value exceeds threshold |
FIX.5.0SP2EP144 |
|
|
15 |
PriceExceedsCurrentPriceBand |
Price exceeds current price band |
FIX.5.0SP2EP144 |
|
FIX.5.0SP2EP171 |
16 |
ReferencePriceNotAvailable |
Reference price not available |
FIX.5.0SP2EP144 |
|
|
17 |
InsufficientCreditLimit |
Insufficient credit limit |
FIX.5.0SP2EP171 |
|
|
18 |
ExceededClipSizeLimit |
Exceeded clip size limit |
FIX.5.0SP2EP171 |
|
|
19 |
ExceededMaxNotionalOrderAmt |
Exceeded maximum notional order amount |
FIX.5.0SP2EP171 |
|
|
20 |
ExceededDV01PV01Limit |
Exceeded DV01/PV01 limit |
FIX.5.0SP2EP171 |
|
|
21 |
ExceededCS01Limit |
Exceeded CS01 limit |
FIX.5.0SP2EP171 |
|
|
|
FIX.4.2 |
|
|
301 |
QuoteResponseLevel |
int |
Level of Response requested from receiver of quote messages. A default value should be bilaterally agreed.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
NoAcknowledgement |
No Acknowledgement |
FIX.4.2 |
|
|
1 |
AcknowledgeOnlyNegativeOrErroneousQuotes |
Acknowledge only negative or erroneous quotes |
FIX.4.2 |
|
|
2 |
AcknowledgeEachQuoteMessage |
Acknowledge each quote message |
FIX.4.2 |
FIX.5.0SP1EP95 |
|
3 |
SummaryAcknowledgement |
Summary Acknowledgement |
FIX.5.0EP45 |
|
|
|
FIX.4.2 |
|
|
302 |
QuoteSetID |
String |
Unique id for the Quote Set.
|
FIX.4.2 |
|
|
303 |
QuoteRequestType |
int |
Indicates the type of Quote Request being generated
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Manual |
Manual |
FIX.4.2 |
|
|
2 |
Automatic |
Automatic |
FIX.4.2 |
|
|
3 |
ConfirmQuote |
Confirm quote |
FIX.5.0SP2EP126 |
|
|
|
FIX.4.2 |
|
|
304 |
TotNoQuoteEntries |
int |
Total number of quotes for the quote set.
|
FIX.4.2 |
FIX.5.0SP1EP95 |
|
305 |
UnderlyingSecurityIDSource |
String |
Underlying security's SecurityIDSource. Valid values: see SecurityIDSource (22) field
|
FIX.4.2 |
|
|
306 |
UnderlyingIssuer |
String |
Underlying security's Issuer. See Issuer (06) field for description
|
FIX.4.2 |
|
|
307 |
UnderlyingSecurityDesc |
String |
Description of the underlying security. Can be used by the venue or one of the trading parties to provide an optional non-normative textual description of the financial instrument.
|
FIX.4.2 |
FIX.5.0SP2EP232 |
|
308 |
UnderlyingSecurityExchange |
Exchange |
Underlying security's SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207)
|
FIX.4.2 |
|
|
309 |
UnderlyingSecurityID |
String |
Underlying security's SecurityID. See SecurityID (48) field for description
|
FIX.4.2 |
|
|
310 |
UnderlyingSecurityType |
String |
Underlying security's SecurityType. Valid values: see SecurityType (167) field (see below for details concerning this fields use in conjunction with SecurityType=REPO) The following applies when used in conjunction with SecurityType=REPO Represents the general or specific type of security that underlies a financing agreement Valid values for SecurityType=REPO: If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or < UnderlyingStipulations > block e.g.:
|
FIX.4.2 |
|
|
311 |
UnderlyingSymbol |
String |
Underlying security's Symbol. See Symbol (55) field for description
|
FIX.4.2 |
|
|
312 |
UnderlyingSymbolSfx |
String |
Underlying security's SymbolSfx. See SymbolSfx (65) field for description
|
FIX.4.2 |
|
|
313 |
UnderlyingMaturityMonthYear |
MonthYear |
Underlying security's MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description
|
FIX.4.2 |
|
|
315 |
UnderlyingPutOrCall |
int |
Indicates whether an underlying option contract is a put, call, chooser or undetermined.
|
FIX.4.2 |
FIX.5.0SP2EP238 |
|
316 |
UnderlyingStrikePrice |
Price |
Underlying security's StrikePrice. See StrikePrice (202) field for description
|
FIX.4.2 |
|
|
317 |
UnderlyingOptAttribute |
char |
Underlying security's OptAttribute. See OptAttribute (206) field for description
|
FIX.4.2 |
|
|
318 |
UnderlyingCurrency |
Currency |
Underlying security's Currency. See Currency (5) field for description and valid values
|
FIX.4.2 |
|
|
320 |
SecurityReqID |
String |
Unique ID of a Security Definition Request.
|
FIX.4.2 |
|
|
321 |
SecurityRequestType |
int |
Type of Security Definition Request.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
RequestSecurityIdentityAndSpecifications |
Request Security identity and specifications |
FIX.4.2 |
|
|
1 |
RequestSecurityIdentityForSpecifications |
Request Security identity for the specifications provided (name of the security is not supplied) |
FIX.4.2 |
|
|
2 |
RequestListSecurityTypes |
Request List Security Types |
FIX.4.2 |
|
FIX.5.0SP1 |
3 |
RequestListSecurities |
Request List Securities (can be qualified with Symbol, SecurityType, TradingSessionID, SecurityExchange. If provided then only list Securities for the specific type.) |
FIX.4.2 |
|
FIX.5.0SP1 |
4 |
Symbol |
Symbol |
FIX.5.0EP52 |
|
|
5 |
SecurityTypeAndOrCFICode |
SecurityType and or CFICode |
FIX.5.0EP52 |
|
|
6 |
Product |
Product |
FIX.5.0EP52 |
|
|
7 |
TradingSessionID |
TradingSessionID |
FIX.5.0EP52 |
|
|
8 |
AllSecurities |
All Securities |
FIX.5.0EP52 |
|
|
9 |
MarketIDOrMarketID |
MarketID or MarketID + MarketSegmentID |
FIX.5.0EP52 |
|
|
|
FIX.4.2 |
|
|
322 |
SecurityResponseID |
String |
Unique ID of a Security Definition message.
|
FIX.4.2 |
|
|
323 |
SecurityResponseType |
int |
Type of Security Definition message response.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
AcceptAsIs |
Accept security proposal as-is |
FIX.4.2 |
|
|
2 |
AcceptWithRevisions |
Accept security proposal with revisions as indicated in the message |
FIX.4.2 |
|
|
3 |
ListOfSecurityTypesReturnedPerRequest |
List of security types returned per request |
FIX.4.2 |
|
FIX.5.0SP1 |
4 |
ListOfSecuritiesReturnedPerRequest |
List of securities returned per request |
FIX.4.2 |
|
|
5 |
RejectSecurityProposal |
Reject security proposal |
FIX.4.2 |
|
|
6 |
CannotMatchSelectionCriteria |
Cannot match selection criteria |
FIX.4.2 |
|
|
|
FIX.4.2 |
|
|
324 |
SecurityStatusReqID |
String |
Unique ID of a Security Status Request or a Security Mass Status Request message.
|
FIX.4.2 |
FIX.5.0SP2EP106 |
|
325 |
UnsolicitedIndicator |
Boolean |
Indicates whether or not message is being sent as a result of a subscription request or not.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
N |
MessageIsBeingSentAsAResultOfAPriorRequest |
Message is being sent as a result of a prior request |
FIX.4.2 |
|
|
Y |
MessageIsBeingSentUnsolicited |
Message is being sent unsolicited |
FIX.4.2 |
FIX.5.0SP1EP95 |
|
|
FIX.4.2 |
|
|
326 |
SecurityTradingStatus |
int |
Identifies the trading status applicable to the transaction.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
OpeningDelay |
Opening delay |
FIX.4.2 |
|
|
2 |
TradingHalt |
Trading halt |
FIX.4.2 |
|
|
3 |
Resume |
Resume |
FIX.4.2 |
|
|
4 |
NoOpen |
No Open / No Resume |
FIX.4.2 |
|
|
5 |
PriceIndication |
Price indication |
FIX.4.2 |
|
|
6 |
TradingRangeIndication |
Trading Range Indication |
FIX.4.2 |
|
|
7 |
MarketImbalanceBuy |
Market Imbalance Buy |
FIX.4.2 |
|
|
8 |
MarketImbalanceSell |
Market Imbalance Sell |
FIX.4.2 |
|
|
9 |
MarketOnCloseImbalanceBuy |
Market on Close Imbalance Buy |
FIX.4.2 |
|
|
10 |
MarketOnCloseImbalanceSell |
Market on Close Imbalance Sell |
FIX.4.2 |
|
|
12 |
NoMarketImbalance |
No Market Imbalance |
FIX.4.2 |
|
|
13 |
NoMarketOnCloseImbalance |
No Market on Close Imbalance |
FIX.4.2 |
|
|
14 |
ITSPreOpening |
ITS Pre-opening |
FIX.4.2 |
|
|
15 |
NewPriceIndication |
New Price Indication |
FIX.4.2 |
|
|
16 |
TradeDisseminationTime |
Trade Dissemination Time |
FIX.4.2 |
|
|
17 |
ReadyToTrade |
Ready to trade (start of session) |
FIX.4.2 |
|
|
18 |
NotAvailableForTrading |
Not available for trading (end of session) |
FIX.4.2 |
|
|
19 |
NotTradedOnThisMarket |
Not traded on this market |
FIX.4.2 |
|
|
20 |
UnknownOrInvalid |
Unknown or Invalid |
FIX.4.2 |
|
|
21 |
PreOpen |
Pre-open |
FIX.4.3 |
|
|
22 |
OpeningRotation |
Opening Rotation |
FIX.4.3 |
|
|
23 |
FastMarket |
Fast Market |
FIX.4.3 |
|
|
24 |
PreCross |
Pre-Cross - system is in a pre-cross state allowing market to respond to either side of cross |
FIX.5.0EP42 |
|
|
25 |
Cross |
Cross - system has crossed a percentage of the orders and allows market to respond prior to crossing remaining portion |
FIX.5.0EP42 |
|
|
26 |
PostClose |
Post-close |
FIX.5.0SP1EP84 |
|
|
27 |
NoCancel |
No-cancel |
FIX.5.0SP2EP114 |
|
|
|
FIX.4.2 |
|
|
327 |
HaltReason |
int |
Denotes the reason for the Opening Delay or Trading Halt.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
NewsDissemination |
News Dissemination |
FIX.5.0SP1EP86 |
|
|
1 |
OrderInflux |
Order Influx |
FIX.5.0SP1EP86 |
|
|
2 |
OrderImbalance |
Order Imbalance |
FIX.5.0SP1EP86 |
|
|
3 |
AdditionalInformation |
Additional Information |
FIX.5.0SP1EP86 |
|
|
4 |
NewsPending |
News Pending |
FIX.5.0SP1EP86 |
FIX.5.0SP1EP95 |
|
5 |
EquipmentChangeover |
Equipment Changeover |
FIX.5.0SP1EP86 |
|
|
|
FIX.4.2 |
FIX.5.0SP1EP86 |
|
328 |
InViewOfCommon |
Boolean |
Indicates whether or not the halt was due to Common Stock trading being halted.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
N |
HaltWasNotRelatedToAHaltOfTheCommonStock |
Halt was not related to a halt of the common stock |
FIX.4.2 |
|
|
Y |
HaltWasDueToCommonStockBeingHalted |
Halt was due to common stock being halted |
FIX.4.2 |
FIX.5.0SP1EP95 |
|
|
FIX.4.2 |
|
|
329 |
DueToRelated |
Boolean |
Indicates whether or not the halt was due to the Related Security being halted.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
N |
NotRelatedToSecurityHalt |
Halt was not related to a halt of the related security |
FIX.4.2 |
|
|
Y |
RelatedToSecurityHalt |
Halt was due to related security being halted |
FIX.4.2 |
|
|
|
FIX.4.2 |
|
|
330 |
BuyVolume |
Qty |
Quantity bought.
|
FIX.4.2 |
|
|
331 |
SellVolume |
Qty |
Quantity sold.
|
FIX.4.2 |
|
|
332 |
HighPx |
Price |
Represents an indication of the high end of the price range for a security prior to the open or reopen
|
FIX.4.2 |
|
|
333 |
LowPx |
Price |
Represents an indication of the low end of the price range for a security prior to the open or reopen
|
FIX.4.2 |
|
|
334 |
Adjustment |
int |
Identifies the type of adjustment.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Cancel |
Cancel |
FIX.4.2 |
|
|
2 |
Error |
Error |
FIX.4.2 |
|
|
3 |
Correction |
Correction |
FIX.4.2 |
|
|
|
FIX.4.2 |
|
|
335 |
TradSesReqID |
String |
Unique ID of a Trading Session Status message.
|
FIX.4.2 |
|
|
336 |
TradingSessionID |
String |
Identifier for a trading session. A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties. To specify good for session where session spans more than one calendar day, use TimeInForce = 0 (Day) in conjunction with TradingSessionID(336). Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Day |
Day |
FIX.5.0EP58 |
|
|
2 |
HalfDay |
HalfDay |
FIX.5.0EP58 |
|
|
3 |
Morning |
Morning |
FIX.5.0EP58 |
|
|
4 |
Afternoon |
Afternoon |
FIX.5.0EP58 |
|
|
5 |
Evening |
Evening |
FIX.5.0EP58 |
|
|
6 |
AfterHours |
After-hours |
FIX.5.0EP58 |
|
|
7 |
Holiday |
Holiday |
FIX.5.0SP2EP190 |
|
|
|
FIX.4.2 |
FIX.5.0SP2EP190 |
|
337 |
ContraTrader |
String |
Identifies the trader (e.g. "badge number") of the ContraBroker.
|
FIX.4.2 |
|
|
338 |
TradSesMethod |
int |
Method of trading
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Electronic |
Electronic |
FIX.4.2 |
|
|
2 |
OpenOutcry |
Open Outcry |
FIX.4.2 |
|
|
3 |
TwoParty |
Two Party |
FIX.4.2 |
|
|
4 |
Voice |
Voice |
FIX.5.0SP2EP231 |
|
|
|
FIX.4.2 |
|
|
339 |
TradSesMode |
int |
Trading Session Mode
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Testing |
Testing |
FIX.4.2 |
|
|
2 |
Simulated |
Simulated |
FIX.4.2 |
|
|
3 |
Production |
Production |
FIX.4.2 |
|
|
|
FIX.4.2 |
|
|
340 |
TradSesStatus |
int |
State of the trading session.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Unknown |
Unknown |
FIX.4.3 |
|
|
1 |
Halted |
Halted |
FIX.4.2 |
|
|
2 |
Open |
Open |
FIX.4.2 |
|
|
3 |
Closed |
Closed |
FIX.4.2 |
|
|
4 |
PreOpen |
Pre-Open |
FIX.4.2 |
|
|
5 |
PreClose |
Pre-Close |
FIX.4.2 |
|
|
6 |
RequestRejected |
Request Rejected |
FIX.4.3 |
|
|
|
FIX.4.2 |
|
|
341 |
TradSesStartTime |
UTCTimestamp |
Starting time of the trading session
|
FIX.4.2 |
|
|
342 |
TradSesOpenTime |
UTCTimestamp |
Time of the opening of the trading session
|
FIX.4.2 |
|
|
343 |
TradSesPreCloseTime |
UTCTimestamp |
Time of the pre-closed of the trading session
|
FIX.4.2 |
|
|
344 |
TradSesCloseTime |
UTCTimestamp |
Closing time of the trading session
|
FIX.4.2 |
|
|
345 |
TradSesEndTime |
UTCTimestamp |
End time of the trading session
|
FIX.4.2 |
|
|
346 |
NumberOfOrders |
int |
Number of orders in the market.
|
FIX.4.2 |
|
|
347 |
MessageEncoding |
String |
Type of message encoding (non-ASCII (non-English) characters) used in a message's "Encoded" fields.
|
FIX.4.2 |
|
|
348 |
EncodedIssuerLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedIssuer (349) field.
|
FIX.4.2 |
|
|
349 |
EncodedIssuer |
data |
Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Issuer field.
|
FIX.4.2 |
|
|
350 |
EncodedSecurityDescLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedSecurityDesc (351) field.
|
FIX.4.2 |
|
|
351 |
EncodedSecurityDesc |
data |
Encoded (non-ASCII characters) representation of the SecurityDesc (107) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the SecurityDesc field.
|
FIX.4.2 |
|
|
352 |
EncodedListExecInstLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedListExecInst (353) field.
|
FIX.4.2 |
|
|
353 |
EncodedListExecInst |
data |
Encoded (non-ASCII characters) representation of the ListExecInst (69) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ListExecInst field.
|
FIX.4.2 |
|
|
354 |
EncodedTextLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedText (355) field.
|
FIX.4.2 |
FIX.5.0SP2EP192 |
|
355 |
EncodedText |
data |
Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text(58) field.
|
FIX.4.2 |
FIX.5.0SP2EP192 |
|
356 |
EncodedSubjectLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedSubject (357) field.
|
FIX.4.2 |
|
|
357 |
EncodedSubject |
data |
Encoded (non-ASCII characters) representation of the Subject (147) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Subject field.
|
FIX.4.2 |
|
|
358 |
EncodedHeadlineLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedHeadline (359) field.
|
FIX.4.2 |
|
|
359 |
EncodedHeadline |
data |
Encoded (non-ASCII characters) representation of the Headline (148) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Headline field.
|
FIX.4.2 |
|
|
360 |
EncodedAllocTextLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedAllocText (361) field.
|
FIX.4.2 |
FIX.5.0SP2EP192 |
|
361 |
EncodedAllocText |
data |
Encoded (non-ASCII characters) representation of the AllocText (161) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AllocText field.
|
FIX.4.2 |
|
|
362 |
EncodedUnderlyingIssuerLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.
|
FIX.4.2 |
|
|
363 |
EncodedUnderlyingIssuer |
data |
Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.
|
FIX.4.2 |
|
|
364 |
EncodedUnderlyingSecurityDescLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.
|
FIX.4.2 |
|
|
365 |
EncodedUnderlyingSecurityDesc |
data |
Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field.
|
FIX.4.2 |
|
|
366 |
AllocPrice |
Price |
Executed price for an AllocAccount (79) entry used when using "executed price" vs. "average price" allocations (e.g. Japan).
|
FIX.4.2 |
|
|
367 |
QuoteSetValidUntilTime |
UTCTimestamp |
Indicates expiration time of this particular QuoteSet (always expressed in UTC (Universal Time Coordinated, also known as "GMT")
|
FIX.4.2 |
|
|
368 |
QuoteEntryRejectReason |
int |
Reason Quote Entry was rejected:
|
FIX.4.2 |
|
|
369 |
LastMsgSeqNumProcessed |
SeqNum |
The last MsgSeqNum (34) value received by the FIX engine and processed by downstream application, such as trading engine or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.
|
FIX.4.2 |
|
|
371 |
RefTagID |
int |
The tag number of the FIX field being referenced.
|
FIX.4.2 |
|
|
372 |
RefMsgType |
String |
The MsgType (35) of the FIX message being referenced.
|
FIX.4.2 |
|
|
373 |
SessionRejectReason |
int |
Code to identify reason for a session-level Reject message.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
InvalidTagNumber |
Invalid Tag Number |
FIX.4.2 |
|
|
1 |
RequiredTagMissing |
Required Tag Missing |
FIX.4.2 |
|
|
2 |
TagNotDefinedForThisMessageType |
Tag not defined for this message type |
FIX.4.2 |
|
|
3 |
UndefinedTag |
Undefined tag |
FIX.4.2 |
|
|
4 |
TagSpecifiedWithoutAValue |
Tag specified without a value |
FIX.4.2 |
|
|
5 |
ValueIsIncorrect |
Value is incorrect (out of range) for this tag |
FIX.4.2 |
|
|
6 |
IncorrectDataFormatForValue |
Incorrect data format for value |
FIX.4.2 |
|
|
7 |
DecryptionProblem |
Decryption problem |
FIX.4.2 |
|
|
8 |
SignatureProblem |
Signature problem |
FIX.4.2 |
|
|
9 |
CompIDProblem |
CompID problem |
FIX.4.2 |
|
|
10 |
SendingTimeAccuracyProblem |
SendingTime Accuracy Problem |
FIX.4.2 |
|
|
11 |
InvalidMsgType |
Invalid MsgType |
FIX.4.2 |
|
|
12 |
XMLValidationError |
XML Validation Error |
FIX.4.3 |
|
|
13 |
TagAppearsMoreThanOnce |
Tag appears more than once |
FIX.4.3 |
|
|
14 |
TagSpecifiedOutOfRequiredOrder |
Tag specified out of required order |
FIX.4.3 |
|
|
15 |
RepeatingGroupFieldsOutOfOrder |
Repeating group fields out of order |
FIX.4.3 |
|
|
16 |
IncorrectNumInGroupCountForRepeatingGroup |
Incorrect NumInGroup count for repeating group |
FIX.4.3 |
|
|
17 |
Non |
Non "Data" value includes field delimiter ( character) |
FIX.4.3 |
|
|
18 |
Invalid |
Invalid/Unsupported Application Version |
FIX.5.0EP56 |
|
|
99 |
Other |
Other |
FIX.4.4 |
|
|
|
FIX.4.2 |
|
|
374 |
BidRequestTransType |
char |
Identifies the Bid Request message type.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
C |
Cancel |
Cancel |
FIX.4.2 |
|
|
N |
New |
New |
FIX.4.2 |
|
|
|
FIX.4.2 |
|
|
375 |
ContraBroker |
String |
Identifies contra broker. Standard NASD market-maker mnemonic is preferred.
|
FIX.4.2 |
|
|
376 |
ComplianceID |
String |
ID used to represent this transaction for compliance purposes (e.g. OATS reporting).
|
FIX.4.2 |
|
|
377 |
SolicitedFlag |
Boolean |
Indicates whether or not the order was solicited.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
N |
WasNotSolicited |
Was not solicited |
FIX.4.2 |
|
|
Y |
WasSolicited |
Was solicited |
FIX.4.2 |
|
|
|
FIX.4.2 |
|
|
378 |
ExecRestatementReason |
int |
The reason for restatement when an ExecutionReport(35=8) or TradeCaptureReport(35=AE) message is sent with ExecType(150) = D (Restated) or used when communicating an unsolicited cancel.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
GTCorporateAction |
GT corporate action |
FIX.4.2 |
|
|
1 |
GTRenewal |
GT renewal / restatement (no corporate action) |
FIX.4.2 |
|
|
2 |
VerbalChange |
Verbal change |
FIX.4.2 |
|
|
3 |
RepricingOfOrder |
Repricing of order |
FIX.4.2 |
|
|
4 |
BrokerOption |
Broker option |
FIX.4.2 |
|
|
5 |
PartialDeclineOfOrderQty |
Partial decline of OrderQty (e.g. exchange initiated partial cancel) |
FIX.4.2 |
|
|
6 |
CancelOnTradingHalt |
Cancel on Trading Halt |
FIX.4.3 |
|
|
7 |
CancelOnSystemFailure |
Cancel on System Failure |
FIX.4.3 |
|
|
8 |
Market |
Market (Exchange) option |
FIX.4.3 |
|
|
9 |
Canceled |
Canceled, not best |
FIX.4.4 |
|
|
10 |
WarehouseRecap |
Warehouse Recap |
FIX.4.4 |
|
|
11 |
PegRefresh |
Peg Refresh |
FIX.4.4EP22 |
|
|
99 |
Other |
Other |
FIX.4.4 |
|
|
12 |
CancelOnConnectionLoss |
Cancel On Connection Loss |
FIX.5.0SP2EP100 |
|
|
13 |
CancelOnLogout |
Cancel On Logout |
FIX.5.0SP2EP100 |
|
|
14 |
AssignTimePriority |
Assign Time Priority |
FIX.5.0SP2EP101 |
|
|
15 |
CancelledForTradePriceViolation |
Cancelled, Trade Price Violation |
FIX.5.0SP2EP104 |
|
|
16 |
CancelledForCrossImbalance |
Cancelled, Cross Imbalance |
FIX.5.0SP2EP104 |
|
|
|
FIX.4.2 |
FIX.5.0SP2EP195 |
|
379 |
BusinessRejectRefID |
String |
The value of the business-level "ID" field on the message being referenced.
|
FIX.4.2 |
|
|
380 |
BusinessRejectReason |
int |
Code to identify reason for a Business Message Reject message.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Other |
Other |
FIX.4.2 |
|
|
1 |
UnknownID |
Unknown ID |
FIX.4.2 |
|
|
2 |
UnknownSecurity |
Unknown Security |
FIX.4.2 |
|
|
3 |
UnsupportedMessageType |
Unsupported Message Type |
FIX.4.2 |
FIX.5.0SP1EP95 |
|
4 |
ApplicationNotAvailable |
Application not available |
FIX.4.2 |
|
|
5 |
ConditionallyRequiredFieldMissing |
Conditionally required field missing |
FIX.4.2 |
|
|
6 |
NotAuthorized |
Not Authorized |
FIX.4.3 |
|
|
7 |
DeliverToFirmNotAvailableAtThisTime |
DeliverTo firm not available at this time |
FIX.4.3 |
|
|
18 |
InvalidPriceIncrement |
Invalid price increment |
FIX.4.4EP6 |
FIX.5.0SP2EP116 |
|
8 |
ThrottleLimitExceeded |
Throttle limit exceeded |
FIX.5.0SP2EP116 |
|
|
9 |
ThrottleLimitExceededSessionDisconnected |
Throttle limit exceeded, session will be disconnected |
FIX.5.0SP2EP116 |
|
|
10 |
ThrottledMessagesRejectedOnRequest |
Throttled messages rejected on request |
FIX.5.0SP2EP116 |
|
|
|
FIX.4.2 |
|
|
381 |
GrossTradeAmt |
Amt |
Total amount traded (i.e. quantity * price) expressed in units of currency. For FX Futures this is used to express the notional value of a fill when quantity fields are expressed in terms of contract size (i.e. quantity * price * contract size).
|
FIX.4.2 |
FIX.5.0SP1EP95 |
|
382 |
NoContraBrokers |
NumInGroup |
The number of ContraBroker (375) entries.
|
FIX.4.2 |
|
|
383 |
MaxMessageSize |
Length |
Maximum number of bytes supported for a single message.
|
FIX.4.2 |
|
|
384 |
NoMsgTypes |
NumInGroup |
Number of MsgTypes (35) in repeating group.
|
FIX.4.2 |
|
|
385 |
MsgDirection |
char |
Specifies the direction of the messsage.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
R |
Receive |
Receive |
FIX.4.2 |
|
|
S |
Send |
Send |
FIX.4.2 |
|
|
|
FIX.4.2 |
|
|
386 |
NoTradingSessions |
NumInGroup |
Number of TradingSessionIDs (336) in repeating group.
|
FIX.4.2 |
|
|
387 |
TotalVolumeTraded |
Qty |
Total volume (quantity) traded.
|
FIX.4.2 |
|
|
388 |
DiscretionInst |
char |
Code to identify the price a DiscretionOffsetValue (389) is related to and should be mathematically added to.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
RelatedToDisplayedPrice |
Related to displayed price |
FIX.4.2 |
|
|
1 |
RelatedToMarketPrice |
Related to market price |
FIX.4.2 |
|
|
2 |
RelatedToPrimaryPrice |
Related to primary price |
FIX.4.2 |
|
|
3 |
RelatedToLocalPrimaryPrice |
Related to local primary price |
FIX.4.2 |
|
|
4 |
RelatedToMidpointPrice |
Related to midpoint price |
FIX.4.2 |
|
|
5 |
RelatedToLastTradePrice |
Related to last trade price |
FIX.4.2 |
|
|
6 |
RelatedToVWAP |
Related to VWAP |
FIX.4.4 |
|
|
7 |
AveragePriceGuarantee |
Average Price Guarantee |
FIX.4.4EP22 |
|
|
|
FIX.4.2 |
|
|
389 |
DiscretionOffsetValue |
float |
Amount (signed) added to the "related to" price specified via DiscretionInst (388), in the context of DiscretionOffsetType (842) (Prior to FIX 4.4 this field was of type PriceOffset)
|
FIX.4.2 |
|
|
390 |
BidID |
String |
For bid lists, unique identifier for BidResponse(35=I) as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day.
For quotes, unique identifier for the bid side of the quote assigned by the quote issuer.
|
FIX.4.2 |
FIX.5.0SP2EP144 |
|
391 |
ClientBidID |
String |
Unique identifier for a Bid Request as assigned by institution. Uniqueness must be guaranteed within a single trading day.
|
FIX.4.2 |
|
|
392 |
ListName |
String |
Descriptive name for list order.
|
FIX.4.2 |
|
|
393 |
TotNoRelatedSym |
int |
Total number of securities. (Prior to FIX 4.4 this field was named TotalNumSecurities)
|
FIX.4.2 |
|
|
394 |
BidType |
int |
Code to identify the type of Bid Request.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
NonDisclosed |
"Non Disclosed" style (e.g. US/European) |
FIX.4.3 |
|
|
2 |
Disclosed |
"Disclosed" sytle (e.g. Japanese) |
FIX.4.3 |
|
|
3 |
NoBiddingProcess |
No bidding process |
FIX.4.3 |
|
|
|
FIX.4.2 |
|
|
395 |
NumTickets |
int |
Total number of tickets.
|
FIX.4.2 |
|
|
396 |
SideValue1 |
Amt |
Amounts in currency
|
FIX.4.2 |
|
|
397 |
SideValue2 |
Amt |
Amounts in currency
|
FIX.4.2 |
|
|
398 |
NoBidDescriptors |
NumInGroup |
Number of BidDescriptor (400) entries.
|
FIX.4.2 |
|
|
399 |
BidDescriptorType |
int |
Code to identify the type of BidDescriptor (400).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Sector |
Sector |
FIX.4.3 |
|
|
2 |
Country |
Country |
FIX.4.3 |
|
|
3 |
Index |
Index |
FIX.4.3 |
|
|
|
FIX.4.2 |
|
|
400 |
BidDescriptor |
String |
BidDescriptor value. Usage depends upon BidDescriptorTyp (399). If BidDescriptorType = 1 Industrials etc - Free text If BidDescriptorType = 2 "FR" etc - ISO Country Codes If BidDescriptorType = 3 FT00, FT250, STOX - Free text
|
FIX.4.2 |
|
|
401 |
SideValueInd |
int |
Code to identify which "SideValue" the value refers to. SideValue1 and SideValue2 are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
SideValue1 |
Side Value 1 |
FIX.4.3 |
|
|
2 |
SideValue2 |
Side Value 2 |
FIX.4.3 |
|
|
|
FIX.4.2 |
|
|
402 |
LiquidityPctLow |
Percentage |
Liquidity indicator or lower limit if TotalNumSecurities (393) > 1. Represented as a percentage.
|
FIX.4.2 |
|
|
403 |
LiquidityPctHigh |
Percentage |
Upper liquidity indicator if TotalNumSecurities (393) > 1. Represented as a percentage.
|
FIX.4.2 |
|
|
404 |
LiquidityValue |
Amt |
Value between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency
|
FIX.4.2 |
|
|
405 |
EFPTrackingError |
Percentage |
Eg Used in EFP trades 2% (EFP - Exchange for Physical ). Represented as a percentage.
|
FIX.4.2 |
|
|
406 |
FairValue |
Amt |
Used in EFP trades
|
FIX.4.2 |
|
|
407 |
OutsideIndexPct |
Percentage |
Used in EFP trades. Represented as a percentage.
|
FIX.4.2 |
|
|
408 |
ValueOfFutures |
Amt |
Used in EFP trades
|
FIX.4.2 |
|
|
409 |
LiquidityIndType |
int |
Code to identify the type of liquidity indicator.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
FiveDayMovingAverage |
5-day moving average |
FIX.4.2 |
|
|
2 |
TwentyDayMovingAverage |
20-day moving average |
FIX.4.2 |
|
|
3 |
NormalMarketSize |
Normal market size |
FIX.4.2 |
|
|
4 |
Other |
Other |
FIX.4.2 |
|
|
|
FIX.4.2 |
|
|
410 |
WtAverageLiquidity |
Percentage |
Overall weighted average liquidity expressed as a % of average daily volume. Represented as a percentage.
|
FIX.4.2 |
|
|
411 |
ExchangeForPhysical |
Boolean |
Indicates whether or not to exchange for phsyical.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
N |
False |
False |
FIX.4.2 |
|
|
Y |
True |
True |
FIX.4.2 |
|
|
|
FIX.4.2 |
|
|
412 |
OutMainCntryUIndex |
Amt |
Value of stocks in Currency
|
FIX.4.2 |
|
|
413 |
CrossPercent |
Percentage |
Percentage of program that crosses in Currency. Represented as a percentage.
|
FIX.4.2 |
|
|
414 |
ProgRptReqs |
int |
Code to identify the desired frequency of progress reports.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
BuySideRequests |
Buy-side explicitly requests status using Statue Request (default), the sell-side firm can, however, send a DONE status List STatus Response in an unsolicited fashion |
FIX.4.2 |
|
|
2 |
SellSideSends |
Sell-side periodically sends status using List Status. Period optionally specified in ProgressPeriod. |
FIX.4.2 |
|
|
3 |
RealTimeExecutionReports |
Real-time execution reports (to be discourage) |
FIX.4.2 |
|
|
|
FIX.4.2 |
|
|
415 |
ProgPeriodInterval |
int |
Time in minutes between each ListStatus report sent by SellSide. Zero means don't send status.
|
FIX.4.2 |
|
|
416 |
IncTaxInd |
int |
Code to represent whether value is net (inclusive of tax) or gross.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Net |
Net |
FIX.4.2 |
|
|
2 |
Gross |
Gross |
FIX.4.2 |
|
|
|
FIX.4.2 |
|
|
417 |
NumBidders |
int |
Indicates the total number of bidders on the list
|
FIX.4.2 |
|
|
418 |
BidTradeType |
char |
Code to represent the type of trade. (Prior to FIX 4.4 this field was named "TradeType")
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
A |
Agency |
Agency |
FIX.4.2 |
|
|
G |
VWAPGuarantee |
VWAP Guarantee |
FIX.4.2 |
|
|
J |
GuaranteedClose |
Guaranteed Close |
FIX.4.2 |
|
|
R |
RiskTrade |
Risk Trade |
FIX.4.2 |
|
|
|
FIX.4.2 |
|
|
419 |
BasisPxType |
char |
Code to represent the basis price type.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
2 |
ClosingPriceAtMorningSession |
Closing price at morning session |
FIX.4.2 |
|
|
3 |
ClosingPrice |
Closing price |
FIX.4.2 |
|
|
4 |
CurrentPrice |
Current price |
FIX.4.2 |
|
|
5 |
SQ |
SQ |
FIX.4.2 |
|
|
6 |
VWAPThroughADay |
VWAP through a day |
FIX.4.2 |
|
|
7 |
VWAPThroughAMorningSession |
VWAP through a morning session |
FIX.4.2 |
|
|
8 |
VWAPThroughAnAfternoonSession |
VWAP through an afternoon session |
FIX.4.2 |
|
|
9 |
VWAPThroughADayExcept |
VWAP through a day except "YORI" (an opening auction) |
FIX.4.2 |
|
|
A |
VWAPThroughAMorningSessionExcept |
VWAP through a morning session except "YORI" (an opening auction) |
FIX.4.2 |
|
|
B |
VWAPThroughAnAfternoonSessionExcept |
VWAP through an afternoon session except "YORI" (an opening auction) |
FIX.4.2 |
|
|
C |
Strike |
Strike |
FIX.4.2 |
|
|
D |
Open |
Open |
FIX.4.2 |
|
|
Z |
Others |
Others |
FIX.4.2 |
|
|
|
FIX.4.2 |
|
|
420 |
NoBidComponents |
NumInGroup |
Indicates the number of list entries.
|
FIX.4.2 |
|
|
421 |
Country |
Country |
ISO Country Code in field
|
FIX.4.2 |
|
|
422 |
TotNoStrikes |
int |
Total number of strike price entries across all messages. Should be the sum of all NoStrikes (428) in each message that has repeating strike price entries related to the same ListID (66). Used to support fragmentation.
|
FIX.4.2 |
|
|
423 |
PriceType |
int |
Code to represent the price type.
For Financing transactions PriceType(423) implies the "repo type" - Fixed or Floating - 9 (Yield) or 6 (Spread) respectively - and Price(44) gives the corresponding "repo rate". See Volume 1 "Glossary" for further value definitions.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Percentage |
Percentage (i.e. percent of par) (often called "dollar price" for fixed income) |
FIX.4.2 |
|
|
2 |
PerUnit |
Per unit (i.e. per share or contract) |
FIX.4.2 |
|
|
3 |
FixedAmount |
Fixed amount (absolute value) |
FIX.4.2 |
|
|
4 |
Discount |
Discount - percentage points below par |
FIX.4.3 |
|
|
5 |
Premium |
Premium - percentage points over par |
FIX.4.3 |
|
|
6 |
Spread |
Usually the difference in yield between two switched bonds or a corporate bond traded spread-to-benchmark. |
FIX.4.3 |
FIX.5.0SP2EP207 |
|
7 |
TEDPrice |
TED Price |
FIX.4.3 |
|
|
8 |
TEDYield |
TED Yield |
FIX.4.3 |
|
|
9 |
Yield |
Yield |
FIX.4.4 |
|
|
10 |
FixedCabinetTradePrice |
Fixed cabinet trade price (primarily for listed futures and options) |
FIX.4.4 |
|
|
11 |
VariableCabinetTradePrice |
Variable cabinet trade price (primarily for listed futures and options) |
FIX.4.4 |
|
|
13 |
ProductTicksInHalves |
Product ticks in halves |
FIX.4.4EP19 |
FIX.5.0SP2EP207 |
|
14 |
ProductTicksInFourths |
Product ticks in fourths |
FIX.4.4EP19 |
|
|
15 |
ProductTicksInEighths |
Product ticks in eighths |
FIX.4.4EP19 |
FIX.5.0SP2EP207 |
|
16 |
ProductTicksInSixteenths |
Product ticks in sixteenths |
FIX.4.4EP19 |
|
|
17 |
ProductTicksInThirtySeconds |
Product ticks in thirty-seconds |
FIX.4.4EP19 |
|
|
18 |
ProductTicksInSixtyFourths |
Product ticks in sixty-fourths |
FIX.4.4EP19 |
FIX.5.0SP2EP207 |
|
19 |
ProductTicksInOneTwentyEighths |
Product ticks in one-twenty-eighths |
FIX.4.4EP19 |
FIX.5.0SP2EP207 |
|
20 |
NormalRateRepresentation |
Normal rate representation (e.g. FX rate) |
FIX.5.0SP2EP100 |
|
|
21 |
InverseRateRepresentation |
Inverse rate representation (e.g. FX rate) |
FIX.5.0SP2EP100 |
|
|
22 |
BasisPoints |
When the price is not spread based. |
FIX.5.0SP2EP161 |
|
|
23 |
UpfrontPoints |
Used specifically for CDS pricing. |
FIX.5.0SP2EP161 |
|
|
24 |
InterestRate |
When the price is an interest rate. For example, used with benchmark reference rate. |
FIX.5.0SP2EP174 |
|
|
12 |
PriceSpread |
Price spread is expressed based on market convention for the asset being priced or traded. For example, the difference between the prices of a multileg switch or strategy expressed in basis points for a CDS or TBA roll; a price value to be added to a reference price, such as a "pay up" for specified pools |
FIX.5.0SP2EP207 |
|
|
25 |
PercentageNotional |
Percentage of notional |
FIX.5.0SP2EP208 |
|
|
|
FIX.4.2 |
FIX.5.0SP2EP207 |
|
424 |
DayOrderQty |
Qty |
For GT orders, the OrderQty (38) less all quantity (adjusted for stock splits) that traded on previous days. DayOrderQty (424) = OrderQty - (CumQty (14) - DayCumQty (425))
|
FIX.4.2 |
|
|
425 |
DayCumQty |
Qty |
Quantity on a GT order that has traded today.
|
FIX.4.2 |
|
|
426 |
DayAvgPx |
Price |
The average price for quantity on a GT order that has traded today.
|
FIX.4.2 |
|
|
427 |
GTBookingInst |
int |
Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
BookOutAllTradesOnDayOfExecution |
Book out all trades on day of execution |
FIX.4.2 |
|
|
1 |
AccumulateUntilFilledOrExpired |
Accumulate executions until order is filled or expires |
FIX.4.2 |
|
|
2 |
AccumulateUntilVerballyNotifiedOtherwise |
Accumulate until verbally notified otherwise |
FIX.4.2 |
|
|
|
FIX.4.2 |
|
|
428 |
NoStrikes |
NumInGroup |
Number of list strike price entries.
|
FIX.4.2 |
|
|
429 |
ListStatusType |
int |
Code to represent the status type.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Ack |
Ack |
FIX.4.3 |
|
|
2 |
Response |
Response |
FIX.4.3 |
|
|
3 |
Timed |
Timed |
FIX.4.3 |
|
|
4 |
ExecStarted |
Exec Started |
FIX.4.3 |
|
|
5 |
AllDone |
All Done |
FIX.4.3 |
|
|
6 |
Alert |
Alert |
FIX.4.3 |
|
|
|
FIX.4.2 |
|
|
430 |
NetGrossInd |
int |
Code to represent whether value is net (inclusive of tax) or gross.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Net |
Net |
FIX.4.2 |
|
|
2 |
Gross |
Gross |
FIX.4.2 |
|
|
|
FIX.4.2 |
|
|
431 |
ListOrderStatus |
int |
Code to represent the status of a list order.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
InBiddingProcess |
In bidding process |
FIX.4.3 |
|
|
2 |
ReceivedForExecution |
Received for execution |
FIX.4.3 |
|
|
3 |
Executing |
Executing |
FIX.4.3 |
|
|
4 |
Cancelling |
Cancelling |
FIX.4.3 |
|
|
5 |
Alert |
Alert |
FIX.4.3 |
|
|
6 |
AllDone |
All Done |
FIX.4.3 |
|
|
7 |
Reject |
Reject |
FIX.4.3 |
|
|
|
FIX.4.2 |
|
|
432 |
ExpireDate |
LocalMktDate |
Date of order expiration (last day the order can trade), always expressed in terms of the local market date. The time at which the order expires is determined by the local market's business practices
|
FIX.4.2 |
|
|
433 |
ListExecInstType |
char |
Identifies the type of ListExecInst (69).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Immediate |
Immediate |
FIX.4.2 |
|
|
2 |
WaitForInstruction |
Wait for Execut Instruction (i.e. a List Execut message or phone call before proceeding with execution of the list) |
FIX.4.2 |
|
|
3 |
SellDriven |
Exchange/switch CIV order - Sell driven |
FIX.4.3 |
|
|
4 |
BuyDrivenCashTopUp |
Exchange/switch CIV order - Buy driven, cash top-up (i.e. additional cash will be provided to fulfill the order) |
FIX.4.3 |
|
|
5 |
BuyDrivenCashWithdraw |
Exchange/switch CIV order - Buy driven, cash withdraw (i.e. additional cash will not be provided to fulfill the order) |
FIX.4.3 |
|
|
|
FIX.4.2 |
|
|
434 |
CxlRejResponseTo |
char |
Identifies the type of request that a Cancel Reject is in response to.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
OrderCancelRequest |
Order cancel request |
FIX.4.2 |
|
|
2 |
OrderCancelReplaceRequest |
Order cancel/replace request |
FIX.4.2 |
FIX.5.0SP2EP204 |
|
|
FIX.4.2 |
|
|
435 |
UnderlyingCouponRate |
Percentage |
Underlying security's CouponRate. See CouponRate (223) field for description
|
FIX.4.2 |
|
|
436 |
UnderlyingContractMultiplier |
float |
Underlying security's ContractMultiplier. See ContractMultiplier (231) field for description
|
FIX.4.2 |
|
|
437 |
ContraTradeQty |
Qty |
Quantity traded with the ContraBroker (375).
|
FIX.4.2 |
|
|
438 |
ContraTradeTime |
UTCTimestamp |
Identifes the time of the trade with the ContraBroker (375). (always expressed in UTC (Universal Time Coordinated, also known as "GMT")
|
FIX.4.2 |
|
|
441 |
LiquidityNumSecurities |
int |
Number of Securites between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency.
|
FIX.4.2 |
|
|
442 |
MultiLegReportingType |
char |
Used to indicate how the multi-legged security (e.g. option strategies, spreads, etc.) is being reported.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
SingleSecurity |
Single security (default if not specified) |
FIX.4.2 |
FIX.5.0SP1EP95 |
|
2 |
IndividualLegOfAMultiLegSecurity |
Individual leg of a multi-leg security |
FIX.4.2 |
FIX.5.0SP1EP95 |
|
3 |
MultiLegSecurity |
Multi-leg security |
FIX.4.2 |
|
|
|
FIX.4.2 |
FIX.5.0SP2EP150 |
|
443 |
StrikeTime |
UTCTimestamp |
The time at which current market prices are used to determine the value of a basket. In negotiation workflows where a spread-to-benchmark price is negotiated, this is the pre-determined time at which the benchmark is to be spotted.
|
FIX.4.2 |
FIX.5.0SP2EP226 |
|
444 |
ListStatusText |
String |
Free format text string related to List Status.
|
FIX.4.2 |
|
|
445 |
EncodedListStatusTextLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedListStatusText (446) field.
|
FIX.4.2 |
|
|
446 |
EncodedListStatusText |
data |
Encoded (non-ASCII characters) representation of the ListStatusText (444) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ListStatusText field.
|
FIX.4.2 |
|
|
447 |
PartyIDSource |
char |
Identifies class or source of the PartyID (448) value. Required if PartyID is specified. Note: applicable values depend upon PartyRole (452) specified. See "Appendix 6-G - Use of Component Block"
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
6 |
UKNationalInsuranceOrPensionNumber |
UK National Insurance or Pension Number |
FIX.4.3 |
|
|
7 |
USSocialSecurityNumber |
US Social Security Number |
FIX.4.3 |
|
|
8 |
USEmployerOrTaxIDNumber |
US Employer or Tax ID Number |
FIX.4.3 |
|
|
9 |
AustralianBusinessNumber |
Australian Business Number |
FIX.4.3 |
|
|
A |
AustralianTaxFileNumber |
Australian Tax File Number |
FIX.4.3 |
|
|
1 |
KoreanInvestorID |
Korean Investor ID |
FIX.4.3 |
|
|
2 |
TaiwaneseForeignInvestorID |
Taiwanese Qualified Foreign Investor ID QFII/FID |
FIX.4.3 |
|
|
3 |
TaiwaneseTradingAcct |
Taiwanese Trading Acct |
FIX.4.3 |
|
|
4 |
MalaysianCentralDepository |
Malaysian Central Depository (MCD) number |
FIX.4.3 |
|
|
5 |
ChineseInvestorID |
Chinese Investor ID |
FIX.4.3 |
|
|
I |
ISITCAcronym |
Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document |
FIX.4.4 |
|
|
B |
BIC |
BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B") |
FIX.4.3 |
|
|
C |
GeneralIdentifier |
Generally accepted market participant identifier (e.g. NASD mnemonic) |
FIX.4.3 |
|
|
D |
Proprietary |
Custom ID schema used between counterparties, trading platforms and repositories. |
FIX.4.3 |
FIX.5.0SP2EP192 |
|
E |
ISOCountryCode |
ISO Country Code |
FIX.4.3 |
|
|
F |
SettlementEntityLocation |
Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values) |
FIX.4.3 |
|
|
G |
MIC |
Market Identifier Code (ISO 10383) MIC |
FIX.4.4 |
FIX.5.0SP2EP236 |
|
H |
CSDParticipant |
CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number) |
FIX.4.4 |
|
|
J |
TaxID |
Tax ID |
FIX.5.0SP2EP103 |
|
|
K |
AustralianCompanyNumber |
Australian Company Number |
FIX.5.0SP2EP108 |
|
|
L |
AustralianRegisteredBodyNumber |
Australian Registered Body Number |
FIX.5.0SP2EP108 |
|
|
M |
CFTCReportingFirmIdentifier |
CFTC reporting firm identifier |
FIX.5.0SP2EP140 |
|
|
N |
LegalEntityIdentifier |
Legal Entity Identifier (ISO 17442) LEI |
FIX.5.0SP2EP156 |
|
|
O |
InterimIdentifier |
An interim entity identifier assigned by a regulatory agency prior to an LEI (ISO 17442) being assigned. |
FIX.5.0SP2EP192 |
|
|
P |
ShortCodeIdentifier |
A generic means for trading venues, brokers, investment managers to convey a bilaterally agreed upon "short hand" code for an identifier that is a reference to a mapping between the parties. |
FIX.5.0SP2EP222 |
|
|
Q |
NationalIDNaturalPerson |
An identification number generally assigned by a government authority or agency to a natural person which is unique to the person it is assigned to. Examples include, but not limited to, "social security number", "pension number". |
FIX.5.0SP2EP222 |
|
|
R |
IndiaPermanentAccountNumber |
Also referred to as PAN ID. An identifier issued by the Income Tax Department of India. |
FIX.5.0SP2EP244 |
|
|
S |
FDID |
A unique identifier required by the SEC for each trading account designated by Industry Members for purposes of reporting to CAT (Consolidated Audit Trail). |
FIX.5.0SP2EP248 |
|
|
|
FIX.4.3 |
|
|
448 |
PartyID |
String |
Party identifier/code. See PartyIDSource (447) and PartyRole (452). See "Appendix 6-G - Use of Component Block"
|
FIX.4.3 |
|
|
451 |
NetChgPrevDay |
PriceOffset |
Net change from previous day's closing price vs. last traded price.
|
FIX.4.3 |
|
|
452 |
PartyRole |
int |
Identifies the type or role of the PartyID (448) specified. See "Appendix 6-G - Use of Component Block" (see Volume : "Glossary" for value definitions)
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
ExecutingFirm |
Executing Firm (formerly FIX 4.2 ExecBroker) |
FIX.4.3 |
|
|
2 |
BrokerOfCredit |
Broker of Credit (formerly FIX 4.2 BrokerOfCredit) |
FIX.4.3 |
|
|
3 |
ClientID |
Client ID (formerly FIX 4.2 ClientID) |
FIX.4.3 |
|
|
4 |
ClearingFirm |
Clearing Firm (formerly FIX 4.2 ClearingFirm) |
FIX.4.3 |
|
|
5 |
InvestorID |
Investor ID |
FIX.4.3 |
|
|
6 |
IntroducingFirm |
Introducing Firm |
FIX.4.3 |
|
|
7 |
EnteringFirm |
Entering Firm |
FIX.4.3 |
|
|
8 |
Locate |
Locate / Lending Firm (for short-sales) |
FIX.4.3 |
|
|
9 |
FundManagerClientID |
Fund Manager Client ID (for CIV) |
FIX.4.3 |
|
|
10 |
SettlementLocation |
Settlement Location (formerly FIX 4.2 SettlLocation) |
FIX.4.3 |
|
|
11 |
OrderOriginationTrader |
Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order) |
FIX.4.3 |
|
|
12 |
ExecutingTrader |
Executing Trader (associated with Executing Firm - actually executes) |
FIX.4.3 |
|
|
13 |
OrderOriginationFirm |
Order Origination Firm (e.g. buy-side firm) |
FIX.4.3 |
|
|
14 |
GiveupClearingFirm |
Giveup Clearing Firm (firm to which trade is given up) |
FIX.4.3 |
|
FIX.5.0SP2EP118 |
15 |
CorrespondantClearingFirm |
Correspondant Clearing Firm |
FIX.4.3 |
|
|
16 |
ExecutingSystem |
Executing System |
FIX.4.3 |
|
|
17 |
ContraFirm |
Contra Firm |
FIX.4.3 |
|
|
18 |
ContraClearingFirm |
Contra Clearing Firm |
FIX.4.3 |
|
|
19 |
SponsoringFirm |
Sponsoring Firm |
FIX.4.3 |
|
|
20 |
UnderlyingContraFirm |
Underlying Contra Firm |
FIX.4.3 |
|
|
21 |
ClearingOrganization |
Clearing Organization |
FIX.4.4 |
|
|
22 |
Exchange |
Identify using PartyIDSource(tag 447) = G (Market Identifier Code) if the MIC exists. |
FIX.4.4 |
FIX.5.0SP2EP139 |
|
24 |
CustomerAccount |
Customer Account |
FIX.4.4 |
|
|
25 |
CorrespondentClearingOrganization |
Correspondent Clearing Organization |
FIX.4.4 |
|
|
26 |
CorrespondentBroker |
Correspondent Broker |
FIX.4.4 |
|
|
27 |
Buyer |
Buyer/Seller (Receiver/Deliverer) |
FIX.4.4 |
|
|
28 |
Custodian |
Custodian |
FIX.4.4 |
|
|
29 |
Intermediary |
Intermediary |
FIX.4.4 |
|
|
30 |
Agent |
Agent |
FIX.4.4 |
|
|
31 |
SubCustodian |
Sub-custodian |
FIX.4.4 |
|
|
32 |
Beneficiary |
Beneficiary |
FIX.4.4 |
|
|
33 |
InterestedParty |
Interested party |
FIX.4.4 |
|
|
34 |
RegulatoryBody |
In the context of regulatory reporting, this identifies the regulator the trade is being reported to. |
FIX.4.4 |
FIX.5.0SP2EP169 |
|
35 |
LiquidityProvider |
Liquidity provider |
FIX.4.4 |
|
|
36 |
EnteringTrader |
Entering trader |
FIX.4.4 |
|
|
37 |
ContraTrader |
Contra trader |
FIX.4.4 |
|
|
38 |
PositionAccount |
The account which positions are maintained. Typically represents the aggregation of one or more customer accounts. |
FIX.4.4 |
FIX.5.0SP2EP155 |
|
39 |
ContraInvestorID |
Contra Investor ID |
FIX.4.4EP-1 |
|
|
40 |
TransferToFirm |
Transfer to Firm |
FIX.4.4EP-1 |
|
|
41 |
ContraPositionAccount |
Contra Position Account |
FIX.4.4EP5 |
|
|
42 |
ContraExchange |
Contra Exchange |
FIX.4.4EP5 |
|
|
43 |
InternalCarryAccount |
Internal Carry Account |
FIX.4.4EP5 |
|
|
44 |
OrderEntryOperatorID |
Order Entry Operator ID |
FIX.4.4EP5 |
|
|
45 |
SecondaryAccountNumber |
Secondary Account Number |
FIX.4.4EP5 |
|
|
46 |
ForeignFirm |
Foreign Firm |
FIX.4.4EP8 |
FIX.5.0SP1EP95 |
|
47 |
ThirdPartyAllocationFirm |
Third Party Allocation Firm |
FIX.4.4EP8 |
|
|
48 |
ClaimingAccount |
Claiming Account |
FIX.4.4EP8 |
|
|
49 |
AssetManager |
Asset Manager |
FIX.4.4EP8 |
|
|
50 |
PledgorAccount |
Pledgor Account |
FIX.4.4EP8 |
|
|
51 |
PledgeeAccount |
Pledgee Account |
FIX.4.4EP8 |
|
|
52 |
LargeTraderReportableAccount |
Large Trader Reportable Account |
FIX.4.4EP8 |
|
|
53 |
TraderMnemonic |
Trader mnemonic |
FIX.4.4EP8 |
|
|
54 |
SenderLocation |
Sender Location |
FIX.4.4EP8 |
|
|
55 |
SessionID |
Session ID |
FIX.4.4EP8 |
|
|
56 |
AcceptableCounterparty |
Acceptable Counterparty |
FIX.4.4EP22 |
|
|
57 |
UnacceptableCounterparty |
Unacceptable Counterparty |
FIX.4.4EP22 |
|
|
58 |
EnteringUnit |
Entering Unit |
FIX.4.4EP22 |
|
|
59 |
ExecutingUnit |
Executing Unit |
FIX.4.4EP22 |
|
|
60 |
IntroducingBroker |
Introducing Broker |
FIX.4.4EP4 |
|
|
61 |
QuoteOriginator |
Quote originator |
FIX.4.4EP26 |
|
|
62 |
ReportOriginator |
Report originator |
FIX.4.4EP26 |
|
|
63 |
SystematicInternaliser |
Systematic internaliser (SI) |
FIX.4.4EP26 |
|
|
64 |
MultilateralTradingFacility |
Identify using PartyIDSource(tag 447) = G (Market Identifier Code) if the MIC exists. |
FIX.4.4EP26 |
FIX.5.0SP2EP139 |
|
65 |
RegulatedMarket |
Identify using PartyIDSource(tag 447) = G (Market Identifier Code) if the MIC exists. |
FIX.4.4EP26 |
FIX.5.0SP2EP139 |
|
66 |
MarketMaker |
Market Maker |
FIX.4.4EP26 |
|
|
67 |
InvestmentFirm |
Investment Firm |
FIX.4.4EP26 |
|
|
68 |
HostCompetentAuthority |
Host Competent Authority (Host CA) |
FIX.4.4EP26 |
|
|
69 |
HomeCompetentAuthority |
Home Competent Authority (Home CA) |
FIX.4.4EP26 |
|
|
70 |
CompetentAuthorityLiquidity |
Competent Authority of the most relevant market in terms of liquidity (CAL) |
FIX.4.4EP26 |
|
|
71 |
CompetentAuthorityTransactionVenue |
Competent Authority of the Transaction (Execution) Venue (CATV) |
FIX.4.4EP26 |
|
|
72 |
ReportingIntermediary |
The medium or vendor used to report to a regulator, non-regulatory agency or data repository. |
FIX.4.4EP26 |
FIX.5.0SP2EP229 |
|
73 |
ExecutionVenue |
Identify using PartyIDSource(tag 447) = G (Market Identifier Code) if the MIC exists. |
FIX.4.4EP26 |
FIX.5.0SP2EP139 |
|
74 |
MarketDataEntryOriginator |
Market data entry originator |
FIX.4.4EP26 |
|
|
75 |
LocationID |
Location ID |
FIX.4.4EP26 |
|
|
76 |
DeskID |
Desk ID |
FIX.4.4EP26 |
|
|
77 |
MarketDataMarket |
Market data market |
FIX.4.4EP26 |
|
|
78 |
AllocationEntity |
Allocation Entity |
FIX.4.4EP35 |
|
|
79 |
PrimeBroker |
Prime Broker providing General Trade Services |
FIX.5.0EP68 |
|
|
80 |
StepOutFirm |
Step-Out Firm (Prime Broker) |
FIX.5.0EP68 |
|
|
81 |
BrokerClearingID |
Broker cient ID |
FIX.5.0EP68 |
FIX.5.0SP2EP223 |
|
82 |
CentralRegistrationDepository |
Central Registration Depository (CRD) |
FIX.5.0SP1EP79 |
|
|
83 |
ClearingAccount |
Clearing Account |
FIX.5.0SP1EP96 |
|
|
84 |
AcceptableSettlingCounterparty |
Acceptable Settling Counterparty |
FIX.5.0SP1EP96 |
|
|
85 |
UnacceptableSettlingCounterparty |
Unacceptable Settling Counterparty |
FIX.5.0SP1EP96 |
|
|
86 |
CLSMemberBank |
CLS Member Bank |
FIX.5.0SP2EP100 |
|
|
87 |
InConcertGroup |
In Concert Group |
FIX.5.0SP2EP103 |
|
|
88 |
InConcertControllingEntity |
In Concert Controlling Entity |
FIX.5.0SP2EP103 |
|
|
89 |
LargePositionsReportingAccount |
Large Positions Reporting Account |
FIX.5.0SP2EP103 |
|
|
90 |
SettlementFirm |
Settlement Firm |
FIX.5.0SP2EP105 |
|
|
91 |
SettlementAccount |
The account to which individual payment obligations are aggregated for netting and funds movement. Typically represents the aggregation of many margin (performance bond) accounts. |
FIX.5.0SP2EP105 |
FIX.5.0SP2EP155 |
|
92 |
ReportingMarketCenter |
Reporting Market Center |
FIX.5.0SP2EP112 |
|
|
93 |
RelatedReportingMarketCenter |
Related Reporting Market Center |
FIX.5.0SP2EP112 |
|
|
94 |
AwayMarket |
Identify using PartyIDSource(tag 447) = G (Market Identifier Code) if the MIC exists. |
FIX.5.0SP2EP112 |
FIX.5.0SP2EP139 |
|
95 |
GiveupTradingFirm |
Give-up (trading) firm |
FIX.5.0SP2EP118 |
|
|
96 |
TakeupTradingFirm |
Take-up (trading) firm |
FIX.5.0SP2EP118 |
|
|
97 |
GiveupClearingFirm |
Give-up clearing firm |
FIX.5.0SP2EP118 |
|
|
98 |
TakeupClearingFirm |
Take-up clearing firm |
FIX.5.0SP2EP118 |
|
|
99 |
OriginatingMarket |
Identifies the Market using PartyIDSource(tag 447) = G (Market Identifier Code) where an order originated in the event that the order is sent to an alternative market for execution. Serves as an inverse of an away market. |
FIX.5.0SP2EP139 |
|
|
100 |
MarginAccount |
Also referred to as "performance bond account". The margin account is the calculated margin requirements. Typically represents the aggregation of one or more position accounts. |
FIX.5.0SP2EP155 |
|
|
101 |
CollateralAssetAccount |
The account at which individual collateral assets are maintained. Typically, although not always, one-for-one with the settlement account. |
FIX.5.0SP2EP155 |
|
|
102 |
DataRepository |
Multiple instances of this PartyRole may appear for reporting purposes. |
FIX.5.0SP2EP161 |
|
|
103 |
CalculationAgent |
Calculation agent |
FIX.5.0SP2EP161 |
|
|
104 |
ExerciseNoticeSender |
Sender of exercise notice |
FIX.5.0SP2EP161 |
|
|
105 |
ExerciseNoticeReceiver |
Receiver of exercise notice |
FIX.5.0SP2EP161 |
|
|
106 |
RateReferenceBank |
The bank providing the reference rate. Multiple instance of this PartyRole may appear. |
FIX.5.0SP2EP161 |
|
|
107 |
Correspondent |
Correspondent |
FIX.5.0SP2EP161 |
|
|
109 |
BeneficiaryBank |
The institution in which the beneficiary, a person or an entity, has their account with. The institution may be a bank or non-bank institution. |
FIX.5.0SP2EP161 |
|
|
110 |
Borrower |
Borrower |
FIX.5.0SP2EP161 |
|
|
111 |
PrimaryObligator |
Primary obligator |
FIX.5.0SP2EP161 |
|
|
112 |
Guarantor |
Guarantor |
FIX.5.0SP2EP161 |
|
|
113 |
ExcludedReferenceEntity |
Excluded reference entity |
FIX.5.0SP2EP161 |
|
|
114 |
DeterminingParty |
Determining party |
FIX.5.0SP2EP161 |
|
|
115 |
HedgingParty |
Hedging party |
FIX.5.0SP2EP161 |
|
|
116 |
ReportingEntity |
The entity that is reporting the information. |
FIX.5.0SP2EP161 |
|
|
117 |
SalesPerson |
The person who is involved in the sales activities for their firm. |
FIX.5.0SP2EP173 |
|
|
118 |
Operator |
The person who has the capabilities and authorization to take certain actions; for example, setting entitlements, etc. |
FIX.5.0SP2EP173 |
|
|
119 |
CSD |
Central Securities Depository (CSD) |
FIX.5.0SP2EP187 |
|
|
120 |
ICSD |
International Central Securities Depository (ICSD) |
FIX.5.0SP2EP187 |
|
|
121 |
TradingSubAccount |
Example of sub-accounts include a clearing account that has multiple trading sub-accounts, a trading account that has multiple trading sub-accounts belonging to different trading firms. |
FIX.5.0SP2EP217 |
|
|
122 |
InvestmentDecisionMaker |
In the context of ESMA RTS reporting, this is used to specify party responsible for the investment decision. See RTS 24, Annex, Table 2, Field 4. |
FIX.5.0SP2EP222 |
|
|
123 |
PublishingIntermediary |
The medium or vendor used to publish to the market. |
FIX.5.0SP2EP229 |
|
|
|
FIX.4.3 |
|
|
453 |
NoPartyIDs |
NumInGroup |
Number of PartyID (448), PartyIDSource (447), and PartyRole (452) entries
|
FIX.4.3 |
|
|
454 |
NoSecurityAltID |
NumInGroup |
Number of SecurityAltID (455) entries.
|
FIX.4.3 |
|
|
455 |
SecurityAltID |
String |
Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.
|
FIX.4.3 |
|
|
456 |
SecurityAltIDSource |
String |
Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field
|
FIX.4.3 |
|
|
457 |
NoUnderlyingSecurityAltID |
NumInGroup |
Number of UnderlyingSecurityAltID (458) entries.
|
FIX.4.3 |
|
|
458 |
UnderlyingSecurityAltID |
String |
Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.
|
FIX.4.3 |
|
|
459 |
UnderlyingSecurityAltIDSource |
String |
Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field
|
FIX.4.3 |
|
|
460 |
Product |
int |
Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
AGENCY |
AGENCY |
FIX.4.3 |
|
|
2 |
COMMODITY |
COMMODITY |
FIX.4.3 |
|
|
3 |
CORPORATE |
CORPORATE |
FIX.4.3 |
|
|
4 |
CURRENCY |
CURRENCY |
FIX.4.3 |
|
|
5 |
EQUITY |
EQUITY |
FIX.4.3 |
|
|
6 |
GOVERNMENT |
GOVERNMENT |
FIX.4.3 |
|
|
7 |
INDEX |
INDEX |
FIX.4.3 |
|
|
8 |
LOAN |
LOAN |
FIX.4.3 |
|
|
9 |
MONEYMARKET |
MONEYMARKET |
FIX.4.3 |
|
|
10 |
MORTGAGE |
MORTGAGE |
FIX.4.3 |
|
|
11 |
MUNICIPAL |
MUNICIPAL |
FIX.4.3 |
|
|
12 |
OTHER |
OTHER |
FIX.4.3 |
|
|
13 |
FINANCING |
FINANCING |
FIX.4.4 |
|
|
|
FIX.4.3 |
|
|
461 |
CFICode |
String |
Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. ISO 10962 is maintained by ANNA (Association of National Numbering Agencies) acting as Registration Authority. See "Appendix 6-B FIX Fields Based Upon Other Standards". See also the Product (460) and SecurityType (167) fields. It is recommended that CFICode be used instead of SecurityType (167) for non-Fixed Income instruments. A subset of possible values applicable to FIX usage are identified in "Appendix 6-D CFICode Usage - ISO 10962 Classification of Financial Instruments (CFI code)"
|
FIX.4.3 |
|
|
462 |
UnderlyingProduct |
int |
Underlying security's Product. Valid values: see Product(460) field
|
FIX.4.3 |
|
|
463 |
UnderlyingCFICode |
String |
Underlying security's CFICode. Valid values: see CFICode (461) field
|
FIX.4.3 |
|
|
464 |
TestMessageIndicator |
Boolean |
Indicates whether or not this FIX Session is a "test" vs. "production" connection. Useful for preventing "accidents".
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
N |
False |
False (production) |
FIX.4.3 |
FIX.5.0SP2EP204 |
|
Y |
True |
True (test) |
FIX.4.3 |
FIX.5.0SP2EP204 |
|
|
FIX.4.3 |
|
|
466 |
BookingRefID |
String |
Common reference passed to a post-trade booking process (e.g. industry matching utility).
|
FIX.4.3 |
|
|
467 |
IndividualAllocID |
String |
Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount).
|
FIX.4.3 |
|
|
468 |
RoundingDirection |
char |
Specifies which direction to round For CIV - indicates whether or not the quantity of shares/units is to be rounded and in which direction where CashOrdQty (152) or (for CIV only) OrderPercent (516) are specified on an order. The default is for rounding to be at the discretion of the executing broker or fund manager. e.g. for an order specifying CashOrdQty or OrderPercent if the calculated number of shares/units was 325.76 and RoundingModulus (469) was 0 - "round down" would give 320 units, 1 - "round up" would give 330 units and "round to nearest" would give 320 units.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
RoundToNearest |
Round to nearest |
FIX.4.3 |
|
|
1 |
RoundDown |
Round down |
FIX.4.3 |
|
|
2 |
RoundUp |
Round up |
FIX.4.3 |
|
|
|
FIX.4.3 |
|
|
469 |
RoundingModulus |
float |
For CIV - a float value indicating the value to which rounding is required. i.e. 0 means round to a multiple of 0 units/shares; 0.5 means round to a multiple of 0.5 units/shares. The default, if RoundingDirection (468) is specified without RoundingModulus, is to round to a whole unit/share.
|
FIX.4.3 |
|
|
470 |
CountryOfIssue |
Country |
ISO Country 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.
|
FIX.4.3 |
|
|
471 |
StateOrProvinceOfIssue |
String |
A two-character state or province abbreviation.
|
FIX.4.3 |
|
|
472 |
LocaleOfIssue |
String |
Identifies the locale or region of issue.
For Municipal Security Issuers other than state or province. Refer to http://www.atmos.albany.edu/cgi/stagrep-cgi. Reference the IATA city codes for values. Note IATA (International Air Transport Association) maintains the codes at www.iata.org. For other securities the value may be a region of the issuer, e.g. North America.
|
FIX.4.3 |
FIX.5.0SP2EP192 |
|
473 |
NoRegistDtls |
NumInGroup |
The number of registration details on a Registration Instructions message
|
FIX.4.3 |
|
|
474 |
MailingDtls |
String |
Set of Correspondence address details, possibly including phone, fax, etc.
|
FIX.4.3 |
|
|
475 |
InvestorCountryOfResidence |
Country |
The ISO 366 Country code (2 character) identifying which country the beneficial investor is resident for tax purposes.
|
FIX.4.3 |
|
|
476 |
PaymentRef |
String |
"Settlement Payment Reference" - A free format Payment reference to assist with reconciliation, e.g. a Client and/or Order ID number.
|
FIX.4.3 |
|
|
477 |
DistribPaymentMethod |
int |
A code identifying the payment method for a (fractional) distribution. 13 through 998 are reserved for future use Values above 1000 are available for use by private agreement among counterparties
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
CREST |
CREST |
FIX.4.4 |
|
|
2 |
NSCC |
NSCC |
FIX.4.4 |
|
|
3 |
Euroclear |
Euroclear |
FIX.4.4 |
|
|
4 |
Clearstream |
Clearstream |
FIX.4.4 |
|
|
5 |
Cheque |
Cheque |
FIX.4.4 |
|
|
6 |
TelegraphicTransfer |
Telegraphic Transfer |
FIX.4.4 |
|
|
7 |
FedWire |
Fed Wire |
FIX.4.4 |
|
|
8 |
DirectCredit |
Direct Credit (BECS, BACS) |
FIX.4.4 |
|
|
9 |
ACHCredit |
ACH Credit |
FIX.4.4 |
|
|
10 |
BPAY |
BPAY |
FIX.4.4 |
|
|
11 |
HighValueClearingSystemHVACS |
High Value Clearing System HVACS |
FIX.4.4 |
|
|
12 |
ReinvestInFund |
Reinvest In Fund |
FIX.4.4 |
|
|
|
FIX.4.3 |
|
|
478 |
CashDistribCurr |
Currency |
Specifies currency to be used for Cash Distributions see "Appendix 6-A Valid Currency Codes".
|
FIX.4.3 |
|
|
479 |
CommCurrency |
Currency |
Specifies currency to be use for Commission (12) if the Commission currency is different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes".
|
FIX.4.3 |
|
|
480 |
CancellationRights |
char |
For CIV - A one character code identifying whether Cancellation rights/Cooling off period applies.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
Y |
Yes |
Yes |
FIX.4.3 |
|
|
N |
NoExecutionOnly |
No - Execution Only |
FIX.4.3 |
|
|
M |
NoWaiverAgreement |
No - Waiver agreement |
FIX.4.3 |
|
|
O |
NoInstitutional |
No - Institutional |
FIX.4.3 |
|
|
|
FIX.4.3 |
|
|
481 |
MoneyLaunderingStatus |
char |
A one character code identifying Money laundering status.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
Y |
Passed |
Passed |
FIX.4.3 |
|
|
N |
NotChecked |
Not Checked |
FIX.4.3 |
|
|
1 |
ExemptBelowLimit |
Exempt - Below the Limit |
FIX.4.3 |
|
|
2 |
ExemptMoneyType |
Exempt - Client Money Type exemption |
FIX.4.3 |
|
|
3 |
ExemptAuthorised |
Exempt - Authorised Credit or financial institution |
FIX.4.3 |
|
|
|
FIX.4.3 |
|
|
482 |
MailingInst |
String |
Free format text to specify mailing instruction requirements, e.g. "no third party mailings".
|
FIX.4.3 |
|
|
483 |
TransBkdTime |
UTCTimestamp |
For CIV A date and time stamp to indicate the time a CIV order was booked by the fund manager. For derivatives a date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU. Indicates the time at which the order was finalized between the buyer and seller prior to submission.
|
FIX.4.3 |
|
|
484 |
ExecPriceType |
char |
For CIV - Identifies how the execution price LastPx (31) was calculated from the fund unit/share price(s) calculated at the fund valuation point.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
B |
BidPrice |
Bid price |
FIX.4.3 |
|
|
C |
CreationPrice |
Creation price |
FIX.4.3 |
|
|
D |
CreationPricePlusAdjustmentPercent |
Creation price plus adjustment percent |
FIX.4.3 |
|
|
E |
CreationPricePlusAdjustmentAmount |
Creation price plus adjustment amount |
FIX.4.3 |
|
|
O |
OfferPrice |
Offer price |
FIX.4.3 |
|
|
P |
OfferPriceMinusAdjustmentPercent |
Offer price minus adjustment percent |
FIX.4.3 |
|
|
Q |
OfferPriceMinusAdjustmentAmount |
Offer price minus adjustment amount |
FIX.4.3 |
|
|
S |
SinglePrice |
Single price |
FIX.4.3 |
|
|
|
FIX.4.3 |
|
|
485 |
ExecPriceAdjustment |
float |
For CIV the amount or percentage by which the fund unit/share price was adjusted, as indicated by ExecPriceType (484)
|
FIX.4.3 |
|
|
486 |
DateOfBirth |
LocalMktDate |
The date of birth applicable to the individual, e.g. required to open some types of tax-exempt account.
|
FIX.4.3 |
|
|
487 |
TradeReportTransType |
int |
Identifies Trade Report message transaction type (Prior to FIX 4.4 this field was of type char)
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
New |
New |
FIX.4.4EP-1 |
|
|
1 |
Cancel |
Cancel |
FIX.4.4EP-1 |
|
|
2 |
Replace |
Replace |
FIX.4.4EP-1 |
|
|
3 |
Release |
Release |
FIX.4.4EP-1 |
|
|
4 |
Reverse |
Reverse |
FIX.4.4EP-1 |
|
|
5 |
CancelDueToBackOutOfTrade |
Cancel Due To Back Out of Trade |
FIX.4.4EP4 |
|
|
|
FIX.4.3 |
|
|
488 |
CardHolderName |
String |
The name of the payment card holder as specified on the card being used for payment.
|
FIX.4.3 |
|
|
489 |
CardNumber |
String |
The number of the payment card as specified on the card being used for payment.
|
FIX.4.3 |
|
|
490 |
CardExpDate |
LocalMktDate |
The expiry date of the payment card as specified on the card being used for payment.
|
FIX.4.3 |
|
|
491 |
CardIssNum |
String |
The issue number of the payment card as specified on the card being used for payment. This is only applicable to certain types of card.
|
FIX.4.3 |
|
|
492 |
PaymentMethod |
int |
A code identifying the Settlement payment method. 16 through 998 are reserved for future use Values above 1000 are available for use by private agreement among counterparties
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
CREST |
CREST |
FIX.4.3 |
|
|
2 |
NSCC |
NSCC |
FIX.4.3 |
|
|
3 |
Euroclear |
Euroclear |
FIX.4.3 |
|
|
4 |
Clearstream |
Clearstream |
FIX.4.3 |
|
|
5 |
Cheque |
Cheque |
FIX.4.3 |
|
|
6 |
TelegraphicTransfer |
Telegraphic Transfer |
FIX.4.3 |
|
|
7 |
FedWire |
Fed Wire |
FIX.4.3 |
|
|
8 |
DebitCard |
Debit Card |
FIX.4.3 |
|
|
9 |
DirectDebit |
Direct Debit (BECS) |
FIX.4.3 |
|
|
10 |
DirectCredit |
Direct Credit (BECS) |
FIX.4.3 |
|
|
11 |
CreditCard |
Credit Card |
FIX.4.3 |
|
|
12 |
ACHDebit |
ACH Debit |
FIX.4.3 |
|
|
13 |
ACHCredit |
ACH Credit |
FIX.4.3 |
|
|
14 |
BPAY |
BPAY |
FIX.4.3 |
|
|
15 |
HighValueClearingSystem |
High Value Clearing System (HVACS) |
FIX.4.3 |
|
|
16 |
CHIPS |
CHIPS |
FIX.5.0SP2EP161 |
|
|
17 |
SWIFT |
S.W.I.F.T. |
FIX.5.0SP2EP161 |
|
|
18 |
CHAPS |
CHAPS |
FIX.5.0SP2EP161 |
|
|
19 |
SIC |
SIC |
FIX.5.0SP2EP161 |
|
|
20 |
euroSIC |
None |
FIX.5.0SP2EP161 |
|
|
|
FIX.4.3 |
|
|
493 |
RegistAcctType |
String |
For CIV - a fund manager-defined code identifying which of the fund manager's account types is required.
|
FIX.4.3 |
|
|
494 |
Designation |
String |
Free format text defining the designation to be associated with a holding on the register. Used to identify assets of a specific underlying investor using a common registration, e.g. a broker's nominee or street name.
|
FIX.4.3 |
|
|
495 |
TaxAdvantageType |
int |
For CIV - a code identifying the type of tax exempt account in which purchased shares/units are to be held. 30 - 998 are reserved for future use by recognized taxation authorities 999=Other values above 1000 are available for use by private agreement among counterparties
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
None |
None/Not Applicable (default) |
FIX.4.3 |
|
|
1 |
MaxiISA |
Maxi ISA (UK) |
FIX.4.3 |
|
|
2 |
TESSA |
TESSA (UK) |
FIX.4.3 |
|
|
3 |
MiniCashISA |
Mini Cash ISA (UK) |
FIX.4.3 |
|
|
4 |
MiniStocksAndSharesISA |
Mini Stocks And Shares ISA (UK) |
FIX.4.3 |
|
|
5 |
MiniInsuranceISA |
Mini Insurance ISA (UK) |
FIX.4.3 |
|
|
6 |
CurrentYearPayment |
Current Year Payment (US) |
FIX.4.3 |
|
|
7 |
PriorYearPayment |
Prior Year Payment (US) |
FIX.4.3 |
|
|
8 |
AssetTransfer |
Asset Transfer (US) |
FIX.4.3 |
|
|
9 |
EmployeePriorYear |
Employee - prior year (US) |
FIX.4.3 |
|
|
10 |
EmployeeCurrentYear |
Employee - current year (US) |
FIX.4.3 |
|
|
11 |
EmployerPriorYear |
Employer - prior year (US) |
FIX.4.3 |
|
|
12 |
EmployerCurrentYear |
Employer - current year (US) |
FIX.4.3 |
|
|
13 |
NonFundPrototypeIRA |
Non-fund prototype IRA (US) |
FIX.4.3 |
|
|
14 |
NonFundQualifiedPlan |
Non-fund qualified plan (US) |
FIX.4.3 |
|
|
15 |
DefinedContributionPlan |
Defined contribution plan (US) |
FIX.4.3 |
|
|
16 |
IRA |
Individual Retirement Account (US) |
FIX.4.3 |
|
|
17 |
IRARollover |
Individual Retirement Account - Rollover (US) |
FIX.4.3 |
|
|
18 |
KEOGH |
KEOGH (US) |
FIX.4.3 |
|
|
19 |
ProfitSharingPlan |
Profit Sharing Plan (US) |
FIX.4.3 |
|
|
20 |
US401K |
401(k) (US) |
FIX.4.3 |
|
|
21 |
SelfDirectedIRA |
Self-directed IRA (US) |
FIX.4.3 |
|
|
22 |
US403b |
403(b) (US) |
FIX.4.3 |
|
|
23 |
US457 |
457 (US) |
FIX.4.3 |
|
|
24 |
RothIRAPrototype |
Roth IRA (Fund Prototype) (US) |
FIX.4.3 |
|
|
25 |
RothIRANonPrototype |
Roth IRA (Non-prototype) (US) |
FIX.4.3 |
|
|
26 |
RothConversionIRAPrototype |
Roth Conversion IRA (Fund Prototype) (US) |
FIX.4.3 |
|
|
27 |
RothConversionIRANonPrototype |
Roth Conversion IRA (Non-prototype) (US) |
FIX.4.3 |
|
|
28 |
EducationIRAPrototype |
Education IRA (Fund Prototype) (US) |
FIX.4.3 |
|
|
29 |
EducationIRANonPrototype |
Education IRA (Non-prototype) (US) |
FIX.4.3 |
|
|
999 |
Other |
Other |
FIX.4.4EP-1 |
|
|
|
FIX.4.3 |
|
|
496 |
RegistRejReasonText |
String |
Text indicating reason(s) why a Registration Instruction has been rejected.
|
FIX.4.3 |
|
|
497 |
FundRenewWaiv |
char |
A one character code identifying whether the Fund based renewal commission is to be waived.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
N |
No |
No |
FIX.4.3 |
|
|
Y |
Yes |
Yes |
FIX.4.3 |
|
|
|
FIX.4.3 |
|
|
498 |
CashDistribAgentName |
String |
Name of local agent bank if for cash distributions
|
FIX.4.3 |
|
|
499 |
CashDistribAgentCode |
String |
BIC (Bank Identification Code--Swift managed) code of agent bank for cash distributions
|
FIX.4.3 |
|
|
500 |
CashDistribAgentAcctNumber |
String |
Account number at agent bank for distributions.
|
FIX.4.3 |
|
|
501 |
CashDistribPayRef |
String |
Free format Payment reference to assist with reconciliation of distributions.
|
FIX.4.3 |
|
|
502 |
CashDistribAgentAcctName |
String |
Name of account at agent bank for distributions.
|
FIX.4.3 |
|
|
503 |
CardStartDate |
LocalMktDate |
The start date of the card as specified on the card being used for payment.
|
FIX.4.3 |
|
|
504 |
PaymentDate |
LocalMktDate |
The date written on a cheque or date payment should be submitted to the relevant clearing system.
|
FIX.4.3 |
|
|
505 |
PaymentRemitterID |
String |
Identifies sender of a payment, e.g. the payment remitter or a customer reference number.
|
FIX.4.3 |
|
|
506 |
RegistStatus |
char |
Registration status as returned by the broker or (for CIV) the fund manager:
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
A |
Accepted |
Accepted |
FIX.4.3 |
|
|
R |
Rejected |
Rejected |
FIX.4.3 |
|
|
H |
Held |
Held |
FIX.4.3 |
|
|
N |
Reminder |
Reminder - i.e. Registration Instructions are still outstanding |
FIX.4.3 |
|
|
|
FIX.4.3 |
|
|
507 |
RegistRejReasonCode |
int |
Reason(s) why Registration Instructions has been rejected. The reason may be further amplified in the RegistRejReasonCode field. Possible values of reason code include:
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
InvalidAccountType |
Invalid/unacceptable Account Type |
FIX.4.3 |
|
|
2 |
InvalidTaxExemptType |
Invalid/unacceptable Tax Exempt Type |
FIX.4.3 |
|
|
3 |
InvalidOwnershipType |
Invalid/unacceptable Ownership Type |
FIX.4.3 |
|
|
4 |
NoRegDetails |
Invalid/unacceptable No Reg Details |
FIX.4.3 |
|
|
5 |
InvalidRegSeqNo |
Invalid/unacceptable Reg Seq No |
FIX.4.3 |
|
|
6 |
InvalidRegDetails |
Invalid/unacceptable Reg Details |
FIX.4.3 |
|
|
7 |
InvalidMailingDetails |
Invalid/unacceptable Mailing Details |
FIX.4.3 |
|
|
8 |
InvalidMailingInstructions |
Invalid/unacceptable Mailing Instructions |
FIX.4.3 |
|
|
9 |
InvalidInvestorID |
Invalid/unacceptable Investor ID |
FIX.4.3 |
|
|
10 |
InvalidInvestorIDSource |
Invalid/unaceeptable Investor ID Source |
FIX.4.3 |
|
|
11 |
InvalidDateOfBirth |
Invalid/unacceptable Date Of Birth |
FIX.4.3 |
|
|
12 |
InvalidCountry |
Invalid/unacceptable Investor Country Of Residence |
FIX.4.3 |
|
|
13 |
InvalidDistribInstns |
Invalid/unacceptable No Distrib Instns |
FIX.4.3 |
|
|
14 |
InvalidPercentage |
Invalid/unacceptable Distrib Percentage |
FIX.4.3 |
|
|
15 |
InvalidPaymentMethod |
Invalid/unacceptable Distrib Payment Method |
FIX.4.3 |
|
|
16 |
InvalidAccountName |
Invalid/unacceptable Cash Distrib Agent Acct Name |
FIX.4.3 |
|
|
17 |
InvalidAgentCode |
Invalid/unacceptable Cash Distrib Agent Code |
FIX.4.3 |
|
|
18 |
InvalidAccountNum |
Invalid/unacceptable Cash Distrib Agent Acct Num |
FIX.4.3 |
|
|
99 |
Other |
Other |
FIX.4.4 |
|
|
|
FIX.4.3 |
|
|
508 |
RegistRefID |
String |
Reference identifier for the RegistID (53) with Cancel and Replace RegistTransType (54) transaction types.
|
FIX.4.3 |
|
|
509 |
RegistDtls |
String |
Set of Registration name and address details, possibly including phone, fax etc.
|
FIX.4.3 |
|
|
510 |
NoDistribInsts |
NumInGroup |
The number of Distribution Instructions on a Registration Instructions message
|
FIX.4.3 |
|
|
511 |
RegistEmail |
String |
Email address relating to Registration name and address details
|
FIX.4.3 |
|
|
512 |
DistribPercentage |
Percentage |
The amount of each distribution to go to this beneficiary, expressed as a percentage
|
FIX.4.3 |
|
|
513 |
RegistID |
String |
Unique identifier of the registration details as assigned by institution or intermediary.
|
FIX.4.3 |
|
|
514 |
RegistTransType |
char |
Identifies Registration Instructions transaction type
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
New |
New |
FIX.4.3 |
|
|
2 |
Cancel |
Cancel |
FIX.4.3 |
|
|
1 |
Replace |
Replace |
FIX.4.3 |
|
|
|
FIX.4.3 |
|
|
515 |
ExecValuationPoint |
UTCTimestamp |
For CIV - a date and time stamp to indicate the fund valuation point with respect to which a order was priced by the fund manager.
|
FIX.4.3 |
|
|
516 |
OrderPercent |
Percentage |
For CIV specifies the approximate order quantity desired. For a CIV Sale it specifies percentage of investor's total holding to be sold. For a CIV switch/exchange it specifies percentage of investor's cash realised from sales to be re-invested. The executing broker, intermediary or fund manager is responsible for converting and calculating OrderQty (38) in shares/units for subsequent messages.
|
FIX.4.3 |
|
|
517 |
OwnershipType |
char |
The relationship between Registration parties.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
J |
JointInvestors |
Joint Investors |
FIX.4.4 |
|
|
T |
TenantsInCommon |
Tenants in Common |
FIX.4.4 |
|
|
2 |
JointTrustees |
Joint Trustees |
FIX.4.4 |
|
|
|
FIX.4.3 |
|
|
518 |
NoContAmts |
NumInGroup |
The number of Contract Amount details on an Execution Report message
|
FIX.4.3 |
|
|
519 |
ContAmtType |
int |
Type of ContAmtValue (520). NOTE That Commission Amount / % in Contract Amounts is the commission actually charged, rather than the commission instructions given in Fields 2/3.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
CommissionAmount |
Commission amount (actual) |
FIX.4.3 |
|
|
2 |
CommissionPercent |
Commission percent (actual) |
FIX.4.3 |
|
|
3 |
InitialChargeAmount |
Initial Charge Amount |
FIX.4.3 |
|
|
4 |
InitialChargePercent |
Initial Charge Percent |
FIX.4.3 |
|
|
5 |
DiscountAmount |
Discount Amount |
FIX.4.3 |
|
|
6 |
DiscountPercent |
Discount Percent |
FIX.4.3 |
|
|
7 |
DilutionLevyAmount |
Dilution Levy Amount |
FIX.4.3 |
|
|
8 |
DilutionLevyPercent |
Dilution Levy Percent |
FIX.4.3 |
|
|
9 |
ExitChargeAmount |
Exit Charge Amount |
FIX.4.3 |
|
|
10 |
ExitChargePercent |
Exit Charge Percent |
FIX.4.3 |
|
|
11 |
FundBasedRenewalCommissionPercent |
Fund-Based Renewal Commission Percent (a.k.a. Trail commission) |
FIX.4.3 |
|
|
12 |
ProjectedFundValue |
Projected Fund Value (i.e. for investments intended to realise or exceed a specific future value) |
FIX.4.3 |
|
|
13 |
FundBasedRenewalCommissionOnOrder |
Fund-Based Renewal Commission Amount (based on Order value) |
FIX.4.3 |
|
|
14 |
FundBasedRenewalCommissionOnFund |
Fund-Based Renewal Commission Amount (based on Projected Fund value) |
FIX.4.3 |
|
|
15 |
NetSettlementAmount |
Net Settlement Amount |
FIX.4.3 |
|
|
|
FIX.4.3 |
|
|
520 |
ContAmtValue |
float |
Value of Contract Amount, e.g. a financial amount or percentage as indicated by ContAmtType (519).
|
FIX.4.3 |
|
|
521 |
ContAmtCurr |
Currency |
Specifies currency for the Contract amount if different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes".
|
FIX.4.3 |
|
|
522 |
OwnerType |
int |
Identifies the type of owner.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
IndividualInvestor |
Individual investor |
FIX.4.3 |
FIX.5.0SP2EP135 |
|
2 |
PublicCompany |
Public company |
FIX.4.3 |
FIX.5.0SP2EP135 |
|
3 |
PrivateCompany |
Private company |
FIX.4.3 |
FIX.5.0SP2EP135 |
|
4 |
IndividualTrustee |
Individual trustee |
FIX.4.3 |
FIX.5.0SP2EP135 |
|
5 |
CompanyTrustee |
Company trustee |
FIX.4.3 |
FIX.5.0SP2EP135 |
|
6 |
PensionPlan |
Pension plan |
FIX.4.3 |
FIX.5.0SP2EP135 |
|
7 |
CustodianUnderGiftsToMinorsAct |
Custodian under Gifts to Minors Act |
FIX.4.3 |
FIX.5.0SP2EP135 |
|
8 |
Trusts |
Trusts |
FIX.4.3 |
|
|
9 |
Fiduciaries |
Fiduciaries |
FIX.4.3 |
|
|
10 |
NetworkingSubAccount |
Networking sub-account |
FIX.4.3 |
FIX.5.0SP2EP135 |
|
11 |
NonProfitOrganization |
Non-profit organization |
FIX.4.3 |
|
|
12 |
CorporateBody |
Corporate body |
FIX.4.3 |
FIX.5.0SP2EP135 |
|
13 |
Nominee |
Nominee |
FIX.4.3 |
|
|
14 |
InstitutionalCustomer |
Institutional customer |
FIX.5.0SP2EP135 |
|
|
15 |
Combined |
Representing more than one type of beneficial owner account. |
FIX.5.0SP2EP135 |
|
|
16 |
MemberFirmEmployee |
Member firm employee or associated person |
FIX.5.0SP2EP135 |
|
|
17 |
MarketMakingAccount |
Market making account |
FIX.5.0SP2EP135 |
|
|
18 |
ProprietaryAccount |
Proprietary account |
FIX.5.0SP2EP135 |
|
|
19 |
NonbrokerDealer |
Non-broker-dealer |
FIX.5.0SP2EP135 |
|
|
20 |
UnknownBeneficialOwnerType |
Unknown beneficial owner type |
FIX.5.0SP2EP135 |
|
|
21 |
FirmsErrorAccount |
Error account of firm |
FIX.5.0SP2EP135 |
|
|
|
FIX.4.3 |
|
|
523 |
PartySubID |
String |
Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole.
|
FIX.4.3 |
|
|
524 |
NestedPartyID |
String |
PartyID value within a nested repeating group. Same values as PartyID (448)
|
FIX.4.3 |
|
|
525 |
NestedPartyIDSource |
char |
PartyIDSource value within a nested repeating group. Same values as PartyIDSource (447)
|
FIX.4.3 |
|
|
526 |
SecondaryClOrdID |
String |
Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system.
|
FIX.4.3 |
|
|
527 |
SecondaryExecID |
String |
Assigned by the party which accepts the order. Can be used to provide the ExecID (17) used by an exchange or executing system.
|
FIX.4.3 |
|
|
528 |
OrderCapacity |
char |
Designates the capacity of the firm placing the order. (as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field) (see Volume : "Glossary" for value definitions)
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
A |
Agency |
Agency |
FIX.4.3 |
|
|
G |
Proprietary |
Proprietary |
FIX.4.3 |
|
|
I |
Individual |
Individual |
FIX.4.3 |
|
|
P |
Principal |
For some markets Principal may include Proprietary. |
FIX.4.3 |
FIX.5.0SP2EP204 |
|
R |
RisklessPrincipal |
Riskless Principal |
FIX.4.3 |
|
|
W |
AgentForOtherMember |
Agent for Other Member |
FIX.4.3 |
|
|
M |
MixedCapacity |
Mixed capacity |
FIX.5.0SP2EP170 |
|
|
|
FIX.4.3 |
|
|
529 |
OrderRestrictions |
MultipleCharValue |
Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
ProgramTrade |
Program Trade |
FIX.4.3 |
|
|
2 |
IndexArbitrage |
Index Arbitrage |
FIX.4.3 |
|
|
3 |
NonIndexArbitrage |
Non-Index Arbitrage |
FIX.4.3 |
|
|
4 |
CompetingMarketMaker |
Competing Market Maker |
FIX.4.3 |
|
|
5 |
ActingAsMarketMakerOrSpecialistInSecurity |
Acting as Market Maker or Specialist in the security |
FIX.4.3 |
|
|
6 |
ActingAsMarketMakerOrSpecialistInUnderlying |
Acting as Market Maker or Specialist in the underlying security of a derivative security |
FIX.4.3 |
FIX.5.0SP1EP95 |
|
7 |
ForeignEntity |
Foreign Entity (of foreign government or regulatory jurisdiction) |
FIX.4.3 |
|
|
8 |
ExternalMarketParticipant |
External Market Participant |
FIX.4.3 |
|
|
9 |
ExternalInterConnectedMarketLinkage |
External Inter-connected Market Linkage |
FIX.4.3 |
FIX.5.0SP1EP95 |
|
A |
RisklessArbitrage |
Riskless Arbitrage |
FIX.4.3 |
|
|
B |
IssuerHolding |
Issuer Holding |
FIX.5.0EP61 |
|
|
C |
IssuePriceStabilization |
Issue Price Stabilization |
FIX.5.0EP61 |
|
|
D |
NonAlgorithmic |
Non-algorithmic |
FIX.5.0EP-1 |
|
|
E |
Algorithmic |
Algorithmic |
FIX.5.0EP-1 |
|
|
F |
Cross |
Cross |
FIX.5.0SP1EP78 |
|
|
G |
InsiderAccount |
Insider Account |
FIX.5.0SP2EP101 |
|
|
H |
SignificantShareholder |
Significant Shareholder |
FIX.5.0SP2EP101 |
|
|
I |
NormalCourseIssuerBid |
Normal Course Issuer Bid (NCIB) |
FIX.5.0SP2EP101 |
|
|
|
FIX.4.3 |
|
|
530 |
MassCancelRequestType |
char |
Specifies scope of Order Mass Cancel Request.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
CancelOrdersForASecurity |
Cancel orders for a security |
FIX.4.3 |
|
|
2 |
CancelOrdersForAnUnderlyingSecurity |
Cancel orders for an underlying security |
FIX.4.3 |
|
|
3 |
CancelOrdersForAProduct |
Cancel orders for a Product |
FIX.4.3 |
|
|
4 |
CancelOrdersForACFICode |
Cancel orders for a CFICode |
FIX.4.3 |
|
|
5 |
CancelOrdersForASecurityType |
Cancel orders for a SecurityType |
FIX.4.3 |
|
|
6 |
CancelOrdersForATradingSession |
Cancel orders for a trading session |
FIX.4.3 |
|
|
7 |
CancelAllOrders |
Cancel all orders |
FIX.4.3 |
|
|
8 |
CancelOrdersForAMarket |
Cancel orders for a market |
FIX.5.0EP58 |
|
|
9 |
CancelOrdersForAMarketSegment |
Cancel orders for a market segment |
FIX.5.0EP58 |
|
|
A |
CancelOrdersForASecurityGroup |
Cancel orders for a security group |
FIX.5.0EP58 |
|
|
B |
CancelOrdersForSecurityIssuer |
Cancel for Security Issuer |
FIX.5.0SP1EP85 |
|
|
C |
CancelForIssuerOfUnderlyingSecurity |
Cancel for Issuer of Underlying Security |
FIX.5.0SP1EP85 |
|
|
|
FIX.4.3 |
|
|
531 |
MassCancelResponse |
char |
Specifies the action taken by counterparty order handling system as a result of the Order Mass Cancel Request
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
CancelRequestRejected |
Cancel Request Rejected - See MassCancelRejectReason (532) |
FIX.4.3 |
|
|
1 |
CancelOrdersForASecurity |
Cancel orders for a security |
FIX.4.3 |
|
|
2 |
CancelOrdersForAnUnderlyingSecurity |
Cancel orders for an Underlying Security |
FIX.4.3 |
|
|
3 |
CancelOrdersForAProduct |
Cancel orders for a Product |
FIX.4.3 |
|
|
4 |
CancelOrdersForACFICode |
Cancel orders for a CFICode |
FIX.4.3 |
|
|
5 |
CancelOrdersForASecurityType |
Cancel orders for a SecurityType |
FIX.4.3 |
|
|
6 |
CancelOrdersForATradingSession |
Cancel orders for a trading session |
FIX.4.3 |
|
|
7 |
CancelAllOrders |
Cancel All Orders |
FIX.4.3 |
|
|
8 |
CancelOrdersForAMarket |
Cancel orders for a market |
FIX.5.0EP58 |
|
|
9 |
CancelOrdersForAMarketSegment |
Cancel orders for a market segment |
FIX.5.0EP58 |
|
|
A |
CancelOrdersForASecurityGroup |
Cancel orders for a security group |
FIX.5.0EP58 |
|
|
B |
CancelOrdersForASecuritiesIssuer |
Cancel Orders for a Securities Issuer |
FIX.5.0SP1EP85 |
|
|
C |
CancelOrdersForIssuerOfUnderlyingSecurity |
Cancel Orders for Issuer of Underlying Security |
FIX.5.0SP1EP85 |
|
|
|
FIX.4.3 |
|
|
532 |
MassCancelRejectReason |
int |
Reason Order Mass Cancel Request was rejected
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
MassCancelNotSupported |
Mass Cancel Not Supported |
FIX.4.3 |
|
|
1 |
InvalidOrUnknownSecurity |
Invalid or Unknown Security |
FIX.4.3 |
|
|
2 |
InvalidOrUnkownUnderlyingSecurity |
Invalid or Unkown Underlying security |
FIX.4.3 |
|
|
3 |
InvalidOrUnknownProduct |
Invalid or Unknown Product |
FIX.4.3 |
|
|
4 |
InvalidOrUnknownCFICode |
Invalid or Unknown CFICode |
FIX.4.3 |
|
|
5 |
InvalidOrUnknownSecurityType |
Invalid or Unknown SecurityType |
FIX.4.3 |
|
|
6 |
InvalidOrUnknownTradingSession |
Invalid or Unknown Trading Session |
FIX.4.3 |
|
|
7 |
InvalidOrUnknownMarket |
Invalid or unknown Market |
FIX.5.0EP58 |
|
|
8 |
InvalidOrUnkownMarketSegment |
Invalid or unkown Market Segment |
FIX.5.0EP58 |
|
|
9 |
InvalidOrUnknownSecurityGroup |
Invalid or unknown Security Group |
FIX.5.0EP58 |
|
|
99 |
Other |
Other |
FIX.4.4 |
|
|
10 |
InvalidOrUnknownSecurityIssuer |
Invalid or unknown Security Issuer |
FIX.5.0SP1EP85 |
|
|
11 |
InvalidOrUnknownIssuerOfUnderlyingSecurity |
Invalid or unknown Issuer of Underlying Security |
FIX.5.0SP1EP85 |
|
|
|
FIX.4.3 |
|
|
533 |
TotalAffectedOrders |
int |
Total number of orders affected by either the OrderMassActionRequest(MsgType=CA) or OrderMassCancelRequest(MsgType=Q).
|
FIX.4.3 |
FIX.5.0SP1EP95 |
|
534 |
NoAffectedOrders |
NumInGroup |
Number of affected orders in the repeating group of order ids.
|
FIX.4.3 |
|
|
535 |
AffectedOrderID |
String |
OrderID(37) of an order affected by a mass cancel or mass action request.
|
FIX.4.3 |
FIX.5.0SP2EP131 |
|
536 |
AffectedSecondaryOrderID |
String |
SecondaryOrderID(198) of an order affected by a mass cancel or mass action request.
|
FIX.4.3 |
FIX.5.0SP2EP131 |
|
537 |
QuoteType |
int |
Identifies the type of quote. An indicative quote is used to inform a counterparty of a market. An indicative quote does not result directly in a trade. A tradeable quote is submitted to a market and will result directly in a trade against other orders and quotes in a market. A restricted tradeable quote is submitted to a market and within a certain restriction (possibly based upon price or quantity) will automatically trade against orders. Order that do not comply with restrictions are sent to the quote issuer who can choose to accept or decline the order. A counter quote is used in the negotiation model. See Volume 7 - Product: Fixed Income for example usage.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Indicative |
Indicative |
FIX.4.3 |
|
|
1 |
Tradeable |
Tradeable |
FIX.4.3 |
|
|
2 |
RestrictedTradeable |
Restricted tradeable |
FIX.4.3 |
FIX.5.0SP2EP126 |
|
3 |
Counter |
Counter (tradeable) |
FIX.4.4 |
|
|
4 |
InitiallyTradeable |
Initially tradeable |
FIX.5.0SP2EP126 |
|
|
|
FIX.4.3 |
|
|
538 |
NestedPartyRole |
int |
PartyRole value within a nested repeating group. Same values as PartyRole (452)
|
FIX.4.3 |
|
|
539 |
NoNestedPartyIDs |
NumInGroup |
Number of NestedPartyID (524), NestedPartyIDSource (525), and NestedPartyRole (538) entries
|
FIX.4.3 |
|
|
540 |
TotalAccruedInterestAmt |
Amt |
Total Amount of Accrued Interest for convertible bonds and fixed income
|
FIX.4.3 |
|
FIX.4.4 |
541 |
MaturityDate |
LocalMktDate |
Date of maturity.
|
FIX.4.3 |
|
|
542 |
UnderlyingMaturityDate |
LocalMktDate |
Underlying security's maturity date. See MaturityDate (541) field for description
|
FIX.4.3 |
|
|
543 |
InstrRegistry |
String |
Values may include BIC for the depository or custodian who maintain ownership records, the ISO country code for the location of the record, or the value "ZZ" to specify physical ownership of the security (e.g. stock certificate).
|
FIX.4.3 |
|
|
544 |
CashMargin |
char |
Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Cash |
Cash |
FIX.4.3 |
|
|
2 |
MarginOpen |
Margin Open |
FIX.4.3 |
|
|
3 |
MarginClose |
Margin Close |
FIX.4.3 |
|
|
|
FIX.4.3 |
|
|
545 |
NestedPartySubID |
String |
PartySubID value within a nested repeating group. Same values as PartySubID (523)
|
FIX.4.3 |
|
|
546 |
Scope |
MultipleCharValue |
Specifies the market scope of the market data.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
LocalMarket |
Local Market (Exchange, ECN, ATS) |
FIX.4.3 |
|
|
2 |
National |
National |
FIX.4.3 |
|
|
3 |
Global |
Global |
FIX.4.3 |
|
|
|
FIX.4.3 |
FIX.5.0SP1EP95 |
|
547 |
MDImplicitDelete |
Boolean |
Defines how a server handles distribution of a truncated book. Defaults to broker option.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
N |
No |
Server must send an explicit delete for bids or offers falling outside the requested MarketDepth of the request |
FIX.4.3 |
|
|
Y |
Yes |
Client has responsibility for implicitly deleting bids or offers falling outside the MarketDepth of the request |
FIX.4.3 |
|
|
|
FIX.4.3 |
|
|
548 |
CrossID |
String |
Identifier for a cross order. Must be unique during a given trading day. Recommend that firms use the order date as part of the CrossID for Good Till Cancel (GT) orders.
|
FIX.4.3 |
|
|
549 |
CrossType |
int |
Type of cross being submitted to a market
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
CrossAON |
A cross order which is executed completely or not at all. Both sides of the cross are treated in the same manner. |
FIX.4.3 |
FIX.5.0SP2EP131 |
|
2 |
CrossIOC |
A cross order which is immediately executed with any unfilled quantity cancelled. CrossPrioritization(550) may be used to indicate whether one side should have execution priority and any remaining quantity of the partially executed side be cancelled. Using CrossPrioritiation(550)="Y" and CrossType(549)=2(Immediate-or-cancel cross) is equivalent to non-prioritized leg having a TimeInForce(59)=3(IOC) Immediate-or-cancel. |
FIX.4.3 |
FIX.5.0SP2EP131 |
|
3 |
CrossOneSide |
A cross order which is executed on one side with any unfilled quantity remaining active. CrossPrioritization(550) may be used to indicate which side should have execution priority. |
FIX.4.3 |
FIX.5.0SP2EP131 |
|
4 |
CrossSamePrice |
A cross order which is executed against existing orders in the order book. The quantity on one side of the cross is executed against existing orders and quotes with the same price, and any remaining quantity of the cross is executed against the other side of the cross. The two sides of the cross may have different quantities. |
FIX.4.3 |
FIX.5.0SP2EP131 |
|
5 |
BasisCross |
A cross order where a basket of securities or an index participation unit is transacted at prices achieved through the execution of related exchange-traded derivative instruments in an amount that will correspond to an equivalent market exposure. |
FIX.5.0SP2EP101 |
FIX.5.0SP2EP131 |
|
6 |
ContingentCross |
A cross order resulting from a paired order placed by a participant to execute an order on a security that is contingent on the execution of a second order for an offsetting volume of a related security. |
FIX.5.0SP2EP101 |
FIX.5.0SP2EP131 |
|
7 |
VWAPCross |
A cross order for the purpose of executing a trade at a volume-weighted-average-price (VWAP) of a security traded for a continuous period on or during a trading day. |
FIX.5.0SP2EP101 |
FIX.5.0SP2EP131 |
|
8 |
STSCross |
A closing price cross resulting from an order placed by a participant for execution in a special trading session at the last sale price. |
FIX.5.0SP2EP101 |
FIX.5.0SP2EP131 |
|
9 |
CustomerToCustomer |
Cross order where both sides of the cross represent agency orders. |
FIX.5.0SP2EP131 |
|
|
|
FIX.4.3 |
|
|
550 |
CrossPrioritization |
int |
Indicates if one side or the other of a cross order should be prioritized. The definition of prioritization is left to the market. In some markets prioritization means which side of the cross order is applied to the market first. In other markets - prioritization may mean that the prioritized side is fully executed (sometimes referred to as the side being protected).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
None |
None |
FIX.4.3 |
|
|
1 |
BuySideIsPrioritized |
Buy side is prioritized |
FIX.4.3 |
|
|
2 |
SellSideIsPrioritized |
Sell side is prioritized |
FIX.4.3 |
|
|
|
FIX.4.3 |
|
|
551 |
OrigCrossID |
String |
CrossID of the previous cross order (NOT the initial cross order of the day) as assigned by the institution, used to identify the previous cross order in Cross Cancel and Cross Cancel/Replace Requests.
|
FIX.4.3 |
|
|
552 |
NoSides |
NumInGroup |
Number of Side repeating group instances.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
OneSide |
One Side |
FIX.4.3 |
|
|
2 |
BothSides |
Both Sides |
FIX.4.3 |
|
|
|
FIX.4.3 |
|
|
553 |
Username |
String |
Userid or username.
|
FIX.4.3 |
|
|
554 |
Password |
String |
Password or passphrase.
|
FIX.4.3 |
|
|
555 |
NoLegs |
NumInGroup |
Number of InstrumentLeg repeating group instances.
|
FIX.4.3 |
|
|
556 |
LegCurrency |
Currency |
Currency associated with a particular Leg's quantity
|
FIX.4.3 |
|
|
557 |
TotNoSecurityTypes |
int |
Used to support fragmentation. Indicates total number of security types when multiple Security Type messages are used to return results.
|
FIX.4.3 |
FIX.5.0SP1EP95 |
|
558 |
NoSecurityTypes |
NumInGroup |
Number of Security Type repeating group instances.
|
FIX.4.3 |
|
|
559 |
SecurityListRequestType |
int |
Identifies the type/criteria of Security List Request
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Symbol |
Symbol |
FIX.4.3 |
|
|
1 |
SecurityTypeAnd |
SecurityType and/or CFICode |
FIX.4.3 |
|
|
2 |
Product |
Product |
FIX.4.3 |
|
|
3 |
TradingSessionID |
TradingSessionID |
FIX.4.3 |
|
|
4 |
AllSecurities |
All Securities |
FIX.4.3 |
|
|
5 |
MarketIDOrMarketID |
MarketID or MarketID + MarketSegmentID |
FIX.5.0EP52 |
|
|
|
FIX.4.3 |
|
|
560 |
SecurityRequestResult |
int |
The results returned to a Security Request message
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
ValidRequest |
Valid request |
FIX.4.3 |
|
|
1 |
InvalidOrUnsupportedRequest |
Invalid or unsupported request |
FIX.4.3 |
|
|
2 |
NoInstrumentsFound |
No instruments found that match selection criteria |
FIX.4.3 |
|
|
3 |
NotAuthorizedToRetrieveInstrumentData |
Not authorized to retrieve instrument data |
FIX.4.3 |
|
|
4 |
InstrumentDataTemporarilyUnavailable |
Instrument data temporarily unavailable |
FIX.4.3 |
|
|
5 |
RequestForInstrumentDataNotSupported |
Request for instrument data not supported |
FIX.4.3 |
|
|
|
FIX.4.3 |
|
|
561 |
RoundLot |
Qty |
The trading lot size of a security
|
FIX.4.3 |
|
|
562 |
MinTradeVol |
Qty |
The minimum order quantity (as expressed by TradeVolType(1786)) that can be submitted for a security.
|
FIX.4.3 |
FIX.5.0SP2EP130 |
|
563 |
MultiLegRptTypeReq |
int |
Indicates the method of execution reporting requested by issuer of the order.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
ReportByMulitlegSecurityOnly |
Report by mulitleg security only (do not report legs) |
FIX.4.4 |
|
|
1 |
ReportByMultilegSecurityAndInstrumentLegs |
Report by multileg security and by instrument legs belonging to the multileg security |
FIX.4.4 |
|
|
2 |
ReportByInstrumentLegsOnly |
Report by instrument legs belonging to the multileg security only (do not report status of multileg security) |
FIX.4.4 |
|
|
|
FIX.4.3 |
|
|
564 |
LegPositionEffect |
char |
PositionEffect for leg of a multileg See PositionEffect (77) field for description
|
FIX.4.3 |
|
|
565 |
LegCoveredOrUncovered |
int |
CoveredOrUncovered for leg of a multileg See CoveredOrUncovered (203) field for description
|
FIX.4.3 |
|
|
566 |
LegPrice |
Price |
Price for leg of a multileg See Price (44) field for description
|
FIX.4.3 |
|
|
567 |
TradSesStatusRejReason |
int |
Indicates the reason a Trading Session Status Request was rejected.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
UnknownOrInvalidTradingSessionID |
Unknown or invalid TradingSessionID |
FIX.4.3 |
|
|
99 |
Other |
Other |
FIX.4.4 |
|
|
|
FIX.4.3 |
|
|
568 |
TradeRequestID |
String |
Trade Capture Report Request ID
|
FIX.4.3 |
|
|
569 |
TradeRequestType |
int |
Type of Trade Capture Report.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
AllTrades |
All Trades |
FIX.4.3 |
|
|
1 |
MatchedTradesMatchingCriteria |
Matched trades matching criteria provided on request (Parties, ExecID, TradeID, OrderID, Instrument, InputSource, etc.) |
FIX.4.3 |
|
|
2 |
UnmatchedTradesThatMatchCriteria |
Unmatched trades that match criteria |
FIX.4.3 |
|
|
3 |
UnreportedTradesThatMatchCriteria |
Unreported trades that match criteria |
FIX.4.3 |
|
|
4 |
AdvisoriesThatMatchCriteria |
Advisories that match criteria |
FIX.4.3 |
|
|
|
FIX.4.3 |
|
|
570 |
PreviouslyReported |
Boolean |
Indicates if the transaction was previously reported to the counterparty or market.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
N |
NotReportedToCounterparty |
In the context of RTS 13 Article 16 when a trade is reported to more than one "approved publication arrangement" (APA) the original report can be flagged as "original". This is the ESMA "ORGN" flag. |
FIX.4.3 |
FIX.5.0SP2EP229 |
|
Y |
PreviouslyReportedToCounterparty |
In the context of RTS 13 Article 16 when a trade is reported to more than one "approved publication arrangement" (APA) the additional reports need to be flagged as "duplicative" and this flag needs to be present on any occurrence (even when publishing to the market). This is also used for reporting directly to ESMA when the trade has been previously reported. This is the ESMA "DUPL" flag. |
FIX.4.3 |
FIX.5.0SP2EP229 |
|
|
FIX.4.3 |
FIX.5.0SP2EP229 |
|
571 |
TradeReportID |
String |
Unique identifier of trade capture report
|
FIX.4.3 |
|
|
572 |
TradeReportRefID |
String |
Reference identifier used with CANCEL and REPLACE transaction types.
|
FIX.4.3 |
|
|
573 |
MatchStatus |
char |
The status of this trade with respect to matching or comparison.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Compared |
Compared, matched or affirmed |
FIX.4.3 |
|
|
1 |
Uncompared |
Uncompared, unmatched, or unaffirmed |
FIX.4.3 |
FIX.5.0SP1EP95 |
|
2 |
AdvisoryOrAlert |
Advisory or alert |
FIX.4.3 |
|
|
3 |
Mismatched |
Indicates that data points from the AllocationInstruction(35=J) and Confirmation(35=AK) are matched but there are variances. MatchExceptionGrp component may be used to detail on the mis-matched data fields. |
FIX.5.0SP2EP246 |
|
|
|
FIX.4.3 |
|
|
574 |
MatchType |
String |
The point in the matching process at which this trade was matched.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
OnePartyTradeReport |
One-Party Trade Report (privately negotiated trade) |
FIX.4.4EP22 |
|
|
2 |
TwoPartyTradeReport |
Two-Party Trade Report (privately negotiated trade) |
FIX.4.4EP22 |
|
|
3 |
ConfirmedTradeReport |
Confirmed Trade Report (reporting from recognized markets) |
FIX.4.4EP22 |
|
|
4 |
AutoMatch |
Auto-match |
FIX.4.4EP22 |
|
|
5 |
CrossAuction |
Cross Auction |
FIX.4.4EP22 |
|
|
6 |
CounterOrderSelection |
Counter-Order Selection |
FIX.4.4EP22 |
|
|
7 |
CallAuction |
Call Auction |
FIX.4.4EP22 |
|
|
8 |
Issuing |
Issuing/Buy Back Auction |
FIX.5.0EP47 |
|
|
M3 |
ACTAcceptedTrade |
ACT Accepted Trade |
FIX.4.3 |
|
|
M4 |
ACTDefaultTrade |
ACT Default Trade |
FIX.4.3 |
|
|
M5 |
ACTDefaultAfterM2 |
ACT Default After M2 |
FIX.4.3 |
|
|
M6 |
ACTM6Match |
ACT M6 Match |
FIX.4.3 |
|
|
A1 |
ExactMatchPlus4BadgesExecTime |
Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window) |
FIX.4.3 |
|
|
A2 |
ExactMatchPlus4Badges |
Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus four badges |
FIX.4.3 |
|
|
A3 |
ExactMatchPlus2BadgesExecTime |
Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges and execution time (within two-minute window) |
FIX.4.3 |
|
|
A4 |
ExactMatchPlus2Badges |
Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges |
FIX.4.3 |
|
|
A5 |
ExactMatchPlusExecTime |
Exact match on Trade Date, Stock Symbol, Quantity, Price, TradeType, and Special Trade Indicator plus execution time (within two-minute window) |
FIX.4.3 |
|
|
AQ |
StampedAdvisoriesOrSpecialistAccepts |
Compared records resulting from stamped advisories or specialist accepts/pair-offs |
FIX.4.3 |
|
|
S1 |
A1ExactMatchSummarizedQuantity |
Summarized match using A1 exact match criteria except quantity is summaried |
FIX.4.3 |
|
|
S2 |
A2ExactMatchSummarizedQuantity |
Summarized match using A2 exact match criteria except quantity is summarized |
FIX.4.3 |
|
|
S3 |
A3ExactMatchSummarizedQuantity |
Summarized match using A3 exact match criteria except quantity is summarized |
FIX.4.3 |
|
|
S4 |
A4ExactMatchSummarizedQuantity |
Summarized match using A4 exact match criteria except quantity is summarized |
FIX.4.3 |
|
|
S5 |
A5ExactMatchSummarizedQuantity |
Summarized match using A5 exact match criteria except quantity is summarized |
FIX.4.3 |
|
|
M1 |
ExactMatchMinusBadgesTimes |
Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match |
FIX.4.3 |
|
|
M2 |
SummarizedMatchMinusBadgesTimes |
Summarized match minus badges and times: ACT M2 Match |
FIX.4.3 |
|
|
MT |
OCSLockedIn |
OCS Locked In: Non-ACT |
FIX.4.3 |
|
|
9 |
SystematicInternaliser |
Systematic Internaliser (SI) |
FIX.5.0SP2EP163 |
FIX.5.0SP2EP228 |
|
10 |
AutoMatchLastLook |
Execution that arises from a match against orders or quotes which require a confirmation during continuous trading. |
FIX.5.0SP2EP198 |
|
|
11 |
CrossAuctionLastLook |
Execution that arises from a match against orders or quotes which require a confirmation during an auction. |
FIX.5.0SP2EP198 |
|
|
|
FIX.4.3 |
|
|
575 |
OddLot |
Boolean |
This trade is to be treated as an odd lot If this field is not specified, the default will be "N"
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
N |
TreatAsRoundLot |
Treat as round lot (default) |
FIX.4.4 |
|
|
Y |
TreatAsOddLot |
Treat as odd lot |
FIX.4.4 |
|
|
|
FIX.4.3 |
|
FIX.5.0 |
576 |
NoClearingInstructions |
NumInGroup |
Number of clearing instructions
|
FIX.4.3 |
|
|
577 |
ClearingInstruction |
int |
Eligibility of this trade for clearing and central counterparty processing.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
ProcessNormally |
Process normally |
FIX.4.3 |
|
|
1 |
ExcludeFromAllNetting |
Exclude from all netting |
FIX.4.3 |
|
|
2 |
BilateralNettingOnly |
Bilateral netting only |
FIX.4.3 |
|
|
3 |
ExClearing |
Ex clearing |
FIX.4.3 |
|
|
4 |
SpecialTrade |
Special trade |
FIX.4.3 |
|
|
5 |
MultilateralNetting |
Multilateral netting |
FIX.4.3 |
|
|
6 |
ClearAgainstCentralCounterparty |
Clear against central counterparty |
FIX.4.3 |
|
|
7 |
ExcludeFromCentralCounterparty |
Exclude from central counterparty |
FIX.4.3 |
|
|
8 |
ManualMode |
Manual mode (pre-posting and/or pre-giveup) |
FIX.4.3 |
|
|
9 |
AutomaticPostingMode |
Automatic posting mode (trade posting to the position account number specified) |
FIX.4.3 |
|
|
10 |
AutomaticGiveUpMode |
Automatic give-up mode (trade give-up to the give-up destination number specified) |
FIX.4.3 |
|
|
11 |
QualifiedServiceRepresentativeQSR |
Qualified Service Representative QSR |
FIX.4.4 |
|
|
12 |
CustomerTrade |
Customer trade |
FIX.4.4 |
|
|
13 |
SelfClearing |
Self clearing |
FIX.4.4 |
|
|
14 |
BuyIn |
Buy-in |
FIX.5.0SP2EP136 |
|
|
|
FIX.4.3 |
FIX.5.0SP2EP204 |
|
578 |
TradeInputSource |
String |
Type of input device or system from which the trade was entered.
|
FIX.4.3 |
|
|
579 |
TradeInputDevice |
String |
Specific device number, terminal number or station where trade was entered
|
FIX.4.3 |
|
|
580 |
NoDates |
NumInGroup |
Number of Date fields provided in date range
|
FIX.4.3 |
|
|
581 |
AccountType |
int |
Type of account associated with an order
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
CarriedCustomerSide |
Account is carried on customer side of the books |
FIX.4.3 |
|
|
2 |
CarriedNonCustomerSide |
Account is carried on non-customer side of books |
FIX.4.3 |
|
|
3 |
HouseTrader |
House Trader |
FIX.4.3 |
|
|
4 |
FloorTrader |
Floor Trader |
FIX.4.3 |
|
|
6 |
CarriedNonCustomerSideCrossMargined |
Account is carried on non-customer side of books and is cross margined |
FIX.4.3 |
|
|
7 |
HouseTraderCrossMargined |
Account is house trader and is cross margined |
FIX.4.3 |
|
|
8 |
JointBackOfficeAccount |
Joint back office account (JBO) |
FIX.4.3 |
|
|
9 |
EquitiesSpecialist |
Equities specialist |
FIX.5.0SP2EP101 |
|
|
10 |
OptionsMarketMaker |
Options market maker |
FIX.5.0SP2EP101 |
|
|
11 |
OptionsFirmAccount |
Options firm account |
FIX.5.0SP2EP101 |
|
|
|
FIX.4.3 |
|
|
582 |
CustOrderCapacity |
int |
Capacity of customer placing the order.
Used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). May be used as required by other regulatory commissions for similar purposes.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
MemberTradingForTheirOwnAccount |
Member trading for their own account |
FIX.4.4 |
|
|
2 |
ClearingFirmTradingForItsProprietaryAccount |
Clearing firm trading for its proprietary account |
FIX.4.4 |
FIX.5.0SP2EP205 |
|
3 |
MemberTradingForAnotherMember |
Member trading for another member |
FIX.4.4 |
|
|
4 |
AllOther |
All other |
FIX.4.4 |
|
|
5 |
RetailCustomer |
An order that originated from a retail customer (a natural person). In the context of the US Securities and Exchange Commission, this also means an order originated from a natural person where, prior to submission, no change was made to the terms of the order with respect to price or side of market and the order does not originate from an algorithm or other computerized trading method. |
FIX.5.0SP2EP205 |
|
|
|
FIX.4.3 |
FIX.5.0SP2EP205 |
|
583 |
ClOrdLinkID |
String |
Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade.
|
FIX.4.3 |
|
|
584 |
MassStatusReqID |
String |
Value assigned by issuer of Mass Status Request to uniquely identify the request
|
FIX.4.3 |
|
|
585 |
MassStatusReqType |
int |
Mass Status Request Type
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
StatusForOrdersForASecurity |
Status for orders for a Security |
FIX.4.3 |
|
|
2 |
StatusForOrdersForAnUnderlyingSecurity |
Status for orders for an Underlying Security |
FIX.4.3 |
|
|
3 |
StatusForOrdersForAProduct |
Status for orders for a Product |
FIX.4.3 |
|
|
4 |
StatusForOrdersForACFICode |
Status for orders for a CFICode |
FIX.4.3 |
|
|
5 |
StatusForOrdersForASecurityType |
Status for orders for a SecurityType |
FIX.4.3 |
|
|
6 |
StatusForOrdersForATradingSession |
Status for orders for a trading session |
FIX.4.3 |
|
|
7 |
StatusForAllOrders |
Status for all orders |
FIX.4.3 |
|
|
8 |
StatusForOrdersForAPartyID |
Status for orders for a PartyID |
FIX.4.3 |
|
|
9 |
StatusForSecurityIssuer |
Status for Security Issuer |
FIX.5.0SP1EP85 |
|
|
10 |
StatusForIssuerOfUnderlyingSecurity |
Status for Issuer of Underlying Security |
FIX.5.0SP1EP85 |
|
|
|
FIX.4.3 |
FIX.5.0SP1EP85 |
|
586 |
OrigOrdModTime |
UTCTimestamp |
The most recent (or current) modification TransactTime (tag 60) reported on an Execution Report for the order. The OrigOrdModTime is provided as an optional field on Order Cancel Request and Order Cancel Replace Requests to identify that the state of the order has not changed since the request was issued. The use of this approach is not recommended.
|
FIX.4.3 |
|
|
587 |
LegSettlType |
String |
Indicates order settlement period. If present, LegSettlDate (588) overrides this field. If both LegSettlType (587) and LegSettDate (588) are omitted, the default for LegSettlType (587) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the LegSecurityID (602) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. Additionally the following patterns may be uses as well as enum values Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0 Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0 Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0 Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0. Note that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
|
FIX.4.3 |
FIX.5.0SP2EP187 |
|
588 |
LegSettlDate |
LocalMktDate |
Refer to description for SettlDate[64]
|
FIX.4.3 |
|
|
589 |
DayBookingInst |
char |
Indicates whether or not automatic booking can occur.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Auto |
Can trigger booking without reference to the order initiator ("auto") |
FIX.4.3 |
|
|
1 |
SpeakWithOrderInitiatorBeforeBooking |
Speak with order initiator before booking ("speak first") |
FIX.4.3 |
|
|
2 |
Accumulate |
Accumulate |
FIX.4.4 |
|
|
|
FIX.4.3 |
|
|
590 |
BookingUnit |
char |
Indicates what constitutes a bookable unit.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
EachPartialExecutionIsABookableUnit |
Each partial execution is a bookable unit |
FIX.4.3 |
|
|
1 |
AggregatePartialExecutionsOnThisOrder |
Aggregate partial executions on this order, and book one trade per order |
FIX.4.3 |
|
|
2 |
AggregateExecutionsForThisSymbol |
Aggregate executions for this symbol, side, and settlement date |
FIX.4.3 |
|
|
|
FIX.4.3 |
|
|
591 |
PreallocMethod |
char |
Indicates the method of preallocation.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
ProRata |
Pro rata |
FIX.4.3 |
|
|
1 |
DoNotProRata |
Do not pro-rata - discuss first |
FIX.4.3 |
|
|
|
FIX.4.3 |
|
|
592 |
UnderlyingCountryOfIssue |
Country |
Underlying security's CountryOfIssue. See CountryOfIssue (470) field for description
|
FIX.4.3 |
|
|
593 |
UnderlyingStateOrProvinceOfIssue |
String |
Underlying security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description
|
FIX.4.3 |
|
|
594 |
UnderlyingLocaleOfIssue |
String |
Underlying security's LocaleOfIssue. See LocaleOfIssue (472) field for description
|
FIX.4.3 |
|
|
595 |
UnderlyingInstrRegistry |
String |
Underlying security's InstrRegistry. See InstrRegistry (543) field for description
|
FIX.4.3 |
|
|
596 |
LegCountryOfIssue |
Country |
Multileg instrument's individual leg security's CountryOfIssue. See CountryOfIssue (470) field for description
|
FIX.4.3 |
|
|
597 |
LegStateOrProvinceOfIssue |
String |
Multileg instrument's individual leg security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description
|
FIX.4.3 |
|
|
598 |
LegLocaleOfIssue |
String |
Multileg instrument's individual leg security's LocaleOfIssue. See LocaleOfIssue (472) field for description
|
FIX.4.3 |
|
|
599 |
LegInstrRegistry |
String |
Multileg instrument's individual leg security's InstrRegistry. See InstrRegistry (543) field for description
|
FIX.4.3 |
|
|
600 |
LegSymbol |
String |
Multileg instrument's individual security's Symbol. See Symbol (55) field for description
|
FIX.4.3 |
|
|
601 |
LegSymbolSfx |
String |
Multileg instrument's individual security's SymbolSfx. See SymbolSfx (65) field for description
|
FIX.4.3 |
|
|
602 |
LegSecurityID |
String |
Multileg instrument's individual security's SecurityID. See SecurityID (48) field for description
|
FIX.4.3 |
|
|
603 |
LegSecurityIDSource |
String |
Multileg instrument's individual security's SecurityIDSource. See SecurityIDSource (22) field for description
|
FIX.4.3 |
|
|
604 |
NoLegSecurityAltID |
NumInGroup |
Multileg instrument's individual security's NoSecurityAltID. See NoSecurityAltID (454) field for description
|
FIX.4.3 |
|
|
605 |
LegSecurityAltID |
String |
Multileg instrument's individual security's SecurityAltID. See SecurityAltID (455) field for description
|
FIX.4.3 |
|
|
606 |
LegSecurityAltIDSource |
String |
Multileg instrument's individual security's SecurityAltIDSource. See SecurityAltIDSource (456) field for description
|
FIX.4.3 |
|
|
607 |
LegProduct |
int |
Multileg instrument's individual security's Product. See Product (460) field for description
|
FIX.4.3 |
|
|
608 |
LegCFICode |
String |
Multileg instrument's individual security's CFICode. See CFICode (461) field for description
|
FIX.4.3 |
|
|
609 |
LegSecurityType |
String |
Refer to definition of SecurityType(167)
|
FIX.4.3 |
|
|
610 |
LegMaturityMonthYear |
MonthYear |
Multileg instrument's individual security's MaturityMonthYear. See MaturityMonthYear (200) field for description
|
FIX.4.3 |
|
|
611 |
LegMaturityDate |
LocalMktDate |
Multileg instrument's individual security's MaturityDate. See MaturityDate (54) field for description
|
FIX.4.3 |
|
|
612 |
LegStrikePrice |
Price |
Multileg instrument's individual security's StrikePrice. See StrikePrice (202) field for description
|
FIX.4.3 |
|
|
613 |
LegOptAttribute |
char |
Multileg instrument's individual security's OptAttribute. See OptAttribute (206) field for description
|
FIX.4.3 |
|
|
614 |
LegContractMultiplier |
float |
Multileg instrument's individual security's ContractMultiplier. See ContractMultiplier (23) field for description
|
FIX.4.3 |
|
|
615 |
LegCouponRate |
Percentage |
Multileg instrument's individual security's CouponRate. See CouponRate (223) field for description
|
FIX.4.3 |
|
|
616 |
LegSecurityExchange |
Exchange |
Multileg instrument's individual security's SecurityExchange. See SecurityExchange (207) field for description
|
FIX.4.3 |
|
|
617 |
LegIssuer |
String |
Multileg instrument's individual security's Issuer. See Issuer (106) field for description
|
FIX.4.3 |
|
|
618 |
EncodedLegIssuerLen |
Length |
Multileg instrument's individual security's EncodedIssuerLen. See EncodedIssuerLen (348) field for description
|
FIX.4.3 |
|
|
619 |
EncodedLegIssuer |
data |
Multileg instrument's individual security's EncodedIssuer. See EncodedIssuer (349) field for description
|
FIX.4.3 |
|
|
620 |
LegSecurityDesc |
String |
Description of a multileg instrument. Can be used by the venue or one of the trading parties to provide an optional non-normative textual description of the financial instrument.
|
FIX.4.3 |
FIX.5.0SP2EP232 |
|
621 |
EncodedLegSecurityDescLen |
Length |
Multileg instrument's individual security's EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description
|
FIX.4.3 |
|
|
622 |
EncodedLegSecurityDesc |
data |
Multileg instrument's individual security's EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description
|
FIX.4.3 |
|
|
623 |
LegRatioQty |
float |
The ratio of quantity for this individual leg relative to the entire multileg security.
|
FIX.4.3 |
|
|
624 |
LegSide |
char |
The side of this individual leg (multileg security). See Side (54) field for description and values
|
FIX.4.3 |
|
|
625 |
TradingSessionSubID |
String |
Optional market assigned sub identifier for a trading phase within a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
PreTrading |
Pre-Trading |
FIX.5.0EP58 |
|
|
2 |
OpeningOrOpeningAuction |
Opening or opening auction |
FIX.5.0EP58 |
|
|
3 |
Continuous |
(Continuous) Trading |
FIX.5.0EP58 |
|
|
4 |
ClosingOrClosingAuction |
Closing or closing auction |
FIX.5.0EP58 |
|
|
5 |
PostTrading |
Post-Trading |
FIX.5.0EP58 |
|
|
6 |
ScheduledIntradayAuction |
Scheduled intraday auction |
FIX.5.0EP58 |
FIX.5.0SP2EP163 |
|
7 |
Quiescent |
Quiescent |
FIX.5.0EP58 |
|
|
8 |
AnyAuction |
Any auction |
FIX.5.0SP2EP131 |
|
|
9 |
UnscheduledIntradayAuction |
An unscheduled intraday auction might be triggered by a circuit breaker. |
FIX.5.0SP2EP163 |
|
|
10 |
OutOfMainSessionTrading |
In the context of Market Model Typology "Out of main session trading" refers to both before and after session, neither auction nor continuous trading. |
FIX.5.0SP2EP163 |
|
|
11 |
PrivateAuction |
An auction phase where only two parties participate. |
FIX.5.0SP2EP168 |
|
|
12 |
PublicAuction |
An auction phase where all trading parties participate. |
FIX.5.0SP2EP168 |
|
|
13 |
GroupAuction |
An auction phase limited to specific parties (e.g. parties that have resting orders in the order book). |
FIX.5.0SP2EP168 |
|
|
|
FIX.4.3 |
|
|
626 |
AllocType |
int |
Describes the specific type or purpose of an Allocation message (i.e. "Buyside Calculated") (see Volume : "Glossary" for value definitions) *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Calculated |
Calculated (includes MiscFees and NetMoney) |
FIX.4.3 |
|
|
2 |
Preliminary |
Preliminary (without MiscFees and NetMoney) |
FIX.4.3 |
|
|
3 |
SellsideCalculatedUsingPreliminary |
Sellside calculated using preliminary (includes MiscFees and NetMoney) (Replaced) |
FIX.4.3 |
FIX.5.0SP2EP118 |
FIX.4.2 |
4 |
SellsideCalculatedWithoutPreliminary |
Sellside calculatedd without preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney) (Replaced) |
FIX.4.3 |
FIX.5.0SP2EP118 |
FIX.4.2 |
5 |
ReadyToBook |
Ready-To-Book single order |
FIX.4.3 |
FIX.5.0SP2EP118 |
|
6 |
BuysideReadyToBook |
Buyside Ready-To-Book - combined set of orders (replaced) |
FIX.4.3 |
FIX.5.0SP2EP118 |
FIX.4.2 |
7 |
WarehouseInstruction |
Warehouse instruction |
FIX.4.4 |
FIX.5.0SP2EP118 |
|
8 |
RequestToIntermediary |
Request to intermediary |
FIX.4.4 |
FIX.5.0SP2EP118 |
|
9 |
Accept |
Accept |
FIX.4.4EP5 |
|
FIX.5.0SP2EP118 |
10 |
Reject |
Reject |
FIX.4.4EP5 |
|
FIX.5.0SP2EP118 |
11 |
AcceptPending |
Accept Pending |
FIX.4.4EP5 |
|
FIX.5.0SP2EP118 |
12 |
IncompleteGroup |
Incomplete group |
FIX.4.4EP5 |
FIX.5.0SP2EP118 |
|
13 |
CompleteGroup |
Complete group |
FIX.4.4EP5 |
FIX.5.0SP2EP118 |
|
14 |
ReversalPending |
Reversal Pending |
FIX.4.4EP5 |
|
FIX.5.0SP2EP118 |
15 |
ReopenGroup |
Reopen group |
FIX.5.0SP2EP118 |
|
|
16 |
CancelGroup |
Cancel group |
FIX.5.0SP2EP118 |
|
|
17 |
Giveup |
Give-up |
FIX.5.0SP2EP118 |
|
|
18 |
Takeup |
Take-up |
FIX.5.0SP2EP118 |
|
|
19 |
RefuseTakeup |
Refuse take-up |
FIX.5.0SP2EP118 |
|
|
20 |
InitiateReversal |
Initiate reversal |
FIX.5.0SP2EP118 |
|
|
21 |
Reverse |
Reverse |
FIX.5.0SP2EP118 |
|
|
22 |
RefuseReversal |
Refuse reversal |
FIX.5.0SP2EP118 |
|
|
23 |
SubAllocationGiveup |
Sub-allocation give-up |
FIX.5.0SP2EP118 |
|
|
24 |
ApproveGiveup |
Approve give-up |
FIX.5.0SP2EP118 |
|
|
25 |
ApproveTakeup |
Approve take-up |
FIX.5.0SP2EP118 |
|
|
26 |
NotionalValueAveragePxGroupAlloc |
Used when conducting notional value average price (NVAP) group allocation with a clearinghouse. |
FIX.5.0SP2EP239 |
|
|
|
FIX.4.3 |
|
|
627 |
NoHops |
NumInGroup |
Number of HopCompID entries in repeating group.
|
FIX.4.3 |
|
|
628 |
HopCompID |
String |
Assigned value used to identify the third party firm which delivered a specific message either from the firm which originated the message or from another third party (if multiple "hops" are performed). It is recommended that this value be the SenderCompID (49) of the third party. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used.
|
FIX.4.3 |
|
|
629 |
HopSendingTime |
UTCTimestamp |
Time that HopCompID (628) sent the message. It is recommended that this value be the SendingTime (52) of the message sent by the third party. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used.
|
FIX.4.3 |
|
|
630 |
HopRefID |
SeqNum |
Reference identifier assigned by HopCompID (628) associated with the message sent. It is recommended that this value be the MsgSeqNum (34) of the message sent by the third party. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used.
|
FIX.4.3 |
|
|
631 |
MidPx |
Price |
Mid price/rate. For OTC swaps this is the mid-market mark (for example, as defined by CFTC). For uncleared OTC swaps, LegMidPx(2346) and the MidPx(631) fields are mutually exclusive.
|
FIX.4.3 |
FIX.5.0SP2EP175 |
|
632 |
BidYield |
Percentage |
Bid yield
|
FIX.4.3 |
|
|
633 |
MidYield |
Percentage |
Mid yield
|
FIX.4.3 |
|
|
634 |
OfferYield |
Percentage |
Offer yield
|
FIX.4.3 |
|
|
635 |
ClearingFeeIndicator |
String |
Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time. (Values source CBOT, CME, NYBOT, and NYMEX):
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
FirstYearDelegate |
1st year delegate trading for own account |
FIX.4.3 |
|
|
2 |
SecondYearDelegate |
2nd year delegate trading for own account |
FIX.4.3 |
|
|
3 |
ThirdYearDelegate |
3rd year delegate trading for own account |
FIX.4.3 |
|
|
4 |
FourthYearDelegate |
4th year delegate trading for own account |
FIX.4.3 |
|
|
5 |
FifthYearDelegate |
5th year delegate trading for own account |
FIX.4.3 |
|
|
9 |
SixthYearDelegate |
6th year delegate trading for own account |
FIX.4.3 |
|
|
B |
CBOEMember |
CBOE Member |
FIX.4.3 |
|
|
C |
NonMemberAndCustomer |
Non-member and Customer |
FIX.4.3 |
|
|
E |
EquityMemberAndClearingMember |
Equity Member and Clearing Member |
FIX.4.3 |
|
|
F |
FullAndAssociateMember |
Full and Associate Member trading for own account and as floor brokers |
FIX.4.3 |
|
|
H |
Firms106HAnd106J |
106.H and 106.J firms |
FIX.4.3 |
|
|
I |
GIM |
GIM, IDEM and COM Membership Interest Holders |
FIX.4.3 |
|
|
L |
Lessee106FEmployees |
Lessee 106.F Employees |
FIX.4.3 |
|
|
M |
AllOtherOwnershipTypes |
All other ownership types |
FIX.4.3 |
|
|
|
FIX.4.3 |
|
|
636 |
WorkingIndicator |
Boolean |
Indicates if the order is currently being worked. Applicable only for OrdStatus = "New". For open outcry markets this indicates that the order is being worked in the crowd. For electronic markets it indicates that the order has transitioned from a contingent order to a market order.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
N |
NotWorking |
Order has been accepted but not yet in a working state |
FIX.4.3 |
|
|
Y |
Working |
Order is currently being worked |
FIX.4.3 |
|
|
|
FIX.4.3 |
|
|
637 |
LegLastPx |
Price |
Execution price assigned to a leg of a multileg instrument. See LastPx (31) field for description and values
|
FIX.4.3 |
|
|
638 |
PriorityIndicator |
int |
Indicates if a Cancel/Replace has caused an order to lose book priority.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
PriorityUnchanged |
Priority unchanged |
FIX.4.3 |
|
|
1 |
LostPriorityAsResultOfOrderChange |
Lost Priority as result of order change |
FIX.4.3 |
|
|
|
FIX.4.3 |
|
|
639 |
PriceImprovement |
PriceOffset |
Amount of price improvement.
|
FIX.4.3 |
|
|
640 |
Price2 |
Price |
Price of the future part of a F/X swap order. See Price (44) for description.
|
FIX.4.3 |
|
FIX.5.0 |
641 |
LastForwardPoints2 |
PriceOffset |
F/X forward points of the future part of a F/X swap order added to LastSpotRate (94). May be a negative value.
|
FIX.4.3 |
|
FIX.5.0 |
642 |
BidForwardPoints2 |
PriceOffset |
Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value.
|
FIX.4.3 |
|
FIX.5.0 |
643 |
OfferForwardPoints2 |
PriceOffset |
Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value.
|
FIX.4.3 |
|
FIX.5.0 |
644 |
RFQReqID |
String |
RFQ Request ID - used to identify an RFQ Request.
|
FIX.4.3 |
|
|
645 |
MktBidPx |
Price |
Used to indicate the best bid in a market
|
FIX.4.3 |
|
|
646 |
MktOfferPx |
Price |
Used to indicate the best offer in a market
|
FIX.4.3 |
|
|
647 |
MinBidSize |
Qty |
Used to indicate a minimum quantity for a bid.
|
FIX.4.3 |
FIX.5.0SP2EP208 |
|
648 |
MinOfferSize |
Qty |
Used to indicate a minimum quantity for an offer. If this field is used the OfferSize (135) field is interpreted as the maximum offer size.
|
FIX.4.3 |
|
|
649 |
QuoteStatusReqID |
String |
Unique identifier for Quote Status Request.
|
FIX.4.3 |
|
|
650 |
LegalConfirm |
Boolean |
Indicates that this message is to serve as the final and legal confirmation.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
N |
DoesNotConsituteALegalConfirm |
Does not consitute a Legal Confirm |
FIX.4.3 |
|
|
Y |
LegalConfirm |
Legal Confirm |
FIX.4.3 |
|
|
|
FIX.4.3 |
|
|
651 |
UnderlyingLastPx |
Price |
The calculated or traded price for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative.
|
FIX.4.3 |
|
|
652 |
UnderlyingLastQty |
Qty |
The calculated or traded quantity for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative.
|
FIX.4.3 |
|
|
654 |
LegRefID |
String |
Unique identifier for a specific leg (uniqueness not defined as part of the FIX specification). LegRefID(654) be used to reference the value from LegID(1788).
|
FIX.4.3 |
FIX.5.0SP2EP131 |
|
655 |
ContraLegRefID |
String |
Unique indicator for a specific leg for the ContraBroker (375).
|
FIX.4.3 |
|
|
656 |
SettlCurrBidFxRate |
float |
Foreign exchange rate used to compute the bid "SettlCurrAmt" (119) from Currency (15) to SettlCurrency (120)
|
FIX.4.3 |
|
|
657 |
SettlCurrOfferFxRate |
float |
Foreign exchange rate used to compute the offer "SettlCurrAmt" (119) from Currency (15) to SettlCurrency (120)
|
FIX.4.3 |
|
|
658 |
QuoteRequestRejectReason |
int |
Reason Quote was rejected:
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
UnknownSymbol |
Unknown Symbol (Security) |
FIX.4.3 |
|
|
2 |
Exchange |
Exchange (Security) Closed |
FIX.4.3 |
|
|
3 |
QuoteRequestExceedsLimit |
Quote Request Exceeds Limit |
FIX.4.3 |
|
|
4 |
TooLateToEnter |
Too Late to enter |
FIX.4.3 |
|
|
5 |
InvalidPrice |
Invalid Price |
FIX.4.3 |
|
|
6 |
NotAuthorizedToRequestQuote |
Not Authorized To Request Quote |
FIX.4.3 |
|
|
7 |
NoMatchForInquiry |
No Match For Inquiry |
FIX.4.4 |
|
|
8 |
NoMarketForInstrument |
No Market For Instrument |
FIX.4.4 |
|
|
9 |
NoInventory |
No Inventory |
FIX.4.4 |
|
|
10 |
Pass |
Pass |
FIX.4.4 |
|
|
11 |
InsufficientCredit |
Insufficient credit |
FIX.4.4EP21 |
|
|
99 |
Other |
Other |
FIX.4.4 |
|
|
12 |
ExceededClipSizeLimit |
Exceeded clip size limit |
FIX.5.0SP2EP171 |
|
|
13 |
ExceededMaxNotionalOrderAmt |
Exceeded maximum notional order amount |
FIX.5.0SP2EP171 |
|
|
14 |
ExceededDV01PV01Limit |
Exceeded DV01/PV01 limit |
FIX.5.0SP2EP171 |
|
|
15 |
ExceededCS01Limit |
Exceeded CS01 limit |
FIX.5.0SP2EP171 |
|
|
|
FIX.4.3 |
|
|
659 |
SideComplianceID |
String |
ID within repeating group of sides which is used to represent this transaction for compliance purposes (e.g. OATS reporting).
|
FIX.4.3 |
|
|
660 |
AcctIDSource |
int |
Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
BIC |
BIC |
FIX.4.4 |
|
|
2 |
SIDCode |
SID Code |
FIX.4.4 |
|
|
3 |
TFM |
TFM (GSPTA) |
FIX.4.4 |
|
|
4 |
OMGEO |
OMGEO (Alert ID) |
FIX.4.4 |
|
|
5 |
DTCCCode |
DTCC Code |
FIX.4.4 |
|
|
99 |
Other |
Other (custom or proprietary) |
FIX.4.4 |
|
|
|
FIX.4.4 |
|
|
661 |
AllocAcctIDSource |
int |
Used to identify the source of the AllocAccount (79) code. See AcctIDSource (660) for valid values.
|
FIX.4.4 |
|
|
662 |
BenchmarkPrice |
Price |
Specifies the price of the benchmark.
|
FIX.4.4 |
|
|
663 |
BenchmarkPriceType |
int |
Identifies type of BenchmarkPrice (662). See PriceType (423) for valid values.
|
FIX.4.4 |
|
|
664 |
ConfirmID |
String |
Message reference for Confirmation
|
FIX.4.4 |
|
|
665 |
ConfirmStatus |
int |
Identifies the status of the Confirmation.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Received |
Received |
FIX.4.4 |
|
|
2 |
MismatchedAccount |
Mismatched Account |
FIX.4.4 |
|
|
3 |
MissingSettlementInstructions |
Missing Settlement Instructions |
FIX.4.4 |
|
|
4 |
Confirmed |
Confirmed |
FIX.4.4 |
|
|
5 |
RequestRejected |
Request Rejected |
FIX.4.4 |
|
|
|
FIX.4.4 |
|
|
666 |
ConfirmTransType |
int |
Identifies the Confirmation transaction type.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
New |
New |
FIX.4.4 |
|
|
1 |
Replace |
Replace |
FIX.4.4 |
|
|
2 |
Cancel |
Cancel |
FIX.4.4 |
|
|
|
FIX.4.4 |
|
|
667 |
ContractSettlMonth |
MonthYear |
Specifies when the contract (i.e. MBS/TBA) will settle.
|
FIX.4.4 |
|
|
668 |
DeliveryForm |
int |
Identifies the form of delivery.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
BookEntry |
Book Entry (default) |
FIX.4.4 |
|
|
2 |
Bearer |
Bearer |
FIX.4.4 |
|
|
|
FIX.4.4 |
|
|
669 |
LastParPx |
Price |
Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx (31) is expressed in Yield, Spread, Discount or any other type. Usage: Execution Report and Allocation Report repeating executions block (from sellside).
|
FIX.4.4 |
|
|
670 |
NoLegAllocs |
NumInGroup |
Number of Allocations for the leg
|
FIX.4.4 |
|
|
671 |
LegAllocAccount |
String |
Allocation Account for the leg See AllocAccount (79) for description and valid values.
|
FIX.4.4 |
|
|
672 |
LegIndividualAllocID |
String |
Reference for the individual allocation ticket See IndividualAllocID (467) for description and valid values.
|
FIX.4.4 |
|
|
673 |
LegAllocQty |
Qty |
Leg allocation quantity. See AllocQty (80) for description and valid values.
|
FIX.4.4 |
|
|
674 |
LegAllocAcctIDSource |
String |
The source of the LegAllocAccount (671) See AllocAcctIDSource (661) for description and valid values.
|
FIX.4.4 |
|
|
675 |
LegSettlCurrency |
Currency |
Identifies settlement currency for the Leg. See SettlCurrency (20) for description and valid values
|
FIX.4.4 |
|
|
676 |
LegBenchmarkCurveCurrency |
Currency |
LegBenchmarkPrice (679) currency See BenchmarkCurveCurrency (220) for description and valid values.
|
FIX.4.4 |
|
|
677 |
LegBenchmarkCurveName |
String |
Name of the Leg Benchmark Curve. See BenchmarkCurveName (22) for description and valid values.
|
FIX.4.4 |
|
|
678 |
LegBenchmarkCurvePoint |
String |
Identifies the point on the Leg Benchmark Curve. See BenchmarkCurvePoint (222) for description and valid values.
|
FIX.4.4 |
|
|
679 |
LegBenchmarkPrice |
Price |
Used to identify the price of the benchmark security. See BenchmarkPrice (662) for description and valid values.
|
FIX.4.4 |
|
|
680 |
LegBenchmarkPriceType |
int |
The price type of the LegBenchmarkPrice(679).
|
FIX.4.4 |
FIX.5.0SP2EP204 |
|
681 |
LegBidPx |
Price |
Bid price of this leg. See BidPx (32) for description and valid values.
|
FIX.4.4 |
|
|
682 |
LegIOIQty |
String |
Leg-specific IOI quantity. See IOIQty (27) for description and valid values
|
FIX.4.4 |
|
|
683 |
NoLegStipulations |
NumInGroup |
Number of leg stipulation entries
|
FIX.4.4 |
|
|
684 |
LegOfferPx |
Price |
Offer price of this leg. See OfferPx (133) for description and valid values
|
FIX.4.4 |
|
|
685 |
LegOrderQty |
Qty |
Quantity ordered of this leg. See OrderQty (38) for description and valid values
|
FIX.4.4 |
|
|
686 |
LegPriceType |
int |
The price type of the LegBidPx (681) and/or LegOfferPx (684). See PriceType (423) for description and valid values
|
FIX.4.4 |
|
|
687 |
LegQty |
Qty |
This field is deprecated and has been replaced by LegOrderQty(865). This field will likely be removed from the FIX standard in a future version.
|
FIX.4.4 |
FIX.5.0SP2EP131 |
FIX.5.0SP1 |
688 |
LegStipulationType |
String |
For Fixed Income, type of Stipulation for this leg. See StipulationType (233) for description and valid values
|
FIX.4.4 |
|
|
689 |
LegStipulationValue |
String |
For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values
|
FIX.4.4 |
|
|
690 |
LegSwapType |
int |
For Fixed Income, used instead of LegOrderQty(685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
ParForPar |
Par For Par |
FIX.4.4 |
|
|
2 |
ModifiedDuration |
Modified Duration |
FIX.4.4 |
|
|
4 |
Risk |
Risk |
FIX.4.4 |
|
|
5 |
Proceeds |
Proceeds |
FIX.4.4 |
|
|
|
FIX.4.4 |
FIX.5.0SP2EP131 |
|
691 |
Pool |
String |
For Fixed Income, identifies MBS / ABS pool.
|
FIX.4.4 |
|
|
692 |
QuotePriceType |
int |
Code to represent price type requested in Quote. If the Quote Request is for a Swap, values 1-8 apply to all legs.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Percent |
Percentage (i.e. percent of par) (often called "dollar price" for fixed income) |
FIX.4.4 |
FIX.5.0SP2EP207 |
|
2 |
PerShare |
Per unit (i.e. per share or contract) |
FIX.4.4 |
FIX.5.0SP2EP207 |
|
3 |
FixedAmount |
Fixed Amount (absolute value) |
FIX.4.4 |
|
|
4 |
Discount |
Discount - percentage points below par |
FIX.4.4 |
|
|
5 |
Premium |
Premium - percentage points over par |
FIX.4.4 |
|
|
6 |
Spread |
Usually the difference in yield between two switched bonds or a corporate bond traded spread-to-benchmark. |
FIX.4.4 |
FIX.5.0SP2EP207 |
|
7 |
TEDPrice |
TED Price |
FIX.4.4 |
|
|
8 |
TEDYield |
TED Yield |
FIX.4.4 |
|
|
9 |
YieldSpread |
Yield Spread (swaps) |
FIX.4.4 |
|
|
10 |
Yield |
Yield |
FIX.4.4 |
|
|
12 |
PriceSpread |
Price spread is expressed based on market convention for the asset being priced or traded. For example: the difference between the prices of a multileg switch or strategy expressed in basis points for a CDS or TBA roll; a price value to be added to a reference price, such as a "pay up" for specified pools. |
FIX.5.0SP2EP207 |
|
|
13 |
ProductTicksInHalves |
Product ticks in halves |
FIX.5.0SP2EP207 |
|
|
14 |
ProductTicksInFourths |
Product ticks in fourths |
FIX.5.0SP2EP207 |
|
|
15 |
ProductTicksInEighths |
Product ticks in eighths |
FIX.5.0SP2EP207 |
|
|
16 |
ProductTicksInSixteenths |
Product ticks in sixteenths |
FIX.5.0SP2EP207 |
|
|
17 |
ProductTicksInThirtySeconds |
Product ticks in thirty-seconds |
FIX.5.0SP2EP207 |
|
|
18 |
ProductTicksInSixtyFourths |
Product ticks in sixty-fourths |
FIX.5.0SP2EP207 |
|
|
19 |
ProductTicksInOneTwentyEighths |
Product ticks in one-twenty-eighths |
FIX.5.0SP2EP207 |
|
|
20 |
NormalRateRepresentation |
Normal rate representation (e.g. FX rate) |
FIX.5.0SP2EP207 |
|
|
21 |
InverseRateRepresentation |
Inverse rate representation (e.g. FX rate) |
FIX.5.0SP2EP207 |
|
|
22 |
BasisPoints |
When the price is not spread based |
FIX.5.0SP2EP207 |
|
|
23 |
UpFrontPoints |
Used specifically for CDS pricing. |
FIX.5.0SP2EP207 |
|
|
24 |
InterestRate |
When the price is an interest rate. For example, used with benchmark reference rate. |
FIX.5.0SP2EP207 |
|
|
25 |
PercentageOfNotional |
Percentage of notional |
FIX.5.0SP2EP207 |
|
|
|
FIX.4.4 |
FIX.5.0SP2EP207 |
|
693 |
QuoteRespID |
String |
Message reference for Quote Response
|
FIX.4.4 |
|
|
694 |
QuoteRespType |
int |
Identifies the type of Quote Response.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Hit |
Hit/Lift |
FIX.4.4 |
|
|
2 |
Counter |
Counter |
FIX.4.4 |
|
|
3 |
Expired |
Expired |
FIX.4.4 |
|
|
4 |
Cover |
Trade was done with another quote provider. Quote provider's original quoted price was the best price not traded (i.e. the cover price). |
FIX.4.4 |
FIX.5.0SP2EP159 |
|
5 |
DoneAway |
Trade was done with another quote provider. |
FIX.4.4 |
FIX.5.0SP2EP159 |
|
6 |
Pass |
Pass |
FIX.4.4 |
|
|
7 |
EndTrade |
End trade |
FIX.5.0EP68 |
FIX.5.0SP2EP159 |
|
8 |
TimedOut |
Timed out |
FIX.5.0EP68 |
FIX.5.0SP2EP159 |
|
9 |
Tied |
Trade was done with another quote provider. Quote provider's original quoted price was the same as the traded price. |
FIX.5.0SP2EP159 |
|
|
10 |
TiedCover |
Trade was done with another quote provider. Quote provider's original quoted price was the best price not traded. There were other quote provider(s) at the same price. |
FIX.5.0SP2EP159 |
|
|
|
FIX.4.4 |
|
|
695 |
QuoteQualifier |
char |
Code to qualify Quote use and other aspects of price negotiation.
|
FIX.4.4 |
FIX.5.0SP2EP226 |
|
696 |
YieldRedemptionDate |
LocalMktDate |
Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date).
|
FIX.4.4 |
|
|
697 |
YieldRedemptionPrice |
Price |
Price to which the yield has been calculated.
|
FIX.4.4 |
|
|
698 |
YieldRedemptionPriceType |
int |
The price type of the YieldRedemptionPrice (697) See PriceType (423) for description and valid values.
|
FIX.4.4 |
|
|
699 |
BenchmarkSecurityID |
String |
The identifier of the benchmark security, e.g. Treasury against Corporate bond. See SecurityID (tag 48) for description and valid values.
|
FIX.4.4 |
|
|
700 |
ReversalIndicator |
Boolean |
Indicates a trade that reverses a previous trade.
|
FIX.4.4 |
|
|
701 |
YieldCalcDate |
LocalMktDate |
Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day.
|
FIX.4.4 |
|
|
702 |
NoPositions |
NumInGroup |
Number of position entries.
|
FIX.4.4 |
|
|
703 |
PosType |
String |
Used to identify the type of quantity that is being returned.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
ALC |
AllocationTradeQty |
Allocation Trade Qty |
FIX.4.4 |
|
|
AS |
OptionAssignment |
Option Assignment |
FIX.4.4 |
|
|
ASF |
AsOfTradeQty |
As-of Trade Qty |
FIX.4.4 |
|
|
DLV |
DeliveryQty |
Delivery Qty |
FIX.4.4 |
|
|
ETR |
ElectronicTradeQty |
Electronic Trade Qty |
FIX.4.4 |
|
|
EX |
OptionExerciseQty |
Option Exercise Qty |
FIX.4.4 |
|
|
FIN |
EndOfDayQty |
End-of-Day Qty |
FIX.4.4 |
|
|
IAS |
IntraSpreadQty |
Intra-spread Qty |
FIX.4.4 |
|
|
IES |
InterSpreadQty |
Inter-spread Qty |
FIX.4.4 |
|
|
PA |
AdjustmentQty |
Adjustment Qty |
FIX.4.4 |
|
|
PIT |
PitTradeQty |
Pit Trade Qty |
FIX.4.4 |
|
|
SOD |
StartOfDayQty |
Start-of-Day Qty |
FIX.4.4 |
|
|
SPL |
IntegralSplit |
Integral Split |
FIX.4.4 |
|
|
TA |
TransactionFromAssignment |
Transaction from Assignment |
FIX.4.4 |
|
|
TOT |
TotalTransactionQty |
Total Transaction Qty |
FIX.4.4 |
|
|
TQ |
TransactionQuantity |
Transaction Quantity |
FIX.4.4 |
|
|
TRF |
TransferTradeQty |
Transfer Trade Qty |
FIX.4.4 |
|
|
TX |
TransactionFromExercise |
Transaction from Exercise |
FIX.4.4 |
|
|
XM |
CrossMarginQty |
Cross Margin Qty |
FIX.4.4 |
|
|
RCV |
ReceiveQuantity |
Receive Quantity |
FIX.4.4EP4 |
|
|
CAA |
CorporateActionAdjustment |
Corporate Action Adjustment |
FIX.4.4EP4 |
|
|
DN |
DeliveryNoticeQty |
Delivery Notice Qty |
FIX.4.4EP13 |
|
|
EP |
ExchangeForPhysicalQty |
Exchange for Physical Qty |
FIX.4.4EP13 |
|
|
PNTN |
PrivatelyNegotiatedTradeQty |
Privately negotiated Trade Qty (Non-regulated) |
FIX.5.0EP55 |
|
|
DLT |
NetDeltaQty |
Net Delta Qty |
FIX.5.0SP1EP79 |
|
|
CEA |
CreditEventAdjustment |
Credit Event Adjustment |
FIX.5.0SP1EP83 |
|
|
SEA |
SuccessionEventAdjustment |
Succession Event Adjustment |
FIX.5.0SP1EP83 |
|
|
NET |
NetQty |
Net Qty |
FIX.5.0SP2EP102 |
|
|
GRS |
GrossQty |
Gross Qty |
FIX.5.0SP2EP102 |
|
|
ITD |
IntradayQty |
Intraday Qty |
FIX.5.0SP2EP103 |
|
|
NDAS |
GrossLongNonDeltaAdjustedSwaptionPosition |
Gross non-delta-adjusted swaption position |
FIX.5.0SP2EP140 |
|
|
DAS |
LongDeltaAdjustedPairedSwaptionPosition |
Delta-adjusted paired swaption position |
FIX.5.0SP2EP140 |
|
|
EXP |
ExpiringQuantity |
The position quantity on expiration day after the application of trade and post trade activity, but prior to the application of exercises and assignments. |
FIX.5.0SP2EP151 |
|
|
UNEX |
QuantityNotExercised |
The exercise quantity requested that was not allowed, e.g., the exercise quantity requested that exceeded the final long position. |
FIX.5.0SP2EP151 |
|
|
REQ |
RequestedExerciseQuantity |
The exercise quantity requested. It may differ from the exercise quantity if it exceeds the final long position. |
FIX.5.0SP2EP151 |
|
|
CFE |
CashFuturesEquivalentQuantity |
Cash futures equivalent quantity |
FIX.5.0SP2EP162 |
|
|
|
FIX.4.4 |
|
|
704 |
LongQty |
Qty |
Long quantity.
|
FIX.4.4 |
FIX.5.0SP2EP141 |
|
705 |
ShortQty |
Qty |
Short quantity.
|
FIX.4.4 |
FIX.5.0SP2EP141 |
|
706 |
PosQtyStatus |
int |
Status of this position.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Submitted |
Submitted |
FIX.4.4 |
|
|
1 |
Accepted |
Accepted |
FIX.4.4 |
|
|
2 |
Rejected |
Rejected |
FIX.4.4 |
|
|
|
FIX.4.4 |
|
|
707 |
PosAmtType |
String |
Type of Position amount
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
CASH |
CashAmount |
Cash amount (corporate event) |
FIX.4.4 |
FIX.5.0SP2EP141 |
|
CRES |
CashResidualAmount |
Cash residual amount |
FIX.4.4 |
FIX.5.0SP2EP141 |
|
FMTM |
FinalMarkToMarketAmount |
Final mark-to-market amount |
FIX.4.4 |
FIX.5.0SP2EP141 |
|
IMTM |
IncrementalMarkToMarketAmount |
Incremental mark-to-market |
FIX.4.4 |
FIX.5.0SP2EP141 |
|
PREM |
PremiumAmount |
Premium amount |
FIX.4.4 |
FIX.5.0SP2EP141 |
|
SMTM |
StartOfDayMarkToMarketAmount |
Start of day mark-to-market |
FIX.4.4 |
FIX.5.0SP2EP141 |
|
TVAR |
TradeVariationAmount |
Trade variation amount |
FIX.4.4 |
FIX.5.0SP2EP141 |
|
VADJ |
ValueAdjustedAmount |
Value adjusted amount |
FIX.4.4 |
FIX.5.0SP2EP141 |
|
SETL |
SettlementValue |
Settlement value |
FIX.4.4EP4 |
FIX.5.0SP2EP141 |
|
ICPN |
InitialTradeCouponAmount |
Initial trade coupon amount |
FIX.5.0SP1EP83 |
FIX.5.0SP2EP141 |
|
ACPN |
AccruedCouponAmount |
Accrued coupon amount |
FIX.5.0SP1EP83 |
FIX.5.0SP2EP141 |
|
CPN |
CouponAmount |
Coupon amount |
FIX.5.0SP1EP83 |
FIX.5.0SP2EP141 |
|
IACPN |
IncrementalAccruedCoupon |
Incremental accrued coupon |
FIX.5.0SP1EP83 |
FIX.5.0SP2EP141 |
|
CMTM |
CollateralizedMarkToMarket |
Collateralized mark-to-market |
FIX.5.0SP1EP83 |
FIX.5.0SP2EP141 |
|
ICMTM |
IncrementalCollateralizedMarkToMarket |
Incremental collateralized mark-to-market |
FIX.5.0SP1EP83 |
FIX.5.0SP2EP141 |
|
DLV |
CompensationAmount |
Compensation amount |
FIX.5.0SP1EP83 |
FIX.5.0SP2EP141 |
|
BANK |
TotalBankedAmount |
Total banked amount |
FIX.5.0SP1EP83 |
FIX.5.0SP2EP141 |
|
COLAT |
TotalCollateralizedAmount |
Total collateralized amount |
FIX.5.0SP1EP83 |
FIX.5.0SP2EP141 |
|
LSNV |
LongPairedSwapNotionalValue |
Long paired swap or swaption notional value |
FIX.5.0SP2EP140 |
|
|
SSNV |
ShortPairedSwapNotionalValue |
Short paired swap or swaption notional value |
FIX.5.0SP2EP140 |
|
|
SACPN |
StartOfDayAccruedCoupon |
Start-of-day accrued coupon |
FIX.5.0SP2EP162 |
|
|
NPV |
NetPresentValue |
Net present value |
FIX.5.0SP2EP162 |
|
|
SNPV |
StartOfDayNetPresentValue |
Start-of-day net present value |
FIX.5.0SP2EP162 |
|
|
NCF |
NetCashFlow |
Net cash flow |
FIX.5.0SP2EP162 |
|
|
PVFEES |
PresentValueOfFees |
Present value of all fees |
FIX.5.0SP2EP162 |
|
|
PV01 |
PresentValueOneBasisPoints |
Change in value if yield curve shifts 0.01%. |
FIX.5.0SP2EP162 |
|
|
5YREN |
FiveYearEquivalentNotional |
The five year equivalent notional amount |
FIX.5.0SP2EP162 |
|
|
UMTM |
UndiscountedMarkToMarket |
Undiscounted mark-to-market |
FIX.5.0SP2EP162 |
|
|
MTD |
MarkToModel |
Mark-to-model |
FIX.5.0SP2EP179 |
|
|
VMTM |
MarkToMarketVariance |
Mark-to-market variance |
FIX.5.0SP2EP179 |
|
|
VMTD |
MarkToModelVariance |
Mark-to-model variance |
FIX.5.0SP2EP179 |
|
|
UPFRNT |
UpfrontPayment |
Upfront payment |
FIX.5.0SP2EP192 |
|
|
|
FIX.4.4 |
|
|
708 |
PosAmt |
Amt |
Position amount
|
FIX.4.4 |
|
|
709 |
PosTransType |
int |
Identifies the type of position transaction.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Exercise |
Exercise |
FIX.4.4 |
|
|
2 |
DoNotExercise |
Do not exercise |
FIX.4.4 |
FIX.5.0SP2EP199 |
|
3 |
PositionAdjustment |
Position adjustment |
FIX.4.4 |
FIX.5.0SP2EP199 |
|
4 |
PositionChangeSubmission |
Position change submission / margin disposition |
FIX.4.4 |
FIX.5.0SP2EP199 |
|
5 |
Pledge |
Pledge |
FIX.4.4 |
|
|
6 |
LargeTraderSubmission |
Large trader submission |
FIX.4.4EP13 |
FIX.5.0SP2EP199 |
|
7 |
LargePositionsReportingSubmission |
Large positions reporting submission |
FIX.5.0SP2EP103 |
FIX.5.0SP2EP199 |
|
8 |
LongHoldings |
Long holdings |
FIX.5.0SP2EP110 |
FIX.5.0SP2EP199 |
|
9 |
InternalTransfer |
Changes due to transfer of positions within a firm. |
FIX.5.0SP2EP199 |
|
|
10 |
TransferOfFirm |
Changes due to transfer of all positions of a firm. |
FIX.5.0SP2EP199 |
|
|
11 |
ExternalTransfer |
Changes due to transfer of positions between firms. |
FIX.5.0SP2EP199 |
|
|
12 |
CorporateAction |
Corporate action |
FIX.5.0SP2EP199 |
|
|
13 |
Notification |
Information about a position that has been chosen for assignment. |
FIX.5.0SP2EP199 |
|
|
14 |
PositionCreation |
Changes due to an option exercise causing a new futures position to be created. |
FIX.5.0SP2EP199 |
|
|
15 |
Closeout |
Information about a position that has been closed out. |
FIX.5.0SP2EP199 |
|
|
16 |
Reopen |
Information about a position that has been reopened, i.e. reversal of a close out. |
FIX.5.0SP2EP199 |
|
|
|
FIX.4.4 |
FIX.5.0SP2EP199 |
|
710 |
PosReqID |
String |
Unique identifier for the position maintenance request as assigned by the submitter
|
FIX.4.4 |
|
|
711 |
NoUnderlyings |
NumInGroup |
Number of underlying legs that make up the security.
|
FIX.4.4 |
|
|
712 |
PosMaintAction |
int |
Maintenance Action to be performed.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
New |
Used to increment the overall transaction quantity. |
FIX.4.4 |
FIX.5.0SP2EP204 |
|
2 |
Replace |
Used to override the overall transaction quantity or specific add messages based on the reference ID. |
FIX.4.4 |
FIX.5.0SP2EP204 |
|
3 |
Cancel |
Used to remove the overall transaction quantity or specific add messages based on the reference ID. |
FIX.4.4 |
FIX.5.0SP2EP204 |
|
4 |
Reverse |
Used to completelly back-out the transaction such that the transaction never existed. |
FIX.4.4EP4 |
FIX.5.0SP2EP204 |
|
|
FIX.4.4 |
|
|
713 |
OrigPosReqRefID |
String |
Reference to the PosReqID (710) of a previous maintenance request that is being replaced or canceled.
|
FIX.4.4 |
|
|
714 |
PosMaintRptRefID |
String |
Reference to a PosMaintRptID (721) from a previous Position Maintenance Report that is being replaced or canceled.
|
FIX.4.4 |
|
|
715 |
ClearingBusinessDate |
LocalMktDate |
The business date for which the trade is expected to be cleared.
|
FIX.4.4 |
FIX.5.0SP2EP150 |
|
716 |
SettlSessID |
String |
Identifies a specific settlement session
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
ITD |
Intraday |
Intraday |
FIX.4.4EP1 |
|
|
RTH |
RegularTradingHours |
Regular Trading Hours |
FIX.4.4EP1 |
|
|
ETH |
ElectronicTradingHours |
Electronic Trading Hours |
FIX.4.4EP1 |
|
|
EOD |
EndOfDay |
End Of Day |
FIX.4.4EP4 |
|
|
|
FIX.4.4 |
|
|
717 |
SettlSessSubID |
String |
SubID value associated with SettlSessID(716)
|
FIX.4.4 |
|
|
718 |
AdjustmentType |
int |
Type of adjustment to be applied. Used for Position Change Submission (PCS), Position Adjustment (PAJ), and Customer Gross Margin (CGM).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
ProcessRequestAsMarginDisposition |
Process request as margin disposition |
FIX.4.4 |
FIX.5.0SP2EP155 |
|
1 |
DeltaPlus |
Delta plus |
FIX.4.4 |
FIX.5.0SP2EP155 |
|
2 |
DeltaMinus |
Delta minus |
FIX.4.4 |
FIX.5.0SP2EP155 |
|
3 |
Final |
Final |
FIX.4.4 |
|
|
4 |
CustomerSpecificPosition |
Customer specific position |
FIX.5.0SP2EP155 |
|
|
|
FIX.4.4 |
FIX.5.0SP2EP155 |
|
719 |
ContraryInstructionIndicator |
Boolean |
Used to indicate when a contrary instruction for exercise or abandonment is being submitted
|
FIX.4.4 |
|
|
720 |
PriorSpreadIndicator |
Boolean |
Indicates if requesting a rollover of prior day's spread submissions.
|
FIX.4.4 |
|
|
721 |
PosMaintRptID |
String |
Unique identifier for this position report
|
FIX.4.4 |
|
|
722 |
PosMaintStatus |
int |
Status of Position Maintenance Request
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Accepted |
Accepted |
FIX.4.4 |
|
|
1 |
AcceptedWithWarnings |
Accepted With Warnings |
FIX.4.4 |
|
|
2 |
Rejected |
Rejected |
FIX.4.4 |
|
|
3 |
Completed |
Completed |
FIX.4.4 |
|
|
4 |
CompletedWithWarnings |
Completed With Warnings |
FIX.4.4 |
|
|
|
FIX.4.4 |
|
|
723 |
PosMaintResult |
int |
Result of Position Maintenance Request.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
SuccessfulCompletion |
Successful Completion - no warnings or errors |
FIX.4.4 |
|
|
1 |
Rejected |
Rejected |
FIX.4.4 |
|
|
99 |
Other |
Other |
FIX.4.4 |
|
|
|
FIX.4.4 |
FIX.5.0SP2EP204 |
|
724 |
PosReqType |
int |
Used to specify the type of position request being made.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Positions |
Positions |
FIX.4.4 |
|
|
1 |
Trades |
Trades |
FIX.4.4 |
|
|
2 |
Exercises |
Exercises |
FIX.4.4 |
|
|
3 |
Assignments |
Assignments |
FIX.4.4 |
|
|
4 |
SettlementActivity |
Settlement Activity |
FIX.4.4EP4 |
|
|
5 |
BackoutMessage |
Backout Message |
FIX.4.4EP4 |
|
|
6 |
DeltaPositions |
Delta Positions |
FIX.5.0SP1EP79 |
|
|
7 |
NetPosition |
Net Position |
FIX.5.0SP2EP102 |
|
|
8 |
LargePositionsReporting |
Large Positions Reporting |
FIX.5.0SP2EP103 |
|
|
9 |
ExercisePositionReportingSubmission |
Exercise Position Reporting Submission |
FIX.5.0SP2EP103 |
|
|
10 |
PositionLimitReportingSubmissing |
Position Limit Reporting Submission |
FIX.5.0SP2EP103 |
|
|
|
FIX.4.4 |
|
|
725 |
ResponseTransportType |
int |
Identifies how the response to the request should be transmitted. Details specified via ResponseDestination (726).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Inband |
Transport of the request was sent over in-band. |
FIX.4.4 |
FIX.5.0SP2EP204 |
|
1 |
OutOfBand |
Pre-arranged out-of-band delivery mechanism (e.g. FTP, HTTP, NDM, etc.) between counterparties. Details specified via ResponseDestination(726). |
FIX.4.4 |
FIX.5.0SP2EP204 |
|
|
FIX.4.4 |
|
|
726 |
ResponseDestination |
String |
URI (Uniform Resource Identifier) for details) or other pre-arranged value. Used in conjunction with ResponseTransportType (725) value of Out-of-Band to identify the out-of-band destination. See "Appendix 6-B FIX Fields Based Upon Other Standards"
|
FIX.4.4 |
|
|
727 |
TotalNumPosReports |
int |
Total number of Position Reports being returned.
|
FIX.4.4 |
|
FIX.5.0SP2EP102 |
728 |
PosReqResult |
int |
Result of Request for Positions.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
ValidRequest |
Valid request |
FIX.4.4 |
|
|
1 |
InvalidOrUnsupportedRequest |
Invalid or unsupported request |
FIX.4.4 |
|
|
2 |
NoPositionsFoundThatMatchCriteria |
No positions found that match criteria |
FIX.4.4 |
|
|
3 |
NotAuthorizedToRequestPositions |
Not authorized to request positions |
FIX.4.4 |
|
|
4 |
RequestForPositionNotSupported |
Request for position not supported |
FIX.4.4 |
|
|
99 |
Other |
Other (use Text (58) in conjunction with this code for an explaination) |
FIX.4.4 |
|
|
|
FIX.4.4 |
FIX.5.0SP2EP204 |
|
729 |
PosReqStatus |
int |
Status of Request for Positions
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Completed |
Completed |
FIX.4.4 |
|
|
1 |
CompletedWithWarnings |
Completed With Warnings |
FIX.4.4 |
|
|
2 |
Rejected |
Rejected |
FIX.4.4 |
|
|
|
FIX.4.4 |
|
|
730 |
SettlPrice |
Price |
Settlement price
|
FIX.4.4 |
|
|
731 |
SettlPriceType |
int |
Type of settlement price
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Final |
Final |
FIX.4.4 |
|
|
2 |
Theoretical |
Theoretical |
FIX.4.4 |
|
|
|
FIX.4.4 |
|
|
732 |
UnderlyingSettlPrice |
Price |
Underlying security's SettlPrice. See SettlPrice (730) field for description
|
FIX.4.4 |
|
|
733 |
UnderlyingSettlPriceType |
int |
Underlying security's SettlPriceType. See SettlPriceType (731) field for description
|
FIX.4.4 |
|
|
734 |
PriorSettlPrice |
Price |
Previous settlement price
|
FIX.4.4 |
|
|
735 |
NoQuoteQualifiers |
NumInGroup |
Number of repeating groups of QuoteQualifiers (695).
|
FIX.4.4 |
|
|
736 |
AllocSettlCurrency |
Currency |
Currency code of settlement denomination for a specific AllocAccount (79).
|
FIX.4.4 |
|
|
737 |
AllocSettlCurrAmt |
Amt |
Total amount due expressed in settlement currency (includes the effect of the forex transaction) for a specific AllocAccount (79).
|
FIX.4.4 |
|
|
738 |
InterestAtMaturity |
Amt |
Amount of interest (i.e. lump-sum) at maturity.
|
FIX.4.4 |
|
|
739 |
LegDatedDate |
LocalMktDate |
The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date
|
FIX.4.4 |
|
|
740 |
LegPool |
String |
For Fixed Income, identifies MBS / ABS pool for a specific leg of a multi-leg instrument. See Pool (691) for description and valid values.
|
FIX.4.4 |
|
|
741 |
AllocInterestAtMaturity |
Amt |
Amount of interest (i.e. lump-sum) at maturity at the account-level.
|
FIX.4.4 |
|
|
742 |
AllocAccruedInterestAmt |
Amt |
Amount of Accrued Interest for convertible bonds and fixed income at the allocation-level.
|
FIX.4.4 |
|
|
743 |
DeliveryDate |
LocalMktDate |
Date of delivery.
|
FIX.4.4 |
|
|
744 |
AssignmentMethod |
char |
Method by which short positions are assigned to an exercise notice during exercise and assignment processing
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
P |
ProRata |
Pro rata |
FIX.4.4 |
|
|
R |
Random |
Random |
FIX.4.4 |
|
|
|
FIX.4.4 |
|
|
745 |
AssignmentUnit |
Qty |
Quantity Increment used in performing assignment.
|
FIX.4.4 |
|
|
746 |
OpenInterest |
Amt |
Open interest that was eligible for assignment.
|
FIX.4.4 |
|
|
747 |
ExerciseMethod |
char |
Exercise Method used to in performing assignment.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
A |
Automatic |
Automatic |
FIX.4.4 |
|
|
M |
Manual |
Manual |
FIX.4.4 |
|
|
|
FIX.4.4 |
|
|
748 |
TotNumTradeReports |
int |
Total number of trade reports returned.
|
FIX.4.4 |
|
|
749 |
TradeRequestResult |
int |
Result of Trade Request
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Successful |
Successful (default) |
FIX.4.4 |
|
|
1 |
InvalidOrUnknownInstrument |
Invalid or unknown instrument |
FIX.4.4 |
|
|
2 |
InvalidTypeOfTradeRequested |
Invalid type of trade requested |
FIX.4.4 |
|
|
3 |
InvalidParties |
Invalid parties |
FIX.4.4 |
|
|
4 |
InvalidTransportTypeRequested |
Invalid transport type requested |
FIX.4.4 |
|
|
5 |
InvalidDestinationRequested |
Invalid destination requested |
FIX.4.4 |
|
|
8 |
TradeRequestTypeNotSupported |
TradeRequestType not supported |
FIX.4.4 |
|
|
9 |
NotAuthorized |
Not authorized |
FIX.4.4 |
|
|
99 |
Other |
Other |
FIX.4.4 |
|
|
|
FIX.4.4 |
|
|
750 |
TradeRequestStatus |
int |
Status of Trade Request.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Accepted |
Accepted |
FIX.4.4 |
|
|
1 |
Completed |
Completed |
FIX.4.4 |
|
|
2 |
Rejected |
Rejected |
FIX.4.4 |
|
|
|
FIX.4.4 |
|
|
751 |
TradeReportRejectReason |
int |
Reason Trade Capture Request was rejected. 100+ Reserved and available for bi-laterally agreed upon user-defined values.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Successful |
Successful (default) |
FIX.4.4 |
|
|
1 |
InvalidPartyInformation |
Invalid party information |
FIX.4.4 |
FIX.5.0SP2EP208 |
|
2 |
UnknownInstrument |
Unknown instrument |
FIX.4.4 |
|
|
3 |
UnauthorizedToReportTrades |
Unauthorized to report trades |
FIX.4.4 |
|
|
4 |
InvalidTradeType |
Invalid trade type |
FIX.4.4 |
|
|
99 |
Other |
Other |
FIX.4.4 |
|
|
5 |
PriceExceedsCurrentPriceBand |
Price exceeds current price band |
FIX.5.0SP2EP136 |
|
|
6 |
ReferencePriceNotAvailable |
Reference price not available |
FIX.5.0SP2EP136 |
|
|
7 |
NotionalValueExceedsThreshold |
Notional value exceeds threshold |
FIX.5.0SP2EP136 |
|
|
|
FIX.4.4 |
FIX.5.0SP2EP107 |
|
752 |
SideMultiLegReportingType |
int |
Used to indicate if the side being reported on Trade Capture Report represents a leg of a multileg instrument or a single security.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
SingleSecurity |
Single Security (default if not specified) |
FIX.4.4 |
|
|
2 |
IndividualLegOfAMultilegSecurity |
Individual leg of a multileg security |
FIX.4.4 |
|
|
3 |
MultilegSecurity |
Multileg Security |
FIX.4.4 |
|
|
|
FIX.4.4 |
|
|
753 |
NoPosAmt |
NumInGroup |
Number of position amount entries.
|
FIX.4.4 |
|
|
754 |
AutoAcceptIndicator |
Boolean |
Identifies whether or not an allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House.
|
FIX.4.4 |
|
|
755 |
AllocReportID |
String |
Unique identifier for Allocation Report message.
|
FIX.4.4 |
|
|
756 |
NoNested2PartyIDs |
NumInGroup |
Number of Nested2PartyID (757), Nested2PartyIDSource (758), and Nested2PartyRole (759) entries
|
FIX.4.4 |
|
|
757 |
Nested2PartyID |
String |
PartyID value within a "second instance" Nested repeating group. Same values as PartyID (448)
|
FIX.4.4 |
|
|
758 |
Nested2PartyIDSource |
char |
PartyIDSource value within a "second instance" Nested repeating group. Same values as PartyIDSource (447)
|
FIX.4.4 |
|
|
759 |
Nested2PartyRole |
int |
PartyRole value within a "second instance" Nested repeating group. Same values as PartyRole (452)
|
FIX.4.4 |
|
|
760 |
Nested2PartySubID |
String |
PartySubID value within a "second instance" Nested repeating group. Same values as PartySubID (523)
|
FIX.4.4 |
|
|
761 |
BenchmarkSecurityIDSource |
String |
Identifies class or source of the BenchmarkSecurityID (699) value. Required if BenchmarkSecurityID is specified. Same values as the SecurityIDSource (22) field
|
FIX.4.4 |
|
|
762 |
SecuritySubType |
String |
Sub-type qualification/identification of the SecurityType. As an example for SecurityType(167)="REPO", the SecuritySubType="General Collateral" can be used to further specify the type of REPO. If SecuritySubType is used, then SecurityType is required. For SecurityType="MLEG" a name of the option or futures strategy name can be specified, such as "Calendar", "Vertical", "Butterfly". For SecurityType(167)="OPT" the subclassification can be specified, such as "Asian". For SecurityType(167)="SWAPTION" a value of "Straddle" is used to identify a straddle swaption.
|
FIX.4.4 |
FIX.5.0SP2EP211 |
|
763 |
UnderlyingSecuritySubType |
String |
Underlying security's SecuritySubType. See SecuritySubType (762) field for description
|
FIX.4.4 |
|
|
764 |
LegSecuritySubType |
String |
SecuritySubType of the leg instrument. See SecuritySubType (762) field for description
|
FIX.4.4 |
|
|
765 |
AllowableOneSidednessPct |
Percentage |
The maximum percentage that execution of one side of a program trade can exceed execution of the other.
|
FIX.4.4 |
|
|
766 |
AllowableOneSidednessValue |
Amt |
The maximum amount that execution of one side of a program trade can exceed execution of the other.
|
FIX.4.4 |
|
|
767 |
AllowableOneSidednessCurr |
Currency |
The currency that AllowableOneSidednessValue (766) is expressed in if AllowableOneSidednessValue is used.
|
FIX.4.4 |
|
|
768 |
NoTrdRegTimestamps |
NumInGroup |
Number of TrdRegTimestamp (769) entries
|
FIX.4.4 |
|
|
769 |
TrdRegTimestamp |
UTCTimestamp |
Traded / Regulatory timestamp value. Use to store time information required by government regulators or self regulatory organizations (such as an exchange or clearing house).
|
FIX.4.4 |
|
|
770 |
TrdRegTimestampType |
int |
Trading / Regulatory timestamp type. Note of applicability: Values are required in US futures markets by the CFTC to support computerized trade reconstruction, and required by MiFID II / MiFIR for transaction reporting and publication. (see Volume : "Glossary" for value definitions)
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
ExecutionTime |
Execution time |
FIX.4.4 |
FIX.5.0SP2EP131 |
|
2 |
TimeIn |
Time in |
FIX.4.4 |
FIX.5.0SP2EP131 |
|
3 |
TimeOut |
Time out |
FIX.4.4 |
FIX.5.0SP2EP131 |
|
4 |
BrokerReceipt |
Broker receipt |
FIX.4.4 |
FIX.5.0SP2EP131 |
|
5 |
BrokerExecution |
Broker execution |
FIX.4.4 |
FIX.5.0SP2EP131 |
|
6 |
DeskReceipt |
Desk receipt |
FIX.4.4EP9 |
FIX.5.0SP2EP131 |
|
7 |
SubmissionToClearing |
Submission to clearing |
FIX.5.0SP1EP77 |
FIX.5.0SP2EP131 |
|
8 |
TimePriority |
Time priority |
FIX.5.0SP2EP101 |
FIX.5.0SP2EP131 |
|
9 |
OrderbookEntryTime |
Timestamp for an order representing the time it was entered in the orderbook of the execution venue. The orderbook entry tiime cannot change during the lifetime of the order. |
FIX.5.0SP2EP131 |
|
|
10 |
OrderSubmissionTime |
Time the order was sent by the submitter. |
FIX.5.0SP2EP161 |
|
|
11 |
PubliclyReported |
In the context of MiFID II, this is used to identify the time at which the transaction was first published to the market. |
FIX.5.0SP2EP161 |
FIX.5.0SP2EP229 |
|
12 |
PublicReportUpdated |
In the context of MiFID II, this is used to identify the time at which the transaction's publication to the market was last updated |
FIX.5.0SP2EP161 |
FIX.5.0SP2EP229 |
|
13 |
NonPubliclyReported |
Non-publicly reported |
FIX.5.0SP2EP161 |
|
|
14 |
NonPublicReportUpdated |
Non-public report updated |
FIX.5.0SP2EP161 |
|
|
15 |
SubmittedForConfirmation |
Submitted for confirmation |
FIX.5.0SP2EP161 |
|
|
16 |
UpdatedForConfirmation |
Updated for confirmation |
FIX.5.0SP2EP161 |
|
|
17 |
Confirmed |
Confirmed |
FIX.5.0SP2EP161 |
|
|
18 |
UpdatedForClearing |
Updated for clearing |
FIX.5.0SP2EP161 |
|
|
19 |
Cleared |
Cleared |
FIX.5.0SP2EP161 |
|
|
20 |
AllocationsSubmitted |
Allocations submitted |
FIX.5.0SP2EP161 |
|
|
21 |
AllocationsUpdated |
Allocations updated |
FIX.5.0SP2EP161 |
|
|
22 |
AllocationsCompleted |
Allocations completed |
FIX.5.0SP2EP161 |
FIX.5.0SP2EP236 |
|
23 |
SubmittedToRepository |
Submitted to repository |
FIX.5.0SP2EP161 |
|
|
24 |
PostTrdContntnEvnt |
Post-trade continuation event |
FIX.5.0SP2EP179 |
|
|
25 |
PostTradeValuation |
Post-trade valuation |
FIX.5.0SP2EP192 |
|
|
26 |
PreviousTimePriority |
Can be used in conjunction with TrdRegTimestampType(770) = 8 (Time priority) to provide the current and last priority timestamp in a single message. |
FIX.5.0SP2EP223 |
|
|
|
FIX.4.4 |
FIX.5.0SP2EP229 |
|
771 |
TrdRegTimestampOrigin |
String |
Text which identifies the "origin" (i.e. system which was used to generate the time stamp) for the Traded / Regulatory timestamp value.
|
FIX.4.4 |
FIX.5.0SP1EP95 |
|
772 |
ConfirmRefID |
String |
Reference identifier to be used with ConfirmTransType (666) = Replace or Cancel
|
FIX.4.4 |
|
|
773 |
ConfirmType |
int |
Identifies the type of Confirmation message being sent.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Status |
Status |
FIX.4.4 |
|
|
2 |
Confirmation |
Confirmation |
FIX.4.4 |
|
|
3 |
ConfirmationRequestRejected |
Confirmation Request Rejected (reason can be stated in Text (58) field) |
FIX.4.4 |
|
|
|
FIX.4.4 |
|
|
774 |
ConfirmRejReason |
int |
Identifies the reason for rejecting a Confirmation.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
MismatchedAccount |
Incorrect or missing account |
FIX.4.4 |
FIX.5.0SP2EP170 |
|
2 |
MissingSettlementInstructions |
Incorrect or missing settlement instructions |
FIX.4.4 |
FIX.5.0SP2EP170 |
|
99 |
Other |
Use Text(58) for further reject reasons. |
FIX.4.4 |
FIX.5.0SP2EP170 |
|
3 |
UnknownOrMissingIndividualAllocId |
Unknown or missing IndividualAllocId(467) |
FIX.5.0SP2EP170 |
|
|
4 |
TransactionNotRecognized |
Transaction not recognized |
FIX.5.0SP2EP170 |
|
|
5 |
DuplicateTransaction |
Duplicate transaction |
FIX.5.0SP2EP170 |
|
|
6 |
IncorrectOrMissingInstrument |
Incorrect or missing instrument |
FIX.5.0SP2EP170 |
|
|
7 |
IncorrectOrMissingPrice |
Incorrect or missing price |
FIX.5.0SP2EP170 |
|
|
8 |
IncorrectOrMissingCommission |
Incorrect or missing commission |
FIX.5.0SP2EP170 |
|
|
9 |
IncorrectOrMissingSettlDate |
Incorrect or missing settlement date |
FIX.5.0SP2EP170 |
|
|
10 |
IncorrectOrMissingFundIDOrFundName |
Incorrect or missing fund ID or fund name |
FIX.5.0SP2EP170 |
|
|
11 |
IncorrectOrMissingQuantity |
Incorrect or missing quantity |
FIX.5.0SP2EP170 |
|
|
12 |
IncorrectOrMissingFees |
Incorrect or missing fees |
FIX.5.0SP2EP170 |
|
|
13 |
IncorrectOrMissingTax |
Incorrect or missing tax |
FIX.5.0SP2EP170 |
|
|
14 |
IncorrectOrMissingParty |
Incorrect or missing party |
FIX.5.0SP2EP170 |
|
|
15 |
IncorrectOrMissingSide |
Incorrect or missing side |
FIX.5.0SP2EP170 |
|
|
16 |
IncorrectOrMissingNetMoney |
Incorrect or missing net-money |
FIX.5.0SP2EP170 |
|
|
17 |
IncorrectOrMissingTradeDate |
Incorrect or missing trade date |
FIX.5.0SP2EP170 |
|
|
18 |
IncorrectOrMissingSettlCcyInstructions |
Incorrect or missing settlement currency instructions |
FIX.5.0SP2EP170 |
|
|
19 |
IncorrectOrMissingCapacity |
Incorrect or missing capacity |
FIX.5.0SP2EP170 |
|
|
|
FIX.4.4 |
|
|
775 |
BookingType |
int |
Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
RegularBooking |
Regular booking |
FIX.4.4 |
|
|
1 |
CFD |
CFD (Contract for difference) |
FIX.4.4 |
|
|
2 |
TotalReturnSwap |
Total Return Swap |
FIX.4.4 |
|
|
|
FIX.4.4 |
|
|
776 |
IndividualAllocRejCode |
int |
Identified reason for rejecting an individual AllocAccount (79) detail. Same values as AllocRejCode (88)
|
FIX.4.4 |
|
|
777 |
SettlInstMsgID |
String |
Unique identifier for Settlement Instruction message.
|
FIX.4.4 |
|
|
778 |
NoSettlInst |
NumInGroup |
Number of settlement instructions within repeating group.
|
FIX.4.4 |
|
|
779 |
LastUpdateTime |
UTCTimestamp |
Timestamp of last update to data item (or creation if no updates made since creation).
|
FIX.4.4 |
|
|
780 |
AllocSettlInstType |
int |
Used to indicate whether settlement instructions are provided on an allocation instruction message, and if not, how they are to be derived.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
UseDefaultInstructions |
Use default instructions |
FIX.4.4 |
|
|
1 |
DeriveFromParametersProvided |
Derive from parameters provided |
FIX.4.4 |
|
|
2 |
FullDetailsProvided |
Full details provided |
FIX.4.4 |
|
|
3 |
SSIDBIDsProvided |
SSI DB IDs provided |
FIX.4.4 |
|
|
4 |
PhoneForInstructions |
Phone for instructions |
FIX.4.4 |
|
|
|
FIX.4.4 |
|
|
781 |
NoSettlPartyIDs |
NumInGroup |
Number of SettlPartyID (782), SettlPartyIDSource (783), and SettlPartyRole (784) entries
|
FIX.4.4 |
|
|
782 |
SettlPartyID |
String |
PartyID value within a settlement parties component. Nested repeating group. Same values as PartyID (448)
|
FIX.4.4 |
|
|
783 |
SettlPartyIDSource |
char |
PartyIDSource value within a settlement parties component. Same values as PartyIDSource (447)
|
FIX.4.4 |
|
|
784 |
SettlPartyRole |
int |
PartyRole value within a settlement parties component. Same values as PartyRole (452)
|
FIX.4.4 |
|
|
785 |
SettlPartySubID |
String |
PartySubID value within a settlement parties component. Same values as PartySubID (523)
|
FIX.4.4 |
|
|
786 |
SettlPartySubIDType |
int |
Type of SettlPartySubID (785) value. Same values as PartySubIDType (803)
|
FIX.4.4 |
|
|
787 |
DlvyInstType |
char |
Used to indicate whether a delivery instruction is used for securities or cash settlement.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
C |
Cash |
Cash |
FIX.4.4 |
|
|
S |
Securities |
Securities |
FIX.4.4 |
|
|
|
FIX.4.4 |
|
|
788 |
TerminationType |
int |
Type of financing termination.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Overnight |
Overnight |
FIX.4.4 |
|
|
2 |
Term |
Term |
FIX.4.4 |
|
|
3 |
Flexible |
Flexible |
FIX.4.4 |
|
|
4 |
Open |
Open |
FIX.4.4 |
|
|
|
FIX.4.4 |
|
|
789 |
NextExpectedMsgSeqNum |
SeqNum |
Next expected MsgSeqNum value to be received.
|
FIX.4.4 |
|
|
790 |
OrdStatusReqID |
String |
Can be used to uniquely identify a specific Order Status Request message.
|
FIX.4.4 |
|
|
791 |
SettlInstReqID |
String |
Unique ID of settlement instruction request message
|
FIX.4.4 |
|
|
792 |
SettlInstReqRejCode |
int |
Identifies reason for rejection (of a settlement instruction request message).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
UnableToProcessRequest |
Unable to process request |
FIX.4.4 |
|
|
1 |
UnknownAccount |
Unknown account |
FIX.4.4 |
|
|
2 |
NoMatchingSettlementInstructionsFound |
No matching settlement instructions found |
FIX.4.4 |
|
|
99 |
Other |
Other |
FIX.4.4 |
|
|
|
FIX.4.4 |
|
|
793 |
SecondaryAllocID |
String |
Secondary allocation identifier. Unlike the AllocID (70), this can be shared across a number of allocation instruction or allocation report messages, thereby making it possible to pass an identifier for an original allocation message on multiple messages (e.g. from one party to a second to a third, across cancel and replace messages etc.).
|
FIX.4.4 |
|
|
794 |
AllocReportType |
int |
Describes the specific type or purpose of an Allocation Report message
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
2 |
PreliminaryRequestToIntermediary |
Preliminary request to intermediary |
FIX.4.4EP5 |
FIX.5.0SP2EP118 |
|
3 |
SellsideCalculatedUsingPreliminary |
Sellside calculated using preliminary (includes MiscFees and NetMoney) |
FIX.4.4 |
FIX.5.0SP2EP118 |
|
4 |
SellsideCalculatedWithoutPreliminary |
Sellside calculated without preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney) |
FIX.4.4 |
FIX.5.0SP2EP118 |
|
5 |
WarehouseRecap |
Warehouse recap |
FIX.4.4 |
FIX.5.0SP2EP118 |
|
8 |
RequestToIntermediary |
Request to intermediary |
FIX.4.4 |
FIX.5.0SP2EP118 |
|
9 |
Accept |
Accept |
FIX.4.4EP5 |
|
FIX.5.0SP2EP118 |
10 |
Reject |
Reject |
FIX.4.4EP5 |
|
FIX.5.0SP2EP118 |
11 |
AcceptPending |
Accept Pending |
FIX.4.4EP5 |
|
FIX.5.0SP2EP118 |
12 |
Complete |
Complete |
FIX.4.4EP5 |
|
FIX.5.0SP2EP118 |
14 |
ReversePending |
Reverse Pending |
FIX.4.4EP5 |
|
FIX.5.0SP2EP118 |
15 |
Giveup |
Give-up |
FIX.5.0SP2EP118 |
|
|
16 |
Takeup |
Take-up |
FIX.5.0SP2EP118 |
|
|
17 |
Reversal |
Reversal |
FIX.5.0SP2EP118 |
|
|
18 |
Alleged |
Alleged reversal |
FIX.5.0SP2EP118 |
|
|
19 |
SubAllocationGiveup |
Sub-allocation give-up |
FIX.5.0SP2EP118 |
|
|
|
FIX.4.4 |
|
|
795 |
AllocReportRefID |
String |
Reference identifier to be used with AllocTransType (7) = Replace or Cancel
|
FIX.4.4 |
|
|
796 |
AllocCancReplaceReason |
int |
Reason for cancelling or replacing an Allocation Instruction or Allocation Report message
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
OriginalDetailsIncomplete |
Original details incomplete/incorrect |
FIX.4.4 |
|
|
2 |
ChangeInUnderlyingOrderDetails |
Change in underlying order details |
FIX.4.4 |
|
|
99 |
Other |
Other |
FIX.4.4 |
|
|
3 |
CancelledByGiveupFirm |
Cancelled by give-up firm |
FIX.5.0SP2EP118 |
|
|
|
FIX.4.4 |
|
|
797 |
CopyMsgIndicator |
Boolean |
Indicates whether or not this message is a drop copy of another message.
|
FIX.4.4 |
|
|
798 |
AllocAccountType |
int |
Type of account associated with a confirmation or other trade-level message
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
CarriedCustomerSide |
Account is carried pn customer side of books |
FIX.4.4 |
|
|
2 |
CarriedNonCustomerSide |
Account is carried on non-customer side of books |
FIX.4.4 |
|
|
3 |
HouseTrader |
House trader |
FIX.4.4 |
|
|
4 |
FloorTrader |
Floor trader |
FIX.4.4 |
|
|
6 |
CarriedNonCustomerSideCrossMargined |
Account is carried on non-customer side of books and is cross margined |
FIX.4.4 |
|
|
7 |
HouseTraderCrossMargined |
Account is house trader and is cross margined |
FIX.4.4 |
|
|
8 |
JointBackOfficeAccount |
Joint back office account (JBO) |
FIX.4.4 |
|
|
|
FIX.4.4 |
|
|
799 |
OrderAvgPx |
Price |
Average price for a specific order
|
FIX.4.4 |
|
|
800 |
OrderBookingQty |
Qty |
Quantity of the order that is being booked out as part of an Allocation Instruction or Allocation Report message
|
FIX.4.4 |
|
|
801 |
NoSettlPartySubIDs |
NumInGroup |
Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries
|
FIX.4.4 |
|
|
802 |
NoPartySubIDs |
NumInGroup |
Number of PartySubID (523)and PartySubIDType (803) entries
|
FIX.4.4 |
|
|
803 |
PartySubIDType |
int |
Type of PartySubID(523) value.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Firm |
Firm |
FIX.4.4 |
|
|
2 |
Person |
Person |
FIX.4.4 |
|
|
3 |
System |
System |
FIX.4.4 |
|
|
4 |
Application |
Application |
FIX.4.4 |
|
|
5 |
FullLegalNameOfFirm |
Full legal name of firm |
FIX.4.4 |
|
|
6 |
PostalAddress |
Postal address |
FIX.4.4 |
|
|
7 |
PhoneNumber |
Phone number |
FIX.4.4 |
|
|
8 |
EmailAddress |
Email address |
FIX.4.4 |
|
|
9 |
ContactName |
Contact name |
FIX.4.4 |
|
|
10 |
SecuritiesAccountNumber |
Securities account number (for settlement instructions) |
FIX.4.4 |
|
|
11 |
RegistrationNumber |
Registration number (for settlement instructions and confirmations) |
FIX.4.4 |
|
|
12 |
RegisteredAddressForConfirmation |
Registered address (for confirmation purposes) |
FIX.4.4 |
|
|
13 |
RegulatoryStatus |
Regulatory status (for confirmation purposes) |
FIX.4.4 |
|
|
14 |
RegistrationName |
Registration name (for settlement instructions) |
FIX.4.4 |
|
|
15 |
CashAccountNumber |
Cash account number (for settlement instructions) |
FIX.4.4 |
|
|
16 |
BIC |
BIC |
FIX.4.4 |
|
|
17 |
CSDParticipantMemberCode |
CSD participant member code |
FIX.4.4 |
|
|
18 |
RegisteredAddress |
Registered address |
FIX.4.4 |
|
|
19 |
FundAccountName |
Fund account name |
FIX.4.4 |
|
|
20 |
TelexNumber |
Telex number |
FIX.4.4 |
|
|
21 |
FaxNumber |
Fax number |
FIX.4.4 |
|
|
22 |
SecuritiesAccountName |
Securities account name |
FIX.4.4 |
|
|
23 |
CashAccountName |
Cash account name |
FIX.4.4 |
|
|
24 |
Department |
Department |
FIX.4.4 |
|
|
25 |
LocationDesk |
Location desk |
FIX.4.4 |
|
|
26 |
PositionAccountType |
Position account type |
FIX.4.4 |
|
|
27 |
SecurityLocateID |
Security locate ID |
FIX.4.4EP1 |
|
|
28 |
MarketMaker |
Market maker |
FIX.4.4EP26 |
|
|
29 |
EligibleCounterparty |
Eligible counterparty |
FIX.4.4EP26 |
|
|
30 |
ProfessionalClient |
Professional client |
FIX.4.4EP26 |
|
|
31 |
Location |
Location |
FIX.4.4EP26 |
|
|
32 |
ExecutionVenue |
Execution venue |
FIX.4.4EP26 |
|
|
33 |
CurrencyDeliveryIdentifier |
Currency delivery identifier |
FIX.5.0EP44 |
FIX.5.0SP2EP103 |
|
34 |
AddressCity |
Address City |
FIX.5.0SP2EP103 |
|
|
35 |
AddressStateOrProvince |
Address State/Province |
FIX.5.0SP2EP103 |
|
|
36 |
AddressPostalCode |
Address Postal Code |
FIX.5.0SP2EP103 |
|
|
37 |
AddressStreet |
Address Street |
FIX.5.0SP2EP103 |
|
|
38 |
AddressISOCountryCode |
Address Country (ISO country code) |
FIX.5.0SP2EP103 |
|
|
39 |
ISOCountryCode |
ISO country code |
FIX.5.0SP2EP103 |
|
|
40 |
MarketSegment |
Market segment |
FIX.5.0SP2EP105 |
FIX.5.0SP2EP187 |
|
41 |
CustomerAccountType |
Customer account type |
FIX.5.0SP2EP155 |
|
|
42 |
OmnibusAccount |
Omnibus account |
FIX.5.0SP2EP155 |
|
|
43 |
FundsSegregationType |
Funds segregation type |
FIX.5.0SP2EP155 |
FIX.5.0SP2EP204 |
|
44 |
GuaranteeFund |
Identifies a guarantee fund related to an account. Used when one account has multiple funds of collateral, each guaranteeing different positions. Can be used for PartyRole(452) = Customer Account(24). |
FIX.5.0SP2EP157 |
|
|
45 |
SwapDealer |
The US regulator's defined term for identifying the trade counterparty as "any person who holds itself out as a dealer in swaps, makes a market in swaps, regularly enters into swaps with counterparties as an ordinary course of business for its own account, or engages in activity causing itself to be commonly known in the trade as a dealer or market maker in swaps". |
FIX.5.0SP2EP161 |
FIX.5.0SP2EP192 |
|
46 |
MajorParticipant |
When PartySubID(523)=Y the counterparty is not the swap dealer but is a major swap participant as defined in the regulations. |
FIX.5.0SP2EP161 |
FIX.5.0SP2EP187 |
|
47 |
FinancialEntity |
When PartySubID(523)=Y the counterparty is neither a swap dealer nor a major swap participant but is a financial entity as defined in the regulations. |
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
48 |
USPerson |
A legal term referring to any U.S. person or legal entity anywhere in the world that should be taxed under U.S. law. |
FIX.5.0SP2EP161 |
|
|
49 |
ReportingEntityIndicator |
Indicates the entity obligated or delegated to report to their regulator, a non-regulatory agency or data repository. Set PartySubID(523)=Y if true. |
FIX.5.0SP2EP161 |
FIX.5.0SP2EP229 |
|
50 |
ElectedClearingRequirementException |
Elected clearing requirement exception |
FIX.5.0SP2EP161 |
|
|
51 |
BusinessCenter |
None |
FIX.5.0SP2EP161 |
|
|
52 |
ReferenceText |
Reference text |
FIX.5.0SP2EP161 |
|
|
53 |
ShortMarkingExemptAccount |
Short-marking exempt account |
FIX.5.0SP2EP164 |
|
|
54 |
ParentFirmIdentifier |
Implementation-specific identifier of this party's parent entity. |
FIX.5.0SP2EP169 |
|
|
55 |
ParentFirmName |
Full name of this party's parent entity. |
FIX.5.0SP2EP169 |
|
|
56 |
DealIdentifier |
The internal identifier assigned to the trade by this party, particularly by a Clearing Organization. |
FIX.5.0SP2EP169 |
|
|
57 |
SystemTradeID |
System trade identifier |
FIX.5.0SP2EP169 |
|
|
58 |
SystemTradeSubID |
System trade sub-identifier |
FIX.5.0SP2EP169 |
|
|
59 |
FCMCode |
The FCM's code or identifier in relation to the PartyRole(452). For example, if PartyRole(452) is the exchange or clearinghouse, the FCM code/ID specified in PartySubID(523) is the FCM's identifier at the exchange or clearinghouse. |
FIX.5.0SP2EP169 |
|
|
60 |
DlvryTrmlCode |
Usually used for gas delivery to identify whose account the gas is allocated to at the delivery terminal. Often referred to as "HUB" code. |
FIX.5.0SP2EP169 |
|
|
61 |
VolntyRptEntity |
The entity voluntarily reporting the trade to the regulator. Set PartySubID(523)=Y if true. |
FIX.5.0SP2EP169 |
|
|
62 |
RptObligJursdctn |
For a trade that falls under multiple jurisdictions this may be used to identify, through PartySubID(523), the reporting jurisdiction to which the party is obligated to report. |
FIX.5.0SP2EP169 |
|
|
63 |
VolntyRptJursdctn |
For a trade that falls under multiple jurisdictions this may be used to identify, through PartySubID(523), the regulatory jurisdiction to which the party is submitting a voluntary report. |
FIX.5.0SP2EP169 |
|
|
64 |
CompanyActivities |
For regulatory reporting. ID values include: A = Assurance undertaking authorized in accordance with Directive 2002/83/EC C=Credit institution authorized in accordance with Directive 2006/48/EC F=Investment firm in accordance with Directive 2004/39/EC I=Insurance undertaking authorized in accordance with Directive 73/239/EC L=Alternative investment fund managed by AIFMs authorized or registered in accordance with Directive 2011/61/EC O=Institution for occupational retirement provision within the meaning of Article 6(a0 of Directive 2003/41/EC R=Reinsurance undertaking authorized in accordance with Directive 2005/68/EC U=UCITS and its management company, authorized in accordance with Directive 2009/65/EC or blank in case of coverage by LEI or in case of non-financial counterparties. |
FIX.5.0SP2EP179 |
|
|
65 |
EEAreaDomiciled |
ID values: Y or N |
FIX.5.0SP2EP179 |
|
|
66 |
ContractLinked |
ID values: Y or N |
FIX.5.0SP2EP179 |
|
|
67 |
ContractAbove |
ID values: Y or N |
FIX.5.0SP2EP179 |
|
|
68 |
VolntyRptPty |
When PartySubID(523)=Y, identifies that the trading party is reporting voluntarily when VoluntaryRegulatoryReport(1935)=Y. |
FIX.5.0SP2EP187 |
|
|
69 |
EndUser |
When PartySubID(523)=Y, the counterparty is neither the swap dealer, major swap participant nor financial entity as defined in the regulations. |
FIX.5.0SP2EP187 |
|
|
70 |
LocationOrJurisdiction |
One or more instances may be used in combination with PartySubIDType(803) = 49 (Reporting entity indicator) or 102 (Data repository) to identify the jurisdiction, countries, regions or provinces for which the party is a reporting entity or data repository when that characteristic is ambiguous or where there are multiple locations. The party sub-ID value is either a jurisdiction acronym, a 2-character ISO 3166 country code, or a hyphenated combination of the country code and the standard post-office abbreviation for province, state or region if necessary. E.g. "US" for United States or "CA-QC" for Quebec Canada. |
FIX.5.0SP2EP192 |
FIX.5.0SP2EP193 |
|
71 |
DerivativesDealer |
Indicates whether the party is a derivatives dealer or not (Y/N). The Canadian regulator's defined term for identifying the trade counterparty as "a person or company engaging in or holding himself, herself or itself out as engaging in the business of trading in derivatives in Ontario as principal or agent". |
FIX.5.0SP2EP192 |
|
|
72 |
Domicile |
Country and optionally province, state or region of domicile. The party sub-ID value is either a 2-character ISO 3166 country code or a hyphenated combination of the country code and the standard post-office abbreviation of province, state or region if necessary. E.g. "US" for United States or "CA-QC" for Quebec Canada. |
FIX.5.0SP2EP192 |
|
|
73 |
ExemptFromRecognition |
Used with party role 21 "Clearing Organization" to indicate exemption (Y/N). Identifies a clearing agency as exempt from oversight in Ontario, i.e. one that 1) only provides limited services and does not present significant risks or 2) is foreign-based, indends to operate in Ontario but is subject to regulatory oversight in another jurisdiction. |
FIX.5.0SP2EP192 |
|
|
74 |
Payer |
Identifies the party as the payer of a particular payment stream or bullet payment by quoting the stream's StreamDesc(40051) (or LegStreamDesc(40243) or UnderlyingStreamDesc(40542)) or payment's PaymentDesc(43087) in the associated party sub-identifier field. |
FIX.5.0SP2EP203 |
|
|
75 |
Receiver |
Identifies the party as the receiver of a particular payment stream or bullet payment by quoting the stream's StreamDesc(40051) (or LegStreamDesc(40243) or UnderlyingStreamDesc(40542)) or payment's PaymentDesc(43087) in the associated party sub-identifier field. |
FIX.5.0SP2EP203 |
|
|
76 |
SystematicInternaliser |
In the context of ESMA reporting, this is used to indicate whether the specified party is a Systematic Internaliser or not for the security defined in the Instrument component (Y/N). |
FIX.5.0SP2EP228 |
|
|
77 |
PublishingEntityIndicator |
Indicates the entity obligated or delegated to publish to the market. Set PartySubID(523)=Y if true. |
FIX.5.0SP2EP229 |
|
|
78 |
FirstName |
The first name(s) of a natural person. If multiple names, separate entries by a comma. |
FIX.5.0SP2EP232 |
|
|
79 |
Surname |
The surname(s) or lastname(s) of a natural person. If multiple names, separate entries by a comma. |
FIX.5.0SP2EP232 |
|
|
80 |
DateOfBirth |
The date of birth of a natural person in the format YYYYMMDD. |
FIX.5.0SP2EP232 |
|
|
81 |
OrderTransmittingFirm |
Identifies whether the party specified in PartyID(448) is the firm that transmitted the order. In the context of RTS 22 Article 4, when "true" the PartySubID(523)=Y shall be set "by the transmitting firm within the transmitting firm's report where conditions for transmission specified in Article 4 were not satisfied." |
FIX.5.0SP2EP232 |
|
|
82 |
OrderTransmittingFirmBuyer |
Identifies the firm that transmitted the order for the buyer. In the context of ESMA RTS 22, PartySubID(523)=Y is used to indicate the firm identified in PartyID(448) is the firm that transmitted the order for the buyer. "This shall be populated by the receiving firm within the receiving firm's report with the identification code provided by the transmitting firm." |
FIX.5.0SP2EP232 |
|
|
83 |
OrderTransmitterSeller |
Identifies the order transmitting firm for the seller. In the context of ESMA RTS 22, PartySubID(523)=Y is used to indicate the firm identified in PartyID(448) is the firm that transmitted the order for the seller. "This shall be populated by the receiving firm within the receiving firm's report with the identification code provided by the transmitting firm." |
FIX.5.0SP2EP232 |
|
|
84 |
LegalEntityIdentifier |
Legal Entity Identifier (ISO 17442) LEI |
FIX.5.0SP2EP235 |
|
|
|
FIX.4.4 |
FIX.5.0SP2EP204 |
|
804 |
NoNestedPartySubIDs |
NumInGroup |
Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries
|
FIX.4.4 |
|
|
805 |
NestedPartySubIDType |
int |
Type of NestedPartySubID (545) value. Same values as PartySubIDType (803)
|
FIX.4.4 |
|
|
806 |
NoNested2PartySubIDs |
NumInGroup |
Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of .
|
FIX.4.4 |
|
|
807 |
Nested2PartySubIDType |
int |
Type of Nested2PartySubID (760) value. Second instance of . Same values as PartySubIDType (803)
|
FIX.4.4 |
|
|
808 |
AllocIntermedReqType |
int |
Response to allocation to be communicated to a counterparty through an intermediary, i.e. clearing house. Used in conjunction with AllocType = "Request to Intermediary" and AllocReportType = "Request to Intermediary"
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
PendingAccept |
Pending Accept |
FIX.4.4 |
|
|
2 |
PendingRelease |
Pending Release |
FIX.4.4 |
|
|
3 |
PendingReversal |
Pending Reversal |
FIX.4.4 |
|
|
4 |
Accept |
Accept |
FIX.4.4 |
|
|
5 |
BlockLevelReject |
Block Level Reject |
FIX.4.4 |
|
|
6 |
AccountLevelReject |
Account Level Reject |
FIX.4.4 |
|
|
|
FIX.4.4 |
|
|
809 |
NoUsernames |
NumInGroup |
Number of Usernames to which this this response is directed
|
FIX.4.4 |
|
|
810 |
UnderlyingPx |
Price |
Underlying price associate with a derivative instrument.
|
FIX.4.4 |
|
|
811 |
PriceDelta |
float |
The rate of change in the price of a derivative with respect to the movement in the price of the underlying instrument(s) upon which the derivative instrument price is based. This value is normally between -1.0 and 1.0.
|
FIX.4.4 |
|
|
812 |
ApplQueueMax |
int |
Used to specify the maximum number of application messages that can be queued bedore a corrective action needs to take place to resolve the queuing issue.
|
FIX.4.4 |
|
|
813 |
ApplQueueDepth |
int |
Current number of application messages that were queued at the time that the message was created by the counterparty.
|
FIX.4.4 |
|
|
814 |
ApplQueueResolution |
int |
Resolution taken when ApplQueueDepth (813) exceeds ApplQueueMax (812) or system specified maximum queue size.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
NoActionTaken |
No Action Taken |
FIX.4.4 |
|
|
1 |
QueueFlushed |
Queue Flushed |
FIX.4.4 |
|
|
2 |
OverlayLast |
Overlay Last |
FIX.4.4 |
|
|
3 |
EndSession |
End Session |
FIX.4.4 |
|
|
|
FIX.4.4 |
|
|
815 |
ApplQueueAction |
int |
Action to take to resolve an application message queue (backlog).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
NoActionTaken |
No Action Taken |
FIX.4.4 |
|
|
1 |
QueueFlushed |
Queue Flushed |
FIX.4.4 |
|
|
2 |
OverlayLast |
Overlay Last |
FIX.4.4 |
|
|
3 |
EndSession |
End Session |
FIX.4.4 |
|
|
|
FIX.4.4 |
|
|
816 |
NoAltMDSource |
NumInGroup |
Number of alternative market data sources
|
FIX.4.4 |
|
|
817 |
AltMDSourceID |
String |
Session layer source for market data (For the standard FIX session layer, this would be the TargetCompID (56) where market data can be obtained).
|
FIX.4.4 |
|
|
818 |
SecondaryTradeReportID |
String |
Secondary trade report identifier - can be used to associate an additional identifier with a trade.
|
FIX.4.4 |
|
FIX.5.0 |
819 |
AvgPxIndicator |
int |
Average pricing indicator.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
NoAveragePricing |
No average pricing |
FIX.4.4 |
FIX.5.0SP2EP141 |
|
1 |
Trade |
Trade is part of an average price group identified by the AvgPxGroupID(1731) |
FIX.4.4 |
FIX.5.0SP2EP141 |
|
2 |
LastTrade |
Last trade of the average price group identified by the AvgPxGroupID(1731) |
FIX.4.4 |
FIX.5.0SP2EP234 |
|
3 |
NotionalValueAveragePxGroupTrade |
A notional value average price (NVAP) group is effectively closed and available for allocation as long as the NVAP of the group is non-zero. |
FIX.5.0SP2EP239 |
|
|
4 |
AveragePricedTrade |
Trade is average priced |
FIX.5.0SP2EP240 |
|
|
|
FIX.4.4 |
FIX.5.0SP2EP239 |
|
820 |
TradeLinkID |
String |
Used to link a group of trades together.
|
FIX.4.4 |
FIX.5.0SP2EP141 |
|
821 |
OrderInputDevice |
String |
Specific device number, terminal number or station where order was entered
|
FIX.4.4 |
|
|
822 |
UnderlyingTradingSessionID |
String |
Trading Session in which the underlying instrument trades
|
FIX.4.4 |
|
|
823 |
UnderlyingTradingSessionSubID |
String |
Trading Session sub identifier in which the underlying instrument trades
|
FIX.4.4 |
|
|
824 |
TradeLegRefID |
String |
Reference to the leg of a multileg instrument to which this trade refers
|
FIX.4.4 |
|
|
825 |
ExchangeRule |
String |
Used to report any exchange rules that apply to this trade. Primarily intended for US futures markets. Certain trading practices are permitted by the CFTC, such as large lot trading, block trading, all or none trades. If the rules are used, the exchanges are required to indicate these rules on the trade.
|
FIX.4.4 |
|
|
826 |
TradeAllocIndicator |
int |
Identifies if, and how, the trade is to be allocated or split.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
AllocationNotRequired |
Allocation not required |
FIX.4.4 |
|
|
1 |
AllocationRequired |
Allocation required (give-up trade) allocation information not provided (incomplete) |
FIX.4.4 |
|
|
2 |
UseAllocationProvidedWithTheTrade |
Use allocation provided with the trade |
FIX.4.4 |
|
|
3 |
AllocationGiveUpExecutor |
Allocation give-up executor |
FIX.4.4EP4 |
|
|
4 |
AllocationFromExecutor |
Allocation from executor |
FIX.4.4EP4 |
|
|
5 |
AllocationToClaimAccount |
Allocation to claim account |
FIX.4.4EP4 |
|
|
6 |
TradeSplit |
Trade split |
FIX.5.0SP2EP141 |
|
|
|
FIX.4.4 |
FIX.5.0SP2EP141 |
|
827 |
ExpirationCycle |
int |
Part of trading cycle when an instrument expires. Field is applicable for derivatives.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
ExpireOnTradingSessionClose |
Expire on trading session close (default) |
FIX.4.4 |
|
|
1 |
ExpireOnTradingSessionOpen |
Expire on trading session open |
FIX.4.4 |
|
|
2 |
SpecifiedExpiration |
Trading eligibility expiration specified in the date and time fields [EventDate(866) and EventTime(1145)] associated with EventType(865)=7(Last Eligible Trade Date) |
FIX.5.0EP42 |
|
|
|
FIX.4.4 |
|
|
828 |
TrdType |
int |
Type of trade.
Note: several enumerations of this field duplicate the enumerations in TradePriceConditions(1839) field. These may be deprecated from TrdType(828) in the future. TradePriceConditions(1839) is preferred in messages that support it.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
RegularTrade |
Regular trade |
FIX.4.4 |
FIX.5.0SP2EP141 |
|
1 |
BlockTrade |
Block trade |
FIX.4.4 |
FIX.5.0SP2EP141 |
|
2 |
EFP |
Exchange for physical (EFP) |
FIX.4.4 |
FIX.5.0SP2EP141 |
|
3 |
Transfer |
Transfer |
FIX.4.4 |
|
|
4 |
LateTrade |
Late trade |
FIX.4.4 |
FIX.5.0SP2EP141 |
|
5 |
TTrade |
T trade |
FIX.4.4 |
FIX.5.0SP2EP141 |
|
6 |
WeightedAveragePriceTrade |
Weighted average price trade |
FIX.4.4 |
FIX.5.0SP2EP141 |
|
7 |
BunchedTrade |
Bunched trade |
FIX.4.4 |
FIX.5.0SP2EP141 |
|
8 |
LateBunchedTrade |
Late bunched trade |
FIX.4.4 |
FIX.5.0SP2EP141 |
|
9 |
PriorReferencePriceTrade |
Prior reference price trade |
FIX.4.4 |
FIX.5.0SP2EP141 |
|
10 |
AfterHoursTrade |
After hours trade |
FIX.4.4 |
FIX.5.0SP2EP141 |
|
11 |
ExchangeForRisk |
Exchange for risk (EFR) |
FIX.4.4EP5 |
FIX.5.0SP2EP141 |
|
12 |
ExchangeForSwap |
Exchange for swap (EFS) |
FIX.4.4EP5 |
FIX.5.0SP2EP141 |
|
13 |
ExchangeOfFuturesFor |
For example full sized for mini. |
FIX.4.4EP5 |
FIX.5.0SP2EP141 |
|
14 |
ExchangeOfOptionsForOptions |
Exchange of options for options (EOO) |
FIX.4.4EP5 |
FIX.5.0SP2EP141 |
|
15 |
TradingAtSettlement |
Trading at settlement |
FIX.4.4EP5 |
FIX.5.0SP2EP141 |
|
16 |
AllOrNone |
All or none |
FIX.4.4EP5 |
FIX.5.0SP2EP141 |
|
17 |
FuturesLargeOrderExecution |
Futures large order execution |
FIX.4.4EP5 |
FIX.5.0SP2EP141 |
|
18 |
ExchangeOfFuturesForFutures |
Exchange of futures for external market futures (EFF) |
FIX.4.4EP5 |
FIX.5.0SP2EP141 |
|
19 |
OptionInterimTrade |
Option interim trade |
FIX.4.4EP5 |
FIX.5.0SP2EP141 |
|
20 |
OptionCabinetTrade |
Option cabinet trade |
FIX.4.4EP5 |
FIX.5.0SP2EP141 |
|
22 |
PrivatelyNegotiatedTrades |
Privately negotiated trade |
FIX.4.4EP19 |
FIX.5.0SP2EP141 |
|
23 |
SubstitutionOfFuturesForForwards |
Substitution of futures for forwards |
FIX.4.4EP19 |
FIX.5.0SP2EP141 |
|
48 |
NonStandardSettlement |
Non-standard settlement |
FIX.5.0EP47 |
|
|
49 |
DerivativeRelatedTransaction |
Derivative related transaction |
FIX.5.0EP47 |
FIX.5.0SP2EP141 |
|
50 |
PortfolioTrade |
Portfolio trade |
FIX.5.0EP47 |
FIX.5.0SP2EP141 |
|
51 |
VolumeWeightedAverageTrade |
Volume weighted average trade |
FIX.5.0EP47 |
FIX.5.0SP2EP141 |
|
52 |
ExchangeGrantedTrade |
Exchange granted trade |
FIX.5.0EP47 |
FIX.5.0SP2EP141 |
|
53 |
RepurchaseAgreement |
Repurchase agreement |
FIX.5.0EP47 |
FIX.5.0SP2EP141 |
|
54 |
OTC |
Trade executed off-market. In the context of CFTC regulatory reporting for swaps, it is a large notional off-facility swap. In the context of MiFID transparency reporting rules this is used to report, into an exchange, deals made outside exchange rules. |
FIX.5.0EP47 |
FIX.5.0SP2EP177 |
|
55 |
ExchangeBasisFacility |
Exchange basis facility (EBF) |
FIX.5.0EP55 |
FIX.5.0SP2EP141 |
|
24 |
ErrorTrade |
Error trade |
FIX.4.4EP26 |
|
|
25 |
SpecialCumDividend |
Special cum dividend (CD) |
FIX.4.4EP26 |
|
|
26 |
SpecialExDividend |
Special ex dividend (XD) |
FIX.4.4EP26 |
|
|
27 |
SpecialCumCoupon |
Special cum coupon (CC) |
FIX.4.4EP26 |
|
|
28 |
SpecialExCoupon |
Special ex coupon (XC) |
FIX.4.4EP26 |
|
|
29 |
CashSettlement |
Cash settlement (CS) |
FIX.4.4EP26 |
|
|
30 |
SpecialPrice |
Usually net or all-in price. |
FIX.4.4EP26 |
FIX.5.0SP2EP141 |
|
31 |
GuaranteedDelivery |
Guaranteed delivery (GD) |
FIX.4.4EP26 |
|
|
32 |
SpecialCumRights |
Special cum rights (CR) |
FIX.4.4EP26 |
|
|
33 |
SpecialExRights |
Special ex rights (XR) |
FIX.4.4EP26 |
|
|
34 |
SpecialCumCapitalRepayments |
Special cum capital repayments (CP) |
FIX.4.4EP26 |
|
|
35 |
SpecialExCapitalRepayments |
Special ex capital repayments (XP) |
FIX.4.4EP26 |
|
|
36 |
SpecialCumBonus |
Special cum bonus (CB) |
FIX.4.4EP26 |
|
|
37 |
SpecialExBonus |
Special ex bonus (XB) |
FIX.4.4EP26 |
|
|
38 |
LargeTrade |
The same as large trade. |
FIX.4.4EP26 |
FIX.5.0SP2EP141 |
|
39 |
WorkedPrincipalTrade |
Worked principal trade |
FIX.4.4EP26 |
FIX.5.0SP2EP141 |
|
40 |
BlockTrades |
Block trades |
FIX.4.4EP26 |
FIX.5.0SP2EP141 |
|
41 |
NameChange |
Name change |
FIX.4.4EP26 |
|
|
42 |
PortfolioTransfer |
Portfolio transfer |
FIX.4.4EP26 |
|
|
43 |
ProrogationBuy |
Used by Euronext Paris only. Is used to defer settlement under French SRD (deferred settlement system). Trades must be reported as crosses at zero price. |
FIX.4.4EP26 |
FIX.5.0SP2EP141 |
|
44 |
ProrogationSell |
See prorogation buy. |
FIX.4.4EP26 |
FIX.5.0SP2EP141 |
|
45 |
OptionExercise |
Option exercise |
FIX.4.4EP26 |
|
|
46 |
DeltaNeutralTransaction |
Delta neutral transaction |
FIX.4.4EP26 |
|
|
47 |
FinancingTransaction |
Financing transaction |
FIX.4.4EP26 |
FIX.5.0SP2EP141 |
|
56 |
OpeningTrade |
Opening trade |
FIX.5.0SP2EP104 |
FIX.5.0SP2EP141 |
|
57 |
NettedTrade |
Netted trade |
FIX.5.0SP2EP141 |
|
|
58 |
BlockSwapTrade |
Block trade executed off-market or on a registered market. In the context of CFTC regulatory reporting for swaps, it is a swap executed according to SEF or DCM rules. |
FIX.5.0SP2EP161 |
FIX.5.0SP2EP177 |
|
61 |
GiveUpGiveInTrade |
Give-up Give-in trade |
FIX.5.0SP2EP163 |
|
|
62 |
DarkTrade |
A Market Model Typology dark trade might also come from a lit/hybrid book, when an aggressive lit order hits a resting dark order. |
FIX.5.0SP2EP163 |
|
|
63 |
TechnicalTrade |
Technical trade |
FIX.5.0SP2EP163 |
|
|
64 |
Benchmark |
For Market Model Typology (MMT) the "benchmark" price depends on a benchmark which has no current price but was derived from a time series such as a VWAP. |
FIX.5.0SP2EP163 |
FIX.5.0SP2EP216 |
|
59 |
CreditEventTrade |
Credit event trade |
FIX.5.0SP2EP165 |
FIX.5.0SP2EP169 |
|
60 |
SuccessionEventTrade |
Succession event trade |
FIX.5.0SP2EP165 |
FIX.5.0SP2EP169 |
|
65 |
PackageTrade |
Identifies the pseudo-trade of a stream or collection of trades to be cleared and be reported as an atomic unit. The subsequent actual trades reported should not have this value. |
FIX.5.0SP2EP192 |
|
|
|
FIX.4.4 |
FIX.5.0SP2EP141 |
|
829 |
TrdSubType |
int |
Further qualification to the trade type
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
CMTA |
CMTA |
FIX.4.4EP4 |
|
|
1 |
InternalTransferOrAdjustment |
Internal transfer or adjustment |
FIX.4.4EP4 |
|
|
2 |
ExternalTransferOrTransferOfAccount |
External transfer or transfer of account |
FIX.4.4EP4 |
|
|
3 |
RejectForSubmittingSide |
Reject for submitting side |
FIX.4.4EP4 |
|
|
4 |
AdvisoryForContraSide |
Advisory for contra side |
FIX.4.4EP4 |
|
|
5 |
OffsetDueToAnAllocation |
Offset due to an allocation |
FIX.4.4EP5 |
|
|
6 |
OnsetDueToAnAllocation |
Onset due to an allocation |
FIX.4.4EP5 |
FIX.5.0SP1EP95 |
|
7 |
DifferentialSpread |
Differential spread |
FIX.4.4EP5 |
|
|
8 |
ImpliedSpreadLegExecutedAgainstAnOutright |
Implied spread leg executed against an outright |
FIX.4.4EP5 |
|
|
9 |
TransactionFromExercise |
Transaction from exercise |
FIX.4.4EP5 |
|
|
10 |
TransactionFromAssignment |
Transaction from assignment |
FIX.4.4EP5 |
|
|
11 |
ACATS |
ACATS |
FIX.4.4EP8 |
|
|
33 |
OffHoursTrade |
Off Hours Trade |
FIX.5.0EP61 |
|
|
34 |
OnHoursTrade |
On Hours Trade |
FIX.5.0EP61 |
|
|
35 |
OTCQuote |
OTC Quote |
FIX.5.0EP61 |
|
|
36 |
ConvertedSWAP |
Converted SWAP |
FIX.5.0EP-1 |
|
|
14 |
AI |
AI (Automated input facility disabled in response to an exchange request.) |
FIX.4.4EP26 |
|
|
15 |
B |
B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.) |
FIX.4.4EP26 |
|
|
16 |
K |
K (Transaction using block trade facility.) |
FIX.4.4EP26 |
|
|
17 |
LC |
LC (Correction submitted more than three days after publication of the original trade report.) |
FIX.4.4EP26 |
|
|
18 |
M |
M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.) |
FIX.4.4EP26 |
|
|
19 |
N |
N (Non-protected portfolio transaction or a fully disclosed portfolio transaction) |
FIX.4.4EP26 |
|
|
20 |
NM |
NM ( i) transaction where Exchange has granted permission for non-publication ii)IDB is reporting as seller iii) submitting a transaction report to the Exchange, where the transaction report is not also a trade report.) |
FIX.4.4EP26 |
|
|
21 |
NR |
NR (Non-risk transaction in a SEATS security other than an AIM security) |
FIX.4.4EP26 |
|
|
22 |
P |
P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities) |
FIX.4.4EP26 |
|
|
23 |
PA |
PA (Protected transaction notification) |
FIX.4.4EP26 |
|
|
24 |
PC |
PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system) |
FIX.4.4EP26 |
|
|
25 |
PN |
PN (Worked principal notification for a portfolio transaction which includes order book securities) |
FIX.4.4EP26 |
|
|
26 |
R |
R ( (i) riskless principal transaction between non-members where the buying and selling transactions are executed at different prices or on different terms (requires a trade report with trade type indicator R for each transaction) (ii) market maker is reporting all the legs of a riskless principal transaction where the buying and selling transactions are executed at different prices (requires a trade report with trade type indicator R for each transaction)or (iii) market maker is reporting the onward leg of a riskless principal transaction where the legs are executed at different prices, and another market maker has submitted a trade report using trade type indicator M for the first leg (this requires a single trade report with trade type indicator R).) |
FIX.4.4EP26 |
|
|
27 |
RO |
RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant) |
FIX.4.4EP26 |
|
|
28 |
RT |
RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security) |
FIX.4.4EP26 |
|
|
29 |
SW |
SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock)) |
FIX.4.4EP26 |
|
|
30 |
T |
T (If reporting a single protected transaction) |
FIX.4.4EP26 |
|
|
31 |
WN |
WN (Worked principal notification for a single order book security) |
FIX.4.4EP26 |
|
|
32 |
WT |
WT (Worked principal transaction (other than a portfolio transaction)) |
FIX.4.4EP26 |
|
|
37 |
CrossedTrade |
Crossed Trade (X) |
FIX.5.0EP-1 |
|
|
38 |
InterimProtectedTrade |
Interim Protected Trade (I) |
FIX.5.0EP-1 |
|
|
39 |
LargeInScale |
Large in Scale (L) |
FIX.5.0EP-1 |
|
|
40 |
WashTrade |
Wash Trade |
FIX.5.0SP2EP101 |
|
|
41 |
TradeAtSettlement |
Identifies a trade that will be priced using the settlement price. |
FIX.5.0SP2EP107 |
FIX.5.0SP2EP227 |
|
43 |
TradeAtMarker |
Posted at a specific time each day and used to price the consummated trade for the product/month/strip executed (+/- and differentials). Closely related to TAS trades in function and trade practice. |
FIX.5.0SP2EP107 |
FIX.5.0SP2EP227 |
|
42 |
AuctionTrade |
Mutually exclusive with TrdSubType(829) = 50 (Balancing). |
FIX.5.0SP2EP114 |
FIX.5.0SP2EP227 |
|
44 |
CreditDefault |
Default (Credit Event) |
FIX.5.0SP2EP165 |
|
|
45 |
CreditRestructuring |
Restructuring (credit event) |
FIX.5.0SP2EP165 |
|
|
46 |
Merger |
Merger (succession event) |
FIX.5.0SP2EP165 |
|
|
47 |
SpinOff |
Spin-off (succession event) |
FIX.5.0SP2EP165 |
|
|
48 |
MultilateralCompression |
A subtype of TrdType(828) = 57 (Netted trade) in order to identify a special case of compression. |
FIX.5.0SP2EP201 |
|
|
50 |
Balancing |
Identifies an additional trade distributed to auction participants meant to resolve an imbalance between bids and offers. Mutually exclusive with TrdSubType(829) = 42 =(Auction). |
FIX.5.0SP2EP227 |
|
|
51 |
BasisTradeIndexClose |
The marketplace name given to Trade at Marker (TAM) transactions in equity index futures. |
FIX.5.0SP2EP227 |
|
|
52 |
TradeAtCashOpen |
The marketplace name given to trading futures based on an opening quote of the underlying cash market. |
FIX.5.0SP2EP243 |
|
|
|
FIX.4.4 |
|
|
830 |
TransferReason |
String |
Reason trade is being transferred
|
FIX.4.4 |
|
|
832 |
TotNumAssignmentReports |
int |
Total Number of Assignment Reports being returned to a firm
|
FIX.4.4 |
|
|
833 |
AsgnRptID |
String |
Unique identifier for the Assignment Report
|
FIX.4.4 |
|
|
834 |
ThresholdAmount |
PriceOffset |
Amount that a position has to be in the money before it is exercised.
|
FIX.4.4 |
|
|
835 |
PegMoveType |
int |
Describes whether peg is static or floats
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Floating |
Floating (default) |
FIX.4.4 |
|
|
1 |
Fixed |
Fixed |
FIX.4.4 |
|
|
|
FIX.4.4 |
|
|
836 |
PegOffsetType |
int |
Type of Peg Offset value
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Price |
Price (default) |
FIX.4.4 |
|
|
1 |
BasisPoints |
Basis Points |
FIX.4.4 |
|
|
2 |
Ticks |
Ticks |
FIX.4.4 |
|
|
3 |
PriceTier |
Price Tier / Level |
FIX.4.4 |
|
|
4 |
Percentage |
Percentage |
FIX.5.0SP2EP223 |
|
|
|
FIX.4.4 |
|
|
837 |
PegLimitType |
int |
Type of Peg Limit
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
OrBetter |
Or better (default) - price improvement allowed |
FIX.4.4 |
|
|
1 |
Strict |
Strict - limit is a strict limit |
FIX.4.4 |
|
|
2 |
OrWorse |
Or worse - for a buy the peg limit is a minimum and for a sell the peg limit is a maximum (for use for orders which have a price range) |
FIX.4.4 |
|
|
|
FIX.4.4 |
|
|
838 |
PegRoundDirection |
int |
If the calculated peg price is not a valid tick price, specifies whether to round the price to be more or less aggressive
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
MoreAggressive |
More aggressive - on a buy order round the price up to the nearest tick; on a sell order round down to the nearest tick |
FIX.4.4 |
|
|
2 |
MorePassive |
More passive - on a buy order round down to the nearest tick; on a sell order round up to the nearest tick |
FIX.4.4 |
|
|
|
FIX.4.4 |
|
|
839 |
PeggedPrice |
Price |
The price the order is currently pegged at
|
FIX.4.4 |
|
|
840 |
PegScope |
int |
The scope of the peg
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Local |
Local (Exchange, ECN, ATS) |
FIX.4.4 |
|
|
2 |
National |
National |
FIX.4.4 |
|
|
3 |
Global |
Global |
FIX.4.4 |
|
|
4 |
NationalExcludingLocal |
National excluding local |
FIX.4.4 |
|
|
|
FIX.4.4 |
|
|
841 |
DiscretionMoveType |
int |
Describes whether discretionay price is static or floats
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Floating |
Floating (default) |
FIX.4.4 |
|
|
1 |
Fixed |
Fixed |
FIX.4.4 |
|
|
|
FIX.4.4 |
|
|
842 |
DiscretionOffsetType |
int |
Type of Discretion Offset value
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Price |
Price (default) |
FIX.4.4 |
|
|
1 |
BasisPoints |
Basis Points |
FIX.4.4 |
|
|
2 |
Ticks |
Ticks |
FIX.4.4 |
|
|
3 |
PriceTier |
Price Tier / Level |
FIX.4.4 |
|
|
|
FIX.4.4 |
|
|
843 |
DiscretionLimitType |
int |
Type of Discretion Limit
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
OrBetter |
Or better (default) - price improvement allowed |
FIX.4.4 |
|
|
1 |
Strict |
Strict - limit is a strict limit |
FIX.4.4 |
|
|
2 |
OrWorse |
Or worse - for a buy the discretion price is a minimum and for a sell the discretion price is a maximum (for use for orders which have a price range) |
FIX.4.4 |
|
|
|
FIX.4.4 |
|
|
844 |
DiscretionRoundDirection |
int |
If the calculated discretionary price is not a valid tick price, specifies whether to round the price to be more or less aggressive
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
MoreAggressive |
More aggressive - on a buy order round the price up to the nearest tick; on a sell round down to the nearest tick |
FIX.4.4 |
|
|
2 |
MorePassive |
More passive - on a buy order round down to the nearest tick; on a sell order round up to the nearest tick |
FIX.4.4 |
|
|
|
FIX.4.4 |
|
|
845 |
DiscretionPrice |
Price |
The current discretionary price of the order
|
FIX.4.4 |
|
|
846 |
DiscretionScope |
int |
The scope of the discretion
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Local |
Local (Exchange, ECN, ATS) |
FIX.4.4 |
|
|
2 |
National |
National |
FIX.4.4 |
|
|
3 |
Global |
Global |
FIX.4.4 |
|
|
4 |
NationalExcludingLocal |
National excluding local |
FIX.4.4 |
|
|
|
FIX.4.4 |
|
|
847 |
TargetStrategy |
int |
The target strategy of the order 1000+ = Reserved and available for bi-laterally agreed upon user defined values
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
VWAP |
VWAP |
FIX.4.4 |
|
|
2 |
Participate |
Participate (i.e. aim to be x percent of the market volume) |
FIX.4.4 |
|
|
3 |
MininizeMarketImpact |
Mininize market impact |
FIX.4.4 |
|
|
|
FIX.4.4 |
|
|
848 |
TargetStrategyParameters |
String |
Field to allow further specification of the TargetStrategy - usage to be agreed between counterparties
|
FIX.4.4 |
|
FIX.5.0 |
849 |
ParticipationRate |
Percentage |
For a TargetStrategy=Participate order specifies the target particpation rate. For other order types this is a volume limit (i.e. do not be more than this percent of the market volume)
|
FIX.4.4 |
|
FIX.5.0 |
850 |
TargetStrategyPerformance |
float |
For communication of the performance of the order versus the target strategy
|
FIX.4.4 |
|
|
851 |
LastLiquidityInd |
int |
Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
AddedLiquidity |
Added Liquidity |
FIX.4.4 |
|
|
2 |
RemovedLiquidity |
Removed Liquidity |
FIX.4.4 |
|
|
3 |
LiquidityRoutedOut |
Liquidity Routed Out |
FIX.4.4 |
|
|
4 |
Auction |
Auction |
FIX.5.0EP57 |
|
|
5 |
TriggeredStopOrder |
Fill was the result of a stop order being triggered and immediately executed. |
FIX.5.0SP2EP223 |
|
|
6 |
TriggeredContingencyOrder |
Fill was the result of a contingency order (OCO, OTO, OUO) becoming active (after cancelling or updating another order) and being immediately executed. |
FIX.5.0SP2EP223 |
|
|
7 |
TriggeredMarketOrder |
Fill was the result of a market order being triggered due to an executable orderbook situation. |
FIX.5.0SP2EP223 |
|
|
|
FIX.4.4 |
FIX.5.0SP2EP223 |
|
852 |
PublishTrdIndicator |
Boolean |
Indicates if a trade should be reported via a market reporting service.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
N |
DoNotReportTrade |
Do Not Report Trade |
FIX.4.4 |
|
|
Y |
ReportTrade |
Report Trade |
FIX.4.4 |
|
|
|
FIX.4.4 |
|
FIX.5.0 |
853 |
ShortSaleReason |
int |
Reason for short sale.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
DealerSoldShort |
Dealer Sold Short |
FIX.4.4 |
|
|
1 |
DealerSoldShortExempt |
Dealer Sold Short Exempt |
FIX.4.4 |
|
|
2 |
SellingCustomerSoldShort |
Selling Customer Sold Short |
FIX.4.4 |
|
|
3 |
SellingCustomerSoldShortExempt |
Selling Customer Sold Short Exempt |
FIX.4.4 |
|
|
4 |
QualifiedServiceRepresentative |
Qualified Service Representative (QSR) or Automatic Give-up (AGU) Contra Side Sold Short |
FIX.4.4 |
|
|
5 |
QSROrAGUContraSideSoldShortExempt |
QSR or AGU Contra Side Sold Short Exempt |
FIX.4.4 |
|
|
|
FIX.4.4 |
|
|
854 |
QtyType |
int |
Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Units |
Units (shares, par, currency) |
FIX.4.4 |
|
|
1 |
Contracts |
Contracts |
FIX.4.4 |
FIX.5.0SP2EP107 |
|
2 |
UnitsOfMeasurePerTimeUnit |
Unit of Measure per Time Unit |
FIX.4.4EP5 |
FIX.5.0SP2EP107 |
|
|
FIX.4.4 |
FIX.5.0SP2EP107 |
|
855 |
SecondaryTrdType |
int |
Additional TrdType(828) assigned to a trade by trade match system.
|
FIX.4.4 |
|
|
856 |
TradeReportType |
int |
Type of Trade Report
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Submit |
Submit |
FIX.4.4 |
|
|
1 |
Alleged |
Alleged |
FIX.4.4 |
|
|
2 |
Accept |
Accept |
FIX.4.4 |
|
|
3 |
Decline |
Decline |
FIX.4.4 |
|
|
4 |
Addendum |
Used to provide material supplemental data to a previously submitted trade. |
FIX.4.4 |
FIX.5.0SP2EP241 |
|
5 |
No |
Used to report a full replacement of a previously submitted trade. |
FIX.4.4 |
FIX.5.0SP2EP241 |
|
6 |
TradeReportCancel |
Trade Report Cancel |
FIX.4.4 |
|
|
7 |
LockedIn |
(Locked-In) Trade Break |
FIX.4.4 |
|
|
8 |
Defaulted |
Defaulted |
FIX.4.4EP4 |
|
|
9 |
InvalidCMTA |
Invalid CMTA |
FIX.4.4EP8 |
|
|
10 |
Pended |
Pended |
FIX.4.4EP23 |
|
|
11 |
AllegedNew |
Alleged New |
FIX.4.4EP23 |
|
|
12 |
AllegedAddendum |
Alleged Addendum |
FIX.4.4EP23 |
|
|
13 |
AllegedNo |
Alleged No/Was |
FIX.4.4EP23 |
|
|
14 |
AllegedTradeReportCancel |
Alleged Trade Report Cancel |
FIX.4.4EP23 |
|
|
15 |
AllegedTradeBreak |
Alleged (Locked-In) Trade Break |
FIX.4.4EP23 |
|
|
16 |
Verify |
Used in reports from a trading party to the SDR to confirm trade details. Omit RegulatoryReportType(1934). |
FIX.5.0SP2EP187 |
|
|
17 |
Dispute |
Used in reports from a trading party to the SDR to dispute trade details. Omit RegulatoryReportType(1934). |
FIX.5.0SP2EP187 |
|
|
18 |
NonMaterialUpdate |
Used to provide non-material supplemental data to a previously submitted trade. |
FIX.5.0SP2EP241 |
|
|
|
FIX.4.4 |
|
|
857 |
AllocNoOrdersType |
int |
Indicates how the orders being booked and allocated by an AllocationInstruction or AllocationReport message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components, or not identified explicitly.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
NotSpecified |
Not specified |
FIX.4.4 |
FIX.5.0SP2EP118 |
|
1 |
ExplicitListProvided |
Explicit list provided |
FIX.4.4 |
FIX.5.0SP2EP118 |
|
|
FIX.4.4 |
FIX.5.0SP2EP118 |
|
858 |
SharedCommission |
Amt |
Commission to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement.
|
FIX.4.4 |
|
|
859 |
ConfirmReqID |
String |
Unique identifier for a Confirmation Request message
|
FIX.4.4 |
|
|
860 |
AvgParPx |
Price |
Used to express average price as percent of par (used where AvgPx field is expressed in some other way)
|
FIX.4.4 |
|
|
861 |
ReportedPx |
Price |
Reported price (used to differentiate from AvgPx on a confirmation of a marked-up or marked-down principal trade)
|
FIX.4.4 |
|
|
862 |
NoCapacities |
NumInGroup |
Number of repeating OrderCapacity entries.
|
FIX.4.4 |
|
|
863 |
OrderCapacityQty |
Qty |
Quantity executed under a specific OrderCapacity (e.g. quantity executed as agent, quantity executed as principal)
|
FIX.4.4 |
|
|
864 |
NoEvents |
NumInGroup |
Number of repeating EventType entries.
|
FIX.4.4 |
|
|
865 |
EventType |
int |
Code to represent the type of event
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Put |
Put |
FIX.4.4 |
|
|
2 |
Call |
Call |
FIX.4.4 |
|
|
3 |
Tender |
Tender |
FIX.4.4 |
|
|
4 |
SinkingFundCall |
Sinking fund call |
FIX.4.4 |
FIX.5.0SP2EP138 |
|
5 |
Activation |
Activation |
FIX.4.4EP8 |
|
|
6 |
Inactiviation |
Inactivation |
FIX.4.4EP8 |
FIX.5.0SP2EP137 |
|
7 |
LastEligibleTradeDate |
Last eligible trade date |
FIX.5.0EP42 |
FIX.5.0SP2EP138 |
|
8 |
SwapStartDate |
Swap start date |
FIX.5.0EP52 |
FIX.5.0SP2EP138 |
|
9 |
SwapEndDate |
Swap end date |
FIX.5.0EP52 |
FIX.5.0SP2EP169 |
|
10 |
SwapRollDate |
Swap roll date |
FIX.5.0EP52 |
FIX.5.0SP2EP138 |
|
11 |
SwapNextStartDate |
Swap next start date |
FIX.5.0EP52 |
FIX.5.0SP2EP138 |
|
12 |
SwapNextRollDate |
Swap next roll date |
FIX.5.0EP52 |
FIX.5.0SP2EP138 |
|
13 |
FirstDeliveryDate |
First delivery date |
FIX.5.0EP52 |
FIX.5.0SP2EP138 |
|
14 |
LastDeliveryDate |
Last delivery date |
FIX.5.0EP52 |
FIX.5.0SP2EP138 |
|
15 |
InitialInventoryDueDate |
Initial inventory due date |
FIX.5.0EP52 |
FIX.5.0SP2EP138 |
|
16 |
FinalInventoryDueDate |
Final inventory due date |
FIX.5.0EP52 |
FIX.5.0SP2EP138 |
|
17 |
FirstIntentDate |
First intent date |
FIX.5.0EP52 |
FIX.5.0SP2EP138 |
|
18 |
LastIntentDate |
Last intent date |
FIX.5.0EP52 |
FIX.5.0SP2EP138 |
|
19 |
PositionRemovalDate |
Position removal date |
FIX.5.0EP52 |
FIX.5.0SP2EP138 |
|
99 |
Other |
Other |
FIX.4.4 |
|
|
20 |
MinimumNotice |
Minimum notice |
FIX.5.0SP2EP132 |
|
|
21 |
DeliveryStartTime |
Delivery start time |
FIX.5.0SP2EP137 |
FIX.5.0SP2EP228 |
|
22 |
DeliveryEndTime |
Delivery end time |
FIX.5.0SP2EP137 |
|
|
23 |
FirstNoticeDate |
The first day that a notice of intent to deliver a commodity can be made by a clearing house to a buyer in fulfillment of a given month's futures contract. |
FIX.5.0SP2EP138 |
|
|
24 |
LastNoticeDate |
The last day on which a clearing house may inform an investor that a seller intends to make delivery of a commodity that the investor previously bought in a futures contract. The date is governed by the rules of different exchanges and clearing houses, but may also be stated in the futures contract itself. |
FIX.5.0SP2EP138 |
|
|
25 |
FirstExerciseDate |
First exercise date |
FIX.5.0SP2EP161 |
|
|
26 |
RedemptionDate |
Redemption date |
FIX.5.0SP2EP161 |
|
|
27 |
TrdCntntnEfctvDt |
Trade continuation effective date |
FIX.5.0SP2EP169 |
|
|
|
FIX.4.4 |
|
|
866 |
EventDate |
LocalMktDate |
Date of event
|
FIX.4.4 |
|
|
867 |
EventPx |
Price |
Predetermined price of issue at event, if applicable
|
FIX.4.4 |
|
|
868 |
EventText |
String |
Comments related to the event.
|
FIX.4.4 |
|
|
869 |
PctAtRisk |
Percentage |
Percent at risk due to lowest possible call.
|
FIX.4.4 |
|
|
870 |
NoInstrAttrib |
NumInGroup |
Number of repeating InstrAttribType entries.
|
FIX.4.4 |
|
|
871 |
InstrAttribType |
int |
Code to represent the type of instrument attribute
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Flat |
Flat (securities pay interest on a current basis but are traded without interest) |
FIX.4.4 |
|
|
2 |
ZeroCoupon |
Zero coupon |
FIX.4.4 |
|
|
3 |
InterestBearing |
Interest bearing (for Euro commercial paper when not issued at discount) |
FIX.4.4 |
|
|
4 |
NoPeriodicPayments |
No periodic payments |
FIX.4.4 |
|
|
5 |
VariableRate |
Variable rate |
FIX.4.4 |
|
|
6 |
LessFeeForPut |
Less fee for put |
FIX.4.4 |
|
|
7 |
SteppedCoupon |
Stepped coupon |
FIX.4.4 |
|
|
8 |
CouponPeriod |
Supply redemption date in the InstrAttribValue(872) field. |
FIX.4.4 |
FIX.5.0SP2EP138 |
|
9 |
When |
When [and if] issued |
FIX.4.4 |
|
|
10 |
OriginalIssueDiscount |
Original issue discount |
FIX.4.4 |
|
|
11 |
Callable |
Callable, puttable |
FIX.4.4 |
|
|
12 |
EscrowedToMaturity |
Escrowed to Maturity |
FIX.4.4 |
|
|
13 |
EscrowedToRedemptionDate |
Supply redemption date in the InstrAttribValue(872) field. |
FIX.4.4 |
FIX.5.0SP2EP138 |
|
14 |
PreRefunded |
Pre-refunded |
FIX.4.4 |
|
|
15 |
InDefault |
In default |
FIX.4.4 |
|
|
16 |
Unrated |
Unrated |
FIX.4.4 |
|
|
17 |
Taxable |
Taxable |
FIX.4.4 |
|
|
18 |
Indexed |
Indexed |
FIX.4.4 |
|
|
19 |
SubjectToAlternativeMinimumTax |
Subject To Alternative Minimum Tax |
FIX.4.4 |
|
|
20 |
OriginalIssueDiscountPrice |
Supply price in the InstrAttribValue(872) field. |
FIX.4.4 |
FIX.5.0SP2EP138 |
|
21 |
CallableBelowMaturityValue |
Callable below maturity value |
FIX.4.4 |
|
|
22 |
CallableWithoutNotice |
Callable without notice by mail to holder unless registered |
FIX.4.4 |
|
|
23 |
PriceTickRulesForSecurity |
Price tick rules for security |
FIX.5.0EP42 |
FIX.5.0SP2EP138 |
|
24 |
TradeTypeEligibilityDetailsForSecurity |
Trade type eligibility details for security |
FIX.5.0EP42 |
FIX.5.0SP2EP138 |
|
25 |
InstrumentDenominator |
Instrument denominator |
FIX.5.0EP52 |
FIX.5.0SP2EP138 |
|
26 |
InstrumentNumerator |
Instrument numerator |
FIX.5.0EP52 |
FIX.5.0SP2EP138 |
|
27 |
InstrumentPricePrecision |
Instrument price precision |
FIX.5.0EP52 |
FIX.5.0SP2EP138 |
|
28 |
InstrumentStrikePrice |
Instrument strike price |
FIX.5.0EP52 |
FIX.5.0SP2EP138 |
|
29 |
TradeableIndicator |
Tradeable indicator |
FIX.5.0EP52 |
FIX.5.0SP2EP138 |
|
99 |
Text |
Supply the text value in InstrAttribValue(872). |
FIX.4.4 |
FIX.5.0SP2EP138 |
|
30 |
InstrumentEligibleAnonOrders |
Instrument is eligible to accept anonymous orders |
FIX.5.0SP2EP101 |
|
|
31 |
MinGuaranteedFillVolume |
Minimum guaranteed fill volume |
FIX.5.0SP2EP101 |
FIX.5.0SP2EP138 |
|
32 |
MinGuaranteedFillStatus |
Minimum guaranteed fill status |
FIX.5.0SP2EP104 |
FIX.5.0SP2EP138 |
|
33 |
TradeAtSettlementEligibility |
Trade at settlement (TAS) eligibility |
FIX.5.0SP2EP107 |
FIX.5.0SP2EP138 |
|
34 |
TestInstrument |
Instrument that is tradable but has no effect on the positions, exchange turnover etc. |
FIX.5.0SP2EP130 |
FIX.5.0SP2EP138 |
|
35 |
DummyInstrument |
Instrument that is normally halted and is only activated for trading under very special conditions (e.g. temporarily assigned for newly listed instrument). Use of a dummy instrument generally applies to systems that are unable to add reference data for new instruments intraday. |
FIX.5.0SP2EP130 |
FIX.5.0SP2EP138 |
|
36 |
NegativeSettlementPriceEligibility |
Negative settlement price eligibility |
FIX.5.0SP2EP138 |
|
|
37 |
NegativeStrikePriceEligibility |
Negative strike price eligibility |
FIX.5.0SP2EP138 |
|
|
38 |
USStdContractInd |
Indicates through InstrAttribValue(872) - values Y or N - whether the underlying asset in the trade references or is economically related to a contract listed in Appendix B of CFTC Part 43 regulation. See http://www.ecfr.gov/cgi-bin/text-idx?SID=4b2d1078ad68f6564a89d7ff6c52ec43&node=17:2.0.1.1.3.0.1.8.2&rgn=div or refer to Appendix B to Part 43 in the final rule at http://www.cftc.gov/ucm/groups/public/@lrfederalregister/documents/file/2013-12133a.pdf |
FIX.5.0SP2EP193 |
|
|
39 |
AdmittedToTradingOnTradingVenue |
Admitted to trading on a trading venue |
FIX.5.0SP2EP236 |
|
|
40 |
AverageDailyNotionalAmount |
Average daily notional amount |
FIX.5.0SP2EP238 |
|
|
41 |
AverageDailyNumberTrades |
Average daily number of trades |
FIX.5.0SP2EP238 |
|
|
|
FIX.4.4 |
|
|
872 |
InstrAttribValue |
String |
Attribute value appropriate to the InstrAttribType (87) field.
|
FIX.4.4 |
|
|
873 |
DatedDate |
LocalMktDate |
The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date
|
FIX.4.4 |
|
|
874 |
InterestAccrualDate |
LocalMktDate |
The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date
|
FIX.4.4 |
|
|
875 |
CPProgram |
int |
The program under which a commercial paper offering is exempt from SEC registration identified by the paragraph number(s) within the US Securities Act of 1933 or as identified below.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Program3a3 |
Arising out of a current transaction with a maturity less than 9 months. |
FIX.4.4 |
FIX.5.0SP2EP201 |
|
2 |
Program42 |
Issued not involving any public offering. |
FIX.4.4 |
FIX.5.0SP2EP201 |
|
99 |
Other |
Other |
FIX.4.4 |
|
|
3 |
Program3a2 |
Issued or guaranteed by the US, state or territorial government. |
FIX.5.0SP2EP201 |
|
|
4 |
Program3a3And3c7 |
Combination of 3(a)(3) and 3(c)(7). |
FIX.5.0SP2EP201 |
|
|
5 |
Program3a4 |
Religious, education, benevolent, fraternal, charitable or reformatory purposes. |
FIX.5.0SP2EP201 |
|
|
6 |
Program3a5 |
Issued by an institution supervised by state or federal authority or by an exempt farmer's cooperative. |
FIX.5.0SP2EP201 |
|
|
7 |
Program3a7 |
Issued by a receiver or trustee in bankruptcy. |
FIX.5.0SP2EP201 |
|
|
8 |
Program3c7 |
Qualified hedge-fund under the Investment Company Act of 1940. |
FIX.5.0SP2EP201 |
|
|
|
FIX.4.4 |
FIX.5.0SP2EP201 |
|
876 |
CPRegType |
String |
The description of commercial paper registration or rule under which exempt commercial paper is offered. For example "144a", "Tax Exempt" or "REG. S".
|
FIX.4.4 |
FIX.5.0SP2EP201 |
|
877 |
UnderlyingCPProgram |
int |
The program under which the underlying commercial paper is issued
|
FIX.4.4 |
FIX.5.0SP2EP187 |
|
878 |
UnderlyingCPRegType |
String |
The registration type of the underlying commercial paper issuance
|
FIX.4.4 |
|
|
879 |
UnderlyingQty |
Qty |
Unit amount of the underlying security (par, shares, currency, etc.)
|
FIX.4.4 |
|
|
880 |
TrdMatchID |
String |
Identifier assigned to a trade by a matching system.
|
FIX.4.4 |
|
|
881 |
SecondaryTradeReportRefID |
String |
Used to refer to a previous SecondaryTradeReportRefID when amending the transaction (cancel, replace, release, or reversal).
|
FIX.4.4 |
|
FIX.5.0 |
882 |
UnderlyingDirtyPrice |
Price |
Price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest
|
FIX.4.4 |
|
|
883 |
UnderlyingEndPrice |
Price |
Price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.
|
FIX.4.4 |
|
|
884 |
UnderlyingStartValue |
Amt |
Currency value attributed to this collateral at the start of the agreement
|
FIX.4.4 |
|
|
885 |
UnderlyingCurrentValue |
Amt |
Currency value currently attributed to this collateral
|
FIX.4.4 |
|
|
886 |
UnderlyingEndValue |
Amt |
Currency value attributed to this collateral at the end of the agreement
|
FIX.4.4 |
|
|
887 |
NoUnderlyingStips |
NumInGroup |
Number of underlying stipulation entries
|
FIX.4.4 |
|
|
888 |
UnderlyingStipType |
String |
Type of stipulation. Same values as StipulationType (233)
|
FIX.4.4 |
|
|
889 |
UnderlyingStipValue |
String |
Value of stipulation. Same values as StipulationValue (234)
|
FIX.4.4 |
|
|
890 |
MaturityNetMoney |
Amt |
Net Money at maturity if Zero Coupon and maturity value is different from par value
|
FIX.4.4 |
|
|
891 |
MiscFeeBasis |
int |
Defines the unit for a miscellaneous fee.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Absolute |
The fee or markup is a total fixed amount expressed in the currency of the trade.
|
FIX.4.4 |
FIX.5.0SP2EP240 |
|
1 |
PerUnit |
The fee or markup is an amount per quantity unit, i.e. per share or contract, expressed in the currency of the trade. |
FIX.4.4 |
FIX.5.0SP2EP240 |
|
2 |
Percentage |
The percentage is expressed in standard FIX "Percentage" datatype format, i.e. "0.01" for 1 percent and ranges between 0 and 1. It is the number which when multiplied by the trade price and quantity produces the total amount of the fee or markup. |
FIX.4.4 |
FIX.5.0SP2EP240 |
|
|
FIX.4.4 |
|
|
892 |
TotNoAllocs |
int |
Total number of NoAlloc entries across all messages. Should be the sum of all NoAllocs in each message that has repeating NoAlloc entries related to the same AllocID or AllocReportID. Used to support fragmentation.
|
FIX.4.4 |
|
|
893 |
LastFragment |
Boolean |
Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, Security List, Derivative Security List
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
N |
NotLastMessage |
Not Last Message |
FIX.4.4 |
|
|
Y |
LastMessage |
Last Message |
FIX.4.4 |
|
|
|
FIX.4.4 |
|
|
894 |
CollReqID |
String |
Collateral Request Identifier
|
FIX.4.4 |
|
|
895 |
CollAsgnReason |
int |
Reason for Collateral Assignment
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Initial |
Initial |
FIX.4.4 |
|
|
1 |
Scheduled |
Scheduled |
FIX.4.4 |
|
|
2 |
TimeWarning |
Time Warning |
FIX.4.4 |
|
|
3 |
MarginDeficiency |
In a CollateralRequest(35=AX), this indicates there is a margin deficiency. In a CollateralAssignment(35=AY), this indicates that the assignment is a deposit to meet margin deficiency. |
FIX.4.4 |
FIX.5.0SP2EP192 |
|
4 |
MarginExcess |
In a CollateralRequest(35=AX), this indicates there is excess margin. In a CollateralAssignment(35=AY), this indicates that the assignment is a withdrawal of the margin excess. |
FIX.4.4 |
FIX.5.0SP2EP192 |
|
5 |
ForwardCollateralDemand |
Forward Collateral Demand |
FIX.4.4 |
|
|
6 |
EventOfDefault |
Event of default |
FIX.4.4 |
|
|
7 |
AdverseTaxEvent |
Adverse tax event |
FIX.4.4 |
|
|
8 |
TransferDeposit |
Collateral deposit in which the asset is to be transferred from an undesignated holding into collateral. I.e. there is no intermediate conversion to cash. |
FIX.5.0SP2EP193 |
|
|
9 |
TransferWithdrawal |
Collateral withdrawal in which the asset is to be transferred from collateral into an undesignated holding. I.e. there is no intermediate conversion to cash. |
FIX.5.0SP2EP193 |
|
|
10 |
Pledge |
The purpose of the collateral assignment is to pledge or "lock up" a value of a basket of securities, individual security or fund as collateral. |
FIX.5.0SP2EP197 |
|
|
|
FIX.4.4 |
|
|
896 |
CollInquiryQualifier |
int |
Collateral inquiry qualifiers:
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
TradeDate |
Trade Date |
FIX.4.4 |
|
|
1 |
GCInstrument |
GC Instrument |
FIX.4.4 |
|
|
2 |
CollateralInstrument |
Collateral Instrument |
FIX.4.4 |
|
|
3 |
SubstitutionEligible |
Substitution Eligible |
FIX.4.4 |
|
|
4 |
NotAssigned |
Not Assigned |
FIX.4.4 |
|
|
5 |
PartiallyAssigned |
Partially Assigned |
FIX.4.4 |
|
|
6 |
FullyAssigned |
Fully Assigned |
FIX.4.4 |
|
|
7 |
OutstandingTrades |
Outstanding Trades (Today < end date) |
FIX.4.4 |
|
|
|
FIX.4.4 |
|
|
897 |
NoTrades |
NumInGroup |
Number of trades in repeating group.
|
FIX.4.4 |
|
|
898 |
MarginRatio |
Percentage |
The fraction of the cash consideration that must be collateralized, expressed as a percent. A MarginRatio of 02% indicates that the value of the collateral (after deducting for "haircut") must exceed the cash consideration by 2%.
|
FIX.4.4 |
|
|
899 |
MarginExcess |
Amt |
Excess margin amount (deficit if value is negative)
|
FIX.4.4 |
|
|
900 |
TotalNetValue |
Amt |
TotalNetValue is determined as follows: At the initial collateral assignment TotalNetValue is the sum of (UnderlyingStartValue * (1-haircut)). In a collateral substitution TotalNetValue is the sum of (UnderlyingCurrentValue * (1-haircut)). For listed derivatives clearing margin management, this is the collateral value which equals (Market value * haircut)
|
FIX.4.4 |
|
|
901 |
CashOutstanding |
Amt |
Starting consideration less repayments
|
FIX.4.4 |
|
|
902 |
CollAsgnID |
String |
Collateral Assignment Identifier
|
FIX.4.4 |
|
|
903 |
CollAsgnTransType |
int |
Collateral Assignment Transaction Type
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
New |
New |
FIX.4.4 |
|
|
1 |
Replace |
Replace |
FIX.4.4 |
|
|
2 |
Cancel |
Cancel |
FIX.4.4 |
|
|
3 |
Release |
Release |
FIX.4.4 |
|
|
4 |
Reverse |
Reverse |
FIX.4.4 |
|
|
|
FIX.4.4 |
|
|
904 |
CollRespID |
String |
Collateral Response Identifier
|
FIX.4.4 |
|
|
905 |
CollAsgnRespType |
int |
Type of collateral assignment response.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Received |
Received |
FIX.4.4 |
|
|
1 |
Accepted |
Accepted |
FIX.4.4 |
|
|
2 |
Declined |
Declined |
FIX.4.4 |
|
|
3 |
Rejected |
Rejected |
FIX.4.4 |
|
|
4 |
TransactionPending |
The collateral assignment transaction is pending at the recipient. |
FIX.5.0SP2EP192 |
|
|
5 |
TransactionCompletedWithWarning |
The collateral assignment transaction was accepted and completed but with warnings. |
FIX.5.0SP2EP192 |
|
|
|
FIX.4.4 |
FIX.5.0SP2EP192 |
|
906 |
CollAsgnRejectReason |
int |
Collateral Assignment Reject Reason
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
UnknownDeal |
Unknown deal (order / trade) |
FIX.4.4 |
|
|
1 |
UnknownOrInvalidInstrument |
Unknown or invalid instrument |
FIX.4.4 |
|
|
2 |
UnauthorizedTransaction |
Unauthorized transaction |
FIX.4.4 |
|
|
3 |
InsufficientCollateral |
Insufficient collateral |
FIX.4.4 |
|
|
4 |
InvalidTypeOfCollateral |
Invalid type of collateral |
FIX.4.4 |
|
|
5 |
ExcessiveSubstitution |
Excessive substitution |
FIX.4.4 |
|
|
99 |
Other |
Other |
FIX.4.4 |
|
|
|
FIX.4.4 |
|
|
907 |
CollAsgnRefID |
String |
Collateral Assignment Identifier to which a transaction refers
|
FIX.4.4 |
|
|
908 |
CollRptID |
String |
Collateral Report Identifier
|
FIX.4.4 |
|
|
909 |
CollInquiryID |
String |
Collateral Inquiry Identifier
|
FIX.4.4 |
|
|
910 |
CollStatus |
int |
Collateral Status
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Unassigned |
Unassigned |
FIX.4.4 |
|
|
1 |
PartiallyAssigned |
Partially Assigned |
FIX.4.4 |
|
|
2 |
AssignmentProposed |
Assignment Proposed |
FIX.4.4 |
|
|
3 |
Assigned |
Assigned (Accepted) |
FIX.4.4 |
|
|
4 |
Challenged |
Challenged |
FIX.4.4 |
|
|
|
FIX.4.4 |
|
|
911 |
TotNumReports |
int |
Total number of reports returned in response to a request.
|
FIX.4.4 |
FIX.5.0SP1EP95 |
|
912 |
LastRptRequested |
Boolean |
Indicates whether this message is the last report message in response to a request message, e.g. OrderMassStatusRequest(35=AF), TradeCaptureReportRequest(35=AD).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
N |
NotLastMessage |
Not last message |
FIX.4.4EP-1 |
|
|
Y |
LastMessage |
Last message |
FIX.4.4EP-1 |
|
|
|
FIX.4.4 |
FIX.5.0SP2EP141 |
|
913 |
AgreementDesc |
String |
The full name of the base standard agreement, annexes and amendments in place between the principals applicable to a financing transaction. See http://www.fpml.org/coding-scheme/master-agreement-type for derivative values.
|
FIX.4.4 |
FIX.5.0SP2EP161 |
|
914 |
AgreementID |
String |
A common reference to the applicable standing agreement between the counterparties to a financing transaction.
|
FIX.4.4 |
|
|
915 |
AgreementDate |
LocalMktDate |
A reference to the date the underlying agreement specified by AgreementID and AgreementDesc was executed.
|
FIX.4.4 |
|
|
916 |
StartDate |
LocalMktDate |
Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral
|
FIX.4.4 |
|
|
917 |
EndDate |
LocalMktDate |
End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral
|
FIX.4.4 |
|
|
918 |
AgreementCurrency |
Currency |
Contractual currency forming the basis of a financing agreement and associated transactions. Usually, but not always, the same as the trade currency.
|
FIX.4.4 |
|
|
919 |
DeliveryType |
int |
Identifies type of settlement
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
VersusPayment |
"Versus Payment": Deliver (if sell) or Receive (if buy) vs. (against) Payment |
FIX.4.4 |
|
|
1 |
Free |
"Free": Deliver (if sell) or Receive (if buy) Free |
FIX.4.4 |
|
|
2 |
TriParty |
Tri-Party |
FIX.4.4 |
|
|
3 |
HoldInCustody |
Hold In Custody |
FIX.4.4 |
|
|
|
FIX.4.4 |
|
|
920 |
EndAccruedInterestAmt |
Amt |
Accrued Interest Amount applicable to a financing transaction on the End Date.
|
FIX.4.4 |
|
|
921 |
StartCash |
Amt |
Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date.
|
FIX.4.4 |
|
|
922 |
EndCash |
Amt |
Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date.
|
FIX.4.4 |
|
|
923 |
UserRequestID |
String |
Unique identifier for a User Request.
|
FIX.4.4 |
|
|
924 |
UserRequestType |
int |
Indicates the action required by a User Request Message
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
LogOnUser |
Log On User |
FIX.4.4 |
|
|
2 |
LogOffUser |
Log Off User |
FIX.4.4 |
|
|
3 |
ChangePasswordForUser |
Change Password For User |
FIX.4.4 |
|
|
4 |
RequestIndividualUserStatus |
Request Individual User Status |
FIX.4.4 |
|
|
5 |
RequestThrottleLimit |
Request Throttle Limit |
FIX.5.0SP2EP116 |
|
|
|
FIX.4.4 |
|
|
925 |
NewPassword |
String |
New Password or passphrase
|
FIX.4.4 |
|
|
926 |
UserStatus |
int |
Indicates the status of a user
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
LoggedIn |
Logged In |
FIX.4.4 |
|
|
2 |
NotLoggedIn |
Not Logged In |
FIX.4.4 |
|
|
3 |
UserNotRecognised |
User Not Recognised |
FIX.4.4 |
|
|
4 |
PasswordIncorrect |
Password Incorrect |
FIX.4.4 |
|
|
5 |
PasswordChanged |
Password Changed |
FIX.4.4 |
|
|
6 |
Other |
Other |
FIX.4.4 |
|
|
7 |
ForcedUserLogoutByExchange |
Forced user logout by Exchange |
FIX.5.0EP56 |
|
|
8 |
SessionShutdownWarning |
Session shutdown warning |
FIX.5.0EP56 |
|
|
9 |
ThrottleParametersChanged |
Throttle parameters changed |
FIX.5.0SP2EP116 |
|
|
|
FIX.4.4 |
|
|
927 |
UserStatusText |
String |
A text description associated with a user status.
|
FIX.4.4 |
|
|
928 |
StatusValue |
int |
Indicates the status of a network connection
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Connected |
Connected |
FIX.4.4 |
|
|
2 |
NotConnectedUnexpected |
Not Connected - down expected up |
FIX.4.4 |
|
|
3 |
NotConnectedExpected |
Not Connected - down expected down |
FIX.4.4 |
|
|
4 |
InProcess |
In Process |
FIX.4.4 |
|
|
|
FIX.4.4 |
|
|
929 |
StatusText |
String |
A text description associated with a network status.
|
FIX.4.4 |
|
|
930 |
RefCompID |
String |
Assigned value used to identify a firm.
|
FIX.4.4 |
|
|
931 |
RefSubID |
String |
Assigned value used to identify specific elements within a firm.
|
FIX.4.4 |
|
|
932 |
NetworkResponseID |
String |
Unique identifier for a network response.
|
FIX.4.4 |
|
|
933 |
NetworkRequestID |
String |
Unique identifier for a network resquest.
|
FIX.4.4 |
|
|
934 |
LastNetworkResponseID |
String |
Identifier of the previous Network Response message sent to a counterparty, used to allow incremental updates.
|
FIX.4.4 |
|
|
935 |
NetworkRequestType |
int |
Indicates the type and level of details required for a Network Status Request Message Boolean logic applies EG If you want to subscribe for changes to certain id's then UserRequestType =0 (8+2), Snapshot for certain ID's = 9 (8+1)
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Snapshot |
Snapshot |
FIX.4.4 |
|
|
2 |
Subscribe |
Subscribe |
FIX.4.4 |
|
|
4 |
StopSubscribing |
Stop Subscribing |
FIX.4.4 |
|
|
8 |
LevelOfDetail |
Level of Detail, then NoCompID's becomes required |
FIX.4.4 |
|
|
|
FIX.4.4 |
|
|
936 |
NoCompIDs |
NumInGroup |
Number of CompID entries in a repeating group.
|
FIX.4.4 |
|
|
937 |
NetworkStatusResponseType |
int |
Indicates the type of Network Response Message.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Full |
Full |
FIX.4.4 |
|
|
2 |
IncrementalUpdate |
Incremental Update |
FIX.4.4 |
|
|
|
FIX.4.4 |
|
|
938 |
NoCollInquiryQualifier |
NumInGroup |
Number of CollInquiryQualifier entries in a repeating group.
|
FIX.4.4 |
|
|
939 |
TrdRptStatus |
int |
Trade Report Status
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Accepted |
Accepted |
FIX.4.4 |
|
|
1 |
Rejected |
Rejected |
FIX.4.4 |
|
|
3 |
AcceptedWithErrors |
Accepted with errors |
FIX.4.4EP13 |
FIX.5.0SP2EP107 |
|
2 |
Cancelled |
Cancelled |
FIX.5.0SP2EP107 |
|
|
4 |
PendingNew |
Pending New |
FIX.5.0SP2EP107 |
|
|
5 |
PendingCancel |
Pending Cancel |
FIX.5.0SP2EP107 |
|
|
6 |
PendingReplace |
Pending Replace |
FIX.5.0SP2EP107 |
|
|
7 |
Terminated |
Terminated |
FIX.5.0SP2EP165 |
|
|
8 |
PendingVerification |
Used in reports from the SDR to the regulator and to trading parties to indicate that the trade details have not been verified by one or both parties. |
FIX.5.0SP2EP187 |
|
|
9 |
DeemedVerified |
Used in reports from the SDR to the regulator and to trading parties to indicate that the trade details are deemed verified by the SDR by have not been confirmed by the trading parties. |
FIX.5.0SP2EP187 |
|
|
10 |
Verified |
Used in reports from the SDR to the regulator and to trading parties to indicate that the trade details have been confirmed by the trading parties. |
FIX.5.0SP2EP187 |
|
|
11 |
Disputed |
Used in reports from the SDR to the regulator and to trading parties to indicate that the trade details have been disputed by a trading party. |
FIX.5.0SP2EP187 |
|
|
|
FIX.4.4 |
|
|
940 |
AffirmStatus |
int |
Specifies the affirmation status of the confirmation.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Received |
Received |
FIX.4.4 |
|
|
2 |
ConfirmRejected |
Confirm rejected, i.e. not affirmed |
FIX.4.4 |
|
|
3 |
Affirmed |
Affirmed |
FIX.4.4 |
|
|
|
FIX.4.4 |
FIX.5.0SP2EP215 |
|
941 |
UnderlyingStrikeCurrency |
Currency |
Currency in which the strike price of an underlying instrument is denominated
|
FIX.4.4 |
|
|
942 |
LegStrikeCurrency |
Currency |
Currency in which the strike price of a instrument leg of a multileg instrument is denominated
|
FIX.4.4 |
|
|
943 |
TimeBracket |
String |
A code that represents a time interval in which a fill or trade occurred. Required for US futures markets.
|
FIX.4.4 |
|
|
944 |
CollAction |
int |
Action proposed for an Underlying Instrument instance.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Retain |
Retain |
FIX.4.4 |
|
|
1 |
Add |
Add |
FIX.4.4 |
|
|
2 |
Remove |
Remove |
FIX.4.4 |
|
|
|
FIX.4.4 |
|
|
945 |
CollInquiryStatus |
int |
Status of Collateral Inquiry
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Accepted |
Accepted |
FIX.4.4 |
|
|
1 |
AcceptedWithWarnings |
Accepted With Warnings |
FIX.4.4 |
|
|
2 |
Completed |
Completed |
FIX.4.4 |
|
|
3 |
CompletedWithWarnings |
Completed With Warnings |
FIX.4.4 |
|
|
4 |
Rejected |
Rejected |
FIX.4.4 |
|
|
|
FIX.4.4 |
|
|
946 |
CollInquiryResult |
int |
Result returned in response to Collateral Inquiry 4000+ Reserved and available for bi-laterally agreed upon user-defined values
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Successful |
Successful (default) |
FIX.4.4 |
|
|
1 |
InvalidOrUnknownInstrument |
Invalid or unknown instrument |
FIX.4.4 |
|
|
2 |
InvalidOrUnknownCollateralType |
Invalid or unknown collateral type |
FIX.4.4 |
|
|
3 |
InvalidParties |
Invalid Parties |
FIX.4.4 |
|
|
4 |
InvalidTransportTypeRequested |
Invalid Transport Type requested |
FIX.4.4 |
|
|
5 |
InvalidDestinationRequested |
Invalid Destination requested |
FIX.4.4 |
|
|
6 |
NoCollateralFoundForTheTradeSpecified |
No collateral found for the trade specified |
FIX.4.4 |
|
|
7 |
NoCollateralFoundForTheOrderSpecified |
No collateral found for the order specified |
FIX.4.4 |
|
|
8 |
CollateralInquiryTypeNotSupported |
Collateral inquiry type not supported |
FIX.4.4 |
|
|
9 |
UnauthorizedForCollateralInquiry |
Unauthorized for collateral inquiry |
FIX.4.4 |
|
|
99 |
Other |
Other (further information in Text (58) field) |
FIX.4.4 |
|
|
|
FIX.4.4 |
|
|
947 |
StrikeCurrency |
Currency |
Currency in which the StrikePrice is denominated.
|
FIX.4.4 |
|
|
948 |
NoNested3PartyIDs |
NumInGroup |
Number of Nested3PartyID (949), Nested3PartyIDSource (950), and Nested3PartyRole (95) entries
|
FIX.4.4 |
|
|
949 |
Nested3PartyID |
String |
PartyID value within a "third instance" Nested repeating group. Same values as PartyID (448)
|
FIX.4.4 |
|
|
950 |
Nested3PartyIDSource |
char |
PartyIDSource value within a "third instance" Nested repeating group. Same values as PartyIDSource (447)
|
FIX.4.4 |
|
|
951 |
Nested3PartyRole |
int |
PartyRole value within a "third instance" Nested repeating group. Same values as PartyRole (452)
|
FIX.4.4 |
|
|
952 |
NoNested3PartySubIDs |
NumInGroup |
Number of Nested3PartySubIDs (953) entries
|
FIX.4.4 |
|
|
953 |
Nested3PartySubID |
String |
PartySubID value within a "third instance" Nested repeating group. Same values as PartySubID (523)
|
FIX.4.4 |
|
|
954 |
Nested3PartySubIDType |
int |
PartySubIDType value within a "third instance" Nested repeating group. Same values as PartySubIDType (803)
|
FIX.4.4 |
|
|
955 |
LegContractSettlMonth |
MonthYear |
Specifies when the contract (i.e. MBS/TBA) will settle.
|
FIX.4.4 |
|
|
956 |
LegInterestAccrualDate |
LocalMktDate |
The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date
|
FIX.4.4 |
|
|
957 |
NoStrategyParameters |
NumInGroup |
Indicates number of strategy parameters
|
FIX.4.4EP2 |
|
|
958 |
StrategyParameterName |
String |
Name of parameter
|
FIX.4.4EP2 |
|
|
959 |
StrategyParameterType |
int |
Datatype of the parameter
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Int |
Int |
FIX.4.4EP-1 |
|
|
2 |
Length |
Length |
FIX.4.4EP-1 |
|
|
3 |
NumInGroup |
NumInGroup |
FIX.4.4EP-1 |
|
|
4 |
SeqNum |
SeqNum |
FIX.4.4EP-1 |
|
|
5 |
TagNum |
TagNum |
FIX.4.4EP-1 |
|
|
6 |
Float |
float |
FIX.4.4EP-1 |
FIX.5.0SP1EP95 |
|
7 |
Qty |
Qty |
FIX.4.4EP-1 |
|
|
8 |
Price |
Price |
FIX.4.4EP-1 |
|
|
9 |
PriceOffset |
PriceOffset |
FIX.4.4EP-1 |
|
|
10 |
Amt |
Amt |
FIX.4.4EP-1 |
|
|
11 |
Percentage |
Percentage |
FIX.4.4EP-1 |
|
|
12 |
Char |
Char |
FIX.4.4EP-1 |
|
|
13 |
Boolean |
Boolean |
FIX.4.4EP-1 |
|
|
14 |
String |
String |
FIX.4.4EP-1 |
|
|
15 |
MultipleCharValue |
MultipleCharValue |
FIX.4.4EP-1 |
|
|
16 |
Currency |
Currency |
FIX.4.4EP-1 |
|
|
17 |
Exchange |
Exchange |
FIX.4.4EP-1 |
|
|
18 |
MonthYear |
MonthYear |
FIX.4.4EP-1 |
FIX.5.0SP1EP95 |
|
19 |
UTCTimestamp |
UTCTimestamp |
FIX.4.4EP-1 |
FIX.5.0SP1EP95 |
|
20 |
UTCTimeOnly |
UTCTimeOnly |
FIX.4.4EP-1 |
|
|
21 |
LocalMktDate |
LocalMktDate |
FIX.4.4EP-1 |
FIX.5.0SP1EP95 |
|
22 |
UTCDateOnly |
UTCDateOnly |
FIX.4.4EP-1 |
FIX.5.0SP1EP95 |
|
23 |
Data |
data |
FIX.4.4EP-1 |
FIX.5.0SP1EP95 |
|
24 |
MultipleStringValue |
MultipleStringValue |
FIX.4.4EP34 |
|
|
25 |
Country |
Country |
FIX.5.0SP1EP95 |
|
|
26 |
Language |
Language |
FIX.5.0SP1EP95 |
|
|
27 |
TZTimeOnly |
TZTimeOnly |
FIX.5.0SP1EP95 |
|
|
28 |
TZTimestamp |
TZTimestamp |
FIX.5.0SP1EP95 |
|
|
29 |
Tenor |
Tenor |
FIX.5.0SP1EP95 |
|
|
|
FIX.4.4EP2 |
|
|
960 |
StrategyParameterValue |
String |
Value of the parameter
|
FIX.4.4EP2 |
|
|
961 |
HostCrossID |
String |
Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs. Used as the primary key with which to refer to the Cross Order for cancellation and replace. The HostCrossID will also be used to link together components of the Cross Order. For example, each individual Execution Report associated with the order will carry HostCrossID in order to tie back to the original cross order.
|
FIX.4.4EP3 |
|
|
962 |
SideTimeInForce |
UTCTimestamp |
Indicates how long the order as specified in the side stays in effect. SideTimeInForce allows a two-sided cross order to specify order behavior separately for each side. Absence of this field indicates that TimeInForce should be referenced. SideTimeInForce will override TimeInForce if both are provided.
|
FIX.4.4EP3 |
|
|
963 |
MDReportID |
int |
Unique identifier for the Market Data Report.
|
FIX.4.4EP4 |
|
|
964 |
SecurityReportID |
int |
Identifies a Security List message.
|
FIX.4.4EP4 |
FIX.5.0SP1EP87 |
|
965 |
SecurityStatus |
String |
Used for derivatives. Denotes the current state of the Instrument.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Active |
Instrument is active, i.e. trading is possible. |
FIX.4.4EP-1 |
FIX.5.0SP2EP195 |
|
2 |
Inactive |
Instrument has previously been active and is now no longer traded but has not expired yet. The instrument may become active again. |
FIX.4.4EP-1 |
FIX.5.0SP2EP195 |
|
3 |
ActiveClosingOrdersOnly |
Instrument is active but only orders closing positions (reducing risk) are allowed. |
FIX.5.0SP2EP195 |
|
|
4 |
Expired |
Instrument has expired. E.g. An instrument may expire due to reaching maturity or expired based on contract definitions or exchange rules. |
FIX.5.0SP2EP195 |
|
|
5 |
Delisted |
Instrument has been removed from securities reference data. Delisting rules varies from exchange to exchange, which may include non-compliance of capitalization, revenue, consecutive minimum closing price. The instrument may become listed again once the instrument is back in compliance. A delisted instrument would not trade on the exchange but it may still be traded over-the-counter (e.g. OTCBB) or on Pink Sheets, or other similar trading service. |
FIX.5.0SP2EP195 |
|
|
6 |
KnockedOut |
Instrument has breached a pre-defined price threshold. |
FIX.5.0SP2EP195 |
|
|
7 |
KnockOutRevoked |
Instrument reinstated, i.e. threshold has not been breached. |
FIX.5.0SP2EP195 |
|
|
8 |
PendingExpiry |
Instrument is currently still active but will expire after the current business day. For example, a contract that expires intra-day (e.g. at noon time) and is no longer tradeable but will still show up in the current day's order book with related statistics. |
FIX.5.0SP2EP195 |
|
|
9 |
Suspended |
Instrument has been temporarily disabled for trading (i.e. halted). |
FIX.5.0SP2EP195 |
|
|
10 |
Published |
Instrument information is provided prior to its first activation. |
FIX.5.0SP2EP195 |
|
|
11 |
PendingDeletion |
Instrument is awaiting deletion from security reference data. |
FIX.5.0SP2EP195 |
|
|
|
FIX.4.4EP4 |
|
|
966 |
SettleOnOpenFlag |
String |
Indicator to determine if instrument is settle on open
|
FIX.4.4EP4 |
|
|
967 |
StrikeMultiplier |
float |
Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.
|
FIX.4.4EP4 |
|
|
968 |
StrikeValue |
float |
Used for derivatives. The number of shares/units for the financial instrument involved in the option trade.
|
FIX.4.4EP4 |
|
|
969 |
MinPriceIncrement |
float |
Minimum price increase for a given exchange-traded Instrument
|
FIX.4.4EP4 |
|
|
970 |
PositionLimit |
int |
Position Limit for a given exchange-traded product.
|
FIX.4.4EP4 |
|
|
971 |
NTPositionLimit |
int |
Position Limit in the near-term contract for a given exchange-traded product.
|
FIX.4.4EP4 |
|
|
972 |
UnderlyingAllocationPercent |
Percentage |
Percent of the Strike Price that this underlying represents.
|
FIX.4.4EP4 |
|
|
973 |
UnderlyingCashAmount |
Amt |
Cash amount associated with the underlying component.
|
FIX.4.4EP4 |
|
|
974 |
UnderlyingCashType |
String |
Used for derivatives that deliver into cash underlying.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
FIXED |
FIXED |
FIXED |
FIX.4.4EP-1 |
|
|
DIFF |
DIFF |
DIFF |
FIX.4.4EP-1 |
|
|
|
FIX.4.4EP4 |
FIX.5.0SP1EP95 |
|
975 |
UnderlyingSettlementType |
int |
Indicates order settlement period for the underlying instrument.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
2 |
TPlus1 |
T+1 |
FIX.4.4EP-1 |
|
|
4 |
TPlus3 |
T+3 |
FIX.4.4EP-1 |
|
|
5 |
TPlus4 |
T+4 |
FIX.4.4EP-1 |
|
|
|
FIX.4.4EP4 |
|
|
976 |
QuantityDate |
LocalMktDate |
Date associated to the quantity that is being reported for the position.
|
FIX.4.4EP4 |
|
|
977 |
ContIntRptID |
String |
Unique identifier for the Contrary Intention report
|
FIX.4.4EP4 |
|
|
978 |
LateIndicator |
Boolean |
Indicates if the contrary intention was received after the exchange imposed cutoff time
|
FIX.4.4EP4 |
|
|
979 |
InputSource |
String |
Originating source of the request.
|
FIX.4.4EP4 |
FIX.5.0SP2EP148 |
|
980 |
SecurityUpdateAction |
char |
None
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
A |
Add |
Add |
FIX.4.4EP8 |
|
|
D |
Delete |
Delete |
FIX.4.4EP8 |
|
|
M |
Modify |
Modify |
FIX.4.4EP8 |
|
|
|
FIX.4.4EP4 |
|
|
981 |
NoExpiration |
NumInGroup |
Number of Expiration Qty entries
|
FIX.4.4EP4 |
|
|
982 |
ExpirationQtyType |
int |
Expiration Quantity type
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
AutoExercise |
Auto Exercise |
FIX.4.4EP-1 |
|
|
2 |
NonAutoExercise |
Non Auto Exercise |
FIX.4.4EP-1 |
|
|
3 |
FinalWillBeExercised |
Final Will Be Exercised |
FIX.4.4EP-1 |
|
|
4 |
ContraryIntention |
Contrary Intention |
FIX.4.4EP-1 |
|
|
5 |
Difference |
Difference |
FIX.4.4EP-1 |
|
|
|
FIX.4.4EP4 |
|
|
983 |
ExpQty |
Qty |
Expiration Quantity associated with the Expiration Type
|
FIX.4.4EP4 |
|
|
984 |
NoUnderlyingAmounts |
NumInGroup |
Total number of occurrences of Amount to pay in order to receive the underlying instrument
|
FIX.4.4EP4 |
|
|
985 |
UnderlyingPayAmount |
Amt |
Amount to pay in order to receive the underlying instrument
|
FIX.4.4EP4 |
|
|
986 |
UnderlyingCollectAmount |
Amt |
Amount to collect in order to deliver the underlying instrument
|
FIX.4.4EP4 |
|
|
987 |
UnderlyingSettlementDate |
LocalMktDate |
Date the underlying instrument will settle. Used for derivatives that deliver into more than one underlying instrument. Settlement dates can vary across underlying instruments.
|
FIX.4.4EP4 |
|
|
988 |
UnderlyingSettlementStatus |
String |
Settlement status of the underlying instrument. Used for derivatives that deliver into more than one underlying instrument. Settlement can be delayed for an underlying instrument.
|
FIX.4.4EP4 |
|
|
989 |
SecondaryIndividualAllocID |
String |
Will allow the intermediary to specify an allocation ID generated by their system.
|
FIX.4.4EP5 |
|
|
990 |
LegReportID |
String |
Additional attribute to store the Trade ID of the Leg.
|
FIX.4.4EP5 |
|
|
991 |
RndPx |
Price |
Specifies average price rounded to quoted precision.
|
FIX.4.4EP5 |
|
|
992 |
IndividualAllocType |
int |
Identifies whether the allocation is to be sub-allocated or allocated to a third party
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
SubAllocate |
Sub Allocate |
FIX.4.4EP-1 |
|
|
2 |
ThirdPartyAllocation |
Third Party Allocation |
FIX.4.4EP-1 |
|
|
|
FIX.4.4EP5 |
|
|
993 |
AllocCustomerCapacity |
String |
Capacity of customer in the allocation block.
|
FIX.4.4EP5 |
|
|
994 |
TierCode |
String |
The Tier the trade was matched by the clearing system.
|
FIX.4.4EP5 |
|
|
996 |
UnitOfMeasure |
String |
The unit of measure of the underlying commodity upon which the contract is based. Two groups of units of measure enumerations are supported. Fixed Magnitude UOMs are primarily used in energy derivatives and specify a magnitude (such as, MM, Kilo, M, etc.) and the dimension (such as, watt hours, BTU's) to produce standard fixed measures (such as MWh - Megawatt-hours, MMBtu - One million BTUs). The second group, Variable Quantity UOMs, specifies the dimension as a single unit without a magnitude (or more accurately a magnitude of one) and uses the UnitOfMeasureQty(1147) field to define the quantity of units per contract. Variable Quantity UOMs are used for both commodities (such as lbs of lean cattle, bushels of corn, ounces of gold) and financial futures. Examples: For lean cattle futures contracts, a UnitOfMeasure of 'lbs' with a UnitOfMeasureQty(1147) of 40,000, means each lean cattle futures contract represents 40,000 lbs of lean cattle. For Eurodollars futures contracts, a UnitOfMeasure of Ccy with a UnitOfMeasureCurrency(1716) of USD and a UnitOfMeasureQty(1147) of 1,000,000, means a Eurodollar futures contract represents 1,000,000 USD. For gold futures contracts, a UnitOfMeasure is oz_tr (Troy ounce) with a UnitOfMeasureQty(1147) of 1,000, means each gold futures contract represents 1,000 troy ounces of gold.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
Bcf |
BillionCubicFeet |
Billion cubic feet |
FIX.4.4EP-1 |
|
|
MMbbl |
MillionBarrels |
Million Barrels |
FIX.4.4EP-1 |
FIX.5.0SP2EP169 |
FIX.5.0SP1 |
MMBtu |
OneMillionBTU |
One Million BTU |
FIX.4.4EP-1 |
FIX.5.0SP2EP243 |
|
MWh |
MegawattHours |
Megawatt hours |
FIX.4.4EP-1 |
FIX.5.0SP2EP243 |
|
Bbl |
Barrels |
Equal to 42 US gallons |
FIX.4.4EP-1 |
FIX.5.0SP2EP169 |
|
Bu |
Bushels |
Bushels |
FIX.4.4EP-1 |
FIX.5.0SP2EP169 |
|
lbs |
Pounds |
pounds |
FIX.4.4EP-1 |
FIX.5.0SP2EP169 |
|
Gal |
Gallons |
Gallons |
FIX.4.4EP-1 |
FIX.5.0SP2EP169 |
|
oz_tr |
TroyOunces |
Troy ounces |
FIX.4.4EP-1 |
FIX.5.0SP2EP169 |
|
t |
MetricTons |
Also known as Tonnes, equal to 1000 kg |
FIX.4.4EP-1 |
FIX.5.0SP2EP169 |
|
tn |
Tons |
Equal to 2000 lbs |
FIX.4.4EP-1 |
FIX.5.0SP2EP169 |
|
USD |
USDollars |
US Dollars |
FIX.4.4EP-1 |
FIX.5.0SP2EP169 |
FIX.5.0SP2EP122 |
Alw |
Allowances |
Allowances |
FIX.5.0SP1EP89 |
FIX.5.0SP2EP169 |
|
CBM |
CubicMeters |
Cubic Meters |
FIX.5.0SP2EP107 |
FIX.5.0SP2EP169 |
|
CER |
CertifiedEmissionsReduction |
Certified emissions reduction |
FIX.5.0SP2EP107 |
FIX.5.0SP2EP169 |
|
PRINC |
PrincipalWithRelationToDebtInstrument |
Principal with relation to debt instrument |
FIX.5.0SP2EP107 |
FIX.5.0SP2EP169 |
|
CRT |
ClimateReserveTonnes |
Climate reserve tonnes |
FIX.5.0SP2EP114 |
FIX.5.0SP2EP169 |
|
Ccy |
Currency |
Amount of currency |
FIX.5.0SP2EP122 |
FIX.5.0SP2EP169 |
|
BDFT |
BoardFeet |
Equal to 144 cubic inches |
FIX.5.0SP2EP122 |
FIX.5.0SP2EP169 |
|
IPNT |
IndexPoint |
Index point |
FIX.5.0SP2EP122 |
FIX.5.0SP2EP169 |
|
day |
Day |
Days |
FIX.5.0SP2EP122 |
FIX.5.0SP2EP169 |
|
cwt |
Hundredweight |
Equal to 100 lbs |
FIX.5.0SP2EP122 |
FIX.5.0SP2EP169 |
|
g |
Grams |
Grams |
FIX.5.0SP2EP122 |
FIX.5.0SP2EP169 |
|
dt |
DryMetricTons |
Dry metric tons |
FIX.5.0SP2EP122 |
FIX.5.0SP2EP169 |
|
kWh |
KilowattHours |
Kilowatt hours |
FIX.5.0SP2EP137 |
FIX.5.0SP2EP243 |
|
EnvOfst |
EnvironmentalOffset |
Environmental Offset |
FIX.5.0SP2EP137 |
FIX.5.0SP2EP169 |
|
EnvCrd |
EnvironmentalCredit |
Environmental credit |
FIX.5.0SP2EP137 |
FIX.5.0SP2EP169 |
|
kW-min |
KilowattMinute |
Kilowatt-Minute (electrical capacity) |
FIX.5.0SP2EP137 |
|
|
MW-min |
MegawattMinute |
Megawatt-Minute |
FIX.5.0SP2EP137 |
FIX.5.0SP2EP169 |
|
kW-h |
KilowattHour |
Kilowatt-Hour |
FIX.5.0SP2EP137 |
FIX.5.0SP2EP169 |
|
MW-h |
MegawattHour |
Megawatt-Hour |
FIX.5.0SP2EP137 |
FIX.5.0SP2EP169 |
|
kW-d |
KilowattDay |
Kilowatt-Day |
FIX.5.0SP2EP137 |
FIX.5.0SP2EP169 |
|
MW-d |
MegawattDay |
Megawatt-Day |
FIX.5.0SP2EP137 |
FIX.5.0SP2EP169 |
|
kW-M |
KilowattMonth |
Kilowatt-Month |
FIX.5.0SP2EP137 |
FIX.5.0SP2EP169 |
|
MW-M |
MegawattMonth |
Megawatt-Month |
FIX.5.0SP2EP137 |
FIX.5.0SP2EP169 |
|
kW-a |
KilowattYear |
Kilowatt-Year |
FIX.5.0SP2EP137 |
FIX.5.0SP2EP169 |
|
MW-a |
MegawattYear |
Megawatt-Year |
FIX.5.0SP2EP137 |
FIX.5.0SP2EP169 |
|
thm |
therms |
Equal to 100,000 BTU |
FIX.5.0SP2EP152 |
FIX.5.0SP2EP243 |
|
GJ |
gigajoules |
gigajoules |
FIX.5.0SP2EP152 |
FIX.5.0SP2EP169 |
|
L |
liters |
liters |
FIX.5.0SP2EP152 |
FIX.5.0SP2EP169 |
|
kL |
kiloliters |
kiloliters |
FIX.5.0SP2EP152 |
FIX.5.0SP2EP169 |
|
kg |
Kilograms |
Kilograms |
FIX.5.0SP2EP154 |
FIX.5.0SP2EP169 |
|
GT |
GrossTons |
Also known as long tons or imperial tons, equal to 2240 lbs |
FIX.5.0SP2EP154 |
FIX.5.0SP2EP169 |
|
CDD |
CoolingDegreeDay |
Cooling degree day |
FIX.5.0SP2EP169 |
|
|
CPD |
CriticalPrecipDay |
Critical precipitation day |
FIX.5.0SP2EP169 |
|
|
EnvAllwnc |
EnvAllwncCert |
Environmental allowance certificates |
FIX.5.0SP2EP169 |
|
|
HDD |
HeatingDegreeDay |
Heating degree day |
FIX.5.0SP2EP169 |
|
|
kHR |
HeatRate |
The number of BTUs required to produce one kilowatt hour of electricity, typically 3,412.14 BTUs per 1 kWh. |
FIX.5.0SP2EP243 |
|
|
MHR |
MegaHeatRate |
The number of million BTUs required to produce one megawatt hour of electricity, typically 3.41214 million BTUs per 1 MWh. |
FIX.5.0SP2EP243 |
|
|
|
FIX.4.4EP5 |
FIX.5.0SP2EP122 |
|
997 |
TimeUnit |
String |
Unit of time associated with the contract. NOTE: Additional values may be used by mutual agreement of the counterparties
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
H |
Hour |
Hour |
FIX.4.4EP-1 |
|
|
Min |
Minute |
Minute |
FIX.4.4EP-1 |
|
|
S |
Second |
Second |
FIX.4.4EP-1 |
|
|
D |
Day |
Day |
FIX.4.4EP-1 |
|
|
Wk |
Week |
Week |
FIX.4.4EP-1 |
|
|
Mo |
Month |
Month |
FIX.4.4EP-1 |
|
|
Yr |
Year |
Year |
FIX.4.4EP-1 |
|
|
Q |
Quarter |
Quarter |
FIX.5.0SP2EP191 |
|
|
|
FIX.4.4EP5 |
|
|
998 |
UnderlyingUnitOfMeasure |
String |
Refer to defintion of UnitOfMeasure(996)
|
FIX.4.4EP5 |
|
|
999 |
LegUnitOfMeasure |
String |
Refer to defintion of UnitOfMeasure(996)
|
FIX.4.4EP5 |
|
|
1000 |
UnderlyingTimeUnit |
String |
Same as TimeUnit.
|
FIX.4.4EP5 |
|
|
1001 |
LegTimeUnit |
String |
Same as TimeUnit.
|
FIX.4.4EP5 |
|
|
1002 |
AllocMethod |
int |
Specifies the method under which a trade quantity was allocated.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Automatic |
Automatic |
FIX.4.4EP-1 |
|
|
2 |
Guarantor |
Guarantor |
FIX.4.4EP-1 |
|
|
3 |
Manual |
Manual |
FIX.4.4EP-1 |
|
|
4 |
BrokerAssigned |
Broker assigned |
FIX.5.0SP2EP107 |
|
|
|
FIX.4.4EP5 |
|
|
1003 |
TradeID |
String |
The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty.
|
FIX.4.4EP11 |
|
|
1005 |
SideTradeReportID |
String |
Used on a multi-sided trade to designate the ReportID
|
FIX.4.4EP5 |
|
|
1006 |
SideFillStationCd |
String |
Used on a multi-sided trade to convey order routing information
|
FIX.4.4EP5 |
|
|
1007 |
SideReasonCd |
String |
Used on a multi-sided trade to convey reason for execution
|
FIX.4.4EP5 |
|
|
1008 |
SideTrdSubTyp |
int |
Used on a multi-sided trade to specify the type of trade for a given side. Same values as TrdSubType (829).
|
FIX.4.4EP5 |
FIX.5.0SP1EP95 |
|
1009 |
SideLastQty |
Qty |
Used to indicate the quantity on one side of a multi-sided trade.
|
FIX.4.4EP5 |
FIX.5.0SP2EP161 |
|
1011 |
MessageEventSource |
String |
Used to identify the event or source which gave rise to a message. Valid values will be based on an exchange's implementation. Example values are: "MQM" (originated at Firm Back Office) "Clear" (originated in Clearing System) "Reg" (static data generated via Register request)
|
FIX.4.4EP5 |
|
|
1012 |
SideTrdRegTimestamp |
UTCTimestamp |
Will be used in a multi-sided message. Traded Regulatory timestamp value Use to store time information required by government regulators or self regulatory organizations such as an exchange or clearing house
|
FIX.4.4EP5 |
|
|
1013 |
SideTrdRegTimestampType |
int |
Same as TrdRegTimeStampType
|
FIX.4.4EP5 |
FIX.5.0SP1EP77 |
|
1014 |
SideTrdRegTimestampSrc |
String |
Same as TrdRegTimestampOrigin Text which identifies the origin i.e. system which was used to generate the time stamp for the Traded Regulatory timestamp value
|
FIX.4.4EP5 |
|
|
1015 |
AsOfIndicator |
char |
A trade that is being submitted for a trade date prior to the current trade or clearing date, e.g. in an open outcry market an out trade being submitted for the previous trading session or trading day.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
False |
false - trade is not an AsOf trade |
FIX.4.4EP-1 |
|
|
1 |
True |
true - trade is an AsOf trade |
FIX.4.4EP-1 |
|
|
|
FIX.4.4EP5 |
FIX.5.0SP2EP141 |
|
1016 |
NoSideTrdRegTS |
NumInGroup |
Indicates number of SideTimestamps contained in group
|
FIX.4.4EP5 |
|
|
1017 |
LegOptionRatio |
float |
Expresses the risk of an option leg Value must be between -1 and 1. A Call Option will require a ratio value between 0 and 1 A Put Option will require a ratio value between -1 and 0
|
FIX.4.4EP18 |
|
|
1018 |
NoInstrumentParties |
NumInGroup |
Identifies the number of parties identified with an instrument
|
FIX.4.4EP4 |
|
|
1019 |
InstrumentPartyID |
String |
PartyID value within an instrument party repeating group. Same values as PartyID (448)
|
FIX.4.4EP4 |
|
|
1020 |
TradeVolume |
Qty |
Used to report volume with a trade
|
FIX.4.4EP7 |
|
|
1021 |
MDBookType |
int |
Describes the type of book for which the feed is intended. Used when multiple feeds are provided over the same connection
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
TopOfBook |
Top of Book |
FIX.4.4EP-1 |
|
|
2 |
PriceDepth |
Price Depth |
FIX.4.4EP-1 |
|
|
3 |
OrderDepth |
Order Depth |
FIX.4.4EP-1 |
|
|
|
FIX.4.4EP7 |
|
|
1022 |
MDFeedType |
String |
Describes a class of service for a given data feed, ie Regular and Market Maker, Bandwidth Intensive or Bandwidth Conservative
|
FIX.4.4EP7 |
|
|
1023 |
MDPriceLevel |
int |
Integer to convey the level of a bid or offer at a given price level. This is in contrast to MDEntryPositionNo which is used to convey the position of an order within a Price level
|
FIX.4.4EP7 |
|
|
1024 |
MDOriginType |
int |
Used to describe the origin of the market data entry.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Book |
Book |
FIX.4.4EP-1 |
|
|
1 |
OffBook |
Off-Book |
FIX.4.4EP-1 |
|
|
2 |
Cross |
Cross |
FIX.4.4EP-1 |
|
|
3 |
QuoteDrivenMarket |
Examples for quote driven markets are market maker or specialist market models. |
FIX.5.0SP2EP163 |
|
|
4 |
DarkOrderBook |
Dark order book |
FIX.5.0SP2EP163 |
|
|
5 |
AuctionDrivenMarket |
Markets where matching occurs only in scheduled auctions. |
FIX.5.0SP2EP216 |
|
|
6 |
QuoteNegotiation |
Discretionary quoting on request or "request for quote" market. |
FIX.5.0SP2EP216 |
|
|
7 |
VoiceNegotiation |
A trading system where transactions between members are arranged through voice negotiation. |
FIX.5.0SP2EP228 |
|
|
8 |
HybridMarket |
A hybrid system falling into two or more types of trading systems. Can also be used for ESMA RTS 1 "other type of trading system". |
FIX.5.0SP2EP228 |
|
|
|
FIX.4.4EP7 |
FIX.5.0SP2EP216 |
|
1025 |
FirstPx |
Price |
Indicates the first trade price of the day/session
|
FIX.4.4EP7 |
|
|
1026 |
MDEntrySpotRate |
float |
The spot rate for an FX entry
|
FIX.4.4EP7 |
|
|
1027 |
MDEntryForwardPoints |
PriceOffset |
Used for an F/X entry. The forward points to be added to or subtracted from the spot rate to get the "all-in" rate in MDEntryPx. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199
|
FIX.4.4EP7 |
|
|
1028 |
ManualOrderIndicator |
Boolean |
Indicates if the order was initially received manually (as opposed to electronically) or if it was entered manually (as opposed to entered by automated trading software).
|
FIX.4.4EP9 |
FIX.5.0SP2EP182 |
|
1029 |
CustDirectedOrder |
Boolean |
Indicates if the customer directed this order to a specific execution venue "Y" or not "N". A default of "N" customer did not direct this order should be used in the case where the information is both missing and essential.
|
FIX.4.4EP9 |
FIX.5.0SP1EP95 |
|
1030 |
ReceivedDeptID |
String |
Identifies the broker-dealer department that first took the order.
|
FIX.4.4EP9 |
FIX.5.0SP2EP135 |
FIX.5.0SP2EP135 |
1031 |
CustOrderHandlingInst |
MultipleStringValue |
Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer. NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting and/or billing purposes only.
For OrderHandlingInstSrc(1032) = 1 (FINRA OATS), valid values are (as of OATS Phase 3 as provided by FINRA. See also http://www.finra.org/Industry/Compliance/MarketTransparency/OATS/PhaseIII/index.htm for a complete list.
For OrderHandlingInstSrc(1032) = 2 (FIA Execution Source Code), only one enumeration value may be specified.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
ADD |
AddOnOrder |
Add-on order |
FIX.4.4EP-1 |
FIX.5.0SP2EP135 |
|
AON |
AllOrNone |
All or none |
FIX.4.4EP-1 |
FIX.5.0SP2EP135 |
|
CNH |
CashNotHeld |
Cash not held |
FIX.4.4EP-1 |
FIX.5.0SP2EP135 |
|
DIR |
DirectedOrder |
Directed order |
FIX.4.4EP-1 |
FIX.5.0SP2EP135 |
|
E.W |
ExchangeForPhysicalTransaction |
Exchange for physical transaction |
FIX.4.4EP-1 |
FIX.5.0SP2EP135 |
|
FOK |
FillOrKill |
Fill or kill |
FIX.4.4EP-1 |
FIX.5.0SP2EP135 |
|
IO |
ImbalanceOnly |
Imbalance only |
FIX.4.4EP-1 |
FIX.5.0SP2EP135 |
|
IOC |
ImmediateOrCancel |
Immediate or cancel |
FIX.4.4EP-1 |
FIX.5.0SP2EP135 |
|
LOO |
LimitOnOpen |
Limit on open |
FIX.4.4EP-1 |
FIX.5.0SP2EP135 |
|
LOC |
LimitOnClose |
Limit on Close |
FIX.4.4EP-1 |
FIX.5.0SP2EP135 |
|
MAO |
MarketAtOpen |
Market at Open |
FIX.4.4EP-1 |
FIX.5.0SP2EP135 |
|
MAC |
MarketAtClose |
Market at close |
FIX.4.4EP-1 |
FIX.5.0SP2EP135 |
|
MOO |
MarketOnOpen |
Market on open |
FIX.4.4EP-1 |
FIX.5.0SP2EP135 |
|
MOC |
MarketOnClose |
Market on close |
FIX.4.4EP-1 |
FIX.5.0SP2EP135 |
|
MQT |
MinimumQuantity |
Minimum quantity |
FIX.4.4EP-1 |
FIX.5.0SP2EP135 |
|
NH |
NotHeld |
Not held |
FIX.4.4EP-1 |
FIX.5.0SP2EP135 |
|
OVD |
OverTheDay |
Over the day |
FIX.4.4EP-1 |
FIX.5.0SP2EP135 |
|
PEG |
Pegged |
Pegged |
FIX.4.4EP-1 |
FIX.5.0SP2EP135 |
|
RSV |
ReserveSizeOrder |
Reserve size order |
FIX.4.4EP-1 |
FIX.5.0SP2EP135 |
|
S.W |
StopStockTransaction |
Stop stock transaction |
FIX.4.4EP-1 |
FIX.5.0SP2EP135 |
|
SCL |
Scale |
Scale |
FIX.4.4EP-1 |
FIX.5.0SP2EP135 |
|
TMO |
TimeOrder |
Time order |
FIX.4.4EP-1 |
FIX.5.0SP2EP135 |
|
TS |
TrailingStop |
Trailing stop |
FIX.4.4EP-1 |
FIX.5.0SP2EP135 |
|
WRK |
Work |
Work |
FIX.4.4EP-1 |
FIX.5.0SP2EP135 |
|
A |
PhoneSimple |
Phone simple |
FIX.5.0SP2EP133 |
|
|
B |
PhoneComplex |
Phone complex |
FIX.5.0SP2EP133 |
|
|
C |
FCMProvidedScreen |
FCM provided screen |
FIX.5.0SP2EP133 |
|
|
D |
OtherProvidedScreen |
Other provided screen |
FIX.5.0SP2EP133 |
|
|
E |
ClientProvidedPlatformControlledByFCM |
Client provided platform controlled by FCM |
FIX.5.0SP2EP133 |
|
|
F |
ClientProvidedPlatformDirectToExchange |
Client provided platform direct to exchange |
FIX.5.0SP2EP133 |
|
|
G |
GOrderAndFCMAPIorFIX |
G Order(FINRA OATS), FCM API or FIX(FIA Execution Source) |
FIX.5.0SP2EP133 |
FIX.5.0SP2EP135 |
|
H |
AlgoEngine |
Algo engine |
FIX.5.0SP2EP133 |
|
|
J |
PriceAtExecution |
Price at execution (price added at initial order entry, trading, middle office or time of give-up) |
FIX.5.0SP2EP133 |
|
|
W |
DeskElectronic |
Desk - electronic |
FIX.5.0SP2EP133 |
|
|
X |
DeskPit |
Desk - pit |
FIX.5.0SP2EP133 |
|
|
Y |
ClientElectronic |
Client - electronic |
FIX.5.0SP2EP133 |
|
|
Z |
ClientPit |
Client - pit |
FIX.5.0SP2EP133 |
|
|
CND |
ConditionalOrder |
Conditional order |
FIX.5.0SP2EP135 |
|
|
CSH |
DeliveryInstructionsCash |
Delivery instructions - cash |
FIX.5.0SP2EP135 |
|
|
DLO |
DiscretionaryLimitOrder |
Discretionary limit order |
FIX.5.0SP2EP135 |
|
|
IDX |
IntraDayCross |
Intraday cross |
FIX.5.0SP2EP135 |
|
|
ISO |
IntermarketSweepOrder |
Intermarket sweep order |
FIX.5.0SP2EP135 |
|
|
MPT |
MergerRelatedTransferPosition |
Merger related transfer position |
FIX.5.0SP2EP135 |
|
|
MTL |
MarketToLimit |
Market to limit |
FIX.5.0SP2EP135 |
|
|
ND |
DeliveryInstructionsNextDay |
Delivery instructions - next day |
FIX.5.0SP2EP135 |
|
|
OPT |
OptionsRelatedTransaction |
Options related transaction |
FIX.5.0SP2EP135 |
|
|
SLR |
DeliveryInstructionsSellersOption |
Delivery instructions - sellers option |
FIX.5.0SP2EP135 |
|
|
F0 |
StayOnOfferside |
Stay on offerside |
FIX.5.0SP2EP135 |
|
|
F3 |
GoAlong |
Go along |
FIX.5.0SP2EP135 |
|
|
F6 |
ParticipateDoNotInitiate |
Participate do not initiate |
FIX.5.0SP2EP135 |
|
|
F7 |
StrictScale |
Strict scale |
FIX.5.0SP2EP135 |
|
|
F8 |
TryToScale |
Try to scale |
FIX.5.0SP2EP135 |
|
|
F9 |
StayOnBidside |
Stay on bidside |
FIX.5.0SP2EP135 |
|
|
FA |
NoCross |
No cross |
FIX.5.0SP2EP135 |
|
|
FB |
OKToCross |
OK to cross |
FIX.5.0SP2EP135 |
|
|
FC |
CallFirst |
Call first |
FIX.5.0SP2EP135 |
|
|
FD |
PercentOfVolume |
Percent of volume |
FIX.5.0SP2EP135 |
|
|
FH |
ReinstateOnSystemFailure |
Reinstate on system failure |
FIX.5.0SP2EP135 |
|
|
FI |
InstitutionOnly |
Institution only |
FIX.5.0SP2EP135 |
|
|
FJ |
ReinstateOnTradingHalt |
Reinstate on trading halt |
FIX.5.0SP2EP135 |
|
|
FK |
CancelOnTradingHalf |
Cancel on trading half |
FIX.5.0SP2EP135 |
|
|
FL |
LastPeg |
Last peg |
FIX.5.0SP2EP135 |
|
|
FM |
MidPricePeg |
Mid-price peg |
FIX.5.0SP2EP135 |
|
|
FN |
NonNegotiable |
Non-negotiable |
FIX.5.0SP2EP135 |
|
|
FO |
OpeningPeg |
Opening peg |
FIX.5.0SP2EP135 |
|
|
FP |
MarketPeg |
Market peg |
FIX.5.0SP2EP135 |
|
|
FQ |
CancelOnSystemFailure |
Cancel on system failure |
FIX.5.0SP2EP135 |
|
|
FR |
PrimaryPeg |
Primary peg |
FIX.5.0SP2EP135 |
|
|
FS |
Suspend |
Suspend |
FIX.5.0SP2EP135 |
|
|
FT |
FixedPegToLocalBBO |
Fixed peg to local best bid or offer at time of order |
FIX.5.0SP2EP135 |
|
|
FW |
PegToVWAP |
Peg to VWAP |
FIX.5.0SP2EP135 |
|
|
FX |
TradeAlong |
Trade along |
FIX.5.0SP2EP135 |
|
|
FY |
TryToStop |
Try to stop |
FIX.5.0SP2EP135 |
|
|
FZ |
CancelIfNotBest |
Cancel if not best |
FIX.5.0SP2EP135 |
|
|
Fb |
StrictLimit |
Strict limit |
FIX.5.0SP2EP135 |
|
|
Fc |
IgnorePriceValidityChecks |
Ignore price validity checks |
FIX.5.0SP2EP135 |
|
|
Fd |
PegToLimitPrice |
Peg to Limit Price |
FIX.5.0SP2EP135 |
|
|
Fe |
WorkToTargetStrategy |
Work to target strategy |
FIX.5.0SP2EP135 |
|
|
|
FIX.4.4EP9 |
FIX.5.0SP2EP135 |
|
1032 |
OrderHandlingInstSource |
int |
Identifies the class or source of the order handling instruction values. Scope of this will apply to both CustOrderHandlingInst(1031) and DeskOrderHandlingInst(1035). Conditionally required when CustOrderHandlingInst(1031) or DeskOrderHandlingInst(1035) is specified.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
FINRAOATS |
FINRA OATS |
FIX.4.4EP-1 |
FIX.5.0SP2EP135 |
|
2 |
FIAExecutionSourceCode |
FIA Execution Source Code |
FIX.5.0SP2EP133 |
|
|
|
FIX.4.4EP9 |
FIX.5.0SP2EP135 |
|
1033 |
DeskType |
String |
Identifies the type of Trading Desk. Conditionally required when InformationBarrierID(1727) is specified for OATS.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
A |
Agency |
Agency |
FIX.4.4EP-1 |
FIX.5.0SP2EP135 |
|
AR |
Arbitrage |
Arbitrage |
FIX.4.4EP-1 |
FIX.5.0SP2EP135 |
|
D |
Derivatives |
Derivatives |
FIX.4.4EP-1 |
FIX.5.0SP2EP135 |
|
IN |
International |
International |
FIX.4.4EP-1 |
FIX.5.0SP2EP135 |
|
IS |
Institutional |
Institutional |
FIX.4.4EP-1 |
FIX.5.0SP2EP135 |
|
O |
Other |
Other |
FIX.4.4EP-1 |
FIX.5.0SP2EP135 |
|
PF |
PreferredTrading |
Preferred trading |
FIX.4.4EP-1 |
FIX.5.0SP2EP135 |
|
PR |
Proprietary |
Proprietary |
FIX.4.4EP-1 |
FIX.5.0SP2EP135 |
|
PT |
ProgramTrading |
Program trading |
FIX.4.4EP-1 |
FIX.5.0SP2EP135 |
|
S |
Sales |
Sales |
FIX.4.4EP-1 |
FIX.5.0SP2EP135 |
|
T |
TradingDeskSystem |
Trading desk or system non-market maker |
FIX.4.4EP-1 |
FIX.5.0SP2EP135 |
|
B |
BlockTrading |
Block trading |
FIX.5.0SP2EP135 |
|
|
C |
ConvertibleDesk |
Convertible desk |
FIX.5.0SP2EP135 |
|
|
CR |
CentralRiskBooks |
Central risk books |
FIX.5.0SP2EP135 |
|
|
EC |
EquityCapitalMarkets |
Equity capital markets |
FIX.5.0SP2EP135 |
|
|
SW |
Swaps |
Swaps |
FIX.5.0SP2EP135 |
|
|
TR |
Treasury |
Treasury |
FIX.5.0SP2EP135 |
|
|
|
FIX.4.4EP9 |
FIX.5.0SP2EP135 |
|
1034 |
DeskTypeSource |
int |
Identifies the class or source of DeskType(1033) values. Conditionally required when DeskType(1033) is specified.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
FINRAOATS |
FINRA OATS |
FIX.4.4EP-1 |
FIX.5.0SP2EP135 |
|
|
FIX.4.4EP9 |
FIX.5.0SP2EP135 |
|
1035 |
DeskOrderHandlingInst |
MultipleStringValue |
Codes that apply special information that the broker-dealer needs to report.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
ADD |
AddOnOrder |
Add-on Order |
FIX.4.4EP-1 |
|
|
AON |
AllOrNone |
All or None |
FIX.4.4EP-1 |
|
|
CNH |
CashNotHeld |
Cash Not Held |
FIX.4.4EP-1 |
|
|
DIR |
DirectedOrder |
Directed Order |
FIX.4.4EP-1 |
|
|
E.W |
ExchangeForPhysicalTransaction |
Exchange for Physical Transaction |
FIX.4.4EP-1 |
|
|
FOK |
FillOrKill |
Fill or Kill |
FIX.4.4EP-1 |
|
|
IO |
ImbalanceOnly |
Imbalance Only |
FIX.4.4EP-1 |
|
|
IOC |
ImmediateOrCancel |
Immediate or Cancel |
FIX.4.4EP-1 |
|
|
LOO |
LimitOnOpen |
Limit On Open |
FIX.4.4EP-1 |
|
|
LOC |
LimitOnClose |
Limit on Close |
FIX.4.4EP-1 |
|
|
MAO |
MarketAtOpen |
Market at Open |
FIX.4.4EP-1 |
|
|
MAC |
MarketAtClose |
Market at Close |
FIX.4.4EP-1 |
|
|
MOO |
MarketOnOpen |
Market on Open |
FIX.4.4EP-1 |
|
|
MOC |
MarketOnClose |
Market On Close |
FIX.4.4EP-1 |
|
|
MQT |
MinimumQuantity |
Minimum Quantity |
FIX.4.4EP-1 |
|
|
NH |
NotHeld |
Not Held |
FIX.4.4EP-1 |
|
|
OVD |
OverTheDay |
Over the Day |
FIX.4.4EP-1 |
|
|
PEG |
Pegged |
Pegged |
FIX.4.4EP-1 |
|
|
RSV |
ReserveSizeOrder |
Reserve Size Order |
FIX.4.4EP-1 |
|
|
S.W |
StopStockTransaction |
Stop Stock Transaction |
FIX.4.4EP-1 |
|
|
SCL |
Scale |
Scale |
FIX.4.4EP-1 |
|
|
TMO |
TimeOrder |
Time Order |
FIX.4.4EP-1 |
|
|
TS |
TrailingStop |
Trailing Stop |
FIX.4.4EP-1 |
|
|
WRK |
Work |
Work |
FIX.4.4EP-1 |
|
|
|
FIX.4.4EP9 |
FIX.5.0SP2EP135 |
|
1036 |
ExecAckStatus |
char |
The status of this execution acknowledgement message.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Received |
Received, not yet processed |
FIX.4.4EP-1 |
|
|
1 |
Accepted |
Accepted |
FIX.4.4EP-1 |
|
|
2 |
Don |
Don't know / Rejected |
FIX.4.4EP-1 |
|
|
|
FIX.4.4EP10 |
|
|
1037 |
UnderlyingDeliveryAmount |
Amt |
Indicates the underlying position amount to be delivered
|
FIX.4.4EP8 |
|
|
1038 |
UnderlyingCapValue |
Amt |
Maximum notional value for a capped financial instrument
|
FIX.4.4EP8 |
|
|
1039 |
UnderlyingSettlMethod |
String |
Settlement method for a contract or instrument. Additional values may be used with bilateral agreement.
|
FIX.4.4EP8 |
FIX.5.0SP2EP169 |
|
1040 |
SecondaryTradeID |
String |
Used to carry an internal trade entity ID which may or may not be reported to the firm
|
FIX.4.4EP11 |
|
|
1041 |
FirmTradeID |
String |
The ID assigned to a trade by the Firm to track a trade within the Firm system. This ID can be assigned either before or after submission to the exchange or central counterpary
|
FIX.4.4EP11 |
|
|
1042 |
SecondaryFirmTradeID |
String |
Used to carry an internal firm assigned ID which may or may not be reported to the exchange or central counterpary
|
FIX.4.4EP11 |
|
|
1043 |
CollApplType |
int |
conveys how the collateral should be/has been applied
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
SpecificDeposit |
Specific Deposit |
FIX.4.4EP-1 |
|
|
1 |
General |
General |
FIX.4.4EP-1 |
|
|
|
FIX.4.4EP12 |
|
|
1044 |
UnderlyingAdjustedQuantity |
Qty |
Unit amount of the underlying security (shares) adjusted for pending corporate action not yet allocated.
|
FIX.4.4EP12 |
|
|
1045 |
UnderlyingFXRate |
float |
Foreign exchange rate used to compute UnderlyingCurrentValue(885) (or market value) from UnderlyingCurrency(318) to Currency(15).
|
FIX.4.4EP12 |
|
|
1046 |
UnderlyingFXRateCalc |
char |
Specifies whether the UnderlyingFxRate(1045) should be multiplied or divided.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
D |
Divide |
Divide |
FIX.4.4EP-1 |
|
|
M |
Multiply |
Multiply |
FIX.4.4EP-1 |
|
|
|
FIX.4.4EP12 |
|
|
1047 |
AllocPositionEffect |
char |
Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
O |
Open |
Open |
FIX.4.4EP-1 |
|
|
C |
Close |
Close |
FIX.4.4EP-1 |
|
|
R |
Rolled |
Rolled |
FIX.4.4EP-1 |
|
|
F |
FIFO |
FIFO |
FIX.4.4EP-1 |
|
|
|
FIX.4.4EP17 |
|
|
1048 |
DealingCapacity |
char |
Identifies role of dealer; Agent, Principal, RisklessPrincipal
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
A |
Agent |
Agent |
FIX.5.0SP1EP95 |
|
|
P |
Principal |
Principal |
FIX.5.0SP1EP95 |
|
|
R |
RisklessPrincipal |
Riskless Principal |
FIX.5.0SP1EP95 |
|
|
|
FIX.4.4EP7 |
FIX.5.0SP1EP95 |
|
1049 |
InstrmtAssignmentMethod |
char |
Method under which assignment was conducted
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
P |
ProRata |
Pro rata |
FIX.4.4EP4 |
|
|
R |
Random |
Random |
FIX.4.4EP4 |
|
|
|
FIX.4.4EP4 |
|
|
1050 |
InstrumentPartyIDSource |
char |
PartyIDSource value within an instrument partyrepeating group. Same values as PartyIDSource (447)
|
FIX.4.4EP4 |
|
|
1051 |
InstrumentPartyRole |
int |
PartyRole value within an instrument partyepeating group. Same values as PartyRole (452)
|
FIX.4.4EP4 |
|
|
1052 |
NoInstrumentPartySubIDs |
NumInGroup |
Number of InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries
|
FIX.4.4EP4 |
|
|
1053 |
InstrumentPartySubID |
String |
PartySubID value within an instrument party repeating group. Same values as PartySubID (523)
|
FIX.4.4EP4 |
|
|
1054 |
InstrumentPartySubIDType |
int |
Type of InstrumentPartySubID (1053) value. Same values as PartySubIDType (803)
|
FIX.4.4EP4 |
|
|
1055 |
PositionCurrency |
String |
The Currency in which the position Amount is denominated
|
FIX.4.4EP8 |
|
|
1056 |
CalculatedCcyLastQty |
Qty |
Used for the calculated quantity of the other side of the currency trade. Can be derived from LastQty and LastPx.
|
FIX.4.4EP21 |
|
|
1057 |
AggressorIndicator |
Boolean |
Used to identify whether the order initiator is an aggressor or not in the trade.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
Y |
OrderInitiatorIsAggressor |
Order initiator is aggressor |
FIX.4.4EP-1 |
|
|
N |
OrderInitiatorIsPassive |
Order initiator is passive |
FIX.4.4EP-1 |
|
|
|
FIX.4.4EP21 |
|
|
1058 |
NoUndlyInstrumentParties |
NumInGroup |
Identifies the number of parties identified with an underlying instrument
|
FIX.4.4EP8 |
|
|
1059 |
UnderlyingInstrumentPartyID |
String |
PartyID value within an underlying instrument party repeating group. Same values as PartyID (448)
|
FIX.4.4EP8 |
FIX.5.0SP1EP95 |
|
1060 |
UnderlyingInstrumentPartyIDSource |
char |
PartyIDSource value within an underlying instrument partyrepeating group. Same values as PartyIDSource (447)
|
FIX.4.4EP8 |
FIX.5.0SP1EP95 |
|
1061 |
UnderlyingInstrumentPartyRole |
int |
PartyRole value within an underlying instrument partyepeating group. Same values as PartyRole (452)
|
FIX.4.4EP8 |
FIX.5.0SP1EP95 |
|
1062 |
NoUndlyInstrumentPartySubIDs |
NumInGroup |
Number of Underlying InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries
|
FIX.4.4EP8 |
|
|
1063 |
UnderlyingInstrumentPartySubID |
String |
PartySubID value within an underlying instrument party repeating group. Same values as PartySubID (523)
|
FIX.4.4EP8 |
FIX.5.0SP1EP95 |
|
1064 |
UnderlyingInstrumentPartySubIDType |
int |
Type of underlying InstrumentPartySubID (1053) value. Same values as PartySubIDType (803)
|
FIX.4.4EP8 |
FIX.5.0SP1EP95 |
|
1065 |
BidSwapPoints |
PriceOffset |
The bid FX Swap points for an FX Swap. It is the "far bid forward points - near offer forward point". Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199
|
FIX.4.4EP21 |
|
|
1066 |
OfferSwapPoints |
PriceOffset |
The offer FX Swap points for an FX Swap. It is the "far offer forward points - near bid forward points". Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199
|
FIX.4.4EP21 |
|
|
1067 |
LegBidForwardPoints |
PriceOffset |
The bid FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199
|
FIX.4.4EP21 |
|
|
1068 |
LegOfferForwardPoints |
PriceOffset |
The offer FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199
|
FIX.4.4EP21 |
|
|
1069 |
SwapPoints |
PriceOffset |
For FX Swap, this is used to express the differential between the far leg's bid/offer and the near leg's bid/offer. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199
|
FIX.4.4EP21 |
|
|
1070 |
MDQuoteType |
int |
Identifies market data quote type.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Indicative |
Indicative |
FIX.4.4EP32 |
|
|
1 |
Tradeable |
Tradeable |
FIX.4.4EP32 |
|
|
2 |
RestrictedTradeable |
Restricted Tradeable |
FIX.4.4EP32 |
|
|
3 |
Counter |
Counter |
FIX.4.4EP32 |
|
|
4 |
IndicativeAndTradeable |
Indicative and Tradeable |
FIX.4.4EP32 |
|
|
|
FIX.4.4EP7 |
|
|
1071 |
LastSwapPoints |
PriceOffset |
For FX Swap, this is used to express the last market event for the differential between the far leg's bid/offer and the near leg's bid/offer in a fill or partial fill. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199
|
FIX.4.4EP21 |
|
|
1072 |
SideGrossTradeAmt |
Amt |
The gross trade amount for this side of the trade. See also GrossTradeAmt (381) for additional definition.
|
FIX.4.4EP25 |
|
|
1073 |
LegLastForwardPoints |
PriceOffset |
The forward points for this leg's fill event. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199
|
FIX.4.4EP21 |
|
|
1074 |
LegCalculatedCcyLastQty |
Qty |
Used for the calculated quantity of the other side of the currency for this leg. Can be derived from LegQty and LegLastPx.
|
FIX.4.4EP21 |
|
|
1075 |
LegGrossTradeAmt |
Amt |
The gross trade amount of the leg. For FX Futures this is used to express the notional value of a fill when LegLastQty and other quantity fields are express in terms of contract size.
|
FIX.4.4EP21 |
|
|
1079 |
MaturityTime |
TZTimeOnly |
Time of security's maturity expressed in local time with offset to UTC specified
|
FIX.4.4EP21 |
|
|
1080 |
RefOrderID |
String |
The ID reference to the order being hit or taken.
For pre-trade credit/risk limit check process, this is the reference to the placed order, quote request or quote for the credit/risk limit check.
|
FIX.4.4EP22 |
FIX.5.0SP2EP171 |
|
1081 |
RefOrderIDSource |
char |
Used to specify what identifier, provided in order depth market data, to use when hitting (taking) a specific order or to identify what type of order or quote reference is being provided when seeking credit limit check.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
SecondaryOrderID |
SecondaryOrderID(198) |
FIX.4.4EP-1 |
|
|
1 |
OrderID |
OrderID(37) |
FIX.4.4EP-1 |
|
|
2 |
MDEntryID |
MDEntryID(278) |
FIX.4.4EP-1 |
|
|
3 |
QuoteEntryID |
QuoteEntryID(299) |
FIX.4.4EP-1 |
|
|
4 |
OriginalOrderID |
Original order ID |
FIX.5.0SP1EP77 |
|
|
5 |
QuoteID |
QuoteID(117) |
FIX.5.0SP2EP171 |
|
|
6 |
QuoteReqID |
QuoteReqID(131) |
FIX.5.0SP2EP171 |
|
|
|
FIX.4.4EP22 |
FIX.5.0SP2EP171 |
|
1082 |
SecondaryDisplayQty |
Qty |
Used for reserve orders when DisplayQty applies to the primary execution market (e.g.an ECN) and another quantity is to be shown at other markets (e.g. the exchange). On orders specifies the qty to be displayed, on execution reports the currently displayed quantity.
|
FIX.4.4EP22 |
|
|
1083 |
DisplayWhen |
char |
Instructs when to refresh DisplayQty (1138).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Immediate |
Immediate (after each fill) |
FIX.4.4EP-1 |
|
|
2 |
Exhaust |
Exhaust (when DisplayQty = 0) |
FIX.4.4EP-1 |
|
|
|
FIX.4.4EP22 |
|
|
1084 |
DisplayMethod |
char |
Defines what value to use in DisplayQty (1138). If not specified the default DisplayMethod is "1"
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Initial |
Initial (use original DisplayQty) |
FIX.4.4EP-1 |
|
|
2 |
New |
New (use RefreshQty) |
FIX.4.4EP-1 |
|
|
3 |
Random |
Random (randomize value) |
FIX.4.4EP-1 |
|
|
4 |
Undisclosed |
Undisclosed (invisible order) |
FIX.5.0SP1EP78 |
|
|
|
FIX.4.4EP22 |
|
|
1085 |
DisplayLowQty |
Qty |
Defines the lower quantity limit to a randomized refresh of DisplayQty.
|
FIX.4.4EP22 |
|
|
1086 |
DisplayHighQty |
Qty |
Defines the upper quantity limit to a randomized refresh of DisplayQty.
|
FIX.4.4EP22 |
|
|
1087 |
DisplayMinIncr |
Qty |
Defines the minimum increment to be used when calculating a random refresh of DisplayQty. A user specifies this when he wants a larger increment than the standard provided by the market (e.g. the round lot size).
|
FIX.4.4EP22 |
|
|
1088 |
RefreshQty |
Qty |
Defines the quantity used to refresh DisplayQty.
|
FIX.4.4EP22 |
|
|
1089 |
MatchIncrement |
Qty |
Allows orders to specify a minimum quantity that applies to every execution (one execution could be for multiple counter-orders). The order may still fill against smaller orders, but the cumulative quantity of the execution must be in multiples of the MatchIncrement.
|
FIX.4.4EP22 |
|
|
1090 |
MaxPriceLevels |
int |
Allows an order to specify a maximum number of price levels to trade through. Only valid for aggressive orders and during continuous (autoexecution) trading sessions. Property lost when order is put on book. A partially filled order is assigned last trade price as limit price. Non-filled order behaves as ordinary Market or Limit.
|
FIX.4.4EP22 |
|
|
1091 |
PreTradeAnonymity |
Boolean |
Allows trader to explicitly request anonymity or disclosure in pre-trade market data feeds. Anonymity is relevant in markets where counterparties are regularly disclosed in order depth feeds. Disclosure is relevant when counterparties are not normally visible.
|
FIX.4.4EP22 |
|
|
1092 |
PriceProtectionScope |
char |
Defines the type of price protection the customer requires on their order.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
None |
None |
FIX.4.4EP-1 |
|
|
1 |
Local |
Local (Exchange, ECN, ATS) |
FIX.4.4EP-1 |
|
|
2 |
National |
National (Across all national markets) |
FIX.4.4EP-1 |
|
|
3 |
Global |
Global (Across all markets) |
FIX.4.4EP-1 |
|
|
|
FIX.4.4EP22 |
|
|
1093 |
LotType |
char |
Defines the lot type assigned to the order.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
OddLot |
Odd Lot |
FIX.4.4EP-1 |
|
|
2 |
RoundLot |
Round Lot |
FIX.4.4EP-1 |
|
|
3 |
BlockLot |
Block Lot |
FIX.4.4EP-1 |
|
|
4 |
RoundLotBasedUpon |
Round lot based upon UnitOfMeasure(996) |
FIX.5.0SP1EP80 |
|
|
|
FIX.4.4EP22 |
|
|
1094 |
PegPriceType |
int |
Defines the type of peg.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
LastPeg |
Last peg (last sale) |
FIX.4.4EP-1 |
|
|
2 |
MidPricePeg |
Mid-price peg (midprice of inside quote) |
FIX.4.4EP-1 |
|
|
3 |
OpeningPeg |
Opening peg |
FIX.4.4EP-1 |
|
|
4 |
MarketPeg |
Market peg |
FIX.4.4EP-1 |
|
|
5 |
PrimaryPeg |
Primary peg (primary market - buy at bid or sell at offer) |
FIX.4.4EP-1 |
|
|
7 |
PegToVWAP |
Peg to VWAP |
FIX.4.4EP-1 |
|
|
8 |
TrailingStopPeg |
Trailing Stop Peg |
FIX.4.4EP-1 |
|
|
9 |
PegToLimitPrice |
Peg to Limit Price |
FIX.4.4EP-1 |
|
|
10 |
ShortSaleMinPricePeg |
Short sale minimum price Peg (published price that a short sell order must meet in order to comply with regulatory requirements, e.g. SEC uptick rules). |
FIX.5.0SP2EP123 |
|
|
|
FIX.4.4EP22 |
|
|
1095 |
PeggedRefPrice |
Price |
The value of the reference price that the order is pegged to. PeggedRefPrice + PegOffsetValue (211) = PeggedPrice (839) unless the limit price (44, Price) is breached. The values may not be exact due to rounding.
|
FIX.4.4EP22 |
|
|
1096 |
PegSecurityIDSource |
String |
Defines the identity of the security off whose prices the order will peg. Same values as SecurityIDSource (22)
|
FIX.4.4EP22 |
|
|
1097 |
PegSecurityID |
String |
Defines the identity of the security off whose prices the order will peg.
|
FIX.4.4EP22 |
|
|
1098 |
PegSymbol |
String |
Defines the common, 'human understood' representation of the security off whose prices the order will Peg.
|
FIX.4.4EP22 |
|
|
1099 |
PegSecurityDesc |
String |
Security description of the security off whose prices the order will Peg.
|
FIX.4.4EP22 |
|
|
1100 |
TriggerType |
char |
Defines when the trigger will hit, i.e. the action specified by the trigger instructions will come into effect.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
PartialExecution |
Partial Execution |
FIX.4.4EP-1 |
|
|
2 |
SpecifiedTradingSession |
Specified Trading Session |
FIX.4.4EP-1 |
|
|
3 |
NextAuction |
Next Auction |
FIX.4.4EP-1 |
|
|
4 |
PriceMovement |
Price Movement |
FIX.4.4EP-1 |
|
|
5 |
OnOrderEntryOrModification |
On Order Entry or order modification entry |
FIX.5.0SP2EP100 |
|
|
|
FIX.5.0EP-1 |
|
|
1101 |
TriggerAction |
char |
Defines the type of action to take when the trigger hits.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Activate |
Activate |
FIX.4.4EP-1 |
|
|
2 |
Modify |
Modify |
FIX.4.4EP-1 |
|
|
3 |
Cancel |
Cancel |
FIX.4.4EP-1 |
|
|
|
FIX.5.0EP-1 |
|
|
1102 |
TriggerPrice |
Price |
The price at which the trigger should hit.
|
FIX.5.0EP-1 |
|
|
1103 |
TriggerSymbol |
String |
Defines the common, 'human understood' representation of the security whose prices will be tracked by the trigger logic.
|
FIX.5.0EP-1 |
|
|
1104 |
TriggerSecurityID |
String |
Defines the identity of the security whose prices will be tracked by the trigger logic.
|
FIX.5.0EP-1 |
|
|
1105 |
TriggerSecurityIDSource |
String |
Defines the identity of the security whose prices will be tracked by the trigger logic. Same values as SecurityIDSource (22).
|
FIX.5.0EP-1 |
|
|
1106 |
TriggerSecurityDesc |
String |
Defines the security description of the security whose prices will be tracked by the trigger logic.
|
FIX.5.0EP-1 |
|
|
1107 |
TriggerPriceType |
char |
The type of price that the trigger is compared to.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
BestOffer |
Best Offer |
FIX.4.4EP-1 |
|
|
2 |
LastTrade |
Last Trade |
FIX.4.4EP-1 |
|
|
3 |
BestBid |
Best Bid |
FIX.4.4EP-1 |
|
|
4 |
BestBidOrLastTrade |
Best Bid or Last Trade |
FIX.4.4EP-1 |
|
|
5 |
BestOfferOrLastTrade |
Best Offer or Last Trade |
FIX.4.4EP-1 |
|
|
6 |
BestMid |
Best Mid |
FIX.4.4EP-1 |
|
|
|
FIX.5.0EP-1 |
|
|
1108 |
TriggerPriceTypeScope |
char |
Defines the type of price protection the customer requires on their order.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
None |
None |
FIX.4.4EP-1 |
|
|
1 |
Local |
Local (Exchange, ECN, ATS) |
FIX.4.4EP-1 |
|
|
2 |
National |
National (Across all national markets) |
FIX.4.4EP-1 |
|
|
3 |
Global |
Global (Across all markets) |
FIX.4.4EP-1 |
|
|
|
FIX.5.0EP-1 |
|
|
1109 |
TriggerPriceDirection |
char |
The side from which the trigger price is reached.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
U |
Up |
Trigger if the price of the specified type goes UP to or through the specified Trigger Price. |
FIX.4.4EP-1 |
|
|
D |
Down |
Trigger if the price of the specified type goes DOWN to or through the specified Trigger Price. |
FIX.4.4EP-1 |
|
|
|
FIX.5.0EP-1 |
|
|
1110 |
TriggerNewPrice |
Price |
The Price that the order should have after the trigger has hit. Could be applicable for any trigger type, but must be specified for Trigger Type 1.
|
FIX.5.0EP-1 |
|
|
1111 |
TriggerOrderType |
char |
The OrdType the order should have after the trigger has hit. Required to express orders that change from Limit to Market. Other values from OrdType (40) may be used if appropriate and bilaterally agreed upon.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Market |
Market |
FIX.4.4EP35 |
|
|
2 |
Limit |
Limit |
FIX.4.4EP35 |
|
|
|
FIX.5.0EP-1 |
|
|
1112 |
TriggerNewQty |
Qty |
The Quantity the order should have after the trigger has hit.
|
FIX.5.0EP-1 |
|
|
1113 |
TriggerTradingSessionID |
String |
Defines the trading session at which the order will be activated.
|
FIX.5.0EP-1 |
|
|
1114 |
TriggerTradingSessionSubID |
String |
Defines the subordinate trading session at which the order will be activated.
|
FIX.5.0EP-1 |
|
|
1115 |
OrderCategory |
char |
Defines the type of interest behind a trade (fill or partial fill).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Order |
Order |
FIX.4.4EP-1 |
|
|
2 |
Quote |
Quote |
FIX.4.4EP-1 |
|
|
3 |
PrivatelyNegotiatedTrade |
Privately Negotiated Trade |
FIX.4.4EP-1 |
|
|
4 |
MultilegOrder |
Multileg order |
FIX.4.4EP-1 |
|
|
5 |
LinkedOrder |
Linked order |
FIX.4.4EP-1 |
|
|
6 |
QuoteRequest |
Quote Request |
FIX.4.4EP-1 |
|
|
7 |
ImpliedOrder |
Implied Order |
FIX.4.4EP-1 |
|
|
8 |
CrossOrder |
Cross Order |
FIX.4.4EP-1 |
|
|
9 |
StreamingPrice |
Streaming price (quote) |
FIX.5.0EP-1 |
|
|
A |
InternalCrossOrder |
Internal Cross Order |
FIX.5.0SP2EP101 |
|
|
|
FIX.4.4EP22 |
|
|
1116 |
NoRootPartyIDs |
NumInGroup |
Number of RootPartyID (1117), RootPartyIDSource (1118), and RootPartyRole (1119) entries
|
FIX.4.4EP22 |
|
|
1117 |
RootPartyID |
String |
PartyID value within a root parties component. Same values as PartyID (448)
|
FIX.4.4EP22 |
|
|
1118 |
RootPartyIDSource |
char |
PartyIDSource value within a root parties component. Same values as PartyIDSource (447)
|
FIX.4.4EP22 |
|
|
1119 |
RootPartyRole |
int |
PartyRole value within a root parties component. Same values as PartyRole (452)
|
FIX.4.4EP22 |
|
|
1120 |
NoRootPartySubIDs |
NumInGroup |
Number of RootPartySubID (1121) and RootPartySubIDType (1122) entries
|
FIX.4.4EP22 |
|
|
1121 |
RootPartySubID |
String |
PartySubID value within a root parties component. Same values as PartySubID (523)
|
FIX.4.4EP22 |
|
|
1122 |
RootPartySubIDType |
int |
Type of RootPartySubID (1121) value. Same values as PartySubIDType (803)
|
FIX.4.4EP22 |
|
|
1123 |
TradeHandlingInstr |
char |
Specified how the TradeCaptureReport(35=AE) should be handled by the respondent.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
TradeConfirmation |
Trade confirmation |
FIX.4.4EP-1 |
FIX.5.0SP2EP136 |
|
1 |
TwoPartyReport |
Two-party report |
FIX.4.4EP-1 |
FIX.5.0SP2EP136 |
|
2 |
OnePartyReportForMatching |
One-party report for matching |
FIX.4.4EP-1 |
FIX.5.0SP2EP136 |
|
3 |
OnePartyReportForPassThrough |
Can be used when one of the parties to the trade submits a report which then has to be approved or confirmed by the other (counter)party. |
FIX.4.4EP-1 |
FIX.5.0SP2EP212 |
|
4 |
AutomatedFloorOrderRouting |
Automated floor order routing |
FIX.4.4EP-1 |
FIX.5.0SP2EP136 |
|
5 |
TwoPartyReportForClaim |
Two-party report for claim |
FIX.5.0EP55 |
FIX.5.0SP2EP136 |
|
6 |
OnePartyReport |
One-party report |
FIX.5.0SP2EP136 |
|
|
7 |
ThirdPtyRptForPassThrough |
Can be used when RootParties component contains a service provider role who submits the trade report and is not necessarily also on one side of the trade. |
FIX.5.0SP2EP212 |
|
|
8 |
OnePartyReportAutoMatch |
Indicates that the submission is a transfer trade to a firm or account that is part of the same corporate entity and that once validated the transfer should be automatically accepted without confirmation. |
FIX.5.0SP2EP227 |
|
|
|
FIX.4.4EP23 |
FIX.5.0SP2EP136 |
|
1124 |
OrigTradeHandlingInstr |
char |
Optionally used with TradeHandlingInstr = 0 to relay the trade handling instruction used when reporting the trade to the marketplace. Same values as TradeHandlingInstr (1123)
|
FIX.4.4EP23 |
|
|
1125 |
OrigTradeDate |
LocalMktDate |
Used to preserve original trade date when original trade is being referenced in a subsequent trade transaction such as a transfer
|
FIX.4.4EP23 |
|
|
1126 |
OrigTradeID |
String |
Used to preserve original trade id when original trade is being referenced in a subsequent trade transaction such as a transfer
|
FIX.4.4EP23 |
|
|
1127 |
OrigSecondaryTradeID |
String |
Used to preserve original secondary trade id when original trade is being referenced in a subsequent trade transaction such as a transfer
|
FIX.4.4EP23 |
|
|
1128 |
ApplVerID |
String |
Specifies the service pack release being applied at message level. Enumerated field with values assigned at time of service pack release
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
FIX27 |
FIX27 |
FIX.4.4EP-1 |
|
|
1 |
FIX30 |
FIX30 |
FIX.4.4EP-1 |
|
|
2 |
FIX40 |
FIX40 |
FIX.4.4EP-1 |
|
|
3 |
FIX41 |
FIX41 |
FIX.4.4EP-1 |
|
|
4 |
FIX42 |
FIX42 |
FIX.4.4EP-1 |
|
|
5 |
FIX43 |
FIX43 |
FIX.4.4EP-1 |
|
|
6 |
FIX44 |
FIX44 |
FIX.4.4EP-1 |
|
|
7 |
FIX50 |
FIX50 |
FIX.4.4EP-1 |
|
|
8 |
FIX50SP1 |
FIX50SP1 |
FIX.5.0EP-1 |
|
|
9 |
FIX50SP2 |
FIX50SP2 |
FIX.5.0SP1EP97 |
|
|
|
FIX.4.4EP16 |
|
|
1129 |
CstmApplVerID |
String |
Specifies a custom extension to a message being applied at the message level. Enumerated field
|
FIX.4.4EP16 |
|
|
1130 |
RefApplVerID |
String |
Specifies the service pack release being applied to a message at the session level. Enumerated field with values assigned at time of service pack release. Uses same values as ApplVerID
|
FIX.4.4EP16 |
|
|
1131 |
RefCstmApplVerID |
String |
Specifies a custom extension to a message being applied at the session level.
|
FIX.4.4EP16 |
|
|
1132 |
TZTransactTime |
TZTimestamp |
Transact time in the local date-time stamp with a TZ offset to UTC identified
|
FIX.4.4EP26 |
|
|
1133 |
ExDestinationIDSource |
char |
The ID source of ExDestination
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
B |
BIC |
BIC (Bank Identification Code) (ISO 9362) |
FIX.4.4EP-1 |
|
|
C |
GeneralIdentifier |
Generally accepted market participant identifier (e.g. NASD mnemonic) |
FIX.4.4EP-1 |
|
|
D |
Proprietary |
Proprietary / Custom code |
FIX.4.4EP-1 |
|
|
E |
ISOCountryCode |
ISO Country Code |
FIX.4.4EP-1 |
|
|
G |
MIC |
MIC (ISO 10383 - Market Identifier Code) |
FIX.4.4EP-1 |
|
|
|
FIX.4.4EP26 |
|
|
1134 |
ReportedPxDiff |
Boolean |
Indicates that the reported price that is different from the market price. The price difference should be stated by using field 828 TrdType and, if required, field 829 TrdSubType
|
FIX.4.4EP26 |
|
|
1135 |
RptSys |
String |
Indicates the system or medium on which the report has been published
|
FIX.4.4EP26 |
|
|
1136 |
AllocClearingFeeIndicator |
String |
ClearingFeeIndicator(635) for Allocation, see ClearingFeeIndicator(635) for permitted values.
|
FIX.4.4EP25 |
|
|
1137 |
DefaultApplVerID |
String |
Specifies the service pack release being applied, by default, to message at the session level. Enumerated field with values assigned at time of service pack release. Uses same values as ApplVerID
|
FIX.4.4EP16 |
|
|
1138 |
DisplayQty |
Qty |
The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity.
|
FIX.4.4EP22 |
|
|
1139 |
ExchangeSpecialInstructions |
String |
Free format text string related to exchange.
|
FIX.4.4EP29 |
FIX.5.0SP1EP95 |
|
1140 |
MaxTradeVol |
Qty |
The maximum order quantity (as expressed by TradeVolType(1786)) that can be submitted for a security.
|
FIX.5.0EP42 |
FIX.5.0SP2EP130 |
|
1141 |
NoMDFeedTypes |
NumInGroup |
The number of feed types and corresponding book depths associated with a security
|
FIX.5.0EP42 |
|
|
1142 |
MatchAlgorithm |
String |
The types of algorithm used to match orders in a specific security. Possilbe value types are FIFO, Allocation, Pro-rata, Lead Market Maker, Currency Calender.
|
FIX.5.0EP42 |
|
|
1143 |
MaxPriceVariation |
float |
The maximum price variation of an execution from one event to the next for a given security. Expressed in absolute price terms.
|
FIX.5.0EP42 |
FIX.5.0SP2EP195 |
|
1144 |
ImpliedMarketIndicator |
int |
Indicates that an implied market should be created for either the legs of a multi-leg instrument (Implied-in) 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. Commonly used in listed derivatives.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
NotImplied |
Not implied |
FIX.5.0EP42 |
|
|
1 |
ImpliedIn |
Implied-in - The existence of a multi-leg instrument is implied by the legs of that instrument |
FIX.5.0EP42 |
|
|
2 |
ImpliedOut |
Implied-out - The existence of the underlying legs are implied by the multi-leg instrument |
FIX.5.0EP42 |
|
|
3 |
BothImpliedInAndImpliedOut |
Both Implied-in and Implied-out |
FIX.5.0EP42 |
|
|
|
FIX.5.0EP42 |
|
|
1145 |
EventTime |
UTCTimestamp |
Specific time of event. To be used in combination with EventDate [866]
|
FIX.5.0EP42 |
|
|
1146 |
MinPriceIncrementAmount |
Amt |
Minimum price increment amount associated with the MinPriceIncrement ( tag 969). For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor(231).
|
FIX.5.0EP42 |
|
|
1147 |
UnitOfMeasureQty |
Qty |
Used to indicate the quantity of the underlying commodity unit of measure on which the contract is based, such as, 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc. UnitOfMeasureQty is required for UnitOfMeasure(996) Variable Quantity UOMs enumerations. Refer to the definition of UnitOfMeasure(996) for more information on the use of UnitOfMeasureQty.
|
FIX.5.0EP42 |
|
|
1148 |
LowLimitPrice |
Price |
Allowable 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
|
FIX.5.0EP42 |
|
|
1149 |
HighLimitPrice |
Price |
Allowable 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
|
FIX.5.0EP42 |
FIX.5.0SP1EP76 |
|
1150 |
TradingReferencePrice |
Price |
Reference 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.
|
FIX.5.0EP42 |
|
|
1151 |
SecurityGroup |
String |
An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.
|
FIX.5.0EP42 |
|
|
1152 |
LegNumber |
int |
Allow sequencing of Legs for a Strategy to be captured
|
FIX.5.0EP44 |
|
|
1153 |
SettlementCycleNo |
int |
Settlement cycle in which the settlement obligation was generated
|
FIX.5.0EP44 |
|
|
1154 |
SideCurrency |
Currency |
Used to identify the trading currency on the Trade Capture Report Side
|
FIX.5.0EP44 |
|
|
1155 |
SideSettlCurrency |
Currency |
Used to identify the settlement currency on the Trade Capture Report Side
|
FIX.5.0EP44 |
|
|
1156 |
ApplExtID |
int |
The extension pack number associated with an application message.
|
FIX.5.0EP56 |
|
|
1157 |
CcyAmt |
Amt |
Net flow of Currency 1
|
FIX.5.0EP44 |
|
|
1158 |
NoSettlDetails |
NumInGroup |
Used to group Each Settlement Party
|
FIX.5.0EP44 |
|
|
1159 |
SettlObligMode |
int |
Used to identify the reporting mode of the settlement obligation which is either preliminary or final
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Preliminary |
Preliminary |
FIX.5.0EP44 |
|
|
2 |
Final |
Final |
FIX.5.0EP44 |
|
|
|
FIX.5.0EP44 |
|
|
1160 |
SettlObligMsgID |
String |
Message identifier for Settlement Obligation Report
|
FIX.5.0EP44 |
|
|
1161 |
SettlObligID |
String |
Unique ID for this settlement instruction.
|
FIX.5.0EP44 |
|
|
1162 |
SettlObligTransType |
char |
Transaction Type - required except where SettlInstMode is 5=Reject SSI request
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
C |
Cancel |
Cancel |
FIX.5.0EP44 |
|
|
N |
New |
New |
FIX.5.0EP44 |
|
|
R |
Replace |
Replace |
FIX.5.0EP44 |
|
|
T |
Restate |
Restate |
FIX.5.0EP44 |
|
|
|
FIX.5.0EP44 |
|
|
1163 |
SettlObligRefID |
String |
Required where SettlInstTransType is Cancel or Replace
|
FIX.5.0EP44 |
|
|
1164 |
SettlObligSource |
char |
Used to identify whether these delivery instructions are for the buyside or the sellside.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
InstructionsOfBroker |
Instructions of Broker |
FIX.5.0EP44 |
|
|
2 |
InstructionsForInstitution |
Instructions for Institution |
FIX.5.0EP44 |
|
|
3 |
Investor |
Investor |
FIX.5.0EP44 |
|
|
4 |
BuyersSettlementInstructions |
Buyer's settlement instructions |
FIX.5.0SP2EP100 |
|
|
5 |
SellersSettlementInstructions |
Seller's settlement instructions |
FIX.5.0SP2EP100 |
|
|
|
FIX.5.0EP44 |
|
|
1165 |
NoSettlOblig |
NumInGroup |
Number of settlement obligations
|
FIX.5.0EP44 |
|
|
1166 |
QuoteMsgID |
String |
Unique identifier for a quote message.
|
FIX.5.0EP45 |
|
|
1167 |
QuoteEntryStatus |
int |
Identifies the status of an individual quote. See also QuoteStatus(297) which is used for single Quotes.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Accepted |
Accepted |
FIX.5.0EP45 |
|
|
5 |
Rejected |
Rejected |
FIX.5.0EP45 |
|
|
6 |
RemovedFromMarket |
Removed from Market |
FIX.5.0EP45 |
|
|
7 |
Expired |
Expired |
FIX.5.0EP45 |
|
|
12 |
LockedMarketWarning |
Locked Market Warning |
FIX.5.0EP45 |
|
|
13 |
CrossMarketWarning |
Cross Market Warning |
FIX.5.0EP45 |
|
|
14 |
CanceledDueToLockMarket |
Canceled due to Lock Market |
FIX.5.0EP45 |
|
|
15 |
CanceledDueToCrossMarket |
Canceled due to Cross Market |
FIX.5.0EP45 |
|
|
16 |
Active |
Active |
FIX.5.0EP45 |
|
|
|
FIX.5.0EP45 |
FIX.5.0SP1EP95 |
|
1168 |
TotNoCxldQuotes |
int |
Specifies the number of canceled quotes
|
FIX.5.0EP45 |
|
|
1169 |
TotNoAccQuotes |
int |
Specifies the number of accepted quotes
|
FIX.5.0EP45 |
|
|
1170 |
TotNoRejQuotes |
int |
Specifies the number of rejected quotes
|
FIX.5.0EP45 |
|
|
1171 |
PrivateQuote |
Boolean |
Specifies whether a quote is public, i.e. available to the market, or private, i.e. available to a specified counterparty only.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
Y |
PrivateQuote |
Private Quote |
FIX.5.0EP46 |
|
|
N |
PublicQuote |
Public Quote |
FIX.5.0EP46 |
|
|
|
FIX.5.0EP46 |
|
|
1172 |
RespondentType |
int |
Specifies the type of respondents requested.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
AllMarketParticipants |
All market participants |
FIX.5.0EP46 |
|
|
2 |
SpecifiedMarketParticipants |
Specified market participants |
FIX.5.0EP46 |
|
|
3 |
AllMarketMakers |
All Market Makers |
FIX.5.0EP46 |
|
|
4 |
PrimaryMarketMaker |
Primary Market Maker(s) |
FIX.5.0EP46 |
|
|
|
FIX.5.0EP46 |
|
|
1173 |
MDSubBookType |
int |
Describes a class of sub book, e.g. for the separation of various lot types. The Sub Book Type indicates that the following Market Data Entries belong to a non-integrated Sub Book. Whenever provided the Sub Book must be used together with MDPriceLevel and MDEntryPositionNo in order to sort the order properly. Values are bilaterally agreed.
|
FIX.5.0EP47 |
|
|
1174 |
SecurityTradingEvent |
int |
Identifies an event related to a SecurityTradingStatus(326). An event occurs and is gone, it is not a state that applies for a period of time.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
OrderImbalance |
Order imbalance, auction is extended |
FIX.5.0EP47 |
|
|
2 |
TradingResumes |
Trading resumes (after Halt) |
FIX.5.0EP47 |
|
|
3 |
PriceVolatilityInterruption |
Price Volatility Interruption |
FIX.5.0EP47 |
|
|
4 |
ChangeOfTradingSession |
Change of Trading Session |
FIX.5.0EP47 |
|
|
5 |
ChangeOfTradingSubsession |
Change of Trading Subsession |
FIX.5.0EP47 |
|
|
6 |
ChangeOfSecurityTradingStatus |
Change of Security Trading Status |
FIX.5.0EP47 |
FIX.5.0SP1EP95 |
|
7 |
ChangeOfBookType |
Change of Book Type |
FIX.5.0EP47 |
|
|
8 |
ChangeOfMarketDepth |
Change of Market Depth |
FIX.5.0EP47 |
|
|
9 |
CorporateAction |
Corporate action |
FIX.5.0SP2EP190 |
|
|
|
FIX.5.0EP47 |
|
|
1175 |
NoStatsIndicators |
NumInGroup |
Number of statistics indicator repeating group entries
|
FIX.5.0EP47 |
|
|
1176 |
StatsType |
int |
Type of statistics
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
ExchangeLast |
Exchange Last |
FIX.5.0EP47 |
|
|
2 |
High |
High / Low Price |
FIX.5.0EP47 |
|
|
3 |
AveragePrice |
Average Price (VWAP, TWAP ... ) |
FIX.5.0EP47 |
|
|
4 |
Turnover |
Turnover (Price * Qty) |
FIX.5.0EP47 |
|
|
|
FIX.5.0EP47 |
|
|
1177 |
NoOfSecSizes |
NumInGroup |
The number of secondary sizes specifies in this entry
|
FIX.5.0EP47 |
|
|
1178 |
MDSecSizeType |
int |
Specifies the type of secondary size.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Customer |
Quantity of retail investors. |
FIX.5.0EP47 |
FIX.5.0SP2EP190 |
|
2 |
CustomerProfessional |
Quantity of high-volume investors acting similar to broker-dealers. |
FIX.5.0SP2EP190 |
|
|
3 |
DoNotTradeThrough |
Quantity that cannot trade through the away markets. |
FIX.5.0SP2EP190 |
|
|
|
FIX.5.0EP47 |
|
|
1179 |
MDSecSize |
Qty |
A part of the MDEntrySize(271) that represents secondary interest as specified by MDSecSizeType(1178).
|
FIX.5.0EP47 |
|
|
1180 |
ApplID |
String |
Identifies the application with which a message is associated. Used only if application sequencing is in effect.
|
FIX.5.0EP48 |
|
|
1181 |
ApplSeqNum |
SeqNum |
Data sequence number to be used when FIX session is not in effect
|
FIX.5.0EP48 |
|
|
1182 |
ApplBegSeqNum |
SeqNum |
Beginning range of application sequence numbers
|
FIX.5.0EP48 |
|
|
1183 |
ApplEndSeqNum |
SeqNum |
Ending range of application sequence numbers
|
FIX.5.0EP48 |
|
|
1184 |
SecurityXMLLen |
Length |
The length of the SecurityXML(1185) data block.
|
FIX.5.0EP49 |
FIX.5.0SP2EP145 |
|
1185 |
SecurityXML |
XMLData |
XML definition for the security.
|
FIX.5.0EP49 |
FIX.5.0SP2EP145 |
|
1186 |
SecurityXMLSchema |
String |
The schema used to validate the contents of SecurityXML(1185).
|
FIX.5.0EP49 |
FIX.5.0SP2EP145 |
|
1187 |
RefreshIndicator |
Boolean |
Set by the sender to tell the receiver to perform an immediate refresh of the book due to disruptions in the accompanying real-time feed 'Y' - Mandatory refresh by all participants 'N' - Process as required
|
FIX.5.0EP50 |
|
|
1188 |
Volatility |
float |
Annualized volatility for option model calculations
|
FIX.5.0EP51 |
|
|
1189 |
TimeToExpiration |
float |
Time to expiration in years calculated as the number of days remaining to expiration divided by 365 days per year.
|
FIX.5.0EP51 |
|
|
1190 |
RiskFreeRate |
float |
Interest rate. Usually some form of short term rate.
|
FIX.5.0EP51 |
|
|
1191 |
PriceUnitOfMeasure |
String |
Used 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
|
FIX.5.0EP52 |
|
|
1192 |
PriceUnitOfMeasureQty |
Qty |
Used 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.
|
FIX.5.0EP52 |
|
|
1193 |
SettlMethod |
String |
Settlement method for a contract or instrument. Additional values may be used with bilateral agreement.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
C |
CashSettlementRequired |
Cash settlement required |
FIX.5.0EP52 |
|
|
P |
PhysicalSettlementRequired |
Physical settlement required |
FIX.5.0EP52 |
|
|
E |
Election |
The settlement method will be elected at the time of contract exercise. |
FIX.5.0SP2EP169 |
|
|
|
FIX.5.0EP52 |
FIX.5.0SP2EP169 |
|
1194 |
ExerciseStyle |
int |
Type of exercise of a derivatives security
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
European |
European |
FIX.5.0EP52 |
|
|
1 |
American |
American |
FIX.5.0EP52 |
|
|
2 |
Bermuda |
Bermuda |
FIX.5.0EP52 |
|
|
99 |
Other |
Other |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0EP52 |
FIX.5.0SP2EP161 |
|
1195 |
OptPayoutAmount |
Amt |
Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount.
|
FIX.5.0EP52 |
FIX.5.0SP2EP169 |
|
1196 |
PriceQuoteMethod |
String |
Method for price quotation
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
STD |
Standard |
Standard, money per unit of a physical |
FIX.5.0EP52 |
|
|
INX |
Index |
Index |
FIX.5.0EP52 |
|
|
INT |
InterestRateIndex |
Interest rate Index |
FIX.5.0EP52 |
|
|
PCTPAR |
PercentOfPar |
Percent of Par |
FIX.5.0SP1EP83 |
|
|
|
FIX.5.0EP52 |
|
|
1197 |
ValuationMethod |
String |
Specifies the type of valuation method applied.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
EQTY |
PremiumStyle |
premium style |
FIX.5.0EP52 |
|
|
FUT |
FuturesStyleMarkToMarket |
futures style mark-to-market |
FIX.5.0EP52 |
|
|
FUTDA |
FuturesStyleWithAnAttachedCashAdjustment |
futures style with an attached cash adjustment |
FIX.5.0EP52 |
|
|
CDS |
CDSStyleCollateralization |
CDS style collateralization of market to market and coupon |
FIX.5.0SP1EP83 |
|
|
CDSD |
CDSInDeliveryUseRecoveryRateToCalculate |
CDS in delivery - use recovery rate to calculate obligation |
FIX.5.0SP1EP83 |
|
|
|
FIX.5.0EP52 |
FIX.5.0SP1EP83 |
|
1198 |
ListMethod |
int |
Indicates whether instruments are pre-listed only or can also be defined via user request
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
PreListedOnly |
pre-listed only |
FIX.5.0EP52 |
|
|
1 |
UserRequested |
user requested |
FIX.5.0EP52 |
|
|
|
FIX.5.0EP52 |
|
|
1199 |
CapPrice |
Price |
Used to express the ceiling price of a capped call
|
FIX.5.0EP52 |
|
|
1200 |
FloorPrice |
Price |
Used to express the floor price of a capped put
|
FIX.5.0EP52 |
|
|
1201 |
NoStrikeRules |
NumInGroup |
Number 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
|
FIX.5.0EP52 |
|
|
1202 |
StartStrikePxRange |
Price |
Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying
|
FIX.5.0EP52 |
|
|
1203 |
EndStrikePxRange |
Price |
Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying
|
FIX.5.0EP52 |
|
|
1204 |
StrikeIncrement |
float |
Value by which strike price should be incremented within the specified price range.
|
FIX.5.0EP52 |
|
|
1205 |
NoTickRules |
NumInGroup |
Number 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
|
FIX.5.0EP52 |
|
|
1206 |
StartTickPriceRange |
Price |
Starting price range for specified tick increment
|
FIX.5.0EP52 |
|
|
1207 |
EndTickPriceRange |
Price |
Ending price range for the specified tick increment
|
FIX.5.0EP52 |
|
|
1208 |
TickIncrement |
Price |
Tick increment for stated price range. Specifies the valid price increments at which a security can be quoted and traded
|
FIX.5.0EP52 |
|
|
1209 |
TickRuleType |
int |
Specifies the type of tick rule which is being described
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
RegularTrading |
Regular trading |
FIX.5.0EP52 |
FIX.5.0SP2EP138 |
|
1 |
VariableCabinet |
Variable cabinet |
FIX.5.0EP52 |
FIX.5.0SP2EP138 |
|
2 |
FixedCabinet |
Fixed cabinet |
FIX.5.0EP52 |
FIX.5.0SP2EP138 |
|
3 |
TradedAsASpreadLeg |
Traded as a spread leg |
FIX.5.0EP52 |
|
|
4 |
SettledAsASpreadLeg |
Settled as a spread leg |
FIX.5.0EP52 |
|
FIX.5.0SP2EP138 |
5 |
TradedAsSpread |
Basis points spread |
FIX.5.0SP2EP138 |
|
|
|
FIX.5.0EP52 |
|
|
1210 |
NestedInstrAttribType |
int |
Code to represent the type of instrument attribute
|
FIX.5.0EP52 |
|
|
1211 |
NestedInstrAttribValue |
String |
Attribute value appropriate to the NestedInstrAttribType field
|
FIX.5.0EP52 |
|
|
1212 |
LegMaturityTime |
TZTimeOnly |
Time of security's maturity expressed in local time with offset to UTC specified
|
FIX.5.0EP41 |
|
|
1213 |
UnderlyingMaturityTime |
TZTimeOnly |
Time of security's maturity expressed in local time with offset to UTC specified
|
FIX.5.0EP41 |
|
|
1214 |
DerivativeSymbol |
String |
Refer to definition for Symbol(55)
|
FIX.5.0EP52 |
|
|
1215 |
DerivativeSymbolSfx |
String |
Refer to definition for SymbolSfx(65)
|
FIX.5.0EP52 |
|
|
1216 |
DerivativeSecurityID |
String |
Refer to definition for SecurityID(48)
|
FIX.5.0EP52 |
|
|
1217 |
DerivativeSecurityIDSource |
String |
Refer to definition for SecurityIDSoruce(22)
|
FIX.5.0EP52 |
|
|
1218 |
NoDerivativeSecurityAltID |
NumInGroup |
Refer to definition for NoSecurityAltID(454)
|
FIX.5.0EP52 |
|
|
1219 |
DerivativeSecurityAltID |
String |
Refer to definition for SecurityAltID(455)
|
FIX.5.0EP52 |
|
|
1220 |
DerivativeSecurityAltIDSource |
String |
Refer to definition for SecurityAltIDSource(456)
|
FIX.5.0EP52 |
|
|
1221 |
SecondaryLowLimitPrice |
Price |
Refer to definition of LowLimitPrice(1148)
|
FIX.5.0EP52 |
|
|
1222 |
MaturityRuleID |
String |
Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated
|
FIX.5.0EP52 |
|
|
1223 |
StrikeRuleID |
String |
Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated
|
FIX.5.0EP52 |
|
|
1224 |
LegUnitOfMeasureQty |
Qty |
Refer to definition of UnitOfMeasureQty(1147)
|
FIX.5.0EP52 |
|
|
1225 |
DerivativeOptPayAmount |
Amt |
Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount
|
FIX.5.0EP52 |
|
|
1226 |
EndMaturityMonthYear |
MonthYear |
Ending maturity month year for an option class
|
FIX.5.0EP52 |
|
|
1227 |
ProductComplex |
String |
Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc.
|
FIX.5.0EP52 |
|
|
1228 |
DerivativeProductComplex |
String |
Refer to ProductComplex(1227)
|
FIX.5.0EP52 |
|
|
1229 |
MaturityMonthYearIncrement |
int |
Increment between successive maturities for an option class
|
FIX.5.0EP52 |
|
|
1230 |
SecondaryHighLimitPrice |
Price |
Refer to definition of HighLimitPrice(1149)
|
FIX.5.0EP52 |
|
|
1231 |
MinLotSize |
Qty |
Minimum lot size allowed based on lot type specified in LotType(1093)
|
FIX.5.0EP52 |
|
|
1232 |
NoExecInstRules |
NumInGroup |
Number of execution instructions
|
FIX.5.0EP52 |
|
|
1233 |
CommRate |
float |
The commission rate when Commission(12) is based on a percentage of quantity, amount per unit or a factor of "unit of measure". If the rate is a percentage, use the decimalized form, e.g. "0.05" for a 5% commission or "0.005" for 50 basis points.
|
FIX.5.0SP2EP169 |
FIX.5.0SP2EP204 |
|
1234 |
NoLotTypeRules |
NumInGroup |
Number of Lot Type Rules
|
FIX.5.0EP52 |
|
|
1235 |
NoMatchRules |
NumInGroup |
Number of Match Rules
|
FIX.5.0EP52 |
|
|
1236 |
NoMaturityRules |
NumInGroup |
Number of maturity rules in MarurityRules component block
|
FIX.5.0EP52 |
|
|
1237 |
NoOrdTypeRules |
NumInGroup |
Number of order types
|
FIX.5.0EP52 |
|
|
1238 |
CommUnitOfMeasure |
String |
The commission rate unit of measure.
|
FIX.5.0SP2EP169 |
FIX.5.0SP2EP204 |
|
1239 |
NoTimeInForceRules |
NumInGroup |
Number of time in force techniques
|
FIX.5.0EP52 |
|
|
1240 |
SecondaryTradingReferencePrice |
Price |
Refer to definition for TradingReferencePrice(1150)
|
FIX.5.0EP52 |
|
|
1241 |
StartMaturityMonthYear |
MonthYear |
Starting maturity month year for an option class
|
FIX.5.0EP52 |
|
|
1242 |
FlexProductEligibilityIndicator |
Boolean |
Used to indicate if a product or group of product supports the creation of flexible securities
|
FIX.5.0EP52 |
|
|
1243 |
DerivFlexProductEligibilityIndicator |
Boolean |
Refer to FlexProductEligibilityIndicator(1242)
|
FIX.5.0EP52 |
|
|
1244 |
FlexibleIndicator |
Boolean |
Used 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.
|
FIX.5.0EP52 |
|
|
1245 |
TradingCurrency |
Currency |
Used when the trading currency can differ from the price currency
|
FIX.5.0EP52 |
|
|
1246 |
DerivativeProduct |
int |
None
|
FIX.5.0EP52 |
|
|
1247 |
DerivativeSecurityGroup |
String |
None
|
FIX.5.0EP52 |
|
|
1248 |
DerivativeCFICode |
String |
None
|
FIX.5.0EP52 |
|
|
1249 |
DerivativeSecurityType |
String |
None
|
FIX.5.0EP52 |
|
|
1250 |
DerivativeSecuritySubType |
String |
None
|
FIX.5.0EP52 |
|
|
1251 |
DerivativeMaturityMonthYear |
MonthYear |
None
|
FIX.5.0EP52 |
|
|
1252 |
DerivativeMaturityDate |
LocalMktDate |
None
|
FIX.5.0EP52 |
|
|
1253 |
DerivativeMaturityTime |
TZTimeOnly |
None
|
FIX.5.0EP52 |
|
|
1254 |
DerivativeSettleOnOpenFlag |
String |
None
|
FIX.5.0EP52 |
|
|
1255 |
DerivativeInstrmtAssignmentMethod |
char |
None
|
FIX.5.0EP52 |
|
|
1256 |
DerivativeSecurityStatus |
String |
None
|
FIX.5.0EP52 |
FIX.5.0SP1EP76 |
|
1257 |
DerivativeInstrRegistry |
String |
None
|
FIX.5.0EP52 |
|
|
1258 |
DerivativeCountryOfIssue |
Country |
None
|
FIX.5.0EP52 |
|
|
1259 |
DerivativeStateOrProvinceOfIssue |
String |
None
|
FIX.5.0EP52 |
|
|
1260 |
DerivativeLocaleOfIssue |
String |
None
|
FIX.5.0EP52 |
|
|
1261 |
DerivativeStrikePrice |
Price |
None
|
FIX.5.0EP52 |
|
|
1262 |
DerivativeStrikeCurrency |
Currency |
None
|
FIX.5.0EP52 |
|
|
1263 |
DerivativeStrikeMultiplier |
float |
None
|
FIX.5.0EP52 |
|
|
1264 |
DerivativeStrikeValue |
float |
None
|
FIX.5.0EP52 |
|
|
1265 |
DerivativeOptAttribute |
char |
None
|
FIX.5.0EP52 |
|
|
1266 |
DerivativeContractMultiplier |
float |
None
|
FIX.5.0EP52 |
|
|
1267 |
DerivativeMinPriceIncrement |
float |
None
|
FIX.5.0EP52 |
|
|
1268 |
DerivativeMinPriceIncrementAmount |
Amt |
None
|
FIX.5.0EP52 |
|
|
1269 |
DerivativeUnitOfMeasure |
String |
None
|
FIX.5.0EP52 |
|
|
1270 |
DerivativeUnitOfMeasureQty |
Qty |
None
|
FIX.5.0EP52 |
|
|
1271 |
DerivativeTimeUnit |
String |
None
|
FIX.5.0EP52 |
|
|
1272 |
DerivativeSecurityExchange |
Exchange |
None
|
FIX.5.0EP52 |
|
|
1273 |
DerivativePositionLimit |
int |
None
|
FIX.5.0EP52 |
|
|
1274 |
DerivativeNTPositionLimit |
int |
None
|
FIX.5.0EP52 |
|
|
1275 |
DerivativeIssuer |
String |
None
|
FIX.5.0EP52 |
|
|
1276 |
DerivativeIssueDate |
LocalMktDate |
None
|
FIX.5.0EP52 |
|
|
1277 |
DerivativeEncodedIssuerLen |
Length |
None
|
FIX.5.0EP52 |
FIX.5.0SP2EP229 |
|
1278 |
DerivativeEncodedIssuer |
data |
None
|
FIX.5.0EP52 |
|
|
1279 |
DerivativeSecurityDesc |
String |
None
|
FIX.5.0EP52 |
|
|
1280 |
DerivativeEncodedSecurityDescLen |
Length |
None
|
FIX.5.0EP52 |
FIX.5.0SP2EP229 |
|
1281 |
DerivativeEncodedSecurityDesc |
data |
None
|
FIX.5.0EP52 |
|
|
1282 |
DerivativeSecurityXMLLen |
Length |
Refer to definition SecurityXMLLen(1184)
|
FIX.5.0EP52 |
|
|
1283 |
DerivativeSecurityXML |
data |
Refer to definition of SecurityXML(1185)
|
FIX.5.0EP52 |
|
|
1284 |
DerivativeSecurityXMLSchema |
String |
Refer to definition of SecurityXMLSchema(1186)
|
FIX.5.0EP52 |
|
|
1285 |
DerivativeContractSettlMonth |
MonthYear |
None
|
FIX.5.0EP52 |
|
|
1286 |
NoDerivativeEvents |
NumInGroup |
None
|
FIX.5.0EP52 |
|
|
1287 |
DerivativeEventType |
int |
None
|
FIX.5.0EP52 |
|
|
1288 |
DerivativeEventDate |
LocalMktDate |
None
|
FIX.5.0EP52 |
|
|
1289 |
DerivativeEventTime |
UTCTimestamp |
None
|
FIX.5.0EP52 |
|
|
1290 |
DerivativeEventPx |
Price |
None
|
FIX.5.0EP52 |
|
|
1291 |
DerivativeEventText |
String |
None
|
FIX.5.0EP52 |
|
|
1292 |
NoDerivativeInstrumentParties |
NumInGroup |
Refer to definition of NoParties(453)
|
FIX.5.0EP52 |
|
|
1293 |
DerivativeInstrumentPartyID |
String |
Refer to definition of PartyID(448)
|
FIX.5.0EP52 |
|
|
1294 |
DerivativeInstrumentPartyIDSource |
char |
Refer to definition of PartyIDSource(447)
|
FIX.5.0EP52 |
FIX.5.0SP2EP208 |
|
1295 |
DerivativeInstrumentPartyRole |
int |
REfer to definition of PartyRole(452)
|
FIX.5.0EP52 |
|
|
1296 |
NoDerivativeInstrumentPartySubIDs |
NumInGroup |
Refer to definition for NoPartySubIDs(802)
|
FIX.5.0EP52 |
|
|
1297 |
DerivativeInstrumentPartySubID |
String |
Refer to definition for PartySubID(523)
|
FIX.5.0EP52 |
|
|
1298 |
DerivativeInstrumentPartySubIDType |
int |
Refer to definition for PartySubIDType(803)
|
FIX.5.0EP52 |
|
|
1299 |
DerivativeExerciseStyle |
int |
Type of exercise of a derivatives security
|
FIX.5.0EP52 |
FIX.5.0SP2EP161 |
|
1300 |
MarketSegmentID |
String |
Identifies the market segment
|
FIX.5.0EP52 |
|
|
1301 |
MarketID |
Exchange |
Identifies the market
|
FIX.5.0EP52 |
FIX.5.0SP2EP190 |
|
1302 |
MaturityMonthYearIncrementUnits |
int |
Unit of measure for the Maturity Month Year Increment
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Months |
Months |
FIX.5.0EP52 |
|
|
1 |
Days |
Days |
FIX.5.0EP52 |
|
|
2 |
Weeks |
Weeks |
FIX.5.0EP52 |
|
|
3 |
Years |
Years |
FIX.5.0EP52 |
|
|
|
FIX.5.0EP52 |
|
|
1303 |
MaturityMonthYearFormat |
int |
Format used to generate the MaturityMonthYear for each option
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
YearMonthOnly |
YearMonth Only (default) |
FIX.5.0EP52 |
|
|
1 |
YearMonthDay |
YearMonthDay |
FIX.5.0EP52 |
|
|
2 |
YearMonthWeek |
YearMonthWeek |
FIX.5.0EP52 |
|
|
|
FIX.5.0EP52 |
|
|
1304 |
StrikeExerciseStyle |
int |
Expiration Style for an option class:
|
FIX.5.0EP52 |
|
|
1305 |
SecondaryPriceLimitType |
int |
Describes the how the price limits are expressed
|
FIX.5.0EP52 |
|
|
1306 |
PriceLimitType |
int |
Describes the how the price limits are expressed.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Price |
Price (default) |
FIX.5.0EP52 |
FIX.5.0SP2EP204 |
|
1 |
Ticks |
Ticks |
FIX.5.0EP52 |
|
|
2 |
Percentage |
Percentage |
FIX.5.0EP52 |
|
|
|
FIX.5.0EP52 |
FIX.5.0SP2EP204 |
|
1308 |
ExecInstValue |
MultipleCharValue |
Indicates execution instructions that are valid for the specified market segment
|
FIX.5.0EP52 |
FIX.5.0SP2EP208 |
|
1309 |
NoTradingSessionRules |
NumInGroup |
Allows trading rules to be expressed by trading session
|
FIX.5.0EP52 |
|
|
1310 |
NoMarketSegments |
NumInGroup |
Number of Market Segments on which a security may trade.
|
FIX.5.0EP52 |
|
|
1311 |
NoDerivativeInstrAttrib |
NumInGroup |
None
|
FIX.5.0EP52 |
|
|
1312 |
NoNestedInstrAttrib |
NumInGroup |
None
|
FIX.5.0EP52 |
|
|
1313 |
DerivativeInstrAttribType |
int |
Refer to definition of InstrAttribType(871)
|
FIX.5.0EP52 |
|
|
1314 |
DerivativeInstrAttribValue |
String |
Refer to definition of InstrAttribValue(872)
|
FIX.5.0EP52 |
|
|
1315 |
DerivativePriceUnitOfMeasure |
String |
Refer to definition for PriceUnitOfMeasure(1191)
|
FIX.5.0EP52 |
|
|
1316 |
DerivativePriceUnitOfMeasureQty |
Qty |
Refer to definition of PriceUnitOfMeasureQty(1192)
|
FIX.5.0EP52 |
|
|
1317 |
DerivativeSettlMethod |
String |
Settlement method for a contract or instrument. Additional values may be used with bilateral agreement.
|
FIX.5.0EP52 |
FIX.5.0SP2EP169 |
|
1318 |
DerivativePriceQuoteMethod |
String |
Refer to definition of PriceQuoteMethod(1196)
|
FIX.5.0EP52 |
|
|
1319 |
DerivativeValuationMethod |
String |
Refer to definition of ValuationMethod(1197).
|
FIX.5.0EP52 |
FIX.5.0SP1EP83 |
|
1320 |
DerivativeListMethod |
int |
Indicates whether instruments are pre-listed only or can also be defined via user request
|
FIX.5.0EP52 |
|
|
1321 |
DerivativeCapPrice |
Price |
Refer to definition of CapPrice(1199)
|
FIX.5.0EP52 |
|
|
1322 |
DerivativeFloorPrice |
Price |
Refer to definition of FloorPrice(1200)
|
FIX.5.0EP52 |
|
|
1323 |
DerivativePutOrCall |
int |
Indicates whether an option contract is a put, call, chooser or undetermined.
|
FIX.5.0EP52 |
FIX.5.0SP2EP238 |
|
1324 |
ListUpdateAction |
char |
If provided, then Instrument occurrence has explicitly changed
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
A |
Add |
Add |
FIX.5.0SP2EP128 |
|
|
D |
Delete |
Delete |
FIX.5.0SP2EP128 |
|
|
M |
Modify |
Modify |
FIX.5.0SP2EP128 |
|
|
S |
Snapshot |
Snapshot |
FIX.5.0SP2EP128 |
|
|
|
FIX.5.0EP52 |
FIX.5.0SP2EP128 |
|
1325 |
ParentMktSegmID |
String |
Reference to a parent Market Segment. See MarketSegmentID(1300)
|
FIX.5.0EP53 |
|
|
1326 |
TradingSessionDesc |
String |
Trading Session description
|
FIX.5.0EP53 |
|
|
1327 |
TradSesUpdateAction |
char |
Specifies the action taken for the specified trading sessions.
|
FIX.5.0EP53 |
|
|
1328 |
RejectText |
String |
Identifies the reason for rejection.
|
FIX.5.0EP55 |
FIX.5.0SP2EP103 |
|
1329 |
FeeMultiplier |
float |
This is a multiplier that Clearing (Fee system) will use to calculate fees and will be sent to the firms on their confirms.
|
FIX.5.0EP55 |
|
|
1330 |
UnderlyingLegSymbol |
String |
Refer to definition for Symbol(55)
|
FIX.5.0EP55 |
|
FIX.5.0SP2EP187 |
1331 |
UnderlyingLegSymbolSfx |
String |
Refer to definition for SymbolSfx(65)
|
FIX.5.0EP55 |
|
FIX.5.0SP2EP187 |
1332 |
UnderlyingLegSecurityID |
String |
Refer to definition for SecurityID(48)
|
FIX.5.0EP55 |
|
FIX.5.0SP2EP187 |
1333 |
UnderlyingLegSecurityIDSource |
String |
Refer to definition for SecurityIDSource(22)
|
FIX.5.0EP55 |
|
FIX.5.0SP2EP187 |
1334 |
NoUnderlyingLegSecurityAltID |
NumInGroup |
Refer to definition for NoSecurityAltID(454)
|
FIX.5.0EP55 |
|
FIX.5.0SP2EP187 |
1335 |
UnderlyingLegSecurityAltID |
String |
Refer to definition for SecurityAltID(455)
|
FIX.5.0EP55 |
|
FIX.5.0SP2EP187 |
1336 |
UnderlyingLegSecurityAltIDSource |
String |
Refer to definition for SecurityAltIDSource(456)
|
FIX.5.0EP55 |
|
FIX.5.0SP2EP187 |
1337 |
UnderlyingLegSecurityType |
String |
Refer to definition for SecurityType(167)
|
FIX.5.0EP55 |
|
FIX.5.0SP2EP187 |
1338 |
UnderlyingLegSecuritySubType |
String |
Refer to definition for SecuritySubType(762)
|
FIX.5.0EP55 |
|
FIX.5.0SP2EP187 |
1339 |
UnderlyingLegMaturityMonthYear |
MonthYear |
Refer to definition for MaturityMonthYear(200)
|
FIX.5.0EP55 |
|
FIX.5.0SP2EP187 |
1340 |
UnderlyingLegStrikePrice |
Price |
Refer to definition for StrikePrice(202)
|
FIX.5.0EP55 |
|
FIX.5.0SP2EP187 |
1341 |
UnderlyingLegSecurityExchange |
String |
Refer to definition for SecurityExchange(207)
|
FIX.5.0EP55 |
|
FIX.5.0SP2EP187 |
1342 |
NoOfLegUnderlyings |
NumInGroup |
Number of Underlyings, Identifies the Underlying of the Leg
|
FIX.5.0EP55 |
|
FIX.5.0SP2EP187 |
1343 |
UnderlyingLegPutOrCall |
int |
Refer to definition for PutOrCall(201)
|
FIX.5.0EP55 |
|
FIX.5.0SP2EP187 |
1344 |
UnderlyingLegCFICode |
String |
Refer to definition for CFICode(461)
|
FIX.5.0EP55 |
|
FIX.5.0SP2EP187 |
1345 |
UnderlyingLegMaturityDate |
LocalMktDate |
Date of maturity.
|
FIX.5.0EP55 |
|
FIX.5.0SP2EP187 |
1346 |
ApplReqID |
String |
Unique identifier for request
|
FIX.5.0EP63 |
|
|
1347 |
ApplReqType |
int |
Type of Application Message Request being made.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Retransmission |
Retransmission of application messages for the specified Applications |
FIX.5.0EP63 |
|
|
1 |
Subscription |
Subscription to the specified Applications |
FIX.5.0EP63 |
|
|
2 |
RequestLastSeqNum |
Request for the last ApplLastSeqNum published for the specified Applications |
FIX.5.0EP63 |
|
|
3 |
RequestApplications |
Request valid set of Applications |
FIX.5.0EP63 |
|
|
4 |
Unsubscribe |
Unsubscribe to the specified Applications |
FIX.5.0EP63 |
|
|
5 |
CancelRetransmission |
Cancel retransmission |
FIX.5.0SP1EP78 |
|
|
6 |
CancelRetransmissionUnsubscribe |
Cancel retransmission and unsubscribe to the specified applications |
FIX.5.0SP1EP78 |
|
|
|
FIX.5.0EP63 |
|
|
1348 |
ApplResponseType |
int |
Used to indicate the type of acknowledgement being sent.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
RequestSuccessfullyProcessed |
Request successfully processed |
FIX.5.0EP63 |
|
|
1 |
ApplicationDoesNotExist |
Application does not exist |
FIX.5.0EP63 |
|
|
2 |
MessagesNotAvailable |
Messages not available |
FIX.5.0EP63 |
|
|
|
FIX.5.0EP63 |
|
|
1349 |
ApplTotalMessageCount |
int |
Total number of messages included in transmission.
|
FIX.5.0EP63 |
|
|
1350 |
ApplLastSeqNum |
SeqNum |
Application sequence number of last message in transmission
|
FIX.5.0EP63 |
|
|
1351 |
NoApplIDs |
NumInGroup |
Specifies number of application id occurrences
|
FIX.5.0EP63 |
|
|
1352 |
ApplResendFlag |
Boolean |
Used to indicate that a message is being sent in response to an Application Message Request. It is possible for both ApplResendFlag and PossDupFlag to be set on the same message if the Sender's cache size is greater than zero and the message is being resent due to a session level resend request
|
FIX.5.0EP63 |
|
|
1353 |
ApplResponseID |
String |
Identifier for the Applicaton Message Request Ack
|
FIX.5.0EP63 |
|
|
1354 |
ApplResponseError |
int |
Used to return an error code or text associated with a response to an Application Request.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
ApplicationDoesNotExist |
Application does not exist |
FIX.5.0EP63 |
|
|
1 |
MessagesRequestedAreNotAvailable |
Messages requested are not available |
FIX.5.0EP63 |
|
|
2 |
UserNotAuthorizedForApplication |
User not authorized for application |
FIX.5.0EP63 |
|
|
|
FIX.5.0EP63 |
|
|
1355 |
RefApplID |
String |
Reference to the unique application identifier which corresponds to ApplID(1180) from the Application Sequence Group component
|
FIX.5.0EP63 |
|
|
1356 |
ApplReportID |
String |
Identifier for the Application Sequence Reset
|
FIX.5.0EP63 |
|
|
1357 |
RefApplLastSeqNum |
SeqNum |
Application sequence number of last message in transmission.
|
FIX.5.0EP63 |
|
|
1358 |
LegPutOrCall |
int |
Indicates whether a leg option contract is a put, call, chooser or undetermined.
|
FIX.5.0EP52 |
FIX.5.0SP2EP238 |
|
1361 |
TotNoFills |
int |
Total number of fill entries across all messages. Should be the sum of all NoFills(1362) in each message that has repeating list of fill entries related to the same ExecID(17). Used to support fragmentation.
|
FIX.5.0EP58 |
|
|
1362 |
NoFills |
NumInGroup |
None
|
FIX.5.0EP58 |
|
|
1363 |
FillExecID |
String |
Refer to ExecID(17). Used when multiple partial fills are reported in single Execution Report. ExecID and FillExecID should not overlap,
|
FIX.5.0EP58 |
|
|
1364 |
FillPx |
Price |
Price of Fill. Refer to LastPx(31).
|
FIX.5.0EP58 |
|
|
1365 |
FillQty |
Qty |
Quantity of Fill. Refer to LastQty(32).
|
FIX.5.0EP58 |
|
|
1366 |
LegAllocID |
String |
The AllocID(70) of an individual leg of a multileg order.
|
FIX.5.0EP58 |
|
|
1367 |
LegAllocSettlCurrency |
Currency |
Identifies settlement currency for the leg level allocation.
|
FIX.5.0EP58 |
|
|
1368 |
TradSesEvent |
int |
Identifies an event related to a TradSesStatus(340). An event occurs and is gone, it is not a state that applies for a period of time.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
TradingResumes |
Trading resumes (after Halt) |
FIX.5.0EP58 |
|
|
1 |
ChangeOfTradingSession |
Change of Trading Session |
FIX.5.0EP58 |
|
|
2 |
ChangeOfTradingSubsession |
Change of Trading Subsession |
FIX.5.0EP58 |
|
|
3 |
ChangeOfTradingStatus |
Change of Trading Status |
FIX.5.0EP58 |
|
|
|
FIX.5.0EP58 |
|
|
1369 |
MassActionReportID |
String |
Unique identifier of Order Mass Cancel Report or Order Mass Action Report message as assigned by sell-side (broker, exchange, ECN)
|
FIX.5.0EP58 |
|
|
1370 |
NoNotAffectedOrders |
NumInGroup |
Number of not affected orders in the repeating group of order ids.
|
FIX.5.0EP58 |
|
|
1371 |
NotAffectedOrderID |
String |
OrderID(37) of an order not affected by a mass cancel or mass action request.
|
FIX.5.0EP58 |
FIX.5.0SP2EP131 |
|
1372 |
NotAffOrigClOrdID |
String |
ClOrdID(11) of an order not affected by a mass cancel or mass action request.
|
FIX.5.0EP58 |
FIX.5.0SP2EP131 |
|
1373 |
MassActionType |
int |
Specifies the type of action requested
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
SuspendOrders |
Suspend orders |
FIX.5.0EP58 |
|
|
2 |
ReleaseOrdersFromSuspension |
Release orders from suspension |
FIX.5.0EP58 |
|
|
3 |
CancelOrders |
Cancel orders |
FIX.5.0EP58 |
|
|
|
FIX.5.0EP58 |
|
|
1374 |
MassActionScope |
int |
Specifies scope of Order Mass Action Request.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
AllOrdersForASecurity |
All orders for a security |
FIX.5.0EP58 |
|
|
2 |
AllOrdersForAnUnderlyingSecurity |
All orders for an underlying security |
FIX.5.0EP58 |
|
|
3 |
AllOrdersForAProduct |
All orders for a Product |
FIX.5.0EP58 |
|
|
4 |
AllOrdersForACFICode |
All orders for a CFICode |
FIX.5.0EP58 |
|
|
5 |
AllOrdersForASecurityType |
All orders for a SecurityType |
FIX.5.0EP58 |
|
|
6 |
AllOrdersForATradingSession |
All orders for a trading session |
FIX.5.0EP58 |
|
|
7 |
AllOrders |
All orders |
FIX.5.0EP58 |
|
|
8 |
AllOrdersForAMarket |
All orders for a Market |
FIX.5.0EP58 |
|
|
9 |
AllOrdersForAMarketSegment |
All orders for a market segment (or multiple segments) |
FIX.5.0EP58 |
FIX.5.0SP2EP204 |
|
10 |
AllOrdersForASecurityGroup |
All orders for a Security Group |
FIX.5.0EP58 |
|
|
11 |
CancelForSecurityIssuer |
Cancel for Security Issuer |
FIX.5.0SP1EP85 |
|
|
12 |
CancelForIssuerOfUnderlyingSecurity |
Cancel for Issuer of Underlying Security |
FIX.5.0SP1EP85 |
|
|
|
FIX.5.0EP58 |
FIX.5.0SP1EP85 |
|
1375 |
MassActionResponse |
int |
Specifies the action taken by counterparty order handling system as a result of the action type indicated in MassActionType of the Order Mass Action Request.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Rejected |
Rejected - See MassActionRejectReason(1376) |
FIX.5.0EP58 |
|
|
1 |
Accepted |
Accepted |
FIX.5.0EP58 |
|
|
2 |
Completed |
Completed |
FIX.5.0SP2EP131 |
|
|
|
FIX.5.0EP58 |
|
|
1376 |
MassActionRejectReason |
int |
Reason Order Mass Action Request was rejected
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
MassActionNotSupported |
Mass Action Not Supported |
FIX.5.0EP58 |
|
|
1 |
InvalidOrUnknownSecurity |
Invalid or unknown security |
FIX.5.0EP58 |
|
|
2 |
InvalidOrUnknownUnderlyingSecurity |
Invalid or unknown underlying security |
FIX.5.0EP58 |
|
|
3 |
InvalidOrUnknownProduct |
Invalid or unknown Product |
FIX.5.0EP58 |
|
|
4 |
InvalidOrUnknownCFICode |
Invalid or unknown CFICode |
FIX.5.0EP58 |
|
|
5 |
InvalidOrUnknownSecurityType |
Invalid or unknown SecurityType |
FIX.5.0EP58 |
|
|
6 |
InvalidOrUnknownTradingSession |
Invalid or unknown trading session |
FIX.5.0EP58 |
|
|
7 |
InvalidOrUnknownMarket |
Invalid or unknown Market |
FIX.5.0EP58 |
|
|
8 |
InvalidOrUnknownMarketSegment |
Invalid or unknown Market Segment |
FIX.5.0EP58 |
|
|
9 |
InvalidOrUnknownSecurityGroup |
Invalid or unknown Security Group |
FIX.5.0EP58 |
|
|
99 |
Other |
Other |
FIX.5.0EP58 |
|
|
10 |
InvalidOrUnknownSecurityIssuer |
Invalid or unknown Security Issuer |
FIX.5.0SP1EP85 |
|
|
11 |
InvalidOrUnknownIssuerOfUnderlyingSecurity |
Invalid or unknown Issuer of Underlying Security |
FIX.5.0SP1EP85 |
|
|
|
FIX.5.0EP58 |
|
|
1377 |
MultilegModel |
int |
Specifies the type of multileg order. Defines whether the security is pre-defined or user-defined. Note that MultilegModel(1377)=2(User-defined, Non-Securitized, Multileg) does not apply for Securities.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
PredefinedMultilegSecurity |
Predefined Multileg Security |
FIX.5.0EP59 |
|
|
1 |
UserDefinedMultilegSecurity |
User-defined Multileg Security |
FIX.5.0EP59 |
FIX.5.0SP2EP195 |
|
2 |
UserDefined |
User-defined, Non-Securitized, Multileg |
FIX.5.0EP59 |
|
|
|
FIX.5.0EP59 |
FIX.5.0SP2EP195 |
|
1378 |
MultilegPriceMethod |
int |
Code to represent how the multileg price is to be interpreted when applied to the legs. (See Volume : "Glossary" for further value definitions)
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
NetPrice |
Net Price |
FIX.5.0EP59 |
|
|
1 |
ReversedNetPrice |
Reversed Net Price |
FIX.5.0EP59 |
|
|
2 |
YieldDifference |
Yield Difference |
FIX.5.0EP59 |
|
|
3 |
Individual |
Individual |
FIX.5.0EP59 |
|
|
4 |
ContractWeightedAveragePrice |
Contract Weighted Average Price |
FIX.5.0EP59 |
|
|
5 |
MultipliedPrice |
Multiplied Price |
FIX.5.0EP59 |
|
|
|
FIX.5.0EP59 |
|
|
1379 |
LegVolatility |
float |
Specifies the volatility of an instrument leg.
|
FIX.5.0EP59 |
|
|
1380 |
DividendYield |
Percentage |
The continuously-compounded annualized dividend yield of the underlying(s) of an option. Used as a parameter to theoretical option pricing models.
|
FIX.5.0EP59 |
|
|
1381 |
LegDividendYield |
Percentage |
Refer to definition for DividendYield(1380).
|
FIX.5.0EP59 |
|
|
1382 |
CurrencyRatio |
float |
Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then CurrencyRatio = 0.7
|
FIX.5.0EP59 |
|
|
1383 |
LegCurrencyRatio |
float |
Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then LegCurrencyRatio = 0.7
|
FIX.5.0EP59 |
|
|
1384 |
LegExecInst |
MultipleCharValue |
Refer to ExecInst(18) Same values as ExecInst(18)
|
FIX.5.0EP59 |
|
|
1385 |
ContingencyType |
int |
Defines the type of contingency.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
OneCancelsTheOther |
One Cancels the Other (OCO) |
FIX.5.0EP60 |
|
|
2 |
OneTriggersTheOther |
One Triggers the Other (OTO) |
FIX.5.0EP60 |
|
|
3 |
OneUpdatesTheOtherAbsolute |
One Updates the Other (OUO) - Absolute Quantity Reduction |
FIX.5.0EP60 |
|
|
4 |
OneUpdatesTheOtherProportional |
One Updates the Other (OUO) - Proportional Quantity Reduction |
FIX.5.0EP60 |
|
|
5 |
BidAndOffer |
Bid and Offer |
FIX.5.0SP2EP100 |
|
|
6 |
BidAndOfferOCO |
Bid and Offer OCO |
FIX.5.0SP2EP100 |
|
|
|
FIX.5.0EP60 |
|
|
1386 |
ListRejectReason |
int |
Identifies the reason for rejection of a New Order List message. Note that OrdRejReason(103) is used if the rejection is based on properties of an individual order part of the List.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
BrokerCredit |
Broker / Exchange option |
FIX.5.0EP60 |
|
|
2 |
ExchangeClosed |
Exchange closed |
FIX.5.0EP60 |
|
|
4 |
TooLateToEnter |
Too late to enter |
FIX.5.0EP60 |
|
|
5 |
UnknownOrder |
Unknown order |
FIX.5.0EP60 |
|
|
6 |
DuplicateOrder |
Duplicate Order (e.g. dupe ClOrdID) |
FIX.5.0EP60 |
|
|
11 |
UnsupportedOrderCharacteristic |
Unsupported order characteristic |
FIX.5.0EP60 |
|
|
99 |
Other |
Other |
FIX.5.0EP60 |
|
|
|
FIX.5.0EP60 |
|
|
1387 |
NoTrdRepIndicators |
NumInGroup |
Number of trade reporting indicators
|
FIX.5.0EP61 |
|
|
1388 |
TrdRepPartyRole |
int |
Identifies the type of party for trade reporting. Same values as PartyRole(452).
|
FIX.5.0EP61 |
|
|
1389 |
TrdRepIndicator |
Boolean |
Specifies whether the trade should be reported (or not) to parties of the provided TrdRepPartyRole(1388). Used to override standard reporting behavior by the receiver of the trade report and thereby complements the PublTrdIndicator( tag1390).
|
FIX.5.0EP61 |
|
|
1390 |
TradePublishIndicator |
int |
Indicates if a trade should be or has been published via a market publication service. The indicator governs all publication services of the recipient. Replaces PublishTrdIndicator(852).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
DoNotPublishTrade |
Do Not Publish Trade |
FIX.5.0EP61 |
|
|
1 |
PublishTrade |
Publish Trade |
FIX.5.0EP61 |
|
|
2 |
DeferredPublication |
Deferred Publication |
FIX.5.0EP61 |
|
|
3 |
Published |
Indicates that the transaction has been published to the market. |
FIX.5.0SP2EP229 |
|
|
|
FIX.5.0EP61 |
FIX.5.0SP2EP229 |
|
1391 |
UnderlyingLegOptAttribute |
char |
Refer to definition of OptAttribute(206)
|
FIX.5.0EP55 |
|
FIX.5.0SP2EP187 |
1392 |
UnderlyingLegSecurityDesc |
String |
Refer to definition of SecurityDesc(107)
|
FIX.5.0EP55 |
|
FIX.5.0SP2EP187 |
1393 |
MarketReqID |
String |
Unique ID of a Market Definition Request message.
|
FIX.5.0EP53 |
|
|
1394 |
MarketReportID |
String |
Market Definition message identifier.
|
FIX.5.0EP53 |
|
|
1395 |
MarketUpdateAction |
char |
Specifies the action taken for the specified MarketID(1301) + MarketSegmentID(1300).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
A |
Add |
Add |
FIX.5.0EP53 |
|
|
D |
Delete |
Delete |
FIX.5.0EP53 |
|
|
M |
Modify |
Modify |
FIX.5.0EP53 |
|
|
|
FIX.5.0EP53 |
|
|
1396 |
MarketSegmentDesc |
String |
Description or name of Market Segment
|
FIX.5.0EP53 |
|
|
1397 |
EncodedMktSegmDescLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedMktSegmDesc(1324) field.
|
FIX.5.0EP53 |
FIX.5.0SP2EP229 |
|
1398 |
EncodedMktSegmDesc |
data |
Encoded (non-ASCII characters) representation of the MarketSegmDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the MarketSegmDesc field.
|
FIX.5.0EP53 |
|
|
1399 |
ApplNewSeqNum |
SeqNum |
Used to specify a new application sequence number.
|
FIX.5.0EP63 |
|
|
1400 |
EncryptedPasswordMethod |
int |
Enumeration defining the encryption method used to encrypt password fields. At this time there are no encryption methods defined by FPL.
|
FIX.5.0EP56 |
|
|
1401 |
EncryptedPasswordLen |
Length |
Length of the EncryptedPassword(1402) field
|
FIX.5.0EP56 |
FIX.5.0SP2EP208 |
|
1402 |
EncryptedPassword |
data |
Encrypted password - encrypted via the method specified in the field EncryptedPasswordMethod(1400)
|
FIX.5.0EP56 |
|
|
1403 |
EncryptedNewPasswordLen |
Length |
Length of the EncryptedNewPassword(1404) field
|
FIX.5.0EP56 |
FIX.5.0SP2EP208 |
|
1404 |
EncryptedNewPassword |
data |
Encrypted new password - encrypted via the method specified in the field EncryptedPasswordMethod(1400)
|
FIX.5.0EP56 |
|
|
1405 |
UnderlyingLegMaturityTime |
TZTimeOnly |
Time of security's maturity expressed in local time with offset to UTC specified
|
FIX.5.0EP55 |
|
FIX.5.0SP2EP187 |
1406 |
RefApplExtID |
int |
The extension pack number associated with an application message.
|
FIX.5.0EP56 |
|
|
1407 |
DefaultApplExtID |
int |
The extension pack number that is the default for a FIX session.
|
FIX.5.0EP56 |
|
|
1408 |
DefaultCstmApplVerID |
String |
The default custom application version ID that is the default for a session.
|
FIX.5.0EP56 |
|
|
1409 |
SessionStatus |
int |
Status of a FIX session
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
SessionActive |
Session active |
FIX.5.0EP56 |
|
|
1 |
SessionPasswordChanged |
Session password changed |
FIX.5.0EP56 |
|
|
2 |
SessionPasswordDueToExpire |
Session password due to expire |
FIX.5.0EP56 |
|
|
3 |
NewSessionPasswordDoesNotComplyWithPolicy |
New session password does not comply with policy |
FIX.5.0EP56 |
|
|
4 |
SessionLogoutComplete |
Session logout complete |
FIX.5.0EP56 |
|
|
5 |
InvalidUsernameOrPassword |
Invalid username or password |
FIX.5.0EP56 |
|
|
6 |
AccountLocked |
Account locked |
FIX.5.0EP56 |
|
|
7 |
LogonsAreNotAllowedAtThisTime |
Logons are not allowed at this time |
FIX.5.0EP56 |
|
|
8 |
PasswordExpired |
Password expired |
FIX.5.0EP56 |
|
|
9 |
ReceivedMsgSeqNumTooLow |
Received MsgSeqNum(34) is too low. |
FIX.5.0SP2EP124 |
|
|
10 |
ReceivedNextExpectedMsgSeqNumTooHigh |
Received NextExpectedMsgSeqNum(789) is too high. |
FIX.5.0SP2EP124 |
|
|
|
FIX.5.0EP56 |
|
|
1410 |
DefaultVerIndicator |
Boolean |
None
|
FIX.5.0EP56 |
|
|
1411 |
Nested4PartySubIDType |
int |
Refer to definition of PartySubIDType(803)
|
FIX.5.0EP69 |
|
|
1412 |
Nested4PartySubID |
String |
Refer to definition of PartySubID(523)
|
FIX.5.0EP69 |
|
|
1413 |
NoNested4PartySubIDs |
NumInGroup |
Refer to definition of NoPartySubIDs(802)
|
FIX.5.0EP69 |
|
|
1414 |
NoNested4PartyIDs |
NumInGroup |
Refer to definition of NoPartyIDs(453)
|
FIX.5.0EP69 |
|
|
1415 |
Nested4PartyID |
String |
Refer to definition of PartyID(448)
|
FIX.5.0EP69 |
|
|
1416 |
Nested4PartyIDSource |
char |
Refer to definition of PartyIDSource(447)
|
FIX.5.0EP69 |
|
|
1417 |
Nested4PartyRole |
int |
Refer to definition of PartyRole(452)
|
FIX.5.0EP69 |
|
|
1418 |
LegLastQty |
Qty |
Fill quantity for the leg instrument
|
FIX.5.0EP72 |
|
|
1419 |
UnderlyingExerciseStyle |
int |
Type of exercise of a derivatives security
|
FIX.5.0EP52 |
|
|
1420 |
LegExerciseStyle |
int |
Type of exercise of a derivatives security
|
FIX.5.0EP52 |
|
|
1421 |
LegPriceUnitOfMeasure |
String |
Refer to definition for PriceUnitOfMeasure(1191)
|
FIX.5.0EP52 |
|
|
1422 |
LegPriceUnitOfMeasureQty |
Qty |
Refer to definition of PriceUnitOfMeasureQty(1192)
|
FIX.5.0EP52 |
|
|
1423 |
UnderlyingUnitOfMeasureQty |
Qty |
Refer to definition of UnitOfMeasureQty(1147)
|
FIX.5.0EP52 |
|
|
1424 |
UnderlyingPriceUnitOfMeasure |
String |
Refer to definition for PriceUnitOfMeasure(1191)
|
FIX.5.0EP52 |
|
|
1425 |
UnderlyingPriceUnitOfMeasureQty |
Qty |
Refer to definition of PriceUnitOfMeasureQty(1192)
|
FIX.5.0EP52 |
|
|
1426 |
ApplReportType |
int |
Type of report
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
ApplSeqNumReset |
Reset ApplSeqNum to new value specified in ApplNewSeqNum(1399) |
FIX.5.0EP-1 |
|
|
1 |
LastMessageSent |
Reports that the last message has been sent for the ApplIDs Refer to RefApplLastSeqNum(1357) for the application sequence number of the last message. |
FIX.5.0EP-1 |
|
|
2 |
ApplicationAlive |
Heartbeat message indicating that Application identified by RefApplID(1355) is still alive. Refer to RefApplLastSeqNum(1357) for the application sequence number of the previous message. |
FIX.5.0EP-1 |
|
|
3 |
ResendComplete |
Application message re-send completed. |
FIX.5.0SP1EP91 |
|
|
|
FIX.5.0SP2 |
|
|
1427 |
SideExecID |
String |
When reporting trades, used to reference the identifier of the execution (ExecID) being reported if different ExecIDs were assigned to each side of the trade.
|
FIX.5.0SP1EP77 |
|
|
1428 |
OrderDelay |
int |
Time lapsed from order entry until match, based on the unit of time specified in OrderDelayUnit. Default is seconds if OrderDelayUnit is not specified. Value = 0, indicates the aggressor (the initiating side of the trade).
|
FIX.5.0SP1EP77 |
|
|
1429 |
OrderDelayUnit |
int |
Time unit in which the OrderDelay(1428) is expressed
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Seconds |
Seconds (default if not specified) |
FIX.5.0SP1EP77 |
|
|
1 |
TenthsOfASecond |
Tenths of a second |
FIX.5.0SP1EP77 |
|
|
2 |
HundredthsOfASecond |
Hundredths of a second |
FIX.5.0SP1EP77 |
|
|
3 |
Milliseconds |
milliseconds |
FIX.5.0SP1EP77 |
|
|
4 |
Microseconds |
microseconds |
FIX.5.0SP1EP77 |
|
|
5 |
Nanoseconds |
nanoseconds |
FIX.5.0SP1EP77 |
|
|
10 |
Minutes |
minutes |
FIX.5.0SP1EP77 |
|
|
11 |
Hours |
hours |
FIX.5.0SP1EP77 |
|
|
12 |
Days |
days |
FIX.5.0SP1EP77 |
|
|
13 |
Weeks |
weeks |
FIX.5.0SP1EP77 |
|
|
14 |
Months |
months |
FIX.5.0SP1EP77 |
|
|
15 |
Years |
years |
FIX.5.0SP1EP77 |
|
|
|
FIX.5.0SP1EP77 |
|
|
1430 |
VenueType |
char |
Identifies the type of venue where a trade was executed
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
E |
Electronic |
Electronic exchange |
FIX.5.0SP1EP77 |
FIX.5.0SP2EP141 |
|
P |
Pit |
Pit |
FIX.5.0SP1EP77 |
|
|
X |
ExPit |
Ex-pit |
FIX.5.0SP1EP77 |
FIX.5.0SP2EP141 |
|
C |
ClearingHouse |
Clearinghouse |
FIX.5.0SP2EP141 |
|
|
R |
RegisteredMarket |
Markets registered with regulators such as exchange, multilateral trading facility (MTF), swap execution facility (SEF). In the context of regulatory reporting (e.g. CFTC reporting), this is used for regulated markets, e.g. swap markets. |
FIX.5.0SP2EP161 |
|
|
O |
OffMarket |
Off-book, off-facility. In the context of regulatory reporting (e.g. CFTC reporting) this identifies trades conducted away from a regulated market. |
FIX.5.0SP2EP161 |
|
|
B |
CentralLimitOrderBook |
Central limit order book |
FIX.5.0SP2EP163 |
|
|
Q |
QuoteDrivenMarket |
Quote driven market |
FIX.5.0SP2EP163 |
|
|
D |
DarkOrderBook |
Dark order book |
FIX.5.0SP2EP163 |
|
|
A |
AuctionDrivenMarket |
Markets where matching occurs only in scheduled auctions. |
FIX.5.0SP2EP216 |
|
|
N |
QuoteNegotiation |
Discretionary quoting on request or "request for quote" market. |
FIX.5.0SP2EP216 |
|
|
V |
VoiceNegotiation |
A trading system where transactions between members are arranged through voice negotiation. |
FIX.5.0SP2EP228 |
|
|
H |
HybridMarket |
A hybrid system falling into two or more types of trading systems. Can also be used for ESMA RTS 1 "other type of trading system". |
FIX.5.0SP2EP228 |
|
|
|
FIX.5.0SP1EP77 |
|
|
1431 |
RefOrdIDReason |
int |
The reason for updating the RefOrdID
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
GTCFromPreviousDay |
GTC from previous day |
FIX.5.0SP1EP77 |
|
|
1 |
PartialFillRemaining |
Partial Fill Remaining |
FIX.5.0SP1EP77 |
|
|
2 |
OrderChanged |
Order Changed |
FIX.5.0SP1EP77 |
|
|
|
FIX.5.0SP1EP77 |
|
|
1432 |
OrigCustOrderCapacity |
int |
The customer capacity for this trade at the time of the order/execution. Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
MemberTradingForTheirOwnAccount |
Member trading for their own account |
FIX.5.0SP1EP77 |
|
|
2 |
ClearingFirmTradingForItsProprietaryAccount |
Clearing Firm trading for its proprietary account |
FIX.5.0SP1EP77 |
|
|
3 |
MemberTradingForAnotherMember |
Member trading for another member |
FIX.5.0SP1EP77 |
|
|
4 |
AllOther |
All other |
FIX.5.0SP1EP77 |
|
|
|
FIX.5.0SP1EP77 |
|
|
1433 |
RefApplReqID |
String |
Used to reference a previously submitted ApplReqID (1346) from within a subsequent ApplicationMessageRequest(MsgType=BW)
|
FIX.5.0SP1EP78 |
|
|
1434 |
ModelType |
int |
Type of pricing model used
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
UtilityProvidedStandardModel |
Utility provided standard model |
FIX.5.0SP1EP79 |
|
|
1 |
ProprietaryModel |
Proprietary (user supplied) model |
FIX.5.0SP1EP79 |
|
|
|
FIX.5.0SP1EP79 |
|
|
1435 |
ContractMultiplierUnit |
int |
Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit ContractMultiplier(tag 231) is expressed in.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Shares |
Shares |
FIX.5.0SP1EP80 |
|
|
1 |
Hours |
Hours |
FIX.5.0SP1EP80 |
|
|
2 |
Days |
Days |
FIX.5.0SP1EP80 |
|
|
|
FIX.5.0SP1EP80 |
|
|
1436 |
LegContractMultiplierUnit |
int |
"Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit LegContractMultiplier(tag 614) is expressed in.
|
FIX.5.0SP1EP80 |
|
|
1437 |
UnderlyingContractMultiplierUnit |
int |
Indicates the type of multiplier being applied to the contract.
Can be optionally used to further define what unit UnderlyingContractMultiplier(436) is expressed in.
|
FIX.5.0SP1EP80 |
FIX.5.0SP2EP204 |
|
1438 |
DerivativeContractMultiplierUnit |
int |
Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit DerivativeContractMultiplier(tag 1266)is expressed in.
|
FIX.5.0SP1EP80 |
|
|
1439 |
FlowScheduleType |
int |
The industry standard flow schedule by which electricity or natural gas is traded. Schedules may exist by regions and on-peak and off-peak status, such as "Western Peak".
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
NERCEasternOffPeak |
NERC Eastern Off-Peak |
FIX.5.0SP1EP80 |
|
|
1 |
NERCWesternOffPeak |
NERC Western Off-Peak |
FIX.5.0SP1EP80 |
|
|
2 |
NERCCalendarAllDaysInMonth |
NERC Calendar-All Days in month |
FIX.5.0SP1EP80 |
|
|
3 |
NERCEasternPeak |
NERC Eastern Peak |
FIX.5.0SP1EP80 |
|
|
4 |
NERCWesternPeak |
NERC Western Peak |
FIX.5.0SP1EP80 |
|
|
5 |
AllTimes |
All times |
FIX.5.0SP2EP238 |
|
|
6 |
OnPeak |
On peak |
FIX.5.0SP2EP238 |
|
|
7 |
OffPeak |
Off peak |
FIX.5.0SP2EP238 |
|
|
8 |
Base |
Base |
FIX.5.0SP2EP238 |
|
|
9 |
Block |
Block |
FIX.5.0SP2EP238 |
|
|
99 |
Other |
Other |
FIX.5.0SP2EP238 |
|
|
|
FIX.5.0SP1EP80 |
FIX.5.0SP2EP238 |
|
1440 |
LegFlowScheduleType |
int |
The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak".
|
FIX.5.0SP1EP80 |
|
|
1441 |
UnderlyingFlowScheduleType |
int |
The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak".
|
FIX.5.0SP1EP80 |
|
|
1442 |
DerivativeFlowScheduleType |
int |
The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak".
|
FIX.5.0SP1EP80 |
|
|
1443 |
FillLiquidityInd |
int |
Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled
|
FIX.5.0SP1EP81 |
|
|
1444 |
SideLiquidityInd |
int |
Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled.
|
FIX.5.0SP1EP81 |
|
|
1445 |
NoRateSources |
NumInGroup |
Number of rate sources being specified.
|
FIX.5.0SP1EP82 |
|
|
1446 |
RateSource |
int |
Identifies the source of rate information. For FX, the reference source to be used for the FX spot rate.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Bloomberg |
Bloomberg |
FIX.5.0SP1EP82 |
|
|
1 |
Reuters |
Reuters |
FIX.5.0SP1EP82 |
|
|
2 |
Telerate |
Telerate |
FIX.5.0SP1EP82 |
|
|
99 |
Other |
Other |
FIX.5.0SP1EP82 |
|
|
3 |
ISDARateOption |
The source of the currency conversion as specified by the ISDA terms in Annex A to the 1998 FX and Currency Option Definitions. See http://www.fpml.org/coding-scheme/settlement-rate-option |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP1EP82 |
|
|
1447 |
RateSourceType |
int |
Indicates whether the rate source specified is a primary or secondary source.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Primary |
Primary |
FIX.5.0SP1EP82 |
|
|
1 |
Secondary |
Secondary |
FIX.5.0SP1EP82 |
|
|
|
FIX.5.0SP1EP82 |
|
|
1448 |
ReferencePage |
String |
Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate.
When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option
|
FIX.5.0SP1EP82 |
FIX.5.0SP2EP161 |
|
1449 |
RestructuringType |
String |
A category of CDS credit event in which the underlying bond experiences a restructuring. Used to define a CDS instrument.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
FR |
FullRestructuring |
Full Restructuring |
FIX.5.0SP1EP83 |
|
|
MR |
ModifiedRestructuring |
Modified Restructuring |
FIX.5.0SP1EP83 |
|
|
MM |
ModifiedModRestructuring |
Modified Mod Restructuring |
FIX.5.0SP1EP83 |
|
|
XR |
NoRestructuringSpecified |
No Restructuring specified |
FIX.5.0SP1EP83 |
|
|
|
FIX.5.0SP1EP83 |
FIX.5.0SP2EP169 |
|
1450 |
Seniority |
String |
Specifies which issue (underlying bond) will receive payment priority in the event of a default. Used to define a CDS instrument.
The payment priority is this: Senior Secured (SD), Senior (SR), Senior Non-Preferred (SN), Subordinated (SB), Mezzanine (MZ), Junior (JR).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
SD |
SeniorSecured |
Senior Secured |
FIX.5.0SP1EP83 |
|
|
SR |
Senior |
Senior |
FIX.5.0SP1EP83 |
|
|
SB |
Subordinated |
Subordinated |
FIX.5.0SP1EP83 |
|
|
JR |
Junior |
In the context of MiFID II this value is used as identified in RTS 23 Annex I Table 3 Field 23 "Seniority of the bond". |
FIX.5.0SP2EP235 |
|
|
MZ |
Mezzanine |
In the context of MiFID II this value is used as identified in RTS 23 Annex I Table 3 Field 23 "Seniority of the bond". |
FIX.5.0SP2EP235 |
|
|
SN |
SeniorNonPreferred |
For CDS reference obligations of non-preferred senior debt issued by European Financials that constitute a layer of debt ranking between the bank's normal senior debt but above the bank's normal tier 2 subordinated debt (reference: ISDA Credit Market Infrastructure Group). |
FIX.5.0SP2EP235 |
|
|
|
FIX.5.0SP1EP83 |
FIX.5.0SP2EP235 |
|
1451 |
NotionalPercentageOutstanding |
Percentage |
Indicates the notional percentage of the deal that is still outstanding based on the remaining components of the index. Used to calculate the true value of a CDS trade or position.
|
FIX.5.0SP1EP83 |
|
|
1452 |
OriginalNotionalPercentageOutstanding |
Percentage |
Used to reflect the Original value prior to the application of a credit event. See NotionalPercentageOutstanding(1451).
|
FIX.5.0SP1EP83 |
|
|
1453 |
UnderlyingRestructuringType |
String |
See RestructuringType(1449)
|
FIX.5.0SP1EP83 |
|
|
1454 |
UnderlyingSeniority |
String |
See Seniority(1450)
|
FIX.5.0SP1EP83 |
|
|
1455 |
UnderlyingNotionalPercentageOutstanding |
Percentage |
See NotionalPercentageOutstanding(1451)
|
FIX.5.0SP1EP83 |
|
|
1456 |
UnderlyingOriginalNotionalPercentageOutstanding |
Percentage |
See OriginalNotionalPercentageOutstanding(1452)
|
FIX.5.0SP1EP83 |
|
|
1457 |
AttachmentPoint |
Percentage |
Lower bound percentage of the loss that the tranche can endure.
|
FIX.5.0SP1EP83 |
|
|
1458 |
DetachmentPoint |
Percentage |
Upper bound percentage of the loss the tranche can endure.
|
FIX.5.0SP1EP83 |
|
|
1459 |
UnderlyingAttachmentPoint |
Percentage |
See AttachmentPoint(1457).
|
FIX.5.0SP1EP83 |
|
|
1460 |
UnderlyingDetachmentPoint |
Percentage |
See DetachmentPoint(1458).
|
FIX.5.0SP1EP83 |
|
|
1461 |
NoTargetPartyIDs |
NumInGroup |
Identifies the number of target parties identified in a mass action.
|
FIX.5.0SP1EP85 |
|
|
1462 |
TargetPartyID |
String |
PartyID value within an target party repeating group.
|
FIX.5.0SP1EP85 |
|
|
1463 |
TargetPartyIDSource |
char |
PartyIDSource value within an target party repeating group. Same values as PartyIDSource (447)
|
FIX.5.0SP1EP85 |
|
|
1464 |
TargetPartyRole |
int |
PartyRole value within an target party repeating group. Same values as PartyRole (452)
|
FIX.5.0SP1EP85 |
|
|
1465 |
SecurityListID |
String |
Specifies an identifier for a Security List
|
FIX.5.0SP1EP87 |
|
|
1466 |
SecurityListRefID |
String |
Specifies a reference from one Security List to another. Used to support a hierarchy of Security Lists.
|
FIX.5.0SP1EP87 |
|
|
1467 |
SecurityListDesc |
String |
Specifies a description or name of a Security List.
|
FIX.5.0SP1EP87 |
|
|
1468 |
EncodedSecurityListDescLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedSecurityListDesc (tbd) field.
|
FIX.5.0SP1EP87 |
|
|
1469 |
EncodedSecurityListDesc |
data |
Encoded (non-ASCII characters) representation of the SecurityListDesc (1467) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the SecurityListDesc field.
|
FIX.5.0SP1EP87 |
|
|
1470 |
SecurityListType |
int |
Specifies a type of Security List.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
IndustryClassification |
Industry Classification |
FIX.5.0SP1EP87 |
|
|
2 |
TradingList |
Trading List |
FIX.5.0SP1EP87 |
|
|
3 |
Market |
Market / Market Segment List |
FIX.5.0SP1EP87 |
|
|
4 |
NewspaperList |
Newspaper List |
FIX.5.0SP1EP87 |
|
|
|
FIX.5.0SP1EP87 |
|
|
1471 |
SecurityListTypeSource |
int |
Specifies a specific source for a SecurityListType. Relevant when a certain type can be provided from various sources.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
ICB |
ICB (Industry Classification Benchmark) published by Dow Jones and FTSE - www.icbenchmark.com |
FIX.5.0SP1EP87 |
|
|
2 |
NAICS |
NAICS (North American Industry Classification System). Replaced SIC (Standard Industry Classification) www.census.gov/naics or www.naics.com. |
FIX.5.0SP1EP87 |
|
|
3 |
GICS |
GICS (Global Industry Classification Standard) published by Standards & Poor |
FIX.5.0SP1EP87 |
|
|
|
FIX.5.0SP1EP87 |
|
|
1472 |
NewsID |
String |
Unique identifier for a News message
|
FIX.5.0SP1EP90 |
|
|
1473 |
NewsCategory |
int |
Category of news mesage.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
CompanyNews |
Company News |
FIX.5.0SP1EP90 |
|
|
1 |
MarketplaceNews |
Marketplace News |
FIX.5.0SP1EP90 |
|
|
2 |
FinancialMarketNews |
Financial Market News |
FIX.5.0SP1EP90 |
|
|
3 |
TechnicalNews |
Technical News |
FIX.5.0SP1EP90 |
|
|
99 |
OtherNews |
Other News |
FIX.5.0SP1EP90 |
|
|
|
FIX.5.0SP1EP90 |
|
|
1474 |
LanguageCode |
Language |
The national language in which the news item is provided.
|
FIX.5.0SP1EP90 |
|
|
1475 |
NoNewsRefIDs |
NumInGroup |
Number of News reference items
|
FIX.5.0SP1EP90 |
|
|
1476 |
NewsRefID |
String |
Reference to another News message identified by NewsID(1474).
|
FIX.5.0SP1EP90 |
|
|
1477 |
NewsRefType |
int |
Type of reference to another News(35=B) message item.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Replacement |
Replacement |
FIX.5.0SP1EP90 |
|
|
1 |
OtherLanguage |
Other language |
FIX.5.0SP1EP90 |
FIX.5.0SP2EP190 |
|
2 |
Complimentary |
Complimentary |
FIX.5.0SP1EP90 |
|
|
3 |
Withdrawal |
Withdrawal of the referenced news item, e.g. to correct an error. |
FIX.5.0SP2EP190 |
|
|
|
FIX.5.0SP1EP90 |
FIX.5.0SP2EP190 |
|
1478 |
StrikePriceDeterminationMethod |
int |
Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
FixedStrike |
Fixed strike (default if not specified) |
FIX.5.0SP1EP92 |
FIX.5.0SP2EP169 |
|
2 |
StrikeSetAtExpiration |
Strike set at expiration to underlying or other value (lookback floating) |
FIX.5.0SP1EP92 |
|
|
3 |
StrikeSetToAverageAcrossLife |
Strike set to average of underlying settlement price across the life of the option |
FIX.5.0SP1EP92 |
|
|
4 |
StrikeSetToOptimalValue |
Strike set to optimal value |
FIX.5.0SP1EP92 |
|
|
|
FIX.5.0SP1EP92 |
FIX.5.0SP2EP169 |
|
1479 |
StrikePriceBoundaryMethod |
int |
Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
LessThan |
Less than underlying price is in-the-money (ITM) |
FIX.5.0SP1EP92 |
|
|
2 |
LessThanOrEqual |
Less than or equal to the underlying price is in-the-money(ITM) |
FIX.5.0SP1EP92 |
|
|
3 |
Equal |
Equal to the underlying price is in-the-money(ITM) |
FIX.5.0SP1EP92 |
|
|
4 |
GreaterThanOrEqual |
Greater than or equal to underlying price is in-the-money(ITM) |
FIX.5.0SP1EP92 |
|
|
5 |
GreaterThan |
Greater than underlying is in-the-money(ITM) |
FIX.5.0SP1EP92 |
|
|
|
FIX.5.0SP1EP92 |
|
|
1480 |
StrikePriceBoundaryPrecision |
Percentage |
Used in combination with StrikePriceBoundaryMethod to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls.
|
FIX.5.0SP1EP92 |
|
|
1481 |
UnderlyingPriceDeterminationMethod |
int |
Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option").
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Regular |
Regular |
FIX.5.0SP1EP92 |
|
|
2 |
SpecialReference |
Special reference |
FIX.5.0SP1EP92 |
|
|
3 |
OptimalValue |
Optimal value (Lookback) |
FIX.5.0SP1EP92 |
|
|
4 |
AverageValue |
Average value (Asian option) |
FIX.5.0SP1EP92 |
|
|
|
FIX.5.0SP1EP92 |
|
|
1482 |
OptPayoutType |
int |
Indicates the type of valuation method or payout trigger for an in-the-money option.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Vanilla |
Vanilla |
FIX.5.0SP1EP92 |
|
|
2 |
Capped |
Capped |
FIX.5.0SP1EP92 |
|
|
3 |
Binary |
Digital (Binary) |
FIX.5.0SP1EP92 |
FIX.5.0SP2EP238 |
|
4 |
Asian |
Asian |
FIX.5.0SP2EP238 |
|
|
5 |
Barrier |
Barrier |
FIX.5.0SP2EP238 |
|
|
6 |
DigitalBarrier |
Digital Barrier |
FIX.5.0SP2EP238 |
|
|
7 |
Lookback |
Lookback |
FIX.5.0SP2EP238 |
|
|
8 |
OtherPathDependent |
Other path dependent |
FIX.5.0SP2EP238 |
|
|
99 |
Other |
Other |
FIX.5.0SP2EP238 |
|
|
|
FIX.5.0SP1EP92 |
FIX.5.0SP2EP238 |
|
1483 |
NoComplexEvents |
NumInGroup |
Number of complex event occurrences.
|
FIX.5.0SP1EP92 |
|
|
1484 |
ComplexEventType |
int |
Identifies the type of complex event.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Capped |
Capped |
FIX.5.0SP1EP92 |
|
|
2 |
Trigger |
Trigger |
FIX.5.0SP1EP92 |
|
|
3 |
KnockInUp |
Knock-in up |
FIX.5.0SP1EP92 |
|
|
4 |
KnockInDown |
Knock-in down |
FIX.5.0SP1EP92 |
FIX.5.0SP2EP169 |
|
5 |
KnockOutUp |
Knock-out up |
FIX.5.0SP1EP92 |
|
|
6 |
KnockOutDown |
Knock-out down |
FIX.5.0SP1EP92 |
|
|
7 |
Underlying |
Underlying |
FIX.5.0SP1EP92 |
|
|
8 |
ResetBarrier |
Reset Barrier |
FIX.5.0SP1EP92 |
|
|
9 |
RollingBarrier |
Rolling Barrier |
FIX.5.0SP1EP92 |
|
|
10 |
OneTouch |
One-touch |
FIX.5.0SP2EP169 |
|
|
11 |
NoTouch |
No-touch |
FIX.5.0SP2EP169 |
|
|
12 |
DblOneTouch |
Double one-touch |
FIX.5.0SP2EP169 |
|
|
13 |
DblNoTouch |
Double no-touch |
FIX.5.0SP2EP169 |
|
|
14 |
FXComposite |
Foreign exchange composite |
FIX.5.0SP2EP169 |
|
|
15 |
FXQuanto |
Foreign exchange Quanto |
FIX.5.0SP2EP169 |
|
|
16 |
FXCrssCcy |
Foreign exchange cross currency |
FIX.5.0SP2EP169 |
|
|
17 |
StrkSpread |
Strike spread |
FIX.5.0SP2EP169 |
|
|
18 |
ClndrSpread |
Calendar spread |
FIX.5.0SP2EP169 |
|
|
19 |
PxObsvtn |
Price observation (Asian or Lookback) |
FIX.5.0SP2EP169 |
|
|
20 |
PassThrough |
Pass-through |
FIX.5.0SP2EP169 |
|
|
21 |
StrkSched |
Strike schedule |
FIX.5.0SP2EP169 |
|
|
22 |
EquityValuation |
Equity valuation |
FIX.5.0SP2EP208 |
|
|
23 |
DividendValuation |
Dividend valuation |
FIX.5.0SP2EP208 |
|
|
|
FIX.5.0SP1EP92 |
|
|
1485 |
ComplexOptPayoutAmount |
Amt |
Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount.
|
FIX.5.0SP1EP92 |
|
|
1486 |
ComplexEventPrice |
Price |
Specifies the price at which the complex event takes effect. Impact of the event price is determined by the ComplexEventType(1484).
|
FIX.5.0SP1EP92 |
|
|
1487 |
ComplexEventPriceBoundaryMethod |
int |
Specifies the boundary condition to be used for the event price relative to the underlying price at the point the complex event outcome takes effect as determined by the ComplexEventPriceTimeType.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
LessThanComplexEventPrice |
Less than ComplexEventPrice(1486) |
FIX.5.0SP1EP92 |
|
|
2 |
LessThanOrEqualToComplexEventPrice |
Less than or equal to ComplexEventPrice(1486) |
FIX.5.0SP1EP92 |
|
|
3 |
EqualToComplexEventPrice |
Equal to ComplexEventPrice(1486) |
FIX.5.0SP1EP92 |
|
|
4 |
GreaterThanOrEqualToComplexEventPrice |
Greater than or equal to ComplexEventPrice(1486) |
FIX.5.0SP1EP92 |
|
|
5 |
GreaterThanComplexEventPrice |
Greater than ComplexEventPrice(1486) |
FIX.5.0SP1EP92 |
|
|
|
FIX.5.0SP1EP92 |
|
|
1488 |
ComplexEventPriceBoundaryPrecision |
Percentage |
Used in combination with ComplexEventPriceBoundaryMethod to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls.
|
FIX.5.0SP1EP92 |
|
|
1489 |
ComplexEventPriceTimeType |
int |
Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the ComplexEventType(1484).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Expiration |
Expiration |
FIX.5.0SP1EP92 |
|
|
2 |
Immediate |
Immediate (At Any Time) |
FIX.5.0SP1EP92 |
|
|
3 |
SpecifiedDate |
Specified Date/Time |
FIX.5.0SP1EP92 |
|
|
4 |
Close |
Official closing time of the exchange on valuation date. |
FIX.5.0SP2EP208 |
|
|
5 |
Open |
Official opening time of the exchange on valuation date. |
FIX.5.0SP2EP208 |
|
|
6 |
OfficialSettlPrice |
Official settlement price determination time. |
FIX.5.0SP2EP208 |
|
|
7 |
DerivativesClose |
Official closing time of the derivatives exchange. |
FIX.5.0SP2EP208 |
|
|
8 |
AsSpecifiedMasterConfirmation |
As specified in Master Confirmation |
FIX.5.0SP2EP208 |
|
|
|
FIX.5.0SP1EP92 |
FIX.5.0SP2EP169 |
|
1490 |
ComplexEventCondition |
int |
Specifies the condition between complex events when more than one event is specified. Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
And |
And |
FIX.5.0SP1EP92 |
|
|
2 |
Or |
Or |
FIX.5.0SP1EP92 |
|
|
|
FIX.5.0SP1EP92 |
|
|
1491 |
NoComplexEventDates |
NumInGroup |
Number of complex event date occurrences for a given complex event.
|
FIX.5.0SP1EP92 |
|
|
1492 |
ComplexEventStartDate |
UTCDateOnly |
Specifies the start date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options ComplexEventStartDate must always be less than or equal to ComplexEventEndDate.
|
FIX.5.0SP1EP92 |
FIX.5.0SP2EP195 |
|
1493 |
ComplexEventEndDate |
UTCDateOnly |
Specifies the end date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options ComplexEventEndDate must always be greater than or equal to ComplexEventStartDate.
|
FIX.5.0SP1EP92 |
FIX.5.0SP2EP195 |
|
1494 |
NoComplexEventTimes |
NumInGroup |
Number of complex event time occurrences for a given complex event date The default in case of an absence of time fields is 00:00:00-23:59:59.
|
FIX.5.0SP1EP92 |
|
|
1495 |
ComplexEventStartTime |
UTCTimeOnly |
Specifies the start time of the time range on which a complex event date is effective. ComplexEventStartTime must always be less than or equal to ComplexEventEndTime.
|
FIX.5.0SP1EP92 |
|
|
1496 |
ComplexEventEndTime |
UTCTimeOnly |
Specifies the end time of the time range on which a complex event date is effective. ComplexEventEndTime must always be greater than or equal to ComplexEventStartTime.
|
FIX.5.0SP1EP92 |
|
|
1497 |
StreamAsgnReqID |
String |
Unique identifier for the stream assignment request provided by the requester.
|
FIX.5.0SP1EP93 |
|
|
1498 |
StreamAsgnReqType |
int |
Type of stream assignment request.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
StreamAssignmentForNewCustomer |
Stream assignment for new customer(s) |
FIX.5.0SP1EP93 |
|
|
2 |
StreamAssignmentForExistingCustomer |
Stream assignment for existing customer(s) |
FIX.5.0SP1EP93 |
|
|
|
FIX.5.0SP1EP93 |
|
|
1499 |
NoAsgnReqs |
NumInGroup |
Number of assignment requests.
|
FIX.5.0SP1EP93 |
|
|
1500 |
MDStreamID |
String |
The identifier or name of the price stream.
|
FIX.5.0SP1EP93 |
|
|
1501 |
StreamAsgnRptID |
String |
Unique identifier of the stream assignment report provided by the respondent.
|
FIX.5.0SP1EP93 |
|
|
1502 |
StreamAsgnRejReason |
int |
Reason code for stream assignment request reject.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
UnknownClient |
Unknown client |
FIX.5.0SP1EP93 |
|
|
1 |
ExceedsMaximumSize |
Exceeds maximum size |
FIX.5.0SP1EP93 |
|
|
2 |
UnknownOrInvalidCurrencyPair |
Unknown or Invalid currency pair |
FIX.5.0SP1EP93 |
|
|
3 |
NoAvailableStream |
No available stream |
FIX.5.0SP1EP93 |
|
|
99 |
Other |
Other |
FIX.5.0SP1EP93 |
|
|
|
FIX.5.0SP1EP93 |
|
|
1503 |
StreamAsgnAckType |
int |
Type of acknowledgement.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
AssignmentAccepted |
Assignment Accepted |
FIX.5.0SP1EP93 |
|
|
1 |
AssignmentRejected |
Assignment Rejected |
FIX.5.0SP1EP93 |
|
|
|
FIX.5.0SP1EP93 |
|
|
1504 |
RelSymTransactTime |
UTCTimestamp |
See TransactTime(60)
|
FIX.5.0SP1EP94 |
|
|
1505 |
PartyDetailsListRequestID |
String |
Unique identifier for PartyDetailsListRequest.
|
FIX.5.0SP2EP105 |
|
|
1506 |
SideTradeID |
String |
Used to represent the trade ID for each side of the trade assigned by an intermediary.
|
FIX.5.0SP2EP107 |
|
|
1507 |
SideOrigTradeID |
String |
Used to capture the original trade id for each side of a trade undergoing novation to a standardized model.
|
FIX.5.0SP2EP107 |
|
|
1508 |
NoRequestedPartyRoles |
NumInGroup |
Number of requested party roles.
|
FIX.5.0SP2EP105 |
|
|
1509 |
RequestedPartyRole |
int |
Identifies the type or role of party that has been requested.
|
FIX.5.0SP2EP105 |
|
|
1510 |
PartyDetailsListReportID |
String |
Identifier for the PartyDetailsListReport and the PartyDetailsListUpdateReport.
|
FIX.5.0SP2EP105 |
|
|
1511 |
RequestResult |
int |
Result of a request as identified by the appropriate request ID field
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
ValidRequest |
Valid request |
FIX.5.0SP2EP105 |
|
|
1 |
InvalidOrUnsupportedRequest |
Invalid or unsupported request |
FIX.5.0SP2EP105 |
|
|
2 |
NoDataFound |
No data found that match selection criteria |
FIX.5.0SP2EP105 |
|
|
3 |
NotAuthorized |
Not authorized to retrieve data |
FIX.5.0SP2EP105 |
|
|
4 |
DataTemporarilyUnavailable |
Data temporarily unavailable |
FIX.5.0SP2EP105 |
|
|
5 |
RequestForDataNotSupported |
Request for data not supported |
FIX.5.0SP2EP105 |
|
|
99 |
Other |
Other (further information in RejectText (1328) field) |
FIX.5.0SP2EP105 |
|
|
|
FIX.5.0SP2EP105 |
|
|
1512 |
TotNoParties |
int |
Total number of PartyListGrp returned.
|
FIX.5.0SP2EP105 |
|
|
1513 |
DocumentationText |
String |
A sentence or phrase pertenant to the trade, not a reference to an external document. E.g. "To be registered with the U.S. Environmental Protection Agency, Acid Rain Division, SO2 Allowance Tracking System"
|
FIX.5.0SP2EP169 |
|
|
1514 |
NoPartyRelationships |
NumInGroup |
Number of party relationships.
|
FIX.5.0SP2EP105 |
|
|
1515 |
PartyRelationship |
int |
Used to specify the type of the party relationship.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
IsAlso |
Is also |
FIX.5.0SP2EP105 |
|
|
1 |
ClearsFor |
Clears for |
FIX.5.0SP2EP105 |
|
|
2 |
ClearsThrough |
Clears through |
FIX.5.0SP2EP105 |
|
|
3 |
TradesFor |
Trades for |
FIX.5.0SP2EP105 |
|
|
4 |
TradesThrough |
Trades through |
FIX.5.0SP2EP105 |
|
|
5 |
Sponsors |
Sponsors |
FIX.5.0SP2EP105 |
|
|
6 |
SponsoredThrough |
Sponsored through |
FIX.5.0SP2EP105 |
|
|
7 |
ProvidesGuaranteeFor |
Provides guarantee for |
FIX.5.0SP2EP105 |
|
|
8 |
IsGuaranteedBy |
Is guaranteed by |
FIX.5.0SP2EP105 |
|
|
9 |
MemberOf |
Member of |
FIX.5.0SP2EP105 |
|
|
10 |
HasMembers |
Has members |
FIX.5.0SP2EP105 |
|
|
11 |
ProvidesMarketplaceFor |
Provides marketplace for |
FIX.5.0SP2EP105 |
|
|
12 |
ParticipantOfMarketplace |
Participant of marketplace |
FIX.5.0SP2EP105 |
|
|
13 |
CarriesPositionsFor |
Carries positions for |
FIX.5.0SP2EP105 |
|
|
14 |
PostsTradesTo |
Posts trades to |
FIX.5.0SP2EP105 |
|
|
15 |
EntersTradesFor |
Enters trades for |
FIX.5.0SP2EP105 |
|
|
16 |
EntersTradesThrough |
Enters trades through |
FIX.5.0SP2EP105 |
|
|
17 |
ProvidesQuotesTo |
Provides quotes to |
FIX.5.0SP2EP105 |
|
|
18 |
RequestsQuotesFrom |
Requests quotes from |
FIX.5.0SP2EP105 |
|
|
19 |
InvestsFor |
Invests for |
FIX.5.0SP2EP105 |
|
|
20 |
InvestsThrough |
Invests through |
FIX.5.0SP2EP105 |
|
|
21 |
BrokersTradesFor |
Brokers trades for |
FIX.5.0SP2EP105 |
|
|
22 |
BrokersTradesThrough |
Brokers trades through |
FIX.5.0SP2EP105 |
|
|
23 |
ProvidesTradingServicesFor |
Provides trading services for |
FIX.5.0SP2EP105 |
|
|
24 |
UsesTradingServicesOf |
Uses trading services of |
FIX.5.0SP2EP105 |
|
|
25 |
ApprovesOf |
Approves of |
FIX.5.0SP2EP105 |
|
|
26 |
ApprovedBy |
Approved by |
FIX.5.0SP2EP105 |
|
|
27 |
ParentFirmFor |
Parent firm for |
FIX.5.0SP2EP105 |
|
|
28 |
SubsidiaryOf |
Subsidiary of |
FIX.5.0SP2EP105 |
|
|
29 |
RegulatoryOwnerOf |
Regulatory owner of |
FIX.5.0SP2EP105 |
|
|
30 |
OwnedByRegulatory |
Owned by (regulatory) |
FIX.5.0SP2EP105 |
|
|
31 |
Controls |
Controls |
FIX.5.0SP2EP105 |
|
|
32 |
IsControlledBy |
Is controlled by |
FIX.5.0SP2EP105 |
|
|
33 |
LegalOwnerOf |
Legal / titled owner of |
FIX.5.0SP2EP105 |
|
|
34 |
OwnedByLegal |
Owned by (legal / title) |
FIX.5.0SP2EP105 |
|
|
35 |
BeneficialOwnerOf |
Beneficial owner of |
FIX.5.0SP2EP105 |
|
|
36 |
OwnedByBeneficial |
Owned by (beneficial) |
FIX.5.0SP2EP105 |
|
|
37 |
SettlesFor |
Settles for |
FIX.5.0SP2EP105 |
|
|
38 |
SettlesThrough |
Settles through |
FIX.5.0SP2EP105 |
|
|
|
FIX.5.0SP2EP105 |
|
|
1516 |
NoPartyDetailAltID |
NumInGroup |
Number of party alternative identifiers.
|
FIX.5.0SP2EP105 |
|
|
1517 |
PartyDetailAltID |
String |
An alternate party identifier for the party specified in PartyDetailID(1691)
|
FIX.5.0SP2EP105 |
|
|
1518 |
PartyDetailAltIDSource |
char |
Identifies the source of the PartyDetailAltID(1517) value.
|
FIX.5.0SP2EP105 |
|
|
1519 |
NoPartyDetailAltSubIDs |
NumInGroup |
Number of party detail alternate sub-identifiers.
|
FIX.5.0SP2EP105 |
|
|
1520 |
PartyDetailAltSubID |
String |
Sub-identifier for the party specified in PartyDetailAltID(1517).
|
FIX.5.0SP2EP105 |
|
|
1521 |
PartyDetailAltSubIDType |
int |
Type of PartyDetailAltSubID(1520) value.
|
FIX.5.0SP2EP105 |
|
|
1522 |
DifferentialPrice |
PriceOffset |
Used to specify the differential price when reporting the individual leg of a spread trade. Both leg price and differential price may be provided on such a report. Note that MultiLegReportingType(442) will be set to 2 (Individual leg of a multi-leg security) in this case. Also used in pricing Trade at Settlement (TAS) and Trade At Marker (TAM) contracts for which the value is the negotiated currency offset either at settlement (TAS) or at time specified in the product definition (TAM). The final contract price is specified in LastPx(31).
|
FIX.5.0SP2EP107 |
FIX.5.0SP2EP217 |
|
1523 |
TrdAckStatus |
int |
Used to indicate the status of the trade submission (not the trade report)
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Accepted |
Accepted |
FIX.5.0SP2EP107 |
|
|
1 |
Rejected |
Rejected |
FIX.5.0SP2EP107 |
|
|
2 |
Received |
Received |
FIX.5.0SP2EP107 |
|
|
|
FIX.5.0SP2EP107 |
|
|
1524 |
PriceQuoteCurrency |
Currency |
Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency.
|
FIX.5.0SP2EP107 |
|
|
1525 |
EncodedDocumentationTextLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedDocumentationText(1527) field.
|
FIX.5.0SP2EP169 |
|
|
1526 |
UnderlyingPriceQuoteCurrency |
Currency |
Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency.
|
FIX.5.0SP2EP107 |
|
|
1527 |
EncodedDocumentationText |
data |
Encoded (non-ASCII characters) representation of the DocumentationText(1513) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the DocumentationText(1513) field.
|
FIX.5.0SP2EP169 |
|
|
1528 |
LegPriceQuoteCurrency |
Currency |
Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency.
|
FIX.5.0SP2EP107 |
|
|
1529 |
NoRiskLimitTypes |
NumInGroup |
Number of risk limits with associated warning levels.
|
FIX.5.0SP2EP105 |
|
|
1530 |
RiskLimitType |
int |
Used to specify the type of risk limit amount or position limit quantity or margin requirement amounts.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
GrossLimit |
Gross limit |
FIX.5.0SP2EP105 |
FIX.5.0SP2EP128 |
|
2 |
NetLimit |
Net limit |
FIX.5.0SP2EP105 |
FIX.5.0SP2EP128 |
|
3 |
Exposure |
Exposure |
FIX.5.0SP2EP105 |
|
|
4 |
LongLimit |
Long limit |
FIX.5.0SP2EP105 |
FIX.5.0SP2EP128 |
|
5 |
ShortLimit |
Short limit |
FIX.5.0SP2EP105 |
FIX.5.0SP2EP128 |
|
6 |
CashMargin |
Cash margin |
FIX.5.0SP2EP128 |
|
|
7 |
AdditionalMargin |
Additional margin |
FIX.5.0SP2EP128 |
|
|
8 |
TotalMargin |
Total margin |
FIX.5.0SP2EP128 |
|
|
0 |
CreditLimit |
The credit limit provided by one party to another for trading. |
FIX.5.0SP2EP171 |
|
|
9 |
LimitConsumed |
The limit used in the recent transaction. |
FIX.5.0SP2EP171 |
|
|
10 |
ClipSize |
The total notional amount limit allowed to be executed within a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). |
FIX.5.0SP2EP171 |
FIX.5.0SP2EP214 |
|
11 |
MaxNotionalOrderSize |
Maximum notional order size |
FIX.5.0SP2EP171 |
|
|
12 |
DV01PV01Limit |
The maximum dollar value change resulting from a move of 1 basis point in the yield curve. This limits the interest rate risk exposure. Also known as "basis point value" or BPV. |
FIX.5.0SP2EP171 |
|
|
13 |
CS01Limit |
Credit spread sensitivity. Represents the change in market value of a CDS for a one basis point change in the credit spread. This limits the credit risk exposure of a CDS. Also known as "risky-DV01". |
FIX.5.0SP2EP171 |
|
|
14 |
VolumeLimitPerTimePeriod |
The total number of shares, bonds or contracts allowed to be executed within a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). |
FIX.5.0SP2EP214 |
|
|
15 |
VolFilledPctOrdVolTmPeriod |
The total number of shares, bonds or contracts executed as a percentage of the total ordered shares, contracts or notional amount for a specified security, instrument, symbol, or underlying, over a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). |
FIX.5.0SP2EP214 |
|
|
16 |
NotlFilledPctNotlTmPeriod |
The total notional amount executed as a percentage of the total ordered shares, contracts or notional amount for a specified security, instrument, symbol, or underlying, over a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). |
FIX.5.0SP2EP214 |
|
|
17 |
TransactionExecutionLimitPerTimePeriod |
The total number of transactions or execution fills allowed within a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). |
FIX.5.0SP2EP214 |
|
|
|
FIX.5.0SP2EP105 |
FIX.5.0SP2EP204 |
|
1531 |
RiskLimitAmount |
Amt |
Specifies the risk limit amount.
|
FIX.5.0SP2EP105 |
|
|
1532 |
RiskLimitCurrency |
Currency |
Used to specify the currency of the risk limit amount.
|
FIX.5.0SP2EP105 |
|
|
1533 |
RiskLimitPlatform |
String |
The area to which risk limit is applicable. This can be a trading platform or an offering.
|
FIX.5.0SP2EP105 |
|
|
1534 |
NoRiskInstrumentScopes |
NumInGroup |
Number of risk instrument scopes.
|
FIX.5.0SP2EP105 |
|
|
1535 |
InstrumentScopeOperator |
int |
Operator to perform on the instrument(s) specified
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Include |
Include |
FIX.5.0SP2EP105 |
|
|
2 |
Exclude |
Exclude |
FIX.5.0SP2EP105 |
|
|
|
FIX.5.0SP2EP105 |
|
|
1536 |
InstrumentScopeSymbol |
String |
Used to limit instrument scope to specified symbol. See Symbol(55) field for description.
|
FIX.5.0SP2EP105 |
|
|
1537 |
InstrumentScopeSymbolSfx |
String |
Used to limit instrument scope to specified symbol suffix. See SymbolSfx(65) field for description.
|
FIX.5.0SP2EP105 |
|
|
1538 |
InstrumentScopeSecurityID |
String |
Used to limit instrument scope to specified security identifier. See SecurityID(48) field for description.
|
FIX.5.0SP2EP105 |
|
|
1539 |
InstrumentScopeSecurityIDSource |
String |
Used to limit instrument scope to specified security identifier source. See SecurityIDSource(22) field for description.
|
FIX.5.0SP2EP105 |
|
|
1540 |
NoInstrumentScopeSecurityAltID |
NumInGroup |
Number of alternate security identifier for the specified InstrumentScopeSecurityID(1538).
|
FIX.5.0SP2EP105 |
|
|
1541 |
InstrumentScopeSecurityAltID |
String |
Used to limit instrument scope to specified security alternate identifier. See SecurityAltID(455) field for description.
|
FIX.5.0SP2EP105 |
|
|
1542 |
InstrumentScopeSecurityAltIDSource |
String |
Used to limit instrument scope to specified security alternate identifier source. See SecurityAltIDSource(456) field for description.
|
FIX.5.0SP2EP105 |
|
|
1543 |
InstrumentScopeProduct |
int |
Used to limit instrument scope to specified instrument product category. See Product (460) field for description.
|
FIX.5.0SP2EP105 |
|
|
1544 |
InstrumentScopeProductComplex |
String |
Used to limit instrument scope to specified product complex. See ProductComplex(1227) field for description.
|
FIX.5.0SP2EP105 |
|
|
1545 |
InstrumentScopeSecurityGroup |
String |
Used to limit instrument scope to specified security group. See SecurityGroup(1151) field for description.
|
FIX.5.0SP2EP105 |
|
|
1546 |
InstrumentScopeCFICode |
String |
Used to limit instrument scope to specified CFICode. See CFICode(461) field for description.
|
FIX.5.0SP2EP105 |
|
|
1547 |
InstrumentScopeSecurityType |
String |
Used to limit instrument scope to specified security type. See SecurityType(167) field for description).
|
FIX.5.0SP2EP105 |
|
|
1548 |
InstrumentScopeSecuritySubType |
String |
Used to limit instrument scope to specified security sub-type. See SecuritySubType(762) field for description.
|
FIX.5.0SP2EP105 |
|
|
1549 |
InstrumentScopeMaturityMonthYear |
MonthYear |
Used to limit instrument scope to specified maturity month and year. See MaturityMonthYear(200) field for description.
|
FIX.5.0SP2EP105 |
|
|
1550 |
InstrumentScopeMaturityTime |
TZTimeOnly |
Used to limit instrument scope to specified maturity time. See MaturityTime(1079) field for description.
|
FIX.5.0SP2EP105 |
|
|
1551 |
InstrumentScopeRestructuringType |
String |
Used to limit instrument scope to specified restructuring type. See RestructuringType(1449) field for description.
|
FIX.5.0SP2EP105 |
|
|
1552 |
InstrumentScopeSeniority |
String |
Used to limit instrument scope to specified seniority type. See Seniority(1450) field for description.
|
FIX.5.0SP2EP105 |
|
|
1553 |
InstrumentScopePutOrCall |
int |
Used to limit instrument scope to puts or calls. See PutOrCall(201) field for description.
|
FIX.5.0SP2EP105 |
|
|
1554 |
InstrumentScopeFlexibleIndicator |
Boolean |
Used to limit instrument scope to securities that can be defined using flexible terms or not. See FlexibleIndicator(1244) field for description.
|
FIX.5.0SP2EP105 |
|
|
1555 |
InstrumentScopeCouponRate |
Percentage |
Used to limit instrument scope to specified coupon rate. See CouponRate(223) field for description.
|
FIX.5.0SP2EP105 |
|
|
1556 |
InstrumentScopeSecurityDesc |
String |
Used to limit instrument scope to specified security description. See SecurityDesc(107) field for description.
|
FIX.5.0SP2EP105 |
|
|
1557 |
InstrumentScopeSettlType |
String |
Used to limit instrument scope to specified settlement type. See SettlType(63) field for description.
|
FIX.5.0SP2EP105 |
|
|
1558 |
RiskInstrumentMultiplier |
float |
Multiplier applied to the transaction amount for comparison with risk limits. Default if not specified is 1.0.
|
FIX.5.0SP2EP105 |
|
|
1559 |
NoRiskWarningLevels |
NumInGroup |
Number of risk warning levels.
|
FIX.5.0SP2EP105 |
|
|
1560 |
RiskWarningLevelPercent |
Percentage |
Percent of risk limit at which a warning is issued.
|
FIX.5.0SP2EP105 |
|
|
1561 |
RiskWarningLevelName |
String |
Name or error message associated with the risk warning level.
|
FIX.5.0SP2EP105 |
|
|
1562 |
NoRelatedPartyDetailID |
NumInGroup |
Number of related party detail identifiers.
|
FIX.5.0SP2EP105 |
|
|
1563 |
RelatedPartyDetailID |
String |
Party identifier for the party related to the party specified in PartyDetailID(1691).
|
FIX.5.0SP2EP105 |
|
|
1564 |
RelatedPartyDetailIDSource |
char |
Identifies the source of the RelatedPartyDetailID(1563).
|
FIX.5.0SP2EP105 |
|
|
1565 |
RelatedPartyDetailRole |
int |
Identifies the type or role of the RelatedPartyDetailID(1563) specified.
|
FIX.5.0SP2EP105 |
|
|
1566 |
NoRelatedPartyDetailSubIDs |
NumInGroup |
Number of related party detail sub-identifiers.
|
FIX.5.0SP2EP105 |
|
|
1567 |
RelatedPartyDetailSubID |
String |
Sub-identifier for the party specified in RelatedPartyID(1563).
|
FIX.5.0SP2EP105 |
|
|
1568 |
RelatedPartyDetailSubIDType |
int |
Type of RelatedPartyDetailSubID(1567) value.
|
FIX.5.0SP2EP105 |
|
|
1569 |
NoRelatedPartyDetailAltID |
NumInGroup |
Number of related party detail alternate identifiers.
|
FIX.5.0SP2EP105 |
|
|
1570 |
RelatedPartyDetailAltID |
String |
An alternate party identifier for the party specified in RelatedPartyID(1563).
|
FIX.5.0SP2EP105 |
|
|
1571 |
RelatedPartyDetailAltIDSource |
char |
Identifies the source of the RelatedPartyDetailAltID(1570) value.
|
FIX.5.0SP2EP105 |
|
|
1572 |
NoRelatedPartyDetailAltSubIDs |
NumInGroup |
Number of related party detail alternate sub-identifiers.
|
FIX.5.0SP2EP105 |
|
|
1573 |
RelatedPartyDetailAltSubID |
String |
Sub-identifier for the party specified in RelatedPartyDetailAltID(1570).
|
FIX.5.0SP2EP105 |
|
|
1574 |
RelatedPartyDetailAltSubIDType |
int |
Type of RelatedPartyDetailAltSubID(1573) value.
|
FIX.5.0SP2EP105 |
|
|
1575 |
SwapSubClass |
String |
The sub-classification or notional schedule type of the swap.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
AMTZ |
Amortizing |
Amortizing notional schedule |
FIX.5.0SP2EP169 |
FIX.5.0SP2EP238 |
|
COMP |
Compounding |
Compounding |
FIX.5.0SP2EP169 |
|
FIX.5.0SP2EP238 |
CNST |
ConstantNotionalSchedule |
Constant notional schedule |
FIX.5.0SP2EP238 |
|
|
ACRT |
AccretingNotionalSchedule |
Accreting notional schedule |
FIX.5.0SP2EP238 |
|
|
CUST |
CustomNotionalSchedule |
Custom notional schedule |
FIX.5.0SP2EP238 |
|
|
|
FIX.5.0SP2EP169 |
FIX.5.0SP2EP238 |
|
1576 |
DerivativePriceQuoteCurrency |
Currency |
Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency.
|
FIX.5.0SP2EP107 |
|
|
1577 |
SettlRateIndex |
String |
In an outright or forward commodity trade that is cash settled this is the index used to determine the cash payment.
|
FIX.5.0SP2EP169 |
|
|
1578 |
EncodedEventTextLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedEventText(868) fied.
|
FIX.5.0SP2EP161 |
|
|
1579 |
EncodedEventText |
data |
Encoded (non-ASCII characters) representation of the EventText(868) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the EventText(868) field.
|
FIX.5.0SP2EP161 |
|
|
1580 |
SettlRateIndexLocation |
String |
This is an optional qualifying attribute of SettlRateIndex(1577) such as the delivery zone for an electricity contract.
|
FIX.5.0SP2EP169 |
|
|
1581 |
OptionExpirationDesc |
String |
Description of the option expiration.
|
FIX.5.0SP2EP169 |
|
|
1582 |
NoSecurityClassifications |
NumInGroup |
Number of Security Classifications.
|
FIX.5.0SP2EP107 |
|
|
1583 |
SecurityClassificationReason |
int |
Allows classification of instruments according to a set of high level reasons. Classification reasons describe the classes in which the instrument participates.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Fee |
Fee |
FIX.5.0SP2EP107 |
|
|
1 |
CreditControls |
Credit Controls |
FIX.5.0SP2EP107 |
|
|
2 |
Margin |
Margin |
FIX.5.0SP2EP107 |
|
|
3 |
EntitlementOrEligibility |
Entitlement / Eligibility |
FIX.5.0SP2EP107 |
|
|
4 |
MarketData |
Market Data |
FIX.5.0SP2EP107 |
|
|
5 |
AccountSelection |
Account Selection |
FIX.5.0SP2EP107 |
|
|
6 |
DeliveryProcess |
Delivery Process |
FIX.5.0SP2EP107 |
|
|
7 |
Sector |
Sector |
FIX.5.0SP2EP107 |
|
|
|
FIX.5.0SP2EP107 |
|
|
1584 |
SecurityClassificationValue |
String |
Specifies the product classification value which further details the manner in which the instrument participates in the class.
|
FIX.5.0SP2EP107 |
|
|
1585 |
PosAmtReason |
int |
Specifies the reason for an amount type when reported on a position. Useful when multiple instances of the same amount type are reported.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
OptionsSettlement |
Options settlement |
FIX.5.0SP2EP107 |
|
|
1 |
PendingErosionAdjustment |
Pending erosion adjustment |
FIX.5.0SP2EP107 |
|
|
2 |
FinalErosionAdjustment |
Final erosion adjustment |
FIX.5.0SP2EP107 |
|
|
3 |
TearUpCouponAmount |
Tear-up coupon amount |
FIX.5.0SP2EP107 |
|
|
4 |
PriceAlignmentInterest |
To minimize the impact of daily cash variation margin payments on the pricing of interest rate swaps, the Clearing House will charge interest on cumulative variation margin received and pay interest on cumulative variation margin paid in respect of these instruments. This interest element is known as price alignment interest. |
FIX.5.0SP2EP107 |
FIX.5.0SP2EP141 |
|
5 |
DeliveryInvoiceCharges |
Delivery invoice charges |
FIX.5.0SP2EP107 |
|
|
6 |
DeliveryStorageCharges |
Delivery storage charges |
FIX.5.0SP2EP107 |
|
|
|
FIX.5.0SP2EP107 |
|
|
1586 |
NoLegPosAmt |
NumInGroup |
Number of TrdInstrmtLegPosAmt values.
|
FIX.5.0SP2EP107 |
|
|
1587 |
LegPosAmt |
Amt |
Leg position amount.
|
FIX.5.0SP2EP107 |
|
|
1588 |
LegPosAmtType |
String |
Type of leg position amount.
|
FIX.5.0SP2EP107 |
|
|
1589 |
LegPosCurrency |
Currency |
Leg position currency.
|
FIX.5.0SP2EP107 |
|
|
1590 |
LegPosAmtReason |
int |
Specifies the reason for an amount type when reported on a position. Useful when multiple instances of the same amount type are reported.
|
FIX.5.0SP2EP107 |
|
|
1591 |
LegQtyType |
int |
Type of quantity specified in LegQty field. LegContractMultiplier (614) is required when LegQtyType = 1 (Contracts). LegUnitOfMeasure (tag 999) and LegTimeUnit (tag 1001) are required when LegQtyType = 2 (Units of Measure per Time Unit). LegQtyType can be different for each leg.
|
FIX.5.0SP2EP107 |
|
|
1592 |
DiscountFactor |
float |
Used to calculate the present value of an amount to be paid in the future.
|
FIX.5.0SP2EP107 |
|
|
1593 |
ParentAllocID |
String |
Contains the IndividualAllocId (tag 467) value of the allocation that is being offset as a result of a new allocation. This would be an optional field that would only be populated in the case of an allocation of an allocation (as well as any subsequent allocations). This wouldn’t be populated for an initial allocation since an allocation id is not supplied on default (initial) allocations.
|
FIX.5.0SP2EP107 |
|
|
1594 |
LegSecurityGroup |
String |
Represents the product group of a leg.This is useful in conveying multi-leg instruments where the legs may participate in separate security groups.
|
FIX.5.0SP2EP107 |
|
|
1595 |
PositionContingentPrice |
Price |
Risk adjusted price used to calculate variation margin on a position.
|
FIX.5.0SP2EP109 |
|
|
1596 |
ClearingTradePrice |
Price |
Alternate clearing price
|
FIX.5.0SP2EP111 |
|
|
1597 |
SideClearingTradePrice |
Price |
Alternate clearing price for the side being reported.
|
FIX.5.0SP2EP111 |
|
|
1598 |
SideClearingTradePriceType |
int |
Indicates to recipient whether trade is clearing at execution prices LastPx(tag 31) or alternate clearing prices SideClearingTradePrice(tag 1597).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
TradeClearingAtExecutionPrice |
Trade Clearing at Execution Price |
FIX.5.0SP2EP111 |
|
|
1 |
TradeClearingAtAlternateClearingPrice |
Trade Clearing at Alternate Clearing Price |
FIX.5.0SP2EP111 |
|
|
|
FIX.5.0SP2EP111 |
|
|
1599 |
SidePriceDifferential |
Price |
Price Differential between the front and back leg of a spread or complex instrument.
|
FIX.5.0SP2EP111 |
|
|
1600 |
FIXEngineName |
String |
Provides the name of the infrastructure component being used for session level communication. Normally this would be the FIX Engine or FIX Gateway product name.
|
FIX.5.0SP2EP113 |
|
|
1601 |
FIXEngineVersion |
String |
Provides the version of the infrastructure component.
|
FIX.5.0SP2EP113 |
|
|
1602 |
FIXEngineVendor |
String |
Provides the name of the vendor providing the infrastructure component.
|
FIX.5.0SP2EP113 |
|
|
1603 |
ApplicationSystemName |
String |
Provides the name of the application system being used to generate FIX application messages. This will normally be a trading system, OMS, or EMS.
|
FIX.5.0SP2EP113 |
|
|
1604 |
ApplicationSystemVersion |
String |
Provides the version of the application system being used to initiate FIX application messages.
|
FIX.5.0SP2EP113 |
|
|
1605 |
ApplicationSystemVendor |
String |
Provides the vendor of the application system.
|
FIX.5.0SP2EP113 |
|
|
1606 |
NumOfSimpleInstruments |
int |
Represents the total number of simple instruments that make up a multi-legged security. Complex spread instruments may be constructed of legs which themselves are multi-leg instruments.
|
FIX.5.0SP2EP114 |
|
|
1607 |
SecurityRejectReason |
int |
Identifies the reason a security definition request is being rejected.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
InvalidInstrumentRequested |
Invalid instrument requested |
FIX.5.0SP2EP114 |
|
|
2 |
InstrumentAlreadyExists |
Instrument already exists |
FIX.5.0SP2EP114 |
|
|
3 |
RequestTypeNotSupported |
Request type not supported |
FIX.5.0SP2EP114 |
|
|
4 |
SystemUnavailableForInstrumentCreation |
System unavailable for instrument creation |
FIX.5.0SP2EP114 |
|
|
5 |
IneligibleInstrumentGroup |
Ineligible instrument group |
FIX.5.0SP2EP114 |
|
|
6 |
InstrumentIDUnavailable |
Instrument ID unavailable |
FIX.5.0SP2EP114 |
|
|
7 |
InvalidOrMissingDataOnOptionLeg |
Invalid or missing data on option leg |
FIX.5.0SP2EP114 |
|
|
8 |
InvalidOrMissingDataOnFutureLeg |
Invalid or missing data on future leg |
FIX.5.0SP2EP114 |
|
|
10 |
InvalidOrMissingDataOnFXLeg |
Invalid or missing data on FX leg |
FIX.5.0SP2EP114 |
|
|
11 |
InvalidLegPriceSpecified |
Invalid leg price specified |
FIX.5.0SP2EP114 |
|
|
12 |
InvalidInstrumentStructureSpecified |
Invalid instrument structure specified |
FIX.5.0SP2EP114 |
|
|
|
FIX.5.0SP2EP114 |
|
|
1608 |
InitialDisplayQty |
Qty |
Used to convey the initially requested display quantity specified in DisplayQty(1138) on order entry and modification messages in ExecutionReport message. Applicable only in ExecutionReport message where DisplayQty(1138) is the currently displayed quantity and the requested display quantity of the order also needs to be conveyed. The values of the two fields are different as soon as the order is partially filled and also after a refresh of the order whenever DisplayMethod(1084) is not 1=Initial.
|
FIX.5.0SP2EP115 |
|
|
1609 |
ThrottleStatus |
int |
Indicates whether a message was queued as a result of throttling.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
ThrottleLimitNotExceededNotQueued |
Throttle limit not exceeded, not queued |
FIX.5.0SP2EP116 |
|
|
1 |
QueuedDueToThrottleLimitExceeded |
Queued due to throttle limit exceeded |
FIX.5.0SP2EP116 |
|
|
|
FIX.5.0SP2EP116 |
|
|
1610 |
NoThrottles |
NumInGroup |
Indicates number of repeating groups to follow.
|
FIX.5.0SP2EP116 |
|
|
1611 |
ThrottleAction |
int |
Action to take should throttle limit be exceeded.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
QueueInbound |
Queue inbound |
FIX.5.0SP2EP116 |
FIX.5.0SP2EP128 |
|
1 |
QueueOutbound |
Queue outbound |
FIX.5.0SP2EP116 |
FIX.5.0SP2EP128 |
|
2 |
Reject |
Reject |
FIX.5.0SP2EP116 |
|
|
3 |
Disconnect |
Disconnect |
FIX.5.0SP2EP116 |
|
|
4 |
Warning |
Warning |
FIX.5.0SP2EP116 |
|
|
|
FIX.5.0SP2EP116 |
|
|
1612 |
ThrottleType |
int |
Type of throttle.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
InboundRate |
Inbound Rate |
FIX.5.0SP2EP116 |
|
|
1 |
OutstandingRequests |
Outstanding Requests |
FIX.5.0SP2EP116 |
|
|
|
FIX.5.0SP2EP116 |
|
|
1613 |
ThrottleNoMsgs |
int |
Maximum number of messages allowed by the throttle. May be a rate limit or a limit on the number of outstanding requests.
|
FIX.5.0SP2EP116 |
|
|
1614 |
ThrottleTimeInterval |
int |
Value of the time interval in which the rate throttle is applied.
|
FIX.5.0SP2EP116 |
|
|
1615 |
ThrottleTimeUnit |
int |
Units in which ThrottleTimeInterval is expressed. Uses same enumerations as OrderDelayUnit(1429).
|
FIX.5.0SP2EP116 |
|
|
1616 |
InstrumentScopeSecurityExchange |
Exchange |
Used to limit instrument scope to specified security exchange. See SecurityExchange(207) field for description.
|
FIX.5.0SP2EP105 |
|
|
1617 |
StreamAsgnType |
int |
The type of assignment being affected in the Stream Assignment Report.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Assignment |
Assignment |
FIX.5.0SP1EP93 |
|
|
2 |
Rejected |
Rejected |
FIX.5.0SP1EP93 |
|
|
3 |
Terminate |
Terminate/Unassign |
FIX.5.0SP1EP93 |
|
|
|
FIX.5.0SP1EP93 |
|
|
1618 |
NoThrottleMsgType |
NumInGroup |
Number of ThrottleMsgType fields.
|
FIX.5.0SP2EP116 |
|
|
1619 |
ThrottleMsgType |
String |
The MsgType (35) of the FIX message being referenced.
|
FIX.5.0SP2EP116 |
|
|
1620 |
InstrumentScopeEncodedSecurityDescLen |
Length |
Byte length of encoded (non-ASCII characters) InstrumentScopeEncodedSecurityDesc (1621) field
|
FIX.5.0SP2EP105 |
FIX.5.0SP2EP208 |
|
1621 |
InstrumentScopeEncodedSecurityDesc |
data |
Encoded (non-ASCII characters) representation of the InstrumentScopeSecurityDesc (1556) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the InstrumentScopeSecurityDesc field.
|
FIX.5.0SP2EP105 |
|
|
1622 |
FillYieldType |
String |
Yield Type, using same values as YieldType (235)
|
FIX.5.0SP2EP98 |
|
|
1623 |
FillYield |
Percentage |
Yield Percentage, using same values as Yield (236)
|
FIX.5.0SP2EP98 |
|
|
1624 |
NoMatchInst |
NumInGroup |
Number of Instructions in the repeating group.
|
FIX.5.0SP2EP99 |
|
|
1625 |
MatchInst |
int |
Matching Instruction for the order.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Match |
Match |
FIX.5.0SP2EP99 |
|
|
2 |
DoNotMatch |
Do Not Match |
FIX.5.0SP2EP99 |
|
|
|
FIX.5.0SP2EP99 |
|
|
1626 |
MatchAttribTagID |
TagNum |
Existing FIX field to be applied as a matching criteria to the instruction, bilaterally agreed between parties.
|
FIX.5.0SP2EP99 |
|
|
1627 |
MatchAttribValue |
String |
Value of MatchAttribTagID(1626) on which to apply the matching instruction.
|
FIX.5.0SP2EP99 |
|
|
1628 |
TriggerScope |
int |
Defines the scope of TriggerAction(1101) when it is set to "cancel" (3).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
ThisOrder |
This order (default) |
FIX.5.0SP2EP100 |
|
|
1 |
OtherOrder |
Other order (use RefID) |
FIX.5.0SP2EP100 |
|
|
2 |
AllOtherOrdersForGivenSecurity |
All other orders for the given security |
FIX.5.0SP2EP100 |
|
|
3 |
AllOtherOrdersForGivenSecurityAndPrice |
All other orders for the given security and price |
FIX.5.0SP2EP100 |
|
|
4 |
AllOtherOrdersForGivenSecurityAndSide |
All other orders for the given security and side |
FIX.5.0SP2EP100 |
|
|
5 |
AllOtherOrdersForGivenSecurityPriceAndSide |
All other orders for the given security, price and side |
FIX.5.0SP2EP100 |
|
|
|
FIX.5.0SP2EP100 |
|
|
1629 |
ExposureDuration |
int |
This is the time in seconds of a "Good for Time" (GFT) TimeInForce. Positive integer value which represents the time is seconds in which the new order remains active in the market before it is automatically cancelled (e.g. expired). Bi-lateral agreements will dictate the maximum value of this field. It is assumed that most systems will impose a max limit of 86,400 seconds (i.e. 24 hours). For Quotes: The period of time a quoted price is tradable(i.e. on-the-wire) before it becomes indicative (i.e. off-the-wire).
|
FIX.5.0SP2EP100 |
FIX.5.0SP2EP159 |
|
1630 |
NoLimitAmts |
NumInGroup |
The number of limit amount entries.
|
FIX.5.0SP2EP100 |
|
|
1631 |
LimitAmtType |
int |
Identifies the type of limit amount expressed in LastLimitAmt(1632) and LimitAmtRemaining(1633).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
CreditLimit |
Credit limit |
FIX.5.0SP2EP100 |
|
|
1 |
GrossPositionLimit |
Gross position limit |
FIX.5.0SP2EP100 |
|
|
2 |
NetPositionLimit |
Net position limit |
FIX.5.0SP2EP100 |
|
|
3 |
RiskExposureLimit |
Risk exposure limit |
FIX.5.0SP2EP100 |
|
|
4 |
LongPositionLimit |
Long position limit |
FIX.5.0SP2EP100 |
|
|
5 |
ShortPositionLimit |
Short position limit |
FIX.5.0SP2EP100 |
|
|
|
FIX.5.0SP2EP100 |
|
|
1632 |
LastLimitAmt |
Amt |
The amount that has been drawn down against the counterparty for a given trade. The type of limit is specified in LimitAmtType(1631). Bilateral agreements dictate the units and maximum value of this field.
|
FIX.5.0SP2EP100 |
|
|
1633 |
LimitAmtRemaining |
Amt |
The remaining limit amount available between the counterparties. The type of limit is specified in LimitAmtType(1631). Bilateral agreements dictate the units and maximum value of this field.
|
FIX.5.0SP2EP100 |
|
|
1634 |
LimitAmtCurrency |
Currency |
Indicates the currency that the limit amount is specified in. See Currency(15) for additional description and valid values.
|
FIX.5.0SP2EP100 |
|
|
1635 |
MarginReqmtInqID |
String |
Unique identifier of the MarginRequirementInquiry.
|
FIX.5.0SP2EP102 |
|
|
1636 |
NoMarginReqmtInqQualifier |
NumInGroup |
Number of margin requirement inquiry qualifiers.
|
FIX.5.0SP2EP102 |
|
|
1637 |
MarginReqmtInqQualifier |
int |
Qualifier for MarginRequirementInquiry to identify a specific report.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Summary |
Summary |
FIX.5.0SP2EP102 |
|
|
1 |
Detail |
Detail |
FIX.5.0SP2EP102 |
|
|
2 |
ExcessDeficit |
Excess/Deficit |
FIX.5.0SP2EP102 |
|
|
3 |
NetPosition |
Net Position |
FIX.5.0SP2EP102 |
|
|
|
FIX.5.0SP2EP102 |
|
|
1638 |
MarginReqmtRptType |
int |
Type of MarginRequirementReport.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Summary |
Summary |
FIX.5.0SP2EP102 |
|
|
1 |
Detail |
Detail |
FIX.5.0SP2EP102 |
|
|
2 |
ExcessDeficit |
Excess/Deficit |
FIX.5.0SP2EP102 |
|
|
|
FIX.5.0SP2EP102 |
|
|
1639 |
MarginClass |
String |
Identifier for group of instruments with similar risk profile.
|
FIX.5.0SP2EP102 |
|
|
1640 |
MarginReqmtInqStatus |
int |
Status of MarginRequirementInquiry.
|
FIX.5.0SP2EP102 |
|
|
1641 |
MarginReqmtInqResult |
int |
Result returned in response to MarginRequirementInquiry.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Successful |
Successful (default) |
FIX.5.0SP2EP102 |
|
|
1 |
InvalidOrUnknownInstrument |
Invalid or unknown instrument |
FIX.5.0SP2EP102 |
|
|
2 |
InvalidOrUnknownMarginClass |
Invalid or unknown margin class |
FIX.5.0SP2EP102 |
|
|
3 |
InvalidParties |
Invalid Parties |
FIX.5.0SP2EP102 |
|
|
4 |
InvalidTransportTypeReq |
Invalid Transport Type requested |
FIX.5.0SP2EP102 |
|
|
5 |
InvalidDestinationReq |
Invalid Destination requested |
FIX.5.0SP2EP102 |
|
|
6 |
NoMarginReqFound |
No margin requirement found |
FIX.5.0SP2EP102 |
|
|
7 |
MarginReqInquiryQualifierNotSupported |
Margin requirement inquiry qualifier not supported |
FIX.5.0SP2EP102 |
|
|
8 |
UnauthorizedForMarginReqInquiry |
Unauthorized for margin requirement inquiry |
FIX.5.0SP2EP102 |
|
|
99 |
Other |
Other (further information in Text (58) field) |
FIX.5.0SP2EP102 |
|
|
|
FIX.5.0SP2EP102 |
|
|
1642 |
MarginReqmtRptID |
String |
Identifier for the MarginRequirementReport message.
|
FIX.5.0SP2EP102 |
|
|
1643 |
NoMarginAmt |
NumInGroup |
Number of margin requirement amounts.
|
FIX.5.0SP2EP102 |
|
|
1644 |
MarginAmtType |
int |
Type of margin requirement amount being specified.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
AdditionalMargin |
Component of the total margin calculation which allows the CCP to include amounts generated outside of the Margin Deficit. Additional risk charges collected when a firm is placed on higher than normal surveillance. Additional margin serves to cover the additional liquidation costs that potentially could be incurred. Such possible close-out costs could arise if, based on the current market value of a portfolio, the worst case loss were to occur within a 24-hour period. It is used for options (also options on futures) and non-spread futures positions, bonds and equity trades. For bonds and equity trades, the additional margin is calculated for security positions but not for the corresponding cash positions. |
FIX.5.0SP2EP102 |
|
|
2 |
AdjustedMargin |
Unadjusted Margin can be modified to become an Adjusted Margin by assigning a specific collateral to it or by applying an exchange rate. |
FIX.5.0SP2EP102 |
|
|
3 |
UnadjustedMargin |
Calculated by adding up the options Premium Margin, the current Liquidating Margin, the Futures Spread Margin and the Additional Margin on account and currency level. |
FIX.5.0SP2EP102 |
|
|
4 |
BinaryAddOnAmount |
Requirement generated from positions in Binary Options which are considered fully margined. Margin for an individual contract in this category represents the total amount that would be paid upon delivery of a contract should it expire in-the-money. This amount is included as a component of Additional Margin in the Total Margin calculation. |
FIX.5.0SP2EP102 |
|
|
5 |
CashBalanceAmount |
Information about cash balance posted to the clearing house to cover the current margin requirement. |
FIX.5.0SP2EP102 |
|
|
6 |
ConcentrationMargin |
Reflects a riskier portfolio concentration when a set of closely related products is held. |
FIX.5.0SP2EP102 |
|
|
7 |
CoreMargin |
Specific basic requirement of a position. Core margin is equal to Initial Margin plus a percentage of the Variation Margin. |
FIX.5.0SP2EP102 |
|
|
8 |
DeliveryMargin |
Margin amount calculated between the Last Trade Date or Options Exercise Date and the Delivery or Settlement Date. Can also represent a commodities or energy delivery. |
FIX.5.0SP2EP102 |
|
|
9 |
DiscretionaryMargin |
Unspecific margin amount added by the risk manager, also called Increase Coverage Amount. |
FIX.5.0SP2EP102 |
|
|
10 |
FuturesSpreadMargin |
Long and short positions of futures with different expiration dates can be offset against each other and are called “spreads”. The remaining risk stems from the difference in expiration dates which does not provide a perfect price correlation. The purpose of Futures Spread Margin is to cover this risk until the next trading day. This kind of margin is levied in order to cover those risks associated with a futures spread which could arise between today and tomorrow. |
FIX.5.0SP2EP102 |
|
|
11 |
InitialMargin |
The initial amount required to cover the position. |
FIX.5.0SP2EP102 |
|
|
12 |
LiquidatingMargin |
Calculated for cash, bond and equity positions and is equal to the profits and losses in such positions at the time of calculation. This margin protects the CCP if it is required to close out the position at the current/EOD price. The liquidating margin (also called Current Liquidating Margin or Net Liquidating Margin) is paid by the buyer or the seller of the bonds. This margin covers losses that would occur if a position were to be liquidated today. The liquidating margin is adjusted daily similar to premium margin. |
FIX.5.0SP2EP102 |
|
|
13 |
MarginCallAmount |
If the collateral that has been deposited is no longer sufficient, meaning a lack of coverage exists, then the market participant will be called upon to provide additional cash as collateral. |
FIX.5.0SP2EP102 |
|
|
14 |
MarginDeficitAmount |
Base margin risk charge. This amount represents anticipated losses should the value of a portfolio (all positions in the account) fall below predefined level of Historical Value-at-Risk confidence. Also called Expected Shortfall Amount. |
FIX.5.0SP2EP102 |
|
|
15 |
MarginExcessAmount |
Excess long premium value which is generated when long premium value exceeds the sum of any short premium debit requirement and the account's risk charges. Also called Expected Surplus Amount or Margin Credit Amount. |
FIX.5.0SP2EP102 |
|
|
16 |
OptionPremiumAmount |
Premium registered on the given trading date. The amount of money that the options buyer must pay the options seller. |
FIX.5.0SP2EP102 |
|
|
17 |
PremiumMargin |
Premium margin must be deposited by the seller of a traditional options position. It remains effective until the exercise or expiration of the option, and covers the potential costs of a close-out (liquidation) of the position of the seller at the settlement price. |
FIX.5.0SP2EP102 |
|
|
18 |
ReserveMargin |
Reserve margin provides a way to reflect the inflated risk of a position. Reserve margin is equal to a percentage of the variation margin. |
FIX.5.0SP2EP102 |
|
|
19 |
SecurityCollateralAmount |
Information about the security collateral posted to the clearing house to cover the current margin requirement. |
FIX.5.0SP2EP102 |
|
|
20 |
StressTestAddOnAmount |
Amount in addition to Margin Deficit in the Risk component of the margin calculation. This charge is based on tests which incorporate changes to distributional and confidence level assumptions to evaluate exposure to security concentration and changes in dependence structure; a predetermined percentage of the calculated exposure is collateralized as this charge. |
FIX.5.0SP2EP102 |
|
|
21 |
SuperMargin |
Additional risk charge applied to predetermined Cross-Margin accounts. The charge is based on the account's level of Margin Deficit. This amount is included as a component of Additional Margin in the Total Margin calculation. |
FIX.5.0SP2EP102 |
|
|
22 |
TotalMargin |
Sum of all margin amounts at value date. |
FIX.5.0SP2EP102 |
|
|
23 |
VariationMargin |
Variation margin (also called Contingent Variation Margin or Maintenance Margin) is the daily Profit and Loss (P&L) on Open Positions for the given trading date. The current price is compared to the previous day's price. Variation margin (a daily offsetting of profits and losses) occurs as a result of the mark-to-market procedure used for futures and options on futures. |
FIX.5.0SP2EP102 |
|
|
24 |
SecondaryVariationMargin |
Variation margin on Option Positions that is calculated based on the market movement. This will be used by CCPs wanting to report the variation for Options and Futures separately. |
FIX.5.0SP2EP102 |
|
|
25 |
RolledUpMarginDeficit |
Rolled up margin deficit |
FIX.5.0SP2EP117 |
|
|
26 |
SpreadResponseMargin |
Risk factor component associated with spread moves, curve shape changes and recovery rates. |
FIX.5.0SP2EP162 |
|
|
27 |
SystemicRiskMargin |
Risk factor component to capture parallel shift of credit spreads. |
FIX.5.0SP2EP162 |
|
|
28 |
CurveRiskMargin |
Risk factor captures curve shifts based on portfolio. |
FIX.5.0SP2EP162 |
|
|
29 |
IndexSpreadRiskMargin |
Risk factor component associated with risks due to widening/tightening spreads of CDS indices relative to each other. |
FIX.5.0SP2EP162 |
|
|
30 |
SectorRiskMargin |
Risk factor component to capture sector risk. |
FIX.5.0SP2EP162 |
|
|
31 |
JumpToDefaultRiskMargin |
Risk factor component to capture extreme widening of credit spreads of a reference entity. Also known as Idiosyncratic Risk. |
FIX.5.0SP2EP162 |
|
|
32 |
BasisRiskMargin |
Risk factor component to capture basis risk between index and index constituent reference entities. |
FIX.5.0SP2EP162 |
|
|
33 |
InterestRateRiskMargin |
Risk factor component associated with parallel shift movements in interest rates. |
FIX.5.0SP2EP162 |
|
|
34 |
JumpToHealthRiskMargin |
Risk factor component to capture extreme narrowing of credit spreads of a reference entity. Also known as Idiosyncratic Risk. |
FIX.5.0SP2EP162 |
|
|
35 |
OtherRiskMargin |
Any other risk factors include in the Margin Model. |
FIX.5.0SP2EP162 |
|
|
|
FIX.5.0SP2EP102 |
|
|
1645 |
MarginAmt |
Amt |
Amount of margin requirement.
|
FIX.5.0SP2EP102 |
|
|
1646 |
MarginAmtCcy |
Currency |
Currency of the MarginAmt(1645).
|
FIX.5.0SP2EP102 |
|
|
1647 |
NoRelatedInstruments |
NumInGroup |
Number of related instruments
|
FIX.5.0SP2EP103 |
|
|
1648 |
RelatedInstrumentType |
int |
The type of instrument relationship
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
HedgesForInstrument |
"hedges for" instrument |
FIX.5.0SP2EP103 |
|
|
2 |
Underlier |
Underlier |
FIX.5.0SP2EP187 |
|
|
3 |
EquityEquivalent |
Equity equivalent |
FIX.5.0SP2EP187 |
|
|
4 |
NearestExchangeTradedContract |
Nearest exchange traded contract |
FIX.5.0SP2EP187 |
|
|
5 |
RetailEquivalent |
None |
FIX.5.0SP2EP195 |
|
|
6 |
Leg |
Used to associate or link InstrumentLeg to Instrument in messages where there can be multiple instruments, such as in Email(35=C) and News(35=B) messages. |
FIX.5.0SP2EP201 |
|
|
|
FIX.5.0SP2EP103 |
|
|
1649 |
RelatedSymbol |
String |
Ticker symbol of the related security. Common "human understood" representation of the security.
|
FIX.5.0SP2EP103 |
FIX.5.0SP2EP187 |
|
1650 |
RelatedSecurityID |
String |
Related security identifier value of RelatedSecurityIDSource(1651) type.
|
FIX.5.0SP2EP103 |
FIX.5.0SP2EP187 |
|
1651 |
RelatedSecurityIDSource |
String |
Identifies class or source of the RelatedSecurityID (1650) value.
|
FIX.5.0SP2EP103 |
FIX.5.0SP2EP187 |
|
1652 |
RelatedSecurityType |
String |
Security type of the related instrument.
|
FIX.5.0SP2EP103 |
FIX.5.0SP2EP187 |
|
1653 |
RelatedMaturityMonthYear |
MonthYear |
Expiration date for the related instrument contract.
|
FIX.5.0SP2EP103 |
FIX.5.0SP2EP187 |
|
1654 |
CoveredQty |
Qty |
Used to specify the portion of the short contract quantity that is considered covered (e.g. used for short option position).
|
FIX.5.0SP2EP103 |
FIX.5.0SP2EP141 |
|
1655 |
MarketMakerActivity |
int |
Indicates market maker participation in security.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
NoParticipation |
No participation |
FIX.5.0SP2EP104 |
|
|
1 |
BuyParticipation |
Buy participation |
FIX.5.0SP2EP104 |
|
|
2 |
SellParticipation |
Sell participation |
FIX.5.0SP2EP104 |
|
|
3 |
BothBuyAndSellParticipation |
Both buy and sell participation |
FIX.5.0SP2EP104 |
|
|
|
FIX.5.0SP2EP104 |
|
|
1656 |
NoInstrumentScopes |
NumInGroup |
Number of instrument scopes.
|
FIX.5.0SP2EP105 |
|
|
1657 |
NoRequestingPartyIDs |
NumInGroup |
Number of requesting party identifiers.
|
FIX.5.0SP2EP105 |
|
|
1658 |
RequestingPartyID |
String |
Party identifier for the requesting party.
|
FIX.5.0SP2EP105 |
|
|
1659 |
RequestingPartyIDSource |
char |
Identifies the source of the RequestingPartyID(1658) value.
|
FIX.5.0SP2EP105 |
|
|
1660 |
RequestingPartyRole |
int |
Identifies the type or role of the RequestingPartyID(1658) specified.
|
FIX.5.0SP2EP105 |
|
|
1661 |
NoRequestingPartySubIDs |
NumInGroup |
Number of requesting party sub-identifiers.
|
FIX.5.0SP2EP105 |
|
|
1662 |
RequestingPartySubID |
String |
Sub-identifier for the party specified in RequestingPartyID(1658).
|
FIX.5.0SP2EP105 |
|
|
1663 |
RequestingPartySubIDType |
int |
Type of RequestingPartySubID(1662) value.
|
FIX.5.0SP2EP105 |
|
|
1664 |
EncodedRejectTextLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedRejectText(1665) field.
|
FIX.5.0SP2EP105 |
FIX.5.0SP2EP192 |
|
1665 |
EncodedRejectText |
data |
Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the RejectText(1328) field.
|
FIX.5.0SP2EP105 |
FIX.5.0SP2EP192 |
|
1666 |
RiskLimitRequestID |
String |
Unique identifier for the PartyRiskLimitsRequest
|
FIX.5.0SP2EP105 |
|
|
1667 |
RiskLimitReportID |
String |
Identifier for the PartyRiskLimitsReport
|
FIX.5.0SP2EP105 |
|
|
1668 |
NoRequestedRiskLimitType |
NumInGroup |
Number of risk limit types requested.
|
FIX.5.0SP2EP105 |
|
|
1669 |
NoRiskLimits |
NumInGroup |
Number of risk limits for different instrument scopes.
|
FIX.5.0SP2EP105 |
|
|
1670 |
RiskLimitID |
String |
Unique reference identifier for a specific risk limit defined for the specified party.
|
FIX.5.0SP2EP105 |
FIX.5.0SP2EP171 |
|
1671 |
NoPartyDetails |
NumInGroup |
Number of party details.
|
FIX.5.0SP2EP105 |
|
|
1672 |
PartyDetailStatus |
int |
Indicates the status of the party identified with PartyDetailID(1691).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Active |
Active (default if not specified) |
FIX.5.0SP2EP105 |
|
|
1 |
Suspended |
Suspended |
FIX.5.0SP2EP105 |
|
|
2 |
Halted |
Halted |
FIX.5.0SP2EP171 |
|
|
|
FIX.5.0SP2EP105 |
|
|
1673 |
MatchInstMarketID |
Exchange |
Identifies the market to which the matching instruction applies.
|
FIX.5.0SP2EP99 |
|
|
1674 |
PartyDetailRoleQualifier |
int |
Qualifies the value of PartyDetailRole(1693).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Agency |
Agency |
FIX.5.0SP2EP105 |
FIX.5.0SP2EP223 |
|
1 |
Principal |
Principal |
FIX.5.0SP2EP105 |
FIX.5.0SP2EP223 |
|
2 |
RisklessPrincipal |
Riskless principal |
FIX.5.0SP2EP105 |
FIX.5.0SP2EP223 |
|
3 |
GeneralClearingMember |
General clearing member |
FIX.5.0SP2EP105 |
FIX.5.0SP2EP223 |
|
4 |
IndividualClearingMember |
Individual clearing member |
FIX.5.0SP2EP105 |
FIX.5.0SP2EP223 |
|
5 |
PreferredMarketMaker |
Market maker getting a part of the matched quantity before primary or default market maker. |
FIX.5.0SP2EP131 |
FIX.5.0SP2EP223 |
|
6 |
DirectedMarketMaker |
Single market maker to handle the order provided. |
FIX.5.0SP2EP131 |
FIX.5.0SP2EP223 |
|
7 |
Bank |
Bank |
FIX.5.0SP2EP161 |
FIX.5.0SP2EP223 |
|
8 |
Hub |
Indicates that the Intermediary party is a hub system or service provider. |
FIX.5.0SP2EP171 |
FIX.5.0SP2EP223 |
|
9 |
PrimaryTrdRepository |
Used to differentiate the principal trade repository from the Original or Additional trade repositories when there are multiple trade repositories being reported. |
FIX.5.0SP2EP193 |
FIX.5.0SP2EP223 |
|
10 |
OrigTrdRepository |
Used to identify the trade repository to which the trade was originally reported if different from the current repository to which the trade is being reported. |
FIX.5.0SP2EP193 |
FIX.5.0SP2EP223 |
|
11 |
AddtnlIntlTrdRepository |
Used with InternationalSwapIndicator(2526) to identify the trade repository that is in addition to the local swaps data repository as required by U.S. law. |
FIX.5.0SP2EP193 |
FIX.5.0SP2EP223 |
|
12 |
AddtnlDomesticTrdRepository |
Used with MixedSwapIndicator(1929) to identify the trade repository that is in addition to the current trade repository when the assets in the swap are subject to two different domestic regulators. |
FIX.5.0SP2EP193 |
FIX.5.0SP2EP223 |
|
13 |
RelatedExchange |
Related exchange |
FIX.5.0SP2EP208 |
FIX.5.0SP2EP223 |
|
14 |
OptionsExchange |
Options exchange |
FIX.5.0SP2EP208 |
FIX.5.0SP2EP223 |
|
15 |
SpecifiedExchange |
Specified exchange |
FIX.5.0SP2EP208 |
FIX.5.0SP2EP223 |
|
16 |
ConstituentExchange |
None |
FIX.5.0SP2EP208 |
FIX.5.0SP2EP223 |
|
17 |
ExemptFromTradeReporting |
In the context of FINRA TRACE reporting requirements, this is used to indicate the ATS has been granted a regulatory exemption from reporting. |
FIX.5.0SP2EP209 |
FIX.5.0SP2EP223 |
|
18 |
Current |
Can be used to convey an existing party identifier for the same party role in a single message. |
FIX.5.0SP2EP213 |
FIX.5.0SP2EP223 |
|
19 |
New |
Can be used to convey a future party identifier for the same party role in a single message. |
FIX.5.0SP2EP213 |
FIX.5.0SP2EP223 |
|
20 |
DesignatedSponsor |
Market maker jointly providing liquidity for the same security with other market makers. |
FIX.5.0SP2EP219 |
FIX.5.0SP2EP223 |
|
21 |
Specialist |
Market maker being the only one providing liquidity for a security. |
FIX.5.0SP2EP219 |
FIX.5.0SP2EP223 |
|
22 |
Algorithm |
Algorithm |
FIX.5.0SP2EP222 |
FIX.5.0SP2EP223 |
|
23 |
FirmOrLegalEntity |
Firm or legal entity |
FIX.5.0SP2EP222 |
|
|
24 |
NaturalPerson |
Natural person |
FIX.5.0SP2EP222 |
|
|
25 |
RegularTrader |
Standard trader profile. |
FIX.5.0SP2EP223 |
|
|
26 |
HeadTrader |
Senior trader leading a group of regular traders. |
FIX.5.0SP2EP223 |
|
|
27 |
Supervisor |
Administrative user that has only limited rights for normal trading but possibly special rights for emergency actions. |
FIX.5.0SP2EP223 |
|
|
|
FIX.5.0SP2EP105 |
FIX.5.0SP2EP223 |
|
1675 |
RelatedPartyDetailRoleQualifier |
int |
Qualifies the value of RelatedPartyRole(1565)
|
FIX.5.0SP2EP105 |
FIX.5.0SP2EP173 |
|
1676 |
NoPartyUpdates |
NumInGroup |
Number of party updates.
|
FIX.5.0SP2EP105 |
|
|
1677 |
NoPartyRiskLimits |
NumInGroup |
Number of party risk limits.
|
FIX.5.0SP2EP105 |
|
|
1678 |
EncodedOptionExpirationDescLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedOptionExpirationDesc(1697) field.
|
FIX.5.0SP2EP169 |
|
|
1679 |
SecurityMassTradingStatus |
int |
Identifies the trading status applicable to a group of instruments.
|
FIX.5.0SP2EP106 |
|
|
1680 |
SecurityMassTradingEvent |
int |
Identifies an event related to the mass trading status.
|
FIX.5.0SP2EP106 |
|
|
1681 |
MassHaltReason |
int |
Denotes the reason for the Opening Delay or Trading halt of a group of securities.
|
FIX.5.0SP2EP106 |
|
|
1682 |
MDSecurityTradingStatus |
int |
Identifies the trading status applicable to the instrument in the market data message.
|
FIX.5.0SP2EP106 |
|
|
1683 |
MDSubFeedType |
String |
Describes a sub-class for a given class of service defined by MDFeedType (1022)
|
FIX.5.0SP2EP106 |
|
|
1684 |
MDHaltReason |
int |
Denotes the reason for the Opening Delay or Trading Halt.
|
FIX.5.0SP2EP106 |
|
|
1685 |
ThrottleInst |
int |
Describes action recipient should take if a throttle limit were exceeded.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
RejectIfThrottleLimitExceeded |
Reject if throttle limit exceeded |
FIX.5.0SP2EP116 |
|
|
1 |
QueueIfThrottleLimitExceeded |
Queue if throttle limit exceeded |
FIX.5.0SP2EP116 |
|
|
|
FIX.5.0SP2EP116 |
|
|
1686 |
ThrottleCountIndicator |
int |
Indicates whether a message decrements the number of outstanding requests, e.g. one where ThrottleType = Outstanding Requests.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
OutstandingRequestsUnchanged |
Outstanding requests unchanged |
FIX.5.0SP2EP116 |
|
|
1 |
OutstandingRequestsDecreased |
Outstanding requests decreased |
FIX.5.0SP2EP116 |
|
|
|
FIX.5.0SP2EP116 |
|
|
1687 |
ShortSaleRestriction |
int |
Indicates whether a restriction applies to short selling a security.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
NoRestrictions |
No restrictions |
FIX.5.0SP2EP120 |
|
|
1 |
SecurityNotShortable |
Security is not shortable |
FIX.5.0SP2EP120 |
|
|
2 |
SecurityNotShortableAtOrBelowBestBid |
Security not shortable at or below the best bid |
FIX.5.0SP2EP120 |
|
|
3 |
SecurityNotShortableWithoutPreBorrow |
Security is not shortable without pre-borrow |
FIX.5.0SP2EP164 |
|
|
|
FIX.5.0SP2EP120 |
|
|
1688 |
ShortSaleExemptionReason |
int |
Indicates the reason a short sale order is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
ExemptionReasonUnknown |
An exemption reason not provided or received. |
FIX.5.0SP2EP121 |
|
|
1 |
IncomingSSE |
Agency broker has the customer's exemption reason, which is not explicitly provided to executing broker. |
FIX.5.0SP2EP121 |
|
|
2 |
AboveNationalBestBid |
Broker / dealer responsible for enforcing exemption rule has determined that the order is priced one or more ticks above the nation best bid of the security to be traded. |
FIX.5.0SP2EP121 |
|
|
3 |
DelayedDelivery |
The broker-dealer has a reasonable basis to believe the seller owns the covered security (pursuant to Rule 200 in the U.S.), but is subject to restrictions on delivery, provided that the seller intends to deliver the security as soon as all restrictions on delivery have been removed. |
FIX.5.0SP2EP121 |
|
|
4 |
OddLot |
The broker-dealer has a reasonable basis to believe the sale is by a market maker to offset customer odd-lot orders or to liquidate an odd-lot position that changes such broker’s or dealer’s position by no more than a unit of trading. |
FIX.5.0SP2EP121 |
|
|
5 |
DomesticArbitrage |
The sale is connected to a bona-fide domestic arbitrage transaction. |
FIX.5.0SP2EP121 |
|
|
6 |
InternationalArbitrage |
The sale is connected to an international arbitrage transaction. |
FIX.5.0SP2EP121 |
|
|
7 |
UnderwriterOrSyndicateDistribution |
The short sale is (i) by an underwriter or member of a syndicate or group participating in the distribution of a security in connection with an over-allotment of securities; or (ii) is for purposes of a lay-off sale by an underwriter or member of a syndicate or group in connection with a distribution of securities through a rights or standby underwriting commitment. |
FIX.5.0SP2EP121 |
|
|
8 |
RisklessPrincipal |
The short sale is by a broker or dealer effecting the execution of a customer purchase or the execution of a customer “long” sale on a riskless principal basis. |
FIX.5.0SP2EP121 |
|
|
9 |
VWAP |
The short sale order is for the sale of a covered security at the volume weighted average price (VWAP) meeting certain criteria. |
FIX.5.0SP2EP121 |
|
|
|
FIX.5.0SP2EP121 |
|
|
1689 |
LegShortSaleExemptionReason |
int |
Indicates the reason a short sale is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.)
|
FIX.5.0SP2EP121 |
|
|
1690 |
SideShortSaleExemptionReason |
int |
Indicates the reason a short sale is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.)
|
FIX.5.0SP2EP121 |
|
|
1691 |
PartyDetailID |
String |
Party identifier within Parties Reference Data messages.
|
FIX.5.0SP2EP105 |
|
|
1692 |
PartyDetailIDSource |
char |
Source of the identifier of the PartyDetailID(1691) specified.
|
FIX.5.0SP2EP105 |
|
|
1693 |
PartyDetailRole |
int |
Identifies the type or role of PartyDetailID(1691) specified.
|
FIX.5.0SP2EP105 |
|
|
1694 |
NoPartyDetailSubIDs |
NumInGroup |
Number of party detail sub-identifiers.
|
FIX.5.0SP2EP105 |
|
|
1695 |
PartyDetailSubID |
String |
Sub-identifier for the party specified in PartyDetailID(1691).
|
FIX.5.0SP2EP105 |
|
|
1696 |
PartyDetailSubIDType |
int |
Type of PartyDetailSubID(1695) value.
|
FIX.5.0SP2EP105 |
|
|
1697 |
EncodedOptionExpirationDesc |
data |
Encoded (non-ASCII characters) representation of the OptionExpirationDesc(1581) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the OptionExpirationDesc(1581).
|
FIX.5.0SP2EP169 |
|
|
1698 |
StrikeUnitOfMeasure |
String |
Used to express the unit of measure (UOM) of the price if different from the contract.
|
FIX.5.0SP2EP169 |
|
|
1699 |
AccountSummaryReportID |
String |
Unique identifier for the AccountSummaryReport(35=CQ).
|
FIX.5.0SP2EP117 |
|
|
1700 |
NoSettlementAmounts |
NumInGroup |
Number of settlement amount entries.
|
FIX.5.0SP2EP117 |
|
|
1701 |
SettlementAmount |
Amt |
The amount of settlement.
|
FIX.5.0SP2EP117 |
|
|
1702 |
SettlementAmountCurrency |
Currency |
The currency of the reported settlement amount.
|
FIX.5.0SP2EP117 |
|
|
1703 |
NoCollateralAmounts |
NumInGroup |
Number of collateral amount entries.
|
FIX.5.0SP2EP117 |
|
|
1704 |
CurrentCollateralAmount |
Amt |
Currency value currently attributed to the collateral.
|
FIX.5.0SP2EP117 |
FIX.5.0SP2EP227 |
|
1705 |
CollateralCurrency |
Currency |
Currency of the collateral; optional, defaults to the Settlement Currency if not specified.
|
FIX.5.0SP2EP117 |
|
|
1706 |
CollateralType |
String |
Type of collateral on deposit being reported.
|
FIX.5.0SP2EP117 |
|
|
1707 |
NoPayCollects |
NumInGroup |
Number of pay collect entries.
|
FIX.5.0SP2EP117 |
|
|
1708 |
PayCollectType |
String |
Category describing the reason for funds paid to, or the funds collected from the clearing firm.
|
FIX.5.0SP2EP117 |
|
|
1709 |
PayCollectCurrency |
Currency |
Currency denomination of value in PayAmount(1710) and CollectAmount(1711). If not specified, default to currency specified in SettlementAmountCurrency(1702).
|
FIX.5.0SP2EP117 |
|
|
1710 |
PayAmount |
Amt |
Amount to be paid by the clearinghouse to the clearing firm.
|
FIX.5.0SP2EP117 |
|
|
1711 |
CollectAmount |
Amt |
Amount to be collected by the clearinghouse from the clearing firm.
|
FIX.5.0SP2EP117 |
|
|
1712 |
PayCollectMarketSegmentID |
String |
Market segment associated with the pay collect amount.
|
FIX.5.0SP2EP117 |
|
|
1713 |
PayCollectMarketID |
String |
Market associated with the pay collect amount.
|
FIX.5.0SP2EP117 |
|
|
1714 |
MarginAmountMarketSegmentID |
String |
Market segment associated with the margin amount.
|
FIX.5.0SP2EP117 |
|
|
1715 |
MarginAmountMarketID |
String |
Market associated with the margin amount
|
FIX.5.0SP2EP117 |
|
|
1716 |
UnitOfMeasureCurrency |
Currency |
Indicates the currency of the unit of measure. Conditionally required when UnitOfMeasure(996) = Ccy
|
FIX.5.0SP2EP122 |
|
|
1717 |
PriceUnitOfMeasureCurrency |
Currency |
Indicates the currency of the price unit of measure. Conditionally required when PriceUnitOfMeasure(1191) = Ccy
|
FIX.5.0SP2EP122 |
|
|
1718 |
UnderlyingUnitOfMeasureCurrency |
Currency |
Indicates the currency of the underlying unit of measure. Conditionally required when UnderlyingUnitOfMeasure(998) = Ccy
|
FIX.5.0SP2EP122 |
|
|
1719 |
UnderlyingPriceUnitOfMeasureCurrency |
Currency |
Indicates the currency of the underlying price unit of measure. Conditionally required when UnderlyingPriceUnitOfMeasure(1424) = Ccy
|
FIX.5.0SP2EP122 |
|
|
1720 |
LegUnitOfMeasureCurrency |
Currency |
Indicates the currency of the unit of measure. Conditionally required when LegUnitOfMeasure(999) = Ccy
|
FIX.5.0SP2EP122 |
|
|
1721 |
LegPriceUnitOfMeasureCurrency |
Currency |
Indicates the currency of the price unit of measure. Conditionally required when LegPriceUnitOfMeasure(1421) = Ccy
|
FIX.5.0SP2EP122 |
|
|
1722 |
DerivativeUnitOfMeasureCurrency |
Currency |
Indicates the currency of the unit of measure. Conditionally required when DerivativeUnitOfMeasure(1269) = Ccy
|
FIX.5.0SP2EP122 |
|
|
1723 |
DerivativePriceUnitOfMeasureCurrency |
Currency |
Indicates the currency of the price unit of measure. Conditionally required when DerivativePriceUnitOfMeasure(1315) = Ccy
|
FIX.5.0SP2EP122 |
|
|
1724 |
OrderOrigination |
int |
Identifies the origin of the order.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
OrderReceivedFromCustomer |
Order received from a customer |
FIX.5.0SP2EP135 |
|
|
2 |
OrderReceivedFromWithinFirm |
Order received from within the firm |
FIX.5.0SP2EP135 |
|
|
3 |
OrderReceivedFromAnotherBrokerDealer |
Order received from another broker-dealer |
FIX.5.0SP2EP135 |
|
|
4 |
OrderReceivedFromCustomerOrWithFirm |
Order received from a customer or originated with the firm |
FIX.5.0SP2EP135 |
FIX.5.0SP2EP222 |
|
5 |
OrderReceivedFromDirectAccessCustomer |
Order received from a direct access or sponsored access customer |
FIX.5.0SP2EP222 |
|
|
|
FIX.5.0SP2EP135 |
FIX.5.0SP2EP222 |
|
1725 |
OriginatingDeptID |
String |
An identifier representing the department or desk within the firm that originated the order.
|
FIX.5.0SP2EP135 |
|
|
1726 |
ReceivingDeptID |
String |
An identifier representing the department or desk within the firm that received the order.
|
FIX.5.0SP2EP135 |
|
|
1727 |
InformationBarrierID |
String |
The identifier of the information barrier in place for a trading unit that will meet the criteria of the "no-knowledge" exception in FINRA Rule 5320.02.
|
FIX.5.0SP2EP135 |
|
|
1728 |
FirmGroupID |
String |
Firm assigned group allocation entity identifier.
|
FIX.5.0SP2EP118 |
|
|
1729 |
FirmMnemonic |
String |
Allocation identifier assigned by the Firm submitting the allocation for an individual allocation instruction (as opposed to the overall message level identifier).
|
FIX.5.0SP2EP118 |
|
|
1730 |
AllocGroupID |
String |
Intended to be used by a central counterparty to assign an identifier to allocations of trades for the same instrument traded at the same price.
|
FIX.5.0SP2EP118 |
|
|
1731 |
AvgPxGroupID |
String |
Used by submitting firm to group trades being allocated into an average price group. The trades in average price group will be used to calculate an average price for the group.
|
FIX.5.0SP2EP118 |
FIX.5.0SP2EP141 |
|
1732 |
FirmAllocText |
String |
Firm reference information, usually internal information, that is part of the initial message. The information would not be carried forward (e.g to Take-up Firm) and preserved with the transaction.
|
FIX.5.0SP2EP118 |
|
|
1733 |
EncodedFirmAllocTextLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedFirmAllocText(1734) field.
|
FIX.5.0SP2EP118 |
FIX.5.0SP2EP141 |
|
1734 |
EncodedFirmAllocText |
data |
Encoded (non-ASCII characters) representation of the FirmAllocText(1732) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) represention should also be specified in FirmAllocText(1732) field.
|
FIX.5.0SP2EP118 |
FIX.5.0SP2EP141 |
|
1735 |
AllocationRollupInstruction |
int |
An indicator to override the normal procedure to roll up allocations for the same take-up firm.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Rollup |
Roll up |
FIX.5.0SP2EP118 |
|
|
1 |
DoNotRollUp |
Do not roll up |
FIX.5.0SP2EP118 |
|
|
|
FIX.5.0SP2EP118 |
FIX.5.0SP2EP141 |
|
1736 |
AllocGroupQuantity |
Qty |
Indicates the total quantity of an allocation group. Includes any allocated quantity.
|
FIX.5.0SP2EP118 |
|
|
1737 |
AllocGroupRemainingQuantity |
Qty |
Indicates the remaining quantity of an allocation group that has not yet been allocated.
|
FIX.5.0SP2EP118 |
|
|
1738 |
AllocReversalStatus |
int |
Identifies the status of a reversal transaction.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Completed |
Completed |
FIX.5.0SP2EP118 |
|
|
1 |
Refused |
Refused |
FIX.5.0SP2EP118 |
|
|
2 |
Cancelled |
Cancelled |
FIX.5.0SP2EP118 |
|
|
|
FIX.5.0SP2EP118 |
|
|
1739 |
ObligationType |
String |
Type of reference obligation for credit derivatives contracts.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Bond |
Bond |
FIX.5.0SP2EP119 |
|
|
1 |
ConvertBond |
Convertible bond |
FIX.5.0SP2EP119 |
|
|
2 |
Mortgage |
Mortgage |
FIX.5.0SP2EP119 |
|
|
3 |
Loan |
Loan |
FIX.5.0SP2EP119 |
|
|
|
FIX.5.0SP2EP119 |
|
|
1740 |
TradePriceNegotiationMethod |
int |
Method used for negotiation of contract price.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
PercentPar |
Percent of par |
FIX.5.0SP2EP119 |
|
|
1 |
DealSpread |
Deal spread |
FIX.5.0SP2EP119 |
|
|
2 |
UpfrontPnts |
Upfront points |
FIX.5.0SP2EP119 |
|
|
3 |
UpfrontAmt |
Upfront amount |
FIX.5.0SP2EP119 |
|
|
4 |
ParUpfrontAmt |
Percent of par and upfront amount |
FIX.5.0SP2EP119 |
|
|
5 |
SpreadUpfrontAmt |
Deal spread and upfront amount |
FIX.5.0SP2EP119 |
|
|
6 |
UpfrontPntsAmt |
Upfront points and upfront amount |
FIX.5.0SP2EP119 |
|
|
|
FIX.5.0SP2EP119 |
|
|
1741 |
UpfrontPriceType |
int |
Type of price used to determine upfront payment for swaps contracts.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Percentage |
Percentage (i.e. percent of par) (often called "dollar price" for fixed income) |
FIX.5.0SP2EP119 |
|
|
3 |
FixedAmount |
Fixed amount (absolute value) |
FIX.5.0SP2EP119 |
|
|
|
FIX.5.0SP2EP119 |
|
|
1742 |
UpfrontPrice |
Price |
Price used to determine upfront payment for swaps contracts.
|
FIX.5.0SP2EP119 |
|
|
1743 |
LastUpfrontPrice |
Price |
Price used to determine upfront payment for swaps contracts reported for a deal (trade).
|
FIX.5.0SP2EP119 |
|
|
1744 |
ApplLevelRecoveryIndicator |
int |
Indicates whether application level recovery is needed.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
NoApplRecoveryNeeded |
Application level recovery is not needed (default) |
FIX.5.0SP2EP124 |
|
|
1 |
ApplRecoveryNeeded |
Application level recovery is needed |
FIX.5.0SP2EP124 |
|
|
|
FIX.5.0SP2EP124 |
|
|
1745 |
BidMDEntryID |
String |
The market data entry identifier of the bid side of a quote
|
FIX.5.0SP2EP125 |
|
|
1746 |
OfferMDEntryID |
String |
The market data entry identifier of the offer side of a quote.
|
FIX.5.0SP2EP125 |
|
|
1747 |
BidQuoteID |
String |
Marketplace assigned quote identifier for the bid side. Can be used to indicate priority.
|
FIX.5.0SP2EP125 |
|
|
1748 |
OfferQuoteID |
String |
Marketplace assigned quote identifier for the offer side. Can be used to indicate priority.
|
FIX.5.0SP2EP125 |
|
|
1749 |
TotalBidSize |
Qty |
Specifies the total bid size.
|
FIX.5.0SP2EP126 |
|
|
1750 |
TotalOfferSize |
Qty |
Specifies the total offer size.
|
FIX.5.0SP2EP126 |
|
|
1751 |
SecondaryQuoteID |
String |
Assigned by the party which accepts the quote. Can be used to provide the quote identifier assigned by an exchange, marketplace or executing system.
|
FIX.5.0SP2EP126 |
|
|
1752 |
CustodialLotID |
String |
An opaque identifier used to communicate the custodian’s identifier for the lot. It is expected that this information would be provided by the custodian as part of a reconciliation process that occurs before trading.
|
FIX.5.0SP2EP127 |
|
|
1753 |
VersusPurchaseDate |
LocalMktDate |
The effective acquisition date of the lot that would be used for gain-loss trade lot reporting. The versus purchase date used to identify the lot in situations where a custodial lot identifier is not available.
|
FIX.5.0SP2EP127 |
|
|
1754 |
VersusPurchasePrice |
Price |
The versus purchase price used to identify the lot in situations where a custodial lot identifier is not available. The value should be calculated based on current cost basis / quantity held.
|
FIX.5.0SP2EP127 |
|
|
1755 |
CurrentCostBasis |
Amt |
The amount that the current shares are worth. If this lot was liquidated, the total gain/loss for a trade is equal to the trade amount minus the current cost basis.
|
FIX.5.0SP2EP127 |
|
|
1756 |
LegCustodialLotID |
String |
An opaque identifier used to communicate the custodian’s identifier for the lot. It is expected that this information would be provided by the custodian as part of a reconciliation process that occurs before trading.
|
FIX.5.0SP2EP127 |
|
|
1757 |
LegVersusPurchaseDate |
LocalMktDate |
The effective acquisition date of the lot that would be used for gain-loss trade lot reporting. The versus purchase date used to identify the lot in situations where a custodial lot identifier is not available.
|
FIX.5.0SP2EP127 |
|
|
1758 |
LegVersusPurchasePrice |
Price |
The versus purchase price used to identify the lot in situations where a custodial lot identifier is not available.The value should be calculated based on current cost basis / quantity held.
|
FIX.5.0SP2EP127 |
|
|
1759 |
LegCurrentCostBasis |
Amt |
The amount that the current shares are worth. If this lot was liquidated, the total gain/loss for a trade is equal to the trade amount minus the current cost basis.
|
FIX.5.0SP2EP127 |
|
|
1760 |
RiskLimitRequestType |
int |
Type of risk limit information.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Definitions |
Definitions(Default) |
FIX.5.0SP2EP128 |
|
|
2 |
Utilization |
Utilization |
FIX.5.0SP2EP128 |
|
|
3 |
DefinitionsAndUtilizations |
Definitions and utilization |
FIX.5.0SP2EP128 |
|
|
|
FIX.5.0SP2EP128 |
|
|
1761 |
RiskLimitRequestResult |
int |
Result of risk limit definition request.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Successful |
Successful (default) |
FIX.5.0SP2EP128 |
|
|
1 |
InvalidParty |
Invalid party(-ies) |
FIX.5.0SP2EP128 |
|
|
2 |
InvalidRelatedParty |
Invalid related party(-ies) |
FIX.5.0SP2EP128 |
|
|
3 |
InvalidRiskLimitType |
Invalid risk limit type(s) |
FIX.5.0SP2EP128 |
|
|
4 |
InvalidRiskLimitID |
Invalid risk limit ID(s) |
FIX.5.0SP2EP128 |
|
|
5 |
InvalidRiskLimitAmount |
Invalid risk limit amount(s) |
FIX.5.0SP2EP128 |
|
|
6 |
InvalidRiskWarningLevelAction |
Invalid risk/warning level action(s) |
FIX.5.0SP2EP128 |
|
|
7 |
InvalidRiskInstrumentScope |
Invalid risk instrument scope(s) |
FIX.5.0SP2EP128 |
|
|
8 |
RiskLimitActionsNotSupported |
Risk limit actions not supported |
FIX.5.0SP2EP128 |
|
|
9 |
WarningLevelsNotSupported |
Warning levels not supported |
FIX.5.0SP2EP128 |
|
|
10 |
WarningLevelActionsNotSupported |
Warning level actions not supported |
FIX.5.0SP2EP128 |
|
|
11 |
RiskInstrumentScopeNotSupported |
Risk instrument scope not supported |
FIX.5.0SP2EP128 |
|
|
12 |
RiskLimitNotApprovedForParty |
Risk limit not approved for party(-ies) |
FIX.5.0SP2EP128 |
|
|
13 |
RiskLimitAlreadyDefinedForParty |
Risk limit already defined for party(-ies) |
FIX.5.0SP2EP128 |
|
|
14 |
InstrumentNotApprovedForParty |
Instrument not approved for party(-ies) |
FIX.5.0SP2EP128 |
|
|
98 |
NotAuthorized |
Not authorized |
FIX.5.0SP2EP128 |
|
|
99 |
Other |
Other |
FIX.5.0SP2EP128 |
|
|
|
FIX.5.0SP2EP128 |
|
|
1762 |
RiskLimitRequestStatus |
int |
Status of risk limit definition request.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Accepted |
Accepted |
FIX.5.0SP2EP128 |
|
|
1 |
AcceptedWithChanges |
Accepted with changes |
FIX.5.0SP2EP128 |
|
|
2 |
Rejected |
Rejected |
FIX.5.0SP2EP128 |
|
|
3 |
AcceptancePending |
Acceptence pending |
FIX.5.0SP2EP128 |
|
|
|
FIX.5.0SP2EP128 |
FIX.5.0SP2EP146 |
|
1763 |
RiskLimitStatus |
int |
Status of risk limit definition for one party.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Accepted |
Accepted |
FIX.5.0SP2EP128 |
|
|
1 |
AcceptedWithChanges |
Accepted with changes |
FIX.5.0SP2EP128 |
|
|
2 |
Rejected |
Rejected |
FIX.5.0SP2EP128 |
|
|
|
FIX.5.0SP2EP128 |
FIX.5.0SP2EP146 |
|
1764 |
RiskLimitResult |
int |
Result of risk limit definition for one party.
|
FIX.5.0SP2EP128 |
|
|
1765 |
RiskLimitUtilizationPercent |
Percentage |
Percentage of utilization of a party's set risk limit.
|
FIX.5.0SP2EP128 |
|
|
1766 |
RiskLimitUtilizationAmount |
Amt |
Absolute amount of utilization of a party's set risk limit.
|
FIX.5.0SP2EP128 |
|
|
1767 |
RiskLimitAction |
int |
Identifies the action to take or risk model to assume should risk limit be exceeded or breached for the specified party.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
QueueInbound |
Queue inbound |
FIX.5.0SP2EP171 |
|
|
1 |
QueueOutbound |
Queue outbound |
FIX.5.0SP2EP171 |
|
|
2 |
Reject |
Reject |
FIX.5.0SP2EP171 |
|
|
3 |
Disconnect |
Disconnect |
FIX.5.0SP2EP171 |
|
|
4 |
Warning |
Warning |
FIX.5.0SP2EP171 |
|
|
5 |
PingCreditCheckWithRevalidation |
Each subsequent order, quote request or quote submission by the Credit
User must obtain pre-approval. Any open orders, quote requests or quotes are to be cancelled. |
FIX.5.0SP2EP171 |
|
|
6 |
PingCreditCheckNoRevalidation |
Each subsequent order, quote request or quote submission by the Credit
User must obtain pre-approval. Any open orders, quote requests or quotes will remain active. |
FIX.5.0SP2EP171 |
|
|
7 |
PushCreditCheckWithRevalidation |
Each subsequent order, quote request or quote subnmission by the Credit
User must be checked against the limit amounts pushed to the trading platform. Any open orders, quote requests or quotes are
to be cancelled. |
FIX.5.0SP2EP171 |
|
|
8 |
PushCreditCheckNoRevalidation |
Each subsequent order, quote request or quote subnmission by the Credit
User must be checked against the limit amounts pushed to the trading platform. Any open orders, quote requests or quotes will
remain active. |
FIX.5.0SP2EP171 |
|
|
9 |
Suspend |
Suspend the Credit User from trading once limit(s) is breached. This is
considered a "soft" stop. |
FIX.5.0SP2EP171 |
|
|
10 |
HaltTrading |
Halt or stop the Credit User from trading once limit(s) is breached.
This is considered a "hard" stop and may require more involved actions to reinstate the Credit User's ability
to trade. |
FIX.5.0SP2EP171 |
|
|
|
FIX.5.0SP2EP128 |
FIX.5.0SP2EP171 |
|
1768 |
RiskWarningLevelAmount |
int |
Amount at which a warning is issued.
|
FIX.5.0SP2EP128 |
|
|
1769 |
RiskWarningLevelAction |
int |
Action to take should warning level be exceeded.
|
FIX.5.0SP2EP128 |
FIX.5.0SP2EP171 |
|
1770 |
EntitlementRequestID |
String |
Unique identifier for PartyEntitlementsRequest(35=CU).
|
FIX.5.0SP2EP129 |
|
|
1771 |
EntitlementReportID |
String |
Identifier for the PartyEntitlementsReport(35=CV).
|
FIX.5.0SP2EP129 |
|
|
1772 |
NoPartyEntitlements |
NumInGroup |
Number of party entitlement values.
|
FIX.5.0SP2EP129 |
|
|
1773 |
NoEntitlements |
NumInGroup |
Number of entitlement values.
|
FIX.5.0SP2EP129 |
|
|
1774 |
EntitlementIndicator |
Boolean |
Used to indicate if a party is entitled to an entitlement type specified in the EntitlementType(1775) field.
|
FIX.5.0SP2EP129 |
|
|
1775 |
EntitlementType |
int |
Type of entitlement.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Trade |
Trade |
FIX.5.0SP2EP129 |
FIX.5.0SP2EP173 |
|
1 |
MakeMarkets |
Make markets |
FIX.5.0SP2EP129 |
FIX.5.0SP2EP173 |
|
2 |
HoldPositions |
Hold positions |
FIX.5.0SP2EP129 |
FIX.5.0SP2EP173 |
|
3 |
PerformGiveUps |
Perform give-ups |
FIX.5.0SP2EP129 |
FIX.5.0SP2EP173 |
|
4 |
SubmitIOIs |
Submit Indications of Interest (IOIs) |
FIX.5.0SP2EP129 |
FIX.5.0SP2EP173 |
|
5 |
SubscribeMarketData |
Subscribe to market data |
FIX.5.0SP2EP129 |
FIX.5.0SP2EP173 |
|
6 |
ShortWithPreBorrow |
Short sell order is allowed with pre-borrowing. |
FIX.5.0SP2EP164 |
FIX.5.0SP2EP173 |
|
7 |
SubmitQuoteRequests |
Entitled to submit quote requests into the market in order to receive quotes from the market. |
FIX.5.0SP2EP173 |
|
|
8 |
RespondToQuoteRequests |
Entitled to respond to quote requests from the market. |
FIX.5.0SP2EP173 |
|
|
|
FIX.5.0SP2EP129 |
|
|
1776 |
EntitlementID |
String |
Unique identifier for a specific NoEntitlements(1773) repeating group instance.
|
FIX.5.0SP2EP129 |
|
|
1777 |
NoEntitlementAttrib |
int |
Number of entitlement attributes.
|
FIX.5.0SP2EP129 |
|
|
1778 |
EntitlementAttribType |
int |
Name of the entitlement attribute type. A code list of allowed values will be maintained on the FIX Protocol website. Values "4000" and above are reserved for bilaterally agreed upon user defined enumerations.
|
FIX.5.0SP2EP129 |
|
|
1779 |
EntitlementAttribDatatype |
int |
Datatype of the entitlement attribute.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
int |
int |
FIX.5.0SP2EP129 |
|
|
2 |
Length |
Length |
FIX.5.0SP2EP129 |
|
|
3 |
NumInGroup |
NumInGroup |
FIX.5.0SP2EP129 |
|
|
4 |
SeqNum |
SeqNum |
FIX.5.0SP2EP129 |
|
|
5 |
TagNum |
TagNum |
FIX.5.0SP2EP129 |
|
|
6 |
float |
float |
FIX.5.0SP2EP129 |
|
|
7 |
Qty |
Qty |
FIX.5.0SP2EP129 |
|
|
8 |
Price |
Price |
FIX.5.0SP2EP129 |
|
|
9 |
PriceOffset |
PriceOffset |
FIX.5.0SP2EP129 |
|
|
10 |
Amt |
Amt |
FIX.5.0SP2EP129 |
|
|
11 |
Percentage |
Percentage |
FIX.5.0SP2EP129 |
|
|
12 |
char |
char |
FIX.5.0SP2EP129 |
|
|
13 |
Boolean |
Boolean |
FIX.5.0SP2EP129 |
|
|
14 |
String |
String |
FIX.5.0SP2EP129 |
|
|
15 |
MultipleCharValue |
MultipleCharValue |
FIX.5.0SP2EP129 |
|
|
16 |
Currency |
Currency |
FIX.5.0SP2EP129 |
|
|
17 |
Exchange |
Exchange |
FIX.5.0SP2EP129 |
|
|
18 |
MonthYear |
MonthYear |
FIX.5.0SP2EP129 |
|
|
19 |
UTCTimestamp |
UTCTimestamp |
FIX.5.0SP2EP129 |
|
|
20 |
UTCTimeOnly |
UTCTimeOnly |
FIX.5.0SP2EP129 |
|
|
21 |
LocalMktDate |
LocalMktDate |
FIX.5.0SP2EP129 |
|
|
22 |
UTCDateOnly |
UTCDateOnly |
FIX.5.0SP2EP129 |
|
|
23 |
data |
data |
FIX.5.0SP2EP129 |
|
|
24 |
MultipleStringValue |
MultipleStringValue |
FIX.5.0SP2EP129 |
|
|
25 |
Country |
Country |
FIX.5.0SP2EP129 |
|
|
26 |
Language |
Language |
FIX.5.0SP2EP129 |
|
|
27 |
TZTimeOnly |
TZTimeOnly |
FIX.5.0SP2EP129 |
|
|
28 |
TZTimestamp |
TZTimestamp |
FIX.5.0SP2EP129 |
|
|
29 |
Tenor |
Tenor |
FIX.5.0SP2EP129 |
|
|
30 |
DayOfMonth |
DayOfMonth |
FIX.5.0SP2EP129 |
|
|
31 |
XMLData |
XMLData |
FIX.5.0SP2EP129 |
|
|
32 |
Pattern |
Pattern |
FIX.5.0SP2EP129 |
|
|
33 |
Reserved100Plus |
Reserved100Plus |
FIX.5.0SP2EP129 |
|
|
34 |
Reserved1000Plus |
Reserved1000Plus |
FIX.5.0SP2EP129 |
|
|
35 |
Reserved4000Plus |
Reserved4000Plus |
FIX.5.0SP2EP129 |
|
|
|
FIX.5.0SP2EP129 |
|
|
1780 |
EntitlementAttribValue |
String |
Value of the entitlement attribute.
|
FIX.5.0SP2EP129 |
|
|
1781 |
EntitlementAttribCurrency |
Currency |
Currency for EntitlementAttribValue(1780). Can be used if these fields represent a price, price offset, or amount.
|
FIX.5.0SP2EP129 |
|
|
1782 |
EntitlementStartDate |
LocalMktDate |
Indicates the starting date of the entitlement.
|
FIX.5.0SP2EP129 |
|
|
1783 |
EntitlementEndDate |
LocalMktDate |
Indicates the ending date of the entitlement.
|
FIX.5.0SP2EP129 |
FIX.5.0SP2EP204 |
|
1784 |
EntitlementPlatform |
String |
The area to which the entitlement is applicable. This can be a trading platform or an offering.
|
FIX.5.0SP2EP129 |
|
|
1785 |
TradSesControl |
int |
Indicates how control of trading session and subsession transitions are performed.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Automatic |
Automatic (Default) |
FIX.5.0SP2EP130 |
|
|
1 |
Manual |
Manual |
FIX.5.0SP2EP130 |
|
|
|
FIX.5.0SP2EP130 |
|
|
1786 |
TradeVolType |
int |
Define the type of trade volume applicable for the MinTradeVol(562) and MaxTradeVol(1140)
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
NumberOfUnits |
Number of units (e.g. share, par, currency, contracts) (default) |
FIX.5.0SP2EP130 |
|
|
1 |
NumberOfRoundLots |
Number of round lots |
FIX.5.0SP2EP130 |
|
|
|
FIX.5.0SP2EP130 |
|
|
1787 |
RefTickTableID |
int |
Spread table code referred by the security or symbol.
|
FIX.5.0SP2EP130 |
|
|
1788 |
LegID |
String |
Unique identifier for the leg within the context of a message (the scope of uniqueness to be defined by counterparty agreement). The LegID(1788) can be referenced using LegRefID(654).
|
FIX.5.0SP2EP131 |
|
|
1789 |
NoTargetMarketSegments |
NumInGroup |
Number of market segments upon which a mass action is to be taken.
|
FIX.5.0SP2EP131 |
|
|
1790 |
TargetMarketSegmentID |
String |
Market segment within a target market segment repeating group.
|
FIX.5.0SP2EP131 |
|
|
1791 |
NoAffectedMarketSegments |
NumInGroup |
Number of market segments affected by a mass action.
|
FIX.5.0SP2EP131 |
|
|
1792 |
AffectedMarketSegmentID |
String |
Market segment within an affected market repeating segment group.
|
FIX.5.0SP2EP131 |
|
|
1793 |
NoNotAffectedMarketSegments |
NumInGroup |
Number of market segments left unaffected by a mass action.
|
FIX.5.0SP2EP131 |
|
|
1794 |
NotAffectedMarketSegmentID |
String |
Market segment within an unaffected market repeating segment group.
|
FIX.5.0SP2EP131 |
|
|
1795 |
NoOrderEvents |
NumInGroup |
Number of order events.
|
FIX.5.0SP2EP131 |
|
|
1796 |
OrderEventType |
int |
The type of event affecting an order. The last event type within the OrderEventGrp component indicates the ExecType(150) value resulting from the series of events (ExecType(150) values are shown in brackets).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Added |
Added (0=New) |
FIX.5.0SP2EP131 |
|
|
2 |
Modified |
Modified (5=Replaced) |
FIX.5.0SP2EP131 |
|
|
3 |
Deleted |
Deleted (4=Canceled) |
FIX.5.0SP2EP131 |
|
|
4 |
PartiallyFilled |
Partially Filled (F=Trade) |
FIX.5.0SP2EP131 |
|
|
5 |
Filled |
Filled (F=Trade) |
FIX.5.0SP2EP131 |
|
|
6 |
Suspended |
Suspended (9=Suspended) |
FIX.5.0SP2EP131 |
|
|
7 |
Released |
Released (N=Released) |
FIX.5.0SP2EP131 |
|
|
8 |
Restated |
Restated (D=Restated) |
FIX.5.0SP2EP131 |
|
|
9 |
Locked |
Locked (M=Locked) |
FIX.5.0SP2EP131 |
|
|
10 |
Triggered |
Triggered (L=Triggered or Activated by System) |
FIX.5.0SP2EP131 |
FIX.5.0SP2EP188 |
|
11 |
Activated |
Activated (L=Triggered or Activated by System) |
FIX.5.0SP2EP188 |
|
|
|
FIX.5.0SP2EP131 |
|
|
1797 |
OrderEventExecID |
String |
Refer to ExecID(17). Used when multiple different events are reported in single Execution Report. ExecID(17) and OrderEventExecID(1797) values should not overlap.
|
FIX.5.0SP2EP131 |
|
|
1798 |
OrderEventReason |
int |
Action that caused the event to occur.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
AddOrderRequest |
Add order request |
FIX.5.0SP2EP131 |
|
|
2 |
ModifyOrderRequest |
Modify order request |
FIX.5.0SP2EP131 |
|
|
3 |
DeleteOrderRequest |
Delete order request |
FIX.5.0SP2EP131 |
|
|
4 |
OrderEnteredOOB |
Order entered out-of-band |
FIX.5.0SP2EP131 |
|
|
5 |
OrderModifiedOOB |
Order modified out-of-band |
FIX.5.0SP2EP131 |
|
|
6 |
OrderDeletedOOB |
Order deleted out-of-band |
FIX.5.0SP2EP131 |
|
|
7 |
OrderActivatedOrTriggered |
Order activated or triggered |
FIX.5.0SP2EP131 |
|
|
8 |
OrderExpired |
Order expired |
FIX.5.0SP2EP131 |
|
|
9 |
ReserveOrderRefreshed |
Reserve order refreshed |
FIX.5.0SP2EP131 |
|
|
10 |
AwayMarketBetter |
Away market better |
FIX.5.0SP2EP131 |
|
|
11 |
CorporateAction |
Corporate action |
FIX.5.0SP2EP131 |
|
|
12 |
StartOfDay |
Start of day |
FIX.5.0SP2EP131 |
|
|
13 |
EndOfDay |
End of day |
FIX.5.0SP2EP131 |
|
|
|
FIX.5.0SP2EP131 |
|
|
1799 |
OrderEventPx |
Price |
Price associated with the event.
|
FIX.5.0SP2EP131 |
|
|
1800 |
OrderEventQty |
Qty |
Quantity associated with the event.
|
FIX.5.0SP2EP131 |
|
|
1801 |
OrderEventLiquidityIndicator |
int |
Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrderEventType(1796) values of 4(Partially Filled) or 5(Filled).
|
FIX.5.0SP2EP131 |
|
|
1802 |
OrderEventText |
String |
Additional information about the event.
|
FIX.5.0SP2EP131 |
|
|
1803 |
AuctionType |
int |
Type of auction order.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
BlockOrderAuction |
Block order auction |
FIX.5.0SP2EP131 |
|
|
2 |
DirectedOrderAuction |
Directed order auction |
FIX.5.0SP2EP131 |
|
|
3 |
ExposureOrderAuction |
Exposure order auction |
FIX.5.0SP2EP131 |
|
|
4 |
FlashOrderAuction |
Flash order auction |
FIX.5.0SP2EP131 |
|
|
5 |
FacilitationOrderAuction |
Facilitation order auction |
FIX.5.0SP2EP131 |
|
|
6 |
SolicitationOrderAuction |
Solicitation order auction |
FIX.5.0SP2EP131 |
|
|
7 |
PriceImprovementMechanism |
Price improvement mechanism (PIM) |
FIX.5.0SP2EP131 |
|
|
8 |
DirectedOrderPriceImprovementMechanism |
Directed Order price improvement mechanism (PIM) |
FIX.5.0SP2EP131 |
|
|
0 |
None |
None |
FIX.5.0SP2EP223 |
|
|
|
FIX.5.0SP2EP131 |
|
|
1804 |
AuctionAllocationPct |
Percentage |
Percentage of matched quantity to be allocated to the submitter of the response to an auction order.
|
FIX.5.0SP2EP131 |
|
|
1805 |
AuctionInstruction |
int |
Instruction related to system generated auctions, e.g. flash order auctions.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
AutomatedAuctionPermitted |
Automatic auction permitted (default) |
FIX.5.0SP2EP131 |
FIX.5.0SP2EP208 |
|
1 |
AutomatedAuctionNotPermitted |
Automatic auction not permitted |
FIX.5.0SP2EP131 |
|
|
|
FIX.5.0SP2EP131 |
|
|
1806 |
RefClOrdID |
String |
Used to reference an order via ClOrdID(11).
|
FIX.5.0SP2EP131 |
|
|
1807 |
LockType |
int |
Indicates whether an order is locked and for what reason.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
NotLocked |
Not locked |
FIX.5.0SP2EP131 |
|
|
1 |
AwayMarketNetter |
Away market better |
FIX.5.0SP2EP131 |
|
|
2 |
ThreeTickLocked |
Three tick locked |
FIX.5.0SP2EP131 |
|
|
3 |
LockedByMarketMaker |
Locked by market maker |
FIX.5.0SP2EP131 |
|
|
4 |
DirectedOrderLock |
Directed order lock |
FIX.5.0SP2EP131 |
|
|
5 |
MultilegLock |
Lock in the context of multileg orders where legs are executed independently and the entire order is locked until matching information is available for all legs. A multileg order or quote must be matched in its entirety or not at all. For example, one of the legs may be a stock leg sent to a different execution venue that may or may not be able to fill it. |
FIX.5.0SP2EP131 |
|
|
6 |
MarketOrderLock |
Market order lock |
FIX.5.0SP2EP131 |
|
|
7 |
PreAssignmentLock |
Pre-assignment lock |
FIX.5.0SP2EP131 |
|
|
|
FIX.5.0SP2EP131 |
|
|
1808 |
LockedQty |
Qty |
Locked order quantity.
|
FIX.5.0SP2EP131 |
|
|
1809 |
SecondaryLockedQty |
Qty |
Locked order quantity in addition to LockedQty (1808), e.g. to distinguish total locked quantity from currently locked quantity.
|
FIX.5.0SP2EP131 |
|
|
1810 |
ReleaseInstruction |
int |
Instruction to define conditions under which to release a locked order or parts of it.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
ISO |
Intermarket Sweep Order (ISO) |
FIX.5.0SP2EP131 |
|
|
2 |
NoAwayMarketBetterCheck |
No Away Market Better check |
FIX.5.0SP2EP131 |
|
|
|
FIX.5.0SP2EP131 |
|
|
1811 |
ReleaseQty |
Qty |
Quantity to be made available, i.e. released from a lock.
|
FIX.5.0SP2EP131 |
|
|
1812 |
NoDisclosureInstructions |
NumInGroup |
Number of disclosure instructions.
|
FIX.5.0SP2EP131 |
|
|
1813 |
DisclosureType |
int |
Information subject to disclosure.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Volume |
Volume |
FIX.5.0SP2EP131 |
|
|
2 |
Price |
Price |
FIX.5.0SP2EP131 |
|
|
3 |
Side |
Side |
FIX.5.0SP2EP131 |
|
|
4 |
AON |
AON |
FIX.5.0SP2EP131 |
|
|
5 |
General |
General is used for bilateral agreed disclosure information type(s). |
FIX.5.0SP2EP131 |
|
|
6 |
ClearingAccount |
Clearing account |
FIX.5.0SP2EP131 |
|
|
7 |
CMTAAccount |
CMTA account |
FIX.5.0SP2EP131 |
|
|
|
FIX.5.0SP2EP131 |
|
|
1814 |
DisclosureInstruction |
int |
Instruction to disclose information or to use default value of the receiver.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
No |
No |
FIX.5.0SP2EP131 |
|
|
1 |
Yes |
Yes |
FIX.5.0SP2EP131 |
|
|
2 |
UseDefaultSetting |
Use default setting |
FIX.5.0SP2EP131 |
|
|
|
FIX.5.0SP2EP131 |
|
|
1815 |
TradingCapacity |
int |
Designates the capacity in which the order is submitted for trading by the market participant.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Customer |
Customer |
FIX.5.0SP2EP131 |
|
|
2 |
CustomerProfessional |
Customer professional |
FIX.5.0SP2EP131 |
|
|
3 |
BrokerDealer |
Broker-dealer |
FIX.5.0SP2EP131 |
|
|
4 |
CustomerBrokerDealer |
Customer broker-dealer |
FIX.5.0SP2EP131 |
|
|
5 |
Principal |
Principal |
FIX.5.0SP2EP131 |
|
|
6 |
MarketMaker |
Market maker |
FIX.5.0SP2EP131 |
|
|
7 |
AwayMarketMaker |
Away market maker |
FIX.5.0SP2EP131 |
|
|
8 |
SystematicInternaliser |
Systematic internaliser |
FIX.5.0SP2EP223 |
|
|
|
FIX.5.0SP2EP131 |
|
|
1816 |
ClearingAccountType |
int |
Designates the account type to be used for the order when submitted to clearing.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Customer |
Customer |
FIX.5.0SP2EP131 |
|
|
2 |
Firm |
Firm |
FIX.5.0SP2EP131 |
|
|
3 |
MarketMaker |
Market maker |
FIX.5.0SP2EP131 |
|
|
|
FIX.5.0SP2EP131 |
|
|
1817 |
LegClearingAccountType |
int |
Designates the capacity in which the order will be submitted to clearing.
|
FIX.5.0SP2EP131 |
|
|
1818 |
TargetPartyRoleQualifier |
int |
Qualifies the value of TargetPartyRole (1464).
|
FIX.5.0SP2EP131 |
|
|
1819 |
RelatedHighPrice |
Price |
Upper boundary for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order.
|
FIX.5.0SP2EP131 |
|
|
1820 |
RelatedLowPrice |
Price |
Lower boundary for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order.
|
FIX.5.0SP2EP131 |
|
|
1821 |
RelatedPriceSource |
int |
Source for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. Can be used together with RelatedHighPrice (1819) and/or RelatedLowPrice (1820).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
NBBid |
NBB (National Best Bid) |
FIX.5.0SP2EP131 |
|
|
2 |
NBOffer |
NBO (National Best Offer) |
FIX.5.0SP2EP131 |
|
|
|
FIX.5.0SP2EP131 |
|
|
1822 |
MinQtyMethod |
int |
Indicates how the minimum quantity should be applied when executing the order.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Once |
Once (applies only to first execution) |
FIX.5.0SP2EP131 |
|
|
2 |
Multiple |
Multiple (applies to every execution) |
FIX.5.0SP2EP131 |
|
|
|
FIX.5.0SP2EP131 |
|
|
1823 |
Triggered |
int |
Indicates whether order has been triggered during its lifetime. Applies to cases where original information, e.g. OrdType(40), is modified when the order is triggered.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
NotTriggered |
Not triggered (default) |
FIX.5.0SP2EP131 |
|
|
1 |
Triggered |
Triggered |
FIX.5.0SP2EP131 |
|
|
2 |
StopOrderTriggered |
Stop order triggered |
FIX.5.0SP2EP188 |
|
|
3 |
OCOOrderTriggered |
One Cancels the Other (OCO) order triggered |
FIX.5.0SP2EP188 |
|
|
4 |
OTOOrderTriggered |
One Triggers the Other (OTO) order triggered |
FIX.5.0SP2EP188 |
|
|
5 |
OUOOrderTriggered |
One Updates the Other (OUO) order triggered |
FIX.5.0SP2EP188 |
|
|
|
FIX.5.0SP2EP131 |
|
|
1824 |
AffectedOrigClOrdID |
String |
OrigClOrdID(41) of an order affected by a mass cancel or mass action request.
|
FIX.5.0SP2EP131 |
|
|
1825 |
NotAffSecondaryOrderID |
String |
SecondaryOrderID (198) of an order not affected by a mass cancel or mass action request.
|
FIX.5.0SP2EP131 |
|
|
1826 |
EventTimePeriod |
int |
Time unit multiplier for the event.
|
FIX.5.0SP2EP132 |
FIX.5.0SP2EP161 |
|
1827 |
EventTimeUnit |
String |
Time unit associated with the event.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
H |
Hour |
Hour |
FIX.5.0SP2EP132 |
|
|
Min |
Minute |
Minute |
FIX.5.0SP2EP132 |
|
|
S |
Second |
Second |
FIX.5.0SP2EP132 |
|
|
D |
Day |
Day |
FIX.5.0SP2EP132 |
|
|
Wk |
Week |
Week |
FIX.5.0SP2EP132 |
|
|
Mo |
Month |
Month |
FIX.5.0SP2EP132 |
|
|
Yr |
Year |
Year |
FIX.5.0SP2EP132 |
|
|
|
FIX.5.0SP2EP132 |
FIX.5.0SP2EP161 |
|
1828 |
LastQtyVariance |
Qty |
When LastQty is an estimated value, e.g. for a Repo “circled” trade, LastQtyVariance specifies the absolute amount that the size may vary up or down when finalized. Omitted when LastQty(32) is already final.
|
FIX.5.0SP2EP132 |
|
|
1829 |
NoCrossLegs |
NumInGroup |
Number of legs in the side of a cross order.
|
FIX.5.0SP2EP131 |
|
|
1830 |
SettlPriceIncrement |
Price |
Settlement price increment for stated price range.
|
FIX.5.0SP2EP138 |
|
|
1831 |
SettlPriceSecondaryIncrement |
Price |
Secondary settlement price increment for stated price range. The meaning of secondary is left to bilateral agreement, e.g. it may refer to final settlement for a contract.
|
FIX.5.0SP2EP138 |
|
|
1832 |
ClearedIndicator |
int |
Indicates whether the trade or position being reported was cleared through a clearing organization.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
NotCleared |
Trade or position has not yet been submitted for clearing. |
FIX.5.0SP2EP140 |
FIX.5.0SP2EP196 |
|
1 |
Cleared |
Trade or position has been successfully cleared. |
FIX.5.0SP2EP140 |
FIX.5.0SP2EP196 |
|
2 |
Submitted |
Trade or position has been submitted for clearing. |
FIX.5.0SP2EP196 |
|
|
3 |
Rejected |
Trade or position was rejected by clearing. |
FIX.5.0SP2EP196 |
|
|
|
FIX.5.0SP2EP140 |
FIX.5.0SP2EP196 |
|
1833 |
ContractRefPosType |
int |
Additional information related to the pricing of a commodity swaps position, specifically an indicator referring to the position type.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
TwoComponentIntercommoditySpread |
Two component intercommodity spread |
FIX.5.0SP2EP140 |
|
|
1 |
IndexOrBasket |
Index or basket |
FIX.5.0SP2EP140 |
|
|
2 |
TwoComponentLocationBasis |
Two component locational basis |
FIX.5.0SP2EP140 |
|
|
99 |
Other |
Other |
FIX.5.0SP2EP140 |
|
|
|
FIX.5.0SP2EP140 |
|
|
1834 |
PositionCapacity |
int |
Used to describe the ownership of the position.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Principal |
Principal |
FIX.5.0SP2EP140 |
|
|
1 |
Agent |
Agent |
FIX.5.0SP2EP140 |
|
|
2 |
Customer |
Customer |
FIX.5.0SP2EP140 |
|
|
3 |
Counterparty |
Counterparty |
FIX.5.0SP2EP140 |
|
|
|
FIX.5.0SP2EP140 |
|
|
1835 |
PosQtyUnitOfMeasureCurrency |
Currency |
Indicates the currency of the unit of measure if position quantity is expressed in valuation rather than contracts. Conditionally required when PosQtyUnitOfMeasure(1836)=Ccy.
|
FIX.5.0SP2EP140 |
|
|
1836 |
PosQtyUnitOfMeasure |
String |
Indicates the unit of measure of the position quantity when not expressed in contracts.
|
FIX.5.0SP2EP140 |
|
|
1837 |
UnderlyingContractPriceRefMonth |
MonthYear |
Reference month if there is no applicable UnderlyingMaturityMonth(313) value for the contract or security.
|
FIX.5.0SP2EP140 |
|
|
1838 |
NoTradePriceConditions |
NumInGroup |
Number of trade price conditions.
|
FIX.5.0SP2EP141 |
|
|
1839 |
TradePriceCondition |
int |
Price conditions in effect at the time of the trade. Multiple price conditions can be in effect at the same time. Price conditions are usually required to be reported in markets that have regulations on price execution at a market or national best bid or offer, and the trade price differs from the best bid or offer.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
SpecialCumDividend |
Special cum dividend (CD) |
FIX.5.0SP2EP141 |
|
|
1 |
SpecialCumRights |
Special cum rights (CR) |
FIX.5.0SP2EP141 |
|
|
2 |
SpecialExDividend |
Special ex dividend (XD) |
FIX.5.0SP2EP141 |
|
|
3 |
SpecialExRights |
Special ex rights (XR) |
FIX.5.0SP2EP141 |
|
|
4 |
SpecialCumCoupon |
Special cum coupon (CC) |
FIX.5.0SP2EP141 |
|
|
5 |
SpecialCumCapitalRepayments |
Special cum capital repayments (CP) |
FIX.5.0SP2EP141 |
|
|
6 |
SpecialExCoupon |
Special ex coupon (XC) |
FIX.5.0SP2EP141 |
|
|
7 |
SpecialExCapitalRepayments |
Special ex capital repayments (XP) |
FIX.5.0SP2EP141 |
|
|
8 |
CashSettlement |
Cash settlement (CS) |
FIX.5.0SP2EP141 |
|
|
9 |
SpecialCumBonus |
Special cum bonus (CB) |
FIX.5.0SP2EP141 |
|
|
10 |
SpecialPrice |
Usually net or all-in price. |
FIX.5.0SP2EP141 |
|
|
11 |
SpecialExBonus |
Special ex bonus (XB) |
FIX.5.0SP2EP141 |
|
|
12 |
GuaranteedDelivery |
Guaranteed delivery (GD) |
FIX.5.0SP2EP141 |
|
|
13 |
SpecialDividend |
Deviation from regular ex/cum treatment (without further specification) leading to price modification. To be used only if it is not clear whether it is a special cum or special ex dividend. For ESMA RTS 1, this is the "SDIV" flag. |
FIX.5.0SP2EP216 |
|
|
14 |
PriceImprovement |
The price is better than a reference price. For example, this may be due to an offer by a systematic internaliser to always quote better prices than a public reference price. For ESMA RTS 1, this is the "RPRI" flag. |
FIX.5.0SP2EP216 |
|
|
15 |
NonPriceFormingTrade |
In the context of MiFID II, these are transactions which are exempted from the trading obligation (i.e. permitted to be transacted as an OTC transaction) and are deemed not to be contributing to the price discovery process. However, these transactions are not exempted from post trade transparency reporting and are required to be published by MiFID venues and "approved publication arrangement" (APAs) for market transparency purposes. The price from exempted transactions should be disregarded for the purposes of price discovery. For ESMA RTS 1 and RTS 2, this is the "NPFT" flag. |
FIX.5.0SP2EP216 |
|
|
16 |
TradeExemptedFromTradingObligation |
Per MiFIR Article 23, these types of trades are not exempted from post-trade transparency if reported to a trading venue under MiFID II and deemed "on exchange", however, they are ignored for price formation despite published by venue. For ESMA RTS 1, this is the "TNCP" flag. |
FIX.5.0SP2EP216 |
|
|
17 |
PricePending |
In the context of ESMA RTS 2, Annex II, Table 1 "Price", and RTS 22 Table 2 fields 33 "Price" and 51 "Strike price", this is ESMA's "PNDG" value. Used to indicate the transaction is pending a price or strike price at the time it was reported. |
FIX.5.0SP2EP228 |
FIX.5.0SP2EP232 |
|
18 |
PriceNotApplicable |
In the context of ESMA RTS 2, Annex II, Table 1, Price and RTS 22, Annex I, Table 2, Field 33, this is to flag that the price is "not applicable" for the transaction at the time it was reported. This is ESMA's "NOAP" value in RTS 22. |
FIX.5.0SP2EP228 |
|
|
|
FIX.5.0SP2EP141 |
|
|
1840 |
TradeAllocStatus |
int |
Identifies the status of an allocation when using a pre-clear workflow.
Note: This is different from the give-up process where a trade is cleared and then given up and goes through the allocation flow.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
PendingClear |
Pending clear |
FIX.5.0SP2EP141 |
|
|
1 |
Claimed |
Claimed |
FIX.5.0SP2EP141 |
|
|
2 |
Cleared |
Cleared |
FIX.5.0SP2EP141 |
|
|
3 |
Rejected |
Rejected |
FIX.5.0SP2EP141 |
|
|
|
FIX.5.0SP2EP141 |
|
|
1841 |
NoTradeQtys |
NumInGroup |
Number of trade quantities.
|
FIX.5.0SP2EP141 |
|
|
1842 |
TradeQtyType |
int |
Indicates the type of trade quantity in TradeQty(1843).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
ClearedQuantity |
Cleared quantity |
FIX.5.0SP2EP141 |
|
|
1 |
LongSideClaimedQuantity |
Long side claimed quantity |
FIX.5.0SP2EP141 |
|
|
2 |
ShortSideClaimedQuantity |
Short side claimed quantity |
FIX.5.0SP2EP141 |
|
|
3 |
LongSideRejectedQuantity |
Long side rejected quantity |
FIX.5.0SP2EP141 |
|
|
4 |
ShortSideRejectedQuantity |
Short side rejected quantity |
FIX.5.0SP2EP141 |
|
|
5 |
PendingQuantity |
Pending quantity |
FIX.5.0SP2EP141 |
|
|
6 |
TransactionQuantity |
Transaction quantity |
FIX.5.0SP2EP141 |
|
|
7 |
RemainingQuantity |
Used to indicate the remaining quantity of a trade after a give-up or posting action. |
FIX.5.0SP2EP141 |
|
|
8 |
PreviousRemainingQuantity |
Used to indicate the remaining quantity of a trade prior to a give-up or posting action. |
FIX.5.0SP2EP141 |
|
|
|
FIX.5.0SP2EP141 |
|
|
1843 |
TradeQty |
Qty |
Trade quantity.
|
FIX.5.0SP2EP141 |
|
|
1844 |
NoTradeAllocAmts |
NumInGroup |
Number of trade allocation amount entries.
|
FIX.5.0SP2EP141 |
|
|
1845 |
TradeAllocAmtType |
String |
Type of the amount associated with a trade allocation.
|
FIX.5.0SP2EP141 |
|
|
1846 |
TradeAllocAmt |
Amt |
The amount associated with a trade allocation.
|
FIX.5.0SP2EP141 |
|
|
1847 |
TradeAllocCurrency |
Currency |
Currency denomination of the trade allocation amount.
|
FIX.5.0SP2EP141 |
|
|
1848 |
TradeAllocGroupInstruction |
int |
Instruction on how to add a trade to an allocation group when it is being given-up.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Add |
Add to an existing allocation group if one exists. |
FIX.5.0SP2EP141 |
|
|
1 |
DoNotAdd |
Do not add the trade to an allocation group. |
FIX.5.0SP2EP141 |
|
|
|
FIX.5.0SP2EP141 |
|
|
1849 |
OffsetInstruction |
int |
Indicates the trade is a result of an offset or onset.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Offset |
A type of transaction where an executing firm gives up a trade as a result of an allocation. Or, in the case of a reversal of an allocation, the take-up (claiming) firm's transaction. |
FIX.5.0SP2EP141 |
|
|
1 |
Onset |
A type of transaction where a take-up (claiming) firm takes up a trade as a result of an allocation. Or, in the case of a reversal of an allocation, the executing firm's transaction. |
FIX.5.0SP2EP141 |
|
|
|
FIX.5.0SP2EP141 |
|
|
1850 |
TradeAllocAmtReason |
int |
Specifies the reason for an amount type when reported on an allocation. Useful when multiple instances of the same amount type are reported.
|
FIX.5.0SP2EP141 |
|
|
1851 |
StrategyLinkID |
String |
Identifies the multileg strategy (e.g. spread) to which the trade belongs. This links together trade legs executed as part of a strategy during a single match event.
|
FIX.5.0SP2EP141 |
|
|
1852 |
SideAvgPx |
Price |
Calculated average price for this side of the trade.
|
FIX.5.0SP2EP141 |
|
|
1853 |
SideAvgPxIndicator |
int |
Used to indicate whether a trade or a sub-allocation should be allocated at the trade price (e.g. no average pricing), or whether it should be grouped with other trades/sub-allocations and allocated at the average price of the group.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
NoAvgPricing |
No average pricing |
FIX.5.0SP2EP141 |
|
|
1 |
TradeIsPartAvgPriceGrp |
Trade is part of the average price group identified by the SideAvgPxGroupID(1854) |
FIX.5.0SP2EP141 |
|
|
2 |
LastTradeIsPartAvgPriceGrp |
Last trade is the average price group identified by the SideAvgPxGroupID(1854) |
FIX.5.0SP2EP141 |
|
|
|
FIX.5.0SP2EP141 |
|
|
1854 |
SideAvgPxGroupID |
String |
The identifier for the average price group for the trade side. See also AvgPxGroupID(1731).
|
FIX.5.0SP2EP141 |
|
|
1855 |
NoRelatedTrades |
NumInGroup |
Number of related trades.
|
FIX.5.0SP2EP142 |
|
|
1856 |
RelatedTradeID |
String |
Identifier of a related trade.
|
FIX.5.0SP2EP142 |
|
|
1857 |
RelatedTradeIDSource |
int |
Describes the source of the identifier that RelatedTradeID(1856) represents.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
NonFIXSource |
Non-FIX source |
FIX.5.0SP2EP142 |
|
|
1 |
TradeID |
Trade ID |
FIX.5.0SP2EP142 |
FIX.5.0SP2EP165 |
|
2 |
SecondaryTradeID |
Secondary trade ID |
FIX.5.0SP2EP142 |
FIX.5.0SP2EP165 |
|
3 |
TradeReportID |
Trade report ID |
FIX.5.0SP2EP142 |
FIX.5.0SP2EP165 |
|
4 |
FirmTradeID |
Firm trade ID |
FIX.5.0SP2EP142 |
FIX.5.0SP2EP165 |
|
5 |
SecondaryFirmTradeID |
Secondary firm Trade ID |
FIX.5.0SP2EP142 |
FIX.5.0SP2EP165 |
|
6 |
RegulatoryTradeID |
Regulatory trade ID |
FIX.5.0SP2EP165 |
|
|
|
FIX.5.0SP2EP142 |
|
|
1858 |
RelatedTradeDate |
LocalMktDate |
Date of a related trade.
|
FIX.5.0SP2EP142 |
|
|
1859 |
RelatedTradeMarketID |
Exchange |
Market of execution of related trade.
|
FIX.5.0SP2EP142 |
|
|
1860 |
RelatedTradeQuantity |
Qty |
Quantity of the related trade which can be less than or equal to the actual quantity of the related trade. For example, when one trade offsets another across asset classes.
|
FIX.5.0SP2EP142 |
|
|
1861 |
NoRelatedPositions |
NumInGroup |
Number of related positions.
|
FIX.5.0SP2EP142 |
|
|
1862 |
RelatedPositionID |
String |
Identifier of a related position.
|
FIX.5.0SP2EP142 |
|
|
1863 |
RelatedPositionIDSource |
int |
Describes the source of the identifier that RelatedPositionID(1862) represents.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
PosMaintRptID |
Position maintenance report ID - PosMaintRptID(721) |
FIX.5.0SP2EP142 |
|
|
2 |
TransferID |
Position transfer ID - TransferID(2437) |
FIX.5.0SP2EP189 |
FIX.5.0SP2EP199 |
|
3 |
PositionEntityID |
Position entity ID - PositionID(2618) |
FIX.5.0SP2EP199 |
|
|
|
FIX.5.0SP2EP142 |
|
|
1864 |
RelatedPositionDate |
LocalMktDate |
Used to help identify the position when RelatedPositionID(1862) is not unique across multiple days. This date is generally the creation date of the identifier.
|
FIX.5.0SP2EP142 |
|
|
1865 |
QuoteAckStatus |
int |
Acknowledgement status of a Quote(35=S) or QuoteCancel(35=Z) message submission.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
ReceivedNotYetProcessed |
Received, not yet processed |
FIX.5.0SP2EP143 |
|
|
1 |
Accepted |
Accepted |
FIX.5.0SP2EP143 |
|
|
2 |
Rejected |
Rejected |
FIX.5.0SP2EP143 |
|
|
|
FIX.5.0SP2EP143 |
|
|
1866 |
StrikeIndex |
String |
Specifies the index used to calculate the strike price.
|
FIX.5.0SP2EP169 |
|
|
1867 |
OfferID |
String |
Unique identifier for the ask side of the quote assigned by the quote issuer.
|
FIX.5.0SP2EP144 |
|
|
1868 |
NoValueChecks |
NumInGroup |
Number of value check entries.
|
FIX.5.0SP2EP144 |
|
|
1869 |
ValueCheckType |
int |
Type of value to be checked.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
PriceCheck |
In the context of ESMA RTS 6 Article 15(1)(a) investment firms are required to perform pre-trade controls using "price collars, which automatically block or cancel orders that do not meet set price parameters, differentiating between different financial instruments, both on an order-by-order basis and over a specified period of time". |
FIX.5.0SP2EP144 |
FIX.5.0SP2EP229 |
|
2 |
NotionalValueCheck |
In the context of ESMA RTS 6 Article 15(1)(b) investment firms are required to perform pre-trade controls using "maximum order values, which prevent orders with an uncommonly large order value from entering the order book". |
FIX.5.0SP2EP144 |
FIX.5.0SP2EP229 |
|
3 |
QuantityCheck |
In the context of ESMA RTS 6 Article 15(1)(c) investment firms are required to perform pre-trade controls using "maximum order volumes, which prevent orders with an uncommonly large order quantity from entering the order book". |
FIX.5.0SP2EP229 |
|
|
|
FIX.5.0SP2EP144 |
|
|
1870 |
ValueCheckAction |
int |
Action to be taken for the ValueCheckType(1869).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
DoNotCheck |
Checks will not be done for the specified ValueCheckType(1869). |
FIX.5.0SP2EP144 |
|
|
1 |
Check |
Checks will be done for the specificed ValueCheckType(1869) |
FIX.5.0SP2EP144 |
|
|
2 |
BestEffort |
The market may or may not check the specified ValueCheckType(1869) depending on availability of reference data. |
FIX.5.0SP2EP144 |
|
|
|
FIX.5.0SP2EP144 |
|
|
1871 |
LegSecurityXMLLen |
Length |
The length of the LegSecurityXML(1872) data block.
|
FIX.5.0SP2EP145 |
|
|
1872 |
LegSecurityXML |
XMLData |
XML definition for the leg security.
|
FIX.5.0SP2EP145 |
|
|
1873 |
LegSecurityXMLSchema |
String |
The schema used to validate the contents of LegSecurityXML(1872).
|
FIX.5.0SP2EP145 |
|
|
1874 |
UnderlyingSecurityXMLLen |
Length |
The length of the UnderlyingSecurityXML(1875) data block.
|
FIX.5.0SP2EP145 |
|
|
1875 |
UnderlyingSecurityXML |
XMLData |
XML definition for the underlying security.
|
FIX.5.0SP2EP145 |
|
|
1876 |
UnderlyingSecurityXMLSchema |
String |
The schema used to validate the contents of UnderlyingSecurityXML(1875).
|
FIX.5.0SP2EP145 |
|
|
1877 |
PartyDetailRequestResult |
int |
Result party detail definition request.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Successful |
Successful (default) |
FIX.5.0SP2EP146 |
|
|
1 |
InvalidParty |
Invalid party(-ies) |
FIX.5.0SP2EP146 |
|
|
2 |
InvalidRelatedParty |
Invalid related party(-ies) |
FIX.5.0SP2EP146 |
|
|
3 |
InvalidPartyStatus |
Invalid party status(es) |
FIX.5.0SP2EP146 |
|
|
98 |
NotAuthorized |
Not authorized |
FIX.5.0SP2EP146 |
|
|
99 |
Other |
Other |
FIX.5.0SP2EP146 |
|
|
|
FIX.5.0SP2EP146 |
|
|
1878 |
PartyDetailRequestStatus |
int |
Status of party details definition request.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Accepted |
Accepted |
FIX.5.0SP2EP146 |
|
|
1 |
AcceptedWithChanges |
Accepted with changes |
FIX.5.0SP2EP146 |
|
|
2 |
Rejected |
Rejected |
FIX.5.0SP2EP146 |
|
|
3 |
AcceptancePending |
Acceptance pending |
FIX.5.0SP2EP146 |
|
|
|
FIX.5.0SP2EP146 |
|
|
1879 |
PartyDetailDefinitionStatus |
int |
Status of party detail definition for one party.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Accepted |
Accepted |
FIX.5.0SP2EP146 |
|
|
1 |
AcceptedWithChanges |
Accepted with changes |
FIX.5.0SP2EP146 |
|
|
2 |
Rejected |
Rejected |
FIX.5.0SP2EP146 |
|
|
|
FIX.5.0SP2EP146 |
|
|
1880 |
PartyDetailDefinitionResult |
int |
Result of party detail definition for one party.
|
FIX.5.0SP2EP146 |
|
|
1881 |
EntitlementRequestResult |
int |
Result of risk limit definition request.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Successful |
Successful (default) |
FIX.5.0SP2EP146 |
|
|
1 |
InvalidParty |
Invalid party(-ies) |
FIX.5.0SP2EP146 |
|
|
2 |
InvalidRelatedParty |
Invalid related party(-ies) |
FIX.5.0SP2EP146 |
|
|
3 |
InvalidEntitlementType |
Invalid entitlement type(s) |
FIX.5.0SP2EP146 |
|
|
4 |
InvalidEntitlementID |
Invalid entitlement ID(s) / ref ID(s) |
FIX.5.0SP2EP146 |
|
|
5 |
InvalidEntitlementAttribute |
Invalid entitlement attribute(s) |
FIX.5.0SP2EP146 |
|
|
6 |
InvalidInstrumentScope |
Invalid instrument scope(s) |
FIX.5.0SP2EP146 |
|
|
7 |
InvalidMarketSegmentScope |
Invalid market segment scope(s) |
FIX.5.0SP2EP146 |
|
|
8 |
InvalidStartDate |
Invalid start date |
FIX.5.0SP2EP146 |
|
|
9 |
InvalidEndDate |
Invalid end date |
FIX.5.0SP2EP146 |
|
|
10 |
InstrumentScopeNotSupported |
Instrument scope not supported |
FIX.5.0SP2EP146 |
|
|
11 |
MarketSegmentScopeNotSupported |
Market segment scope not supported |
FIX.5.0SP2EP146 |
|
|
12 |
EntitlementNotApprovedForParty |
Entitlement not approved for party(-ies) |
FIX.5.0SP2EP146 |
|
|
13 |
EntitlementAlreadyDefinedForParty |
Entitlement already defined for party(-ies) |
FIX.5.0SP2EP146 |
|
|
14 |
InstrumentNotApprovedForParty |
Instrument not approved for party(-ies) |
FIX.5.0SP2EP146 |
|
|
98 |
NotAuthorized |
Not authorized |
FIX.5.0SP2EP146 |
|
|
99 |
Other |
Other |
FIX.5.0SP2EP146 |
|
|
|
FIX.5.0SP2EP146 |
|
|
1882 |
EntitlementRequestStatus |
int |
Status of party entitlements definition request.
|
FIX.5.0SP2EP146 |
|
|
1883 |
EntitlementStatus |
int |
Status of entitlement definition for one party.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Accepted |
Accepted |
FIX.5.0SP2EP173 |
|
|
1 |
AcceptedWithChanges |
Accepted with changes |
FIX.5.0SP2EP173 |
|
|
2 |
Rejected |
Rejected |
FIX.5.0SP2EP173 |
|
|
3 |
Pending |
Entitlement definition request submitted that still requires an action to be taken (e.g. approval or setting up). |
FIX.5.0SP2EP173 |
|
|
4 |
Requested |
Entitlement definition has been requested. |
FIX.5.0SP2EP173 |
|
|
5 |
Deferred |
Entitlement definition request is being postponed or delayed. |
FIX.5.0SP2EP183 |
|
|
|
FIX.5.0SP2EP146 |
FIX.5.0SP2EP173 |
|
1884 |
EntitlementResult |
int |
Result of entitlement definition for one party.
|
FIX.5.0SP2EP146 |
|
|
1885 |
EntitlementRefID |
String |
Reference to an EntitlementID(1776). Used for modification or deletion of an entitlement.
|
FIX.5.0SP2EP146 |
|
|
1886 |
SettlPriceUnitOfMeasure |
String |
Used to express the unit of measure of the settlement price if different from the contract.
|
FIX.5.0SP2EP147 |
|
|
1887 |
SettlPriceUnitOfMeasureCurrency |
Currency |
Indicates the currency of the settlement price unit of measure if expressed in another currency than the base currency. Conditionally required when SettlPriceUnitOfMeasure(1886)=Ccy.
|
FIX.5.0SP2EP147 |
|
|
1888 |
TradeMatchTimestamp |
UTCTimestamp |
Timestamp of the match event. For off-exchange trades the time at which the deal was matched by the exchange. This timestamp will be the same on all the trades and will not change when a trade is modified.
|
FIX.5.0SP2EP150 |
|
|
1889 |
NoInstrmtMatchSides |
NumInGroup |
Number of instrument match sides.
|
FIX.5.0SP2EP150 |
|
|
1890 |
NoTrdMatchSides |
NumInGroup |
Number of trade match sides.
|
FIX.5.0SP2EP150 |
|
|
1891 |
TrdMatchSubID |
String |
Used to identify each price level, step or clip within a match event.
The identifier may represent a grouping of matched resting orders at a given price level that was matched by an aggressor order. For example, an aggressive order sweeping through 2 price levels that included 3 resting orders would have two different TrdMatchSubID(1891) values.
|
FIX.5.0SP2EP150 |
FIX.5.0SP2EP215 |
|
1892 |
NoLegExecs |
NumInGroup |
Number of instrument leg executions.
|
FIX.5.0SP2EP150 |
|
|
1893 |
LegExecID |
String |
The ExecID(17) value corresponding to a trade leg.
|
FIX.5.0SP2EP150 |
|
|
1894 |
LegTradeID |
String |
The TradeID(1003) value corresponding to a trade leg.
|
FIX.5.0SP2EP150 |
|
|
1895 |
LegTradeReportID |
String |
The TradeReportID(571) value corresponding to a trade leg.
|
FIX.5.0SP2EP150 |
|
|
1896 |
TradeMatchAckStatus |
int |
Used to indicate the status of the trade match report submission.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
ReceivedNotProcessed |
Received, not yet processed |
FIX.5.0SP2EP150 |
|
|
1 |
Accepted |
Accepted |
FIX.5.0SP2EP150 |
|
|
2 |
Rejected |
Rejected |
FIX.5.0SP2EP150 |
|
|
|
FIX.5.0SP2EP150 |
|
|
1897 |
TradeMatchRejectReason |
int |
Reason the trade match report submission was rejected.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Successful |
Successful |
FIX.5.0SP2EP150 |
|
|
1 |
InvalidPartyInformation |
Invalid party information |
FIX.5.0SP2EP150 |
|
|
2 |
UnknownInstrument |
Unknown instrument |
FIX.5.0SP2EP150 |
|
|
3 |
Unauthorized |
Not authorized to report trades |
FIX.5.0SP2EP150 |
|
|
4 |
InvalidTradeType |
Invalid trade type |
FIX.5.0SP2EP150 |
|
|
99 |
Other |
Other |
FIX.5.0SP2EP150 |
|
|
|
FIX.5.0SP2EP150 |
|
|
1898 |
SideMarketSegmentID |
String |
Identifies the market segment of the side.
|
FIX.5.0SP2EP150 |
|
|
1899 |
SideVenueType |
char |
Identifies the type of venue where the trade was executed for the side.
|
FIX.5.0SP2EP150 |
|
|
1900 |
SideExecRefID |
String |
Used to reference the value from SideExecID(1427).
|
FIX.5.0SP2EP150 |
|
|
1901 |
LegExecRefID |
String |
Used to reference the value from LegExecID(1893).
|
FIX.5.0SP2EP150 |
|
|
1902 |
HaircutIndicator |
Boolean |
Indicates, if "Y", that a stated valuation includes a haircut, e.g. that the stated value reflects the subtraction of the haircut. Note that a value of "N" does not imply a haircut is not applicable, only that the haircut (if any) is not reflected in the stated valuation.
|
FIX.5.0SP2EP157 |
|
|
1903 |
RegulatoryTradeID |
String |
Trade identifier required by government regulators or other regulatory organizations for regulatory reporting purposes. For example, unique swap identifer (USI) as required by the U.S. Commodity Futures Trading Commission.
|
FIX.5.0SP2EP161 |
|
|
1904 |
RegulatoryTradeIDEvent |
int |
Identifies the event which caused origination of the identifier in RegulatoryTradeID(1903). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2 (Clearing).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
InitialBlockTrade |
None |
FIX.5.0SP2EP161 |
|
|
1 |
Allocation |
Determination that the block trade will not be further allocated. |
FIX.5.0SP2EP161 |
|
|
2 |
Clearing |
Clearing |
FIX.5.0SP2EP161 |
|
|
3 |
Compression |
Compression |
FIX.5.0SP2EP161 |
|
|
4 |
Novation |
Novation |
FIX.5.0SP2EP161 |
|
|
5 |
Termination |
Termination |
FIX.5.0SP2EP161 |
|
|
6 |
PostTrdVal |
Post-trade valuation |
FIX.5.0SP2EP179 |
|
|
|
FIX.5.0SP2EP161 |
|
|
1905 |
RegulatoryTradeIDSource |
String |
Identifies the reporting entity that originated the value in RegulatoryTradeID(1903). The reporting entitiy identifier may be assigned by a regulator.
|
FIX.5.0SP2EP161 |
|
|
1906 |
RegulatoryTradeIDType |
int |
Specifies the type of trade identifier provided in RegulatoryTradeID(1903). Contextual hierarchy of events for the same trade or transaction maybe captured through use of the different RegulatoryTradeIDType(1906) values using multiple instances of the repeating group as needed for regulatory reporting.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Current |
The default if not specified. |
FIX.5.0SP2EP161 |
|
|
1 |
Previous |
The previous trade's identifier when reporting a cleared trade or novation of a previous trade. |
FIX.5.0SP2EP161 |
|
|
2 |
Block |
The block trade's identifier when reporting an allocated subtrade. |
FIX.5.0SP2EP161 |
|
|
3 |
Related |
The related trade identifier when reporting a mixed swap. |
FIX.5.0SP2EP161 |
|
|
4 |
ClearedBlockTrade |
Assigned by the CCP to a bunched order/trade when it needs to be cleared with the standby clearing firm prior to post-trade allocation. |
FIX.5.0SP2EP192 |
|
|
5 |
TradingVenueTransactionIdentifier |
Assigned by the trading venue to a transaction. In the context of ESMA RTS 22 and RTS 24, this is an unique transaction identification "number generated by trading venues and disseminated to both the buying and selling parties in accordance with Article 12 of [RTS 24 on the maintenance of relevant data relating to orders in financial instruments under Article 25 of Regulation 600/2014 EU]." (quoted text from RTS 22). "Uniqueness" may be defined per relevant regulations. |
FIX.5.0SP2EP222 |
|
|
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP222 |
|
1907 |
NoRegulatoryTradeIDs |
NumInGroup |
Number of regulatory IDs in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
1908 |
NoAllocRegulatoryTradeIDs |
NumInGroup |
Number of regulatory IDs in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
1909 |
AllocRegulatoryTradeID |
String |
Trade identifier required by government regulators or other regulatory organizations for regulatory reporting purposes. For example, unique swap identifer (USI) as required by the U.S. Commodity Futures Trading Commission.
|
FIX.5.0SP2EP161 |
|
|
1910 |
AllocRegulatoryTradeIDSource |
String |
Identifies the reporting entity that originated the value in AllocRegulatoryTradeID(1909). The reporting entity identifier may be assigned by a regulator.
|
FIX.5.0SP2EP161 |
|
|
1911 |
AllocRegulatoryTradeIDEvent |
int |
Identifies the event which caused the origination of the identifier in AllocRegulatoryTradeID(1909). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2(Clearing).
|
FIX.5.0SP2EP161 |
|
|
1912 |
AllocRegulatoryTradeIDType |
int |
Specifies the type of trade identifier provided in AllocRegulatoryTradeID(1909), within the context of the hierarchy of trade events.
|
FIX.5.0SP2EP161 |
|
|
1913 |
NumOfCompetitors |
int |
The number of competing Respondents (e.g. dealers) to receive a quote request (either via the QuoteRequest(35=R) or via other means).
|
FIX.5.0SP2EP159 |
|
|
1914 |
ResponseTime |
UTCTimestamp |
The time by which a meaningful response should arrive back (always expressed in UTC (Universal Time Coordinated, also known as "GMT").
The meaning of the response time is specific to the context where the field is used. For a QuoteRequest(35=R) message, this is the time by which the Quote(35=S) message should arrive to the initiator of the QuoteRequest(35=R) message.
|
FIX.5.0SP2EP159 |
|
|
1915 |
QuoteDisplayTime |
UTCTimestamp |
Time by which the quote will be displayed.
For example, the time the execution venue will display dealer(s) submitted quotes to market participant(s).
|
FIX.5.0SP2EP159 |
|
|
1916 |
ExposureDurationUnit |
int |
Time unit in which the ExposureDuration(1629) is expressed.
|
FIX.5.0SP2EP159 |
|
|
1917 |
CoverPrice |
Price |
The best quoted price received among those not traded.
|
FIX.5.0SP2EP159 |
|
|
1918 |
NoClearingAccountTypes |
NumInGroup |
Number of clearing account type entries.
|
FIX.5.0SP2EP160 |
|
|
1919 |
NoPriceMovements |
NumInGroup |
Number of price movement entries.
|
FIX.5.0SP2EP160 |
|
|
1920 |
NoPriceMovementValues |
NumInGroup |
Number of price movement value entries.
|
FIX.5.0SP2EP160 |
|
|
1921 |
PriceMovementValue |
float |
Value at specific price movement point.
|
FIX.5.0SP2EP160 |
|
|
1922 |
PriceMovementPoint |
int |
Price movement point up (positive integer) or down (negative integer) relative to the underlying price of the instrument.
|
FIX.5.0SP2EP160 |
|
|
1923 |
PriceMovementType |
int |
Describes the format of the PriceMovementValue(1921).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Amount |
Amount |
FIX.5.0SP2EP160 |
|
|
1 |
Percentage |
Percentage |
FIX.5.0SP2EP160 |
|
|
|
FIX.5.0SP2EP160 |
|
|
1924 |
ClearingIntention |
int |
Specifies the party's or parties' intention to clear the trade.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
DoNotIntendToClear |
Do not intend to clear |
FIX.5.0SP2EP161 |
|
|
1 |
IntendToClear |
Intend to clear |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
|
|
1925 |
TradeClearingInstruction |
int |
Specifies the eligibility of this trade for clearing and central counterparty processing.
|
FIX.5.0SP2EP161 |
|
|
1926 |
BackloadedTradeIndicator |
Boolean |
Indicates that the trade being reported occurred in the past and is still in effect or active.
|
FIX.5.0SP2EP161 |
|
|
1927 |
ConfirmationMethod |
int |
Specifies how a trade was confirmed.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
NonElectronic |
Non-electronic |
FIX.5.0SP2EP161 |
|
|
1 |
Electronic |
Electronic |
FIX.5.0SP2EP161 |
|
|
2 |
Unconfirmed |
Unconfirmed |
FIX.5.0SP2EP179 |
|
|
|
FIX.5.0SP2EP161 |
|
|
1928 |
MandatoryClearingIndicator |
Boolean |
An indication that the trade is flagged for mandatory clearing.
|
FIX.5.0SP2EP161 |
|
|
1929 |
MixedSwapIndicator |
Boolean |
An indication that the trade is a mixed swap.
In the context of CFTC , a "Mixed swap" is defined in the Commodity Exchange Act (CEA) section 1a(47)(D) as an instrument that is in part a swap subject to the jurisdiction of the CFTC, and in part a security-based swap subject to the jurisdiction of the SEC. When reporting the additional Swap Data Repositories must be identified in the appropriate Parties component with PartyRole(452) = 102 (Data repository), PartyRoleQualifier(2376) = 12 (Additional domestic trade repository) and PartySub-IDType(803) = 70 (Location or jurisdiction).
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP193 |
|
1930 |
OffMarketPriceIndicator |
Boolean |
An indication that the price is off-market.
|
FIX.5.0SP2EP161 |
|
|
1931 |
VerificationMethod |
int |
Indication of how a trade was verified.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
NonElectronic |
Non-electronic |
FIX.5.0SP2EP161 |
|
|
1 |
Electronic |
Electronic |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
|
|
1932 |
ClearingRequirementException |
int |
Specifies whether a party to a swap is using an exception to a clearing requirement. In the US, one such clearing requirement is CFTC's rule pursuant to CEA Section 2(h)(1).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
NoException |
No exception |
FIX.5.0SP2EP161 |
|
|
1 |
Exception |
Used to indicate an exception to a clearing requirement without elaborating on the type of exception. |
FIX.5.0SP2EP161 |
FIX.5.0SP2EP177 |
|
2 |
EndUserException |
In the US, see CFTC Final Rule on End-User Exception to Clearing Requirements for Swaps Fact Sheet http://www.cftc.gov/ucm/groups/public/@newsroom/documents/file/eue_factsheet_final.pdf |
FIX.5.0SP2EP177 |
|
|
3 |
InterAffiliateException |
In the US, see CFTC Final Rule - Clearing Exemption for Swaps Between Certain Affiliated Entities http://www.cftc.gov//ucm/groups/public/@lrfederalregister/documents/file/2013-07970a.pdf |
FIX.5.0SP2EP177 |
|
|
4 |
TreasuryAffiliateException |
In the US, see CFTC No Action Letter 13-22 No Action Relief from the Clearing Requirement for Swaps Entered into by Eligible Treasury Affiliates http://www.cftc.gov/ucm/groups/public/@lrlettergeneral/documents/letter/13-22.pdf |
FIX.5.0SP2EP177 |
|
|
5 |
CooperativeException |
Clearing exception for certain swaps entered into by cooperatives. In the US, see Regulation 50.51(a) Definition of Exempt Cooperative: https://www.federalregister.gov/articles/2013/08/22/2013-19945/clearing-exemption-for-certain-swaps-entered-into-by-cooperatives |
FIX.5.0SP2EP177 |
|
|
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP177 |
|
1933 |
IRSDirection |
String |
Used to specify whether the principal is paying or receiving the fixed rate in an interest rate swap.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
PAY |
Pay |
None |
FIX.5.0SP2EP161 |
|
|
RCV |
Rcv |
Principal is receiving fixed rate |
FIX.5.0SP2EP161 |
|
|
NA |
NA |
Swap is float/float or fixed/fixed |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
|
|
1934 |
RegulatoryReportType |
int |
Type of regulatory report.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
RT |
Report of data relating to a regulated transaction including price and volume that is to be disseminated publically. If dissemination is to be suppressed due to an end user exception or to local regulatory rules that allow suppression of certain types of transactions use TradePublishIndicator(1390)=0. |
FIX.5.0SP2EP161 |
|
|
1 |
PET |
Report to regulators of the full terms of a regulated transaction included in the legal confirmation. |
FIX.5.0SP2EP161 |
|
|
2 |
Snapshot |
Periodic report of full primary economic terms data throughout the life cycle of a regulated transaction. |
FIX.5.0SP2EP161 |
|
|
3 |
Confirmation |
Report from a clearing organization of a cleared regulated transaction. |
FIX.5.0SP2EP161 |
|
|
4 |
RTPET |
A single report combining the requirements of both real-time and full primary economy terms of a regulated transaction. |
FIX.5.0SP2EP161 |
|
|
5 |
PETConfirmation |
A single report combining the requirements of both full primary economic terms of a regulated transaction report and confirmation. |
FIX.5.0SP2EP161 |
|
|
6 |
RTPETConfirmation |
A single report combining the requirements of real-time and full primary economic terms of a regulated transaction report, and confirmation. |
FIX.5.0SP2EP161 |
|
|
7 |
PostTrade |
Periodic report of the ongoing mark-to-market value of a regulated transaction. |
FIX.5.0SP2EP161 |
|
|
8 |
Verification |
Used by the trading counterparty to report its full primary economic terms of a regulated transaction separately to the repository. |
FIX.5.0SP2EP161 |
|
|
9 |
PstTrdEvnt |
Report of a regulated transaction continuation event that does not fall within the requirements for real-time reporting. |
FIX.5.0SP2EP169 |
FIX.5.0SP2EP187 |
|
10 |
PstTrdEvntRTReportable |
Report of a regulated transaction continuation event that falls within the requirements for real-time reporting and public dissemination. If dissemination is to be suppressed due to an end user exception or to local regulatory rules that allow suppression of certain types of transactions, use TradePublishIndicator(1390) = 0 (Do not publish trade). |
FIX.5.0SP2EP187 |
|
|
11 |
LMTF |
Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(a)(i) for immediate publication of all details except the quantity. This is ESMA RTS 2 deferral flag "LMTF". |
FIX.5.0SP2EP216 |
|
|
12 |
DATF |
Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(a)(ii) for aggregated publication of at least 5 transactions before 9:00 a.m. local time next day. This is ESMA RTS 2 deferral flag "DATF". |
FIX.5.0SP2EP216 |
|
|
13 |
VOLO |
Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(b) for immediate publication of all details except the quantity. This is ESMA RTS 2 deferral flag "VOLO". |
FIX.5.0SP2EP216 |
|
|
14 |
FWAF |
Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(c) (non-sovereign debt only) for aggregated publication of transactions executed over the course of one calendar week before 9:00 a.m. local time following Tuesday. This is ESMA RTS 2 deferral flag "FWAF". |
FIX.5.0SP2EP216 |
|
|
15 |
IDAF |
Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(d) (sovereign debt only) for aggregated publication of transactions executed over the course of one calendar week before 9:00 a.m. local time following Tuesday. This is ESMA RTS 2 deferral flag "IDAF". |
FIX.5.0SP2EP216 |
|
|
16 |
VOLW |
Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(b) and (d) consecutively (sovereign debt only) for immediate publication of all details except the quantity. This is ESMA RTS 2 deferral flag "VOLW". |
FIX.5.0SP2EP216 |
|
|
17 |
FULF |
Full details of a previously reported "limited details trade (LMTF)". Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(a)(i) which is a follow-up publication of all details before 7pm local time on the second day after initial publication. This is ESMA RTS deferral flag "FULF". |
FIX.5.0SP2EP216 |
|
|
18 |
FULA |
Full details of a previously reported "daily aggregated trade (DATF)". Designates a trade in instruments specified in RTS 2 Article 11 (1)(a)(ii) which is a follow-up publication of the individual transaction with full details before 7pm local time on the second day after initial publication. This is ESMA RTS 2 deferral flag "FULA". |
FIX.5.0SP2EP216 |
|
|
19 |
FULV |
Full details of a previously reported "volume omission trade (VOLO)". Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(b) which is a follow-up publication of all details before 9 am local time four weeks after initial publication. This is ESMA RTS 2 deferral flag "FULV". |
FIX.5.0SP2EP216 |
|
|
20 |
FULJ |
Full details of a previously reported "four weeks aggregation trade (FWAF)". Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(c) (non-sovereign debt only) which is a follow-up publication of the individual transaction with full details before 9 am local time four weeks after initial publication. This is ESMA RTS 2 deferral flag "FULJ". |
FIX.5.0SP2EP216 |
|
|
21 |
COAF |
Full details of a previously reported "volume omission trade eligible for subsequent aggregated enrichment (VOLW)". Designates a trade report in instruments specified in ESMA RTS 2 Article 11(1)(b) and (d) consecutively which is an aggregated publication of transactions executed over the course of one calendar week before 9:00 a.m. CET local time the following Tuesday four weeks after initial publication. This is ESMA RTS 2 deferral flag "COAF". |
FIX.5.0SP2EP216 |
|
|
|
FIX.5.0SP2EP161 |
|
|
1935 |
VoluntaryRegulatoryReport |
Boolean |
Used in conjunction with RegulatoryReportType(1934) to indicate whether the trade report is a voluntary regulatory report. If not specified, the default for a regulatory report is "N". When VoluntaryRegulatoryReport(1935)=Y it is recommended that one of the parties to the trade be identified as the voluntary reporting party through PartySubIDType(803) = 63 (Voluntary reporting entity).
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP187 |
|
1936 |
TradeCollateralization |
int |
Specifies how the trade is collateralized.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Uncollateralized |
Uncollateralized |
FIX.5.0SP2EP161 |
|
|
1 |
PartiallyCollateralized |
Partially collateralized |
FIX.5.0SP2EP161 |
|
|
2 |
OneWayCollaterallization |
One-way collaterallization |
FIX.5.0SP2EP161 |
|
|
3 |
FullyCollateralized |
Fully collateralized |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
|
|
1937 |
TradeContinuation |
int |
Specifies the post-execution trade continuation or lifecycle event. Additional values may be used by mutual agreement of the counterparties.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Novation |
Novation |
FIX.5.0SP2EP161 |
|
|
1 |
PartialNovation |
Partial novation |
FIX.5.0SP2EP161 |
|
|
2 |
TradeUnwind |
"Trade" includes "Swaps". |
FIX.5.0SP2EP161 |
FIX.5.0SP2EP179 |
|
3 |
PartialTradeUnwind |
"Trade" includes "Swaps". |
FIX.5.0SP2EP161 |
FIX.5.0SP2EP179 |
|
4 |
Exercise |
Exercise |
FIX.5.0SP2EP161 |
|
|
5 |
Netting |
Compression (used for OTC derivative trades) and Netting (used for Futures trades) are essentially the same business process, i.e. rolling up closely related contracts into a single trade or position. |
FIX.5.0SP2EP161 |
FIX.5.0SP2EP179 |
|
6 |
FullNetting |
Full netting |
FIX.5.0SP2EP161 |
|
|
7 |
PartialNetting |
Partial netting |
FIX.5.0SP2EP161 |
|
|
8 |
Amendment |
Based on mutual agreement between the counterparties, used to change the original or previously amended contract terms reported to a trade repository. |
FIX.5.0SP2EP161 |
FIX.5.0SP2EP193 |
|
9 |
Increase |
Increase |
FIX.5.0SP2EP161 |
|
|
10 |
CreditEvent |
Credit event |
FIX.5.0SP2EP161 |
|
|
11 |
StrategicRestructuring |
Strategic restructuring |
FIX.5.0SP2EP161 |
|
|
12 |
SuccessionEventReorganization |
Succession event reorganization |
FIX.5.0SP2EP161 |
|
|
13 |
SuccessionEventRenaming |
Succession event renaming |
FIX.5.0SP2EP161 |
|
|
14 |
Porting |
Porting |
FIX.5.0SP2EP161 |
|
|
15 |
Withdrawl |
One party withdrew from the trade prior to confirmation or clearing. Can be used with TradeReportTransType(487)=1 (Cancel). |
FIX.5.0SP2EP161 |
|
|
16 |
Void |
Trade is to be ended after clearing. Can be used with TradeReportTransType(487)=1 (Cancel). |
FIX.5.0SP2EP161 |
|
|
99 |
Other |
Other price-forming continuation data or lifecycle event. Include description of type in TradeContinuationText(2374). |
FIX.5.0SP2EP161 |
FIX.5.0SP2EP179 |
|
17 |
AccountTransfer |
Account transfer |
FIX.5.0SP2EP179 |
|
|
18 |
GiveUp |
Give up |
FIX.5.0SP2EP179 |
|
|
19 |
TakeUp |
TakeUp |
FIX.5.0SP2EP179 |
|
|
20 |
AveragePricing |
Average pricing |
FIX.5.0SP2EP179 |
|
|
21 |
Reversal |
Reversal |
FIX.5.0SP2EP179 |
|
|
22 |
AllocTrdPosting |
Allocation/Trade posting |
FIX.5.0SP2EP179 |
|
|
23 |
Cascade |
The breakdown of a contract position to a more granular level, e.g. from a yearly position to monthly positions. |
FIX.5.0SP2EP179 |
|
|
24 |
Delivery |
Delivery |
FIX.5.0SP2EP179 |
|
|
25 |
OptionAsgn |
Option assignment |
FIX.5.0SP2EP179 |
|
|
26 |
Expiration |
Expiration |
FIX.5.0SP2EP179 |
|
|
27 |
Maturity |
Maturity |
FIX.5.0SP2EP179 |
|
|
28 |
EqualPosAdj |
Equal position adjustment |
FIX.5.0SP2EP179 |
|
|
29 |
UnequalPosAdj |
An adjustment to either the long or short position quantity but not both. |
FIX.5.0SP2EP179 |
|
|
30 |
Correction |
Used to correct an error in the contract terms of a previously submitted report to a trade repository. |
FIX.5.0SP2EP193 |
|
|
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP179 |
|
1938 |
AssetClass |
int |
The broad asset category for assessing risk exposure.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
InterestRate |
Interest rate |
FIX.5.0SP2EP161 |
|
|
2 |
Currency |
Currency |
FIX.5.0SP2EP161 |
|
|
3 |
Credit |
Credit |
FIX.5.0SP2EP161 |
|
|
4 |
Equity |
Equity |
FIX.5.0SP2EP161 |
|
|
5 |
Commodity |
Commodity |
FIX.5.0SP2EP161 |
|
|
6 |
Other |
Other |
FIX.5.0SP2EP179 |
|
|
7 |
Cash |
Cash |
FIX.5.0SP2EP192 |
|
|
8 |
Debt |
Debt |
FIX.5.0SP2EP192 |
|
|
9 |
Fund |
Such as mutual fund, collective investment vehicle, investment program, specialized account program. |
FIX.5.0SP2EP192 |
|
|
10 |
LoanFacility |
Loan facility |
FIX.5.0SP2EP192 |
|
|
|
FIX.5.0SP2EP161 |
|
|
1939 |
AssetSubClass |
int |
The subcategory description of the asset class.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
SingleCurrency |
Single currency |
FIX.5.0SP2EP161 |
|
|
2 |
CrossCurrency |
Cross currency |
FIX.5.0SP2EP161 |
|
|
3 |
Basket |
Basket [for multi-currency] |
FIX.5.0SP2EP161 |
|
|
4 |
SingleName |
Single name |
FIX.5.0SP2EP161 |
|
|
5 |
CreditIndex |
Credit index |
FIX.5.0SP2EP161 |
|
|
6 |
IndexTranche |
Index tranche |
FIX.5.0SP2EP161 |
|
|
7 |
CreditBasket |
Credit basket |
FIX.5.0SP2EP161 |
|
|
9 |
Common |
Common |
FIX.5.0SP2EP161 |
|
|
10 |
Preferred |
Preferred |
FIX.5.0SP2EP161 |
|
|
11 |
EquityIndex |
Equity index |
FIX.5.0SP2EP161 |
|
|
12 |
EquityBasket |
Equity basket |
FIX.5.0SP2EP161 |
|
|
13 |
Metals |
Metals |
FIX.5.0SP2EP161 |
|
|
14 |
Bullion |
Bullion |
FIX.5.0SP2EP161 |
|
|
15 |
Energy |
Energy |
FIX.5.0SP2EP161 |
|
|
16 |
CommodityIndex |
Commodity index |
FIX.5.0SP2EP161 |
|
|
17 |
Agricultural |
Agricultural |
FIX.5.0SP2EP161 |
|
|
18 |
Environmental |
Environmental |
FIX.5.0SP2EP161 |
|
|
19 |
Freight |
Freight |
FIX.5.0SP2EP161 |
|
|
8 |
Exotic |
Exotic |
FIX.5.0SP2EP179 |
|
|
20 |
Government |
Government |
FIX.5.0SP2EP192 |
|
|
21 |
Agency |
Agency |
FIX.5.0SP2EP192 |
|
|
22 |
Corporate |
Corporate |
FIX.5.0SP2EP192 |
|
|
23 |
Financing |
Financing |
FIX.5.0SP2EP192 |
|
|
24 |
MoneyMarket |
Money market |
FIX.5.0SP2EP192 |
|
|
25 |
Mortgage |
Mortgage |
FIX.5.0SP2EP192 |
|
|
26 |
Municipal |
Municipal |
FIX.5.0SP2EP192 |
|
|
27 |
MutualFund |
Mutual fund |
FIX.5.0SP2EP192 |
|
|
28 |
CollectiveInvestmentVehicle |
Collective investment vehicle |
FIX.5.0SP2EP192 |
|
|
29 |
InvestmentProgram |
A generalized fund for major investors. |
FIX.5.0SP2EP192 |
|
|
30 |
SpecializedAccountProgram |
A specialized fund setup for a particular account or group of accounts. |
FIX.5.0SP2EP192 |
|
|
31 |
TermLoan |
Term loan |
FIX.5.0SP2EP192 |
|
|
32 |
BridgeLoan |
Bridge loan |
FIX.5.0SP2EP192 |
|
|
33 |
LetterOfCredit |
Letter of credit |
FIX.5.0SP2EP192 |
|
|
34 |
DividendIndex |
Dividend index |
FIX.5.0SP2EP235 |
|
|
35 |
StockDividend |
Stock dividend |
FIX.5.0SP2EP235 |
|
|
36 |
ExchangeTradedFund |
Exchange traded fund |
FIX.5.0SP2EP235 |
|
|
37 |
VolatilityIndex |
Volatility index |
FIX.5.0SP2EP235 |
|
|
38 |
FXCrossRates |
FX cross rates |
FIX.5.0SP2EP235 |
|
|
39 |
FXEmergingMarkets |
FX emerging markets |
FIX.5.0SP2EP235 |
|
|
40 |
FXMajors |
FX Majors |
FIX.5.0SP2EP235 |
|
|
41 |
Fertilizer |
Fertilizer |
FIX.5.0SP2EP235 |
|
|
42 |
IndustrialProduct |
Industrial product |
FIX.5.0SP2EP235 |
|
|
43 |
Inflation |
Inflation |
FIX.5.0SP2EP235 |
|
|
44 |
Paper |
Paper |
FIX.5.0SP2EP235 |
|
|
45 |
Polypropylene |
Polypropylene |
FIX.5.0SP2EP235 |
|
|
46 |
OfficialEconomicStatistics |
Official economic statistics |
FIX.5.0SP2EP235 |
|
|
47 |
Other |
Defined under MiFID II (Directive 2014/65/EU) Section C(10) of Annex I and paraphrased in ESMA RTS 2 Annex III Section 10, "Other C10" is a financial instrument "which is not a 'Freight derivative', any of the following interest rate derivatives sub-asset classes: 'Inflation multi-currency swap or cross-currency swap', a 'Future/forward on inflation multi-currency swaps or cross-currency swaps', an 'Inflation single currency swap', a 'Future/forward on inflation single currency swap' and any of the following equity derivatives sub-asset classes: a 'Volatility index option', a 'Volatility index future/forward', a swap with parameter return variance, a swap with parameter return volatility, a portfolio swap with parameter return variance, a portfolio swap with parameter return volatility". |
FIX.5.0SP2EP235 |
|
|
48 |
Other |
May be used with any AssetClass(1938) values. |
FIX.5.0SP2EP235 |
|
|
|
FIX.5.0SP2EP161 |
|
|
1940 |
AssetType |
String |
Used to provide more specific description of the asset specified in AssetSubClass(1939). See https://www.fixtrading.org/codelists/AssetType for code list of applicable values. ISO 4721 Currency Code values are to be used when specific currency as an asset type is to be expressed. Other values may be used by mutual agreement of the counterparties.
In the context of MiFID II's this may indicate the value needed in ESMA RTS 2 Annex IV Table 2 Field 16, or ESMA RTS 23 Annex I Table 2 'Sub product' field.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP235 |
|
1941 |
SwapClass |
String |
The classification or type of swap. Additional values may be used by mutual agreement of the counterparties.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
BS |
BasisSwap |
Basis swap |
FIX.5.0SP2EP161 |
|
|
IX |
IndexSwap |
Index swap |
FIX.5.0SP2EP161 |
|
|
BB |
BroadBasedSecuritySwap |
Broad-based security swap |
FIX.5.0SP2EP161 |
|
|
SK |
BasketSwap |
Basket swap |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
|
|
1942 |
NthToDefault |
int |
The Nth reference obligation to default in a CDS reference basket. If specified without MthToDefault(1943) the default will trigger a CDS payout. If MthToDefault(1943) is also present then payout occurs between the Nth and Mth obligations to default.
|
FIX.5.0SP2EP161 |
|
|
1943 |
MthToDefault |
int |
The Mth reference obligation to default in a CDS reference basket. When NthToDefault(1942) and MthToDefault(1943) are represented then the CDS payout occurs between the Nth and Mth obligations to default.
|
FIX.5.0SP2EP161 |
|
|
1944 |
SettledEntityMatrixSource |
String |
Relevant settled entity matrix source.
|
FIX.5.0SP2EP161 |
|
|
1945 |
SettledEntityMatrixPublicationDate |
LocalMktDate |
The publication date of the applicable version of the matrix. If not specified, the Standard Terms Supplement defines rules for which version of the matrix is applicable.
|
FIX.5.0SP2EP161 |
|
|
1946 |
CouponType |
int |
Coupon type of the bond.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Zero |
Zero |
FIX.5.0SP2EP161 |
|
|
1 |
FixedRate |
Fixed rate |
FIX.5.0SP2EP161 |
|
|
2 |
FloatingRate |
Floating rate |
FIX.5.0SP2EP161 |
|
|
3 |
Structured |
Structured |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
|
|
1947 |
TotalIssuedAmount |
Amt |
Specifies the total amount of the issue. Corresponds to the par value multiplied by the number of issued securities.
|
FIX.5.0SP2EP161 |
|
|
1948 |
CouponFrequencyPeriod |
int |
Time unit multiplier for the frequency of the bond's coupon payment.
|
FIX.5.0SP2EP161 |
|
|
1949 |
CouponFrequencyUnit |
String |
Time unit associated with the frequency of the bond's coupon payment.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
D |
Day |
Day |
FIX.5.0SP2EP161 |
|
|
Wk |
Week |
Week |
FIX.5.0SP2EP161 |
|
|
Mo |
Month |
Month |
FIX.5.0SP2EP161 |
|
|
Yr |
Year |
Year |
FIX.5.0SP2EP161 |
|
|
H |
Hour |
Hour |
FIX.5.0SP2EP169 |
|
|
Min |
Minute |
Minute |
FIX.5.0SP2EP169 |
|
|
S |
Second |
Second |
FIX.5.0SP2EP169 |
|
|
T |
Term |
Term |
FIX.5.0SP2EP169 |
|
|
|
FIX.5.0SP2EP161 |
|
|
1950 |
CouponDayCount |
int |
The day count convention used in interest calculations for a bond or an interest bearing security. Absence of this field for a bond or an interest bearing security transaction implies a "flat" trade, i.e. no accrued interest determined at time of the transaction.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
OneOne |
If parties specify the Day Count Fraction to be 1/1 then in calculating the applicable amount, 1 is simply input into the calculation as the relevant Day Count Fraction. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (a). |
FIX.5.0SP2EP161 |
FIX.5.0SP2EP200 |
|
1 |
ThrityThreeSixtyUS |
Mainly used in the US with the following date adjustment rules: (1) If the investment is End-Of-Month and Date1 is the last day of February and Date2 is the last day of February, then change Date2 to 30; (2) If the investment is End-Of-Month and Date1 is the last day of February, then change Date1 to 30; (3) If Date2 is 31 and Date1 is 30 or 31, then change Date2 to 30; (4) If Date1 is 31, then change Date1 to 30. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (f). |
FIX.5.0SP2EP161 |
FIX.5.0SP2EP200 |
|
2 |
ThirtyThreeSixtySIA |
A variant of "30/360" - when Date1 and Date2 are both Feb. 28th or 29th convert them to 30th using the same logic in the conversion of 31st to 30th. |
FIX.5.0SP2EP161 |
|
|
3 |
ThirtyThreeSixtyM |
Commonly used day count convention for US mortgage backed securities. Feb 28th (or 29th in a leap year) is always considered as a 30th for a start date. As a comparison, in the regular 30/360 day count as used by most US agency and corporate bonds, a start date of Feb 28th (or 29th in a leap year) is still considered as the 28th (or 29th) day of a month of 30 days. |
FIX.5.0SP2EP161 |
|
|
4 |
ThirtyEThreeSixty |
Also known as 30/360.ISMA, 30S/360, or Special German. Date adjustment rules are: (1) If Date1 falls on the 31st, then change it to the 30th; (2) If Date2 falls on the 31st, then change it to the 30th. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (g). |
FIX.5.0SP2EP161 |
FIX.5.0SP2EP200 |
|
5 |
ThirtyEThreeSixtyISDA |
Date adjustment rules are: (1) if Date1 is the last day of the month, then change Date1 to 30; (2) if D2 is the last day of the month (unless Date2 is the maturity date and Date2 is in February), then change Date2 to 30. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (h). |
FIX.5.0SP2EP161 |
FIX.5.0SP2EP200 |
|
6 |
ActThreeSixty |
The actual number of days between Date1 and Date2, divided by 360. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (e). |
FIX.5.0SP2EP161 |
FIX.5.0SP2EP200 |
|
7 |
ActThreeSixtyFiveFixed |
The actual number of days between Date1 and Date2, divided by 365. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (d). |
FIX.5.0SP2EP161 |
FIX.5.0SP2EP200 |
|
8 |
ActActAFB |
The actual number of days between Date1 and Date2, the denominator is either 365 (if the calculation period does not contain the 29th February) or 366 (if the calculation period includes 29th February). See also AFB Master Agreement for Financial Transactions - Interest Rate Transactions (2004) in Section 4. Calculation of Fixed Amounts and Floating Amounts, paragraph 7 Day Count Fraction, subparagraph (i). |
FIX.5.0SP2EP161 |
FIX.5.0SP2EP200 |
|
9 |
ActActICMA |
The denominator is the actual number of days in the coupon period multiplied by the number of coupon periods in the year. Assumes that regular coupons always fall on the same day of the month where possible. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (c). |
FIX.5.0SP2EP161 |
FIX.5.0SP2EP200 |
|
10 |
ActActISMAUltimo |
The Act/Act (ICMA Ultimo) differs from Act/Act (ICMA) method only that it assumes that regular coupons always fall on the last day of the month. |
FIX.5.0SP2EP161 |
FIX.5.0SP2EP200 |
|
11 |
ActActISDA |
The denominator varies depending on whether a portion of the relevant calculation period falls within a leap year. For the portion of the calculation period falling in a leap year, the denominator is 366 and for the portion falling outside a leap year, the denominator is 365. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (b). |
FIX.5.0SP2EP161 |
FIX.5.0SP2EP200 |
|
12 |
BusTwoFiftyTwo |
Used for Brazilian Real swaps, which is based on business days instead of calendar days. The number of business days divided by 252. |
FIX.5.0SP2EP161 |
FIX.5.0SP2EP200 |
|
13 |
ThirtyEPlusThreeSixty |
Variation on 30E/360. Date adjustment rules: (1) If Date1 falls on the 31st, then change it to the 30th; (2) If Date2 falls on the 31st, then change it to 1 and increase Month2 by one, i.e. next month. |
FIX.5.0SP2EP161 |
|
|
14 |
ActThreeSixtyFiveL |
The number of days in a period equal to the actual number of days .The number of days in a year is 365, or if the period ends in a leap year 366. Used for Sterling floating rate notes. May also be referred to as ISMA-Year. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (i). |
FIX.5.0SP2EP161 |
FIX.5.0SP2EP200 |
|
15 |
NLThreeSixtyFive |
The number of days in a period equal to the actual number of days, with the exception of leap days (29th February) which are ignored. The number of days in a year is 365, even in a leap year. |
FIX.5.0SP2EP161 |
|
|
16 |
NLThreeSixty |
This is the same as Act/360, with the exception of leap days (29th February) which are ignored. |
FIX.5.0SP2EP161 |
|
|
17 |
Act364 |
The actual number of days between Date1 and Date2, divided by 364. |
FIX.5.0SP2EP200 |
|
|
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP200 |
|
1951 |
ConvertibleBondEquityID |
String |
Identifies the equity in which a convertible bond can be converted to.
|
FIX.5.0SP2EP161 |
|
|
1952 |
ConvertibleBondEquityIDSource |
String |
Identifies class or source of the ConvertibleBondEquityID(1951) value. 100+ are reserved for private security.
|
FIX.5.0SP2EP161 |
|
|
1953 |
ContractPriceRefMonth |
MonthYear |
Reference month if there is no applicable MaturityMonthYear(200) value for the contract or security.
|
FIX.5.0SP2EP161 |
|
|
1954 |
LienSeniority |
int |
Indicates the seniority level of the lien in a loan.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Unknown |
Unknown |
FIX.5.0SP2EP161 |
|
|
1 |
FirstLien |
First lien |
FIX.5.0SP2EP161 |
|
|
2 |
SecondLien |
Second lien |
FIX.5.0SP2EP161 |
|
|
3 |
ThirdLien |
Third lien |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
|
|
1955 |
LoanFacility |
int |
Specifies the type of loan when the credit default swap's reference obligation is a loan.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
BridgeLoan |
Bridge loan |
FIX.5.0SP2EP161 |
|
|
1 |
LetterOfCredit |
Letter of credit |
FIX.5.0SP2EP161 |
|
|
2 |
RevolvingLoan |
Revolving loan |
FIX.5.0SP2EP161 |
|
|
3 |
SwinglineFunding |
Swingline funding |
FIX.5.0SP2EP161 |
|
|
4 |
TermLoan |
Term loan |
FIX.5.0SP2EP161 |
|
|
5 |
TradeClaim |
Trade claim |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
|
|
1956 |
ReferenceEntityType |
int |
Specifies the type of reference entity for first-to-default CDS basket contracts.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Asian |
Asian |
FIX.5.0SP2EP161 |
|
|
2 |
AustralianNewZealand |
Australian and New Zealand |
FIX.5.0SP2EP161 |
|
|
3 |
EuropeanEmergingMarkets |
European emerging markets |
FIX.5.0SP2EP161 |
|
|
4 |
Japanese |
Japanese |
FIX.5.0SP2EP161 |
|
|
5 |
NorthAmericanHighYield |
North American high yield |
FIX.5.0SP2EP161 |
|
|
6 |
NorthAmericanInsurance |
North American insurance |
FIX.5.0SP2EP161 |
|
|
7 |
NorthAmericanInvestmentGrade |
North American investment grade |
FIX.5.0SP2EP161 |
|
|
8 |
Singaporean |
Singaporean |
FIX.5.0SP2EP161 |
|
|
9 |
WesternEuropean |
Western European |
FIX.5.0SP2EP161 |
|
|
10 |
WesternEuropeanInsurance |
Western European insurance |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP192 |
|
1957 |
IndexSeries |
int |
The series identifier of a credit default swap index.
|
FIX.5.0SP2EP161 |
|
|
1958 |
IndexAnnexVersion |
int |
The version of a credit default swap index annex.
|
FIX.5.0SP2EP161 |
|
|
1959 |
IndexAnnexDate |
LocalMktDate |
The date of a credit default swap index series annex.
|
FIX.5.0SP2EP161 |
|
|
1960 |
IndexAnnexSource |
String |
The source of a credit default swap series annex.
|
FIX.5.0SP2EP161 |
|
|
1961 |
AgreementVersion |
String |
The version of the master agreement
|
FIX.5.0SP2EP161 |
|
|
1962 |
MasterConfirmationDesc |
String |
The type of master confirmation executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-type for values.
|
FIX.5.0SP2EP161 |
|
|
1963 |
MasterConfirmationDate |
LocalMktDate |
Alternative to broker confirmation. The date of the confirmation executed between the parties and intended to govern all relevant transactions between those parties.
|
FIX.5.0SP2EP161 |
|
|
1964 |
MasterConfirmationAnnexDesc |
String |
The type of master confirmation annex executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-annex-type for values.
|
FIX.5.0SP2EP161 |
|
|
1965 |
MasterConfirmationAnnexDate |
LocalMktDate |
The date that an annex to the master confirmation was executed between the parties.
|
FIX.5.0SP2EP161 |
|
|
1966 |
BrokerConfirmationDesc |
String |
Describes the type of broker confirmation executed between the parites. Can be used as an alterative to MasterConfirmationDesc(1962). See http://www.fpml.org/coding-scheme/broker-confirmation-type for values.
|
FIX.5.0SP2EP161 |
|
|
1967 |
CreditSupportAgreementDesc |
String |
The type of ISDA Credit Support Agreement. See http://www.fpml.org/coding-scheme/credit-support-agreement-type for values.
|
FIX.5.0SP2EP161 |
|
|
1968 |
CreditSupportAgreementDate |
LocalMktDate |
The date of the ISDA Credit Support Agreement executed between the parties and intended to govern collateral arrangements for all OTC derivatives transactions between those parties.
|
FIX.5.0SP2EP161 |
|
|
1969 |
CreditSupportAgreementID |
String |
A common reference or unique identifier to identify the ISDA Credit Support Agreement executed between the parties.
|
FIX.5.0SP2EP161 |
|
|
1970 |
GoverningLaw |
String |
Identification of the law governing the transaction. See http://www.fpml.org/coding-scheme/governing-law for values.
|
FIX.5.0SP2EP161 |
|
|
1971 |
NoSideRegulatoryTradeIDs |
NumInGroup |
Number of regulatory IDs in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
1972 |
SideRegulatoryTradeID |
String |
Trade identifier required by government regulators or other regulatory organziations for regulatory reporting purposes. For example, unique swap identifier (USI) as required by the U.S. Commodity Futures Trading Commission.
|
FIX.5.0SP2EP161 |
|
|
1973 |
SideRegulatoryTradeIDSource |
String |
Identifies the reporting entity that originated the value in SideRegulatoryTradeID(1972). The reporting entity identifier may be assigned by a regulator.
|
FIX.5.0SP2EP161 |
|
|
1974 |
SideRegulatoryTradeIDEvent |
int |
Identifies the event which caused origination of the identifier in SideRegulatoryTradeID(1972). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2 (Clearing).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
InitialBlockTrade |
Initial block trade |
FIX.5.0SP2EP161 |
|
|
1 |
Allocation |
or determination that the block trade will not be further allocated. |
FIX.5.0SP2EP161 |
|
|
2 |
Clearing |
Clearing |
FIX.5.0SP2EP161 |
|
|
3 |
Compression |
Compression |
FIX.5.0SP2EP161 |
|
|
4 |
Novation |
Novation |
FIX.5.0SP2EP161 |
|
|
5 |
Termination |
Termination |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
|
|
1975 |
SideRegulatoryTradeIDType |
int |
Specifies the type of trade identifier provided in SideRegulatoryTradeID(1972), within the context of the hierarchy of trade events.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Current |
The default |
FIX.5.0SP2EP161 |
|
|
1 |
Previous |
e.g. when reporting a cleared trade or novation of a previous trade. |
FIX.5.0SP2EP161 |
|
|
2 |
Block |
e.g. when reporting an allocated subtrade. |
FIX.5.0SP2EP161 |
|
|
3 |
Related |
e.g. when reporting a mixed swap |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
|
|
1976 |
NoSecondaryAssetClasses |
NumInGroup |
Number of secondary asset classes in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
1977 |
SecondaryAssetClass |
int |
The broad asset category for assessing risk exposure for a multi-asset trade.
|
FIX.5.0SP2EP161 |
|
|
1978 |
SecondaryAssetSubClass |
int |
An indication of the general description of the asset class.
|
FIX.5.0SP2EP161 |
|
|
1979 |
SecondaryAssetType |
String |
Used to provide more specific description of the asset specified in SecondaryAssetSubClass(1978). See https://www.fixtrading.org/codelists/AssetType for code list of applicable values. ISO 4721 Currency Code values are to be used when specific currency as an asset type is to be expressed. Other values may be used by mutual agreement of the counterparties.
In the context of MiFID II's this may indicate the value needed in ESMA RTS 2 Annex IV Table 2 Field 16, or ESMA RTS 23 Annex I Table 2 'Sub product' field.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP235 |
|
1980 |
BlockTrdAllocIndicator |
int |
Indication that a block trade will be allocated.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
BlockToBeAllocated |
Block to be allocated |
FIX.5.0SP2EP161 |
|
|
1 |
BlockNotToBeAllocated |
Block not to be allocated |
FIX.5.0SP2EP161 |
|
|
2 |
AllocatedTrade |
A sub-trade of a block trade. |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
|
|
1981 |
NoUnderlyingEvents |
NumInGroup |
Number of events in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
1982 |
UnderlyingEventType |
int |
Code to represent the type of event.
|
FIX.5.0SP2EP161 |
|
|
1983 |
UnderlyingEventDate |
LocalMktDate |
The date of the event.
|
FIX.5.0SP2EP161 |
|
|
1984 |
UnderlyingEventTime |
UTCTimestamp |
The time of the event. To be used in combination with UnderlyingEventDate(1983).
|
FIX.5.0SP2EP161 |
|
|
1985 |
UnderlyingEventTimeUnit |
String |
Time unit associated with the event.
|
FIX.5.0SP2EP161 |
|
|
1986 |
UnderlyingEventTimePeriod |
int |
Time unit multiplier for the event.
|
FIX.5.0SP2EP161 |
|
|
1987 |
UnderlyingEventPx |
Price |
Predetermined price of issue at event, if applicable.
|
FIX.5.0SP2EP161 |
|
|
1988 |
UnderlyingConstituentWeight |
float |
For a basket, or pool, describes the weight of each of the constituents within the basket. If not provided, it is assumed to be equal weighted.
|
FIX.5.0SP2EP161 |
|
|
1989 |
UnderlyingCouponType |
int |
Specifies the coupon type of the underlying bond.
|
FIX.5.0SP2EP161 |
|
|
1990 |
UnderlyingTotalIssuedAmount |
Amt |
Specifies the total amount of the issue. Corresponds to the par value multiplied by the number of issued security.
|
FIX.5.0SP2EP161 |
|
|
1991 |
UnderlyingCouponFrequencyPeriod |
int |
Time unit multiplier for the frequency of the bond's coupon payment.
|
FIX.5.0SP2EP161 |
|
|
1992 |
UnderlyingCouponFrequencyUnit |
String |
Time unit associated with the frequency of the bond's coupon payment.
|
FIX.5.0SP2EP161 |
|
|
1993 |
UnderlyingCouponDayCount |
int |
The day count convention used in interest calculations for a bond or an interest bearing security.
|
FIX.5.0SP2EP161 |
|
|
1994 |
UnderlyingObligationID |
String |
For a CDS basket or pool identifies the reference obligation.
UnderlyingObligationID(1994) is reserved for the reference entity for baskets or pools. In a CDS single name the reference entity is identified in insrument ID and the obligations are identified in UnderlyingObligationID(1994).
|
FIX.5.0SP2EP161 |
|
|
1995 |
UnderlyingObligationIDSource |
String |
Identifies the source scheme of the UnderlyingObligationID(1994).
|
FIX.5.0SP2EP161 |
|
|
1996 |
UnderlyingEquityID |
String |
Specifies the equity in which a convertible bond can be converted.
|
FIX.5.0SP2EP161 |
|
|
1997 |
UnderlyingEquityIDSource |
String |
Identifies the source of the UnderlyingEquityID(1996).
|
FIX.5.0SP2EP161 |
|
|
1998 |
UnderlyingLienSeniority |
int |
Indicates the seniority level of the lien in a loan.
|
FIX.5.0SP2EP161 |
|
|
1999 |
UnderlyingLoanFacility |
int |
Specifies the type of loan when the credit default swap's reference obligation is a loan.
|
FIX.5.0SP2EP161 |
|
|
2000 |
UnderlyingReferenceEntityType |
int |
Specifies the type of reference entity for first-to-default CDS basket contracts.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP192 |
|
2001 |
StrikeIndexSpread |
PriceOffset |
Specifies the strike price offset from the named index.
|
FIX.5.0SP2EP169 |
|
|
2002 |
ValuationSource |
String |
Specifies the source of trade valuation data.
|
FIX.5.0SP2EP169 |
|
|
2003 |
UnderlyingIndexSeries |
int |
The series identifier of a credit default swap index.
|
FIX.5.0SP2EP161 |
|
|
2004 |
UnderlyingIndexAnnexVersion |
int |
The version identifier of a credit default swap index annex.
|
FIX.5.0SP2EP161 |
|
|
2005 |
UnderlyingIndexAnnexDate |
LocalMktDate |
The date of a credit default swap index series annex.
|
FIX.5.0SP2EP161 |
|
|
2006 |
UnderlyingIndexAnnexSource |
String |
The source of a credit default swap index series annex.
|
FIX.5.0SP2EP161 |
|
|
2007 |
UnderlyingProductComplex |
String |
Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc
|
FIX.5.0SP2EP161 |
|
|
2008 |
UnderlyingSecurityGroup |
String |
An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.
|
FIX.5.0SP2EP161 |
|
|
2009 |
UnderlyingSettleOnOpenFlag |
String |
Indicator to determine if Instrument is Settle on Open.
|
FIX.5.0SP2EP161 |
|
|
2010 |
UnderlyingAssignmentMethod |
char |
Method under which assignment was conducted
|
FIX.5.0SP2EP161 |
|
|
2011 |
UnderlyingSecurityStatus |
String |
Gives the current state of the instrument
|
FIX.5.0SP2EP161 |
|
|
2012 |
UnderlyingObligationType |
String |
Type of reference obligation for credit derivatives contracts.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Bond |
Bond |
FIX.5.0SP2EP161 |
|
|
1 |
ConvertibleBond |
Convertible bond |
FIX.5.0SP2EP161 |
|
|
2 |
Mortgage |
Mortgage |
FIX.5.0SP2EP161 |
|
|
3 |
Loan |
Loan |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
|
|
2013 |
UnderlyingAssetClass |
int |
The broad asset category for assessing risk exposure.
|
FIX.5.0SP2EP161 |
|
|
2014 |
UnderlyingAssetSubClass |
int |
An indication of the general description of the asset class.
|
FIX.5.0SP2EP161 |
|
|
2015 |
UnderlyingAssetType |
String |
Used to provide more specific description of the asset specified in UnderlyingAssetSubClass(2082). See https://www.fixtrading.org/codelists/AssetType for code list of applicable values. ISO 4721 Currency Code values are to be used when specific currency as an asset type is to be expressed. Other values may be used by mutual agreement of the counterparties.
In the context of MiFID II's this may indicate the value needed in ESMA RTS 2 Annex IV Table 2 Field 16, or ESMA RTS 23 Annex I Table 2 'Sub product' field.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP235 |
|
2016 |
UnderlyingSwapClass |
String |
The type or classification of swap. Additional values may be used by mutual agreement of the counterparties.
|
FIX.5.0SP2EP161 |
|
|
2017 |
UnderlyingNthToDefault |
int |
The Nth reference obligation to default in a CDS reference basket. If specified without UnderlyingMthToDefault(2018) the default will trigger a CDS payout. If UnderlyingMthToDefault(2018) is also present then payout occurs between the Nth and Mth obligations to default.
|
FIX.5.0SP2EP161 |
|
|
2018 |
UnderlyingMthToDefault |
int |
The Mth reference obligation to default in a CDS reference basket. When UnderlyingNthToDefault(2017) and UnderlyingMthToDefault(2018) are represented then the CDS payout occurs between the Nth and Mth obligations to default.
|
FIX.5.0SP2EP161 |
|
|
2019 |
UnderlyingSettledEntityMatrixSource |
String |
Relevant settled entity matrix source.
|
FIX.5.0SP2EP161 |
|
|
2020 |
UnderlyingSettledEntityMatrixPublicationDate |
LocalMktDate |
Specifies the publication date of the applicable version of the matrix. If not specified, the Standard Terms Supplement defines rules for which version of the matrix is applicable.
|
FIX.5.0SP2EP161 |
|
|
2021 |
UnderlyingStrikeMultiplier |
float |
Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.
|
FIX.5.0SP2EP161 |
|
|
2022 |
UnderlyingStrikeValue |
float |
Used for derivatives. The number of shares/units for the financial instrument involved in the option trade.
|
FIX.5.0SP2EP161 |
|
|
2023 |
UnderlyingStrikePriceDeterminationMethod |
int |
Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP169 |
|
2024 |
UnderlyingStrikePriceBoundaryMethod |
int |
Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise.
|
FIX.5.0SP2EP161 |
|
|
2025 |
UnderlyingStrikePriceBoundaryPrecision |
Percentage |
Used in combination with StrikePriceBoundaryMethod(1479) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls.
|
FIX.5.0SP2EP161 |
|
|
2026 |
UnderlyingMinPriceIncrement |
float |
Minimum price increment for the instrument. Could also be used to represent tick value.
|
FIX.5.0SP2EP161 |
|
|
2027 |
UnderlyingMinPriceIncrementAmount |
Amt |
Minimum price increment amount associated with the UnderlyingMinPriceIncrement(2026). For listed derivatives, the value can be calculated by multiplying UnderlyingMinPriceIncrement(2026) by UnderlyingContractMultiplier(436).
|
FIX.5.0SP2EP161 |
|
|
2028 |
UnderlyingOptPayoutType |
int |
Indicates the type of valuation method or payout trigger for an in-the-money option.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP238 |
|
2029 |
UnderlyingOptPayoutAmount |
Amt |
Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount.
|
FIX.5.0SP2EP161 |
|
|
2030 |
UnderlyingPriceQuoteMethod |
String |
Method for price quotation.
|
FIX.5.0SP2EP161 |
|
|
2031 |
UnderlyingValuationMethod |
String |
Indicates type of valuation method used.
|
FIX.5.0SP2EP161 |
|
|
2032 |
UnderlyingListMethod |
int |
Indicates whether the instruments are pre-listed only or can also be defined via user request.
|
FIX.5.0SP2EP161 |
|
|
2033 |
UnderlyingCapPrice |
Price |
Used to express the ceiling price of a capped call.
|
FIX.5.0SP2EP161 |
|
|
2034 |
UnderlyingFloorPrice |
Price |
Used to express the floor price of a capped put.
|
FIX.5.0SP2EP161 |
|
|
2035 |
UnderlyingFlexibleIndicator |
Boolean |
Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator.
|
FIX.5.0SP2EP161 |
|
|
2036 |
UnderlyingFlexProductEligibilityIndicator |
Boolean |
Used to indicate if a product or group of product supports the creation of flexible securities.
|
FIX.5.0SP2EP161 |
|
|
2037 |
UnderlyingPositionLimit |
int |
Position limit for the instrument.
|
FIX.5.0SP2EP161 |
|
|
2038 |
UnderlyingNTPositionLimit |
int |
Position Limit in the near-term contract for a given exchange-traded product.
|
FIX.5.0SP2EP161 |
|
|
2039 |
UnderlyingPool |
String |
Identifies the mortgage backed security (MBS) / asset backed security (ABS) pool.
|
FIX.5.0SP2EP161 |
|
|
2040 |
UnderlyingContractSettlMonth |
MonthYear |
Specifies when the contract (i.e. MBS/TBA) will settle. Must be present for MBS/TBA.
|
FIX.5.0SP2EP161 |
|
|
2041 |
UnderlyingDatedDate |
LocalMktDate |
If different from IssueDate()
|
FIX.5.0SP2EP161 |
|
|
2042 |
UnderlyingInterestAccrualDate |
LocalMktDate |
If different from IssueDate and DatedDate
|
FIX.5.0SP2EP161 |
|
|
2043 |
UnderlyingShortSaleRestriction |
int |
Indicates whether a restriction applies to short selling a security.
|
FIX.5.0SP2EP161 |
|
|
2044 |
UnderlyingRefTickTableID |
int |
Spread table code referred by the security or symbol.
|
FIX.5.0SP2EP161 |
|
|
2045 |
NoUnderlyingComplexEvents |
NumInGroup |
Number of complex events in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
2046 |
UnderlyingComplexEventType |
int |
Identifies the type of complex event.
|
FIX.5.0SP2EP161 |
|
|
2047 |
UnderlyingComplexOptPayoutAmount |
Amt |
Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount.
|
FIX.5.0SP2EP161 |
|
|
2048 |
UnderlyingComplexEventPrice |
Price |
Specifies the price at which the complex event takes effect. Impact of the event price is determined by the UnderlyingComplexEventType(2046).
|
FIX.5.0SP2EP161 |
|
|
2049 |
UnderlyingComplexEventPriceBoundaryMethod |
int |
Specifies the boundary condition to be used for the event price relative to the UnderlyingComplexEventPrice(2048) at the point the complex event outcome takes effect as determined by the UnderlyingComplexEventPriceTimeType(2051).
|
FIX.5.0SP2EP161 |
|
|
2050 |
UnderlyingComplexEventPriceBoundaryPrecision |
Percentage |
Used in combination with UnderlyingComplexEventPriceBoundaryMethod(2049) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls.
|
FIX.5.0SP2EP161 |
|
|
2051 |
UnderlyingComplexEventPriceTimeType |
int |
Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the UnderlyingComplexEventType(2046).
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP169 |
|
2052 |
UnderlyingComplexEventCondition |
int |
Specifies the condition between complex events when more than one event is specified.
Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result.
|
FIX.5.0SP2EP161 |
|
|
2053 |
NoUnderlyingComplexEventDates |
NumInGroup |
Number of underlying complex event dates in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
2054 |
UnderlyingComplexEventStartDate |
UTCDateOnly |
The start date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options. The start date must always be less than or equal to end date.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP195 |
|
2055 |
UnderlyingComplexEventEndDate |
UTCDateOnly |
The end date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options. UnderlyingComplexEventEndDate(2056) must always be greater than or equal to UnderlyingComplexEventStartDate(2055).
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP195 |
|
2056 |
NoUnderlyingComplexEventTimes |
NumInGroup |
Number of complex event times in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
2057 |
UnderlyingComplexEventStartTime |
UTCTimeOnly |
The start time of the time range on which a complex event date is effective. UnderlyingComplexEventStartTime(2057) must always be less than or equal to UndelryingComplexEventEndTime(2058).
|
FIX.5.0SP2EP161 |
|
|
2058 |
UnderlyingComplexEventEndTime |
UTCTimeOnly |
The end time of the time range on which a complex event date is effective. UnderlyingComplexEventEndTime(2058) must always be greater than or equal to UnderlyingComplexEventStartTime(2057).
|
FIX.5.0SP2EP161 |
|
|
2059 |
NoLegEvents |
NumInGroup |
Number of events in the repeating group
|
FIX.5.0SP2EP161 |
|
|
2060 |
LegEventType |
int |
Code to represent the type of event.
|
FIX.5.0SP2EP161 |
|
|
2061 |
LegEventDate |
LocalMktDate |
The date of the event.
|
FIX.5.0SP2EP161 |
|
|
2062 |
LegEventTime |
UTCTimestamp |
Specific time of event. To be used in combination with LegEventDate(2061).
|
FIX.5.0SP2EP161 |
|
|
2063 |
LegEventTimeUnit |
String |
Time unit associated with the event.
|
FIX.5.0SP2EP161 |
|
|
2064 |
LegEventTimePeriod |
int |
Time unit multiplier for the event.
|
FIX.5.0SP2EP161 |
|
|
2065 |
LegEventPx |
Price |
Predetermined price of issue at event, if applicable.
|
FIX.5.0SP2EP161 |
|
|
2066 |
LegEventText |
String |
Free form text to specify additional information or enumeration description when a standard value does not apply.
|
FIX.5.0SP2EP161 |
|
|
2067 |
LegAssetClass |
int |
The broad asset category for assessing risk exposure.
|
FIX.5.0SP2EP161 |
|
|
2068 |
LegAssetSubClass |
int |
The general subcategory description of the asset class.
|
FIX.5.0SP2EP161 |
|
|
2069 |
LegAssetType |
String |
Used to provide more specific description of the asset specified in LegAssetSubClass(2068). See https://www.fixtrading.org/codelists/AssetType for code list of applicable values. ISO 4721 Currency Code values are to be used when specific currency as an asset type is to be expressed. Other values may be used by mutual agreement of the counterparties.
In the context of MiFID II's this may indicate the value needed in ESMA RTS 2 Annex IV Table 2 Field 16, or ESMA RTS 23 Annex I Table 2 'Sub product' field.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP235 |
|
2070 |
LegSwapClass |
String |
Swap type.
|
FIX.5.0SP2EP161 |
|
|
2071 |
UnderlyingEventText |
String |
Free form text to specify comments related to the event.
|
FIX.5.0SP2EP161 |
|
|
2072 |
EncodedUnderlyingEventTextLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedUnderlyingEventText(2073) field.
|
FIX.5.0SP2EP161 |
|
|
2073 |
EncodedUnderlyingEventText |
data |
Encoded (non-ASCII characters) representation of the UnderlyingEventText(2071) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingEventText(2071) field.
|
FIX.5.0SP2EP161 |
|
|
2074 |
EncodedLegEventTextLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedLegEventText(2075) field.
|
FIX.5.0SP2EP161 |
|
|
2075 |
EncodedLegEventText |
data |
Encoded (non-ASCII characters) representation of the LegEventText(2066) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegEventText(2066) field.
|
FIX.5.0SP2EP161 |
|
|
2076 |
NoLegSecondaryAssetClasses |
NumInGroup |
Number of secondary asset classes in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
2077 |
LegSecondaryAssetClass |
int |
The broad asset category for assessing risk exposure for a multi-asset trade.
|
FIX.5.0SP2EP161 |
|
|
2078 |
LegSecondaryAssetSubClass |
int |
An indication of the general description of the asset class.
|
FIX.5.0SP2EP161 |
|
|
2079 |
LegSecondaryAssetType |
String |
Used to provide more specific description of the asset specified in LegSecondaryAssetSubClass(2078). See https://www.fixtrading.org/codelists/AssetType for code list of applicable values. ISO 4721 Currency Code values are to be used when specific currency as an asset type is to be expressed. Other values may be used by mutual agreement of the counterparties.
In the context of MiFID II's this may indicate the value needed in ESMA RTS 2 Annex IV Table 2 Field 16, or ESMA RTS 23 Annex I Table 2 'Sub product' field.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP235 |
|
2080 |
NoUnderlyingSecondaryAssetClasses |
NumInGroup |
Number of secondary asset classes in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
2081 |
UnderlyingSecondaryAssetClass |
int |
The broad asset category for assessing risk exposure for a multi-asset trade.
|
FIX.5.0SP2EP161 |
|
|
2082 |
UnderlyingSecondaryAssetSubClass |
int |
An indication of the general description of the asset class.
|
FIX.5.0SP2EP161 |
|
|
2083 |
UnderlyingSecondaryAssetType |
String |
Used to provide more specific description of the asset specified in UnderlyingSecondaryAssetSubClass(2082). See https://www.fixtrading.org/codelists/AssetType for code list of applicable values. ISO 4721 Currency Code values are to be used when specific currency as an asset type is to be expressed. Other values may be used by mutual agreement of the counterparties.
In the context of MiFID II's this may indicate the value needed in ESMA RTS 2 Annex IV Table 2 Field 16, or ESMA RTS 23 Annex I Table 2 'Sub product' field.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP235 |
|
2084 |
PreviousClearingBusinessDate |
LocalMktDate |
The date of the previous clearing business day.
|
FIX.5.0SP2EP162 |
|
|
2085 |
ValuationDate |
LocalMktDate |
The valuation date of the trade.
|
FIX.5.0SP2EP162 |
FIX.5.0SP2EP169 |
|
2086 |
ValuationTime |
LocalMktTime |
The valuation time of the trade.
|
FIX.5.0SP2EP162 |
FIX.5.0SP2EP169 |
|
2087 |
ValuationBusinessCenter |
String |
Identifies the business center whose calendar is used for valuation, e.g. "GLOB". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP162 |
|
|
2088 |
MarginAmtFXRate |
float |
Foreign exchange rate used to compute the MarginAmt(1645) from the MarginAmtCcy(1646) and the Currency(15).
|
FIX.5.0SP2EP162 |
|
|
2089 |
MarginAmtFXRateCalc |
char |
Specifies whether or not MarginAmtFXRate(2088) should be multipled or divided.
|
FIX.5.0SP2EP162 |
|
|
2090 |
CollateralFXRate |
float |
Foreign exchange rate used to compute the CurrentCollateralAmount(1704) from the CollateralCurrency(1646) and the Currency(15).
|
FIX.5.0SP2EP162 |
|
|
2091 |
CollateralFXRateCalc |
char |
Specifies whether or not CollateralFXRate(2090) should be multipled or divided.
|
FIX.5.0SP2EP162 |
|
|
2092 |
CollateralAmountMarketSegmentID |
String |
Market segment associated with the collateral amount.
|
FIX.5.0SP2EP162 |
|
|
2093 |
CollateralAmountMarketID |
String |
Market associated with the collateral amount.
|
FIX.5.0SP2EP162 |
|
|
2094 |
PayCollectFXRate |
float |
Foreign exchange rate used to compute the PayAmount(1710) or CollectAmount(1711) from the PayCollectCurrency(1709) and the Currency(15).
|
FIX.5.0SP2EP162 |
|
|
2095 |
PayCollectFXRateCalc |
char |
Specifies whether or not PayCollectFXRate(2094) should be multipled or divided.
|
FIX.5.0SP2EP162 |
|
|
2096 |
PosAmtStreamDesc |
String |
Corresponds to the value in StreamDesc(40051) in the StreamGrp component.
|
FIX.5.0SP2EP162 |
|
|
2097 |
PositionFXRate |
float |
Foreign exchange rate used to compute the PosAmt(708) from the PositionCurrency(1055) and the Currency (15).
|
FIX.5.0SP2EP162 |
|
|
2098 |
PositionFXRateCalc |
char |
Specifies whether or not PositionFXRate(2097) should be multipled or divided.
|
FIX.5.0SP2EP162 |
|
|
2099 |
PosAmtMarketSegmentID |
String |
Market segment associated with the position amount.
|
FIX.5.0SP2EP162 |
|
|
2100 |
PosAmtMarketID |
String |
Market associated with the position amount.
|
FIX.5.0SP2EP162 |
|
|
2101 |
TerminatedIndicator |
Boolean |
Indicates if the position has been terminated.
|
FIX.5.0SP2EP162 |
|
|
2102 |
ShortMarkingExemptIndicator |
Boolean |
Indicates whether the originating account is exempt (Y) from marking orders as short or not (N). This designation may be used on both buy and sell orders.
|
FIX.5.0SP2EP164 |
|
|
2103 |
RelatedRegulatoryTradeIDSource |
String |
Specifies the identifier of the reporting entity as assigned by regulatory agency.
|
FIX.5.0SP2EP165 |
|
|
2104 |
NoAttachments |
NumInGroup |
The number of attached files.
|
FIX.5.0SP2EP167 |
|
|
2105 |
AttachmentName |
String |
Specifies the file name of the attachment.
|
FIX.5.0SP2EP167 |
|
|
2106 |
AttachmentMediaType |
String |
The MIME media type (and optional subtype) of the attachment. The values used are those assigned, listed and maintained by IANA (www.iana.org) [RFC2046]. See http://www.iana.org/assignments/media-types/index.html for available types.
Examples values (RFC number provided for reference here only): "application/pdf" (see [RFC3778]) "application/msword" (for .doc files) "multipart/signed" (see [RFC1847]) "application/vnd.openxmlformats-officedocument.wordprocessingml.document" (for .docx files)
|
FIX.5.0SP2EP167 |
|
|
2107 |
AttachmentClassification |
String |
Specifies semantically the type of the attached document from a business perspective. The default classification scheme reuses the FIX standard classification scheme of a high level section (pretrade, trade, posttrade, etc.) and a category, then a specific application or document type. The expression follows {"section/category/application type"}.
The goal here is to map the attachment into the sections and categories of the FIX business messages if possible. The classification scheme can be expanded or replaced by counterparty agreement. This approach permits the introduction and reference to other business ontologies.
Example: posttrade/confirmation/confirm pretrade//termsheet
|
FIX.5.0SP2EP167 |
|
|
2108 |
AttachmentExternalURL |
String |
Used to specify an external URL where the attachment can be obtained.
|
FIX.5.0SP2EP167 |
|
|
2109 |
AttachmentEncodingType |
int |
The encoding type of the content provided in EncodedAttachment(2112).
MessageEncoding(347) that defines how FIX fields of type Data are encoded. The MessageEncoding(347) is used embed text in another character set (e.g. Unicode or Shift-JIS) within FIX.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Base64 |
Base64 Encoding. |
FIX.5.0SP2EP167 |
|
|
1 |
RawBinary |
Unencoded binary content. |
FIX.5.0SP2EP167 |
|
|
|
FIX.5.0SP2EP167 |
|
|
2110 |
UnencodedAttachmentLen |
int |
Unencoded content length in bytes. Can be used to validate successful unencoding.
|
FIX.5.0SP2EP167 |
|
|
2111 |
EncodedAttachmentLen |
Length |
Byte length of encoded the EncodedAttachment(2112) field.
|
FIX.5.0SP2EP167 |
|
|
2112 |
EncodedAttachment |
data |
The content of the attachment in the encoding format specified in the AttachmentEncodingType(2109) field.
|
FIX.5.0SP2EP167 |
|
|
2113 |
NoAttachmentKeywords |
NumInGroup |
The number of attachment keywords.
|
FIX.5.0SP2EP167 |
|
|
2114 |
AttachmentKeyword |
String |
Can be used to provide data or keyword tagging of the content of the attachment.
|
FIX.5.0SP2EP167 |
|
|
2115 |
NegotiationMethod |
int |
Specifies the negotiation method to be used.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
AutoSpot |
The spot price for the reference or benchmark security is provided automatically. |
FIX.5.0SP2EP168 |
|
|
1 |
NegotiatedSpot |
The spot price for the reference or benchmark security is to be negotiated. |
FIX.5.0SP2EP168 |
|
|
2 |
PhoneSpot |
The spot price for the reference of benchmark security is to be negotiated via phone or voice. |
FIX.5.0SP2EP168 |
FIX.5.0SP2EP208 |
|
|
FIX.5.0SP2EP168 |
|
|
2116 |
NextAuctionTime |
UTCTimestamp |
The time of the next auction.
|
FIX.5.0SP2EP168 |
|
|
2117 |
ComplexOptPayoutPaySide |
int |
Trade side of payout payer.
|
FIX.5.0SP2EP169 |
|
|
2118 |
ComplexOptPayoutReceiveSide |
int |
Trade side of payout receiver.
|
FIX.5.0SP2EP169 |
|
|
2119 |
ComplexOptPayoutUnderlier |
String |
Reference to the underlier whose payments are being passed through.
|
FIX.5.0SP2EP169 |
|
|
2120 |
ComplexOptPayoutPercentage |
Percentage |
Percentage of observed price for calculating the payout associated with the event.
|
FIX.5.0SP2EP169 |
|
|
2121 |
ComplexOptPayoutTime |
int |
Specifies when the payout is to occur.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Close |
Close |
FIX.5.0SP2EP169 |
|
|
1 |
Open |
Open |
FIX.5.0SP2EP169 |
|
|
2 |
OfficialSettl |
Official settlement |
FIX.5.0SP2EP169 |
|
|
3 |
ValuationTime |
Valuation time |
FIX.5.0SP2EP169 |
|
|
4 |
ExcahgneSettlTime |
Exchange settlement time |
FIX.5.0SP2EP169 |
|
|
5 |
DerivativesClose |
Derivatives close |
FIX.5.0SP2EP169 |
|
|
6 |
AsSpecified |
As specified in master confirmation |
FIX.5.0SP2EP169 |
|
|
|
FIX.5.0SP2EP169 |
|
|
2122 |
ComplexOptPayoutCurrency |
Currency |
Specifies the currency of the payout amount. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP169 |
|
|
2123 |
ComplexEventPricePercentage |
Percentage |
Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the ComplexEventType(1484).
|
FIX.5.0SP2EP169 |
|
|
2124 |
ComplexEventCurrencyOne |
Currency |
Specifies the first or only reference currency of the trade. Uses ISO 4217 currency codes.
Applicable for complex FX option strategies.
|
FIX.5.0SP2EP169 |
|
|
2125 |
ComplexEventCurrencyTwo |
Currency |
Specifies the second reference currencyof the trade. Uses ISO 4217 currency codes.
Applicable for complex FX option strategies.
|
FIX.5.0SP2EP169 |
|
|
2126 |
ComplexEventQuoteBasis |
int |
For foreign exchange Quanto option feature.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Currency1PerCurrency2 |
Currency 1 per currency 2 |
FIX.5.0SP2EP169 |
|
|
1 |
Currency2PerCurrency1 |
Currency 2 per currency 1 |
FIX.5.0SP2EP169 |
|
|
|
FIX.5.0SP2EP169 |
|
|
2127 |
ComplexEventFixedFXRate |
float |
Specifies the fixed FX rate alternative for FX Quantro options.
|
FIX.5.0SP2EP169 |
|
|
2128 |
ComplexEventDeterminationMethod |
String |
Specifies the method according to which an amount or a date is determined. See http://www.fpml.org/coding-scheme/determination-method for values.
|
FIX.5.0SP2EP169 |
|
|
2129 |
ComplexEventCalculationAgent |
int |
Used to identify the calculation agent.
|
FIX.5.0SP2EP169 |
|
|
2130 |
ComplexEventStrikePrice |
Price |
Upper strike price for Asian option feature. Strike percentage for a Strike Spread.
|
FIX.5.0SP2EP169 |
|
|
2131 |
ComplexEventStrikeFactor |
float |
Strike factor for Asian option feature. Upper strike percentage for a Strike Spread.
|
FIX.5.0SP2EP169 |
|
|
2132 |
ComplexEventStrikeNumberOfOptions |
int |
Upper string number of options for a Strike Spread.
|
FIX.5.0SP2EP169 |
|
|
2133 |
ComplexEventCreditEventsXIDRef |
XIDREF |
Reference to credit event table elsewhere in the message.
|
FIX.5.0SP2EP169 |
|
|
2134 |
ComplexEventCreditEventNotifyingParty |
int |
The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
SellerNotifies |
Seller notifies |
FIX.5.0SP2EP169 |
|
|
1 |
BuyerNotifies |
Buyer notifies |
FIX.5.0SP2EP169 |
|
|
2 |
SellerOrBuyerNotifies |
Seller or buyer notifies |
FIX.5.0SP2EP169 |
|
|
|
FIX.5.0SP2EP169 |
|
|
2135 |
ComplexEventCreditEventBusinessCenter |
String |
The local business center for which the credit event is to be determined. The inclusion of this business center implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the specified business center. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP169 |
|
|
2136 |
ComplexEventCreditEventStandardSources |
Boolean |
When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable.
|
FIX.5.0SP2EP169 |
|
|
2137 |
ComplexEventCreditEventMinimumSources |
int |
The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two.
ISDA 2003 Term: Specified Number.
|
FIX.5.0SP2EP169 |
|
|
2138 |
ComplexEventXID |
XID |
Identifier of this complex event for cross referencing elsewhere in the message.
|
FIX.5.0SP2EP169 |
|
|
2139 |
ComplexEventXIDRef |
XIDREF |
Reference to a complex event elsewhere in the message.
|
FIX.5.0SP2EP169 |
|
|
2140 |
ValuationReferenceModel |
String |
Specifies the methodology and/or assumptions used to generate the trade value.
|
FIX.5.0SP2EP169 |
|
|
2141 |
StrategyType |
String |
Specifies the type of trade strategy.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
STD |
Straddle |
Straddle |
FIX.5.0SP2EP169 |
|
|
STG |
Strangle |
Strangle |
FIX.5.0SP2EP169 |
|
|
BF |
Butterfly |
Butterfly |
FIX.5.0SP2EP169 |
|
|
CNDR |
Condor |
Condor |
FIX.5.0SP2EP169 |
|
|
CISN |
CallableInversibleSnowball |
Callable inversible snowball |
FIX.5.0SP2EP169 |
|
|
OTHER |
Other |
Other |
FIX.5.0SP2EP169 |
|
|
|
FIX.5.0SP2EP169 |
|
|
2142 |
CommonPricingIndicator |
Boolean |
When this element is specified and set to 'Y', it indicates that common pricing applies. Common pricing may be relevant for a transaction that references more than one commodity reference price.
|
FIX.5.0SP2EP169 |
|
|
2143 |
SettlDisruptionProvision |
int |
Specifies the consequences of bullion settlement disruption events.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Negotiation |
Negotiation |
FIX.5.0SP2EP169 |
|
|
2 |
Cancellation |
Cancellation and payment |
FIX.5.0SP2EP169 |
|
|
|
FIX.5.0SP2EP169 |
|
|
2144 |
InstrumentRoundingDirection |
char |
Specifies the rounding direction if not overridden elsewhere.
|
FIX.5.0SP2EP169 |
FIX.5.0SP2EP208 |
|
2145 |
InstrumentRoundingPrecision |
int |
Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7.
|
FIX.5.0SP2EP169 |
|
|
2146 |
LegSettleOnOpenFlag |
String |
Indicator to determine if the instrument is to settle on open.
|
FIX.5.0SP2EP169 |
|
|
2147 |
LegInstrmtAssignmentMethod |
char |
Specifies the method under which assignment was conducted.
|
FIX.5.0SP2EP169 |
|
|
2148 |
LegSecurityStatus |
String |
Used for derivatives. Denotes the current state of the InstrumentLeg.
|
FIX.5.0SP2EP169 |
|
|
2149 |
LegRestructuringType |
String |
A category of CDS credit event in which the underlying bond experiences a restructuring. Used to define a CDS instrument.
|
FIX.5.0SP2EP169 |
|
|
2150 |
LegSeniority |
String |
Specifies which issue (underlying bond) will receive payment priority in the event of a default. Used to define a CDS instrument.
|
FIX.5.0SP2EP169 |
|
|
2151 |
LegNotionalPercentageOutstanding |
Percentage |
Indicates the notional percentage of the deal that is still outstanding based on the remaining components of the index. Used to calculate the true value of a CDS trade or position.
|
FIX.5.0SP2EP169 |
|
|
2152 |
LegOriginalNotionalPercentageOutstanding |
Percentage |
Used to reflect the Original value prior to the application of a credit event. See LegNotionalPercentageOutstanding(2151).
|
FIX.5.0SP2EP169 |
|
|
2153 |
LegAttachmentPoint |
Percentage |
Lower bound percentage of the loss that the tranche can endure.
|
FIX.5.0SP2EP169 |
|
|
2154 |
LegDetachmentPoint |
Percentage |
Upper bound percentage of the loss the tranche can endure.
|
FIX.5.0SP2EP169 |
|
|
2155 |
LegObligationType |
String |
Type of reference obligation for credit derivatives contracts.
|
FIX.5.0SP2EP169 |
|
|
2156 |
LegSwapSubClass |
String |
The sub-classification or notional schedule type of the swap.
|
FIX.5.0SP2EP169 |
FIX.5.0SP2EP238 |
|
2157 |
LegNthToDefault |
int |
The Nth reference obligation in a CDS reference basket. If specified without LegMthToDefault(2158) the default will trigger a CDS payout. If LegMthToDefault(2158) is also present then payout occurs between the Nth and Mth obligations to default.
|
FIX.5.0SP2EP169 |
|
|
2158 |
LegMthToDefault |
int |
The Mth reference obligation to default in a CDS reference basket. When an NthToDefault(2157) to MthToDefault(2158) are represented then the CDS payout occurs between the Nth and Mth obligations to default.
|
FIX.5.0SP2EP169 |
|
|
2159 |
LegSettledEntityMatrixSource |
String |
Relevant settled entity matrix source.
|
FIX.5.0SP2EP169 |
|
|
2160 |
LegSettledEntityMatrixPublicationDate |
LocalMktDate |
The publication date of the applicable version of the matrix. When this element is omitted, the Standard Terms Supplement defines rules for which version of the matrix is applicable.
|
FIX.5.0SP2EP169 |
|
|
2161 |
LegCouponType |
int |
Specifies the coupon type of the bond.
|
FIX.5.0SP2EP169 |
|
|
2162 |
LegTotalIssuedAmount |
Amt |
Specifies the total amount of the issue. Corresponds to the par value multiplied by the number of issued security.
|
FIX.5.0SP2EP169 |
|
|
2163 |
LegCouponFrequencyPeriod |
int |
Time unit multiplier for the frequency of the bond's coupon payment.
|
FIX.5.0SP2EP169 |
|
|
2164 |
LegCouponFrequencyUnit |
String |
Time unit associated with the frequency of the bond's coupon payment.
|
FIX.5.0SP2EP169 |
|
|
2165 |
LegCouponDayCount |
int |
The day count convention used in interest calculations for a bond or an interest bearing security.
|
FIX.5.0SP2EP169 |
|
|
2166 |
LegConvertibleBondEquityID |
String |
Identifies the equity in which a convertible bond can be converted to.
|
FIX.5.0SP2EP169 |
|
|
2167 |
LegConvertibleBondEquityIDSource |
String |
Identifies class or source of the LegConvertibleBondEquitySecurityID(2166) value.
|
FIX.5.0SP2EP169 |
|
|
2168 |
LegContractPriceRefMonth |
MonthYear |
Reference month if there is no applicable LegMaturityMonthYear(610) value for the contract or security.
|
FIX.5.0SP2EP169 |
|
|
2169 |
LegLienSeniority |
int |
Indicates the seniority level of the lien in a loan.
|
FIX.5.0SP2EP169 |
|
|
2170 |
LegLoanFacility |
int |
Specifies the type of loan when the credit default swap's reference obligation is a loan.
|
FIX.5.0SP2EP169 |
|
|
2171 |
LegReferenceEntityType |
int |
Specifies the type of reference entity for first-to-default CDS basket contracts.
|
FIX.5.0SP2EP169 |
FIX.5.0SP2EP192 |
|
2172 |
LegIndexSeries |
int |
The series identifier of a credit default swap index.
|
FIX.5.0SP2EP169 |
|
|
2173 |
LegIndexAnnexVersion |
int |
The version of a credit default swap index annex.
|
FIX.5.0SP2EP169 |
|
|
2174 |
LegIndexAnnexDate |
LocalMktDate |
The date of a credit default swap index series annex.
|
FIX.5.0SP2EP169 |
|
|
2175 |
LegIndexAnnexSource |
String |
The source of a credit default swap series annex.
|
FIX.5.0SP2EP169 |
|
|
2176 |
LegSettlRateIndex |
String |
In an outright or forward commodity trade that is cash settled this is the index used to determine the cash payment.
|
FIX.5.0SP2EP169 |
|
|
2177 |
LegSettlRateIndexLocation |
String |
This is an optional qualifying attribute of LegSettlementRateIndex(2176) such as the delivery zone for an electricity contract.
|
FIX.5.0SP2EP169 |
|
|
2178 |
LegOptionExpirationDesc |
String |
Description of the option expiration.
|
FIX.5.0SP2EP169 |
|
|
2179 |
EncodedLegOptionExpirationDescLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedLegOptionExpirationDesc(2180) field.
|
FIX.5.0SP2EP169 |
|
|
2180 |
EncodedLegOptionExpirationDesc |
data |
Encoded (non-ASCII characters) representation of the LegOptionExpirationDesc(2178) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegOptionExpirationDesc(2178).
|
FIX.5.0SP2EP169 |
|
|
2181 |
LegStrikeMultiplier |
float |
Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.
|
FIX.5.0SP2EP169 |
|
|
2182 |
LegStrikeValue |
float |
The number of shares/units for the financial instrument involved in the option trade. Used for derivatives.
|
FIX.5.0SP2EP169 |
|
|
2183 |
LegStrikeUnitOfMeasure |
String |
Used to express the unit of measure (UOM) of the price if different from the contract.
|
FIX.5.0SP2EP169 |
|
|
2184 |
LegStrikeIndex |
String |
Specifies the index used to calculate the strike price.
|
FIX.5.0SP2EP169 |
|
|
2185 |
LegStrikeIndexSpread |
PriceOffset |
Specifies the strike price offset from the named index.
|
FIX.5.0SP2EP169 |
|
|
2186 |
LegStrikePriceDeterminationMethod |
int |
Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying.
|
FIX.5.0SP2EP169 |
|
|
2187 |
LegStrikePriceBoundaryMethod |
int |
Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise.
|
FIX.5.0SP2EP169 |
|
|
2188 |
LegStrikePriceBoundaryPrecision |
Percentage |
Used in combination with StrikePriceBoundaryMethod(2187) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls.
|
FIX.5.0SP2EP169 |
|
|
2189 |
LegUnderlyingPriceDeterminationMethod |
int |
Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option").
|
FIX.5.0SP2EP169 |
|
|
2190 |
LegMinPriceIncrement |
float |
Minimum price increment for a given exchange-traded instrument. Could also be used to represent tick value.
|
FIX.5.0SP2EP169 |
|
|
2191 |
LegMinPriceIncrementAmount |
Amt |
Minimum price increment amount associated with the LegMinPriceIncrement(2190). For listed derivatives, the value can be calculated by multiplying LegMinPriceIncrement(2190) by LegContractMultiplier(614).
|
FIX.5.0SP2EP169 |
|
|
2192 |
LegSettlMethod |
String |
Settlement method for a contract or instrument. Additional values may be used with bilateral agreement.
|
FIX.5.0SP2EP169 |
FIX.5.0SP2EP208 |
|
2193 |
LegOptPayoutType |
int |
Indicates the type of valuation method or trigger payout for an in-the-money option.
|
FIX.5.0SP2EP169 |
FIX.5.0SP2EP238 |
|
2194 |
LegOptPayoutAmount |
Amt |
Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount.
|
FIX.5.0SP2EP169 |
|
|
2195 |
LegPriceQuoteMethod |
String |
Specifies the method for price quotation.
|
FIX.5.0SP2EP169 |
|
|
2196 |
LegValuationMethod |
String |
Specifies the type of valuation method applied.
|
FIX.5.0SP2EP169 |
|
|
2197 |
LegValuationSource |
String |
Specifies the source of trade valuation data.
|
FIX.5.0SP2EP169 |
|
|
2198 |
LegValuationReferenceModel |
String |
Specifies the methodology and/or assumptions used to generate the trade value.
|
FIX.5.0SP2EP169 |
|
|
2199 |
LegListMethod |
int |
Indicates whether instruments are pre-listed only or can also be defined via user request.
|
FIX.5.0SP2EP169 |
|
|
2200 |
LegCapPrice |
Price |
Used to express the ceiling price of a capped call.
|
FIX.5.0SP2EP169 |
|
|
2201 |
LegFloorPrice |
Price |
Used to express the floor price of a capped put.
|
FIX.5.0SP2EP169 |
|
|
2202 |
LegFlexibleIndicator |
Boolean |
Used 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 to LegCFICode(608) Standard/Non-standard attribute.
|
FIX.5.0SP2EP169 |
|
|
2203 |
LegFlexProductEligibilityIndicator |
Boolean |
Used to indicate if a product or group of product supports the creation of flexible securities.
|
FIX.5.0SP2EP169 |
|
|
2204 |
LegComplexEventStartTime |
UTCTimeOnly |
The start time of the time range on which a complex event date is effective. The start time must always be less than or equal to the end time.
|
FIX.5.0SP2EP169 |
|
|
2205 |
LegPositionLimit |
int |
Position Limit for a given exchange-traded product.
|
FIX.5.0SP2EP169 |
|
|
2206 |
LegNTPositionLimit |
int |
Position limit in the near-term contract for a given exchange-traded product.
|
FIX.5.0SP2EP169 |
|
|
2207 |
LegCPProgram |
int |
The program under which a commercial paper is issued.
|
FIX.5.0SP2EP169 |
|
|
2208 |
LegCPRegType |
String |
The registration type of a commercial paper issuance.
|
FIX.5.0SP2EP169 |
|
|
2209 |
LegShortSaleRestriction |
int |
Indicates whether a restriction applies to short selling a security.
|
FIX.5.0SP2EP169 |
|
|
2210 |
AssetGroup |
int |
Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Financials |
A categorization which usually includes rates, foreign exchange, credit, bonds and equity products or assets. |
FIX.5.0SP2EP192 |
|
|
2 |
Commodities |
A categorization which usually includes hard commodities such as agricultural, metals, freight, energy products or assets. |
FIX.5.0SP2EP192 |
|
|
3 |
AlternativeInvestments |
A categorization which usually includes weather, housing, and commodity indices products or assets. |
FIX.5.0SP2EP192 |
|
|
|
FIX.5.0SP2EP192 |
|
|
2211 |
LegStrategyType |
String |
Specifies the type of trade strategy.
|
FIX.5.0SP2EP169 |
|
|
2212 |
LegCommonPricingIndicator |
Boolean |
When this element is specified and set to 'Y', it indicates that common pricing applies. Common pricing may be relevant for a transaction that references more than one commodity reference price.
|
FIX.5.0SP2EP169 |
|
|
2213 |
LegSettlDisruptionProvision |
int |
Specifies the consequences of bullion settlement disruption events.
|
FIX.5.0SP2EP169 |
|
|
2214 |
LegInstrumentRoundingDirection |
char |
Specifies the rounding direction if not overridden elsewhere.
Applicable for complex FX option strategies.
|
FIX.5.0SP2EP169 |
FIX.5.0SP2EP208 |
|
2215 |
LegInstrumentRoundingPrecision |
int |
Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7.
|
FIX.5.0SP2EP169 |
|
|
2216 |
MiscFeeRate |
Percentage |
The fee rate when MiscFeeAmt(137) is a percentage of trade quantity.
|
FIX.5.0SP2EP169 |
|
|
2217 |
MiscFeeAmountDue |
Amt |
The fee amount due if different from MiscFeeAmt(137).
|
FIX.5.0SP2EP169 |
|
|
2218 |
NoLegComplexEvents |
NumInGroup |
Number of complex events in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
2219 |
LegComplexEventType |
int |
Identifies the type of complex event.
|
FIX.5.0SP2EP169 |
|
|
2220 |
LegComplexOptPayoutPaySide |
int |
Trade side of payout payer.
|
FIX.5.0SP2EP169 |
|
|
2221 |
LegComplexOptPayoutReceiveSide |
int |
Trade side of payout receiver.
|
FIX.5.0SP2EP169 |
|
|
2222 |
LegComplexOptPayoutUnderlier |
String |
Reference to the underlier whose payments are being passed through.
|
FIX.5.0SP2EP169 |
|
|
2223 |
LegComplexOptPayoutAmount |
Amt |
Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount.
|
FIX.5.0SP2EP169 |
|
|
2224 |
LegComplexOptPayoutPercentage |
Percentage |
Percentage of observed price for calculating the payout associated with the event.
|
FIX.5.0SP2EP169 |
|
|
2225 |
LegComplexOptPayoutTime |
int |
Specifies when the payout is to occur.
|
FIX.5.0SP2EP169 |
|
|
2226 |
LegComplexOptPayoutCurrency |
Currency |
Specifies the currency of the payout amount. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP169 |
|
|
2227 |
LegComplexEventPrice |
Price |
Specifies the price at which the complex event takes effect. Impact of the event price is determined by the LegComplexEventType(2219).
|
FIX.5.0SP2EP169 |
|
|
2228 |
LegComplexEventPricePercentage |
Percentage |
Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the LegComplexEventType(2219).
|
FIX.5.0SP2EP169 |
|
|
2229 |
LegComplexEventPriceBoundaryMethod |
int |
Specifies the boundary condition to be used for the event price relative to the complex event price at the point the complex event outcome takes effect as determined by the LegComplexEventPriceTimeType(2231).
|
FIX.5.0SP2EP169 |
|
|
2230 |
LegComplexEventPriceBoundaryPrecision |
Percentage |
Used in combination with LegComplexEventPriceBoundaryMethod(2229) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls.
|
FIX.5.0SP2EP169 |
|
|
2231 |
LegComplexEventPriceTimeType |
int |
Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the LegComplexEventType(2219).
|
FIX.5.0SP2EP169 |
|
|
2232 |
LegComplexEventCondition |
int |
Specifies the condition between complex events when more than one event is specified. Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result.
|
FIX.5.0SP2EP169 |
|
|
2233 |
LegComplexEventCurrencyOne |
Currency |
Specifies the first or only reference currency of the trade. Uses ISO 4217 currency codes.
Applicable for complex FX option strategies.
|
FIX.5.0SP2EP169 |
|
|
2234 |
LegComplexEventCurrencyTwo |
Currency |
Specifies the second reference currency of the trade. Uses ISO 4217 currency codes.
Applicable for complex FX option strategies.
|
FIX.5.0SP2EP169 |
|
|
2235 |
LegComplexEventQuoteBasis |
int |
For foreign exchange Quanto option feature.
|
FIX.5.0SP2EP169 |
|
|
2236 |
LegComplexEventFixedFXRate |
float |
Specifies the fixed FX rate alternative for FX Quantro options.
|
FIX.5.0SP2EP169 |
|
|
2237 |
LegComplexEventDeterminationMethod |
String |
Specifies the method according to which an amount or a date is determined. See http://www.fpml.org/coding-scheme/determination-method for values.
|
FIX.5.0SP2EP169 |
|
|
2238 |
LegComplexEventCalculationAgent |
int |
Used to identify the calculation agent.
|
FIX.5.0SP2EP169 |
|
|
2239 |
LegComplexEventStrikePrice |
Price |
Upper strike price for Asian option feature. Strike percentage for a Strike Spread.
|
FIX.5.0SP2EP169 |
|
|
2240 |
LegComplexEventStrikeFactor |
float |
Strike factor for Asian option feature. Upper strike percentage for a Strike Spread.
|
FIX.5.0SP2EP169 |
|
|
2241 |
LegComplexEventStrikeNumberOfOptions |
int |
Upper string number of options for a Strike Spread.
|
FIX.5.0SP2EP169 |
|
|
2242 |
LegComplexEventCreditEventsXIDRef |
XIDREF |
Reference to credit event table elsewhere in the message.
|
FIX.5.0SP2EP169 |
|
|
2243 |
LegComplexEventCreditEventNotifyingParty |
int |
The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring.
|
FIX.5.0SP2EP169 |
|
|
2244 |
LegComplexEventCreditEventBusinessCenter |
String |
Specifies the local business center for which the credit event is to be determined. The inclusion of this business center implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the specified business center. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP169 |
|
|
2245 |
LegComplexEventCreditEventStandardSources |
Boolean |
When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable.
|
FIX.5.0SP2EP169 |
|
|
2246 |
LegComplexEventCreditEventMinimumSources |
int |
The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two.
ISDA 2003 Term: Specified Number.
|
FIX.5.0SP2EP169 |
|
|
2247 |
LegComplexEventEndTime |
UTCTimeOnly |
The end time of the time range on which a complex event date is effective. The end time must always be greater than or equal to the start time.
|
FIX.5.0SP2EP169 |
|
|
2248 |
LegComplexEventXID |
XID |
Identifier of this complex event for cross referencing elsewhere in the message.
|
FIX.5.0SP2EP169 |
|
|
2249 |
LegComplexEventXIDRef |
XIDREF |
Reference to a complex event elsewhere in the message.
|
FIX.5.0SP2EP169 |
|
|
2250 |
NoLegComplexEventDates |
NumInGroup |
Number of complex event dates in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
2251 |
LegComplexEventStartDate |
UTCDateOnly |
The start date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options. The start date must always be less than or equal to end date.
|
FIX.5.0SP2EP169 |
FIX.5.0SP2EP195 |
|
2252 |
LegComplexEventEndDate |
UTCDateOnly |
The end date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options. The end date must always be greater than or equal to start date.
|
FIX.5.0SP2EP169 |
FIX.5.0SP2EP195 |
|
2253 |
NoLegComplexEventTimes |
NumInGroup |
Number of complex event times in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
2254 |
NoLegInstrumentParties |
NumInGroup |
Number of parties in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
2255 |
LegInstrumentPartyID |
String |
Used to identify party id related to instrument.
|
FIX.5.0SP2EP169 |
|
|
2256 |
LegInstrumentPartyIDSource |
char |
Used to identify source of instrument party id.
|
FIX.5.0SP2EP169 |
|
|
2257 |
LegInstrumentPartyRole |
int |
Used to identify the role of instrument party id.
|
FIX.5.0SP2EP169 |
|
|
2258 |
NoLegInstrumentPartySubIDs |
NumInGroup |
Number of parties sub-IDs in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
2259 |
LegInstrumentPartySubID |
String |
PartySubID value within an instrument party repeating group.
|
FIX.5.0SP2EP169 |
|
|
2260 |
LegInstrumentPartySubIDType |
int |
Type of LegInstrumentPartySubID (2259) value.
|
FIX.5.0SP2EP169 |
|
|
2261 |
UnderlyingComplexOptPayoutPaySide |
int |
Trade side of payout payer.
|
FIX.5.0SP2EP169 |
|
|
2262 |
UnderlyingComplexOptPayoutReceiveSide |
int |
Trade side of payout receiver.
|
FIX.5.0SP2EP169 |
|
|
2263 |
UnderlyingComplexOptPayoutUnderlier |
String |
Reference to the underlier whose payments are being passed through.
|
FIX.5.0SP2EP169 |
|
|
2264 |
UnderlyingComplexOptPayoutPercentage |
Percentage |
Percentage of observed price for calculating the payout associated with the event.
|
FIX.5.0SP2EP169 |
|
|
2265 |
UnderlyingComplexOptPayoutTime |
int |
The time when the payout is to occur.
|
FIX.5.0SP2EP169 |
|
|
2266 |
UnderlyingComplexOptPayoutCurrency |
Currency |
Specifies the currency of the payout amount. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP169 |
|
|
2267 |
UnderlyingComplexEventPricePercentage |
Percentage |
Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the UnderlyingComplexEventType(2046).
|
FIX.5.0SP2EP169 |
|
|
2268 |
UnderlyingComplexEventCurrencyOne |
Currency |
Specifies the first or only reference currency of the trade. Uses ISO 4217 currency codes.
Applicable for complex FX option strategies.
|
FIX.5.0SP2EP169 |
|
|
2269 |
UnderlyingComplexEventCurrencyTwo |
Currency |
Specifies the second reference currency of the trade. Uses ISO 4217 currency codes.
Applicable for complex FX option strategies.
|
FIX.5.0SP2EP169 |
|
|
2270 |
UnderlyingComplexEventQuoteBasis |
int |
Specifies the currency pairing for the quote.
|
FIX.5.0SP2EP169 |
|
|
2271 |
UnderlyingComplexEventFixedFXRate |
float |
Specifies the fixed FX rate alternative for FX Quantro options.
|
FIX.5.0SP2EP169 |
|
|
2272 |
UnderlyingComplexEventDeterminationMethod |
String |
Specifies the method according to which an amount or a date is determined. See http://www.fpml.org/coding-scheme/determination-method for values.
|
FIX.5.0SP2EP169 |
|
|
2273 |
UnderlyingComplexEventCalculationAgent |
int |
Used to identify the calculation agent.
|
FIX.5.0SP2EP169 |
|
|
2274 |
UnderlyingComplexEventStrikePrice |
Price |
Upper strike price for Asian option feature. Strike percentage for a Strike Spread.
|
FIX.5.0SP2EP169 |
|
|
2275 |
UnderlyingComplexEventStrikeFactor |
float |
Strike factor for Asian option feature. Upper strike percentage for a Strike Spread.
|
FIX.5.0SP2EP169 |
|
|
2276 |
UnderlyingComplexEventStrikeNumberOfOptions |
int |
Upper string number of options for a Strike Spread.
|
FIX.5.0SP2EP169 |
|
|
2277 |
UnderlyingComplexEventCreditEventsXIDRef |
XIDREF |
Reference to credit event table elsewhere in the message.
|
FIX.5.0SP2EP169 |
|
|
2278 |
UnderlyingComplexEventCreditEventNotifyingParty |
int |
The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring.
|
FIX.5.0SP2EP169 |
|
|
2279 |
UnderlyingComplexEventCreditEventBusinessCenter |
String |
Specifies the local business center for which the credit event is to be determined. The inclusion of this business center implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the specified business center. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP169 |
|
|
2280 |
UnderlyingComplexEventCreditEventStandardSources |
Boolean |
When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable.
|
FIX.5.0SP2EP169 |
|
|
2281 |
UnderlyingComplexEventCreditEventMinimumSources |
int |
The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two.
ISDA 2003 Term: Specified Number.
|
FIX.5.0SP2EP169 |
|
|
2282 |
UnderlyingComplexEventXID |
XID |
Identifier of this complex event for cross referencing elsewhere in the message.
|
FIX.5.0SP2EP169 |
|
|
2283 |
UnderlyingComplexEventXIDRef |
XIDREF |
Reference to a complex event elsewhere in the message.
|
FIX.5.0SP2EP169 |
|
|
2284 |
UnderlyingSettlRateIndex |
String |
In an outright or forward commodity trade that is cash settled this is the index used to determine the cash payment.
|
FIX.5.0SP2EP169 |
|
|
2285 |
UnderlyingSettlRateIndexLocation |
String |
This is an optional qualifying attribute of UnderlyingSettlementRateIndex(2284) such as the delivery zone for an electricity contract.
|
FIX.5.0SP2EP169 |
|
|
2286 |
UnderlyingOptionExpirationDesc |
String |
Description of the option expiration.
|
FIX.5.0SP2EP169 |
|
|
2287 |
EncodedUnderlyingOptionExpirationDescLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedUnderlyingOptionExpirationDesc(2288) field.
|
FIX.5.0SP2EP169 |
|
|
2288 |
EncodedUnderlyingOptionExpirationDesc |
data |
Encoded (non-ASCII characters) representation of the UnderlyingOptionExpirationDesc(2286) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingOptionExpirationDesc(2286).
|
FIX.5.0SP2EP169 |
|
|
2289 |
UnderlyingSwapSubClass |
String |
The sub-classification or notional schedule type of the swap.
|
FIX.5.0SP2EP169 |
FIX.5.0SP2EP238 |
|
2290 |
UnderlyingStrikeUnitOfMeasure |
String |
Used to express the unit of measure (UOM) of the price if different from the contract.
|
FIX.5.0SP2EP169 |
|
|
2291 |
UnderlyingStrikeIndex |
String |
Specifies the index used to calculate the strike price.
|
FIX.5.0SP2EP169 |
|
|
2292 |
UnderlyingStrikeIndexSpread |
PriceOffset |
Specifies the strike price offset from the named index.
|
FIX.5.0SP2EP169 |
|
|
2293 |
UnderlyingValuationSource |
String |
Specifies the source of trade valuation data.
|
FIX.5.0SP2EP169 |
|
|
2294 |
UnderlyingValuationReferenceModel |
String |
Specifies the methodology and/or assumptions used to generate the trade value.
|
FIX.5.0SP2EP169 |
|
|
2295 |
UnderlyingStrategyType |
String |
Specifies the type of trade strategy.
|
FIX.5.0SP2EP169 |
|
|
2296 |
UnderlyingCommonPricingIndicator |
Boolean |
When this element is specified and set to 'Y', it indicates that common pricing applies. Common pricing may be relevant for a transaction that references more than one commodity reference price.
|
FIX.5.0SP2EP169 |
|
|
2297 |
UnderlyingSettlDisruptionProvision |
int |
Specifies the consequences of settlement disruption events.
|
FIX.5.0SP2EP169 |
|
|
2298 |
UnderlyingInstrumentRoundingDirection |
char |
Specifies the rounding direction if not overridden elsewhere.
|
FIX.5.0SP2EP169 |
FIX.5.0SP2EP208 |
|
2299 |
UnderlyingInstrumentRoundingPrecision |
int |
Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7.
|
FIX.5.0SP2EP169 |
|
|
2300 |
AllocGrossTradeAmt |
Amt |
Total amount traded for this account (i.e. quantity * price) expressed in units of currency.
|
FIX.5.0SP2EP170 |
|
|
2301 |
LastQtyChanged |
Qty |
The positive or negative change in quantity when this report is a trade correction or continuation.
|
FIX.5.0SP2EP169 |
|
|
2302 |
TradeVersion |
String |
Specifies the version of a trade or contract. This is used by systems or trading platforms in conjunction with TradeID(1003) to uniquely identify the version of a trade or contract. If used the conditions for a change of version are subject to bilateral agreement. It is recommended to change the version only for significant updates to the business entity rather than for minor changes to trade details or systematic distribution of reports. Examples where the version would change are trade quantity modification, customer account assignment or trade novation.
|
FIX.5.0SP2EP169 |
|
|
2303 |
HistoricalReportIndicator |
Boolean |
Indicates that the trade or event being reported occurred in the past and the trade is terminated or no longer active.
|
FIX.5.0SP2EP169 |
|
|
2304 |
NoAssetAttributes |
NumInGroup |
The number of asset attribute entries in the group.
|
FIX.5.0SP2EP169 |
|
|
2305 |
AssetAttributeType |
String |
Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types.
|
FIX.5.0SP2EP169 |
|
|
2306 |
AssetAttributeValue |
String |
Specifies the value of the asset attribute.
|
FIX.5.0SP2EP169 |
|
|
2307 |
AssetAttributeLimit |
String |
Limit or lower acceptable value of the attribute.
|
FIX.5.0SP2EP169 |
|
|
2308 |
NoLegAssetAttributes |
NumInGroup |
Number of asset attribute entries in the group.
|
FIX.5.0SP2EP169 |
|
|
2309 |
LegAssetAttributeType |
String |
Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types.
|
FIX.5.0SP2EP169 |
|
|
2310 |
LegAssetAttributeValue |
String |
Specifies the value of the attribute.
|
FIX.5.0SP2EP169 |
|
|
2311 |
LegAssetAttributeLimit |
String |
Limit or lower acceptable value of the attribute.
|
FIX.5.0SP2EP169 |
|
|
2312 |
NoUnderlyingAssetAttributes |
NumInGroup |
Number of asset attribute entries in the group.
|
FIX.5.0SP2EP169 |
|
|
2313 |
UnderlyingAssetAttributeType |
String |
Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types.
|
FIX.5.0SP2EP169 |
|
|
2314 |
UnderlyingAssetAttributeValue |
String |
Specifies the value of the attribute.
|
FIX.5.0SP2EP169 |
|
|
2315 |
UnderlyingAssetAttributeLimit |
String |
Limit or lower acceptable value of the attribute.
|
FIX.5.0SP2EP169 |
|
|
2316 |
RiskLimitReportStatus |
int |
Status of risk limit report.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Accepted |
Accepted |
FIX.5.0SP2EP171 |
|
|
1 |
Rejected |
Rejected |
FIX.5.0SP2EP171 |
|
|
|
FIX.5.0SP2EP171 |
|
|
2317 |
RiskLimitReportRejectReason |
int |
The reason for rejecting the PartyRiskLimitsReport(35=CM) or PartyRiskLimitsUpdateReport(35=CR).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
UnkRiskLmtRprtID |
Unknown RiskLimitReportID(1667) |
FIX.5.0SP2EP171 |
|
|
1 |
UnkPty |
Unknown party |
FIX.5.0SP2EP171 |
|
|
99 |
Other |
Other |
FIX.5.0SP2EP171 |
|
|
|
FIX.5.0SP2EP171 |
|
|
2318 |
RiskLimitCheckRequestID |
String |
The unique identifier of the PartyRiskLimitCheckRequest(35=DF) message.
|
FIX.5.0SP2EP171 |
|
|
2319 |
RiskLimitCheckID |
String |
The unique and static identifier, at the business entity level, of a risk limit check request.
|
FIX.5.0SP2EP171 |
|
|
2320 |
RiskLimitCheckTransType |
int |
Specifies the transaction type of the risk limit check request.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
New |
New |
FIX.5.0SP2EP171 |
|
|
1 |
Cancel |
Cancel |
FIX.5.0SP2EP171 |
|
|
2 |
Replace |
Replace |
FIX.5.0SP2EP171 |
|
|
|
FIX.5.0SP2EP171 |
|
|
2321 |
RiskLimitCheckType |
int |
Specifies the type of limit check message.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Submit |
Indicates a submission for a limit check. The RiskLimitCheckTransType(2320) indicates whether the submission is a new request, a cancel or replace/amend of a prior submission. |
FIX.5.0SP2EP171 |
|
|
1 |
LimitConsumed |
Indicates that the limit reserved by a prior request has been used or consumed by a transaction that occurred. |
FIX.5.0SP2EP171 |
|
|
|
FIX.5.0SP2EP171 |
|
|
2322 |
RiskLimitCheckRequestRefID |
int |
Specifies the message reference identifier of the risk limit check request message.
|
FIX.5.0SP2EP171 |
|
|
2323 |
RiskLimitCheckRequestType |
int |
Specifies the type of limit amount check being requested.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
AllOrNone |
The limit check request is for the full amount requested or none at all. Request can only be responded to with a full approval of the amount requested or a rejection of the request. |
FIX.5.0SP2EP171 |
|
|
1 |
Partial |
The requester will accept a partial approval of the requested credit limit amount. |
FIX.5.0SP2EP171 |
|
|
|
FIX.5.0SP2EP171 |
|
|
2324 |
RiskLimitCheckAmount |
Amt |
Specifies the amount being requested for approval.
|
FIX.5.0SP2EP171 |
|
|
2325 |
RiskLimitCheckRequestStatus |
int |
Indicates the status of the risk limit check request.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Approved |
Request has been accepted and processed. The credit amount requested has been reserved for the transaction. |
FIX.5.0SP2EP171 |
|
|
1 |
PartiallyApproved |
Only a partial amount of the credit amount requested has been approved and has been reserved for the transaction. |
FIX.5.0SP2EP171 |
|
|
2 |
Rejected |
Rejected |
FIX.5.0SP2EP171 |
|
|
3 |
ApprovalPending |
Approval pending |
FIX.5.0SP2EP171 |
|
|
4 |
Cancelled |
Cancelled |
FIX.5.0SP2EP171 |
|
|
|
FIX.5.0SP2EP171 |
|
|
2326 |
RiskLimitCheckRequestResult |
int |
Result of the credit limit check request.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Successful |
Successful (default) |
FIX.5.0SP2EP171 |
|
|
1 |
InvalidParty |
Invalid party |
FIX.5.0SP2EP171 |
|
|
2 |
ReqExceedsCreditLimit |
Requested amount exceeds credit limit |
FIX.5.0SP2EP171 |
|
|
3 |
ReqExceedsClipSizeLimit |
Requested amount exceeds clip size limit |
FIX.5.0SP2EP171 |
|
|
4 |
ReqExceedsMaxNotional |
Request exceeds maximum notional order amount |
FIX.5.0SP2EP171 |
|
|
99 |
Other |
Other |
FIX.5.0SP2EP171 |
|
|
|
FIX.5.0SP2EP171 |
|
|
2327 |
RiskLimitApprovedAmount |
Amt |
The credit/risk limit amount approved.
|
FIX.5.0SP2EP171 |
|
|
2328 |
PartyActionRequestID |
String |
The unique identifier of the PartyActionRequest(35=DH) message.
|
FIX.5.0SP2EP171 |
|
|
2329 |
PartyActionType |
int |
Specifies the type of action to take or was taken for a given party.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Suspend |
Suspend |
FIX.5.0SP2EP171 |
|
|
1 |
HaltTrading |
Halt trading |
FIX.5.0SP2EP171 |
|
|
2 |
Reinstate |
Reinstate |
FIX.5.0SP2EP171 |
|
|
|
FIX.5.0SP2EP171 |
|
|
2330 |
ApplTestMessageIndicator |
Boolean |
Used to indicate whether the message being sent is to test the receiving application's availability to process the message. When set to "Y" the message is a test message. If not specified, the message is by default not a test message.
|
FIX.5.0SP2EP171 |
|
|
2331 |
PartyActionReportID |
String |
The unique identifier of the PartyActionReport(35=DI) message as assigned by the message sender.
|
FIX.5.0SP2EP171 |
|
|
2332 |
PartyActionResponse |
int |
Specifies the action taken as a result of the PartyActionType(2239) of the PartyActionRequest(35=DH) message.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Accepted |
The action request is accepted for processing. |
FIX.5.0SP2EP171 |
|
|
1 |
Completed |
The processing of the requested action has been successfully completed. |
FIX.5.0SP2EP171 |
|
|
2 |
Rejected |
The action request was rejected. PartyActionRejectReason(2233) should be used to specify the rejection reason |
FIX.5.0SP2EP171 |
|
|
|
FIX.5.0SP2EP171 |
|
|
2333 |
PartyActionRejectReason |
int |
Specifies the reason the PartyActionRequest(35=DH) was rejected.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
InvalidParty |
Invalid party or parties |
FIX.5.0SP2EP171 |
FIX.5.0SP2EP182 |
|
1 |
UnkReqParty |
Unknown requesting party |
FIX.5.0SP2EP171 |
|
|
98 |
NotAuthorized |
Not authorized |
FIX.5.0SP2EP171 |
|
|
99 |
Other |
Other |
FIX.5.0SP2EP171 |
|
|
|
FIX.5.0SP2EP171 |
|
|
2334 |
RefRiskLimitCheckID |
String |
The reference identifier of the PartyRiskLimitCheckRequest(35=DF) message, or a similar out of band message, that contained the approval for the risk/credit limit check request.
|
FIX.5.0SP2EP171 |
FIX.5.0SP2EP180 |
|
2335 |
RefRiskLimitCheckIDType |
int |
Specifies which type of identifier is specified in RefRiskLimitCheckID(2334) field.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
RiskLimitRequestID |
RiskLimitRequestID(1666) |
FIX.5.0SP2EP171 |
|
|
1 |
RiskLimitCheckID |
RiskLimitCheckID(2319) |
FIX.5.0SP2EP171 |
|
|
3 |
OutOfBandID |
Out of band identifier |
FIX.5.0SP2EP180 |
|
|
|
FIX.5.0SP2EP171 |
|
|
2336 |
RiskLimitVelocityPeriod |
int |
The time interval for which the clip size limit applies. The velocity time unit is expressed in RiskLimitVelocityUnit(2337).
|
FIX.5.0SP2EP171 |
|
|
2337 |
RiskLimitVelocityUnit |
String |
Unit of time in which RiskLimitVelocityPeriod(2336) is expressed.
|
FIX.5.0SP2EP171 |
|
|
2338 |
RequestingPartyRoleQualifier |
int |
Qualifies the value of RequestingPartyRole(1660).
|
FIX.5.0SP2EP171 |
|
|
2339 |
RiskLimitCheckModelType |
int |
Specifies the type of credit limit check model workflow to apply for the specified party
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
None |
No specified limit check model is defined. Limit checks for the party will be based on parameters defined. |
FIX.5.0SP2EP171 |
|
|
1 |
PlusOneModel |
A pre-trade credit limit check model which allows trades to occur until it is determined by the clearinghouse or other designated limit checker that the party's limit(s) was breached by the most recent trade executed. |
FIX.5.0SP2EP171 |
|
|
2 |
PingModel |
A pre-trade credit limit check model which requires the execution venue to obtain limit approval from the Credit Provider for every transaction about to be conducted by the Credit User. |
FIX.5.0SP2EP171 |
|
|
3 |
PushModel |
A pre-trade credit limit check model in which the Credit Provider "pushes" to the execution venue the credit limit information allocated to each of the Credit Provider's counterparty or customer. |
FIX.5.0SP2EP171 |
|
|
|
FIX.5.0SP2EP171 |
|
|
2340 |
EventMonthYear |
MonthYear |
Used with derivatives when an event is express as a month-year with optional day or month or week of month. Format: YYYYMM (e.g. 199903) YYYYMMDD (e.g. 20030323) YYYYMMwN (e.g. 200303w2) for week A specific date can be appended to the month-year. For instance, if multiple event types exist in the same Year and Month, but actually at a different time, a value can be appended, such as "w" or "w2" to indicate week. Likewise, the day of monty (0-31) can be appended to indicate a specific event date.
|
FIX.5.0SP2EP161 |
|
|
2341 |
LegEventMonthYear |
MonthYear |
Used with derivatives when an event is express as a month-year with optional day or month or week of month. Format: YYYYMM (e.g. 199903) YYYYMMDD (e.g. 20030323) YYYYMMwN (e.g. 200303w2) for week A specific date can be appended to the month-year. For instance, if multiple event types exist in the same Year and Month, but actually at a different time, a value can be appended, such as "w" or "w2" to indicate week. Likewise, the day of monty (0-31) can be appended to indicate a specific event date.
|
FIX.5.0SP2EP161 |
|
|
2342 |
UnderlyingEventMonthYear |
MonthYear |
Used with derivatives when an event is express as a month-year with optional day or month or week of month. Format: YYYYMM (e.g. 199903) YYYYMMDD (e.g. 20030323) YYYYMMwN (e.g. 200303w2) for week A specific date can be appended to the month-year. For instance, if multiple event types exist in the same Year and Month, but actually at a different time, a value can be appended, such as "w" or "w2" to indicate week. Likewise, the day of monty (0-31) can be appended to indicate a specific event date.
|
FIX.5.0SP2EP161 |
|
|
2343 |
RiskLimitCheckStatus |
int |
Indicates the status of the risk limit check performed on a trade.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Accepted |
For use when none of the more specific status enumerations apply. |
FIX.5.0SP2EP172 |
|
|
1 |
Rejected |
For use when none of the more specific status enumerations apply. |
FIX.5.0SP2EP172 |
|
|
2 |
ClaimRequired |
Indicates that the clearing firm is required to accept or decline the trade. |
FIX.5.0SP2EP172 |
|
|
3 |
PreDefinedLimitCheckSucceeded |
Indicates a check enforced automatically by the clearing house. |
FIX.5.0SP2EP172 |
|
|
4 |
PreDefinedLimitCheckFailed |
Indicates a check enforced automatically by the clearing house. |
FIX.5.0SP2EP172 |
|
|
5 |
PreDefinedAutoAcceptRuleInvoked |
Indicates that the clearing firm is required to accept or decline the trade because no limit or rule applies. |
FIX.5.0SP2EP172 |
|
|
6 |
PreDefinedAutoRejectRuleInvoked |
Indicates a check enforced automatically by the clearing house. Note that clearing house rules of engagement may still require a clearing firm accept or reject the trade. |
FIX.5.0SP2EP172 |
|
|
7 |
AcceptedByClearingFirm |
Indicates that explicit action by the clearing firm, and not an automatic check by the clearing house, was the basis for accepting the trade. |
FIX.5.0SP2EP172 |
|
|
8 |
RejectedByClearingFirm |
Indicates that explicit action by the clearing firm, and not an automatic check by the clearing house, was the basis for rejecting the trade. |
FIX.5.0SP2EP172 |
|
|
9 |
Pending |
Indicates that one or more side level risk checks are in progress. |
FIX.5.0SP2EP172 |
|
|
10 |
AcceptedByCreditHub |
Indicates that a credit hub accepted the trade. An identifier assigned by the credit hub may appear in the appropriate RefRiskLimitCheckID(2334) field. |
FIX.5.0SP2EP180 |
|
|
11 |
RejectedByCreditHub |
Indicates that a credit hub rejected the trade. |
FIX.5.0SP2EP180 |
|
|
12 |
PendingCreditHubCheck |
Indicates that a check is pending at a credit hub. |
FIX.5.0SP2EP180 |
|
|
13 |
AcceptedByExecVenue |
Indicates acceptance by an execution venue, such as a SEF. |
FIX.5.0SP2EP180 |
|
|
14 |
RejectedByExecVenue |
Indicates that the trade was rejected by an execution venue, such as a SEF. |
FIX.5.0SP2EP180 |
|
|
|
FIX.5.0SP2EP172 |
|
|
2344 |
SideRiskLimitCheckStatus |
int |
Indicates the status of the risk limit check performed on the side of a trade.
|
FIX.5.0SP2EP172 |
|
|
2345 |
NoEntitlementTypes |
NumInGroup |
Number of entitlement types in the repeating group.
|
FIX.5.0SP2EP173 |
|
|
2346 |
LegMidPx |
Price |
Leg Mid price/rate. For OTC swaps, this is the mid-market mark (for example, as defined by CFTC). For uncleared OTC swaps, LegMidPx(2346) and the MidPx(631) fields are mutually exclusive.
|
FIX.5.0SP2EP175 |
|
|
2347 |
RegulatoryTransactionType |
int |
Specifies the regulatory mandate or rule that the transaction complies with.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
None |
The transaction does not fall under any special regulatory rule or mandate. |
FIX.5.0SP2EP176 |
|
|
1 |
SEFRequiredTransaction |
The transaction is a "Required" transaction under Dodd-Frank Act SEF Rules. "Required" transactions are subject to the trade execution mandate under section 2(h)(8) of the CEA and are not block trades. |
FIX.5.0SP2EP176 |
|
|
2 |
SEFPermittedTransaction |
The transaction is a "Permitted" transaction under Dodd-Frank Act SEF Rules. "Permitted" transactions are not subject to the clearing and trade execution mandates, illiquid or bespoke swaps, or block trades. |
FIX.5.0SP2EP176 |
|
|
|
FIX.5.0SP2EP176 |
|
|
2348 |
LegAssetGroup |
int |
Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.).
|
FIX.5.0SP2EP192 |
|
|
2349 |
PricePrecision |
int |
Specifies the price decimal precision of the instrument.
For FX, this specifies the pip size in which forward points are calculated. Point (pip) size varies by currency pair. Major currencies are all traded in points of 0.0001, with the exception of JPY which has a point size of 0.01.
|
FIX.5.0SP2EP187 |
|
|
2350 |
CollateralPortfolioID |
String |
Identifier of the collateral portfolio when reporting on a portfolio basis.
|
FIX.5.0SP2EP179 |
|
|
2351 |
EncodedComplianceTextLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedComplianceText(2352) field.
|
FIX.5.0SP2EP185 |
|
|
2352 |
EncodedComplianceText |
data |
Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ComplianceText(2404) field.
|
FIX.5.0SP2EP185 |
|
|
2353 |
TradingUnitPeriodMultiplier |
int |
Indicates the number of contract periods associated with the minimum trading unit for a given contract duration resulting in the number of total traded contracts.
As an example, 456 is the number of off-peak periods for a product with a minimum trading unit of 5 MWh resulting in 2280 total traded contracts.
|
FIX.5.0SP2EP179 |
|
|
2354 |
LegTradingUnitPeriodMultiplier |
int |
Indicates the number of contract periods associated with the minimum trading unit for a given contract duration resulting in the number of total traded contracts.
As an example, 456 is the number of off-peak periods for a product with a minimum trading unit of 5 MWh resulting in 2280 total traded contracts.
|
FIX.5.0SP2EP179 |
|
|
2355 |
PartyRiskLimitStatus |
int |
The status of risk limits for a party.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Disabled |
Risk limits for party is disabled. |
FIX.5.0SP2EP214 |
|
|
1 |
Enabled |
Risk limits for party is enabled. |
FIX.5.0SP2EP214 |
|
|
|
FIX.5.0SP2EP214 |
|
|
2356 |
RemunerationIndicator |
int |
Indicates whether the trade price was adjusted for compensation (i.e. includes a mark-up, mark-down or commission) in the price paid.
In the context of MSRB and FINRA TRACE reporting requirements, this is used among firms to indicate trade remuneration.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
NoRemunerationPaid |
No remuneration paid |
FIX.5.0SP2EP209 |
|
|
1 |
RemunerationPaid |
Remuneration paid |
FIX.5.0SP2EP209 |
|
|
|
FIX.5.0SP2EP209 |
|
|
2357 |
LegTotalTradeQty |
Qty |
Expresses the total quantity traded over the life of the contract when LegLastQty(1418) is to be repeated periodically over the term of the contract. The value is the product of LegLastQty(1418) and LegTradingUnitPeriodMultiplier(2353).
|
FIX.5.0SP2EP179 |
|
|
2358 |
LegLastMultipliedQty |
Qty |
Expresses the quantity bought/sold when LastQty is expressed in contracts. Used in addition to LegLastQty(1418), it is the product of LegLastQty(1418) and LegContractMultiplier(614).
|
FIX.5.0SP2EP179 |
|
|
2359 |
LegTotalGrossTradeAmt |
Amt |
Expresses the full total monetary value of the traded contract. The value is the product of LegLastPx(637) and LegTotalTradeQty(2357) or LegTotalTradeMultipliedQty(2360), if priced in units instead of contracts.
|
FIX.5.0SP2EP179 |
|
|
2360 |
LegTotalTradeMultipliedQty |
Qty |
Expresses the total trade quantity in units where LegContractMultiplier(614) is not 1. The value is the product of LegTotalTradeQty(2357) and LegContractMultiplier(614).
|
FIX.5.0SP2EP179 |
|
|
2361 |
CompressionGroupID |
String |
Use to identify a netting or compression group where trades in the group were netted or compressed. This includes both terminating trades and any remnant trades that result from the operation.
|
FIX.5.0SP2EP211 |
|
|
2362 |
SelfMatchPreventionID |
String |
Identifies an order or trade that should not be matched to an opposite order or trade if both buy and sell orders for the same asset contain the same SelfMatchPreventionID(2362) and submitted by the same firm.
|
FIX.5.0SP2EP211 |
|
|
2363 |
UnderlyingTradingUnitPeriodMultiplier |
int |
Indicates the number of contract periods associated with the minimum trading unit for a given contract duration resulting in the number of total traded contracts.
As an example, 456 is the number of off-peak periods for a product with a minimum trading unit of 5 MWh resulting in 2280 total traded contracts.
|
FIX.5.0SP2EP179 |
|
|
2364 |
PosReportAction |
int |
Indicates action that triggered the Position Report.
|
FIX.5.0SP2EP179 |
|
|
2365 |
SettlForwardPoints |
PriceOffset |
FX forward points added to SettlPrice(730). The value is expressed in decimal form and may be a negative.
As an example, 61.99 points is expressed as 0.006199.
|
FIX.5.0SP2EP179 |
|
|
2366 |
SettlPriceFxRateCalc |
char |
Specifies whether LastPx(31) [TradeCaptureReport] or SettlPrice(730) [PositionReport] should be multiplied or divided.
|
FIX.5.0SP2EP179 |
|
|
2367 |
TotalTradeQty |
Qty |
Expresses the total quantity traded over the life of the contract when LastQty(32) is repeated periodically over the term of the contract. The value is the product of LastQty(32) and TradingUnitPeriodMultiplier(2353).
|
FIX.5.0SP2EP179 |
|
|
2368 |
LastMultipliedQty |
Qty |
Expresses the quantity bought or sold when LastQty(32) is expressed in number of contracts. Used in addition to LastQty(32). It is the product of LastQty(32) and ContractMultiplier(231).
|
FIX.5.0SP2EP179 |
|
|
2369 |
TotalGrossTradeAmt |
Amt |
Expresses the full total monetary value of the traded contract. The value is the product of LastPx(31) and TotalTradeQty(2367) or TotalTradeMultipliedQty(2370), if priced in units instead of contracts.
|
FIX.5.0SP2EP179 |
|
|
2370 |
TotalTradeMultipliedQty |
Qty |
Expresses the total trade quantity in units where ContractMultiplier(231) is not 1. The value is the product of TotalTradeQty(2367) and ContractMultiplier(231).
|
FIX.5.0SP2EP179 |
|
|
2371 |
EncodedTradeContinuationText |
data |
Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the TradeContinuationText(2374) field.
|
FIX.5.0SP2EP179 |
|
|
2372 |
EncodedTradeContinuationTextLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedTradeContinuationText(2371) field.
|
FIX.5.0SP2EP179 |
|
|
2373 |
IntraFirmTradeIndicator |
Boolean |
Indicates whether the trade or position was entered into as an intra-group transaction, i.e. between two units of the same parent entity having majority ownership interest in both counterparties.
In the context of EMIR this refers to Regulation (EU) 648/2012 Article 3 "intragroup transactions" section 1 which states: "In relation to a non-financial counterparty, an intragroup transaction is an OTC derivative contract entered into with another counterparty which is part of the same group provided that both counterparties are included in the same consolidation on a full basis and they are subject to an appropriate centralised risk evaluation, measurement and control procedures and that counterparty is established in the Union or, if it is established in a third country, the Commission has adopted an implementing act under Article 13(2) in respect of that third country. Canada's similar requirement is under Appendix A to OSC Rule 91-507."
|
FIX.5.0SP2EP179 |
FIX.5.0SP2EP193 |
|
2374 |
TradeContinuationText |
String |
Elaboration of the purpose or action of the regulatory report when TradeContinuation(1937)=99 (Other).
|
FIX.5.0SP2EP179 |
|
|
2375 |
TaxonomyType |
char |
The type of identification taxonomy used to identify the security.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
I |
ISINOrAltInstrmtID |
Identified through use of SecurityID(48) and SecurityIDSource(22) of ISIN or another standard source plus CFICode(461). |
FIX.5.0SP2EP179 |
|
|
E |
InterimTaxonomy |
Identified through use of AssetClass(1938) plus either Symbol(55) or SecurityID(48) and SecurityIDSource(22), and/or other additional instrument attributes. |
FIX.5.0SP2EP179 |
|
|
|
FIX.5.0SP2EP179 |
|
|
2376 |
PartyRoleQualifier |
int |
Used to further qualify the value of PartyRole(452).
|
FIX.5.0SP2EP179 |
|
|
2377 |
DerivativeInstrumentPartyRoleQualifier |
int |
Used to further qualify the value of DerivativeInstrumentPartyRole(1295).
|
FIX.5.0SP2EP179 |
|
|
2378 |
InstrumentPartyRoleQualifier |
int |
Used to further qualify the value of InstrumentPartyRole(1051).
|
FIX.5.0SP2EP179 |
|
|
2379 |
LegInstrumentPartyRoleQualifier |
int |
Used to further qualify the value of LegInstrumentPartyRole(2257).
|
FIX.5.0SP2EP179 |
|
|
2380 |
LegProvisionPartyRoleQualifier |
int |
Used to further qualify the value of LegProvisionPartyRole(40536).
|
FIX.5.0SP2EP179 |
|
|
2381 |
Nested2PartyRoleQualifier |
int |
Used to further qualify the value of Nested2PartyRole(759).
|
FIX.5.0SP2EP179 |
|
|
2382 |
Nested3PartyRoleQualifier |
int |
Used to further qualify the value of Nested3PartyRole(951).
|
FIX.5.0SP2EP179 |
|
|
2383 |
Nested4PartyRoleQualifier |
int |
Used to further qualify the value of Nested4PartyRole(1417).
|
FIX.5.0SP2EP179 |
|
|
2384 |
NestedPartyRoleQualifier |
int |
Used to further qualify the value of NestedPartyRole(538).
|
FIX.5.0SP2EP179 |
|
|
2385 |
ProvisionPartyRoleQualifier |
int |
Used to further qualify the value of ProvisionPartyRole(40177).
|
FIX.5.0SP2EP179 |
|
|
2386 |
RequestedPartyRoleQualifier |
int |
Used to further qualify the value of RequestedPartyRole(1509).
|
FIX.5.0SP2EP179 |
|
|
2387 |
TradeContingency |
int |
Indicates the contingency attribute for a trade in an asset class that may be contingent on the clearing of a corresponding paired trade (for example Exchange for Physical (EFP), Exchange for Swap (EFS), Exchange for Related (EFR) or Exchange for Option (EFO), collectively called EFRPs). Once the paired trade clears or fails to clear, the related trade (the trade which carries this attribute) ceases to exist.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
DoesNotApply |
The trade is for an for asset class that is not traded with contingency. |
FIX.5.0SP2EP187 |
|
|
1 |
ContingentTrade |
The trade is terminated as soon as its paired trade is cleared or denied clearing. |
FIX.5.0SP2EP187 |
|
|
2 |
NonContingentTrade |
Identifies a trade that is not contingent but is for an asset class that may be contingent. |
FIX.5.0SP2EP187 |
|
|
|
FIX.5.0SP2EP187 |
|
|
2388 |
RootPartyRoleQualifier |
int |
Used to further qualify the value of RootPartyRole(1119).
|
FIX.5.0SP2EP179 |
|
|
2389 |
SettlPartyRoleQualifier |
int |
Used to further qualify the value of SettlPartyRole(784).
|
FIX.5.0SP2EP179 |
|
|
2390 |
TradeConfirmationReferenceID |
String |
A reference or control identifier or number used as a trade confirmation key.
An example of a control identifier is the DTC ID Control Number.
|
FIX.5.0SP2EP215 |
|
|
2391 |
UnderlyingInstrumentPartyRoleQualifier |
int |
Used to further qualify the value of UnderlyingInstrumentPartyRole(1061).
|
FIX.5.0SP2EP179 |
|
|
2392 |
AllocRefRiskLimitCheckID |
String |
The reference identifier to the PartyRiskLimitCheckRequest(35=DF), or a similar out of band message, message that contained the approval or rejection for risk/credit limit check for this allocation.
|
FIX.5.0SP2EP180 |
|
|
2393 |
AllocRefRiskLimitCheckIDType |
int |
Specifies which type of identifier is specified in AllocRefRiskLimitCheckID(2392) field.
|
FIX.5.0SP2EP180 |
|
|
2394 |
LimitUtilizationAmt |
Amt |
The total amount of the limit that has been drawn down against the counterparty. This includes the amount for prior trades. It may or may not include the amount for the given trade, specified in LastLimitAmt(1632), depending upon whether the given trade is considered pending.
|
FIX.5.0SP2EP180 |
|
|
2395 |
LimitAmt |
Amt |
The limit for the counterparty. This represents the total limit amount, independent of any amount already utilized.
|
FIX.5.0SP2EP180 |
|
|
2396 |
LimitRole |
int |
Indicates the scope of the limit by role.
Used to indicate whether this is a customer account limit, a clearing firm limit, etc.
|
FIX.5.0SP2EP180 |
|
|
2397 |
RegulatoryTradeIDScope |
int |
Specifies the scope to which the RegulatoryTradeID(1903) applies. Used when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
ClearingMember |
Clearing member |
FIX.5.0SP2EP181 |
|
|
2 |
Client |
Client |
FIX.5.0SP2EP181 |
|
|
|
FIX.5.0SP2EP181 |
|
|
2398 |
SideRegulatoryTradeIDScope |
int |
Specifies the scope to which the SideRegulatoryTradeID(1972) applies. Used when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe.
|
FIX.5.0SP2EP181 |
|
|
2399 |
AllocRegulatoryTradeIDScope |
int |
Specifies the scope to which the AllocRegulatoryTradeID(1909) applies. Used when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe.
|
FIX.5.0SP2EP181 |
|
|
2400 |
EffectiveBusinessDate |
LocalMktDate |
Specifies an explicit business date for associated reference data or transaction. Used when an implicit date is not sufficiently specific.
|
FIX.5.0SP2EP182 |
FIX.5.0SP2EP195 |
|
2401 |
ListManualOrderIndicator |
Boolean |
Indicates if the list of orders was initially received manually (as opposed to electronically) or if it was entered manually (as opposed to entered by automated trading software).
|
FIX.5.0SP2EP182 |
|
|
2402 |
EntitlementSubType |
int |
Subtype of an entitlement specified in EntitlementType(1775).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
OrderEntry |
Entitle to enter new orders |
FIX.5.0SP2EP183 |
|
|
2 |
HItLift |
Entitle to Hit/Lift |
FIX.5.0SP2EP183 |
|
|
3 |
ViewIndicativePx |
Entitle to subscribe to indicative prices |
FIX.5.0SP2EP183 |
|
|
4 |
ViewExecutablePx |
Entitle to subscribe to executable prices |
FIX.5.0SP2EP183 |
|
|
5 |
SingleQuote |
Entitle to submit quote request for a single quote |
FIX.5.0SP2EP183 |
|
|
6 |
StreamingQuotes |
Entitle to submit quote request for streaming quotes |
FIX.5.0SP2EP183 |
|
|
7 |
SingleBroker |
Entitle to submit quote request for a single broker |
FIX.5.0SP2EP183 |
|
|
8 |
MultiBrokers |
Entitle to submit quote request for multiple brokers |
FIX.5.0SP2EP183 |
|
|
|
FIX.5.0SP2EP183 |
|
|
2403 |
QuoteModelType |
int |
Quote model type
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
QuoteEntry |
New quote is entered or previously submitted quote is updated in full without regard to amount executed when a subsequent quote (e.g. with the same QuoteID reference) is received by the Recipient of the quote message. |
FIX.5.0SP2EP184 |
|
|
2 |
QuoteModification |
Previously submitted quote must be present and is updated, taking into consideration the amount already executed when a subsequent quote (e.g. with the same QuoteID reference) is received by the Recipient of the quote message. |
FIX.5.0SP2EP184 |
|
|
|
FIX.5.0SP2EP184 |
|
|
2404 |
ComplianceText |
String |
Free text for compliance information required for regulatory reporting.
|
FIX.5.0SP2EP185 |
|
|
2405 |
ExecMethod |
int |
Specifies how the transaction was executed, e.g. via an automated execution platform or other method.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Unspecified |
Undefined/unspecified - (default when not specified) |
FIX.5.0SP2EP186 |
|
|
1 |
Manual |
The transaction was executed in a manual or other non-automated manner, e.g. by voice directly between the counterparties. Also used to identify MTT code M "Off Book Non-Automated". |
FIX.5.0SP2EP186 |
FIX.5.0SP2EP201 |
|
2 |
Automated |
The transaction was executed on an automated execution platform such as an automated systematic internaliser system, broker crossing network, broker crossing system, dark pool trading, "direct to capital" systems, broker position unwind mechanisms, etc. |
FIX.5.0SP2EP186 |
FIX.5.0SP2EP228 |
|
3 |
VoiceBrokered |
The transaction was negotiated by voice through an intermediary. |
FIX.5.0SP2EP201 |
|
|
|
FIX.5.0SP2EP186 |
FIX.5.0SP2EP201 |
|
2406 |
AllocRegulatoryLegRefID |
String |
Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788).
|
FIX.5.0SP2EP181 |
|
|
2407 |
ComplexEventSpotRate |
Price |
FX spot rate.
|
FIX.5.0SP2EP187 |
|
|
2408 |
ComplexEventForwardPoints |
PriceOffset |
FX forward points added to spot rate. May be a negative value.
|
FIX.5.0SP2EP187 |
|
|
2409 |
LegComplexEventSpotRate |
Price |
FX spot rate.
|
FIX.5.0SP2EP187 |
|
|
2410 |
LegComplexEventForwardPoints |
PriceOffset |
FX forward points added to spot rate. May be a negative value.
|
FIX.5.0SP2EP187 |
|
|
2411 |
RegulatoryLegRefID |
String |
Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788).
|
FIX.5.0SP2EP181 |
|
|
2412 |
RateSourceReferemcePageHeading |
String |
Identifies the page heading from the rate source.
|
FIX.5.0SP2EP187 |
|
|
2413 |
RelatedToSecurityID |
String |
The security identifier of the instrument, instrument leg or underlying instrument with which the related instrument has correlation.
|
FIX.5.0SP2EP187 |
|
|
2414 |
RelatedToSecurityIDSource |
String |
Identifies class or source of the RelatedToSecurityID(2413) value.
|
FIX.5.0SP2EP187 |
|
|
2415 |
RelatedToStreamXIDRef |
XIDREF |
StreamXID(41303), LegStreamXID(41700) or UnderlyingStreamXID(42016) of the stream with which the related instrument has correlation.
|
FIX.5.0SP2EP187 |
|
|
2416 |
SideRegulatoryLegRefID |
String |
Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788).
|
FIX.5.0SP2EP181 |
|
|
2417 |
RelatedToDividendPeriodXIDRef |
XIDREF |
The DividendPeriodXID(42293) of the stream dividend period with which the related instrument has correlation.
|
FIX.5.0SP2EP208 |
|
|
2418 |
FirmTradeEventID |
String |
An identifier created by the trading party for the life cycle event associated with this report.
|
FIX.5.0SP2EP187 |
|
|
2419 |
UnderlyingComplexEventSpotRate |
Price |
FX spot rate.
|
FIX.5.0SP2EP187 |
|
|
2420 |
UnderlyingComplexEventForwardPoints |
PriceOffset |
FX forward points added to spot rate. May be a negative value.
|
FIX.5.0SP2EP187 |
|
|
2421 |
FillRefID |
String |
A reference to either the value of the FillExecID(1363) or an implicit position of a fills instance in the FillsGrp component.
|
FIX.5.0SP2EP188 |
|
|
2422 |
OrderRequestID |
int |
Unique message identifier for an order request as assigned by the submitter of the request.
|
FIX.5.0SP2EP188 |
|
|
2423 |
MassOrderRequestID |
String |
Unique message identifier for a mass order request as assigned by the submitter of the orders.
|
FIX.5.0SP2EP188 |
|
|
2424 |
MassOrderReportID |
String |
Unique message identifier for a mass order request as assigned by the receiver of the orders.
|
FIX.5.0SP2EP188 |
|
|
2425 |
MassOrderRequestStatus |
int |
Status of mass order request.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Accepted |
Accepted |
FIX.5.0SP2EP188 |
|
|
2 |
AcceptedWithAdditionalEvents |
Accepted with additional events |
FIX.5.0SP2EP188 |
|
|
3 |
Rejected |
Rejected |
FIX.5.0SP2EP188 |
|
|
|
FIX.5.0SP2EP188 |
|
|
2426 |
MassOrderRequestResult |
int |
Request result of mass order request.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Successful |
Successful |
FIX.5.0SP2EP188 |
|
|
1 |
ResponseLevelNotSupported |
Response level not supported |
FIX.5.0SP2EP188 |
|
|
2 |
InvalidMarket |
Invalid market |
FIX.5.0SP2EP188 |
|
|
3 |
InvalidMarketSegment |
Invalid market segment |
FIX.5.0SP2EP188 |
|
|
99 |
Other |
Other |
FIX.5.0SP2EP188 |
|
|
|
FIX.5.0SP2EP188 |
|
|
2427 |
OrderResponseLevel |
int |
The level of response requested from receiver of mass order messages. A default value should be bilaterally agreed.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
NoAck |
Responses are provided through one or more ExecutionReport(35=8) messages. |
FIX.5.0SP2EP188 |
|
|
1 |
MinimumAck |
The minimum is any information to explain why the requested transaction was refused or led to additional events, e.g. immediate execution of an order that was entered or modified. |
FIX.5.0SP2EP188 |
|
|
2 |
AckEach |
The number of entries in the response is identical to the number of entries in the request. |
FIX.5.0SP2EP188 |
|
|
3 |
SummaryAck |
Responses are provided through a single MassOrderAck(35=DK) without entries and one or more ExecutionReport(35=8) messages. |
FIX.5.0SP2EP188 |
|
|
|
FIX.5.0SP2EP188 |
|
|
2428 |
NoOrderEntries |
NumInGroup |
Number of order entries.
|
FIX.5.0SP2EP188 |
|
|
2429 |
OrderEntryAction |
char |
Specifies the action to be taken for the given order.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Add |
Add |
FIX.5.0SP2EP188 |
|
|
2 |
Modify |
Modify |
FIX.5.0SP2EP188 |
|
|
3 |
Delete |
Delete / Cancel |
FIX.5.0SP2EP188 |
|
|
4 |
Suspend |
Suspend |
FIX.5.0SP2EP188 |
|
|
5 |
Release |
Release |
FIX.5.0SP2EP188 |
|
|
|
FIX.5.0SP2EP188 |
|
|
2430 |
OrderEntryID |
int |
Unique identifier for an order within a single MassOrder(35=DJ) message that can be used as a reference in the MassOrderAck(35=DK) message.
|
FIX.5.0SP2EP188 |
|
|
2431 |
ExecTypeReason |
int |
The initiating event when an ExecutionReport(35=8) is sent.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
OrdAddedOnRequest |
Order added upon request |
FIX.5.0SP2EP188 |
|
|
2 |
OrdReplacedOnRequest |
Order replaced upon request |
FIX.5.0SP2EP188 |
|
|
3 |
OrdCxldOnRequest |
Order cancelled upon request |
FIX.5.0SP2EP188 |
|
|
4 |
UnsolicitedOrdCxl |
Unsolicited order cancellation |
FIX.5.0SP2EP188 |
|
|
5 |
NonRestingOrdAddedOnRequest |
Non-resting order added upon request |
FIX.5.0SP2EP188 |
|
|
6 |
OrdReplacedWithNonRestingOrdOnRequest |
Order replaced with non-resting order upon request |
FIX.5.0SP2EP188 |
|
|
7 |
TriggerOrdReplacedOnRequest |
Trigger order replaced upon request |
FIX.5.0SP2EP188 |
|
|
8 |
SuspendedOrdReplacedOnRequest |
Suspended order replaced upon request |
FIX.5.0SP2EP188 |
|
|
9 |
SuspendedOrdCxldOnRequest |
Suspended order canceled upon request |
FIX.5.0SP2EP188 |
|
|
10 |
OrdCxlPending |
Order cancellation pending |
FIX.5.0SP2EP188 |
|
|
11 |
PendingCxlExecuted |
Pending cancellation executed |
FIX.5.0SP2EP188 |
|
|
12 |
RestingOrdTriggered |
Resting order triggered |
FIX.5.0SP2EP188 |
|
|
13 |
SuspendedOrdActivated |
Suspended order activated |
FIX.5.0SP2EP188 |
|
|
14 |
ActiveOrdSuspended |
Active order suspended |
FIX.5.0SP2EP188 |
|
|
15 |
OrdExpired |
Order expired |
FIX.5.0SP2EP188 |
|
|
|
FIX.5.0SP2EP188 |
|
|
2432 |
TotNoOrderEntries |
int |
Totals number of orders for a mass order or its acknowledgment being fragmented across multiple messages.
|
FIX.5.0SP2EP188 |
|
|
2433 |
NoTargetPartySubIDs |
NumInGroup |
Number of target party sub IDs in the repeating group.
|
FIX.5.0SP2EP189 |
|
|
2434 |
TargetPartySubID |
String |
Party sub-identifier value within a target party repeating group.
|
FIX.5.0SP2EP189 |
|
|
2435 |
TargetPartySubIDType |
int |
Type of TargetPartySubID(2434) value.
|
FIX.5.0SP2EP189 |
|
|
2436 |
TransferInstructionID |
String |
Unique identifier for the transfer instruction assigned by the submitter.
|
FIX.5.0SP2EP189 |
|
|
2437 |
TransferID |
String |
The unique identifier assigned to the transfer entity once it is received, for example, by the CCP or the party governing the transfer process. Generally this same identifier for the transfer is used by all parties involved.
|
FIX.5.0SP2EP189 |
|
|
2438 |
TransferReportID |
String |
Unique identifier for the transfer report message.
|
FIX.5.0SP2EP189 |
|
|
2439 |
TransferTransType |
int |
Indicates the type of transfer transaction.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
New |
New |
FIX.5.0SP2EP189 |
|
|
1 |
Replace |
Replace |
FIX.5.0SP2EP189 |
|
|
2 |
Cancel |
Cancel |
FIX.5.0SP2EP189 |
|
|
|
FIX.5.0SP2EP189 |
|
|
2440 |
TransferType |
int |
Indicates the type of transfer request.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
RequestTransfer |
Request transfer |
FIX.5.0SP2EP189 |
|
|
1 |
AcceptTransfer |
Accept transfer |
FIX.5.0SP2EP189 |
|
|
2 |
DeclineTransfer |
Decline transfer |
FIX.5.0SP2EP189 |
|
|
|
FIX.5.0SP2EP189 |
|
|
2441 |
TransferScope |
int |
Indicates the type of transfer.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
InterFirmTransfer |
Inter-firm transfer |
FIX.5.0SP2EP189 |
|
|
1 |
IntraFirmTransfer |
Intra-firm transfer |
FIX.5.0SP2EP189 |
|
|
2 |
CMTA |
Clearing Member Trade Assignment |
FIX.5.0SP2EP189 |
|
|
|
FIX.5.0SP2EP189 |
|
|
2442 |
TransferStatus |
int |
Status of the transfer.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Received |
Received |
FIX.5.0SP2EP189 |
|
|
1 |
RejectedByIntermediary |
Rejected by intermediary |
FIX.5.0SP2EP189 |
|
|
2 |
AcceptPending |
Accept pending |
FIX.5.0SP2EP189 |
|
|
3 |
Accepted |
Accepted |
FIX.5.0SP2EP189 |
|
|
4 |
Declined |
Declined |
FIX.5.0SP2EP189 |
|
|
5 |
Cancelled |
Cancelled |
FIX.5.0SP2EP189 |
|
|
|
FIX.5.0SP2EP189 |
|
|
2443 |
TransferRejectReason |
int |
Reason the transfer instruction was rejected.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Success |
Success |
FIX.5.0SP2EP189 |
|
|
1 |
InvalidParty |
Invalid party |
FIX.5.0SP2EP189 |
|
|
2 |
UnknownInstrument |
Unknown instrument |
FIX.5.0SP2EP189 |
|
|
3 |
UnauthorizedToSubmitXfer |
Not authorized to submit transfers |
FIX.5.0SP2EP189 |
|
|
4 |
UnknownPosition |
Unknown position |
FIX.5.0SP2EP189 |
|
|
99 |
Other |
Other |
FIX.5.0SP2EP189 |
|
|
|
FIX.5.0SP2EP189 |
|
|
2444 |
TransferReportType |
int |
Indicates the type of transfer report.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Submit |
Submit |
FIX.5.0SP2EP189 |
|
|
1 |
Alleged |
Alleged |
FIX.5.0SP2EP189 |
|
|
|
FIX.5.0SP2EP189 |
|
|
2445 |
AggressorTime |
UTCTimestamp |
Timestamp of aggressive order or quote resulting in match event.
|
FIX.5.0SP2EP190 |
|
|
2446 |
AggressorSide |
char |
Side of aggressive order or quote resulting in match event.
|
FIX.5.0SP2EP190 |
|
|
2447 |
FastMarketIndicator |
Boolean |
Indicates if the instrument is in "fast market" state.
A "fast market" is a state in which market rules are applied to instrument(s) or entire trading session when market events causes significant price movements due to public information.
|
FIX.5.0SP2EP190 |
|
|
2448 |
LinkageHandlingIndicator |
Boolean |
Indicate whether linkage handling is in effect for an instrument or not.
|
FIX.5.0SP2EP190 |
|
|
2449 |
NumberOfBuyOrders |
int |
Number of buy orders involved in a trade.
|
FIX.5.0SP2EP190 |
|
|
2450 |
NumberOfSellOrders |
int |
Number of sell orders involved in a trade.
|
FIX.5.0SP2EP190 |
|
|
2451 |
SettlPriceDeterminationMethod |
int |
Calculation method used to determine settlement price.
|
FIX.5.0SP2EP190 |
|
|
2452 |
MDStatisticReqID |
String |
Message identifier for a statistics request.
|
FIX.5.0SP2EP191 |
|
|
2453 |
MDStatisticRptID |
String |
Message identifier for a statistics report.
|
FIX.5.0SP2EP191 |
|
|
2454 |
MDStatisticName |
String |
The short name or acronym for a set of statistic parameters.
|
FIX.5.0SP2EP191 |
|
|
2455 |
MDStatisticDesc |
String |
Can be used to provide an optional textual description for a statistic.
|
FIX.5.0SP2EP191 |
|
|
2456 |
MDStatisticType |
int |
Type of statistic value.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Count |
Simple count of entities or events, e.g. orders transactions during a period of time. |
FIX.5.0SP2EP191 |
|
|
2 |
AverageVolume |
Average quantity of entities, e.g. average volume of incoming quotes or average trade volume. |
FIX.5.0SP2EP191 |
FIX.5.0SP2EP231 |
|
3 |
TotalVolume |
Aggregated quantities of entities across events, e.g. total trade volume during a period of time. |
FIX.5.0SP2EP191 |
FIX.5.0SP2EP231 |
|
4 |
Distribution |
Distribution of entities across entity types, e.g. percentage of limit orders amongst all order types. |
FIX.5.0SP2EP191 |
|
|
5 |
Ratio |
Pre-defined ratio between entities, e.g. ratio of trades triggered by buy orders. |
FIX.5.0SP2EP191 |
|
|
6 |
Liquidity |
Measurement of liquidity of an instrument, e.g. by providing the spread between bid and offer or the trade volume needed to move the price. |
FIX.5.0SP2EP191 |
|
|
7 |
VWAP |
Benchmark price. |
FIX.5.0SP2EP191 |
|
|
8 |
Volatility |
Volatility of entities, e.g. price movements of incoming orders. |
FIX.5.0SP2EP191 |
|
|
9 |
Duration |
Time period of events, e.g. resting period of passive orders. |
FIX.5.0SP2EP191 |
|
|
10 |
Tick |
Price movement of an instrument in number of ticks. |
FIX.5.0SP2EP191 |
|
|
11 |
AverageValue |
Average quantity multiplied by price. |
FIX.5.0SP2EP191 |
FIX.5.0SP2EP231 |
|
12 |
TotalValue |
Aggregated quantity multiplied by price; also described as turnover. |
FIX.5.0SP2EP191 |
FIX.5.0SP2EP231 |
|
13 |
High |
Highest price. |
FIX.5.0SP2EP191 |
|
|
14 |
Low |
Lowest price. |
FIX.5.0SP2EP191 |
|
|
15 |
Midpoint |
Midpoint price between bid and offer. |
FIX.5.0SP2EP191 |
|
|
16 |
First |
First price or initial value. |
FIX.5.0SP2EP191 |
|
|
17 |
Last |
Most recent price or value. |
FIX.5.0SP2EP191 |
|
|
18 |
Final |
Final price or confirmed value. |
FIX.5.0SP2EP191 |
|
|
19 |
ExchangeBest |
Best price of a single venue regardless of volume. |
FIX.5.0SP2EP191 |
|
|
20 |
ExchangeBestWithVolume |
Best price of a single venue with volume at or above a pre-defined threshold. |
FIX.5.0SP2EP191 |
|
|
21 |
ConsolidatedBest |
Best price across multiple venues regardless of volume. |
FIX.5.0SP2EP191 |
|
|
22 |
ConsolidatedBestWithVolume |
Best price across multiple venues with volume at or above a pre-defined threshold. |
FIX.5.0SP2EP191 |
|
|
23 |
TWAP |
Time weighted average price (TWAP) |
FIX.5.0SP2EP191 |
|
|
24 |
AverageDuration |
Average duration of time periods of events. |
FIX.5.0SP2EP231 |
|
|
25 |
AveragePrice |
Average price across entities e.g. trade prices. |
FIX.5.0SP2EP231 |
|
|
26 |
TotalFees |
Aggregated fees. |
FIX.5.0SP2EP231 |
|
|
27 |
TotalBenefits |
Aggregated benefits. |
FIX.5.0SP2EP231 |
|
|
28 |
MedianValue |
Median quantity multiplied by price for orders or quotes. |
FIX.5.0SP2EP231 |
|
|
29 |
AverageLiquidity |
Average liquidity of an instrument e.g. average effective spread. |
FIX.5.0SP2EP231 |
|
|
30 |
MedianDuration |
Median duration of time periods of events. |
FIX.5.0SP2EP231 |
|
|
|
FIX.5.0SP2EP191 |
|
|
2457 |
MDStatisticScope |
int |
Entities used as basis for the statistics.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
BidPrices |
Bid prices |
FIX.5.0SP2EP191 |
|
|
2 |
OfferPrices |
Offer prices |
FIX.5.0SP2EP191 |
|
|
3 |
BidDepth |
Bid depth |
FIX.5.0SP2EP191 |
|
|
4 |
OfferDepth |
Offer depth |
FIX.5.0SP2EP191 |
|
|
5 |
Orders |
Orders |
FIX.5.0SP2EP191 |
|
|
6 |
Quotes |
Quotes |
FIX.5.0SP2EP191 |
|
|
7 |
OrdersAndQuotes |
Orders and Quotes |
FIX.5.0SP2EP191 |
|
|
8 |
Trades |
Trades |
FIX.5.0SP2EP191 |
|
|
9 |
TradePrices |
Trade prices |
FIX.5.0SP2EP191 |
|
|
10 |
AuctionPrices |
Auction prices |
FIX.5.0SP2EP191 |
|
|
11 |
OpeningPrices |
Opening prices |
FIX.5.0SP2EP191 |
|
|
12 |
ClosingPrices |
Closing prices |
FIX.5.0SP2EP191 |
|
|
13 |
SettlementPrices |
Settlement prices |
FIX.5.0SP2EP191 |
|
|
14 |
UnderlyingPrices |
Underlying prices |
FIX.5.0SP2EP191 |
|
|
15 |
OpenInterest |
Open interest |
FIX.5.0SP2EP191 |
|
|
16 |
IndexValues |
Index values |
FIX.5.0SP2EP191 |
|
|
17 |
MarginRates |
Margin rates |
FIX.5.0SP2EP191 |
|
|
18 |
Outages |
System halt due to a technical malfunction or failure. |
FIX.5.0SP2EP231 |
|
|
19 |
ScheduledAuctions |
Scheduled auctions |
FIX.5.0SP2EP231 |
|
|
20 |
ReferencePrices |
Reference prices |
FIX.5.0SP2EP231 |
|
|
21 |
TradeValue |
Trade size multiplied by price. |
FIX.5.0SP2EP231 |
|
|
22 |
MarketDataFeeItems |
Fees related to market data access. |
FIX.5.0SP2EP231 |
|
|
23 |
Rebates |
Rebate items offered to the client. |
FIX.5.0SP2EP231 |
|
|
24 |
Discounts |
Discounts offered to the client. |
FIX.5.0SP2EP231 |
|
|
25 |
Payments |
Other benefits offered to the client. |
FIX.5.0SP2EP231 |
|
|
26 |
Taxes |
Taxes incurred. |
FIX.5.0SP2EP231 |
|
|
27 |
Levies |
Levies incurred. |
FIX.5.0SP2EP231 |
|
|
28 |
Benefits |
Benefits offered to the client. |
FIX.5.0SP2EP231 |
|
|
29 |
Fees |
Fees |
FIX.5.0SP2EP231 |
|
|
30 |
OrdersRFQs |
Orders and RFQs (Request for quotes) |
FIX.5.0SP2EP231 |
|
|
31 |
MarketMakers |
Market makers |
FIX.5.0SP2EP231 |
|
|
32 |
TradingInterruptions |
Disruption in trading due to an automatic or manual decision. |
FIX.5.0SP2EP231 |
|
|
33 |
TradingSuspensions |
An instrument is deliberately prevented from being quoted or traded due to a decision by execution venue or a competent authority. |
FIX.5.0SP2EP231 |
|
|
34 |
NoQuotes |
Period of no quotes received. |
FIX.5.0SP2EP231 |
|
|
35 |
RequestForQuotes |
Request for quotes |
FIX.5.0SP2EP231 |
|
|
36 |
TradeVolume |
Quantity traded. |
FIX.5.0SP2EP236 |
|
|
|
FIX.5.0SP2EP191 |
|
|
2458 |
MDStatisticSubScope |
int |
Sub-scope of the statistics to further reduce the entities used as basis for the statistics.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Visible |
Only includes visible orders and/or quotes. |
FIX.5.0SP2EP191 |
|
|
2 |
Hidden |
Only includes hidden orders and/or quotes. |
FIX.5.0SP2EP191 |
|
|
3 |
Indicative |
Only includes IOIs and non-tradable quotes. |
FIX.5.0SP2EP191 |
|
|
4 |
Tradeable |
Excludes IOIs and indicative quotes. |
FIX.5.0SP2EP191 |
|
|
5 |
Passive |
Only includes resting orders and tradeable quotes. |
FIX.5.0SP2EP191 |
|
|
6 |
MarketConsensus |
Only includes entities, e.g. trades, conforming to minimum requirements. Details to be defined out of band. |
FIX.5.0SP2EP191 |
|
|
7 |
Power |
Outages due to power failure. |
FIX.5.0SP2EP231 |
|
|
8 |
HardwareError |
Outages due to a hardware malfunction or failure. |
FIX.5.0SP2EP231 |
|
|
9 |
SoftwareError |
Outages due to a software malfunction or failure. |
FIX.5.0SP2EP231 |
|
|
10 |
NetworkError |
Outages due to network error. |
FIX.5.0SP2EP231 |
|
|
11 |
Failed |
Transaction voided by the execution venue. |
FIX.5.0SP2EP231 |
|
|
12 |
Executed |
Total or partial execution of an order or quote. |
FIX.5.0SP2EP231 |
|
|
13 |
Entered |
Order or quote entry. |
FIX.5.0SP2EP231 |
|
|
14 |
Modified |
Order or quote modification. |
FIX.5.0SP2EP231 |
|
|
15 |
Cancelled |
Order or quote cancellation. |
FIX.5.0SP2EP231 |
|
|
16 |
MarketDataAccess |
Market data access |
FIX.5.0SP2EP231 |
|
|
17 |
TerminalAccess |
Terminal access |
FIX.5.0SP2EP231 |
|
|
18 |
Volume |
Specifies sub-scope of market data per volume. |
FIX.5.0SP2EP231 |
|
|
19 |
Cleared |
Cleared trade. |
FIX.5.0SP2EP231 |
|
|
20 |
Settled |
Settled trade. |
FIX.5.0SP2EP231 |
|
|
21 |
Other |
Any other fees incurred by the client. |
FIX.5.0SP2EP231 |
|
|
22 |
Monetary |
Monetary benefits offered to the clients. |
FIX.5.0SP2EP231 |
|
|
23 |
NonMonetary |
Non-monetary benefits offered to the clients |
FIX.5.0SP2EP231 |
|
|
24 |
Gross |
Total fees excluding rebates and discounts. |
FIX.5.0SP2EP231 |
|
|
25 |
LargeInScale |
Means an order classified as large in scale in accordance with a regulatory definition. |
FIX.5.0SP2EP231 |
|
|
26 |
NeitherHiddenNorLargeInScale |
Excluding orders pending disclosures and LIS. |
FIX.5.0SP2EP231 |
|
|
27 |
CorporateAction |
Specifies type of trading suspension. |
FIX.5.0SP2EP231 |
|
|
28 |
VenueDecision |
Specifies type of trading suspension. |
FIX.5.0SP2EP231 |
|
|
29 |
MinimumTimePeriod |
Minimum time period for the event defined by scope. |
FIX.5.0SP2EP231 |
|
|
30 |
Open |
Open status of RFQs (request for quotes), no quotes have been provided. |
FIX.5.0SP2EP231 |
|
|
31 |
NotExecuted |
Orders or quotes that didn't execute. |
FIX.5.0SP2EP231 |
|
|
32 |
Aggressive |
Order or Quote entered into the order book that took liquidity. |
FIX.5.0SP2EP236 |
|
|
33 |
Directed |
An order where execution venue is specified by the client. |
FIX.5.0SP2EP236 |
|
|
|
FIX.5.0SP2EP191 |
|
|
2459 |
MDStatisticScopeType |
int |
Scope details of the statistics to reduce the number of events being used as basis for the statistics.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
EntryRate |
Entry rate |
FIX.5.0SP2EP191 |
|
|
2 |
ModificationRate |
Modification rate |
FIX.5.0SP2EP191 |
|
|
3 |
CancelRate |
Cancel rate |
FIX.5.0SP2EP191 |
|
|
4 |
DownwardMove |
Downward move |
FIX.5.0SP2EP191 |
|
|
5 |
UpwardMove |
Upward move |
FIX.5.0SP2EP191 |
|
|
|
FIX.5.0SP2EP191 |
|
|
2460 |
MDStatisticFrequencyPeriod |
int |
Dissemination frequency of statistics. Special meaning for a value of zero which represents an event-driven dissemination in real time (e.g. as soon as a new trade occurs).
|
FIX.5.0SP2EP191 |
|
|
2461 |
MDStatisticFrequencyUnit |
int |
Time unit for MDStatisticFrequencyPeriod(2460).
|
FIX.5.0SP2EP191 |
|
|
2462 |
MDStatisticDelayPeriod |
int |
Number of time units between the calculation of the statistic and its dissemination. Can be used to defer or delay publication.
|
FIX.5.0SP2EP191 |
|
|
2463 |
MDStatisticDelayUnit |
int |
Time unit for MDStatisticDelayPeriod(2462).
|
FIX.5.0SP2EP191 |
|
|
2464 |
MDStatisticIntervalType |
int |
Type of interval over which statistic is calculated.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
SlidingWindow |
Window is defined as an interval period up to the current time of dissemination, see MDStatisticIntervalPeriod (2466). |
FIX.5.0SP2EP191 |
|
|
2 |
SlidingWindowPeak |
Highest value of all sliding windows across date and/or time range. Omission of date/time range represents current day. |
FIX.5.0SP2EP191 |
|
|
3 |
FixedDateRange |
Interval may be open ended on either side, see MDStatisticStartDate (2468) and MDStatisticEndDate(2469). Starting/ending time of date fields only apply to the first/last day of the date range. Additional time range may be defined with MDStatisticStartTime(2470) and MDStatisticEndTime(2471) and applies to every business day within date range, i.e. to define an identical time slice across days. |
FIX.5.0SP2EP191 |
|
|
4 |
FixedTimeRange |
Interval may be open ended on either side, see MDStatisticStartTime(2470) and MDStatisticEndTime(2471). |
FIX.5.0SP2EP191 |
|
|
5 |
CurrentTimeUnit |
Relative time unit which has not ended yet, e.g. current day. Interval ends with the time of dissemination of the statistic. Requires the definition of an actual unit, see MDStatisticIntervalTypeUnit(2465). |
FIX.5.0SP2EP191 |
|
|
6 |
PreviousTimeUnit |
Relative time unit which has ended in the past. Requires the definition of an actual unit, see MDStatisticIntervalTypeUnit(2465). |
FIX.5.0SP2EP191 |
|
|
7 |
MaximumRange |
Use to convey record values over the lifetime of the system or venue. |
FIX.5.0SP2EP191 |
|
|
8 |
MaximumRangeUpToPreviousTimeUnit |
Use to convey record values over the lifetime of the system or venue but does not include the most recent time unit as it has not completed yet. Requires the definition of an actual unit, see MDStatisticIntervalTypeUnit(2465) |
FIX.5.0SP2EP191 |
|
|
|
FIX.5.0SP2EP191 |
|
|
2465 |
MDStatisticIntervalTypeUnit |
String |
Time unit for MDStatisticIntervalType(2464).
|
FIX.5.0SP2EP191 |
|
|
2466 |
MDStatisticIntervalPeriod |
int |
Length of time over which the statistic is calculated. Special meaning for a value of zero to express that there is no aggregation over time. Can be used with other interval types expressing relative date and time ranges to combine them with sliding window peaks, e.g. highest volume across 1 minute intervals of the previous day.
|
FIX.5.0SP2EP191 |
|
|
2467 |
MDStatisticIntervalUnit |
int |
Time unit for MDStatisticIntervalPeriod(2466).
|
FIX.5.0SP2EP191 |
|
|
2468 |
MDStatisticStartDate |
UTCTimestamp |
First day of range for which statistical data is collected.
|
FIX.5.0SP2EP191 |
|
|
2469 |
MDStatisticEndDate |
UTCTimestamp |
Last day of range for which statistical data is collected.
|
FIX.5.0SP2EP191 |
|
|
2470 |
MDStatisticStartTime |
UTCTimeOnly |
Start time of the time range for which statistical data is collected.
|
FIX.5.0SP2EP191 |
|
|
2471 |
MDStatisticEndTime |
UTCTimeOnly |
End time of the time range for which statistical data is collected.
|
FIX.5.0SP2EP191 |
|
|
2472 |
MDStatisticRatioType |
int |
Ratios between various entities.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
BuyersToSellers |
None |
FIX.5.0SP2EP191 |
|
|
2 |
UpticksToDownticks |
Can also be used with a scope of multiple instruments representing an index. |
FIX.5.0SP2EP191 |
|
|
3 |
MarketMakerToNonMarketMaker |
Use to identify share of market making activity. |
FIX.5.0SP2EP191 |
|
|
4 |
AutomatedToNonAutomated |
Use to identify ratio of orders and quotes resulting from automated trading. |
FIX.5.0SP2EP191 |
|
|
5 |
OrdersToTrades |
Use with scope of trades. |
FIX.5.0SP2EP191 |
|
|
6 |
QuotesToTrades |
Use with scope of trades. |
FIX.5.0SP2EP191 |
|
|
7 |
OrdersAndQuotesToTrades |
Use with scope of trades. |
FIX.5.0SP2EP191 |
|
|
8 |
FailedToTotalTradedValue |
Total value of failed trades over total traded value. |
FIX.5.0SP2EP231 |
|
|
9 |
BenefitsToTotalTradedValue |
Total value of all benefits over total traded value. |
FIX.5.0SP2EP231 |
|
|
10 |
FeesToTotalTradedValue |
Total value of all fees excluding rebates over total traded value. |
FIX.5.0SP2EP231 |
|
|
11 |
TradeVolumeToTotalTradedVolume |
Total value of failed trades over total traded value. |
FIX.5.0SP2EP236 |
|
|
12 |
OrdersToTotalNumberOrders |
Orders pertaining to a type over total number of orders. |
FIX.5.0SP2EP236 |
|
|
|
FIX.5.0SP2EP191 |
|
|
2473 |
MDStatisticRequestResult |
int |
Result returned in response to MarketDataStatisticsRequest (35=DO).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Successful |
Successful (default) |
FIX.5.0SP2EP191 |
|
|
1 |
InvalidOrUnknownMarket |
Invalid or unknown market |
FIX.5.0SP2EP191 |
|
|
2 |
InvalidOrUnknownMarketSegment |
Invalid or unknown market segment |
FIX.5.0SP2EP191 |
|
|
3 |
InvalidOrUnknownSecurityList |
Invalid or unknown security list |
FIX.5.0SP2EP191 |
|
|
4 |
InvalidOrUnknownInstruments |
Invalid or unknown instrument(s) |
FIX.5.0SP2EP191 |
|
|
5 |
InvalidParties |
Invalid parties |
FIX.5.0SP2EP191 |
|
|
6 |
TradeDateOutOfSupportedRange |
Trade date out of supported range |
FIX.5.0SP2EP191 |
|
|
7 |
UnsupportedStatisticType |
Statistic type not supported |
FIX.5.0SP2EP191 |
|
|
8 |
UnsupportedScopeOrSubScope |
Scope or sub-scope not supported |
FIX.5.0SP2EP191 |
|
|
9 |
UnsupportedScopeType |
Scope type not supported |
FIX.5.0SP2EP191 |
|
|
10 |
MarketDepthNotSupported |
Market depth not supported |
FIX.5.0SP2EP191 |
|
|
11 |
FrequencyNotSupported |
Frequency not supported |
FIX.5.0SP2EP191 |
|
|
12 |
UnsupportedStatisticInterval |
Statistic interval not supported |
FIX.5.0SP2EP191 |
|
|
13 |
UnsupportedStatisticDateRange |
Statistic date range not supported |
FIX.5.0SP2EP191 |
|
|
14 |
UnsupportedStatisticTimeRange |
Statistic time range not supported |
FIX.5.0SP2EP191 |
|
|
15 |
UnsupportedRatioType |
Ratio type not supported |
FIX.5.0SP2EP191 |
|
|
16 |
InvalidOrUnknownTradeInputSource |
Invalid or unknown trade input source |
FIX.5.0SP2EP191 |
|
|
17 |
InvalidOrUnknownTradingSession |
Invalid or unknown trading session |
FIX.5.0SP2EP191 |
|
|
18 |
UnauthorizedForStatisticRequest |
Unauthorized for statistic request |
FIX.5.0SP2EP191 |
|
|
99 |
Other |
Other (further information in Text (58) field) |
FIX.5.0SP2EP191 |
|
|
|
FIX.5.0SP2EP191 |
|
|
2474 |
NoMDStatistics |
NumInGroup |
Number of market data statistics.
|
FIX.5.0SP2EP191 |
|
|
2475 |
MDStatisticID |
String |
Unique identifier for a statistic.
|
FIX.5.0SP2EP191 |
|
|
2476 |
MDStatisticTime |
UTCTimestamp |
Time of calculation of a statistic.
|
FIX.5.0SP2EP191 |
|
|
2477 |
MDStatisticStatus |
int |
Status for a statistic to indicate its availability.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Active |
Active (default) |
FIX.5.0SP2EP191 |
|
|
2 |
Inactive |
Inactive (not disseminated) |
FIX.5.0SP2EP191 |
|
|
|
FIX.5.0SP2EP191 |
|
|
2478 |
MDStatisticValue |
float |
Statistical value.
|
FIX.5.0SP2EP191 |
|
|
2479 |
MDStatisticValueType |
int |
Type of statistical value.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Absolute |
Absolute |
FIX.5.0SP2EP191 |
|
|
2 |
Percentage |
Percentage |
FIX.5.0SP2EP191 |
|
|
|
FIX.5.0SP2EP191 |
|
|
2480 |
MDStatisticValueUnit |
int |
Unit of time for statistical value.
|
FIX.5.0SP2EP191 |
FIX.5.0SP2EP208 |
|
2481 |
EncodedMDStatisticDescLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedMDStatisticDesc(2482) field.
|
FIX.5.0SP2EP191 |
FIX.5.0SP2EP229 |
|
2482 |
EncodedMDStatisticDesc |
data |
Encoded (non-ASCII characters) representation of the MDStatisticDesc(2455) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the MDStatisticDesc(2455) field.
|
FIX.5.0SP2EP191 |
|
|
2483 |
AllocRiskLimitCheckStatus |
int |
Indicates the status of the risk limit check performed on a trade for this allocation instance.
|
FIX.5.0SP2EP192 |
|
|
2484 |
FirmTransactionID |
String |
The unique transaction entity identifier assigned by the firm.
|
FIX.5.0SP2EP192 |
|
|
2485 |
TransactionID |
String |
The unique transaction entity identifier.
|
FIX.5.0SP2EP192 |
|
|
2486 |
WireReference |
String |
The reference to a wire transfer associated with the transaction. Wire references done via wire services such as Fedwire Output Message Accountabilitty Data "OMAD" or SWIFT Output Sequence Number "OSN".
|
FIX.5.0SP2EP192 |
|
|
2487 |
CollRptRejectReason |
int |
Reject reason code for rejecting the collateral report.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
UnknownTrade |
Unknown trade or transaction |
FIX.5.0SP2EP192 |
|
|
1 |
UnknownInstrument |
Unknown or invalid instrument |
FIX.5.0SP2EP192 |
|
|
2 |
UnknownCounterparty |
Unknown or invalid counterparty |
FIX.5.0SP2EP192 |
|
|
3 |
UnknownPosition |
Unknown or invalid position |
FIX.5.0SP2EP192 |
|
|
4 |
UnacceptableCollateral |
Unacceptable or invalid type of collateral |
FIX.5.0SP2EP192 |
|
|
99 |
Other |
Other |
FIX.5.0SP2EP192 |
|
|
|
FIX.5.0SP2EP192 |
|
|
2488 |
CollRptStatus |
int |
The status of the collateral report.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Accepted |
Accepted (successfully processed) |
FIX.5.0SP2EP192 |
|
|
1 |
Received |
Received (not yet processed) |
FIX.5.0SP2EP192 |
|
|
2 |
Rejected |
Rejected |
FIX.5.0SP2EP192 |
|
|
|
FIX.5.0SP2EP192 |
|
|
2489 |
PackageID |
String |
Identifier assigned to a collection of trades so that they can be analyzed as one atomic unit for risk assessment and clearing.
|
FIX.5.0SP2EP192 |
|
|
2490 |
TradeNumber |
int |
Ordinal number of the trade within a series of related trades.
|
FIX.5.0SP2EP192 |
|
|
2491 |
UnderlyingAssetGroup |
int |
Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.).
|
FIX.5.0SP2EP192 |
|
|
2492 |
LegDifferentialPrice |
PriceOffset |
Used in pricing a group of individual Trade at Settlement (TAS) and Trade At Marker (TAM) contracts as an atomic unit. The value is the negotiated currency offset either at settlement (TAS) or at the time specified in the product definition (TAM). The final contract price is reported in LegLastPx(637).
|
FIX.5.0SP2EP217 |
|
|
2493 |
EncodedLegDocumentationText |
data |
Encoded (non-ASCII characters) representation of the LegDocumentationText(2505) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the LegDocumentationText(2505) field.
|
FIX.5.0SP2EP192 |
|
|
2494 |
EncodedLegDocumentationTextLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedLegDocumentationText(2493) field.
|
FIX.5.0SP2EP192 |
|
|
2495 |
LegAgreementCurrency |
Currency |
Contractual currency forming the basis of a financing agreement and associated transactions. Usually, but not always, the same as the trade currency.
|
FIX.5.0SP2EP192 |
|
|
2496 |
LegAgreementDate |
LocalMktDate |
A reference to the date the underlying agreement specified by LegAgreementID(2498) and LegAgreementDesc(2497) was executed.
|
FIX.5.0SP2EP192 |
|
|
2497 |
LegAgreementDesc |
String |
The full name of the base standard agreement, annexes and amendments in place between the principals applicable to a financing transaction. See http://www.fpml.org/coding-scheme/master-agreement-type for derivative values.
|
FIX.5.0SP2EP192 |
|
|
2498 |
LegAgreementID |
String |
A common reference to the applicable standing agreement between the counterparties to a financing transaction.
|
FIX.5.0SP2EP192 |
|
|
2499 |
LegAgreementVersion |
String |
The version of the master agreement.
|
FIX.5.0SP2EP192 |
|
|
2500 |
LegBrokerConfirmationDesc |
String |
Describes the type of broker confirmation executed between the parties. Can be used as an alternative to MasterConfirmationDesc(1962). See http://www.fpml.org/coding-scheme/broker-confirmation-type for values.
|
FIX.5.0SP2EP192 |
|
|
2501 |
LegCreditSupportAgreementDate |
LocalMktDate |
The date of the ISDA Credit Support Agreement executed between the parties and intended to govern collateral arrangements for all OTC derivatives transactions between those parties.
|
FIX.5.0SP2EP192 |
|
|
2502 |
LegCreditSupportAgreementDesc |
String |
The type of ISDA Credit Support Agreement. See http://www.fpml.org/coding-scheme/credit-support-agreement-type for values.
|
FIX.5.0SP2EP192 |
|
|
2503 |
LegCreditSupportAgreementID |
String |
A common reference or unique identifier to identify the ISDA Credit Support Agreement executed between the parties.
|
FIX.5.0SP2EP192 |
|
|
2504 |
LegDeliveryType |
int |
Identifies type of settlement.
|
FIX.5.0SP2EP192 |
|
|
2505 |
LegDocumentationText |
String |
A sentence or phrase pertinent to the trade, not a reference to an external document. E.g. "To be registered with the U.S. Environmental Protection Agency, Acid Rain Division, SO2 Allowance Tracking System".
|
FIX.5.0SP2EP192 |
|
|
2506 |
LegEndDate |
LocalMktDate |
End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral.
|
FIX.5.0SP2EP192 |
|
|
2507 |
LegGoverningLaw |
String |
Identification of the law governing the transaction. See http://www.fpml.org/coding-scheme/governing-law for values.
|
FIX.5.0SP2EP192 |
|
|
2508 |
LegMarginRatio |
Percentage |
The fraction of the cash consideration that must be collateralized, expressed as a percent. A MarginRatio of 2% indicates that the value of the collateral (after deducting for "haircut") must exceed the cash consideration by 2%.
|
FIX.5.0SP2EP192 |
|
|
2509 |
LegMasterConfirmationAnnexDate |
LocalMktDate |
The date that an annexation to the master confirmation was executed between the parties.
|
FIX.5.0SP2EP192 |
|
|
2510 |
LegMasterConfirmationDate |
LocalMktDate |
Alternative to broker confirmation. The date of the confirmation executed between the parties and intended to govern all relevant transactions between those parties.
|
FIX.5.0SP2EP192 |
|
|
2511 |
LegMasterConfirmationDesc |
String |
The type of master confirmation executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-type for values.
|
FIX.5.0SP2EP192 |
|
|
2512 |
LegMasterConfirmationAnnexDesc |
String |
The type of master confirmation annexation executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-annex-type for values.
|
FIX.5.0SP2EP192 |
|
|
2513 |
LegStartDate |
LocalMktDate |
Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral.
|
FIX.5.0SP2EP192 |
|
|
2514 |
LegTerminationType |
int |
Type of financing termination.
|
FIX.5.0SP2EP192 |
|
|
2515 |
AllocCalculatedCcyQty |
Qty |
Used for the calculated quantity of the other side of the currency trade applicable to the allocation instance.
|
FIX.5.0SP2EP193 |
|
|
2516 |
CollateralRequestInstruction |
String |
An encoded collateral request processing instruction to the receiver.
|
FIX.5.0SP2EP193 |
|
|
2517 |
CollateralRequestLinkID |
String |
A unique identifier to link together a set or group of requests.
|
FIX.5.0SP2EP193 |
|
|
2518 |
CollateralRequestNumber |
int |
Ordinal number of the request within a set or group of requests.
|
FIX.5.0SP2EP193 |
|
|
2519 |
TotNumCollateralRequests |
int |
Total number of request messages within a set or group of requests.
|
FIX.5.0SP2EP193 |
|
|
2520 |
WarningText |
String |
Communicates the underlying condition when the request response indicates "warning".
|
FIX.5.0SP2EP193 |
|
|
2521 |
EncodedWarningText |
data |
Encoded (non-ASCII characters) representation of the WarningText(2520) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the WarningText(2520) field.
|
FIX.5.0SP2EP193 |
|
|
2522 |
EncodedWarningTextLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedWarningtText(2521) field.
|
FIX.5.0SP2EP193 |
|
|
2523 |
CrossedIndicator |
int |
Indicates whether the order or quote was crossed with another order or quote having the same context, e.g. having accounts with a common ownership.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
NoCross |
Crossing did not occur. |
FIX.5.0SP2EP218 |
|
|
1 |
CrossRejected |
Crossing occurred but execution was prevented, e.g. due to self-match prevention. |
FIX.5.0SP2EP218 |
|
|
2 |
CrossAccepted |
Crossing occurred but execution was permitted. |
FIX.5.0SP2EP218 |
|
|
|
FIX.5.0SP2EP218 |
|
|
2524 |
TradeReportingIndicator |
int |
Used between parties to convey trade reporting status.
In the context of regulatory reporting, this field may be used by the reporting party (e.g. party obligated to report to regulators) to inform their trading counterparty or other interested parties the trade reporting status.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
NotReported |
Depending on the regulatory regime the trade is reportable and the recipient may be responsible for reporting. |
FIX.5.0SP2EP222 |
FIX.5.0SP2EP237 |
|
1 |
OnBook |
Trade has been or will be reported by a trading venue as an "on-book" trade |
FIX.5.0SP2EP222 |
FIX.5.0SP2EP237 |
|
2 |
SISeller |
Trade has been or will be reported as a "systematic internaliser" seller trade |
FIX.5.0SP2EP222 |
FIX.5.0SP2EP237 |
|
3 |
SIBuyer |
Trade has been or will be reported as a "systematic internaliser" buyer trade |
FIX.5.0SP2EP222 |
FIX.5.0SP2EP237 |
|
4 |
NonSISeller |
Trade has been or will be reported as a "non-systematic internaliser" seller trade |
FIX.5.0SP2EP222 |
FIX.5.0SP2EP237 |
|
5 |
SubDelegationByFirm |
Trade has been or will be reported under a sub-delegation arrangement by an investment firm to a reporting facility (e.g. APA) on behalf of another investment firm |
FIX.5.0SP2EP222 |
FIX.5.0SP2EP237 |
|
6 |
Reportable |
Depending on the regulatory regime the recipient is not responsible for reporting. |
FIX.5.0SP2EP237 |
|
|
7 |
NonSIBuyer |
Trade has been or will be reported as a "non-Systematic Internaliser" buyer trade |
FIX.5.0SP2EP237 |
|
|
8 |
OffBook |
Trade has been or will be reported by a trading venue as an "off-book" trade |
FIX.5.0SP2EP237 |
|
|
9 |
NotReportable |
The (non-equity) instrument does not need to be reported by any party, e.g. because it is not deemed to have been traded on a trading venue. |
FIX.5.0SP2EP237 |
|
|
|
FIX.5.0SP2EP222 |
|
|
2525 |
AffiliatedFirmsTradeIndicator |
Boolean |
Indicates whether the transaction or position was entered into between two affiliated firms. I.e. one counterparty has an ownership interest in the other counterparty but less than the majority interest.
This trade attribute was identified under and applies to the Canadian CSA trade reporting regulations.
|
FIX.5.0SP2EP193 |
|
|
2526 |
InternationalSwapIndicator |
Boolean |
Identifies the swap trade as an "international" transaction.
In the context of CFTC Regulation 45.3(h), an international swap is required by U.S. law and the law of another jurisdiction to be reported both to a US Swaps Data Repository and to a different trade repository registered within the other jurisdiction. The additional SDRs must be identified in the appropriate Parties component with PartyRole(452) = 102 (Data repository), PartyRoleQualifier(2376) = 11 (Additional international trade repository) and PartySubIDType(803) = 70 (Location or jurisdiction).
|
FIX.5.0SP2EP193 |
|
|
2527 |
MultiAssetSwapIndicator |
Boolean |
Indicates a swap that does not have one easily identifiable primary underlying asset, but instead involves multiple underlying assets within one trade repository's jurisdiction that belong to different asset classes.
None
|
FIX.5.0SP2EP193 |
|
|
2528 |
ClearingSettlPrice |
Price |
Clearing settlement price.
|
FIX.5.0SP2EP195 |
|
|
2529 |
NoRelativeValues |
NumInGroup |
Number of relative value metrics entries in the repeating group.
|
FIX.5.0SP2EP194 |
|
|
2530 |
RelativeValueType |
int |
Indicates the type of relative value measurement being specified.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
ASWSpread |
ASW Spread. The asset swap spread is the difference in the bond's yield (yield to maturity) and a floating interest rate (usually LIBOR), expressed in basis points. |
FIX.5.0SP2EP194 |
|
|
2 |
OIS |
OIS Spread. The overnight indexed swap spread is the spread, expressed in basis points, between the bond yield (the fixed rate) and an overnight indexed rate (e.g. Fed Funds rate, EONIA, SONIA, etc.) (the floating rate). |
FIX.5.0SP2EP194 |
|
|
3 |
ZSpread |
Z-Spread. The zero coupon spread is the constant spread added to the reference zero coupon yield curve (usually Treasury spot rate curve), expressed in basis points, to derive the adjusted yield curve used to determine the present value of the cash flows so that it equals the dirty price of the bond (i.e. accrued interested factored in). |
FIX.5.0SP2EP194 |
|
|
4 |
DiscountMargin |
The DM is the spread, expressed in basis points, added to the bond's reference rate that will equate the bond's cash flows to its current price. |
FIX.5.0SP2EP194 |
|
|
5 |
ISpread |
I-Spread or I-Curve spread. The spread, expressed in basis points, added to an interpolated point on the reference yield curve. |
FIX.5.0SP2EP194 |
|
|
6 |
OAS |
OAS or OA-spread. Used to evaluate bonds with embedded (callable or put-able) options. The option adjusted spread is a constant spread, expressed in basis points, applied to each point on the spot rate curve (usually Treasury spot rate curve) where the bond's cash flow is received, such that the price of the bond is the same as the present value of its cash flows. |
FIX.5.0SP2EP194 |
|
|
7 |
GSpread |
The spread difference between the bond's yield and the interpolated yield from the government reference yield curve, expressed in basis points. It represents the curve adjusted value of the bond by accounting for the difference between the bond's benchmark yield and the interpolated government reference yield at the same point on the curve that matches the bond's remaining life. |
FIX.5.0SP2EP194 |
|
|
8 |
CDSBasis |
Also referred to as CDS Bond Basis. The CDS basis is the spread difference between the CDS spread or premium for the obligor and the Z-Spread or the ASW spread of the same reference or obligor bond, expressed in basis points. |
FIX.5.0SP2EP194 |
|
|
9 |
CDSInterpolatedBasis |
Also referred to as CDS Bond Interpolated Basis. The CDS interpolated basis is the difference between the reference or obligor bond's Z Spread or ASW spread and an interpolated point on CDS curve that matches the maturity of the reference bond, expressed in basis points. |
FIX.5.0SP2EP194 |
|
|
|
FIX.5.0SP2EP194 |
|
|
2531 |
RelativeValue |
float |
The valuation of an instrument relative to a base measurement specified in RelativeValueType(2530). This value can be negative.
|
FIX.5.0SP2EP194 |
|
|
2532 |
RelativeValueSide |
int |
Specifies the side of the relative value.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Bid |
Bid |
FIX.5.0SP2EP194 |
|
|
2 |
Mid |
Mid |
FIX.5.0SP2EP194 |
|
|
3 |
Offer |
Offer |
FIX.5.0SP2EP194 |
|
|
|
FIX.5.0SP2EP194 |
|
|
2533 |
BidSpread |
float |
Basis points relative to a benchmark curve on the bid side, such as LIBOR, or a known security, such as 10Y US Treasury bond. The benchmark security or curve name is specified in the SpreadOrBenchmarkCurveData component.
|
FIX.5.0SP2EP194 |
|
|
2534 |
OfferSpread |
float |
Basis points relative to a benchmark curve on the offer side, such as LIBOR, or a known security, such as 10Y US Treasury bond. The benchmark security or curve name is specified in the SpreadOrBenchmarkCurveData component.
|
FIX.5.0SP2EP194 |
|
|
2535 |
MDReportEvent |
int |
Technical event within market data feed.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
StartInstrumentRefData |
None |
FIX.5.0SP2EP195 |
|
|
2 |
EndInstrumentRefData |
None |
FIX.5.0SP2EP195 |
|
|
3 |
StartOffMarketTrades |
None |
FIX.5.0SP2EP195 |
|
|
4 |
EndOffMarketTrades |
None |
FIX.5.0SP2EP195 |
|
|
5 |
StartOrderBookTrades |
None |
FIX.5.0SP2EP195 |
|
|
6 |
EndOrderBookTrades |
None |
FIX.5.0SP2EP195 |
|
|
7 |
StartOpenInterest |
None |
FIX.5.0SP2EP195 |
|
|
8 |
EndOpenInterest |
None |
FIX.5.0SP2EP195 |
|
|
9 |
StartSettlementPrices |
None |
FIX.5.0SP2EP195 |
|
|
10 |
EndSettlementPrices |
None |
FIX.5.0SP2EP195 |
|
|
11 |
StartStatsRefData |
None |
FIX.5.0SP2EP195 |
|
|
12 |
EndStatsRefData |
None |
FIX.5.0SP2EP195 |
|
|
13 |
StartStatistics |
None |
FIX.5.0SP2EP195 |
|
|
14 |
EndStatistics |
None |
FIX.5.0SP2EP195 |
|
|
|
FIX.5.0SP2EP195 |
|
|
2536 |
MDReportCount |
int |
Number of reference and market data messages in-between two MarketDataReport(35=DR) messages.
|
FIX.5.0SP2EP195 |
|
|
2537 |
TotNoMarketSegmentReports |
int |
Total number of reports related to market segments.
|
FIX.5.0SP2EP195 |
|
|
2538 |
TotNoInstrumentReports |
int |
Total number of reports related to instruments.
|
FIX.5.0SP2EP195 |
|
|
2539 |
TotNoPartyDetailReports |
int |
Total number of reports related to party detail information.
|
FIX.5.0SP2EP195 |
|
|
2540 |
TotNoEntitlementReports |
int |
Total number of reports related to party entitlement information.
|
FIX.5.0SP2EP195 |
|
|
2541 |
TotNoRiskLimitReports |
int |
Total number of reports related to party risk limit information.
|
FIX.5.0SP2EP195 |
|
|
2542 |
MarketSegmentStatus |
int |
Status of market segment.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Active |
Market segment is active, i.e. trading is possible. |
FIX.5.0SP2EP195 |
|
|
2 |
Inactive |
Market segment has previously been active and is now inactive. |
FIX.5.0SP2EP195 |
|
|
3 |
Published |
Market segment information is provided prior to its first activation. |
FIX.5.0SP2EP195 |
|
|
|
FIX.5.0SP2EP195 |
|
|
2543 |
MarketSegmentType |
int |
Used to classify the type of market segment.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Pool |
Used when multiple market segments are being grouped or pooled together. |
FIX.5.0SP2EP195 |
|
|
2 |
Retail |
None |
FIX.5.0SP2EP195 |
|
|
3 |
Wholesale |
None |
FIX.5.0SP2EP195 |
|
|
|
FIX.5.0SP2EP195 |
|
|
2544 |
MarketSegmentSubType |
int |
Used to further categorize market segments within a MarketSegmentType(2543).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
InterProductSpread |
Complex instruments which consist of leg instruments from different products, e.g. a location spread which include country-specific products in each leg instrument. |
FIX.5.0SP2EP195 |
|
|
|
FIX.5.0SP2EP195 |
|
|
2545 |
NoRelatedMarketSegments |
NumInGroup |
Number of related market segments.
|
FIX.5.0SP2EP195 |
|
|
2546 |
RelatedMarketSegmentID |
String |
Identifies a related market segment.
|
FIX.5.0SP2EP195 |
|
|
2547 |
MarketSegmentRelationship |
int |
Type of relationship between two or more market segments.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
MarketSegmentPoolMember |
Market segments represent constituents of the pool identified. |
FIX.5.0SP2EP195 |
|
|
2 |
RetailSegment |
Retail segment related to wholesale segment identified. |
FIX.5.0SP2EP195 |
|
|
3 |
WholesaleSegment |
Wholesale segment related to retail segment identified. |
FIX.5.0SP2EP195 |
|
|
|
FIX.5.0SP2EP195 |
|
|
2548 |
NoAuctionTypeRules |
NumInGroup |
Number of auction order types.
|
FIX.5.0SP2EP195 |
|
|
2549 |
AuctionTypeProductComplex |
String |
Identifies an entire suite of products for which the auction order type rule applies.
|
FIX.5.0SP2EP195 |
|
|
2550 |
NoPriceRangeRules |
NumInGroup |
Number of rules related to price ranges.
|
FIX.5.0SP2EP195 |
|
|
2551 |
StartPriceRange |
Price |
Lower boundary for price range.
|
FIX.5.0SP2EP195 |
|
|
2552 |
EndPriceRange |
Price |
Upper boundary for price range.
|
FIX.5.0SP2EP195 |
|
|
2553 |
PriceRangeValue |
Price |
Maximum range expressed as absolute value.
|
FIX.5.0SP2EP195 |
|
|
2554 |
PriceRangePercentage |
Percentage |
Maximum range expressed as percentage.
|
FIX.5.0SP2EP195 |
|
|
2555 |
PriceRangeProductComplex |
String |
Identifies an entire suite of products in the context of trading rules related to price ranges.
|
FIX.5.0SP2EP195 |
|
|
2556 |
PriceRangeRuleID |
String |
Identifier for a price range rule.
|
FIX.5.0SP2EP195 |
|
|
2557 |
FastMarketPercentage |
Percentage |
The percentage factor to be applied to trading rule parameters (e.g. price ranges, size ranges, etc.) when fast market conditions are applicable.
|
FIX.5.0SP2EP195 |
|
|
2558 |
NoQuoteSizeRules |
NumInGroup |
Number of rules related to quote sizes.
|
FIX.5.0SP2EP195 |
|
|
2559 |
QuoteSideIndicator |
Boolean |
Indicates whether single sided quotes are allowed.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
N |
No |
None |
FIX.5.0SP2EP195 |
|
|
Y |
Yes |
None |
FIX.5.0SP2EP195 |
|
|
|
FIX.5.0SP2EP195 |
|
|
2560 |
NoFlexProductEligibilities |
NumInGroup |
Number of eligibility indicators for the creation of flexible securities.
|
FIX.5.0SP2EP195 |
|
|
2561 |
FlexProductEligibilityComplex |
String |
Identifies an entire suite of products which are eligible for the creation of flexible securities.
|
FIX.5.0SP2EP195 |
|
|
2562 |
NumOfComplexInstruments |
int |
Represents the total number of multileg securities or user defined securities that make up the security.
|
FIX.5.0SP2EP195 |
|
|
2563 |
MarketDepthTimeInterval |
int |
Specifies the time interval used for netting market data in a price depth feed.
|
FIX.5.0SP2EP195 |
|
|
2564 |
MarketDepthTimeIntervalUnit |
int |
The time unit associated with the time interval of the netting of market data in a price depth feed.
|
FIX.5.0SP2EP195 |
|
|
2565 |
MDRecoveryTimeInterval |
int |
Specifies the time interval between two repetitions of the same market data for cyclic recovery feeds.
|
FIX.5.0SP2EP195 |
|
|
2566 |
MDRecoveryTimeIntervalUnit |
int |
The time unit associated with the time interval between two cycles of the same market data in cyclic data recovery feeds.
|
FIX.5.0SP2EP195 |
|
|
2567 |
PrimaryServiceLocationID |
String |
Primary service location identifier.
|
FIX.5.0SP2EP195 |
|
|
2568 |
SecondaryServiceLocationID |
String |
Secondary or alternate service location identifier.
|
FIX.5.0SP2EP195 |
|
|
2569 |
MatchRuleProductComplex |
String |
Identifies an entire suite of products for which the matching rule applies.
|
FIX.5.0SP2EP195 |
|
|
2570 |
CustomerPriority |
int |
Specifies the kind of priority given to customers.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
NoPriority |
None |
FIX.5.0SP2EP195 |
|
|
1 |
UnconditionalPriority |
None |
FIX.5.0SP2EP195 |
|
|
|
FIX.5.0SP2EP195 |
|
|
2571 |
TickRuleProductComplex |
String |
Identifies an entire suite of products for which the price tick rule applies.
|
FIX.5.0SP2EP195 |
|
|
2572 |
PreviousAdjustedOpenInterest |
Amt |
Previous day's adjusted open interest.
|
FIX.5.0SP2EP195 |
|
|
2573 |
PreviousUnadjustedOpenInterest |
Amt |
Previous day's unadjusted open interest.
|
FIX.5.0SP2EP195 |
|
|
2574 |
LowExercisePriceOptionIndicator |
Boolean |
Indicates if a given option instrument permits low exercise prices (LEPO).
|
FIX.5.0SP2EP195 |
|
|
2575 |
BlockTradeEligibilityIndicator |
Boolean |
Indicates if a given instrument is eligible for block trading.
|
FIX.5.0SP2EP195 |
|
|
2576 |
InstrumentPricePrecision |
int |
Specifies the number of decimal places for instrument prices.
|
FIX.5.0SP2EP195 |
|
|
2577 |
StrikePricePrecision |
int |
Specifies the number of decimal places for exercise price.
|
FIX.5.0SP2EP195 |
|
|
2578 |
OrigStrikePrice |
Price |
Original exercise price, e.g. after corporate action requiring changes.
|
FIX.5.0SP2EP195 |
|
|
2579 |
SettlSubMethod |
int |
Specifies a suitable settlement sub-method for a given settlement method.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Shares |
None |
FIX.5.0SP2EP195 |
|
|
2 |
Derivatives |
None |
FIX.5.0SP2EP195 |
|
|
3 |
PaymentVsPayment |
None |
FIX.5.0SP2EP195 |
|
|
4 |
Notional |
None |
FIX.5.0SP2EP195 |
|
|
5 |
Cascade |
None |
FIX.5.0SP2EP195 |
|
|
6 |
Repurchase |
None |
FIX.5.0SP2EP195 |
|
|
99 |
Other |
None |
FIX.5.0SP2EP195 |
|
|
|
FIX.5.0SP2EP195 |
|
|
2580 |
NoClearingPriceParameters |
NumInGroup |
Number of parameter sets for clearing prices.
|
FIX.5.0SP2EP195 |
|
|
2581 |
BusinessDayType |
int |
Relative identification of a business day.
|
FIX.5.0SP2EP195 |
|
|
2582 |
ClearingPriceOffset |
PriceOffset |
Constant value required for the calculation of the clearing price, e.g. for variance futures.
|
FIX.5.0SP2EP195 |
|
|
2583 |
VegaMultiplier |
float |
Constant value required for the calculation of the clearing quantity, e.g. for variance futures.
|
FIX.5.0SP2EP195 |
|
|
2584 |
AnnualTradingBusinessDays |
int |
Number of trading business days in a year.
|
FIX.5.0SP2EP195 |
|
|
2585 |
TotalTradingBusinessDays |
int |
Number of trading business days over the lifetime of an instrument.
|
FIX.5.0SP2EP195 |
|
|
2586 |
TradingBusinessDays |
int |
Number of actual trading business days of an instrument.
|
FIX.5.0SP2EP195 |
|
|
2587 |
RealizedVariance |
float |
Actual or realized variance of an instrument used to calculate settlement prices, e.g. for variance futures.
|
FIX.5.0SP2EP195 |
|
|
2588 |
StandardVariance |
float |
Standard variance (over the lifetime of an instrument) or initial variance used to calculate settlement prices, e.g. for variance futures.
|
FIX.5.0SP2EP195 |
|
|
2589 |
RelatedClosePrice |
Price |
Closing price of the underlying required to calculate the RealizedVariance(2587).
|
FIX.5.0SP2EP195 |
|
|
2590 |
OvernightInterestRate |
float |
Overnight interest rate.
|
FIX.5.0SP2EP195 |
|
|
2591 |
AccumulatedReturnModifiedVariationMargin |
float |
The economic cost of the variation margin from one trading day to the next.
|
FIX.5.0SP2EP195 |
|
|
2592 |
CalculationMethod |
int |
Specifies how the calculation will be made.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Automatic |
None |
FIX.5.0SP2EP195 |
|
|
1 |
Manual |
None |
FIX.5.0SP2EP195 |
|
|
|
FIX.5.0SP2EP195 |
|
|
2593 |
NoOrderAttributes |
NumInGroup |
Number of order attribute entries.
|
FIX.5.0SP2EP222 |
|
|
2594 |
OrderAttributeType |
int |
The type of order attribute.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
AggregatedOrder |
In the context of ESMA RTS 24 Article 2(3), when OrderAttributeValue(2595)=Y, it signifies that the order consists of several orders aggregated together. This maps to ESMA RTS value "AGGR". |
FIX.5.0SP2EP222 |
|
|
1 |
PendingAllocation |
In the context of ESMA RTS 24 Article 2(2), when OrderAttributeValue(2595)=Y, it signifies that the order submitter "is authorized under the legislation of a Member State to allocate an order to its client following submission of the order to the trading venue and has not yet allocated the order to its client at the time of the submission of the order". This maps to ESMA RTS value "PNAL". |
FIX.5.0SP2EP222 |
|
|
2 |
LiquidityProvisionActivityOrder |
In the context of ESMA RTS 24 Article 3, when OrderAttributeValue(2595)=Y, it signifies that the order was submitted "as part of a market making strategy pursuant to Articles 17 and 18 of Directive 2014/65/EU, or is submitted as part of another activity in accordance with Article 3" (of RTS 24). |
FIX.5.0SP2EP222 |
|
|
3 |
RiskReductionOrder |
In the context of ESMA RTS 22 Article 4(2)(i), when OrderAttributeValue(2595)=Y, it signifies that the commodity derivative order is a transaction "to reduce risk in an objectively measurable way in accordance with Article 57 of Directive 2014/65/EU". |
FIX.5.0SP2EP222 |
|
|
4 |
AlgorithmicOrder |
When OrderAttributeValue(2595)=Y, it signifies the order submitted to the dealer/investment firm resulted from an algorithm. |
FIX.5.0SP2EP222 |
|
|
5 |
SystemicInternaliserOrder |
When OrderAttributeValue(2595)=Y, it signifies the order is submitted by a systematic internaliser. |
FIX.5.0SP2EP222 |
|
|
6 |
AllExecutionsSubmittedToAPA |
All executions from this order that may need to be trade reported by the order submitter under MiFID II rules will be submitted by the order receiver on the submitter's behalf to the Approved Publication Arrangement (APA) facility specified in OrderAttributeValue(2595). ESMA RTS 1. |
FIX.5.0SP2EP228 |
|
|
7 |
OrderExecutionInstructedByClient |
In the context of ESMA RTS 22, Annex I, Table 2, Field 59, when OrderAttributeValue(2595)=Y, it signifies that the execution (e.g. the details of the trade including the venue of execution) was instructed by a client or by another person from outside the Investment Firm but within the same group (Field 59 'CLIENT' in ESMA 2016-1452 Guidelines). |
FIX.5.0SP2EP228 |
|
|
8 |
LargeInScale |
In the context of MiFIR Article 4(1)(c) and Article 9(1)(a), when OrderAttributeValue(2595)=Y, it signifies that the order size is above normal market size. In the context of MiFIR Article 4(1)(c) and Article 9(1)(a), when OrderAttributeValue(2595)=Y, it signifies that the order is large in scale compared to normal market size. |
FIX.5.0SP2EP228 |
|
|
9 |
Hidden |
In the context of MiFIR Article 4(1)(d) and Article 9(1)(a), when OrderAttributeValue(2595)=Y, it signifies that the order is held in an order management facility of the trading venue pending disclosure. |
FIX.5.0SP2EP228 |
|
|
|
FIX.5.0SP2EP222 |
|
|
2595 |
OrderAttributeValue |
String |
The value associated with the order attribute type specified in OrderAttributeType(2594).
|
FIX.5.0SP2EP222 |
|
|
2596 |
DeltaCrossed |
Boolean |
Indicates that the party has taken a position on both a put and a call on the same underlying asset.
|
FIX.5.0SP2EP208 |
|
|
2597 |
ComplexEventFuturesPriceValuation |
Boolean |
Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to futures contracts.
|
FIX.5.0SP2EP208 |
|
|
2598 |
ComplexEventOptionsPriceValuation |
Boolean |
Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to options contracts.
|
FIX.5.0SP2EP208 |
|
|
2599 |
ComplexEventPVFinalPriceElectionFallback |
int |
Specifies the fallback provisions for the hedging party in the determination of the final settlement price.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Close |
In respect of the "early final valuation date", the provisions for "future present value close" shall apply. |
FIX.5.0SP2EP208 |
|
|
1 |
HedgeElection |
In respect of the "early final valuation date", the provisions for "future present value hedge execution" shall apply. |
FIX.5.0SP2EP208 |
|
|
|
FIX.5.0SP2EP208 |
|
|
2600 |
StrikeIndexCurvePoint |
String |
The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon.
|
FIX.5.0SP2EP208 |
|
|
2601 |
StrikeIndexQuote |
int |
The quote side from which the index price is to be determined.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Bid |
None |
FIX.5.0SP2EP208 |
|
|
1 |
Mid |
Mid |
FIX.5.0SP2EP208 |
|
|
2 |
Offer |
Offer |
FIX.5.0SP2EP208 |
|
|
|
FIX.5.0SP2EP208 |
|
|
2602 |
ExtraordinaryEventAdjustmentMethod |
int |
Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
CalculationAgent |
The Calculation Agent has the right to adjust the terms of the trade following a corporate action. |
FIX.5.0SP2EP208 |
|
|
1 |
OptionsExchange |
The trade will be adjusted in accordance with any adjustment made by the exchange on which options on the underlying are listed. |
FIX.5.0SP2EP208 |
|
|
|
FIX.5.0SP2EP208 |
|
|
2603 |
ExchangeLookAlike |
Boolean |
For a share option trade, indicates whether the instrument is to be treated as an 'exchange look-alike'.
This designation has significance for how share adjustments (arising from corporate actions) will be determined for the instrument. For an 'exchange look-alike' instrument the relevant share adjustments will follow that for a corresponding designated contract listed on the related exchange (referred to as Options Exchange Adjustment (ISDA defined term)), otherwise the share adjustments will be determined by the calculation agent (referred to as Calculation Agent Adjustment (ISDA defined term)).
|
FIX.5.0SP2EP208 |
|
|
2604 |
LegStrikeIndexCurvePoint |
String |
The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon.
|
FIX.5.0SP2EP208 |
|
|
2605 |
LegStrikeIndexQuote |
int |
The quote side from which the index price is to be determined.
|
FIX.5.0SP2EP208 |
|
|
2606 |
LegExtraordinaryEventAdjustmentMethod |
int |
Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.
|
FIX.5.0SP2EP208 |
|
|
2607 |
LegExchangeLookAlike |
Boolean |
For a share option trade, indicates whether the instrument is to be treated as an 'exchange look-alike'.
This designation has significance for how share adjustments (arising from corporate actions) will be determined for the instrument. For an 'exchange look-alike' instrument the relevant share adjustments will follow that for a corresponding designated contract listed on the related exchange (referred to as Options Exchange Adjustment (ISDA defined term)), otherwise the share adjustments will be determined by the calculation agent (referred to as Calculation Agent Adjustment (ISDA defined term)).
|
FIX.5.0SP2EP208 |
|
|
2608 |
LegComplexEventFuturesPriceValuation |
Boolean |
Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to futures contracts.
|
FIX.5.0SP2EP208 |
|
|
2609 |
LegComplexEventOptionsPriceValuation |
Boolean |
Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to options contracts.
|
FIX.5.0SP2EP208 |
|
|
2610 |
LegComplexEventPVFinalPriceElectionFallback |
int |
Specifies the fallback provisions for the hedging party in the determination of the final settlement price
|
FIX.5.0SP2EP208 |
|
|
2611 |
UnderlyingComplexEventFuturesPriceValuation |
Boolean |
Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to futures contracts.
|
FIX.5.0SP2EP208 |
|
|
2612 |
UnderlyingComplexEventOptionsPriceValuation |
Boolean |
Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to options contracts.
|
FIX.5.0SP2EP208 |
|
|
2613 |
UnderlyingComplexEventPVFinalPriceElectionFallback |
int |
Specifies the fallback provisions for the hedging party in the determination of the final settlement price
|
FIX.5.0SP2EP208 |
|
|
2614 |
UnderlyingNotional |
Amt |
Notional value for the equity or bond underlier.
|
FIX.5.0SP2EP208 |
|
|
2615 |
UnderlyingNotionalCurrency |
Currency |
Specifies the currency denomination of the notional value. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP208 |
|
|
2616 |
UnderlyingNotionalDeterminationMethod |
String |
Specifies the method of determining the notional amount. See: http://www.fpml.org/coding-scheme/determination-method for values.
|
FIX.5.0SP2EP208 |
|
|
2617 |
UnderlyingNotionalAdjustments |
int |
Specifies the conditions that govern the adjustment to the number of units of the return swap.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Execution |
The adjustments to the number of units are governed by an execution clause. |
FIX.5.0SP2EP208 |
|
|
1 |
PortfolioRebalancing |
The adjustments to the number of units are governed by a portfolio rebalancing clause. |
FIX.5.0SP2EP208 |
|
|
2 |
Standard |
The adjustments to the number of units are not governed by any specific clause. |
FIX.5.0SP2EP208 |
|
|
|
FIX.5.0SP2EP208 |
|
|
2618 |
PositionID |
String |
Unique identifier for a position entity. Refer to PosMaintRptID(721) for a unique identifier of a position report message.
|
FIX.5.0SP2EP199 |
|
|
2619 |
UnderlyingNotionalXIDRef |
XIDREF |
Cross reference to another notional amount for duplicating its properties.
|
FIX.5.0SP2EP208 |
|
|
2620 |
UnderlyingFutureID |
String |
In the case of an index underlier specifies the unique identifier for the referenced futures contract.
|
FIX.5.0SP2EP208 |
|
|
2621 |
UnderlyingFutureIDSource |
String |
Identifies the source of the UnderlyingFutureID(2620).
|
FIX.5.0SP2EP208 |
|
|
2622 |
UnderlyingStrikeIndexCurvePoint |
String |
The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon.
|
FIX.5.0SP2EP208 |
|
|
2623 |
UnderlyingStrikeIndexQuote |
int |
The quote side from which the index price is to be determined.
|
FIX.5.0SP2EP208 |
|
|
2624 |
UnderlyingExtraordinaryEventAdjustmentMethod |
int |
Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.
|
FIX.5.0SP2EP208 |
|
|
2625 |
UnderlyingExchangeLookAlike |
Boolean |
For a share option trade, indicates whether the instrument is to be treated as an 'exchange look-alike'.
This designation has significance for how share adjustments (arising from corporate actions) will be determined for the instrument. For an 'exchange look-alike' instrument the relevant share adjustments will follow that for a corresponding designated contract listed on the related exchange (referred to as Options Exchange Adjustment (ISDA defined term)), otherwise the share adjustments will be determined by the calculation agent (referred to as Calculation Agent Adjustment (ISDA defined term)).
|
FIX.5.0SP2EP208 |
|
|
2626 |
UnderlyingAverageVolumeLimitationPercentage |
Amt |
The limit of average percentage of individual securities traded in a day or a number of days.
|
FIX.5.0SP2EP208 |
|
|
2627 |
UnderlyingAverageVolumeLimitationPeriodDays |
int |
Specifies the limitation period for average daily trading volume in number of days.
|
FIX.5.0SP2EP208 |
|
|
2628 |
UnderlyingDepositoryReceiptIndicator |
Boolean |
Indicates whether the underlier is a depository receipt.
A depository receipt is a negotiable certificate issued by a trust company or security depository.
|
FIX.5.0SP2EP208 |
|
|
2629 |
UnderlyingOpenUnits |
Qty |
The number of units (units of the index or number of securities, par amount of a bond) that constitute the underlier. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms.
|
FIX.5.0SP2EP208 |
|
|
2630 |
UnderlyingBasketDivisor |
float |
Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions.
|
FIX.5.0SP2EP208 |
|
|
2631 |
UnderlyingInstrumentXID |
XID |
Identifier for referencing this UnderlyingInstrument from a parent instrument or a convertible instrument.
|
FIX.5.0SP2EP208 |
|
|
2632 |
CollateralAmountType |
int |
The type of value in CurrentCollateralAmount(1704).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
MarketValuation |
Market valuation (the default) |
FIX.5.0SP2EP197 |
|
|
1 |
PortfolioValue |
Portfolio value before processing pledge request |
FIX.5.0SP2EP197 |
|
|
2 |
ValueConfirmed |
Value confirmed as "locked-up" for processing a pledge request |
FIX.5.0SP2EP197 |
|
|
3 |
CollateralCreditValue |
Credit value of collateral at CCP processing a pledge request |
FIX.5.0SP2EP197 |
|
|
4 |
AdditionalCollateralValue |
Additional collateral deposited by the collateral provider at trade or post-trade. CollateralPercentOverage(2690) gives the overage percent |
FIX.5.0SP2EP227 |
|
|
|
FIX.5.0SP2EP197 |
|
|
2633 |
NoMiscFeeSubTypes |
NumInGroup |
Specifies the number of miscellaneous fee sub-types.
|
FIX.5.0SP2EP196 |
|
|
2634 |
MiscFeeSubType |
String |
Used to provide more granular fee types related to a value of MiscFeeType(139). See http://www.fixtradingcommunity.org/codelists#Misc_Fee_Sub_Types for code list of applicable fees. Other fee sub-types may be used by mutual agreement of the counterparties.
Fee sub-types may include market or country specific fee.
|
FIX.5.0SP2EP196 |
|
|
2635 |
MiscFeeSubTypeAmt |
Amt |
The amount of the specified MiscFeeSubType(2634).
|
FIX.5.0SP2EP196 |
|
|
2636 |
MiscFeeSubTypeDesc |
String |
Can be used to provide an optional textual description of the fee sub-type.
|
FIX.5.0SP2EP196 |
|
|
2637 |
EncodedMiscFeeSubTypeDescLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedMiscFeeSubTypeDesc(2638) field.
|
FIX.5.0SP2EP196 |
|
|
2638 |
EncodedMiscFeeSubTypeDesc |
data |
Encoded (non-ASCII characters) representation of the MiscFeeSubTypeDesc(2636) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the MiscFeeSubTypeDesc(2636) field.
|
FIX.5.0SP2EP196 |
|
|
2639 |
NoCommissions |
NumInGroup |
Number of commissions in the repeating group.
|
FIX.5.0SP2EP204 |
|
|
2640 |
CommissionAmount |
Amt |
The commission amount.
|
FIX.5.0SP2EP204 |
FIX.5.0SP2EP223 |
|
2641 |
CommissionAmountType |
int |
Indicates what type of commission is being expressed in CommissionAmount(2640).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Unspecified |
Unspecified |
FIX.5.0SP2EP204 |
|
|
1 |
Acceptance |
The bank's charge for issuing a Letter of Credit. |
FIX.5.0SP2EP204 |
|
|
2 |
Broker |
The executing broker's commission. |
FIX.5.0SP2EP204 |
|
|
3 |
ClearingBroker |
The clearing broker's commission. |
FIX.5.0SP2EP204 |
|
|
4 |
Retail |
Commission charged by or related to retail sales. |
FIX.5.0SP2EP204 |
|
|
5 |
SalesCommission |
The commission charged by the sales desk. |
FIX.5.0SP2EP204 |
|
|
6 |
LocalCommission |
Commission paid to local broker in a cross-border transaction. |
FIX.5.0SP2EP204 |
|
|
7 |
ResearchPayment |
Research payment |
FIX.5.0SP2EP233 |
FIX.5.0SP2EP240 |
|
|
FIX.5.0SP2EP204 |
|
|
2642 |
CommissionBasis |
char |
Specifies the basis or unit used to calculate the commission.
|
FIX.5.0SP2EP204 |
FIX.5.0SP2EP208 |
|
2643 |
CommissionCurrency |
Currency |
Specifies the currency denomination of the commission amount if different from the trade's currency. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP204 |
|
|
2644 |
CommissionUnitOfMeasure |
String |
The commission rate unit of measure.
|
FIX.5.0SP2EP204 |
FIX.5.0SP2EP223 |
|
2645 |
CommissionUnitOfMeasureCurrency |
Currency |
Indicates the currency of the unit of measure. Conditionally required when CommissionUnitOfMeasure(2644) = Ccy (Amount of currency).
|
FIX.5.0SP2EP204 |
|
|
2646 |
CommissionRate |
float |
The commission rate when CommissionAmount(2640) is based on a percentage of quantity, amount per unit or a factor of "unit of measure". If the rate is a percentage or expressed in basis points, use the decimalized form, e.g. "0.05" for a 5% commission or "0.005" for 50 basis points.
|
FIX.5.0SP2EP204 |
|
|
2647 |
CommissionSharedIndicator |
Boolean |
Indicates whether the amount in CommissionAmount(2640) is to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement.
|
FIX.5.0SP2EP204 |
|
|
2648 |
CommissionAmountShared |
Amt |
Commission amount to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. If specified, this amount should not exceed the amount in CommissionAmount(2640).
|
FIX.5.0SP2EP204 |
|
|
2649 |
CommissionLegRefID |
String |
Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788).
|
FIX.5.0SP2EP204 |
|
|
2650 |
CommissionDesc |
String |
Description of the commission.
|
FIX.5.0SP2EP204 |
|
|
2651 |
EncodedCommissionDescLen |
Length |
Byte length of the encoded (non-ASCII characters) EncodedCommissionDesc(2652) field.
|
FIX.5.0SP2EP204 |
|
|
2652 |
EncodedCommissionDesc |
data |
Encoded (non-ASCII characters) representation of the CommissionDesc(2650) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the CommissionDesc(2650) field.
|
FIX.5.0SP2EP204 |
|
|
2653 |
NoAllocCommissions |
NumInGroup |
Number of commissions in the repeating group.
|
FIX.5.0SP2EP204 |
|
|
2654 |
AllocCommissionAmount |
Amt |
The commission amount.
|
FIX.5.0SP2EP204 |
|
|
2655 |
AllocCommissionAmountType |
int |
Indicates what type of commission is being expressed in AllocCommissionAmount(2654).
|
FIX.5.0SP2EP204 |
|
|
2656 |
AllocCommissionBasis |
char |
Specifies the basis or unit used to calculate the commission.
|
FIX.5.0SP2EP204 |
FIX.5.0SP2EP208 |
|
2657 |
AllocCommissionCurrency |
Currency |
Specifies the currency denomination of the commission amount if different from the trade's currency. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP204 |
|
|
2658 |
AllocCommissionUnitOfMeasure |
String |
The commission rate unit of measure.
|
FIX.5.0SP2EP204 |
|
|
2659 |
AllocCommissionUnitOfMeasureCurrency |
Currency |
Indicates the currency of the unit of measure. Conditionally required when AllocCommissionUnitOfMeasure(2658) = Ccy (Currency).
|
FIX.5.0SP2EP204 |
|
|
2660 |
AllocCommissionRate |
float |
The commission rate when AllocCommissionAmount(2654) is based on a percentage of quantity, amount per unit or a factor of "unit of measure". If the rate is a percentage or expressed in basis points, use the decimalized form, e.g. "0.05" for a 5% commission or "0.005" for 50 basis points.
|
FIX.5.0SP2EP204 |
|
|
2661 |
AllocCommissionSharedIndicator |
Boolean |
Indicates whether the amount in AllocCommissionAmount(2654) is to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement.
|
FIX.5.0SP2EP204 |
|
|
2662 |
AllocCommissionAmountShared |
Amt |
Commission amount to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. If specified, this amount should not exceed the amount in AllocCommissionAmount(2654).
|
FIX.5.0SP2EP204 |
|
|
2663 |
AllocCommissionLegRefID |
String |
Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788).
|
FIX.5.0SP2EP204 |
|
|
2664 |
AllocCommissionDesc |
String |
Description of the commission.
|
FIX.5.0SP2EP204 |
|
|
2665 |
EncodedAllocCommissionDescLen |
Length |
Byte length of the encoded (non-ASCII characters) EncodedAllocCommissionDesc(2666) field.
|
FIX.5.0SP2EP204 |
FIX.5.0SP2EP229 |
|
2666 |
EncodedAllocCommissionDesc |
data |
Encoded (non-ASCII characters) representation of the AllocCommissionDesc(2664) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the AllocCommissionDesc(2664) field.
|
FIX.5.0SP2EP204 |
|
|
2667 |
AlgorithmicTradeIndicator |
int |
Indicates that the order or trade originates from a computer program or algorithm requiring little-to-no human intervention.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
NonAlgorithmicTrade |
Non-algorithmic trade |
FIX.5.0SP2EP216 |
|
|
1 |
AlgorithmicTrade |
In the context of ESMA MiFID II, a trade has to be flagged as "algorithmic" if at least one of the matched orders was submitted by a trading algorithm. See Directive 2014/65/EU Article 4(1)(39). |
FIX.5.0SP2EP216 |
|
|
|
FIX.5.0SP2EP216 |
|
|
2668 |
NoTrdRegPublications |
NumInGroup |
Number of regulatory publication rules in repeating group.
|
FIX.5.0SP2EP216 |
|
|
2669 |
TrdRegPublicationType |
int |
Specifies the type of regulatory trade publication. Additional reasons for the publication type may be specified in TrdRegPublicationReason(2670).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
PreTradeTransparencyWaiver |
There are allowable waivers from the obligation to make public current bid/offer prices and trading depth. In the context of MiFIR, see Article 3 and Article 4. |
FIX.5.0SP2EP216 |
|
|
1 |
PostTradeDeferral |
There are allowable deferrals for the post-trade publication of trade transactions. In the context of MiFIR, see Article 7(1). |
FIX.5.0SP2EP216 |
|
|
2 |
ExemptFromPublication |
There are allowable exemptions for the post-trade publication of trade transactions. In the context of ESMA exemptions are specified in RTS 22 Annex I, Table 2, Field 65 and RTS 2 Article 14(1) and Article 15(1). |
FIX.5.0SP2EP228 |
|
|
|
FIX.5.0SP2EP216 |
|
|
2670 |
TrdRegPublicationReason |
int |
Additional reason for trade publication type specified in TrdRegPublicationType(2669). Reasons may be specific to regulatory trade publication rules.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
NoBookOrderDueToAverageSpreadPrice |
Per MiFIR Article 4(1)(b)(i) the obligation to place a public order can be waived for transactions of liquid instruments on "systems that formalise negotiated transactions which are made within the current volume weighted spread reflected on the order book or the quotes of the market makers of the trading venue operating that system, subject to the conditions set out in Article 5" of MiFIR on volume caps. "Liquid markets" as per MiFIR Article 2(17)(b) are assessed by the regulator for the purposes of MiFIR Articles 4, 5 and 14. For ESMA RTS 1, RTS 6 and RTS 22 this is the waiver "NLIQ" flag. |
FIX.5.0SP2EP216 |
FIX.5.0SP2EP229 |
|
1 |
NoBookOrderDueToRefPrice |
Per MiFIR Article 4(1)(b)(ii) the obligation to place a public order can be waived for "negotiated transactions which are in an illiquid share, depositary receipt, ETF, certificate or other similar financial instrument that does not fall within the meaning of a liquid market, and are dealt within a percentage of a suitable reference price, being a percentage and a reference price set in advance by the system operator." For ESMA RTS 1, this is the "OILQ" flag. |
FIX.5.0SP2EP216 |
FIX.5.0SP2EP236 |
|
2 |
NoBookOrderDueToOtherConditions |
Per MiFIR Article 4(1)(b)(iii), the obligation to place a public order can be waived in "systems that formalise negotiated transactions which are subject to conditions other than the current market price of that financial instrument." For ESMA RTS1, RTS 6 and RTS 22 this is the waiver flag "PRIC". |
FIX.5.0SP2EP216 |
FIX.5.0SP2EP229 |
|
3 |
NoPublicPriceDueToRefPrice |
Per MiFIR Article 4(1)(a) the obligation to place a public order can be waived for "systems matching orders based on a trading methodology by which the price of the financial instrument is derived from the trading venue where that financial instrument was first admitted to trading or the most relevant market in terms of liquidity, where that reference price is widely published and is regarded by market participants as a reliable reference price." For ESMA RTS 1, RTS 6 and RTS 22 this is the waiver flag "RFPT". |
FIX.5.0SP2EP216 |
FIX.5.0SP2EP229 |
|
4 |
NoPublicPriceDueToIlliquid |
According to MiFIR Article 4(1)(b)(ii) and Article 14(1) the obligation to publish the quote prior to closing the trade may be waived if it was made in an illiquid instrument. However, according to MiFIR Article 14(1) and Article 18(2), systematic internalisers shall still disclose quotes to their clients upon request. This obligation may also be waived in case of bonds, structured finance products, emission allowances and derivatives. For ESMA RTS 1, RTS 2, RTS 6 and RTS 22 this is the waiver flag "ILQD". |
FIX.5.0SP2EP216 |
FIX.5.0SP2EP229 |
|
5 |
NoPublicPriceDueToOrderSize |
In the context of ESMA, as per MiFIR Article 4(1)(c) and Article 14(2), the systematic internaliser was not obliged to quote prior to closing the trade as the trade was above the standard market size. In accordance to MiFIR Article 9(1)(b) and Article 18(10), market operators, investment firms and systematic internalisers may be waived, in accordance to guidance from the Competent Authorities, from making public prices for derivative instruments which are above a side specific to the instrument. For ESMA RTS 1, RTS 2, RTS 6 and RTS 22 this is the waiver flag "SIZE". |
FIX.5.0SP2EP216 |
FIX.5.0SP2EP229 |
|
6 |
DeferralDueToLargeInScale |
Per MiFID Article 14, publication deferral is permitted if the transaction is large in scale compared to a standard market size, as set in RTS 1/Annex II (thresholds for "large in scale") and RTS 2/Annex III ("LIS and SSTI thresholds"). For ESMA RTS 1 and RTS 2, this is the "LRGS" flag. |
FIX.5.0SP2EP216 |
FIX.5.0SP2EP229 |
|
7 |
DeferralDueToIlliquid |
Publication deferral is permitted if the transaction's instrument is illiquid, as defined by regulator's stipulation. For ESMA RTS 2, this is the "ILQD" flag. |
FIX.5.0SP2EP216 |
|
|
8 |
DeferralDueToSizeSpecific |
Per MiFIR Article 11, publication deferral is permitted if the transaction is greater than the stipulated 'Size Specific to the financial instrument' threshold. For ESMA RTS 2, this is the "SIZE" flag. |
FIX.5.0SP2EP216 |
FIX.5.0SP2EP229 |
|
9 |
NoPublicPriceDueToLargeInScale |
In the context of ESMA, as per MiFIR Article 4(1)(c) and Article 9(1)(a), the trading venue was not obliged to quote prior to closing the trade as the order size was above normal market size. |
FIX.5.0SP2EP228 |
|
|
10 |
NoPublicPriceSizeDueToOrderHidden |
In the ccontext of ESMA, as per MiFIR Article 4(1)(d) and Article 9(1)(a), a transaction arising from an order that was not fully pre-trade transparent due to all or part of it being held in a trading venue order management facility, such as a reserve order. |
FIX.5.0SP2EP228 |
|
|
11 |
ExemptedDueToSecuritiesFinancingTransaction |
Per ESMA RTS 22, Annex I, Table 2, Field 65: a transaction which "falls within the scope of activity but is exempted from reporting under Securities Financing Transaction Regulation". |
FIX.5.0SP2EP228 |
|
|
12 |
ExemptedDueToESCBPolicyTransaction |
Per ESMA RTS2, Article 14(1), and Article 15(1): "A transaction shall be considered to be entered into by a member of the European System of Central Banks (ESCB) in performance of monetary, foreign exchange and financial stability policy [is exempted from publication] … [The regulation] shall not apply to the following types of transaction entered into by a member of the ESCB for the performance of one of the tasks referred to in Article 14: transaction entered into for the management of its own funds; transaction entered into for administrative purposes or for the staff of the member of the ESCB which include transactions conducted in the capacity as administrator of a pension scheme for its staff; transactions entered into for its investment portfolio pursuant to obligations under national law." |
FIX.5.0SP2EP228 |
|
|
|
FIX.5.0SP2EP216 |
|
|
2671 |
SideTradeReportingIndicator |
int |
Used between parties to convey trade reporting status.
In the context of regulatory reporting, this field may be used by the reporting party (e.g. party obligated to report to regulators) to inform their trading counterparty or other interested parties the trade reporting status.
|
FIX.5.0SP2EP222 |
|
|
2672 |
CrossRequestID |
String |
Unique message identifier for a cross request as assigned by the submitter of the request.
|
FIX.5.0SP2EP223 |
|
|
2673 |
FillMatchID |
String |
Identifier assigned by a matching system to a match event containing multiple executions.
|
FIX.5.0SP2EP223 |
|
|
2674 |
FillMatchSubID |
String |
Identifier assigned by a matching system to a price level (e.g. match step, clip) within a match event containing multiple executions.
|
FIX.5.0SP2EP223 |
|
|
2675 |
MassActionReason |
int |
Reason for submission of mass action.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
None |
No special reason (default) |
FIX.5.0SP2EP223 |
|
|
1 |
TradingRiskControl |
General violation of trading rules. Can be used if specific reason is unavailable or must not be disclosed. |
FIX.5.0SP2EP223 |
|
|
2 |
ClearingRiskControl |
General violation of clearing rules. Can be used if specific reason is unavailable or must not be disclosed. |
FIX.5.0SP2EP223 |
|
|
3 |
MarketMakerProtection |
Specific action taken to prevent further executions for a market maker. |
FIX.5.0SP2EP223 |
|
|
4 |
StopTrading |
Specific action taken in conjunction with the prevention of further trading. Scope can be defined with TargetParties component. |
FIX.5.0SP2EP223 |
|
|
5 |
EmergencyAction |
Specific action taken due to an emergency condition. Scope can be defined with TargetParties component. |
FIX.5.0SP2EP223 |
|
|
6 |
SessionLossLogout |
Protection of trader or firm after having lost connectivity. |
FIX.5.0SP2EP223 |
|
|
7 |
DuplicateLogin |
Trader only allowed to login once. |
FIX.5.0SP2EP223 |
|
|
8 |
ProductNotTraded |
Product not available for trading, e.g. in a halted state. |
FIX.5.0SP2EP223 |
|
|
9 |
InstrumentNotTraded |
Instrument not available for trading, e.g. due to intra-day expiration. |
FIX.5.0SP2EP223 |
|
|
10 |
CompleInstrumentDeleted |
Removal of complex instrument, e.g. due to expiry, leading to mass action on open orders. |
FIX.5.0SP2EP223 |
|
|
11 |
CircuitBreakerActivated |
Trading interruption leading to mass action on open orders. |
FIX.5.0SP2EP223 |
|
|
99 |
Other |
Other |
FIX.5.0SP2EP223 |
|
|
|
FIX.5.0SP2EP223 |
|
|
2676 |
MaximumPricePercentage |
Percentage |
Maximum deviation, in percentage terms, of an execution price from a reference price, e.g. the initial price of a match event.
|
FIX.5.0SP2EP223 |
|
|
2677 |
NotAffectedReason |
int |
Reason for order being unaffected by mass action even though it belongs to the orders covered by MassActionScope(1374).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
OrderSuspended |
Order suspended |
FIX.5.0SP2EP223 |
|
|
1 |
InstrumentSuspended |
Instrument suspended |
FIX.5.0SP2EP223 |
|
|
|
FIX.5.0SP2EP223 |
|
|
2678 |
TotalNotAffectedOrders |
int |
Total number of orders unaffected by either the OrderMassActionRequest(35=CA) or OrderMassCancelRequest(35=Q).
|
FIX.5.0SP2EP223 |
|
|
2679 |
OrderOwnershipIndicator |
int |
Change of ownership of an order to a specific party.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
NoChange |
No change of ownership (default) |
FIX.5.0SP2EP223 |
|
|
1 |
ExecutingPartyChange |
Executing party can be given either implicitly via session attributes or explicitly via Parties component. The party taking over ownership must also be the one submitting the request. |
FIX.5.0SP2EP223 |
|
|
2 |
EnteringPartyChange |
Entering party can be given either implicitly via session attributes or explicitly via Parties component. The party taking over ownership must also be the one submitting the request. |
FIX.5.0SP2EP223 |
|
|
3 |
SpecifiedPartyChange |
Ownership is transferred by a third party from/to the parties specified via Parties component together with PartyRoleQualifier(2376) = Current(18) and New(19). |
FIX.5.0SP2EP223 |
|
|
|
FIX.5.0SP2EP223 |
|
|
2680 |
LegAccount |
String |
Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.
|
FIX.5.0SP2EP223 |
|
|
2681 |
InTheMoneyCondition |
int |
Specifies an option instrument's "in the money" condition.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
StandardITM |
The option's strike price is less than the underlying settlement price for a call or greater than the underlying settlement price for a put. |
FIX.5.0SP2EP224 |
|
|
1 |
ATMITM |
The option's strike price of either the put or call is equal to the underlying settlement price in addition to standard in-the-money behavior. |
FIX.5.0SP2EP224 |
|
|
2 |
ATMCallITM |
The call option's strike price is equal to the underlying settlement price in addition to standard in-the-money behavior. |
FIX.5.0SP2EP224 |
|
|
3 |
ATMPutITM |
The put option's strike price is equal to the underlying settlement price in addition to standard in-the-money behavior. |
FIX.5.0SP2EP224 |
|
|
|
FIX.5.0SP2EP224 |
|
|
2682 |
LegInTheMoneyCondition |
int |
Specifies an option instrument's "in the money" condition in general terms.
|
FIX.5.0SP2EP224 |
|
|
2683 |
UnderlyingInTheMoneyCondition |
int |
Specifies an option instrument's "in the money" condition in general terms.
|
FIX.5.0SP2EP224 |
|
|
2684 |
DerivativeInTheMoneyCondition |
int |
Specifies an option instrument's "in the money" condition in general terms.
|
FIX.5.0SP2EP224 |
|
|
2685 |
ContraryInstructionEligibilityIndicator |
Boolean |
Identifies whether the option instrument is eligible for contrary instructions at the time of exercise. The contrariness of an instruction will be determined in the context of InTheMoneyCondition(2681). When not specified, the eligibility is undefined or not applicable.
|
FIX.5.0SP2EP224 |
|
|
2686 |
LegContraryInstructionEligibilityIndicator |
Boolean |
Identifies whether the option instrument is eligible for contrary instructions at the time of exercise. The contrariness of an instruction will be determined in the context of LegInTheMoneyCondition(2682). When not specified, the eligibility is undefined or not applicable.
|
FIX.5.0SP2EP224 |
|
|
2687 |
UnderlyingContraryInstructionEligibilityIndicator |
Boolean |
Identifies whether the option instrument is eligible for contrary instructions at the time of exercise. The contrariness of an instruction will be determined in the context of UnderlyingInTheMoneyCondition(2683). When not specified, the eligibility is undefined or not applicable.
|
FIX.5.0SP2EP224 |
|
|
2688 |
DerivativeContraryInstructionEligibilityIndicator |
Boolean |
Identifies whether the option instrument is eligible for contrary instructions at the time of exercise. The contrariness of an instruction will be determined in the context of DerivativeInTheMoneyCondition(2684). When not specified, the eligibility is undefined or not applicable.
|
FIX.5.0SP2EP224 |
|
|
2689 |
CollateralMarketPrice |
Price |
Market price of the collateral, either from market sources or pre-agreed by the counterparties.
|
FIX.5.0SP2EP227 |
|
|
2690 |
CollateralPercentOverage |
Percentage |
Percentage of over-collateralization particularly when CollateralAmountType(2632) = 4 (Additional collateral value)
|
FIX.5.0SP2EP227 |
|
|
2691 |
NoSideCollateralAmounts |
NumInGroup |
Number of side collateral amount entries.
|
FIX.5.0SP2EP227 |
|
|
2692 |
SideCollateralAmountMarketID |
String |
Market associated with the collateral amount.
|
FIX.5.0SP2EP227 |
|
|
2693 |
SideCollateralAmountMarketSegmentID |
String |
Market segment associated with the collateral amount.
|
FIX.5.0SP2EP227 |
|
|
2694 |
SideCollateralAmountType |
int |
The type of value in CurrentCollateralAmount(1704).
|
FIX.5.0SP2EP227 |
|
|
2695 |
SideCollateralCurrency |
Currency |
Specifies the currency of the collateral; optional, defaults to the settlement currency if not specified. Uses ISO 4217 Currency Code.
|
FIX.5.0SP2EP227 |
|
|
2696 |
SideCollateralFXRate |
float |
Foreign exchange rate used to compute the SideCurrentCollateralAmount(2702) from the SideCollateralCurrency(2695) and the Currency(15).
|
FIX.5.0SP2EP227 |
|
|
2697 |
SideCollateralFXRateCalc |
char |
Specifies whether or not SideCollateralFXRate(2696) should be multiplied or divided.
|
FIX.5.0SP2EP227 |
|
|
2698 |
SideCollateralMarketPrice |
Price |
Market price of the collateral, either from market sources or pre-agreed by the counterparties.
|
FIX.5.0SP2EP227 |
|
|
2699 |
SideCollateralPercentOverage |
Percentage |
Percentage of over-collateralization particularly when SideCollateralAmountType(2694) = 4 (Additional collateral value).
|
FIX.5.0SP2EP227 |
|
|
2700 |
SideCollateralPortfolioID |
String |
Identifier of the collateral portfolio when reporting on a portfolio basis.
|
FIX.5.0SP2EP227 |
|
|
2701 |
SideCollateralType |
String |
Type of collateral on deposit being reported.
|
FIX.5.0SP2EP227 |
|
|
2702 |
SideCurrentCollateralAmount |
Amt |
Currency value currently attributed to the collateral.
|
FIX.5.0SP2EP227 |
|
|
2703 |
SideHaircutIndicator |
Boolean |
Indicates, if "Y", that a stated valuation includes a haircut, e.g. that the stated value reflects the subtraction of the haircut. Note that a value of "N" does not imply a haircut is not applicable, only that the haircut (if any) is not reflected in the stated valuation.
|
FIX.5.0SP2EP227 |
|
|
2704 |
ExDestinationType |
int |
Identifies the type of execution destination for the order.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
NoRestriction |
May be used for MiFID II to indicate no restriction on where the order is executed. |
FIX.5.0SP2EP228 |
|
|
1 |
TradedOnlyOnTradingVenue |
May be used for MiFID II to indicate the order can only be executed on a trading venue. |
FIX.5.0SP2EP228 |
|
|
2 |
TradedOnlyOnSI |
May be used for MiFID II to indicate the order can only be executed on a Systematic Internaliser. |
FIX.5.0SP2EP228 |
|
|
3 |
TradedOnTradingVenueOrSI |
May be used for MiFID II to indicate the order can be executed on either a trading venue or a Systematic Internaliser. |
FIX.5.0SP2EP228 |
|
|
|
FIX.5.0SP2EP228 |
|
|
2705 |
MarketCondition |
int |
Market condition. In the context of ESMA RTS 8 it is important that trading venues communicate the condition of the market, particularly "stressed" and "exceptional", in order to provide incentives for firms contributing to liquidity.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Normal |
The condition of the market in the absence of "stressed" or "exceptional" conditions. |
FIX.5.0SP2EP229 |
|
|
1 |
Stressed |
In the context of ESMA RTS 8 Article 6: Trading venues shall set out the parameters to identify stressed market conditions in terms of significant short-term changes of price and volume. Trading venues shall consider the resumption of trading after volatility interruptions as stressed market conditions. |
FIX.5.0SP2EP229 |
|
|
2 |
Exceptional |
In the context of ESMA RTS 8 Article 3: Due to (a) a situation of extreme volatility; (b) war, industrial action, civil unrest or cyber sabotage; (c) disorderly trading conditions, e.g. due to technical issues; (d) unavailability of risk management facilities. |
FIX.5.0SP2EP229 |
|
|
|
FIX.5.0SP2EP229 |
|
|
2706 |
NoQuoteAttributes |
NumInGroup |
Number of quote attributes entries.
|
FIX.5.0SP2EP229 |
|
|
2707 |
QuoteAttributeType |
int |
The type of attribute for the quote.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
QuoteAboveStandardMarketSize |
In the context of ESMA pre-trade transparency under MiFIR to make prices public, the quote size is above standard market size, therefore the price is not made public. Applicable for cash equities instruments. |
FIX.5.0SP2EP229 |
|
|
1 |
QuoteAboveSpecificInstrumentSize |
In the context of ESMA pre-trade transparency under MiFID to make public prices, the quote size is above the size specific to the instrument, therefore the price is not or will not be made public. Applicable for non-cash equities instruments. |
FIX.5.0SP2EP229 |
|
|
2 |
QuoteApplicableForLiquidtyProvisionActivity |
In the context of ESMA RTS 24 Article 3, when QuoteAttributeValue(2708)=Y, it signifies that the quote was submitted "as part of a market making strategy pursuant to Articles 17 and 18 of Directive 2014/65/EU, or is submitted as part of another activity in accordance with Article 3" (of RTS 24). |
FIX.5.0SP2EP229 |
|
|
|
FIX.5.0SP2EP229 |
|
|
2708 |
QuoteAttributeValue |
String |
The value associated with the quote attribute type specified in QuoteAttributeType(2707).
|
FIX.5.0SP2EP229 |
|
|
2709 |
NoPriceQualifiers |
NumInGroup |
Number of price qualifiers in the repeating group.
|
FIX.5.0SP2EP230 |
|
|
2710 |
PriceQualifier |
int |
Qualifier for price. May be used when the price needs to be explicitly qualified.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
AccruedInterestIsFactored |
The price is either "dirty" or the security is in default or soon to be defaulted. I.e. on fill there will be no separate accrued interest amount. This is often called a "flat" price. |
FIX.5.0SP2EP230 |
|
|
1 |
TaxIsFactored |
The security's price includes applicable taxes, e.g. Japanese government bonds. |
FIX.5.0SP2EP230 |
|
|
2 |
BondAmortizationIsFactored |
The security's price includes the effect of bond amortization or a floating rate index. For example this qualifier would apply to the normal pricing of index-linked UK gilt bonds but not to US or EU index-linked bonds. |
FIX.5.0SP2EP230 |
|
|
|
FIX.5.0SP2EP230 |
|
|
2711 |
MDValueTier |
int |
Describes the reporting ranges for executed transactions.
In context of ESMA RTS 27 Article 9, the execution venue is required to report on transactions within several size ranges (in terms of a value and currency). The thresholds for these ranges are dependent on the type of financial instrument.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Range1 |
Range 1 |
FIX.5.0SP2EP231 |
|
|
2 |
Range2 |
Range 2 |
FIX.5.0SP2EP231 |
|
|
3 |
Range3 |
Range 3 |
FIX.5.0SP2EP231 |
|
|
|
FIX.5.0SP2EP231 |
|
|
2712 |
MiscFeeQualifier |
int |
Identifies whether the current entry contributes to the trade or transaction economics, i.e. affects NetMoney(118).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Contributes |
Fee contributes to the trade or transaction economics. |
FIX.5.0SP2EP231 |
|
|
1 |
DoesNotContribute |
Fee does not contribute to the trade or transaction economics. |
FIX.5.0SP2EP231 |
|
|
|
FIX.5.0SP2EP231 |
|
|
2713 |
MiscFeeDesc |
String |
Can be used to provide a textual description of the fee type.
|
FIX.5.0SP2EP231 |
|
|
2714 |
FinancialInstrumentFullName |
String |
The full normative name of the financial instrument.
In the context of ESMA reference data, this is used to provide the full name of the instrument as defined by the Derivatives Service Bureau (DSB).
|
FIX.5.0SP2EP232 |
FIX.5.0SP2EP236 |
|
2715 |
EncodedFinancialInstrumentFullNameLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedFinancialInstrumentFullName(2716) field.
|
FIX.5.0SP2EP232 |
FIX.5.0SP2EP236 |
|
2716 |
EncodedFinancialInstrumentFullName |
data |
Encoded (non-ASCII characters) representation of the FinancialInstrumentFullName(2714) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the FinancialInstrumentFullName(2714) field.
|
FIX.5.0SP2EP232 |
FIX.5.0SP2EP236 |
|
2717 |
LegFinancialInstrumentFullName |
String |
The full normative name of the multileg's financial instrument.
In the context of ESMA reference data, this is used to provide the full name of the instrument as defined by the Derivatives Service Bureau (DSB).
|
FIX.5.0SP2EP232 |
FIX.5.0SP2EP236 |
|
2718 |
EncodedLegFinancialInstrumentFullNameLen |
Length |
Byte length of encoded (non-ASCII characters) individual multileg instrument's EncodedLegFinancialInstrumentFullName(2719).
|
FIX.5.0SP2EP232 |
FIX.5.0SP2EP236 |
|
2719 |
EncodedLegFinancialInstrumentFullName |
data |
Encoded (non-ASCII characters) representation of the LegFinancialInstrumentFullName(2717) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the LegFinancialInstrumentFullName(2717) field.
|
FIX.5.0SP2EP232 |
FIX.5.0SP2EP236 |
|
2720 |
UnderlyingFinancialInstrumentFullName |
String |
The full normative name of the underlying financial instrument.
In the context of ESMA reference data, this is used to provide the full name of the instrument as defined by the Derivatives Service Bureau (DSB).
|
FIX.5.0SP2EP232 |
FIX.5.0SP2EP236 |
|
2721 |
EncodedUnderlyingFinancialInstrumentFullNameLen |
Length |
Byte length of encoded (non-ASCII characters) underlying instrument's EncodedUnderlyingFinancialInstrumentFullName(2722).
|
FIX.5.0SP2EP232 |
FIX.5.0SP2EP236 |
|
2722 |
EncodedUnderlyingFinancialInstrumentFullName |
data |
Encoded (non-ASCII characters) representation of the UnderlyingFinancialInstrumentFullName(2720) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingFinancialInstrumentFullName(2720) field.
|
FIX.5.0SP2EP232 |
FIX.5.0SP2EP236 |
|
2723 |
UnderlyingIndexCurveUnit |
String |
Curve time unit associated with the underlying index.
|
FIX.5.0SP2EP232 |
|
|
2724 |
UnderlyingIndexCurvePeriod |
int |
Curve time multiplier for the underlying index.
|
FIX.5.0SP2EP232 |
|
|
2725 |
CommissionAmountSubType |
int |
Further sub classification of the CommissionAmountType(2641).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
ResearchPaymentAccount |
Research payment account (RPA) |
FIX.5.0SP2EP233 |
|
|
1 |
CommissionSharingAgreement |
Comission sharing agreement (CSA) |
FIX.5.0SP2EP233 |
|
|
2 |
OtherTypeResearchPayment |
A type of research payment other than RPA or CSA. |
FIX.5.0SP2EP233 |
|
|
|
FIX.5.0SP2EP233 |
|
|
2726 |
AllocCommissionAmountSubType |
int |
Further sub classification of the AllocCommissionAmountType(2655).
|
FIX.5.0SP2EP233 |
|
|
2727 |
AllocLegRefID |
String |
Unique identifier for a specific leg (uniqueness not defined as part of the FIX specification). AllocLegRefID(2727tbd) references the value from LegID(1788) in the current multileg order or trade message specifying to which leg the allocation instance applies.
|
FIX.5.0SP2EP234 |
|
|
2728 |
FloatingRateIndexCurvePeriod |
int |
Time unit multiplier for the floating rate index identified in FloatingRateIndexID(2731).
|
FIX.5.0SP2EP235 |
|
|
2729 |
FloatingRateIndexCurveSpread |
PriceOffset |
Spread from the floating rate index.
|
FIX.5.0SP2EP235 |
|
|
2730 |
FloatingRateIndexCurveUnit |
String |
Time unit associated with the floating rate index identified in FloatingRateIndexID(2731).
|
FIX.5.0SP2EP235 |
|
|
2731 |
FloatingRateIndexID |
String |
Security identifier of the floating rate index.
|
FIX.5.0SP2EP235 |
|
|
2732 |
FloatingRateIndexIDSource |
String |
Source for the floating rate index identified in FloatingRateIndexID(2731).
|
FIX.5.0SP2EP235 |
|
|
2733 |
IndexRollMonth |
String |
Month identified in the index roll.
Use "1" for January, "2" for February, etc.
|
FIX.5.0SP2EP235 |
|
|
2734 |
NoIndexRollMonths |
NumInGroup |
Number of instances of the index roll month.
|
FIX.5.0SP2EP235 |
|
|
2735 |
AssetSubType |
String |
Used to provide a more specific description of the asset specified in AssetType(1940). See https://www.fixtrading.org/codelists/AssetSubType for code list of applicable values.
In the context of MiFID II, ESMA RTS 23 Annex I Table 2, this may indicate the 'Further sub product' or equity 'Parameter' fields.
|
FIX.5.0SP2EP235 |
|
|
2736 |
CommodityFinalPriceType |
int |
Final price type of the commodity as specified by the trading venue.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
ArgusMcCloskey |
Argus McCloskey |
FIX.5.0SP2EP235 |
|
|
1 |
Baltic |
Baltic |
FIX.5.0SP2EP235 |
|
|
2 |
Exchange |
Exchange |
FIX.5.0SP2EP235 |
|
|
3 |
GlobalCoal |
Global Coal |
FIX.5.0SP2EP235 |
|
|
4 |
IHSMcCloskey |
IHS McCloskey |
FIX.5.0SP2EP235 |
|
|
5 |
Platts |
Platts |
FIX.5.0SP2EP235 |
|
|
99 |
Other |
Other |
FIX.5.0SP2EP235 |
|
|
|
FIX.5.0SP2EP235 |
|
|
2737 |
FinancialInstrumentShortName |
String |
Short name of the financial instrument. Uses ISO 18774 (FINS) values.
In the context of MiFID II this maps to ESMA RTS 23 Annex I Table 3 Field 7 and may be used in other RTS that requires a similar field.
|
FIX.5.0SP2EP235 |
|
|
2738 |
NextIndexRollDate |
LocalMktDate |
Next index roll date.
|
FIX.5.0SP2EP235 |
|
|
2739 |
LegAssetSubType |
String |
Used to provide a more specific description of the asset specified in LegAssetType(2069). See https://www.fixtrading.org/codelists/AssetSubType for code list of applicable values.
In the context of MiFID II, ESMA RTS 23 Annex I Table 2, this may indicate the 'Further sub product' or equity 'Parameter' fields.
|
FIX.5.0SP2EP235 |
|
|
2740 |
LegFinancialInstrumentShortName |
String |
Short name of the financial instrument. Uses ISO 18774 (FISN) values.
In the context of MiFID II this maps to ESMA RTS 23 Annex I Table 3 Field 7 and may be used in other RTS that requires a similar field.
|
FIX.5.0SP2EP235 |
|
|
2741 |
SecondaryAssetSubType |
String |
Used to provide a more specific description of the asset specified in SecondaryAssetType(1979). See https://www.fixtrading.org/codelists/AssetSubType for code list of applicable values.
In the context of MiFID II, ESMA RTS 23 Annex I Table 2, this may indicate the 'Further sub product' or equity 'Parameter' fields.
|
FIX.5.0SP2EP235 |
|
|
2742 |
UnderlyingFinancialInstrumentShortName |
String |
Short name of the financial instrument. Uses ISO 18774 (FINS) values.
In the context of MiFID II this maps to ESMA RTS 23 Annex I Table 3 Field 7 and may be used in other RTS that requires a similar field.
|
FIX.5.0SP2EP235 |
|
|
2743 |
LegSecondaryAssetSubType |
String |
Used to provide a more specific description of the asset specified in LegSecondaryAssetType(2079). See https://www.fixtrading.org/codelists/AssetSubType for code list of applicable values.
In the context of MiFID II RTS 23 Annex I Table 2, this may indicate the 'Further sub product' or equity 'Parameter' fields.
|
FIX.5.0SP2EP235 |
|
|
2744 |
UnderlyingAssetSubType |
String |
Used to provide a more specific description of the asset specified in UnderlyingAssetType(2015). See https://www.fixtrading.org/codelists/AssetSubType for code list of applicable values.
In the context of MiFID II, ESMA RTS 23 Annex I Table 2, this may indicate the 'Further sub product' or equity 'Parameter' fields.
|
FIX.5.0SP2EP235 |
|
|
2745 |
UnderlyingSecondaryAssetSubType |
String |
May be used to provide a more specific description of the asset specified in UnderlyingSecondaryAssetType(2083). See https://www.fixtrading.org/codelists/AssetSubType for code list of applicable values.
In the context of MiFID II, ESMA RTS 23 Annex I Table 2, this may indicate the 'Further sub product' or equity 'Parameter' fields.
|
FIX.5.0SP2EP235 |
|
|
2746 |
NoReferenceDataDates |
NumInGroup |
Number of instances of reference data dates.
|
FIX.5.0SP2EP235 |
|
|
2747 |
ReferenceDataDate |
UTCTimestamp |
Reference data entry's date-time of the type specified in ReferenceDataDateType(2748).
|
FIX.5.0SP2EP235 |
|
|
2748 |
ReferenceDataDateType |
int |
Reference data entry's date-time type.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
AdmitToTradeRequestDate |
In the context of MiFID II ESMA RTS 23 this is defined as "Date and time the issuer has approved admission to trading or trading in its financial instruments on a trading venue." (Reference: Annex I Table 3 Field 9) |
FIX.5.0SP2EP235 |
|
|
1 |
AdmitToTradeApprovalDate |
In the context of MiFID II ESMA RTS 23 this is defined as "Date and time of the request for admission to trading on the trading venue." (Reference: Annex I Table 3 Field 10) |
FIX.5.0SP2EP235 |
|
|
2 |
AdmitToTradeOrFirstTradeDate |
In the context of MiFID II ESMA RTS 23 this is defined as "Date and time of the admission to trading on the trading venue or the date and time when the instrument was first traded or an order or quote was first received by the trading venue." (Reference: Annex I Table 3 Field 11) |
FIX.5.0SP2EP235 |
|
|
3 |
TerminationDate |
In the context of MiFID II ESMA RTS 23 this is defined as "Where available, the date and time when the financial instrument ceases to be traded or to be admitted to trading on the trading venue." (Reference: Annex I Table 3 Field 12) |
FIX.5.0SP2EP235 |
|
|
|
FIX.5.0SP2EP235 |
|
|
2749 |
ExecutionTimestamp |
UTCTimestamp |
Time of the individual execution.
|
FIX.5.0SP2EP237 |
|
|
2750 |
ReportingPx |
Price |
Represents the reportable price on fill when an instance of the Parties component with PartyRole(452) = 73 (Execution Venue) is present to prevent having to compute running totals.
|
FIX.5.0SP2EP237 |
|
|
2751 |
ReportingQty |
Qty |
Represents the reportable quantity on fill when an instance of the Parties component with PartyRole(452) = 73 (Execution Venue) is present to prevent having to compute running totals.
|
FIX.5.0SP2EP237 |
|
|
2752 |
DeliveryRouteOrCharter |
String |
Specific delivery route or time charter average. Applicable to commodity freight contracts.
|
FIX.5.0SP2EP238 |
|
|
2753 |
ReturnTrigger |
int |
Indicates the type of return or payout trigger for the swap or forward.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Dividend |
Dividend |
FIX.5.0SP2EP238 |
|
|
2 |
Variance |
Variance |
FIX.5.0SP2EP238 |
|
|
3 |
Volatility |
Volatility |
FIX.5.0SP2EP238 |
|
|
4 |
TotalReturn |
Total return |
FIX.5.0SP2EP238 |
|
|
5 |
ContractForDifference |
Contract for difference |
FIX.5.0SP2EP238 |
|
|
6 |
CreditDefault |
Credit default |
FIX.5.0SP2EP238 |
|
|
7 |
SpreadBet |
Spread bet |
FIX.5.0SP2EP238 |
|
|
8 |
Price |
Price |
FIX.5.0SP2EP238 |
|
|
9 |
ForwardPriceUnderlyingInstrument |
Forward price of underlying instrument |
FIX.5.0SP2EP238 |
|
|
99 |
Other |
Other |
FIX.5.0SP2EP238 |
|
|
|
FIX.5.0SP2EP238 |
|
|
2754 |
LegDeliveryRouteOrCharter |
String |
Specific delivery route or time charter average. Applicable to commodity freight contracts.
|
FIX.5.0SP2EP238 |
|
|
2755 |
LegReturnTrigger |
int |
Indicates the type of return or payout trigger for the swap or forward.
|
FIX.5.0SP2EP238 |
|
|
2756 |
UnderlyingDeliveryRouteOrCharter |
String |
Specific delivery route or time charter average. Applicable to commodity freight contracts.
|
FIX.5.0SP2EP238 |
|
|
2757 |
UnderlyingReturnTrigger |
int |
Indicates the type of return or payout trigger for the swap or forward.
|
FIX.5.0SP2EP238 |
|
|
2758 |
AllocRequestID |
String |
Unique identifier for the request message.
|
FIX.5.0SP2EP239 |
|
|
2759 |
GroupAmount |
Amt |
Indicates the total notional units or amount of an allocation group. Includes any allocated units or amount.
Whether notional units or amount is used depends on the type of listed derivative contract and the clearinghouse. A notional unit is (price x quantity) without the derivative's contract value factor.
|
FIX.5.0SP2EP239 |
|
|
2760 |
GroupRemainingAmount |
Amt |
Indicates the remaining notional units or amount of an allocation group that has not yet been allocated.
Whether notional units or amount is used depends on the type of listed derivative contract and the clearinghouse. A notional unit is (price x quantity) without the derivative's contract value factor.
|
FIX.5.0SP2EP239 |
|
|
2761 |
AllocGroupAmount |
Amt |
Indicates the notional units or amount being allocated.
Whether notional units or amount is used depends on the type of listed derivative contract and the clearinghouse. A notional unit is (price x quantity) without the derivative's contract value factor.
|
FIX.5.0SP2EP239 |
|
|
2762 |
PriceMarkup |
PriceOffset |
Price offset of the markup denominated in the price type of the trade.
The field is expressed in a value that can simply be added to or subtracted from the (clean) price to reach the marked- up price. E.g., a percent of par price of 98 marked up to 98.5 should be 0.5, an FX rate of 1.17936 marked up to 1.19 should be 0.01064, a stock price of 22.75 marked up to 22.9 should be 0.15, etc.
|
FIX.5.0SP2EP240 |
|
|
2763 |
AveragePriceType |
int |
The average pricing model used for block trades.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
TimeWeightedAveragePrice |
TWAP is the simple average price of a security over a specified time without regard to the volume traded. |
FIX.5.0SP2EP240 |
|
|
1 |
VolumeWeightedAveragePrice |
VWAP is the sum of the currency amount traded for all trades in the averaging group (price times quantity) divided by the total quantity. |
FIX.5.0SP2EP240 |
|
|
2 |
PercentOfVolumeAvveragePrice |
POV is the sum of the currency amount traded for all trades executed as part of an order intended to purchase a specified percentage of the total volume of an instrument, divided by the total quantity. |
FIX.5.0SP2EP240 |
|
|
3 |
LimitOrderAveragePrice |
The limit order average price is the currency amount of all trades executed to fill a limit order, divided by the total quantity. |
FIX.5.0SP2EP240 |
|
|
|
FIX.5.0SP2EP240 |
|
|
2764 |
AveragePriceStartTime |
UTCTimestamp |
Start of the time period during which price averaging occurred.
|
FIX.5.0SP2EP240 |
|
|
2765 |
AveragePriceEndTime |
UTCTimestamp |
End of the time period during which price averaging occurred.
|
FIX.5.0SP2EP240 |
|
|
2766 |
OrderPercentOfTotalVolume |
Percentage |
For Percent-of-volume (POV) average pricing this is the target percentage this order quantity represents of the total trading volume of an instrument during the specified time period. This provides the data needed to ensure that the average price is fair based on the total sum of grouped POV trades.
For example, if during the POV time period there are 5 trades including this one with a total volume of 5000 and this trade has a quantity of 1000 then the OrderPercentOfTotalVolume(2766) of this trade is 20 percent expressed as "0.20".
|
FIX.5.0SP2EP240 |
|
|
2767 |
AllocGroupStatus |
int |
Status of the trade give-up relative to the group identified in AllocGroupID(1730).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Added |
This trade has been associated with the group for the first time. |
FIX.5.0SP2EP240 |
|
|
1 |
Canceled |
This trade has been removed from the group. |
FIX.5.0SP2EP240 |
|
|
2 |
Replaced |
This trade already in the group has been updated. |
FIX.5.0SP2EP240 |
|
|
3 |
Changed |
An allocated trade or give-up has moved from one allocation group to another. |
FIX.5.0SP2EP241 |
|
|
4 |
Pending |
A request to assign or change an allocation group is pending. |
FIX.5.0SP2EP241 |
|
|
|
FIX.5.0SP2EP240 |
|
|
2768 |
AllocRequestStatus |
int |
Status of the AllocationInstructionAlertRequest(35=DU).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Accepted |
Accepted |
FIX.5.0SP2EP241 |
|
|
1 |
Rejected |
Rejected |
FIX.5.0SP2EP241 |
|
|
|
FIX.5.0SP2EP241 |
|
|
2769 |
AllocAvgPxIndicator |
int |
Average pricing indicator at the allocation level.
|
FIX.5.0SP2EP241 |
|
|
2770 |
AllocAvgPxGroupID |
String |
Used by submitting firm to group trades being sub-allocated into an average price group. The trades in the average price group will be used to calculate an average price for the group.
|
FIX.5.0SP2EP241 |
|
|
2771 |
PreviousAllocGroupID |
String |
When reporting a group change by the central counterparty to allocations of trades for the same instrument traded at the same price this identifies the previous group identifier.
|
FIX.5.0SP2EP241 |
|
|
2772 |
NoMatchExceptions |
NumInGroup |
Number of match exceptions in the repeating group.
|
FIX.5.0SP2EP246 |
|
|
2773 |
MatchExceptionType |
int |
Type of matching exception.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
NoMatchingConfirmation |
No matching confirmation |
FIX.5.0SP2EP246 |
|
|
1 |
NoMatchingAllocation |
No matching allocation |
FIX.5.0SP2EP246 |
|
|
2 |
AllocationDataElementMissing |
Allocation data element missing |
FIX.5.0SP2EP246 |
|
|
3 |
ConfirmationDataElementMissing |
Confirmation data element missing |
FIX.5.0SP2EP246 |
|
|
4 |
DataDifferenceNotWithinTolerance |
Data difference not within tolerance |
FIX.5.0SP2EP246 |
|
|
5 |
MatchWithinTolerance |
Match within tolerance |
FIX.5.0SP2EP246 |
|
|
99 |
Other |
Other |
FIX.5.0SP2EP246 |
|
|
|
FIX.5.0SP2EP246 |
|
|
2774 |
MatchExceptionElementType |
int |
Identifies the data point used in the matching operation which resulted in an exception.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
AccruedInterest |
Accrued interest |
FIX.5.0SP2EP246 |
|
|
2 |
DealPrice |
Deal price |
FIX.5.0SP2EP246 |
|
|
3 |
TradeDate |
Tolerance not applicable |
FIX.5.0SP2EP246 |
|
|
4 |
SettlementDate |
Tolerance not applicable |
FIX.5.0SP2EP246 |
|
|
5 |
SideIndicator |
Tolerance not applicable |
FIX.5.0SP2EP246 |
|
|
6 |
TradedCurrency |
Tolerance not applicable |
FIX.5.0SP2EP246 |
|
|
7 |
AccountID |
Tolerance not applicable |
FIX.5.0SP2EP246 |
|
|
8 |
ExecutingBrokerID |
Tolerance not applicable |
FIX.5.0SP2EP246 |
|
|
9 |
SettlementCurrencyAndAmount |
Settlement currency and amount |
FIX.5.0SP2EP246 |
|
|
10 |
InvestmentManagerID |
Tolerance not applicable |
FIX.5.0SP2EP246 |
|
|
11 |
NetAmount |
Net amount |
FIX.5.0SP2EP246 |
|
|
12 |
PlaceOfSettlement |
Tolerance not applicable |
FIX.5.0SP2EP246 |
|
|
13 |
Commissions |
Commissions |
FIX.5.0SP2EP246 |
|
|
14 |
SecurityIdentifier |
Tolerance not applicable |
FIX.5.0SP2EP246 |
|
|
15 |
QualityAllocated |
Quantity allocated |
FIX.5.0SP2EP246 |
|
|
16 |
Principal |
Principal |
FIX.5.0SP2EP246 |
|
|
17 |
Fees |
Fees |
FIX.5.0SP2EP246 |
|
|
18 |
Tax |
Tax |
FIX.5.0SP2EP246 |
|
|
|
FIX.5.0SP2EP246 |
|
|
2775 |
MatchExceptionElementName |
String |
The matching exception data point name, for example: "Trade currency". This may be used for display purposes, providing a corresponding description for the value in MatchExceptionElementType(2774).
|
FIX.5.0SP2EP246 |
|
|
2776 |
MatchExceptionAllocValue |
String |
The allocating party's data value used in the match operation.
|
FIX.5.0SP2EP246 |
|
|
2777 |
MatchExceptionConfirmValue |
String |
The confirming party's data value used in the match operation.
|
FIX.5.0SP2EP246 |
|
|
2778 |
MatchExceptionToleranceValue |
float |
The data element's tolerance value. Omitted if no tolerance is allowed or not applicable.
|
FIX.5.0SP2EP246 |
|
|
2779 |
MatchExceptionToleranceValueType |
int |
The type of value in MatchExceptionToleranceValue(2778). Omitted if no tolerance is allowed or not applicable.
For example, if the tolerance for accrued interest is 0.01% of total accrued interest then MatchExceptionElementType(2774)=1 (Accrued interest), MatchExceptionToleranceValueType(2779)=2 (Percentage) and MatchExcecptionToleranceValue(2778)=0.0001. If tolerance for the exchange rate of an FX trade is "0.001" then MatchExceptionElementType(2774)=2 (Deal pPrice), MatchExceptionToleranceValueType(2779)=1 (Fixed amount) and MatchExcecptionToleranceValue(2778)=0.001.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
FixedAmount |
Default if not specified |
FIX.5.0SP2EP246 |
|
|
2 |
Percentage |
Percentage |
FIX.5.0SP2EP246 |
|
|
|
FIX.5.0SP2EP246 |
|
|
2780 |
MatchExceptionText |
String |
Description of the exception.
|
FIX.5.0SP2EP246 |
|
|
2781 |
NoMatchingDataPoints |
NumInGroup |
Number of matching data points in the repeating group.
|
FIX.5.0SP2EP246 |
|
|
2782 |
MatchingDataPointIndicator |
int |
Data point's matching type.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Mandatory |
Mandatory |
FIX.5.0SP2EP246 |
|
|
2 |
Optional |
Optional |
FIX.5.0SP2EP246 |
|
|
|
FIX.5.0SP2EP246 |
|
|
2783 |
MatchingDataPointValue |
String |
Value of the matching data point.
|
FIX.5.0SP2EP246 |
|
|
2784 |
MatchingDataPointType |
int |
Identifies the data point used in the matching operation.
Values may not have applicable tolerance values, in this case this means the data point was used for matching but did not match.
|
FIX.5.0SP2EP246 |
|
|
2785 |
MatchingDataPointName |
String |
The matching data point name, for example: "Trade currency". This may be used for display purposes, providing a corresponding description for the value in MatchingDataPointType(2784).
|
FIX.5.0SP2EP246 |
|
|
2786 |
TradeAggregationRequestID |
String |
The message identifier for the trade aggregation request.
|
FIX.5.0SP2EP247 |
|
|
2787 |
TradeAggregationRequestRefID |
String |
Reference identifier to a previously sent trade aggregation message being cancelled or replaced.
|
FIX.5.0SP2EP247 |
|
|
2788 |
TradeAggregationTransType |
int |
Identifies the trade aggregation transaction type.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
New |
New |
FIX.5.0SP2EP247 |
|
|
1 |
Cancel |
Cancel |
FIX.5.0SP2EP247 |
|
|
2 |
Replace |
Replace |
FIX.5.0SP2EP247 |
|
|
|
FIX.5.0SP2EP247 |
|
|
2789 |
AggregatedQty |
Qty |
Total quantity of orders or fills quantity aggregated.
|
FIX.5.0SP2EP247 |
|
|
2790 |
TradeAggregationRequestStatus |
int |
Status of the trade aggregation request.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Accepted |
Accepted |
FIX.5.0SP2EP247 |
|
|
1 |
Rejected |
Rejected |
FIX.5.0SP2EP247 |
|
|
|
FIX.5.0SP2EP247 |
|
|
2791 |
TradeAggregationRejectReason |
int |
Reason for trade aggregation request being rejected.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
UnknownOrders |
Unknown order(s) |
FIX.5.0SP2EP247 |
|
|
1 |
UnknownExecutionFills |
Unknown execution/fill(s) |
FIX.5.0SP2EP247 |
|
|
99 |
Other |
Other |
FIX.5.0SP2EP247 |
|
|
|
FIX.5.0SP2EP247 |
|
|
2792 |
TradeAggregationReportID |
String |
Unique identifier for the TradeAggregationReport(35=DX).
|
FIX.5.0SP2EP247 |
|
|
2793 |
AvgSpotRate |
Price |
The average FX spot rate.
|
FIX.5.0SP2EP247 |
|
|
2794 |
AvgForwardPoints |
PriceOffset |
The average forward points. May be a negative value.
|
FIX.5.0SP2EP247 |
|
|
2795 |
OffshoreIndicator |
int |
Indicates the type of the currency rate being used. This is relevant for currencies that have offshore rate that different from onshore rate.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Regular |
The notion of onshore and offshore rates does not apply. |
FIX.5.0SP2EP247 |
|
|
1 |
Offshore |
Used to indicate that the rate specified is an offshore rate which differs from its onshore rate. |
FIX.5.0SP2EP247 |
|
|
2 |
Onshore |
Used to indicate that the rate specified is an onshore rate which differs from its offshore rate. |
FIX.5.0SP2EP247 |
|
|
|
FIX.5.0SP2EP247 |
|
|
2796 |
FXBenchmarkRateFix |
String |
Specifies the foreign exchange benchmark rate fixing to be used in valuing the transaction. For example "London 4 p.m." or "Tokyo 3 p.m."
|
FIX.5.0SP2EP247 |
|
|
2797 |
EncodedMatchExceptionTextLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedMatchExceptionText(2798) field.
|
FIX.5.0SP2EP246 |
|
|
2798 |
EncodedMatchExecptionText |
data |
Encoded (non-ASCII characters) representation of the MatchExceptionText(2780) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the MatchExceptionText(2780) field.
|
FIX.5.0SP2EP246 |
|
|
2799 |
PayReportID |
String |
Unique ID of the PayReport(35=DY) message.
|
FIX.5.0SP2EP249 |
|
|
2800 |
PayDisputeReason |
int |
Used to provide a machine-readable value giving the reason for disputing a request or report. See https://www.fixtrading.org/packages/ PayDisputeReason for the list of applicable values.
|
FIX.5.0SP2EP249 |
|
|
2801 |
EncodedReplaceText |
data |
Encoded (non-ASCII characters) representation of the ReplaceText(2805) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the ReplaceText(2805) field.
|
FIX.5.0SP2EP249 |
|
|
2802 |
EncodedReplaceTextLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedReplaceText(2801) field.
|
FIX.5.0SP2EP249 |
|
|
2803 |
PayReportRefID |
String |
Reference identifier of the PayReport(35=DY). To be used with PayReportTransType(2804)=1 (Replace).
|
FIX.5.0SP2EP249 |
|
|
2804 |
PayReportTransType |
int |
Identifies the message transaction type.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
New |
New |
FIX.5.0SP2EP249 |
|
|
1 |
Replace |
Replace |
FIX.5.0SP2EP249 |
|
|
2 |
Status |
An unsolicited message reporting the current progress status of the payment. |
FIX.5.0SP2EP249 |
|
|
|
FIX.5.0SP2EP249 |
|
|
2805 |
ReplaceText |
String |
Identifies the reason for amendment.
|
FIX.5.0SP2EP249 |
|
|
2806 |
PayReportStatus |
int |
Identifies status of the payment report.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Received |
Received, not yet processed |
FIX.5.0SP2EP249 |
|
|
1 |
Accepted |
Accepted |
FIX.5.0SP2EP249 |
|
|
2 |
Rejected |
Rejected |
FIX.5.0SP2EP249 |
|
|
3 |
Disputed |
Used when there is some type of mismatch that can be resolved. |
FIX.5.0SP2EP249 |
|
|
|
FIX.5.0SP2EP249 |
|
|
2807 |
CancelText |
String |
Identifies the reason for cancelation.
|
FIX.5.0SP2EP249 |
|
|
2808 |
EncodedCancelText |
data |
Encoded (non-ASCII characters) representation of the CancelText(2807) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the CancelText(2807) field.
|
FIX.5.0SP2EP249 |
|
|
2809 |
EncodedCancelTextLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedCancelText(2808) field.
|
FIX.5.0SP2EP249 |
|
|
2810 |
PayRequestRefID |
String |
Reference identifier of the PayRequest(35=EA). To be used with PayRequestTransType(2811)=1 (Cancel).
|
FIX.5.0SP2EP249 |
|
|
2811 |
PyRequestTransType |
int |
Identifies the message transaction type.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
New |
New |
FIX.5.0SP2EP249 |
|
|
1 |
Cancel |
Cancel |
FIX.5.0SP2EP249 |
|
|
|
FIX.5.0SP2EP249 |
|
|
2812 |
PayRequestID |
String |
Unique ID of the PayRequest(35=EA) message.
|
FIX.5.0SP2EP249 |
|
|
2813 |
PayRequestStatus |
int |
Identifies status of the request being responded to.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Received |
Received, not yet processed |
FIX.5.0SP2EP249 |
|
|
1 |
Accepted |
Accepted |
FIX.5.0SP2EP249 |
|
|
2 |
Rejected |
Rejected |
FIX.5.0SP2EP249 |
|
|
3 |
Disputed |
Used when there is some type of mismatch that can be resolved. |
FIX.5.0SP2EP249 |
|
|
|
FIX.5.0SP2EP249 |
|
|
2814 |
EncodedPostTradePaymentDesc |
data |
Encoded (non-ASCII characters) representation of the PostTradePaymentDesc(2820) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the PostTradePaymentDesc(2820) field.
|
FIX.5.0SP2EP249 |
|
|
2815 |
EncodedPostTradePaymentDescLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedPostTradePaymentDesc(2814) field.
|
FIX.5.0SP2EP249 |
|
|
2816 |
PostTradePaymentAccount |
String |
The cash account on the books of the receiver of the request or the sender of the report to be debited or credited.
|
FIX.5.0SP2EP249 |
|
|
2817 |
PostTradePaymentAmount |
Amt |
The payment amount for the specified PostTradePaymentType(2824).
|
FIX.5.0SP2EP249 |
|
|
2818 |
PostTradePaymentCurrency |
Currency |
Specifies the currency in which PostTradePaymentAmount(2817) is denominated. Uses ISO 4271 currency codes.
|
FIX.5.0SP2EP249 |
|
|
2819 |
PostTradePaymentDebitOrCredit |
int |
Payment side of this individual payment from the requesting firm's perspective.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
DebitPay |
Debit / Pay |
FIX.5.0SP2EP249 |
|
|
1 |
CreditReceive |
Credit / Receive |
FIX.5.0SP2EP249 |
|
|
|
FIX.5.0SP2EP249 |
|
|
2820 |
PostTradePaymentDesc |
String |
A short descriptive name given to the payment, e.g. Premium, Upfront, etc. The description may be used as reference.
|
FIX.5.0SP2EP249 |
|
|
2821 |
PostTradePaymentID |
String |
The identifier for the individual payment.
|
FIX.5.0SP2EP249 |
|
|
2822 |
PostTradePaymentLinkID |
String |
Used to link a group of payments together, e.g. cross-currency payments associated with a swap.
|
FIX.5.0SP2EP249 |
|
|
2823 |
PostTradePaymentStatus |
int |
Used to indicate the status of a post-trade payment.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
New |
Payment is awaiting confirmation from the recipient. |
FIX.5.0SP2EP249 |
|
|
1 |
Initiated |
Payment is confirmed by the recipient and has been scheduled. |
FIX.5.0SP2EP249 |
|
|
2 |
Pending |
Payment has been instructed to the payment service but status is unknown.] |
FIX.5.0SP2EP249 |
|
|
3 |
Confirmed |
Payment is complete and confirmed by the payment service. |
FIX.5.0SP2EP249 |
|
|
4 |
Rejected |
Payment was rejected by the service. |
FIX.5.0SP2EP249 |
|
|
|
FIX.5.0SP2EP249 |
|
|
2824 |
PostTradePaymentType |
String |
Type of post-trade payment. See ISITC "Payments Cash Purpose Codes" for list of payment type codes to use available at https://isitc.org/market-practices/reference-data-and-standards-market-practice and select "ISITC Classification Code List".
|
FIX.5.0SP2EP249 |
|
|
2825 |
PostTradePaymentCalculationDate |
LocalMktDate |
The (actual) date the periodic payments calculations are made.
|
FIX.5.0SP2EP249 |
|
|
2826 |
PostTradePaymentValueDate |
LocalMktDate |
The adjusted (for holidays and other non-business days) payment date on which the payment is expected to settle.
|
FIX.5.0SP2EP249 |
|
|
2827 |
PostTradePaymentFinalValueDate |
LocalMktDate |
The actual or final payment date on which the payment was made.
|
FIX.5.0SP2EP249 |
|
|
40000 |
NoAdditionalTermBondRefs |
NumInGroup |
Number of bonds in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40001 |
AdditionalTermBondSecurityID |
String |
Security identifier of the bond.
|
FIX.5.0SP2EP161 |
|
|
40002 |
AdditionalTermBondSecurityIDSource |
String |
Identifies the source scheme of the AdditionalTermBondSecurityID(40001) value.
|
FIX.5.0SP2EP161 |
|
|
40003 |
AdditionalTermBondDesc |
String |
Description of the bond.
|
FIX.5.0SP2EP161 |
|
|
40004 |
EncodedAdditionalTermBondDescLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedAdditionalTermBondDesc(40005) field.
|
FIX.5.0SP2EP161 |
|
|
40005 |
EncodedAdditionalTermBondDesc |
data |
Encoded (non-ASCII characters) representation of the AdditionalTermBondDesc(40003) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AdditionalTermBondDesc(40003) field.
|
FIX.5.0SP2EP161 |
|
|
40006 |
AdditionalTermBondCurrency |
Currency |
Specifies the currency the bond value is denominated in. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP161 |
|
|
40007 |
AdditionalTermBondIssuer |
String |
Issuer of the bond.
|
FIX.5.0SP2EP161 |
|
|
40008 |
EncodedAdditionalTermBondIssuerLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedAdditionalTermBondIssuer(40009) field.
|
FIX.5.0SP2EP161 |
|
|
40009 |
EncodedAdditionalTermBondIssuer |
data |
Encoded (non-ASCII characters) representation of the AdditionalTermBondIssuer(40007) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AdditionalTermBondIssuer(40007) field.
|
FIX.5.0SP2EP161 |
|
|
40010 |
AdditionalTermBondSeniority |
String |
Specifies the bond's payment priority in the event of a default.
|
FIX.5.0SP2EP161 |
|
|
40011 |
AdditionalTermBondCouponType |
int |
Coupon type of the bond.
|
FIX.5.0SP2EP161 |
|
|
40012 |
AdditionalTermBondCouponRate |
Percentage |
Coupon rate of the bond. See also CouponRate(223).
|
FIX.5.0SP2EP161 |
|
|
40013 |
AdditionalTermBondMaturityDate |
LocalMktDate |
The maturity date of the bond.
|
FIX.5.0SP2EP161 |
|
|
40014 |
AdditionalTermBondParValue |
Amt |
The par value of the bond.
|
FIX.5.0SP2EP161 |
|
|
40015 |
AdditionalTermBondCurrentTotalIssuedAmount |
Amt |
Total issued amount of the bond.
|
FIX.5.0SP2EP161 |
|
|
40016 |
AdditionalTermBondCouponFrequencyPeriod |
int |
Time unit multiplier for the frequency of the bond's coupon payment.
|
FIX.5.0SP2EP161 |
|
|
40017 |
AdditionalTermBondCouponFrequencyUnit |
String |
Time unit associated with the frequency of the bond's coupon payment.
|
FIX.5.0SP2EP161 |
|
|
40018 |
AdditionalTermBondDayCount |
int |
The day count convention used in interest calculations for a bond or an interest bearing security.
|
FIX.5.0SP2EP161 |
|
|
40019 |
NoAdditionalTerms |
NumInGroup |
Number of additional terms in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40020 |
AdditionalTermConditionPrecedentBondIndicator |
Boolean |
Indicates whether the condition precedent bond is applicable. The swap contract is only valid if the bond is issued and if there is any dispute over the terms of fixed stream then the bond terms would be used.
|
FIX.5.0SP2EP161 |
|
|
40021 |
AdditionalTermDiscrepancyClauseIndicator |
Boolean |
Indicates whether the discrepancy clause is applicable.
|
FIX.5.0SP2EP161 |
|
|
40022 |
NoCashSettlTerms |
NumInGroup |
Number of elements in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40023 |
CashSettlCurrency |
Currency |
Specifies the currency the CashSettlAmount(40034) is denominated in. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP161 |
|
|
40024 |
CashSettlValuationFirstBusinessDayOffset |
int |
The number of business days after settlement conditions have been satisfied, when the calculation agent is to obtain a price quotation on the reference obligation for the purpose of cash settlement.
Associated with ISDA 2003 Term: Valuation Date.
|
FIX.5.0SP2EP161 |
|
|
40025 |
CashSettlValuationTime |
LocalMktTime |
The time of valuation.
|
FIX.5.0SP2EP161 |
|
|
40026 |
CashSettlBusinessCenter |
String |
Identifies the business center calendar used at valuation time for cash settlement purposes e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40027 |
CashSettlQuoteMethod |
int |
The type of quote used to determine the cash settlement price.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Bid |
Bid |
FIX.5.0SP2EP161 |
|
|
1 |
Mid |
Mid |
FIX.5.0SP2EP161 |
|
|
2 |
Offer |
Offer |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
|
|
40028 |
CashSettlQuoteAmount |
Amt |
When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained. If not specifed, the ISDA definitions provide for a fallback amount equal to floating rate payer calculation amount.
ISDA 2003 Term: Quotation Amount.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP169 |
|
40029 |
CashSettlQuoteCurrency |
Currency |
Specifies the currency the CashSettlQuoteAmount(40028) is denominated in. Uses ISO 4217 Currency Code.
|
FIX.5.0SP2EP161 |
|
|
40030 |
CashSettlMinimumQuoteAmount |
Amt |
When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount of the lower of either USD1,000,000 (or its equivalent in the relevent obligation currency) or the (minimum) quoted amount.
ISDA 2003 Term: Minimum Quotation Amount.
|
FIX.5.0SP2EP161 |
|
|
40031 |
CashSettlMinimumQuoteCurrency |
Currency |
Specifies the currency the CashSettlMinimumQuoteAmount(40030) is denominated in. Uses ISO 4217 Currency Code.
|
FIX.5.0SP2EP161 |
|
|
40032 |
CashSettlDealer |
String |
Identifies the dealer from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation calculation.
ISDA 2003 Term: Dealer.
|
FIX.5.0SP2EP161 |
|
|
40033 |
CashSettlBusinessDays |
int |
The number of business days used in the determination of the cash settlement payment date.
If a cash settlement amount is specified, the cash settlement payment date will be this number of business days following the calculation of the final price. If a cash settlement amount is not specified, the cash settlement payment date will be this number of business days after all conditions to settlement are satisfied. ISDA 2003 Term: Cash Settlement Date.
|
FIX.5.0SP2EP161 |
|
|
40034 |
CashSettlAmount |
Amt |
The amount paid between the trade parties, seller to the buyer, for cash settlement on the cash settlement date.
If not specified this is not to be included in the message and the parties to the trade are expected to calculate the value. The value is the greater of (a) floating rate payer calculation amount x (reference price - final price) or (b) zero. Price values are all expressed as a percentage. ISDA 2003 Term: Cash Settlement Amount
|
FIX.5.0SP2EP161 |
|
|
40035 |
CashSettlRecoveryFactor |
float |
Used for fixed recovery, this specifies the recovery level as determined at contract inception, to be applied in the event of a default. The factor is used to calculate the amount paid by the seller to the buyer for cash settlement on the cash settlement date. The amount calculated is (1 - CashSettlRecoveryFactor(40035)) x floating rate payer calculation amount. The currency is derived from the floating rate payer calculation amount.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP169 |
|
40036 |
CashSettlFixedTermIndicator |
Boolean |
Indicates whether fixed settlement is applicable or not applicable in a recovery lock.
|
FIX.5.0SP2EP161 |
|
|
40037 |
CashSettlAccruedInterestIndicator |
Boolean |
Indicates whether accrued interest is included or not in the value provided in CashSettlAmount(40034). For cash settlement this specifies whether quotations should be obtained inclusive or not of accrued interest. For physical settlement this specifies whether the buyer should deliver the obligation with an outstanding principal balance that includes or excludes accrued interest.
ISDA 2003 Term: Include/Exclude Accrued Interest.
|
FIX.5.0SP2EP161 |
|
|
40038 |
CashSettlValuationMethod |
int |
The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement.
ISDA 2003 Term: Valuation Method
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Market |
Market |
FIX.5.0SP2EP161 |
|
|
1 |
Highest |
Highest |
FIX.5.0SP2EP161 |
|
|
2 |
AverageMarket |
Average market |
FIX.5.0SP2EP161 |
|
|
3 |
AverageHighest |
Average highest |
FIX.5.0SP2EP161 |
|
|
4 |
BlendedMarket |
Blended market |
FIX.5.0SP2EP161 |
|
|
5 |
BlendedHighest |
Blended highest |
FIX.5.0SP2EP161 |
|
|
6 |
AverageBlendedMarket |
Average blended market |
FIX.5.0SP2EP161 |
|
|
7 |
AverageBlendedHighest |
Average blended highest |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
|
|
40039 |
CashSettlTermXID |
XID |
A named string value referenced by UnderlyingSettlTermXIDRef(41315).
|
FIX.5.0SP2EP161 |
|
|
40040 |
NoContractualDefinitions |
NumInGroup |
Number of financing definitions in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40041 |
ContractualDefinition |
String |
Specifies which contract definition, such as those published by ISDA, will apply for the terms of the trade. See http://www.fpml.org/coding-scheme/contractual-definitions for values.
|
FIX.5.0SP2EP161 |
|
|
40042 |
NoContractualMatrices |
NumInGroup |
Number of contractual matrices in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40043 |
ContractualMatrixSource |
String |
Identifies the applicable contract matrix. See http://www.fpml.org/coding-scheme/matrix-type-1-0.xml for values.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP192 |
|
40044 |
ContractualMatrixDate |
LocalMktDate |
The publication date of the applicable version of the contract matrix. If not specified, the ISDA Standard Terms Supplement defines rules for which version of the matrix is applicable.
|
FIX.5.0SP2EP161 |
|
|
40045 |
ContractualMatrixTerm |
String |
Specifies the applicable key into the relevent contract matrix. In the case of 2000 ISDA Definitions Settlement Matrix for Early Termination and Swaptions, the ContractualMatrixTerm(40045) is not applicable and is to be omitted. See http://www.fpml.org/coding-scheme/credit-matrix-transaction-type for values.
|
FIX.5.0SP2EP161 |
|
|
40046 |
NoFinancingTermSupplements |
NumInGroup |
Number of financing terms supplements in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40047 |
FinancingTermSupplementDesc |
String |
Identifies the applicable contractual supplement. See http://www.fpml.org/coding-scheme/contractual-supplement for values.
|
FIX.5.0SP2EP161 |
|
|
40048 |
FinancingTermSupplementDate |
LocalMktDate |
The publication date of the applicable version of the contractual supplement.
|
FIX.5.0SP2EP161 |
|
|
40049 |
NoStreams |
NumInGroup |
Number of swap streams in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40050 |
StreamType |
int |
Type of swap stream.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
PaymentCashSettlement |
Payment / cash settlement |
FIX.5.0SP2EP161 |
|
|
1 |
PhysicalDelivery |
Physical delivery |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
|
|
40051 |
StreamDesc |
String |
A short descriptive name given to the payment stream. Eg. CDS, Fixed, Float, Float2, GBP. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as reference.
|
FIX.5.0SP2EP161 |
|
|
40052 |
StreamPaySide |
int |
The side of the party paying the stream.
|
FIX.5.0SP2EP161 |
|
|
40053 |
StreamReceiveSide |
int |
The side of the party receiving the stream.
|
FIX.5.0SP2EP161 |
|
|
40054 |
StreamNotional |
Amt |
Notional, or initial notional value for the payment stream. Use the PaymentScheduleGrp component to specify the rate steps.
|
FIX.5.0SP2EP161 |
|
|
40055 |
StreamCurrency |
Currency |
Specifies the currency the StreamNotional(40054) is denominated in. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP161 |
|
|
40056 |
StreamText |
String |
Free form text to specify additional information or enumeration description when a standard value does not apply.
|
FIX.5.0SP2EP161 |
|
|
40057 |
UnderlyingStreamEffectiveDateUnadjusted |
LocalMktDate |
The unadjusted effective date.
|
FIX.5.0SP2EP161 |
|
|
40058 |
UnderlyingStreamEffectiveDateBusinessDayConvention |
int |
The business day convention used to adjust the underlying instrument's stream's effective, or relative effective, date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
|
FIX.5.0SP2EP161 |
|
|
40059 |
UnderlyingStreamEffectiveDateBusinessCenter |
String |
The business center calendar used to adjust the underlying instrument's stream's effective, or relative effective, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40060 |
UnderlyingStreamEffectiveDateRelativeTo |
int |
Specifies the anchor date when the effective date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP161 |
|
|
40061 |
UnderlyingStreamEffectiveDateOffsetPeriod |
int |
Time unit multiplier for the relative effective date offset.
|
FIX.5.0SP2EP161 |
|
|
40062 |
UnderlyingStreamEffectiveDateOffsetUnit |
String |
Time unit associated with the relative effective date offset.
|
FIX.5.0SP2EP161 |
|
|
40063 |
UnderlyingStreamEffectiveDateOffsetDayType |
int |
Specifies the day type of the relative effective date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40064 |
UnderlyingStreamEffectiveDateAdjusted |
LocalMktDate |
The adjusted effective date.
|
FIX.5.0SP2EP161 |
|
|
40065 |
StreamTerminationDateUnadjusted |
LocalMktDate |
The unadjusted termination date.
|
FIX.5.0SP2EP161 |
|
|
40066 |
StreamTerminationDateBusinessDayConvention |
int |
The business day convention used to adjust the instrument's stream's termination, or relative termination, date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
|
FIX.5.0SP2EP161 |
|
|
40067 |
StreamTerminationDateBusinessCenter |
String |
The business center calendar used to adjust the instrument's stream's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40068 |
StreamTerminationDateRelativeTo |
int |
Specifies the anchor date when the termination date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP161 |
|
|
40069 |
StreamTerminationDateOffsetPeriod |
int |
Time unit multiplier for the relative termination date offset.
|
FIX.5.0SP2EP161 |
|
|
40070 |
StreamTerminationDateOffsetUnit |
String |
Time unit associated with the relative termination date offset.
|
FIX.5.0SP2EP161 |
|
|
40071 |
StreamTerminationDateOffsetDayType |
int |
Specifies the day type of the relative termination date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40072 |
StreamTerminationDateAdjusted |
LocalMktDate |
The adjusted termination date.
|
FIX.5.0SP2EP161 |
|
|
40073 |
StreamCalculationPeriodBusinessDayConvention |
int |
The business day convention used to adjust calculation periods. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
|
FIX.5.0SP2EP161 |
|
|
40074 |
StreamCalculationPeriodBusinessCenter |
String |
The business center calendar used to adjust calculation periods, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40075 |
StreamFirstPeriodStartDateUnadjusted |
LocalMktDate |
The unadjusted first calculation period start date if before the effective date.
|
FIX.5.0SP2EP161 |
|
|
40076 |
StreamFirstPeriodStartDateBusinessDayConvention |
int |
The business day convention used to adjust the instrument's stream's first calculation period start date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
|
FIX.5.0SP2EP161 |
|
|
40077 |
StreamFirstPeriodStartDateBusinessCenter |
String |
The business center calendar used to adjust the instrument's stream's first calculation period start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40078 |
StreamFirstPeriodStartDateAdjusted |
LocalMktDate |
The adjusted first calculation period start date, if it is before the effective date.
|
FIX.5.0SP2EP161 |
|
|
40079 |
StreamFirstRegularPeriodStartDateUnadjusted |
LocalMktDate |
The unadjusted first start date of the regular calculation period, if there is an initial stub period.
|
FIX.5.0SP2EP161 |
|
|
40080 |
StreamFirstCompoundingPeriodEndDateUnadjusted |
LocalMktDate |
The unadjusted end date of the initial compounding period.
|
FIX.5.0SP2EP161 |
|
|
40081 |
StreamLastRegularPeriodEndDateUnadjusted |
LocalMktDate |
The unadjusted last regular period end date if there is a final stub period.
|
FIX.5.0SP2EP161 |
|
|
40082 |
StreamCalculationFrequencyPeriod |
int |
Time unit multiplier for the frequency at which calculation period end dates occur.
|
FIX.5.0SP2EP161 |
|
|
40083 |
StreamCalculationFrequencyUnit |
String |
Time unit associated with the frequency at which calculation period end dates occur.
|
FIX.5.0SP2EP161 |
|
|
40084 |
StreamCalculationRollConvention |
String |
The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the DateAdjustment component within the Instrument component.
|
FIX.5.0SP2EP161 |
|
|
40085 |
NoSettlRateFallbacks |
NumInGroup |
Number of settlement rate fallbacks in the repeating group
|
FIX.5.0SP2EP161 |
|
|
40086 |
SettlRatePostponementMaximumDays |
int |
The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to this method.
|
FIX.5.0SP2EP161 |
|
|
40087 |
LegPaymentStreamNonDeliverableSettlRateSource |
int |
Identifies the source of the rate information.
|
FIX.5.0SP2EP161 |
|
|
40088 |
SettlRatePostponementSurvey |
Boolean |
Indicates whether to request a settlement rate quote from the market.
|
FIX.5.0SP2EP161 |
|
|
40089 |
SettlRatePostponementCalculationAgent |
int |
Used to identify the settlement rate postponement calculation agent.
|
FIX.5.0SP2EP161 |
|
|
40090 |
NoProvisions |
NumInGroup |
Number of provisions in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40091 |
ProvisionType |
int |
Type of provisions.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
MandatoryEarlyTermination |
Mandatory early termination |
FIX.5.0SP2EP161 |
|
|
1 |
OptionalEarlyTermination |
Optional early termination |
FIX.5.0SP2EP161 |
|
|
2 |
Cancelable |
Cancelable |
FIX.5.0SP2EP161 |
|
|
3 |
Extendable |
Extendible |
FIX.5.0SP2EP161 |
|
|
4 |
MutualEarlyTermination |
Mutual early termination |
FIX.5.0SP2EP208 |
|
|
|
FIX.5.0SP2EP161 |
|
|
40092 |
ProvisionDateUnadjusted |
LocalMktDate |
The unadjusted date of the provision.
|
FIX.5.0SP2EP161 |
|
|
40093 |
ProvisionDateBusinessDayConvention |
int |
The business day convention used to adjust the instrument's provision's dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
|
FIX.5.0SP2EP161 |
|
|
40094 |
ProvisionDateBusinessCenter |
String |
The business center calendar used to adjust the instrument's provision's dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40095 |
ProvisionDateAdjusted |
LocalMktDate |
The adjusted date of the provision.
|
FIX.5.0SP2EP161 |
|
|
40096 |
ProvisionDateTenorPeriod |
int |
Time unit multiplier for the provision's tenor period.
|
FIX.5.0SP2EP161 |
|
|
40097 |
ProvisionDateTenorUnit |
String |
Time unit associated with the provision's tenor period.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
D |
Day |
Day |
FIX.5.0SP2EP161 |
|
|
Wk |
Week |
Week |
FIX.5.0SP2EP161 |
|
|
Mo |
Month |
Month |
FIX.5.0SP2EP161 |
|
|
Yr |
Year |
Year |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
|
|
40098 |
ProvisionCalculationAgent |
int |
Used to identify the calculation agent. The calculation agent may be identified in ProvisionCalculationAgent(40098) or in the ProvisionParties component.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
ExercisingParty |
Exercising party |
FIX.5.0SP2EP161 |
|
|
1 |
NonExercisingParty |
Non-exercising party |
FIX.5.0SP2EP161 |
|
|
2 |
MasterAgreeent |
As specified in the master agreement |
FIX.5.0SP2EP161 |
|
|
3 |
Supplement |
As specified in the standard terms supplement |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
|
|
40099 |
ProvisionOptionSinglePartyBuyerSide |
int |
If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Buy |
Buy |
FIX.5.0SP2EP161 |
|
|
2 |
Sell |
Sell |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
|
|
40100 |
ProvisionOptionSinglePartySellerSide |
int |
If optional early termination is not available to both parties then this component identifies the seller of the option through its side of the trade.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP169 |
|
40101 |
ProvisionOptionExerciseStyle |
int |
The instrument provision option’s exercise style.
|
FIX.5.0SP2EP161 |
|
|
40102 |
ProvisionOptionExerciseMultipleNotional |
Amt |
A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised.
|
FIX.5.0SP2EP161 |
|
|
40103 |
ProvisionOptionExerciseMinimumNotional |
Amt |
The minimum notional amount that can be exercised on a given exercise date.
|
FIX.5.0SP2EP161 |
|
|
40104 |
ProvisionOptionExerciseMaximumNotional |
Amt |
The maximum notional amount that can be exercised on a given exercise date.
|
FIX.5.0SP2EP161 |
|
|
40105 |
ProvisionOptionMinimumNumber |
int |
The minimum number of options that can be exercised on a given exercise date.
|
FIX.5.0SP2EP161 |
|
|
40106 |
ProvisionOptionMaximumNumber |
int |
The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options.
|
FIX.5.0SP2EP161 |
|
|
40107 |
ProvisionOptionExerciseConfirmation |
Boolean |
Used to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.
|
FIX.5.0SP2EP161 |
|
|
40108 |
ProvisionCashSettlMethod |
int |
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
CashPrice |
Cash price |
FIX.5.0SP2EP161 |
|
|
1 |
CashPriceAlternate |
Cash price alternate |
FIX.5.0SP2EP161 |
|
|
2 |
ParYieldCurveAdjusted |
Par yield curve adjusted |
FIX.5.0SP2EP161 |
|
|
3 |
ZeroCouponYieldCurveAdjusted |
Zero coupon yield curve adjusted |
FIX.5.0SP2EP161 |
|
|
4 |
ParYieldCurveUnadjusted |
Par yield curve unadjusted |
FIX.5.0SP2EP161 |
|
|
5 |
CrossCurrency |
Cross currency |
FIX.5.0SP2EP161 |
|
|
6 |
CollateralizedPrice |
Collateralized price |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP169 |
|
40109 |
ProvisionCashSettlCurrency |
Currency |
Specifies the currency of settlement. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP161 |
|
|
40110 |
ProvisionCashSettlCurrency2 |
Currency |
Specifies the currency of settlement for a cross-currency provision. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP161 |
|
|
40111 |
ProvisionCashSettlQuoteType |
int |
Identifies the type of quote to be used.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Bid |
Bid |
FIX.5.0SP2EP161 |
|
|
1 |
Mid |
Mid |
FIX.5.0SP2EP161 |
|
|
2 |
Offer |
Offer |
FIX.5.0SP2EP161 |
|
|
3 |
ExercisingPartyPays |
See 2000 ISDA Definitions, Section 17.2, Certain Definitions Relating to Cash Settlement, paragraph (j) for definition of "exercising party pays". |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
|
|
40112 |
ProvisionCashSettlQuoteSource |
int |
Identifies the source of quote information.
|
FIX.5.0SP2EP161 |
|
|
40113 |
ProvisionText |
String |
Free form text to specify additional information or enumeration description when a standard value does not apply.
|
FIX.5.0SP2EP161 |
|
|
40114 |
ProvisionCashSettlValueTime |
LocalMktTime |
A time specified in 24-hour format, e.g. 11am would be represented as 11:00:00. The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree to the cash settlement amount.
|
FIX.5.0SP2EP161 |
|
|
40115 |
ProvisionCashSettlValueTimeBusinessCenter |
String |
Identifies the business center calendar used with the provision's cash settlement valuation time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40116 |
ProvisionCashSettlValueDateBusinessDayConvention |
int |
The cash settlement valuation date adjustment business day convention. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP187 |
|
40117 |
ProvisionCashSettlValueDateBusinessCenter |
String |
The business center calendar used to adjust the provision's cash settlement valuation date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40118 |
ProvisionCashSettlValueDateRelativeTo |
int |
Specifies the anchor date when the cash settlement value date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values
|
FIX.5.0SP2EP161 |
|
|
40119 |
ProvisionCashSettlValueDateOffsetPeriod |
int |
Time unit multiplier for the relative cash settlement value date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40120 |
ProvisionCashSettlValueDateOffsetUnit |
String |
Time unit associated with the relative cash settlement value date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40121 |
ProvisionCashSettlValueDateOffsetDayType |
int |
Specifies the day type of the provision's relative cash settlement value date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40122 |
ProvisionCashSettlValueDateAdjusted |
LocalMktDate |
The adjusted cash settlement value date.
|
FIX.5.0SP2EP161 |
|
|
40123 |
ProvisionOptionExerciseBusinessDayConvention |
int |
The business day convention used to adjust the instrument's provision's option exercise date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
|
FIX.5.0SP2EP161 |
|
|
40124 |
ProvisionOptionExerciseBusinessCenter |
String |
The business center calendar used to adjust the instrument's provision's option exercise date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40125 |
ProvisionOptionExerciseEarliestDateOffsetPeriod |
int |
Time unit multiplier for the interval to the first (and possibly only) exercise date in the exercise period.
|
FIX.5.0SP2EP161 |
|
|
40126 |
ProvisionOptionExerciseEarliestDateOffsetUnit |
String |
Time unit associated with the interval to the first (and possibly only) exercise date in the exercise period.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
D |
Day |
Day |
FIX.5.0SP2EP161 |
|
|
Wk |
Week |
Week |
FIX.5.0SP2EP161 |
|
|
Mo |
Month |
Month |
FIX.5.0SP2EP161 |
|
|
Yr |
Year |
Year |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
|
|
40127 |
ProvisionOptionExerciseFrequencyPeriod |
int |
Time unit multiplier for the frequency of subsequent exercise dates in the exercise period following the earliest exercise date. An interval of 1 day should be used to indicate an American style exercise period.
|
FIX.5.0SP2EP161 |
|
|
40128 |
ProvisionOptionExerciseFrequencyUnit |
String |
Time unit associated with the frequency of subsequent exercise dates in the exercise period following the earliest exercise date.
|
FIX.5.0SP2EP161 |
|
|
40129 |
ProvisionOptionExerciseStartDateUnadjusted |
LocalMktDate |
The unadjusted first day of the exercise period for an American style option.
|
FIX.5.0SP2EP161 |
|
|
40130 |
ProvisionOptionExerciseStartDateRelativeTo |
int |
Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP161 |
|
|
40131 |
ProvisionOptionExerciseStartDateOffsetPeriod |
int |
Time unit multiplier for the relative option exercise start date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40132 |
ProvisionOptionExerciseStartDateOffsetUnit |
String |
Time unit associated with the relative option exercise start date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40133 |
ProvisionOptionExerciseStartDateOffsetDayType |
int |
Specifies the day type of the provision's relative option exercise start date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40134 |
ProvisionOptionExerciseStartDateAdjusted |
LocalMktDate |
The adjusted first day of the exercise period for an American style option.
|
FIX.5.0SP2EP161 |
|
|
40135 |
ProvisionOptionExercisePeriodSkip |
int |
The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1.
|
FIX.5.0SP2EP161 |
|
|
40136 |
ProvisionOptionExerciseBoundsFirstDateUnadjusted |
LocalMktDate |
The unadjusted first date of a schedule. This can be used to restrict the range of exercise dates when they are relative.
|
FIX.5.0SP2EP161 |
|
|
40137 |
ProvisionOptionExerciseBoundsLastDateUnadjusted |
LocalMktDate |
The unadjusted last date of a schedule. This can be used to restrict the range of exercise dates when they are relative.
|
FIX.5.0SP2EP161 |
|
|
40138 |
ProvisionOptionExerciseEarliestTime |
LocalMktTime |
The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date, in the case of an American option.
|
FIX.5.0SP2EP161 |
|
|
40139 |
ProvisionOptionExerciseEarliestTimeBusinessCenter |
String |
Identifies the business center calendar used with the provision's earliest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40140 |
ProvisionOptionExerciseLatestTime |
LocalMktTime |
For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day.
|
FIX.5.0SP2EP161 |
|
|
40141 |
ProvisionOptionExerciseLatestTimeBusinessCenter |
String |
Identifies the business center calendar used with the provision's latest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40142 |
NoProvisionOptionExerciseFixedDates |
NumInGroup |
Number of provision option exercise fixed dates in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40143 |
ProvisionOptionExerciseFixedDate |
LocalMktDate |
A predetermined option exercise date, unadjusted or adjusted depending on ProvisionOptionExerciseFixedDateType(40144).
|
FIX.5.0SP2EP161 |
|
|
40144 |
ProvisionOptionExerciseFixedDateType |
int |
Specifies the type of date (e.g. adjusted for holidays).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Unadjusted |
Unadjusted |
FIX.5.0SP2EP161 |
|
|
1 |
Adjusted |
Adjusted |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
|
|
40145 |
ProvisionOptionExpirationDateUnadjusted |
LocalMktDate |
The unadjusted last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period.
|
FIX.5.0SP2EP161 |
|
|
40146 |
ProvisionOptionExpirationDateBusinessDayConvention |
int |
The business day convention used to adjust the instrument's provision's option expiration date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
|
FIX.5.0SP2EP161 |
|
|
40147 |
ProvisionOptionExpirationDateBusinessCenter |
String |
The business center calendar used to adjust the instrument's provision's option expiration date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40148 |
ProvisionOptionExpirationDateRelativeTo |
int |
Specifies the anchor date when the option expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP161 |
|
|
40149 |
ProvisionOptionExpirationDateOffsetPeriod |
int |
Time unit multiplier for the relative option expiration date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40150 |
ProvisionOptionExpirationDateOffsetUnit |
String |
Time unit associated with the relative option expiration date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40151 |
ProvisionOptionExpirationDateOffsetDayType |
int |
Specifies the day type of the provision's relative option expiration date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40152 |
ProvisionOptionExpirationDateAdjusted |
LocalMktDate |
The adjusted last date within an exercise period for an American style option. For a European style option it is the only date within the exercise period.
|
FIX.5.0SP2EP161 |
|
|
40153 |
ProvisionOptionExpirationTime |
LocalMktTime |
The latest time for exercise on the expiration date.
|
FIX.5.0SP2EP161 |
|
|
40154 |
ProvisionOptionExpirationTimeBusinessCenter |
String |
Identifies the business center calendar used with the provision's latest exercise time on expiration date. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40155 |
ProvisionOptionRelevantUnderlyingDateUnadjusted |
LocalMktDate |
The unadjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date).
|
FIX.5.0SP2EP161 |
|
|
40156 |
ProvisionOptionRelevantUnderlyingDateBusinessDayConvention |
int |
The business day convention used to adjust the instrument's provision's option underlying date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
|
FIX.5.0SP2EP161 |
|
|
40157 |
ProvisionOptionRelevantUnderlyingDateBusinessCenter |
String |
The business center calendar used to adjust the instrument's provision's option underlying date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40158 |
ProvisionOptionRelevantUnderlyingDateRelativeTo |
int |
Specifies the anchor date when the date relevant to the underlying trade on exercise is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP161 |
|
|
40159 |
ProvisionOptionRelevantUnderlyingDateOffsetPeriod |
int |
Time unit multiplier for the relative option relevant underlying date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40160 |
ProvisionOptionRelevantUnderlyingDateOffsetUnit |
String |
Time unit associated with the relative option relevant underlying date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40161 |
ProvisionOptionRelevantUnderlyingDateOffsetDayType |
int |
Specifies the day type of the provision's relative option relevant underlying date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40162 |
ProvisionOptionRelevantUnderlyingDateAdjusted |
LocalMktDate |
The adjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date).
|
FIX.5.0SP2EP161 |
|
|
40163 |
ProvisionCashSettlPaymentDateBusinessDayConvention |
int |
The business day convention used to adjust the provisional cash settlement payment's termination or relative termination date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
|
FIX.5.0SP2EP161 |
|
|
40164 |
ProvisionCashSettlPaymentDateBusinessCenter |
String |
The business center calendar used to adjust the provisional cash settlement payment's termination or relative termination date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40165 |
ProvisionCashSettlPaymentDateRelativeTo |
int |
Specifies the anchor date when the cash settlement payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP161 |
|
|
40166 |
ProvisionCashSettlPaymentDateOffsetPeriod |
int |
Time unit multiplier for the relative cash settlement payment date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40167 |
ProvisionCashSettlPaymentDateOffsetUnit |
String |
Time unit associated with the relative cash settlement payment date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40168 |
ProvisionCashSettlPaymentDateOffsetDayType |
int |
Specifies the day type of the provision's relative cash settlement payment date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40169 |
ProvisionCashSettlPaymentDateRangeFirst |
LocalMktDate |
First date in range when a settlement date range is provided.
|
FIX.5.0SP2EP161 |
|
|
40170 |
ProvisionCashSettlPaymentDateRangeLast |
LocalMktDate |
The last date in range when a settlement date range is provided.
|
FIX.5.0SP2EP161 |
|
|
40171 |
NoProvisionCashSettlPaymentDates |
NumInGroup |
Number of provision cash settlement payment dates in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40172 |
ProvisionCashSettlPaymentDate |
LocalMktDate |
The cash settlement payment date, unadjusted or adjusted depending on ProvisionCashSettlPaymentDateType(40173).
|
FIX.5.0SP2EP161 |
|
|
40173 |
ProvisionCashSettlPaymentDateType |
int |
Specifies the type of date (e.g. adjusted for holidays).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Unadjusted |
Unadjusted |
FIX.5.0SP2EP161 |
|
|
1 |
Adjusted |
Adjusted |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
|
|
40174 |
NoProvisionPartyIDs |
NumInGroup |
Number of parties identified in the contract provision.
|
FIX.5.0SP2EP161 |
|
|
40175 |
ProvisionPartyID |
String |
The party identifier/code for the payment settlement party.
|
FIX.5.0SP2EP161 |
|
|
40176 |
ProvisionPartyIDSource |
char |
Identifies class or source of the ProvisionPartyID(40175) value.
|
FIX.5.0SP2EP161 |
|
|
40177 |
ProvisionPartyRole |
int |
Identifies the type or role of ProvisionPartyID(40175) specified.
|
FIX.5.0SP2EP161 |
|
|
40178 |
NoProvisionPartySubIDs |
NumInGroup |
Number of sub-party IDs to be reported for the party.
|
FIX.5.0SP2EP161 |
|
|
40179 |
ProvisionPartySubID |
String |
Party sub-identifier, if applicable, for ProvisionPartyID(40175).
|
FIX.5.0SP2EP161 |
|
|
40180 |
ProvisionPartySubIDType |
int |
The type of ProvisionPartySubID(40179).
|
FIX.5.0SP2EP161 |
|
|
40181 |
NoProtectionTerms |
NumInGroup |
Number of protection terms in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40182 |
ProtectionTermNotional |
Amt |
The notional amount of protection coverage.
ISDA 2003 Term: Floating Rate Payer Calculation Amount.
|
FIX.5.0SP2EP161 |
|
|
40183 |
ProtectionTermCurrency |
Currency |
The currency of ProtectionTermNotional(40182). Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP161 |
|
|
40184 |
ProtectionTermSellerNotifies |
Boolean |
The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. ProtectionTermSellerNotifies(40184)=Y indicates that the seller notifies.
ISDA 2003 Term: Notifying Party.
|
FIX.5.0SP2EP161 |
|
|
40185 |
ProtectionTermBuyerNotifies |
Boolean |
The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. ProtectionTermBuyerNotifies(40185)=Y indicates that the buyer notifies.
ISDA 2003 Term: Notifying Party.
|
FIX.5.0SP2EP161 |
|
|
40186 |
ProtectionTermEventBusinessCenter |
String |
When used, the business center indicates the local time of the business center that replaces the Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40187 |
ProtectionTermStandardSources |
Boolean |
Indicates whether ISDA defined Standard Public Sources are applicable (ProtectionTermStandardSources(40187)=Y) or not.
|
FIX.5.0SP2EP161 |
|
|
40188 |
ProtectionTermEventMinimumSources |
int |
The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two.
ISDA 2003 Term: Specified Number.
|
FIX.5.0SP2EP161 |
|
|
40189 |
ProtectionTermEventNewsSource |
String |
Newspaper or electronic news service or source that may publish relevant information used in the determination of whether or not a credit event has occurred.
|
FIX.5.0SP2EP161 |
|
|
40190 |
ProtectionTermXID |
XID |
A named string value referenced by UnderlyingProtectionTermXIDRef(41314).
|
FIX.5.0SP2EP161 |
|
|
40191 |
NoProtectionTermEvents |
NumInGroup |
Number of protection term events in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40192 |
ProtectionTermEventType |
String |
Specifies the type of credit event applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for code list of applicable event types.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP187 |
|
40193 |
ProtectionTermEventValue |
String |
Protection term event value appropriate to ProtectionTermEvenType(40192). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for applicable event type values.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP187 |
|
40194 |
ProtectionTermEventCurrency |
Currency |
Applicable currency if ProtectionTermEventValue(40193) is an amount. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP161 |
|
|
40195 |
ProtectionTermEventPeriod |
int |
Time unit multiplier for protection term events.
|
FIX.5.0SP2EP161 |
|
|
40196 |
ProtectionTermEventUnit |
String |
Time unit associated with protection term events.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
D |
Day |
Day |
FIX.5.0SP2EP161 |
|
|
Wk |
Week |
Week |
FIX.5.0SP2EP161 |
|
|
Mo |
Month |
Month |
FIX.5.0SP2EP161 |
|
|
Yr |
Year |
Year |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
|
|
40197 |
ProtectionTermEventDayType |
int |
Day type for events that specify a period and unit.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Business |
Business |
FIX.5.0SP2EP161 |
|
|
1 |
Calendar |
Calendar |
FIX.5.0SP2EP161 |
|
|
2 |
CommodityBusiness |
Commodity business |
FIX.5.0SP2EP161 |
|
|
3 |
CurrencyBusiness |
Currency business |
FIX.5.0SP2EP161 |
|
|
4 |
ExchangeBusiness |
Exchange business |
FIX.5.0SP2EP161 |
|
|
5 |
ScheduledTradingDay |
Scheduled trading day |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
|
|
40198 |
ProtectionTermEventRateSource |
String |
Rate source for events that specify a rate source, e.g. Floating rate interest shortfall.
|
FIX.5.0SP2EP161 |
|
|
40199 |
NoProtectionTermEventQualifiers |
NumInGroup |
Number of qualifiers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40200 |
ProtectionTermEventQualifier |
char |
Protection term event qualifier. Used to further qualify ProtectionTermEventType(40192).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
H |
RestructuringMultipleHoldingObligations |
In relation to a restructuring credit event, unless multiple holder obligation is not specified restructurings are limited to multiple holder obligations. A multiple holder obligation means an obligation that is held by more than three holders that are not affiliates of each other and where at least two thirds of the holders must agree to the event that constitutes the restructuring credit event. ISDA 2003 Term: Multiple Holder Obligation. |
FIX.5.0SP2EP161 |
|
|
E |
RestructuringMultipleCreditEventNotices |
Presence of this element and value set to 'true' indicates that Section 3.9 of the 2003 Credit Derivatives Definitions shall apply. Absence of this element indicates that Section 3.9 shall not apply. NOTE: Not allowed under ISDA Credit 1999. |
FIX.5.0SP2EP161 |
|
|
C |
FloatingRateInterestShortfall |
Indicates compounding. |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
|
|
40201 |
NoProtectionTermObligations |
NumInGroup |
Number of obligations in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40202 |
ProtectionTermObligationType |
String |
Specifies the type of obligation applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for code list of applicable obligation types.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP187 |
|
40203 |
ProtectionTermObligationValue |
String |
Protection term obligation value appropriate to ProtectionTermObligationType(40202). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for applicable obligation type values.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP187 |
|
40204 |
NoPhysicalSettlTerms |
NumInGroup |
Number of entries in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40205 |
PhysicalSettlCurrency |
Currency |
Specifies the currency of physical settlement. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP161 |
|
|
40206 |
PhysicalSettlBusinessDays |
int |
The number of business days used in the determination of physical settlement. Its precise meaning is dependant on the context in which this element is used.
ISDA 2003 Term: Business Day.
|
FIX.5.0SP2EP161 |
|
|
40207 |
PhysicalSettlMaximumBusinessDays |
int |
A maximum number of business days. Its precise meaning is dependant on the context in which this element is used. Intended to be used to limit a particular ISDA fallback provision.
|
FIX.5.0SP2EP161 |
|
|
40208 |
PhysicalSettlTermXID |
XID |
A named string value referenced by UnderlyingSettlTermXIDRef(41315).
|
FIX.5.0SP2EP161 |
|
|
40209 |
NoPhysicalSettlDeliverableObligations |
NumInGroup |
Number of entries in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40210 |
PhysicalSettlDeliverableObligationType |
String |
Specifies the type of deliverable obligation applicable for physical settlement. See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP169 |
|
40211 |
PhysicalSettlDeliverableObligationValue |
String |
Physical settlement deliverable obligation value appropriate to PhysicalSettlDeliverableObligationType(40210). See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for applicable obligation type values.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP169 |
|
40212 |
NoPayments |
NumInGroup |
Number of additional settlement or bullet payments.
|
FIX.5.0SP2EP161 |
|
|
40213 |
PaymentType |
int |
Type of payment.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Brokerage |
Brokerage |
FIX.5.0SP2EP161 |
|
|
1 |
UpfrontFee |
Upfront fee |
FIX.5.0SP2EP161 |
|
|
2 |
IndependentAmountCollateral |
Independent amount / collateral |
FIX.5.0SP2EP161 |
|
|
3 |
PrincipalExchange |
Principal exchange |
FIX.5.0SP2EP161 |
|
|
4 |
NovationTermination |
Novation / termination |
FIX.5.0SP2EP161 |
|
|
5 |
EarlyTerminationProvision |
Early termination provision |
FIX.5.0SP2EP161 |
|
|
6 |
CancelableProvision |
Cancelable provision |
FIX.5.0SP2EP161 |
FIX.5.0SP2EP203 |
|
7 |
ExtendibleProvision |
Extendible provision |
FIX.5.0SP2EP161 |
|
|
8 |
CapRateProvision |
Cap rate provision |
FIX.5.0SP2EP161 |
|
|
9 |
FloorRateProvision |
Floor rate provision |
FIX.5.0SP2EP161 |
|
|
10 |
OptionPremium |
Option premium |
FIX.5.0SP2EP161 |
|
|
99 |
Other |
Other |
FIX.5.0SP2EP161 |
|
|
11 |
SettlementPayment |
Settlement payment |
FIX.5.0SP2EP162 |
|
|
12 |
CashSettl |
Cash settlement |
FIX.5.0SP2EP169 |
|
|
|
FIX.5.0SP2EP161 |
|
|
40214 |
PaymentPaySide |
int |
The side of the party paying the payment.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Buy |
Buy |
FIX.5.0SP2EP161 |
|
|
2 |
Sell |
Sell |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
|
|
40215 |
PaymentReceiveSide |
int |
The side of the party receiving the payment.
|
FIX.5.0SP2EP161 |
|
|
40216 |
PaymentCurrency |
Currency |
Specifies the currency in which PaymentAmount(40217) is denominated. Uses ISO 4271 currency codes.
|
FIX.5.0SP2EP161 |
|
|
40217 |
PaymentAmount |
Amt |
The total payment amount.
|
FIX.5.0SP2EP161 |
|
|
40218 |
PaymentPrice |
Price |
The price determining the payment amount expressed in terms specified in PaymentPriceType(40919) and expressed in market format.
|
FIX.5.0SP2EP161 |
|
|
40219 |
PaymentDateUnadjusted |
LocalMktDate |
The unadjusted payment date.
|
FIX.5.0SP2EP161 |
|
|
40220 |
PaymentBusinessDayConvention |
int |
The business day convention used to adjust the payment date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
|
FIX.5.0SP2EP161 |
|
|
40221 |
PaymentBusinessCenter |
String |
The business center calendar used to adjust the payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40222 |
PaymentDateAdjusted |
LocalMktDate |
The adjusted payment date.
|
FIX.5.0SP2EP161 |
|
|
40223 |
LegMarketDisruptionValue |
String |
Applicable value for LegMarketDisruptionEvent(41468).
|
FIX.5.0SP2EP187 |
|
|
40224 |
PaymentDiscountFactor |
float |
The value representing the discount factor used to calculate the present value of the cash flow.
|
FIX.5.0SP2EP161 |
|
|
40225 |
PaymentPresentValueAmount |
Amt |
The amount representing the present value of the forecast payment.
|
FIX.5.0SP2EP161 |
|
|
40226 |
PaymentPresentValueCurrency |
Currency |
Specifies the currency the PaymentPresentValueAmount(40225) is denominated in. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP161 |
|
|
40227 |
PaymentSettlStyle |
int |
Payment settlement style.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Standard |
Standard |
FIX.5.0SP2EP161 |
|
|
1 |
Net |
Net |
FIX.5.0SP2EP161 |
|
|
2 |
StandardfNet |
Standard and net |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
|
|
40228 |
LegPaymentStreamNonDeliverableSettlReferencePage |
String |
Identifies the reference "page" from the rate source. When LegPaymentStreamNonDeliverableSettlRateSource(40087) = 3 (ISDA Settlement Rate Option) this contains a value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option
|
FIX.5.0SP2EP161 |
|
|
40229 |
PaymentText |
String |
Free form text to specify additional information or enumeration description when a sdtandard value does not apply. Identifies the payment type when PaymentType(40213) = 99 (Other).
|
FIX.5.0SP2EP161 |
|
|
40230 |
NoPaymentSettls |
NumInGroup |
Number of additional settlements or bullet payments.
|
FIX.5.0SP2EP161 |
|
|
40231 |
PaymentSettlAmount |
Amt |
The payment settlement amount.
|
FIX.5.0SP2EP161 |
|
|
40232 |
PaymentSettlCurrency |
Currency |
Specifies the currency the PaymentSettlAmount(40231) is denominated in. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP161 |
|
|
40233 |
NoPaymentSettlPartyIDs |
NumInGroup |
Number of parties identified in the additional settlement or bullet payment.
|
FIX.5.0SP2EP161 |
|
|
40234 |
PaymentSettlPartyID |
String |
The payment settlement party identifier.
|
FIX.5.0SP2EP161 |
|
|
40235 |
PaymentSettlPartyIDSource |
char |
Identifies the class or source of PaymentSettlPartyID(40234) value (e.g. BIC).
|
FIX.5.0SP2EP161 |
|
|
40236 |
PaymentSettlPartyRole |
int |
Identifies the role of PaymentSettlPartyID(40234) (e.g. the beneficiary's bank or depository institution).
|
FIX.5.0SP2EP161 |
|
|
40237 |
PaymentSettlPartyRoleQualifier |
int |
Qualifies the value of PaymentSettlPartyRole(40236).
|
FIX.5.0SP2EP161 |
|
|
40238 |
NoPaymentSettlPartySubIDs |
NumInGroup |
Number of sub-party IDs to be reported for the party.
|
FIX.5.0SP2EP161 |
|
|
40239 |
PaymentSettlPartySubID |
String |
Party sub-identifier, if applicable, for PaymentSettlPartyRole(40236).
|
FIX.5.0SP2EP161 |
|
|
40240 |
PaymentSettlPartySubIDType |
int |
The type of PaymentSettlPartySubID(40239) value.
|
FIX.5.0SP2EP161 |
|
|
40241 |
NoLegStreams |
NumInGroup |
Number of swap streams in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40242 |
LegStreamType |
int |
Type of swap stream.
|
FIX.5.0SP2EP161 |
|
|
40243 |
LegStreamDesc |
String |
A short descriptive name given to the payment stream, e.g. CDS, Fixed, Float, Float2, GBP. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as a reference.
|
FIX.5.0SP2EP161 |
|
|
40244 |
LegStreamPaySide |
int |
The side of the party paying the stream.
|
FIX.5.0SP2EP161 |
|
|
40245 |
LegStreamReceiveSide |
int |
The side of the party receiving the stream.
|
FIX.5.0SP2EP161 |
|
|
40246 |
LegStreamNotional |
Amt |
Notional, or initial notional value for the payment stream. The LegPaymentSchedule component should be used for specifying the steps.
|
FIX.5.0SP2EP161 |
|
|
40247 |
LegStreamCurrency |
Currency |
Specifies the currency the LegStreamNotional(40246) is denominated in. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP161 |
|
|
40248 |
LegStreamText |
String |
Free form text to specify additional information or enumeration description when a standard value does not apply.
|
FIX.5.0SP2EP161 |
|
|
40249 |
LegStreamEffectiveDateUnadjusted |
LocalMktDate |
The unadjusted effective date.
|
FIX.5.0SP2EP161 |
|
|
40250 |
LegStreamEffectiveDateBusinessDayConvention |
int |
The business day convention used to adjust the instrument leg's stream's effective date or relative effective date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
|
FIX.5.0SP2EP161 |
|
|
40251 |
LegStreamEffectiveDateBusinessCenter |
String |
The business center calendar used to adjust the instrument leg's stream's effective date or relative effective date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40252 |
LegStreamEffectiveDateRelativeTo |
int |
Specifies the anchor date when the effective date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values
|
FIX.5.0SP2EP161 |
|
|
40253 |
LegStreamEffectiveDateOffsetPeriod |
int |
Time unit multiplier for the relative effective date offset.
|
FIX.5.0SP2EP161 |
|
|
40254 |
LegStreamEffectiveDateOffsetUnit |
String |
Time unit associated with the relative effective date offset.
|
FIX.5.0SP2EP161 |
|
|
40255 |
LegStreamEffectiveDateOffsetDayType |
int |
Specifies the day type of the relative effective date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40256 |
LegStreamEffectiveDateAdjusted |
LocalMktDate |
The adjusted effective date.
|
FIX.5.0SP2EP161 |
|
|
40257 |
LegStreamTerminationDateUnadjusted |
LocalMktDate |
The unadjusted termination date.
|
FIX.5.0SP2EP161 |
|
|
40258 |
LegStreamTerminationDateBusinessDayConvention |
int |
The business day convention used to adjust the instrument leg's stream's termination, or relative termination, date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
|
FIX.5.0SP2EP161 |
|
|
40259 |
LegStreamTerminationDateBusinessCenter |
String |
The business center calendar used to adjust the instrument leg's stream's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40260 |
LegStreamTerminationDateRelativeTo |
int |
Specifies the anchor date when the termination date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP161 |
|
|
40261 |
LegStreamTerminationDateOffsetPeriod |
int |
Time unit multiplier for the relative termination date offset.
|
FIX.5.0SP2EP161 |
|
|
40262 |
LegStreamTerminationDateOffsetUnit |
String |
Time unit associated with the relative termination date offset.
|
FIX.5.0SP2EP161 |
|
|
40263 |
LegStreamTerminationDateOffsetDayType |
int |
Specifies the day type of the relative termination date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40264 |
LegStreamTerminationDateAdjusted |
LocalMktDate |
The adjusted termination date.
|
FIX.5.0SP2EP161 |
|
|
40265 |
LegStreamCalculationPeriodBusinessDayConvention |
int |
The business day convention used to adjust calculation periods. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
|
FIX.5.0SP2EP161 |
|
|
40266 |
LegStreamCalculationPeriodBusinessCenter |
String |
The business center calendar used to adjust calculation periods, e.g. "GLBO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40267 |
LegStreamFirstPeriodStartDateUnadjusted |
LocalMktDate |
The unadjusted first calculation period start date if before the effective date.
|
FIX.5.0SP2EP161 |
|
|
40268 |
LegStreamFirstPeriodStartDateBusinessDayConvention |
int |
The business day convention used to adjust the instrument leg's stream's first calculation period start date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
|
FIX.5.0SP2EP161 |
|
|
40269 |
LegStreamFirstPeriodStartDateBusinessCenter |
String |
The business center calendar used to adjust the instrument leg's stream's first calculation period start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40270 |
LegStreamFirstPeriodStartDateAdjusted |
LocalMktDate |
The adjusted first calculation period start date, if it is before the effective date.
|
FIX.5.0SP2EP161 |
|
|
40271 |
LegStreamFirstRegularPeriodStartDateUnadjusted |
LocalMktDate |
The unadjusted first start date of the regular calculation period, if there is an initial stub period.
|
FIX.5.0SP2EP161 |
|
|
40272 |
LegStreamFirstCompoundingPeriodEndDateUnadjusted |
LocalMktDate |
The unadjusted end date of the initial compounding period.
|
FIX.5.0SP2EP161 |
|
|
40273 |
LegStreamLastRegularPeriodEndDateUnadjusted |
LocalMktDate |
The unadjusted last regular period end date if there is a final stub period.
|
FIX.5.0SP2EP161 |
|
|
40274 |
LegStreamCalculationFrequencyPeriod |
int |
Time unit multiplier for the frequency at which calculation period end dates occur.
|
FIX.5.0SP2EP161 |
|
|
40275 |
LegStreamCalculationFrequencyUnit |
String |
Time unit associated with the frequency at which calculation period end dates occur.
|
FIX.5.0SP2EP161 |
|
|
40276 |
LegStreamCalculationRollConvention |
String |
The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the LegDateAdjustment component within the InstrumentLeg component.
|
FIX.5.0SP2EP161 |
|
|
40277 |
NoCashSettlDealers |
NumInGroup |
Number of dealers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40278 |
NoBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40279 |
LegPaymentStreamType |
int |
Identifies the type of payment stream applicable to the swap stream associated with the instrument leg.
|
FIX.5.0SP2EP161 |
|
|
40280 |
LegPaymentStreamMarketRate |
int |
Used only for credit index trade. This contains the credit spread ("fair value") at which the trade was executed. The market rate varies over the life of the index depending on market conditions. This is the price of the index as quoted by trading desks.
|
FIX.5.0SP2EP161 |
|
|
40281 |
LegPaymentStreamDelayIndicator |
Boolean |
Applicable to credit default swaps on mortgage backed securities to specify whether payment delays are applicable to the fixed amount. Residential mortgage backed securities typically have a payment delay of 5 days between the coupon date of the reference obligation and the payment date of the synthetic swap. Commercial mortage backed securities do not typically have a payment delay, with both payment dates (the coupon date of the reference obligation and the payment date of the synthetic swap) being on the 25th of each month.
|
FIX.5.0SP2EP161 |
|
|
40282 |
LegPaymentStreamSettlCurrency |
Currency |
Specifies the currency that the stream settles in (to support swaps that settle in a currency different from the notional currency). Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP161 |
|
|
40283 |
LegPaymentStreamDayCount |
int |
The day count convention used in the payment stream calculations.
|
FIX.5.0SP2EP161 |
|
|
40284 |
LegPaymentStreamAccrualDays |
int |
The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction.
|
FIX.5.0SP2EP161 |
|
|
40285 |
LegPaymentStreamDiscountType |
int |
The method of calculating discounted payment amounts.
|
FIX.5.0SP2EP161 |
|
|
40286 |
LegPaymentStreamDiscountRate |
Percentage |
Discount rate. The rate is expressed in decimal, e.g. 5% is expressed as 0.05.
|
FIX.5.0SP2EP161 |
|
|
40287 |
LegPaymentStreamDiscountRateDayCount |
int |
The day count convention applied to the LegPaymentStreamDiscountRate(40286).
|
FIX.5.0SP2EP161 |
|
|
40288 |
LegPaymentStreamCompoundingMethod |
int |
Compounding method.
|
FIX.5.0SP2EP161 |
|
|
40289 |
LegPaymentStreamInitialPrincipalExchangeIndicator |
Boolean |
Indicates whether there is an initial exchange of principal on the effective date.
|
FIX.5.0SP2EP161 |
|
|
40290 |
LegPaymentStreamInterimPrincipalExchangeIndicator |
Boolean |
Indicates whether there are intermediate or interim exchanges of principal during the term of the swap.
|
FIX.5.0SP2EP161 |
|
|
40291 |
LegPaymentStreamFinalPrincipalExchangeIndicator |
Boolean |
Indicates whether there is a final exchange of principal on the termination date.
|
FIX.5.0SP2EP161 |
|
|
40292 |
LegPaymentStreamPaymentDateBusinessDayConvention |
int |
The business day convention used to adjust the payment stream's payment date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
|
FIX.5.0SP2EP161 |
|
|
40293 |
LegPaymentStreamPaymentDateBusinessCenter |
String |
The business center calendar used to adjust the payment stream's payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40294 |
LegPaymentStreamPaymentFrequencyPeriod |
int |
Time unit multiplier for the frequency of payments.
|
FIX.5.0SP2EP161 |
|
|
40295 |
LegPaymentStreamPaymentFrequencyUnit |
String |
Time unit associated with the frequency of payments.
|
FIX.5.0SP2EP161 |
|
|
40296 |
LegPaymentStreamPaymentRollConvention |
String |
The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the LegDateAdjustment component within the InstrumentLeg component.
|
FIX.5.0SP2EP161 |
|
|
40297 |
LegPaymentStreamFirstPaymentDateUnadjusted |
LocalMktDate |
The unadjusted first payment date.
|
FIX.5.0SP2EP161 |
|
|
40298 |
LegPaymentStreamLastRegularPaymentDateUnadjusted |
LocalMktDate |
The unadjusted last regular payment date.
|
FIX.5.0SP2EP161 |
|
|
40299 |
LegPaymentStreamPaymentDateRelativeTo |
int |
Specifies the anchor date when payment dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP161 |
|
|
40300 |
LegPaymentStreamPaymentDateOffsetPeriod |
int |
Time unit multiplier for the relative payment date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40301 |
LegPaymentStreamPaymentDateOffsetUnit |
String |
Time unit associated with the relative payment date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40302 |
LegPaymentStreamPaymentDateOffsetDayType |
int |
Specifies the day type of the relative payment date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40303 |
LegPaymentStreamResetDateRelativeTo |
int |
Specifies the anchor date when the reset dates are relative to an anchor date. If the reset frequency is specified as daily this element must not be included. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP161 |
|
|
40304 |
LegPaymentStreamResetDateBusinessDayConvention |
int |
The business day convention used to adjust the payment stream's reset date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
|
FIX.5.0SP2EP161 |
|
|
40305 |
LegPaymentStreamResetDateBusinessCenter |
String |
The business center calendar used to adjust the payment stream's reset date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40306 |
LegPaymentStreamResetFrequencyPeriod |
int |
Time unit multiplier for frequency of resets.
|
FIX.5.0SP2EP161 |
|
|
40307 |
LegPaymentStreamResetFrequencyUnit |
String |
Time unit associated with frequency of resets.
|
FIX.5.0SP2EP161 |
|
|
40308 |
LegPaymentStreamResetWeeklyRollConvention |
String |
Used to specify the day of the week in which the reset occurs for payments that reset on a weekly basis.
|
FIX.5.0SP2EP161 |
|
|
40309 |
LegPaymentStreamInitialFixingDateRelativeTo |
int |
Specifies the anchor date when the initial fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP161 |
|
|
40310 |
LegPaymentStreamInitialFixingDateBusinessDayConvention |
int |
The business day convention used to adjust the payment stream's initial fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
|
FIX.5.0SP2EP161 |
|
|
40311 |
LegPaymentStreamInitialFixingDateBusinessCenter |
String |
The business center calendar used to adjust the payment stream's initial fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40312 |
LegPaymentStreamInitialFixingDateOffsetPeriod |
int |
Time unit multiplier for the relative initial fixing date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40313 |
LegPaymentStreamInitialFixingDateOffsetUnit |
String |
Time unit associated with the relative initial fixing date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40314 |
LegPaymentStreamInitialFixingDateOffsetDayType |
int |
Specifies the day type of the relative initial fixing date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40315 |
LegPaymentStreamInitialFixingDateAdjusted |
LocalMktDate |
The adjusted initial fixing date.
|
FIX.5.0SP2EP161 |
|
|
40316 |
LegPaymentStreamFixingDateRelativeTo |
int |
Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP161 |
|
|
40317 |
LegPaymentStreamFixingDateBusinessDayConvention |
int |
The business day convention used to adjust the payment stream's fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
|
FIX.5.0SP2EP161 |
|
|
40318 |
LegPaymentStreamFixingDateBusinessCenter |
String |
The business center calendar used to adjust the payment stream's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40319 |
LegPaymentStreamFixingDateOffsetPeriod |
int |
Time unit multiplier for the relative fixing date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40320 |
LegPaymentStreamFixingDateOffsetUnit |
String |
Time unit associated with the relative fixing date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40321 |
LegPaymentStreamFixingDateOffsetDayType |
int |
Specifies the day type of the relative fixing date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40322 |
LegPaymentStreamFixingDateAdjusted |
LocalMktDate |
The adjusted fixing date.
|
FIX.5.0SP2EP161 |
|
|
40323 |
LegPaymentStreamRateCutoffDateOffsetPeriod |
int |
Time unit multiplier for the relative rate cut-off date offset.
This is generally the number of days preceeding the period end date or termination date, as appropriate, for the specified floating rate index.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40324 |
LegPaymentStreamRateCutoffDateOffsetUnit |
String |
Time unit associated with the relative rate cut-off date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40325 |
LegPaymentStreamRateCutoffDateOffsetDayType |
int |
Specifies the day type of the relative rate cut-off date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40326 |
LegPaymentStreamRate |
Percentage |
The rate applicable to the fixed rate payment stream.
|
FIX.5.0SP2EP161 |
|
|
40327 |
LegPaymentStreamFixedAmount |
Amt |
The leg instrument payment stream's fixed payment amount. In a CDS, this can be an alternative to LegPaymentStreamRate(40326).
|
FIX.5.0SP2EP161 |
|
|
40328 |
LegPaymentStreamRateOrAmountCurrency |
Currency |
Specifies the currency in which LegPaymentStreamFixedAmount(40327) or LegPaymentStreamRate(40326) is denominated. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP161 |
|
|
40329 |
LegPaymentStreamFutureValueNotional |
Amt |
The future value notional is normally only required for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)). The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency is the same as the stream notional.
|
FIX.5.0SP2EP161 |
|
|
40330 |
LegPaymentStreamFutureValueDateAdjusted |
LocalMktDate |
The adjusted value date of the future value amount.
|
FIX.5.0SP2EP161 |
|
|
40331 |
LegPaymentStreamRateIndex |
String |
The payment stream floating rate index.
|
FIX.5.0SP2EP161 |
|
|
40332 |
LegPaymentStreamRateIndexSource |
int |
The source of the payment stream floating rate index.
|
FIX.5.0SP2EP161 |
|
|
40333 |
LegPaymentStreamRateIndexCurveUnit |
String |
Time unit associated with the payment stream's floating rate index curve period.
|
FIX.5.0SP2EP161 |
|
|
40334 |
LegPaymentStreamRateIndexCurvePeriod |
int |
Time unit multiplier for the payment stream's floating rate index curve period.
|
FIX.5.0SP2EP161 |
|
|
40335 |
LegPaymentStreamRateMultiplier |
float |
A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.
|
FIX.5.0SP2EP161 |
|
|
40336 |
LegPaymentStreamRateSpread |
PriceOffset |
The basis points spread from the index specified in LegPaymentStreamRateIndex(40331).
|
FIX.5.0SP2EP161 |
|
|
40337 |
LegPaymentStreamRateSpreadPositionType |
int |
Identifies whether the rate spread is applied to a long or short position.
|
FIX.5.0SP2EP161 |
|
|
40338 |
LegPaymentStreamRateTreatment |
int |
Specifies the yield calculation treatment for the index.
|
FIX.5.0SP2EP161 |
|
|
40339 |
LegPaymentStreamCapRate |
Percentage |
The cap rate, if any, which applies to the floating rate. It is only required where the floating rate on a swap stream is capped at a certain level The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.
|
FIX.5.0SP2EP161 |
|
|
40340 |
LegPaymentStreamCapRateBuySide |
int |
Reference to the buyer of the cap rate option through its trade side.
|
FIX.5.0SP2EP161 |
|
|
40341 |
LegPaymentStreamCapRateSellSide |
int |
Reference to the seller of the cap rate option through its trade side.
|
FIX.5.0SP2EP161 |
|
|
40342 |
LegPaymentStreamFloorRate |
Percentage |
The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as 0.05.
|
FIX.5.0SP2EP161 |
|
|
40343 |
LegPaymentStreamFloorRateBuySide |
int |
Reference to the buyer of the floor rate option through its trade side.
|
FIX.5.0SP2EP161 |
|
|
40344 |
LegPaymentStreamFloorRateSellSide |
int |
Reference to the seller of the floor rate option through its trade side.
|
FIX.5.0SP2EP161 |
|
|
40345 |
LegPaymentStreamInitialRate |
Percentage |
The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as 0.05.
|
FIX.5.0SP2EP161 |
|
|
40346 |
LegPaymentStreamFinalRateRoundingDirection |
char |
Specifies the rounding direction.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40347 |
LegPaymentStreamFinalRatePrecision |
int |
Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7.
|
FIX.5.0SP2EP161 |
|
|
40348 |
LegPaymentStreamAveragingMethod |
int |
When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used.
|
FIX.5.0SP2EP161 |
|
|
40349 |
LegPaymentStreamNegativeRateTreatment |
int |
The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).
|
FIX.5.0SP2EP161 |
|
|
40350 |
LegPaymentStreamInflationLagPeriod |
int |
Time unit multiplier for the inflation lag period. The lag period is the offsetting period from the payment date which determineds the reference period for which the inflation index is observed.
|
FIX.5.0SP2EP161 |
|
|
40351 |
LegPaymentStreamInflationLagUnit |
String |
Time unit associated with the inflation lag period.
|
FIX.5.0SP2EP161 |
|
|
40352 |
LegPaymentStreamInflationLagDayType |
int |
The inflation lag period day type.
|
FIX.5.0SP2EP161 |
|
|
40353 |
LegPaymentStreamInflationInterpolationMethod |
int |
The method used when calculating the inflation index level from multiple points. The most common is linear method.
|
FIX.5.0SP2EP161 |
|
|
40354 |
LegPaymentStreamInflationIndexSource |
int |
The inflation index reference source.
|
FIX.5.0SP2EP161 |
|
|
40355 |
LegPaymentStreamInflationPublicationSource |
String |
The publication source, such as relevant web site, news publication or a government body, where inflation information is obtained.
|
FIX.5.0SP2EP161 |
|
|
40356 |
LegPaymentStreamInflationInitialIndexLevel |
float |
Initial known index level for the first calculation period.
|
FIX.5.0SP2EP161 |
|
|
40357 |
LegPaymentStreamInflationFallbackBondApplicable |
Boolean |
Indicates whether a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8, is applicable or not. If not specified, the default value is "Y" (True/Yes).
|
FIX.5.0SP2EP161 |
|
|
40358 |
LegPaymentStreamFRADiscounting |
int |
The method of Forward Rate Agreement (FRA) discounting, if any, that will apply.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP169 |
|
40359 |
LegPaymentStreamNonDeliverableRefCurrency |
Currency |
Non-deliverable settlement reference currency. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP161 |
|
|
40360 |
LegPaymentStreamNonDeliverableFixingDatesBusinessDayConvention |
int |
The business day convention used to adjust the payment stream's fixing date for the non-deliverable settlement terms. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
|
FIX.5.0SP2EP161 |
|
|
40361 |
LegPaymentStreamNonDeliverableFixingDatesBusinessCenter |
String |
The business center calendar used to adjust the payment stream's fixing date for the non-deliverable terms, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40362 |
LegPaymentStreamNonDeliverableFixingDatesRelativeTo |
int |
Specifies the anchor date when the non-deliverable fixing dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP161 |
|
|
40363 |
LegPaymentStreamNonDeliverableFixingDatesOffsetPeriod |
int |
Time unit multiplier for the relative non-deliverable fixing date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40364 |
LegPaymentStreamNonDeliverableFixingDatesOffsetUnit |
String |
Time unit associated with the relative non-deliverable fixing date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40365 |
LegPaymentStreamNonDeliverableFixingDatesOffsetDayType |
int |
Specifies the day type of the relative non-deliverable fixing date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40366 |
LegSettlRateFallbackRateSource |
int |
Identifies the source of rate information.
|
FIX.5.0SP2EP161 |
|
|
40367 |
NoLegNonDeliverableFixingDates |
NumInGroup |
Number of fixing dates in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40368 |
LegNonDeliverableFixingDate |
LocalMktDate |
The non-deliverable fixing date. Type of date is specified in LegNonDeliverableFixingDateType(40369).
|
FIX.5.0SP2EP161 |
|
|
40369 |
LegNonDeliverableFixingDateType |
int |
Specifies the type of date (e.g. adjusted for holidays).
|
FIX.5.0SP2EP161 |
|
|
40370 |
LegSettlRateFallbackReferencePage |
String |
Identifies the reference "page" from the rate source. When LegSettlRateFallbackRateSource(40366) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option
|
FIX.5.0SP2EP161 |
|
|
40371 |
PaymentStreamNonDeliverableSettlRateSource |
int |
Identifies the source of rate information.
|
FIX.5.0SP2EP161 |
|
|
40372 |
PaymentStreamNonDeliverableSettlReferencePage |
String |
Identifies the reference "page" from the rate source. When PaymentStreamNonDeliverableSettlRateSource(40371) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option
|
FIX.5.0SP2EP161 |
|
|
40373 |
SettlRateFallbackRateSource |
int |
Identifies the source of rate information.
|
FIX.5.0SP2EP161 |
|
|
40374 |
NoLegPaymentSchedules |
NumInGroup |
Number of swap schedules in the repeating group
|
FIX.5.0SP2EP161 |
|
|
40375 |
LegPaymentScheduleType |
int |
Specifies the type of schedule.
|
FIX.5.0SP2EP161 |
|
|
40376 |
LegPaymentScheduleStubType |
int |
Indicates to which stub this schedule applies.
|
FIX.5.0SP2EP161 |
|
|
40377 |
LegPaymentScheduleStartDateUnadjusted |
LocalMktDate |
The unadjusted date on which the value is adjusted, or calculated if a future value notional for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)), or the start date of a cashflow payment.
|
FIX.5.0SP2EP161 |
|
|
40378 |
LegPaymentScheduleEndDateUnadjusted |
LocalMktDate |
The unadjusted end date of a cashflow payment.
|
FIX.5.0SP2EP161 |
|
|
40379 |
LegPaymentSchedulePaySide |
int |
The side of the party paying the step schedule.
|
FIX.5.0SP2EP161 |
|
|
40380 |
LegPaymentScheduleReceiveSide |
int |
The side of the party receiving the step schedule.
|
FIX.5.0SP2EP161 |
|
|
40381 |
LegPaymentScheduleNotional |
Amt |
The notional value for this step schedule, or amount of a cashflow payment.
|
FIX.5.0SP2EP161 |
|
|
40382 |
LegPaymentScheduleCurrency |
Currency |
The currency for this step schedule. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP161 |
|
|
40383 |
LegPaymentScheduleRate |
Percentage |
The rate value for this step schedule.
|
FIX.5.0SP2EP161 |
|
|
40384 |
LegPaymentScheduleRateMultiplier |
float |
A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.
|
FIX.5.0SP2EP161 |
|
|
40385 |
LegPaymentScheduleRateSpread |
PriceOffset |
The spread value for this step schedule.
|
FIX.5.0SP2EP161 |
|
|
40386 |
LegPaymentScheduleRateSpreadPositionType |
int |
Identifies whether the rate spread is applied to a long or a short position.
|
FIX.5.0SP2EP161 |
|
|
40387 |
LegPaymentScheduleRateTreatment |
int |
Specifies the yield calculation treatment for the step schedule.
|
FIX.5.0SP2EP161 |
|
|
40388 |
LegPaymentScheduleFixedAmount |
Amt |
The explicit payment amount for this step schedule.
|
FIX.5.0SP2EP161 |
|
|
40389 |
LegPaymentScheduleFixedCurrency |
Currency |
The currency of the fixed amount. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP161 |
|
|
40390 |
LegPaymentScheduleStepFrequencyPeriod |
int |
Time unit multiplier for the step frequency.
|
FIX.5.0SP2EP161 |
|
|
40391 |
LegPaymentScheduleStepFrequencyUnit |
String |
Time unit associated with the step frequency.
|
FIX.5.0SP2EP161 |
|
|
40392 |
LegPaymentScheduleStepOffsetValue |
Amt |
The explicit amount that the notional changes on each step date. This can be a positive or negative amount.
|
FIX.5.0SP2EP161 |
|
|
40393 |
LegPaymentScheduleStepRate |
Percentage |
The percentage by which the notional changes on each step date. The percentage is either a percentage applied to the initial notional amount or the previous outstanding notional, depending on the value specified in LegPaymentScheduleStepRelativeTo(40395). The percentage can be either positive or negative.
|
FIX.5.0SP2EP161 |
|
|
40394 |
LegPaymentScheduleStepOffsetRate |
Percentage |
The explicit amount that the rate changes on each step date. This can be a positive or negative value.
|
FIX.5.0SP2EP161 |
|
|
40395 |
LegPaymentScheduleStepRelativeTo |
int |
Specifies whether the LegPaymentScheduleStepRate(40393) or LegPaymentScheduleStepOffsetValue(40392) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount.
|
FIX.5.0SP2EP161 |
|
|
40396 |
LegPaymentScheduleFixingDateUnadjusted |
LocalMktDate |
The unadjusted fixing date.
|
FIX.5.0SP2EP161 |
|
|
40397 |
LegPaymentScheduleWeight |
float |
Floating rate observation weight for cashflow payment.
|
FIX.5.0SP2EP161 |
|
|
40398 |
LegPaymentScheduleFixingDateRelativeTo |
int |
Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP161 |
|
|
40399 |
LegPaymentScheduleFixingDateBusinessDayConvention |
int |
The business day convention used to adjust the payment schedule's fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
|
FIX.5.0SP2EP161 |
|
|
40400 |
LegPaymentScheduleFixingDateBusinessCenter |
String |
The business center calendar used to adjust the payment schedule's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40401 |
LegPaymentScheduleFixingDateOffsetPeriod |
int |
Time unit multiplier for the relative fixing date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40402 |
LegPaymentScheduleFixingDateOffsetUnit |
String |
Time unit associated with the relative fixing date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40403 |
LegPaymentScheduleFixingDateOffsetDayType |
int |
Specifies the day type of the relative fixing date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40404 |
LegPaymentScheduleFixingDateAdjusted |
LocalMktDate |
The adjusted fixing date.
|
FIX.5.0SP2EP161 |
|
|
40405 |
LegPaymentScheduleFixingTime |
LocalMktTime |
The fxing time associated with the step schedule.
|
FIX.5.0SP2EP161 |
|
|
40406 |
LegPaymentScheduleFixingTimeBusinessCenter |
String |
Business center for determining fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40407 |
LegPaymentScheduleInterimExchangePaymentDateRelativeTo |
int |
Specifies the anchor date when the interim exchange payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP161 |
|
|
40408 |
LegPaymentScheduleInterimExchangeDatesBusinessDayConvention |
int |
The business day convention used to adjust the payment schedule's interim exchange date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
|
FIX.5.0SP2EP161 |
|
|
40409 |
LegPaymentScheduleInterimExchangeDatesBusinessCenter |
String |
The business center calendar used to adjust the payment schedule's interim exchange date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40410 |
LegPaymentScheduleInterimExchangeDatesOffsetPeriod |
int |
Time unit multiplier for the relative interim exchange date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40411 |
LegPaymentScheduleInterimExchangeDatesOffsetUnit |
String |
Time unit associated with the relative interim exchange date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40412 |
LegPaymentScheduleInterimExchangeDatesOffsetDayType |
int |
Specifies the day type of the relative interim exchange date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40413 |
LegPaymentScheduleInterimExchangeDateAdjusted |
LocalMktDate |
The adjusted interim exchange date.
|
FIX.5.0SP2EP161 |
|
|
40414 |
NoLegPaymentScheduleRateSources |
NumInGroup |
Number of rate sources in the repeating group
|
FIX.5.0SP2EP161 |
|
|
40415 |
LegPaymentScheduleRateSource |
int |
Identifies the source of rate information.
|
FIX.5.0SP2EP161 |
|
|
40416 |
LegPaymentScheduleRateSourceType |
int |
Rate source type.
|
FIX.5.0SP2EP161 |
|
|
40417 |
LegPaymentScheduleReferencePage |
String |
Identifies the reference "page" from the rate source.
For FX, the reference page to the spot rate to be used for the reference FX spot rate.
When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option
|
FIX.5.0SP2EP161 |
|
|
40418 |
NoLegPaymentStubs |
NumInGroup |
Number of stubs in the repeating group
|
FIX.5.0SP2EP161 |
|
|
40419 |
LegPaymentStubType |
int |
Stub type.
|
FIX.5.0SP2EP161 |
|
|
40420 |
LegPaymentStubLength |
int |
Optional indication whether stub is shorter or longer than the regular swap period.
|
FIX.5.0SP2EP161 |
|
|
40421 |
LegPaymentStubRate |
Percentage |
The agreed upon fixed rate for this stub.
|
FIX.5.0SP2EP161 |
|
|
40422 |
LegPaymentStubFixedAmount |
Amt |
A fixed payment amount for the stub.
|
FIX.5.0SP2EP161 |
|
|
40423 |
LegPaymentStubFixedCurrency |
Currency |
The currency of the fixed payment amount. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP161 |
|
|
40424 |
LegPaymentStubIndex |
String |
The stub floating rate index.
|
FIX.5.0SP2EP161 |
|
|
40425 |
LegPaymentStubIndexSource |
int |
The source for the stub floating rate index.
|
FIX.5.0SP2EP161 |
|
|
40426 |
LegPaymentStubIndexCurvePeriod |
int |
Time unit multiplier for the floating rate index.
|
FIX.5.0SP2EP161 |
|
|
40427 |
LegPaymentStubIndexCurveUnit |
String |
Time unit associated with the floating rate index.
|
FIX.5.0SP2EP161 |
|
|
40428 |
LegPaymentStubIndexRateMultiplier |
float |
A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.
|
FIX.5.0SP2EP161 |
|
|
40429 |
LegPaymentStubIndexRateSpread |
PriceOffset |
Spread from floating rate index.
|
FIX.5.0SP2EP161 |
|
|
40430 |
LegPaymentStubIndexRateSpreadPositionType |
int |
Identifies whether the rate spread is applied to a long or a short position.
|
FIX.5.0SP2EP161 |
|
|
40431 |
LegPaymentStubIndexRateTreatment |
int |
Specifies the yield calculation treatment for the stub index.
|
FIX.5.0SP2EP161 |
|
|
40432 |
LegPaymentStubIndexCapRate |
Percentage |
The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.
|
FIX.5.0SP2EP161 |
|
|
40433 |
LegPaymentStubIndexCapRateBuySide |
int |
Reference to the buyer of the cap rate option through its trade side.
|
FIX.5.0SP2EP161 |
|
|
40434 |
LegPaymentStubIndexCapRateSellSide |
int |
Reference to the seller of the cap rate option through its trade side.
|
FIX.5.0SP2EP161 |
|
|
40435 |
LegPaymentStubIndexFloorRate |
Percentage |
The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05.
|
FIX.5.0SP2EP161 |
|
|
40436 |
LegPaymentStubIndexFloorRateBuySide |
int |
Reference to the buyer of the floor rate option through its trade side.
|
FIX.5.0SP2EP161 |
|
|
40437 |
LegPaymentStubIndexFloorRateSellSide |
int |
Reference to the seller of the floor rate option through its trade side.
|
FIX.5.0SP2EP161 |
|
|
40438 |
LegPaymentStubIndex2 |
String |
The second stub floating rate index.
|
FIX.5.0SP2EP161 |
|
|
40439 |
LegPaymentStubIndex2Source |
int |
The source for the second stub floating rate index.
|
FIX.5.0SP2EP161 |
|
|
40440 |
LegPaymentStubIndex2CurvePeriod |
int |
Secondary time unit multiplier for the stub floating rate index curve.
|
FIX.5.0SP2EP161 |
|
|
40441 |
LegPaymentStubIndex2CurveUnit |
String |
Secondary time unit associated with the stub floating rate index curve.
|
FIX.5.0SP2EP161 |
|
|
40442 |
LegPaymentStubIndex2RateMultiplier |
float |
A rate multiplier to apply to the second floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.
|
FIX.5.0SP2EP161 |
|
|
40443 |
LegPaymentStubIndex2RateSpread |
PriceOffset |
Spread from the second floating rate index.
|
FIX.5.0SP2EP161 |
|
|
40444 |
LegPaymentStubIndex2RateSpreadPositionType |
int |
Identifies whether the rate spread is applied to a long or a short position.
|
FIX.5.0SP2EP161 |
|
|
40445 |
LegPaymentStubIndex2RateTreatment |
int |
Specifies the yield calculation treatment for the second stub index.
|
FIX.5.0SP2EP161 |
|
|
40446 |
LegPaymentStubIndex2CapRate |
Percentage |
The cap rate, if any, which applies to the second floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.
|
FIX.5.0SP2EP161 |
|
|
40447 |
LegPaymentStubIndex2FloorRate |
Percentage |
The floor rate, if any, which applies to the second floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05.
|
FIX.5.0SP2EP161 |
|
|
40448 |
NoLegProvisions |
NumInGroup |
Number of provisions in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40449 |
LegProvisionType |
int |
Type of provisions.
|
FIX.5.0SP2EP161 |
|
|
40450 |
LegProvisionDateUnadjusted |
LocalMktDate |
The unadjusted date of the provision.
|
FIX.5.0SP2EP161 |
|
|
40451 |
LegProvisionDateBusinessDayConvention |
int |
The business day convention used to adjust the instrument leg's provision's date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
|
FIX.5.0SP2EP161 |
|
|
40452 |
LegProvisionDateBusinessCenter |
String |
The business center calendar used to adjust the instrument leg's provision's date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40453 |
LegProvisionDateAdjusted |
LocalMktDate |
The adjusted date of the provision.
|
FIX.5.0SP2EP161 |
|
|
40454 |
LegProvisionDateTenorPeriod |
int |
Time unit multiplier for the leg provision's tenor period.
|
FIX.5.0SP2EP161 |
|
|
40455 |
LegProvisionDateTenorUnit |
String |
Time unit associated with the leg provision's tenor period.
|
FIX.5.0SP2EP161 |
|
|
40456 |
LegProvisionCalculationAgent |
int |
Used to identify the calculation agent. The calculation agent may be identified in LegProvisionCalculationAgent(40456) or in the ProvisionParties component.
|
FIX.5.0SP2EP161 |
|
|
40457 |
LegProvisionOptionSinglePartyBuyerSide |
int |
If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade.
|
FIX.5.0SP2EP161 |
|
|
40458 |
LegProvisionOptionSinglePartySellerSide |
int |
If optional early termination is not available to both parties then this component identifies the seller of the option through its side of the trade.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP169 |
|
40459 |
LegProvisionOptionExerciseStyle |
int |
The instrument provision option exercise style.
|
FIX.5.0SP2EP161 |
|
|
40460 |
LegProvisionOptionExerciseMultipleNotional |
Amt |
A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised.
|
FIX.5.0SP2EP161 |
|
|
40461 |
LegProvisionOptionExerciseMinimumNotional |
Amt |
The minimum notional amount that can be exercised on a given exercise date.
|
FIX.5.0SP2EP161 |
|
|
40462 |
LegProvisionOptionExerciseMaximumNotional |
Amt |
The maximum notional amount that can be exercised on a given exercise date.
|
FIX.5.0SP2EP161 |
|
|
40463 |
LegProvisionOptionMinimumNumber |
int |
The minimum number of options that can be exercised on a given exercise date.
|
FIX.5.0SP2EP161 |
|
|
40464 |
LegProvisionOptionMaximumNumber |
int |
The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options.
|
FIX.5.0SP2EP161 |
|
|
40465 |
LegProvisionOptionExerciseConfirmation |
Boolean |
Used to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.
|
FIX.5.0SP2EP161 |
|
|
40466 |
LegProvisionCashSettlMethod |
int |
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e).
|
FIX.5.0SP2EP161 |
|
|
40467 |
LegProvisionCashSettlCurrency |
Currency |
Specifies the currency of settlement. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP161 |
|
|
40468 |
LegProvisionCashSettlCurrency2 |
Currency |
Specifies the currency of settlement for a cross-currency provision. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP161 |
|
|
40469 |
LegProvisionCashSettlQuoteType |
int |
Identifies the type of quote to be used.
|
FIX.5.0SP2EP161 |
|
|
40470 |
LegProvisionCashSettlQuoteSource |
int |
Identifies the source of quote information.
|
FIX.5.0SP2EP161 |
|
|
40471 |
BusinessCenter |
String |
A business center whose calendar is used for date adjustment, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40472 |
LegProvisionText |
String |
Free form text to specify additional information or enumeration description when a standard value does not apply.
|
FIX.5.0SP2EP161 |
|
|
40473 |
NoLegProvisionCashSettlPaymentDates |
NumInGroup |
Number of provision cash settlement payment dates in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40474 |
LegProvisionCashSettlPaymentDate |
LocalMktDate |
The cash settlement payment date, unadjusted or adjusted depending on LegProvisionCashSettlPaymentDateType(40521).
|
FIX.5.0SP2EP161 |
|
|
40475 |
LegProvisionCashSettlPaymentDateType |
int |
Specifies the type of date (e.g. adjusted for holidays).
|
FIX.5.0SP2EP161 |
|
|
40476 |
LegProvisionOptionExerciseBusinessDayConvention |
int |
The business day convention used to adjust the instrument leg's provision's option exercise date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
|
FIX.5.0SP2EP161 |
|
|
40477 |
LegProvisionOptionExerciseBusinessCenter |
String |
The business center calendar used to adjust the instrument leg's provision's option exercise date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40478 |
LegProvisionOptionExerciseEarliestDateOffsetPeriod |
int |
Time unit multiplier for the interval to the first (and possibly only) exercise date in the exercise period.
|
FIX.5.0SP2EP161 |
|
|
40479 |
LegProvisionOptionExerciseEarliestDateOffsetUnit |
String |
Time unit associated with the interval to the first (and possibly only) exercise date in the exercise period.
|
FIX.5.0SP2EP161 |
|
|
40480 |
LegProvisionOptionExerciseFrequencyPeriod |
int |
Time unit multiplier for subsequent exercise dates in the exercise period following the earliest exercise date. An interval of 1 day should be used to indicate an American style exercise period.
|
FIX.5.0SP2EP161 |
|
|
40481 |
LegProvisionOptionExerciseFrequencyUnit |
String |
Time unit associated with subsequent exercise dates in the exercise period following the earliest exercise date.
|
FIX.5.0SP2EP161 |
|
|
40482 |
LegProvisionOptionExerciseStartDateUnadjusted |
LocalMktDate |
The unadjusted first day of the exercise period for an American style option.
|
FIX.5.0SP2EP161 |
|
|
40483 |
LegProvisionOptionExerciseStartDateRelativeTo |
int |
Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP161 |
|
|
40484 |
LegProvisionOptionExerciseStartDateOffsetPeriod |
int |
Time unit multiplier for the relative option exercise start date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40485 |
LegProvisionOptionExerciseStartDateOffsetUnit |
String |
Time unit associated with the relative option exercise start date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40486 |
LegProvisionOptionExerciseStartDateOffsetDayType |
int |
Specifies the day type of the provision's relative option exercise start date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40487 |
LegProvisionOptionExerciseStartDateAdjusted |
LocalMktDate |
The adjusted first day of the exercise period for an American style option.
|
FIX.5.0SP2EP161 |
|
|
40488 |
LegProvisionOptionExercisePeriodSkip |
int |
The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1.
|
FIX.5.0SP2EP161 |
|
|
40489 |
LegProvisionOptionExerciseBoundsFirstDateUnadjusted |
LocalMktDate |
The unadjusted first date of a schedule. This can be used to restrict the range of exercise dates when they are relative.
|
FIX.5.0SP2EP161 |
|
|
40490 |
LegProvisionOptionExerciseBoundsLastDateUnadjusted |
LocalMktDate |
The unadjusted last date of a schedule. This can be used to restrict the range of exercise dates when they are relative.
|
FIX.5.0SP2EP161 |
|
|
40491 |
LegProvisionOptionExerciseEarliestTime |
LocalMktTime |
The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date, in the case of an American option.
|
FIX.5.0SP2EP161 |
|
|
40492 |
LegProvisionOptionExerciseEarliestTimeBusinessCenter |
String |
Identifies the business center calendar used with the provision's earliest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40493 |
LegProvisionOptionExerciseLatestTime |
LocalMktTime |
For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day.
|
FIX.5.0SP2EP161 |
|
|
40494 |
LegProvisionOptionExerciseLatestTimeBusinessCenter |
String |
Identifies the business center calendar used with the provision's latest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40495 |
NoLegProvisionOptionExerciseFixedDates |
NumInGroup |
Number of provision option exercise fixed dates in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40496 |
LegProvisionOptionExerciseFixedDate |
LocalMktDate |
A predetermined option exercise date unadjusted or adjusted depending on LegProvisionOptionExerciseFixedDateType(40497).
|
FIX.5.0SP2EP161 |
|
|
40497 |
LegProvisionOptionExerciseFixedDateType |
int |
Specifies the type of date (e.g. adjusted for holidays).
|
FIX.5.0SP2EP161 |
|
|
40498 |
LegProvisionOptionExpirationDateUnadjusted |
LocalMktDate |
The unadjusted last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period.
|
FIX.5.0SP2EP161 |
|
|
40499 |
LegProvisionOptionExpirationDateBusinessDayConvention |
int |
The business day convention used to adjust the instrument leg's provision's option expiration date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
|
FIX.5.0SP2EP161 |
|
|
40500 |
LegProvisionOptionExpirationDateBusinessCenter |
String |
The business center calendar used to adjust the instrument leg's provision's option expiration date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40501 |
LegProvisionOptionExpirationDateRelativeTo |
int |
Specifies the anchor date when the option expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP161 |
|
|
40502 |
LegProvisionOptionExpirationDateOffsetPeriod |
int |
Time unit multiplier for the relative option expiration date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40503 |
LegProvisionOptionExpirationDateOffsetUnit |
String |
Time unit associated with the relative option expiration date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40504 |
LegProvisionOptionExpirationDateOffsetDayType |
int |
Specifies the day type of the provision's relative option expiration date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40505 |
LegProvisionOptionExpirationDateAdjusted |
LocalMktDate |
The adjusted last date within an exercise period for an American style option. For a European style option it is the only date within the exercise period.
|
FIX.5.0SP2EP161 |
|
|
40506 |
LegProvisionOptionExpirationTime |
LocalMktTime |
The latest time for exercise on the expiration date.
|
FIX.5.0SP2EP161 |
|
|
40507 |
LegProvisionOptionExpirationTimeBusinessCenter |
String |
Identifies the business center calendar used with the provision's latest exercise time on expiration date. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40508 |
LegProvisionOptionRelevantUnderlyingDateUnadjusted |
LocalMktDate |
The unadjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date).
|
FIX.5.0SP2EP161 |
|
|
40509 |
LegProvisionOptionRelevantUnderlyingDateBusinessDayConvention |
int |
The business day convention used to adjust the instrument leg's provision's option relevant underlying date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
|
FIX.5.0SP2EP161 |
|
|
40510 |
LegProvisionOptionRelevantUnderlyingDateBusinessCenter |
String |
The business center calendar used to adjust the instrument leg's provision's option underlying date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40511 |
LegProvisionOptionRelevantUnderlyingDateRelativeTo |
int |
Specifies the anchor date when the date relevant to the underlying trade on exercise is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP161 |
|
|
40512 |
LegProvisionOptionRelevantUnderlyingDateOffsetPeriod |
int |
Time unit multiplier for the relative option relevant underlying date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40513 |
LegProvisionOptionRelevantUnderlyingDateOffsetUnit |
String |
Time unit associated with the relative option relevant underlying date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40514 |
LegProvisionOptionRelevantUnderlyingDateOffsetDayType |
int |
Specifies the day type of the provision's relative option relevant underlying date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40515 |
LegProvisionOptionRelevantUnderlyingDateAdjusted |
LocalMktDate |
The adjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date).
|
FIX.5.0SP2EP161 |
|
|
40516 |
LegProvisionCashSettlPaymentDateBusinessDayConvention |
int |
The business day convention used to adjust the provisional cash settlement payment's termination, or relative termination, date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
|
FIX.5.0SP2EP161 |
|
|
40517 |
LegProvisionCashSettlPaymentDateBusinessCenter |
String |
The business center calendar used to adjust the provisional cash settlement payment's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40518 |
LegProvisionCashSettlPaymentDateRelativeTo |
int |
Specifies the anchor date when the cash settlement payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP161 |
|
|
40519 |
LegProvisionCashSettlPaymentDateOffsetPeriod |
int |
Time unit multiplier for the relative cash settlement payment date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40520 |
LegProvisionCashSettlPaymentDateOffsetUnit |
String |
Time unit associated with the relative cash settlement payment date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40521 |
LegProvisionCashSettlPaymentDateOffsetDayType |
int |
Specifies the day type of the provision's relative cash settlement payment date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40522 |
LegProvisionCashSettlPaymentDateRangeFirst |
LocalMktDate |
The first date in range when a settlement date range is provided.
|
FIX.5.0SP2EP161 |
|
|
40523 |
LegProvisionCashSettlPaymentDateRangeLast |
LocalMktDate |
The last date in range when a settlement date range is provided.
|
FIX.5.0SP2EP161 |
|
|
40524 |
LegProvisionCashSettlValueTime |
LocalMktTime |
A time specified in 24-hour format, e.g. 11am would be represented as 11:00:00. The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree to the cash settlement amount.
|
FIX.5.0SP2EP161 |
|
|
40525 |
LegProvisionCashSettlValueTimeBusinessCenter |
String |
Identifies the business center calendar used with the provision's cash settlement valuation time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40526 |
LegProvisionCashSettlValueDateBusinessDayConvention |
int |
The business day convention used to adjust the provision's cash settlement valuation date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
|
FIX.5.0SP2EP161 |
|
|
40527 |
LegProvisionCashSettlValueDateBusinessCenter |
String |
The business center calendar used to adjust the provision's cash settlement valuation date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40528 |
LegProvisionCashSettlValueDateRelativeTo |
int |
Specifies the anchor date when the cash settlement value date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP161 |
|
|
40529 |
LegProvisionCashSettlValueDateOffsetPeriod |
int |
Time unit multiplier for the relative cash settlement value date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40530 |
LegProvisionCashSettlValueDateOffsetUnit |
String |
Time unit associated with the relative cash settlement value date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40531 |
LegProvisionCashSettlValueDateOffsetDayType |
int |
Specifies the day type of the provision's relative cash settlement value date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40532 |
LegProvisionCashSettlValueDateAdjusted |
LocalMktDate |
The adjusted cash settlement value date.
|
FIX.5.0SP2EP161 |
|
|
40533 |
NoLegProvisionPartyIDs |
NumInGroup |
Number of parties identified in the contract provision.
|
FIX.5.0SP2EP161 |
|
|
40534 |
LegProvisionPartyID |
String |
The party identifier/code for the payment settlement party.
|
FIX.5.0SP2EP161 |
|
|
40535 |
LegProvisionPartyIDSource |
char |
Identifies the class or source of LegProvisionPartyID(40534).
|
FIX.5.0SP2EP161 |
|
|
40536 |
LegProvisionPartyRole |
int |
Identifies the type or role of LegProvisionPartyID(40534) specified.
|
FIX.5.0SP2EP161 |
|
|
40537 |
NoLegProvisionPartySubIDs |
NumInGroup |
Number of sub-party IDs to be reported for the party.
|
FIX.5.0SP2EP161 |
|
|
40538 |
LegProvisionPartySubID |
String |
Party sub-identifier, if applicable, for LegProvisionPartyRole(40536).
|
FIX.5.0SP2EP161 |
|
|
40539 |
LegProvisionPartySubIDType |
int |
The type of LegProvisionPartySubID(40538) value.
|
FIX.5.0SP2EP161 |
|
|
40540 |
NoUnderlyingStreams |
NumInGroup |
Number of swap streams in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40541 |
UnderlyingStreamType |
int |
Type of swap stream.
|
FIX.5.0SP2EP161 |
|
|
40542 |
UnderlyingStreamDesc |
String |
A short descriptive name given to payment stream. Eg. CDS, Fixed, Float, Float2, GBP. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as a reference.
|
FIX.5.0SP2EP161 |
|
|
40543 |
UnderlyingStreamPaySide |
int |
The side of the party paying the stream.
|
FIX.5.0SP2EP161 |
|
|
40544 |
UnderlyingStreamReceiveSide |
int |
The side of the party receiving the stream.
|
FIX.5.0SP2EP161 |
|
|
40545 |
UnderlyingStreamNotional |
Amt |
Notional, or initial notional value for the payment stream. Use SwapSchedule for steps.
|
FIX.5.0SP2EP161 |
|
|
40546 |
UnderlyingStreamCurrency |
Currency |
Specifies the currency the UnderlyingStreamNotional(40545) is denominated in. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP161 |
|
|
40547 |
UnderlyingStreamText |
String |
Free form text to specify additional information or enumeration description when a standard value does not apply.
|
FIX.5.0SP2EP161 |
|
|
40548 |
UnderlyingStreamTerminationDateUnadjusted |
LocalMktDate |
The unadjusted termination date.
|
FIX.5.0SP2EP161 |
|
|
40549 |
UnderlyingStreamTerminationDateBusinessDayConvention |
int |
The business day convention used to adjust the underlying instrument's stream's termination, or relative termination, date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
|
FIX.5.0SP2EP161 |
|
|
40550 |
UnderlyingStreamTerminationDateBusinessCenter |
String |
The business center calendar used to adjust the underlying instrument's stream's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40551 |
UnderlyingStreamTerminationDateRelativeTo |
int |
Specifies the anchor date when the termination date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP161 |
|
|
40552 |
UnderlyingStreamTerminationDateOffsetPeriod |
int |
Time unit multiplier for the relative termination date offset.
|
FIX.5.0SP2EP161 |
|
|
40553 |
UnderlyingStreamTerminationDateOffsetUnit |
String |
Time unit associated with the relative termination date offset.
|
FIX.5.0SP2EP161 |
|
|
40554 |
UnderlyingStreamTerminationDateOffsetDayType |
int |
Specifies the day type of the relative termination date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40555 |
UnderlyingStreamTerminationDateAdjusted |
LocalMktDate |
The adjusted termination date.
|
FIX.5.0SP2EP161 |
|
|
40556 |
UnderlyingStreamCalculationPeriodBusinessDayConvention |
int |
The business day convention used to adjust the calculation periods. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
|
FIX.5.0SP2EP161 |
|
|
40557 |
UnderlyingStreamCalculationPeriodBusinessCenter |
String |
The business center calendar used to adjust the calculation periods, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40558 |
UnderlyingStreamFirstPeriodStartDateUnadjusted |
LocalMktDate |
The unadjusted first calculation period start date if before the effective date.
|
FIX.5.0SP2EP161 |
|
|
40559 |
UnderlyingStreamFirstPeriodStartDateBusinessDayConvention |
int |
The business day convention used to adjust the underlying instrument's stream's first calculation period start date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
|
FIX.5.0SP2EP161 |
|
|
40560 |
UnderlyingStreamFirstPeriodStartDateBusinessCenter |
String |
The business center calendar used to adjust the underlying instrument's stream's first calculation period start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40561 |
UnderlyingStreamFirstPeriodStartDateAdjusted |
LocalMktDate |
The adjusted first calculation period start date, if it is before the effective date.
|
FIX.5.0SP2EP161 |
|
|
40562 |
UnderlyingStreamFirstRegularPeriodStartDateUnadjusted |
LocalMktDate |
The unadjusted first start date of the regular calculation period, if there is an initial stub period.
|
FIX.5.0SP2EP161 |
|
|
40563 |
UnderlyingStreamFirstCompoundingPeriodEndDateUnadjusted |
LocalMktDate |
The unadjusted end date of the initial compounding period.
|
FIX.5.0SP2EP161 |
|
|
40564 |
UnderlyingStreamLastRegularPeriodEndDateUnadjusted |
LocalMktDate |
The unadjusted last regular period end date if there is a final stub period.
|
FIX.5.0SP2EP161 |
|
|
40565 |
UnderlyingStreamCalculationFrequencyPeriod |
int |
Time unit multiplier for the frequency at which calculation period end dates occur.
|
FIX.5.0SP2EP161 |
|
|
40566 |
UnderlyingStreamCalculationFrequencyUnit |
String |
Time unit associated with the frequency at which calculation period end dates occur.
|
FIX.5.0SP2EP161 |
|
|
40567 |
UnderlyingStreamCalculationRollConvention |
String |
The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
|
FIX.5.0SP2EP161 |
|
|
40568 |
UnderlyingPaymentStreamType |
int |
Identifies the type of payment stream applicable to the swap stream associated with the underlying instrument.
|
FIX.5.0SP2EP161 |
|
|
40569 |
UnderlyingPaymentStreamMarketRate |
int |
Used only for credit index trade. This contains the credit spread ("fair value") at which the trade was executed. The market rate varies over the life of the index depending on market conditions. This is the price of the index as quoted by trading desks.
|
FIX.5.0SP2EP161 |
|
|
40570 |
UnderlyingPaymentStreamDelayIndicator |
Boolean |
Applicable to credit default swaps on mortgage backed securities to specify whether payment delays are applicable to the fixed amount. Residential mortgage backed securities typically have a payment delay of 5 days between the coupon date of the reference obligation and the payment date of the synthetic swap. Commercial mortage backed securities do not typically have a payment delay, with both payment dates (the coupon date of the reference obligation and the payment date of the synthetic swap) being on the 25th of each month.
|
FIX.5.0SP2EP161 |
|
|
40571 |
UnderlyingPaymentStreamSettlCurrency |
Currency |
Specifies the currency that the stream settles in (to support swaps that settle in a currency different from the notional currency). Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP161 |
|
|
40572 |
UnderlyingPaymentStreamDayCount |
int |
The day count convention used in the payment stream calculations.
|
FIX.5.0SP2EP161 |
|
|
40573 |
UnderlyingPaymentStreamAccrualDays |
int |
The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction.
|
FIX.5.0SP2EP161 |
|
|
40574 |
UnderlyingPaymentStreamDiscountType |
int |
The method of calculating discounted payment amounts
|
FIX.5.0SP2EP161 |
|
|
40575 |
UnderlyingPaymentStreamDiscountRate |
Percentage |
Discount rate. The rate is expressed in decimal, e.g. 5% is expressed as 0.05.
|
FIX.5.0SP2EP161 |
|
|
40576 |
UnderlyingPaymentStreamDiscountRateDayCount |
int |
The day count convention applied to the UnderlyingPaymentStreamDiscountRate(40575).
|
FIX.5.0SP2EP161 |
|
|
40577 |
UnderlyingPaymentStreamCompoundingMethod |
int |
Compounding Method.
|
FIX.5.0SP2EP161 |
|
|
40578 |
UnderlyingPaymentStreamInitialPrincipalExchangeIndicator |
Boolean |
Indicates whether there is an initial exchange of principal on the effective date.
|
FIX.5.0SP2EP161 |
|
|
40579 |
UnderlyingPaymentStreamInterimPrincipalExchangeIndicator |
Boolean |
Indicates whether there are intermediate or interim exchanges of principal during the term of the swap.
|
FIX.5.0SP2EP161 |
|
|
40580 |
UnderlyingPaymentStreamFinalPrincipalExchangeIndicator |
Boolean |
Indicates whether there is a final exchange of principal on the termination date.
|
FIX.5.0SP2EP161 |
|
|
40581 |
UnderlyingPaymentStreamPaymentDateBusinessDayConvention |
int |
The business day convention used to adjust the payment stream's payment date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
|
FIX.5.0SP2EP161 |
|
|
40582 |
UnderlyingPaymentStreamPaymentDateBusinessCenter |
String |
The business center calendar used to adjust the payment stream's payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40583 |
UnderlyingPaymentStreamPaymentFrequencyPeriod |
int |
Time unit multiplier for the frequency of payments.
|
FIX.5.0SP2EP161 |
|
|
40584 |
UnderlyingPaymentStreamPaymentFrequencyUnit |
String |
Time unit associated with the frequency of payments.
|
FIX.5.0SP2EP161 |
|
|
40585 |
UnderlyingPaymentStreamPaymentRollConvention |
String |
The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
|
FIX.5.0SP2EP161 |
|
|
40586 |
UnderlyingPaymentStreamFirstPaymentDateUnadjusted |
LocalMktDate |
The unadjusted first payment date.
|
FIX.5.0SP2EP161 |
|
|
40587 |
UnderlyingPaymentStreamLastRegularPaymentDateUnadjusted |
LocalMktDate |
The unadjusted last regular payment date.
|
FIX.5.0SP2EP161 |
|
|
40588 |
UnderlyingPaymentStreamPaymentDateRelativeTo |
int |
Specifies the anchor date when payment dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP161 |
|
|
40589 |
UnderlyingPaymentStreamPaymentDateOffsetPeriod |
int |
Time unit multiplier for the relative payment date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40590 |
UnderlyingPaymentStreamPaymentDateOffsetUnit |
String |
Time unit associated with the relative payment date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40591 |
UnderlyingPaymentStreamPaymentDateOffsetDayType |
int |
Specifies the day type of the relative payment date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40592 |
UnderlyingPaymentStreamResetDateRelativeTo |
int |
Specifies the anchor date when the reset dates are relative to an anchor date. If the reset frequency is specified as daily this element must not be included. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP161 |
|
|
40593 |
UnderlyingPaymentStreamResetDateBusinessDayConvention |
int |
The business day convention used to adjust the payment stream's reset date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
|
FIX.5.0SP2EP161 |
|
|
40594 |
UnderlyingPaymentStreamResetDateBusinessCenter |
String |
The business center calendar used to adjust the payment stream's reset date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40595 |
UnderlyingPaymentStreamResetFrequencyPeriod |
int |
Time unit multiplier for frequency of resets.
|
FIX.5.0SP2EP161 |
|
|
40596 |
UnderlyingPaymentStreamResetFrequencyUnit |
String |
Time unit associated with frequency of resets.
|
FIX.5.0SP2EP161 |
|
|
40597 |
UnderlyingPaymentStreamResetWeeklyRollConvention |
String |
Used to specify the day of the week in which the reset occurs for payments that reset on a weekly basis.
|
FIX.5.0SP2EP161 |
|
|
40598 |
UnderlyingPaymentStreamInitialFixingDateRelativeTo |
int |
Specifies the anchor date when the initial fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP161 |
|
|
40599 |
UnderlyingPaymentStreamInitialFixingDateBusinessDayConvention |
int |
The business day convention used to adjust the payment stream's initial fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
|
FIX.5.0SP2EP161 |
|
|
40600 |
UnderlyingPaymentStreamInitialFixingDateBusinessCenter |
String |
The business center calendar used to adjust the payment stream's initial fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40601 |
UnderlyingPaymentStreamInitialFixingDateOffsetPeriod |
int |
Time unit multiplier for the relative initial fixing date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40602 |
UnderlyingPaymentStreamInitialFixingDateOffsetUnit |
String |
Time unit associated with the relative initial fixing date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40603 |
UnderlyingPaymentStreamInitialFixingDateOffsetDayType |
int |
Specifies the day type of the relative initial fixing date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40604 |
UnderlyingPaymentStreamInitialFixingDateAdjusted |
LocalMktDate |
The adjusted initial fixing date.
|
FIX.5.0SP2EP161 |
|
|
40605 |
UnderlyingPaymentStreamFixingDateRelativeTo |
int |
Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP161 |
|
|
40606 |
UnderlyingPaymentStreamFixingDateBusinessDayConvention |
int |
The business day convention used to adjust the payment stream's fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
|
FIX.5.0SP2EP161 |
|
|
40607 |
UnderlyingPaymentStreamFixingDateBusinessCenter |
String |
The business center calendar used to adjust the payment stream's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40608 |
UnderlyingPaymentStreamFixingDateOffsetPeriod |
int |
Time unit multiplier for the relative fixing date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40609 |
UnderlyingPaymentStreamFixingDateOffsetUnit |
String |
Time unit associated with the relative fixing date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40610 |
UnderlyingPaymentStreamFixingDateOffsetDayType |
int |
Specifies the day type of the relative fixing date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40611 |
UnderlyingPaymentStreamFixingDateAdjusted |
LocalMktDate |
The adjusted fixing date.
|
FIX.5.0SP2EP161 |
|
|
40612 |
UnderlyingPaymentStreamRateCutoffDateOffsetPeriod |
int |
Time unit multiplier for the relative rate cut-off date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40613 |
UnderlyingPaymentStreamRateCutoffDateOffsetUnit |
String |
Time unit associated with the relative rate cut-off date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40614 |
UnderlyingPaymentStreamRateCutoffDateOffsetDayType |
int |
Specifies the day type of the relative rate cut-off date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40615 |
UnderlyingPaymentStreamRate |
Percentage |
The rate applicable to the fixed rate payment stream.
|
FIX.5.0SP2EP161 |
|
|
40616 |
UnderlyingPaymentStreamFixedAmount |
Amt |
The underlying payment stream's fixed payment amount. In CDS an alternative to UnderlyingPaymentStreamRate(40615).
|
FIX.5.0SP2EP161 |
|
|
40617 |
UnderlyingPaymentStreamRateOrAmountCurrency |
Currency |
Specifies the currency in which UnderlyingPaymentStreamFixedAmount(40616) or UnderlyingPaymentStreamRate(40615) is denominated. Users ISO 4271 currency codes.
|
FIX.5.0SP2EP161 |
|
|
40618 |
UnderlyingPaymentStreamFutureValueNotional |
Amt |
The future value notional is normally only required for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)). The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency is the same as the stream notional.
|
FIX.5.0SP2EP161 |
|
|
40619 |
UnderlyingPaymentStreamFutureValueDateAdjusted |
LocalMktDate |
The adjusted value date of the future value amount.
|
FIX.5.0SP2EP161 |
|
|
40620 |
UnderlyingPaymentStreamRateIndex |
String |
The payment stream's floating rate index.
|
FIX.5.0SP2EP161 |
|
|
40621 |
UnderlyingPaymentStreamRateIndexSource |
int |
The source of the payment stream floating rate index.
|
FIX.5.0SP2EP161 |
|
|
40622 |
UnderlyingPaymentStreamRateIndexCurveUnit |
String |
Time unit associated with the underlying instrument’s floating rate index.
|
FIX.5.0SP2EP161 |
|
|
40623 |
UnderlyingPaymentStreamRateIndexCurvePeriod |
int |
Time unit multiplier for the underlying instrument’s floating rate index.
|
FIX.5.0SP2EP161 |
|
|
40624 |
UnderlyingPaymentStreamRateMultiplier |
float |
A rate multiplier to apply to the floating rate. A multiplier schedule is expressed as explicit multipliers and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in the calculationPeriodDatesAdjustments. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.
|
FIX.5.0SP2EP161 |
|
|
40625 |
UnderlyingPaymentStreamRateSpread |
PriceOffset |
Spread from floating rate index.
|
FIX.5.0SP2EP161 |
|
|
40626 |
UnderlyingPaymentStreamRateSpreadPositionType |
int |
Identifies a short or long spread value.
|
FIX.5.0SP2EP161 |
|
|
40627 |
UnderlyingPaymentStreamRateTreatment |
int |
Specifies the yield calculation treatment for the index.
|
FIX.5.0SP2EP161 |
|
|
40628 |
UnderlyingPaymentStreamCapRate |
Percentage |
The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.
|
FIX.5.0SP2EP161 |
|
|
40629 |
UnderlyingPaymentStreamCapRateBuySide |
int |
Reference to the buyer of the cap rate option through its trade side.
|
FIX.5.0SP2EP161 |
|
|
40630 |
UnderlyingPaymentStreamCapRateSellSide |
int |
Reference to the seller of the cap rate option through its trade side.
|
FIX.5.0SP2EP161 |
|
|
40631 |
UnderlyingPaymentStreamFloorRate |
Percentage |
The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05.
|
FIX.5.0SP2EP161 |
|
|
40632 |
UnderlyingPaymentStreamFloorRateBuySide |
int |
Reference to the buyer of the floor rate option through its trade side.
|
FIX.5.0SP2EP161 |
|
|
40633 |
UnderlyingPaymentStreamFloorRateSellSide |
int |
Reference to the seller of the floor rate option through its trade side.
|
FIX.5.0SP2EP161 |
|
|
40634 |
UnderlyingPaymentStreamInitialRate |
Percentage |
The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. An initial rate of 5% would be represented as 0.05.
|
FIX.5.0SP2EP161 |
|
|
40635 |
UnderlyingPaymentStreamFinalRateRoundingDirection |
char |
Specifies the rounding direction.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40636 |
UnderlyingPaymentStreamFinalRatePrecision |
int |
Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7.
|
FIX.5.0SP2EP161 |
|
|
40637 |
UnderlyingPaymentStreamAveragingMethod |
int |
When rate averaging is applicable, used to specify whether a weighted or unweighted average calculation method is to be used.
|
FIX.5.0SP2EP161 |
|
|
40638 |
UnderlyingPaymentStreamNegativeRateTreatment |
int |
The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).
|
FIX.5.0SP2EP161 |
|
|
40639 |
UnderlyingPaymentStreamInflationLagPeriod |
int |
Time unit multiplier for the inflation lag period. The lag period is the offsetting period from the payment date which determines the reference period for which the inflation index is observed.
|
FIX.5.0SP2EP161 |
|
|
40640 |
UnderlyingPaymentStreamInflationLagUnit |
String |
Time unit associated with the inflation lag period.
|
FIX.5.0SP2EP161 |
|
|
40641 |
UnderlyingPaymentStreamInflationLagDayType |
int |
The inflation lag period day type.
|
FIX.5.0SP2EP161 |
|
|
40642 |
UnderlyingPaymentStreamInflationInterpolationMethod |
int |
The method used when calculating the Inflation Index Level from multiple points - the most common is Linear.
|
FIX.5.0SP2EP161 |
|
|
40643 |
UnderlyingPaymentStreamInflationIndexSource |
int |
The inflation index reference source.
|
FIX.5.0SP2EP161 |
|
|
40644 |
UnderlyingPaymentStreamInflationPublicationSource |
String |
The current main publication source such as relevant web site or a government body.
|
FIX.5.0SP2EP161 |
|
|
40645 |
UnderlyingPaymentStreamInflationInitialIndexLevel |
float |
Initial known index level for the first calculation period.
|
FIX.5.0SP2EP161 |
|
|
40646 |
UnderlyingPaymentStreamInflationFallbackBondApplicable |
Boolean |
Indicates whether a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8, is applicable or not. If not specified, the default value is "Y" (True/Yes).
|
FIX.5.0SP2EP161 |
|
|
40647 |
UnderlyingPaymentStreamFRADiscounting |
int |
The method of Forward Rate Agreement (FRA) discounting, if any, that will apply.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP169 |
|
40648 |
UnderlyingPaymentStreamNonDeliverableRefCurrency |
Currency |
The non-deliverable settlement reference currency. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP161 |
|
|
40649 |
UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessDayConvention |
int |
The business day convention used to adjust the payment stream's fixing date for the non-deliverable terms. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
|
FIX.5.0SP2EP161 |
|
|
40650 |
UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenter |
String |
The business center calendar used to adjust the payment stream's fixing date for the non-deliverable terms, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40651 |
UnderlyingPaymentStreamNonDeliverableFixingDatesRelativeTo |
int |
Specifies the anchor date when the non-deliverable fixing dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP161 |
|
|
40652 |
UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetPeriod |
int |
Time unit multiplier for the relative non-deliverable fixing date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40653 |
UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetUnit |
String |
Time unit associated with the relative non-deliverable fixing date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40654 |
UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetDayType |
int |
Specifies the day type of the relative non-deliverable fixing date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40655 |
SettlRateFallbackReferencePage |
String |
Identifies the reference "page" from the rate source. When SettlRateFallbackRateSource(40373) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option
|
FIX.5.0SP2EP161 |
|
|
40656 |
NoUnderlyingNonDeliverableFixingDates |
NumInGroup |
Number of Fixing dates in the repeating group
|
FIX.5.0SP2EP161 |
|
|
40657 |
UnderlyingNonDeliverableFixingDate |
LocalMktDate |
The non-deliverable fixing date unadjusted or adjusted depending on UnderlyingNonDeliverableFixingDateType(40658).
|
FIX.5.0SP2EP161 |
|
|
40658 |
UnderlyingNonDeliverableFixingDateType |
int |
Specifies the type of date (e.g. adjusted for holidays).
|
FIX.5.0SP2EP161 |
|
|
40659 |
NoUnderlyingSettlRateFallbacks |
NumInGroup |
Number of settlement rate fallbacks in the repeating group
|
FIX.5.0SP2EP161 |
|
|
40660 |
UnderlyingSettlRatePostponementMaximumDays |
int |
The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to this method.
|
FIX.5.0SP2EP161 |
|
|
40661 |
UnderlyingPaymentStreamNonDeliverableSettlRateSource |
int |
Identifies the source of rate information.
|
FIX.5.0SP2EP161 |
|
|
40662 |
UnderlyingSettlRatePostponementSurvey |
Boolean |
Indicates whether to request a settlement rate quote from the market.
|
FIX.5.0SP2EP161 |
|
|
40663 |
UnderlyingSettlRatePostponementCalculationAgent |
int |
Used to identify the settlement rate postponement calculation agent.
|
FIX.5.0SP2EP161 |
|
|
40664 |
NoUnderlyingPaymentSchedules |
NumInGroup |
Number of swap schedules in the repeating group
|
FIX.5.0SP2EP161 |
|
|
40665 |
UnderlyingPaymentScheduleType |
int |
Type of schedule.
|
FIX.5.0SP2EP161 |
|
|
40666 |
UnderlyingPaymentScheduleStubType |
int |
Indicates to which stub this schedule applies.
|
FIX.5.0SP2EP161 |
|
|
40667 |
UnderlyingPaymentScheduleStartDateUnadjusted |
LocalMktDate |
The unadjusted date on which the value is adjusted, or calculated if a future value notional for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)), or the start date of a cashflow payment.
|
FIX.5.0SP2EP161 |
|
|
40668 |
UnderlyingPaymentScheduleEndDateUnadjusted |
LocalMktDate |
The unadjusted end date of a cashflow payment.
|
FIX.5.0SP2EP161 |
|
|
40669 |
UnderlyingPaymentSchedulePaySide |
int |
The side of the party paying the step schedule.
|
FIX.5.0SP2EP161 |
|
|
40670 |
UnderlyingPaymentScheduleReceiveSide |
int |
The side of the party receiving the step schedule.
|
FIX.5.0SP2EP161 |
|
|
40671 |
UnderlyingPaymentScheduleNotional |
Amt |
The notional value for this step, or amount of a cashflow payment.
|
FIX.5.0SP2EP161 |
|
|
40672 |
UnderlyingPaymentScheduleCurrency |
Currency |
The currency for this step. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP161 |
|
|
40673 |
UnderlyingPaymentScheduleRate |
Percentage |
The rate value for this step.
|
FIX.5.0SP2EP161 |
|
|
40674 |
UnderlyingPaymentScheduleRateMultiplier |
float |
A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.
|
FIX.5.0SP2EP161 |
|
|
40675 |
UnderlyingPaymentScheduleRateSpread |
PriceOffset |
The spread value for this step.
|
FIX.5.0SP2EP161 |
|
|
40676 |
UnderlyingPaymentScheduleRateSpreadPositionType |
int |
Identifies whether the rate spread is applied to a long or short position.
|
FIX.5.0SP2EP161 |
|
|
40677 |
UnderlyingPaymentScheduleRateTreatment |
int |
Specifies the yield calculation treatment for the step schedule.
|
FIX.5.0SP2EP161 |
|
|
40678 |
UnderlyingPaymentScheduleFixedAmount |
Amt |
The explicit payment amount for this step.
|
FIX.5.0SP2EP161 |
|
|
40679 |
UnderlyingPaymentScheduleFixedCurrency |
Currency |
The currency of the fixed amount. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP161 |
|
|
40680 |
UnderlyingPaymentScheduleStepFrequencyPeriod |
int |
Time unit multiplier for the step frequency.
|
FIX.5.0SP2EP161 |
|
|
40681 |
UnderlyingPaymentScheduleStepFrequencyUnit |
String |
Time unit associated with the step frequency.
|
FIX.5.0SP2EP161 |
|
|
40682 |
UnderlyingPaymentScheduleStepOffsetValue |
Amt |
The explicit amount that the notional changes on each step date. This can be a positive or negative amount.
|
FIX.5.0SP2EP161 |
|
|
40683 |
UnderlyingPaymentScheduleStepRate |
Percentage |
The percentage by which the notional changes on each step date. The percentage is either a percentage applied to the initial notional amount or the previous outstanding notional, depending on the value specified in UnderlyingPaymentScheduleStepRelativeTo(40685). The percentage can be either positive or negative.
|
FIX.5.0SP2EP161 |
|
|
40684 |
UnderlyingPaymentScheduleStepOffsetRate |
Percentage |
The explicit amount that the rate changes on each step date. This can be a positive or negative value.
|
FIX.5.0SP2EP161 |
|
|
40685 |
UnderlyingPaymentScheduleStepRelativeTo |
int |
Specifies whether the UnderlyingPaymentScheduleStepRate(40683) or UnderlyingPaymentScheduleStepOffsetValue(40682) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount.
|
FIX.5.0SP2EP161 |
|
|
40686 |
UnderlyingPaymentScheduleFixingDateUnadjusted |
LocalMktDate |
The unadjusted fixing date.
|
FIX.5.0SP2EP161 |
|
|
40687 |
UnderlyingPaymentScheduleWeight |
float |
Floating rate observation weight for cashflow payment.
|
FIX.5.0SP2EP161 |
|
|
40688 |
UnderlyingPaymentScheduleFixingDateRelativeTo |
int |
Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP161 |
|
|
40689 |
UnderlyingPaymentScheduleFixingDateBusinessDayCnvtn |
int |
The business day convention used to adjust the payment schedule's fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
|
FIX.5.0SP2EP161 |
|
|
40690 |
UnderlyingPaymentScheduleFixingDateBusinessCenter |
String |
The business center calendar used to adjust the payment schedule's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40691 |
UnderlyingPaymentScheduleFixingDateOffsetPeriod |
int |
Time unit multiplier for the relative fixing date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40692 |
UnderlyingPaymentScheduleFixingDateOffsetUnit |
String |
Time unit associated with the relative fixing date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40693 |
UnderlyingPaymentScheduleFixingDateOffsetDayType |
int |
Specifies the day type of the relative fixing date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40694 |
UnderlyingPaymentScheduleFixingDateAdjusted |
LocalMktDate |
The adjusted fixing date.
|
FIX.5.0SP2EP161 |
|
|
40695 |
UnderlyingPaymentScheduleFixingTime |
LocalMktTime |
The fixing time.
|
FIX.5.0SP2EP161 |
|
|
40696 |
UnderlyingPaymentScheduleFixingTimeBusinessCenter |
String |
Business center for determining fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40697 |
UnderlyingPaymentScheduleInterimExchangePaymentDateRelativeTo |
int |
Specifies the anchor date when the interim exchange payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP161 |
|
|
40698 |
UnderlyingPaymentScheduleInterimExchangeDatesBusinessDayConvention |
int |
The business day convention used to adjust the payment schedule's interim exchange date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
|
FIX.5.0SP2EP161 |
|
|
40699 |
UnderlyingPaymentScheduleInterimExchangeDatesBusinessCenter |
String |
The business center calendar used to adjust the payment schedule's interim exchange date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40700 |
UnderlyingPaymentScheduleInterimExchangeDatesOffsetPeriod |
int |
Time unit multiplier for the relative interim exchange date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40701 |
UnderlyingPaymentScheduleInterimExchangeDatesOffsetUnit |
String |
Time unit associated with the relative interim exchange date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40702 |
UnderlyingPaymentScheduleInterimExchangeDatesOffsetDayType |
int |
Specifies the day type of the relative interim exchange date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40703 |
UnderlyingPaymentScheduleInterimExchangeDateAdjusted |
LocalMktDate |
The adjusted interim exchange date.
|
FIX.5.0SP2EP161 |
|
|
40704 |
NoUnderlyingPaymentScheduleRateSources |
NumInGroup |
Number of rate sources in the repeating group
|
FIX.5.0SP2EP161 |
|
|
40705 |
UnderlyingPaymentScheduleRateSource |
int |
Identifies the source of rate information.
|
FIX.5.0SP2EP161 |
|
|
40706 |
UnderlyingPaymentScheduleRateSourceType |
int |
Rate source type.
|
FIX.5.0SP2EP161 |
|
|
40707 |
UnderlyingPaymentScheduleReferencePage |
String |
Identifies the reference “page” from the rate source.
For FX, the reference page to the spot rate to be used for the reference FX spot rate.
When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option
|
FIX.5.0SP2EP161 |
|
|
40708 |
NoUnderlyingPaymentStubs |
NumInGroup |
Number of stubs in the repeating group
|
FIX.5.0SP2EP161 |
|
|
40709 |
UnderlyingPaymentStubType |
int |
Stub type.
|
FIX.5.0SP2EP161 |
|
|
40710 |
UnderlyingPaymentStubLength |
int |
Optional indication whether stub is shorter or longer than the regular swap period.
|
FIX.5.0SP2EP161 |
|
|
40711 |
UnderlyingPaymentStubRate |
Percentage |
The agreed upon fixed rate for this stub.
|
FIX.5.0SP2EP161 |
|
|
40712 |
UnderlyingPaymentStubFixedAmount |
Amt |
A fixed payment amount for the stub.
|
FIX.5.0SP2EP161 |
|
|
40713 |
UnderlyingPaymentStubFixedCurrency |
Currency |
The currency of the fixed payment amount. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP161 |
|
|
40714 |
UnderlyingPaymentStubIndex |
String |
The stub floating rate index.
|
FIX.5.0SP2EP161 |
|
|
40715 |
UnderlyingPaymentStubIndexSource |
int |
The source for the underlying payment stub floating rate index.
|
FIX.5.0SP2EP161 |
|
|
40716 |
UnderlyingPaymentStubIndexCurvePeriod |
int |
Time unit multiplier for the underlying payment stub floating rate index.
|
FIX.5.0SP2EP161 |
|
|
40717 |
UnderlyingPaymentStubIndexCurveUnit |
String |
Time unit associated with the underlying payment stub floating rate index.
|
FIX.5.0SP2EP161 |
|
|
40718 |
UnderlyingPaymentStubIndexRateMultiplier |
float |
A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.
|
FIX.5.0SP2EP161 |
|
|
40719 |
UnderlyingPaymentStubIndexRateSpread |
PriceOffset |
Spread from floating rate index.
|
FIX.5.0SP2EP161 |
|
|
40720 |
UnderlyingPaymentStubIndexRateSpreadPositionType |
int |
Identifies whether the rate spread is applied to a long or short position.
|
FIX.5.0SP2EP161 |
|
|
40721 |
UnderlyingPaymentStubIndexRateTreatment |
int |
Specifies the yield calculation treatment for the stub index.
|
FIX.5.0SP2EP161 |
|
|
40722 |
UnderlyingPaymentStubIndexCapRate |
Percentage |
The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.
|
FIX.5.0SP2EP161 |
|
|
40723 |
UnderlyingPaymentStubIndexCapRateBuySide |
int |
Reference to the buyer of the cap rate option through its trade side.
|
FIX.5.0SP2EP161 |
|
|
40724 |
UnderlyingPaymentStubIndexCapRateSellSide |
int |
Reference to the seller of the cap rate option through its trade side.
|
FIX.5.0SP2EP161 |
|
|
40725 |
UnderlyingPaymentStubIndexFloorRate |
Percentage |
The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05.
|
FIX.5.0SP2EP161 |
|
|
40726 |
UnderlyingPaymentStubIndexFloorRateBuySide |
int |
Reference to the buyer of the floor rate option through its trade side.
|
FIX.5.0SP2EP161 |
|
|
40727 |
UnderlyingPaymentStubIndexFloorRateSellSide |
int |
Reference to the seller of the floor rate option through its trade side.
|
FIX.5.0SP2EP161 |
|
|
40728 |
UnderlyingPaymentStubIndex2 |
String |
The second stub floating rate index.
|
FIX.5.0SP2EP161 |
|
|
40729 |
UnderlyingPaymentStubIndex2Source |
int |
The source of the second stub floating rate index.
|
FIX.5.0SP2EP161 |
|
|
40730 |
UnderlyingPaymentStubIndex2CurvePeriod |
int |
Secondary time unit multiplier for the stub floating rate index curve.
|
FIX.5.0SP2EP161 |
|
|
40731 |
UnderlyingPaymentStubIndex2CurveUnit |
String |
Secondary time unit associated with the stub floating rate index curve.
|
FIX.5.0SP2EP161 |
|
|
40732 |
UnderlyingPaymentStubIndex2RateMultiplier |
float |
A rate multiplier to apply to the second floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.
|
FIX.5.0SP2EP161 |
|
|
40733 |
UnderlyingPaymentStubIndex2RateSpread |
PriceOffset |
Spread from the second floating rate index.
|
FIX.5.0SP2EP161 |
|
|
40734 |
UnderlyingPaymentStubIndex2RateSpreadPositionType |
int |
Identifies whether the rate spread is applied to a long or short position.
|
FIX.5.0SP2EP161 |
|
|
40735 |
UnderlyingPaymentStubIndex2RateTreatment |
int |
Specifies the yield calculation treatment for the second stub index.
|
FIX.5.0SP2EP161 |
|
|
40736 |
UnderlyingPaymentStubIndex2CapRate |
Percentage |
The cap rate, if any, which applies to the second floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.
|
FIX.5.0SP2EP161 |
|
|
40737 |
UnderlyingPaymentStubIndex2FloorRate |
Percentage |
The floor rate, if any, which applies to the second floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05.
|
FIX.5.0SP2EP161 |
|
|
40738 |
PaymentStreamType |
int |
Identifies the type of payment stream associated with the swap.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Periodic |
Periodic (default) |
FIX.5.0SP2EP161 |
|
|
1 |
Initial |
Initial |
FIX.5.0SP2EP161 |
|
|
2 |
Single |
Single |
FIX.5.0SP2EP161 |
|
|
3 |
Dividend |
Dividend |
FIX.5.0SP2EP208 |
|
|
4 |
Interest |
Interest |
FIX.5.0SP2EP208 |
|
|
5 |
DividendReturn |
Dividend return |
FIX.5.0SP2EP208 |
|
|
6 |
PriceReturn |
Price return |
FIX.5.0SP2EP208 |
|
|
7 |
TotalReturn |
Total return |
FIX.5.0SP2EP208 |
|
|
8 |
Variance |
Variance |
FIX.5.0SP2EP208 |
|
|
9 |
Correlation |
Correlation |
FIX.5.0SP2EP208 |
|
|
|
FIX.5.0SP2EP161 |
|
|
40739 |
PaymentStreamMarketRate |
int |
Used only for credit index trade. This contains the credit spread ("fair value") at which the trade was executed. The market rate varies over the life of the index depending on market conditions. This is the price of the index as quoted by trading desks.
|
FIX.5.0SP2EP161 |
|
|
40740 |
PaymentStreamDelayIndicator |
Boolean |
Applicable to credit default swaps on mortgage backed securities to specify whether payment delays are applicable to the fixed amount. Residential mortgage backed securities typically have a payment delay of 5 days between the coupon date of the reference obligation and the payment date of the synthetic swap. Commercial mortgage backed securities do not typically have a payment delay, with both payment dates (the coupon date of the reference obligation and the payment date of the synthetic swap) being on the 25th of each month.
|
FIX.5.0SP2EP161 |
|
|
40741 |
PaymentStreamSettlCurrency |
Currency |
Specifies the currency that the stream settles in (to support swaps that settle in a currency different from the notional currency). Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP161 |
|
|
40742 |
PaymentStreamDayCount |
int |
The day count convention used in the payment stream calculations.
|
FIX.5.0SP2EP161 |
|
|
40743 |
PaymentStreamAccrualDays |
int |
The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction.
|
FIX.5.0SP2EP161 |
|
|
40744 |
PaymentStreamDiscountType |
int |
The method of calculating discounted payment amounts
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Standard |
Standard |
FIX.5.0SP2EP161 |
|
|
1 |
FRA |
Forward Rate Agreement (FRA) |
FIX.5.0SP2EP161 |
FIX.5.0SP2EP169 |
|
|
FIX.5.0SP2EP161 |
|
|
40745 |
PaymentStreamDiscountRate |
Percentage |
Discount rate. The rate is expressed in decimal, e.g. 5% is expressed as 0.05.
|
FIX.5.0SP2EP161 |
|
|
40746 |
PaymentStreamDiscountRateDayCount |
int |
The day count convention applied to the PaymentStreamDiscountRate(40745).
|
FIX.5.0SP2EP161 |
|
|
40747 |
PaymentStreamCompoundingMethod |
int |
Compounding method.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
None |
None |
FIX.5.0SP2EP161 |
|
|
1 |
Flat |
Flat |
FIX.5.0SP2EP161 |
|
|
2 |
Straight |
Straight |
FIX.5.0SP2EP161 |
|
|
3 |
SpreadExclusive |
Spread exclusive |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
|
|
40748 |
PaymentStreamInitialPrincipalExchangeIndicator |
Boolean |
Indicates whether there is an initial exchange of principal on the effective date.
|
FIX.5.0SP2EP161 |
|
|
40749 |
PaymentStreamInterimPrincipalExchangeIndicator |
Boolean |
Indicates whether there are intermediate or interim exchanges of principal during the term of the swap.
|
FIX.5.0SP2EP161 |
|
|
40750 |
PaymentStreamFinalPrincipalExchangeIndicator |
Boolean |
Indicates whether there is a final exchange of principal on the termination date.
|
FIX.5.0SP2EP161 |
|
|
40751 |
PaymentStreamPaymentDateBusinessDayConvention |
int |
The business day convention used to adjust the payment stream's payment date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
|
FIX.5.0SP2EP161 |
|
|
40752 |
PaymentStreamPaymentDateBusinessCenter |
String |
The business center calendar used to adjust the payment stream's payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40753 |
PaymentStreamPaymentFrequencyPeriod |
int |
Time unit multiplier for the frequency of payments.
|
FIX.5.0SP2EP161 |
|
|
40754 |
PaymentStreamPaymentFrequencyUnit |
String |
Time unit associated with the frequency of payments.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
D |
Day |
Day |
FIX.5.0SP2EP161 |
|
|
Wk |
Week |
Week |
FIX.5.0SP2EP161 |
|
|
Mo |
Month |
Month |
FIX.5.0SP2EP161 |
|
|
Yr |
Year |
Year |
FIX.5.0SP2EP161 |
|
|
T |
Term |
Term |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
|
|
40755 |
PaymentStreamPaymentRollConvention |
String |
The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the DateAdjustment component within the Instrument component.
|
FIX.5.0SP2EP161 |
|
|
40756 |
PaymentStreamFirstPaymentDateUnadjusted |
LocalMktDate |
The unadjusted first payment date.
|
FIX.5.0SP2EP161 |
|
|
40757 |
PaymentStreamLastRegularPaymentDateUnadjusted |
LocalMktDate |
The unadjusted last regular payment date.
|
FIX.5.0SP2EP161 |
|
|
40758 |
PaymentStreamPaymentDateRelativeTo |
int |
Specifies the anchor date when payment dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP161 |
|
|
40759 |
PaymentStreamPaymentDateOffsetPeriod |
int |
Time unit multiplier for the relative payment date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40760 |
PaymentStreamPaymentDateOffsetUnit |
String |
Time unit multiplier for the relative initial fixing date offset.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
D |
Day |
Day |
FIX.5.0SP2EP161 |
|
|
Wk |
Week |
Week |
FIX.5.0SP2EP161 |
|
|
Mo |
Month |
Month |
FIX.5.0SP2EP161 |
|
|
Yr |
Year |
Year |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40761 |
PaymentStreamResetDateRelativeTo |
int |
Specifies the anchor date when the reset dates are relative to an anchor date. If the reset frequency is specified as daily this element must not be included. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP161 |
|
|
40762 |
PaymentStreamResetDateBusinessDayConvention |
int |
The business day convention used to adjust the payment stream's reset date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
|
FIX.5.0SP2EP161 |
|
|
40763 |
PaymentStreamResetDateBusinessCenter |
String |
The business center calendar used to adjust the payment stream's reset date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40764 |
PaymentStreamResetFrequencyPeriod |
int |
Time unit multiplier for the frequency of resets.
|
FIX.5.0SP2EP161 |
|
|
40765 |
PaymentStreamResetFrequencyUnit |
String |
Time unit associated with the frequency of resets.
|
FIX.5.0SP2EP161 |
|
|
40766 |
PaymentStreamResetWeeklyRollConvention |
String |
Used to specify the day of the week in which the reset occurs for payments that reset on a weekly basis.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
MON |
Monday |
Monday |
FIX.5.0SP2EP161 |
|
|
TUE |
Tuesday |
Tuesday |
FIX.5.0SP2EP161 |
|
|
WED |
Wednesday |
Wednesday |
FIX.5.0SP2EP161 |
|
|
THU |
Thursday |
Thursday |
FIX.5.0SP2EP161 |
|
|
FRI |
Friday |
Friday |
FIX.5.0SP2EP161 |
|
|
SAT |
Saturday |
Saturday |
FIX.5.0SP2EP161 |
|
|
SUN |
Sunday |
Sunday |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
|
|
40767 |
PaymentStreamInitialFixingDateRelativeTo |
int |
Specifies the anchor date when the initial fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP161 |
|
|
40768 |
PaymentStreamInitialFixingDateBusinessDayConvention |
int |
The business day convention used to adjust the payment stream's initial fixing date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
|
FIX.5.0SP2EP161 |
|
|
40769 |
PaymentStreamInitialFixingDateBusinessCenter |
String |
The business center calendar used to adjust the payment stream's initial fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40770 |
PaymentStreamInitialFixingDateOffsetPeriod |
int |
Time unit multiplier for the relative initial fixing date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40771 |
PaymentStreamInitialFixingDateOffsetUnit |
String |
Time unit associated with the relative initial fixing date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40772 |
PaymentStreamInitialFixingDateOffsetDayType |
int |
Specifies the day type of the relative initial fixing date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40773 |
PaymentStreamInitialFixingDateAdjusted |
LocalMktDate |
The adjusted initial fixing date.
|
FIX.5.0SP2EP161 |
|
|
40774 |
PaymentStreamFixingDateRelativeTo |
int |
Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP161 |
|
|
40775 |
PaymentStreamFixingDateBusinessDayConvention |
int |
The business day convention used to adjust the payment stream's fixing date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
|
FIX.5.0SP2EP161 |
|
|
40776 |
PaymentStreamFixingDateBusinessCenter |
String |
The business center calendar used to adjust the payment stream's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40777 |
PaymentStreamFixingDateOffsetPeriod |
int |
Time unit multiplier for the relative fixing date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40778 |
PaymentStreamFixingDateOffsetUnit |
String |
Time unit associated with the relative fixing date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40779 |
PaymentStreamFixingDateOffsetDayType |
int |
Specifies the day type of the relative fixing date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40780 |
PaymentStreamFixingDateAdjusted |
LocalMktDate |
The adjusted fixing date.
|
FIX.5.0SP2EP161 |
|
|
40781 |
PaymentStreamRateCutoffDateOffsetPeriod |
int |
Time unit multiplier for the relative rate cut-off date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40782 |
PaymentStreamRateCutoffDateOffsetUnit |
String |
Time unit associated with the relative rate cut-off date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40783 |
PaymentStreamRateCutoffDateOffsetDayType |
int |
Specifies the day type of the relative rate cut-off date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40784 |
PaymentStreamRate |
Percentage |
The rate applicable to the fixed rate payment stream.
|
FIX.5.0SP2EP161 |
|
|
40785 |
PaymentStreamFixedAmount |
Amt |
The payment stream's fixed payment amount. In CDS an alternative to PaymentStreamRate(40784).
|
FIX.5.0SP2EP161 |
|
|
40786 |
PaymentStreamRateOrAmountCurrency |
Currency |
Specifies the currency in which PaymentStreamFixedAmount(40785) or PaymentStreamRate(40784) is denominated. Uses ISO 4271 currency codes.
|
FIX.5.0SP2EP161 |
|
|
40787 |
PaymentStreamFutureValueNotional |
Amt |
The future value notional is normally only required for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)). The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency is the same as the stream notional.
|
FIX.5.0SP2EP161 |
|
|
40788 |
PaymentStreamFutureValueDateAdjusted |
LocalMktDate |
The adjusted value date of the future value amount.
|
FIX.5.0SP2EP161 |
|
|
40789 |
PaymentStreamRateIndex |
String |
The payment stream floating rate index.
|
FIX.5.0SP2EP161 |
|
|
40790 |
PaymentStreamRateIndexSource |
int |
The source of the payment stream floating rate index.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Bloomberg |
Bloomberg |
FIX.5.0SP2EP161 |
|
|
1 |
Reuters |
Reuters |
FIX.5.0SP2EP161 |
|
|
2 |
Telerate |
Telerate |
FIX.5.0SP2EP161 |
|
|
99 |
Other |
Other |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
|
|
40791 |
PaymentStreamRateIndexCurveUnit |
String |
Time unit associated with the floating rate index.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
D |
Day |
Day |
FIX.5.0SP2EP161 |
|
|
Wk |
Week |
Week |
FIX.5.0SP2EP161 |
|
|
Mo |
Month |
Month |
FIX.5.0SP2EP161 |
|
|
Yr |
Year |
Year |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
|
|
40792 |
PaymentStreamRateIndexCurvePeriod |
int |
Time unit multiplier for the floating rate index.
|
FIX.5.0SP2EP161 |
|
|
40793 |
PaymentStreamRateMultiplier |
float |
A rate multiplier to apply to the floating rate. A multiplier schedule is expressed as explicit multipliers and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in the calculationPeriodDatesAdjustments. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.
|
FIX.5.0SP2EP161 |
|
|
40794 |
PaymentStreamRateSpread |
PriceOffset |
Spread from floating rate index.
|
FIX.5.0SP2EP161 |
|
|
40795 |
PaymentStreamRateSpreadPositionType |
int |
Identifies whether the rate spread is applied to a long or short position.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Short |
Short |
FIX.5.0SP2EP161 |
|
|
1 |
Long |
Long |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
|
|
40796 |
PaymentStreamRateTreatment |
int |
Specifies the yield calculation treatment for the index.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
BondEquivalentYield |
Bond equivalent yield |
FIX.5.0SP2EP161 |
|
|
1 |
MoneyMarketYield |
Money market yield |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
|
|
40797 |
PaymentStreamCapRate |
Percentage |
The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.
|
FIX.5.0SP2EP161 |
|
|
40798 |
PaymentStreamCapRateBuySide |
int |
Reference to the buyer of the cap rate option through its trade side.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Buyer |
Buyer of the trade |
FIX.5.0SP2EP161 |
|
|
2 |
Seller |
Seller of the trade |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
|
|
40799 |
PaymentStreamCapRateSellSide |
int |
Reference to the seller of the cap rate option through its trade side.
|
FIX.5.0SP2EP161 |
|
|
40800 |
PaymentStreamFloorRate |
Percentage |
The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05.
|
FIX.5.0SP2EP161 |
|
|
40801 |
PaymentStreamFloorRateBuySide |
int |
Reference to the buyer of the floor rate option through its trade side.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Buyer |
Buyer of the trade |
FIX.5.0SP2EP161 |
|
|
2 |
Seller |
Seller of the trade |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
|
|
40802 |
PaymentStreamFloorRateSellSide |
int |
Reference to the seller of the floor rate option through its trade side.
|
FIX.5.0SP2EP161 |
|
|
40803 |
PaymentStreamInitialRate |
Percentage |
The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. An initial rate of 5% would be represented as 0.05.
|
FIX.5.0SP2EP161 |
|
|
40804 |
PaymentStreamFinalRateRoundingDirection |
char |
Specifies the rounding direction.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40805 |
PaymentStreamFinalRatePrecision |
int |
Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7.
|
FIX.5.0SP2EP161 |
|
|
40806 |
PaymentStreamAveragingMethod |
int |
When rate averaging is applicable, used to specify whether a weighted or unweighted average calculation method is to be used.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Unweighted |
Unweighted |
FIX.5.0SP2EP161 |
|
|
1 |
Weighted |
Weighted |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
|
|
40807 |
PaymentStreamNegativeRateTreatment |
int |
The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
ZeroInterestRateMethod |
Zero interest rate method |
FIX.5.0SP2EP161 |
|
|
1 |
NegativeInterestRateMethod |
Negative interest rate method |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
|
|
40808 |
PaymentStreamInflationLagPeriod |
int |
Time unit multiplier for the inflation lag period. The lag period is the offsetting period from the payment date which determines the reference period for which the inflation index is observed.
|
FIX.5.0SP2EP161 |
|
|
40809 |
PaymentStreamInflationLagUnit |
String |
Time unit associated with the inflation lag period.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
D |
Day |
Day |
FIX.5.0SP2EP161 |
|
|
Wk |
Week |
Week |
FIX.5.0SP2EP161 |
|
|
Mo |
Month |
Month |
FIX.5.0SP2EP161 |
|
|
Yr |
Year |
Year |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
|
|
40810 |
PaymentStreamInflationLagDayType |
int |
The inflation lag period day type.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Business |
Business |
FIX.5.0SP2EP161 |
|
|
1 |
Calendar |
Calendar |
FIX.5.0SP2EP161 |
|
|
2 |
CommodityBusiness |
Commodity business |
FIX.5.0SP2EP161 |
|
|
3 |
CurrencyBusiness |
Currency business |
FIX.5.0SP2EP161 |
|
|
4 |
ExchangeBusiness |
Exchange business |
FIX.5.0SP2EP161 |
|
|
5 |
ScheduledTradingDay |
Scheduled trading day |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
|
|
40811 |
PaymentStreamInflationInterpolationMethod |
int |
The method used when calculating the Inflation Index Level from multiple points - the most common is Linear.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
None |
None |
FIX.5.0SP2EP161 |
|
|
1 |
LinearZeroYield |
Linear zero yield |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
|
|
40812 |
PaymentStreamInflationIndexSource |
int |
The inflation index reference source.
|
FIX.5.0SP2EP161 |
|
|
40813 |
PaymentStreamInflationPublicationSource |
String |
The current main publication source such as relevant web site or a government body.
|
FIX.5.0SP2EP161 |
|
|
40814 |
PaymentStreamInflationInitialIndexLevel |
float |
Initial known index level for the first calculation period.
|
FIX.5.0SP2EP161 |
|
|
40815 |
PaymentStreamInflationFallbackBondApplicable |
Boolean |
Indicates whether a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8, is applicable or not. If not specified, the default value is "Y" (True/Yes).
|
FIX.5.0SP2EP161 |
|
|
40816 |
PaymentStreamFRADiscounting |
int |
The method of Forward Rate Agreement (FRA) discounting, if any, that will apply.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
None |
None |
FIX.5.0SP2EP161 |
|
|
1 |
ISDA |
International Swaps and Derivatives Association (ISDA) |
FIX.5.0SP2EP161 |
|
|
2 |
AFMA |
Australian Financial Markets Association (AFMA) |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP169 |
|
40817 |
PaymentStreamNonDeliverableRefCurrency |
Currency |
The non-deliverable settlement reference currency. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP161 |
|
|
40818 |
PaymentStreamNonDeliverableFixingDatesBusinessDayConvention |
int |
The business day convention used to adjust the payment stream's fixing date for the non-deliverable settlement terms. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component
|
FIX.5.0SP2EP161 |
|
|
40819 |
PaymentStreamNonDeliverableFixingDatesBusinessCenter |
String |
The business center calendar used to adjust the payment stream's fixing date for the non-deliverable terms, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40820 |
PaymentStreamNonDeliverableFixingDatesRelativeTo |
int |
Specifies the anchor date when the non-deliverable fixing dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP161 |
|
|
40821 |
PaymentStreamNonDeliverableFixingDatesOffsetPeriod |
int |
Time unit multiplier for the relative non-deliverable fixing date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40822 |
PaymentStreamNonDeliverableFixingDatesOffsetUnit |
String |
Time unit associated with the relative non-deliverable fixing date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40823 |
PaymentStreamNonDeliverableFixingDatesOffsetDayType |
int |
Specifies the day type of the relative non-deliverable fixing date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40824 |
UnderlyingPaymentStreamNonDeliverableSettlReferencePage |
String |
Identifies the reference "page" from the rate source. When UnderlyingPaymentStreamNonDeliverableSettlRateSource(40661) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option
|
FIX.5.0SP2EP161 |
|
|
40825 |
NoNonDeliverableFixingDates |
NumInGroup |
Number of Fixing dates in the repeating group
|
FIX.5.0SP2EP161 |
|
|
40826 |
NonDeliverableFixingDate |
LocalMktDate |
Non-deliverable fixing date unadjusted or adjusted depending on NonDeliverableFixingDateType(40827).
|
FIX.5.0SP2EP161 |
|
|
40827 |
NonDeliverableFixingDateType |
int |
Specifies the type of date (e.g. adjusted for holidays).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Unadjusted |
Unadjusted |
FIX.5.0SP2EP161 |
|
|
1 |
Adjusted |
Adjusted |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
|
|
40828 |
NoPaymentSchedules |
NumInGroup |
Number of swap schedules in the repeating group
|
FIX.5.0SP2EP161 |
|
|
40829 |
PaymentScheduleType |
int |
Type of schedule.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Notional |
Notional |
FIX.5.0SP2EP161 |
|
|
1 |
CashFlow |
Cash flow |
FIX.5.0SP2EP161 |
|
|
2 |
FXLinkedNotional |
FX linked notional |
FIX.5.0SP2EP161 |
|
|
3 |
FixedRate |
Fixed rate |
FIX.5.0SP2EP161 |
|
|
4 |
FutureValueNotional |
Future value notional |
FIX.5.0SP2EP161 |
|
|
5 |
KnownAmount |
Known amount |
FIX.5.0SP2EP161 |
|
|
6 |
FloatingRateMultiplier |
Floating rate multiplier |
FIX.5.0SP2EP161 |
|
|
7 |
Spread |
Spread |
FIX.5.0SP2EP161 |
|
|
8 |
CapRate |
Cap rate |
FIX.5.0SP2EP161 |
|
|
9 |
FloorRate |
Floor rate |
FIX.5.0SP2EP161 |
|
|
10 |
NonDeliverableSettlPaymentDates |
Non-deliverable settlement payment dates |
FIX.5.0SP2EP161 |
|
|
11 |
NonDeliverableSettlCalculationDates |
Non-deliverable settlement calculation dates |
FIX.5.0SP2EP161 |
|
|
12 |
NonDeliverableFXFixingDates |
Non-deliverable fixing dates. |
FIX.5.0SP2EP161 |
|
|
13 |
SettlPeriodNotnl |
Settlement period notional |
FIX.5.0SP2EP169 |
|
|
14 |
SettlPeriodPx |
Settlement period price |
FIX.5.0SP2EP169 |
|
|
15 |
CalcPeriod |
Calculation period |
FIX.5.0SP2EP169 |
|
|
16 |
DividendAccrualRateMultiplier |
Dividend accrual rate multiplier |
FIX.5.0SP2EP208 |
|
|
17 |
DividendAccrualRateSpread |
Dividend accrual rate spread |
FIX.5.0SP2EP208 |
|
|
18 |
DividendAccrualCapRate |
Dividend accrual cap rate |
FIX.5.0SP2EP208 |
|
|
19 |
DividendAccrualFloorRate |
Dividend accrual floor rate |
FIX.5.0SP2EP208 |
|
|
20 |
CompoundingRateMultiplier |
Compounding rate multiplier |
FIX.5.0SP2EP208 |
|
|
21 |
CompoundingRateSpread |
Compounding rate spread |
FIX.5.0SP2EP208 |
|
|
22 |
CompoundingCapRate |
Compounding cap rate |
FIX.5.0SP2EP208 |
|
|
23 |
CompoundingFloorRate |
Compounding floor rate |
FIX.5.0SP2EP208 |
|
|
|
FIX.5.0SP2EP161 |
|
|
40830 |
PaymentScheduleStubType |
int |
Indicates to which stub this schedule applies.
|
FIX.5.0SP2EP161 |
|
|
40831 |
PaymentScheduleStartDateUnadjusted |
LocalMktDate |
The date on which the value is adjusted, or calculated if a future value notional for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)), or the start date of a cashflow payment.
|
FIX.5.0SP2EP161 |
|
|
40832 |
PaymentScheduleEndDateUnadjusted |
LocalMktDate |
The unadjusted end date of a cash flow payment.
|
FIX.5.0SP2EP161 |
|
|
40833 |
PaymentSchedulePaySide |
int |
The side of the party paying the step schedule.
|
FIX.5.0SP2EP161 |
|
|
40834 |
PaymentScheduleReceiveSide |
int |
The side of the party receiving the stepf schedule.
|
FIX.5.0SP2EP161 |
|
|
40835 |
PaymentScheduleNotional |
Amt |
The notional value for this step, or amount of a cashflow payment.
|
FIX.5.0SP2EP161 |
|
|
40836 |
PaymentScheduleCurrency |
Currency |
The currency for this step. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP161 |
|
|
40837 |
PaymentScheduleRate |
Percentage |
The rate value for this step schedule.
|
FIX.5.0SP2EP161 |
|
|
40838 |
PaymentScheduleRateMultiplier |
float |
A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.
|
FIX.5.0SP2EP161 |
|
|
40839 |
PaymentScheduleRateSpread |
PriceOffset |
The spread value for this step schedule.
|
FIX.5.0SP2EP161 |
|
|
40840 |
PaymentScheduleRateSpreadPositionType |
int |
Identifies whether the rate spread is applied to a long or short position.
|
FIX.5.0SP2EP161 |
|
|
40841 |
PaymentScheduleRateTreatment |
int |
Specifies the yield calculation treatment for the step schedule.
|
FIX.5.0SP2EP161 |
|
|
40842 |
PaymentScheduleFixedAmount |
Amt |
The explicit payment amount for this step schedule.
|
FIX.5.0SP2EP161 |
|
|
40843 |
PaymentScheduleFixedCurrency |
Currency |
The currency of the fixed amount. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP161 |
|
|
40844 |
PaymentScheduleStepFrequencyPeriod |
int |
Time unit multiplier for the step frequency.
|
FIX.5.0SP2EP161 |
|
|
40845 |
PaymentScheduleStepFrequencyUnit |
String |
Time unit associated with the step frequency.
|
FIX.5.0SP2EP161 |
|
|
40846 |
PaymentScheduleStepOffsetValue |
Amt |
The explicit amount that the notional changes on each step date. This can be a positive or negative amount.
|
FIX.5.0SP2EP161 |
|
|
40847 |
PaymentScheduleStepRate |
Percentage |
The percentage by which the notional changes on each step date. The percentage is either a percentage applied to the initial notional amount or the previous outstanding notional, depending on the value specified in PaymentScheduleStepRelativeTo(40849). The percentage can be either positive or negative.
|
FIX.5.0SP2EP161 |
|
|
40848 |
PaymentScheduleStepOffsetRate |
Percentage |
The explicit amount that the rate changes on each step date. This can be a positive or negative value.
|
FIX.5.0SP2EP161 |
|
|
40849 |
PaymentScheduleStepRelativeTo |
int |
Specifies whether the PaymentScheduleStepRate(40847) or PaymentScheduleStepOffsetValue(40846) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Initial |
Initial |
FIX.5.0SP2EP161 |
|
|
1 |
Previous |
Previous |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
|
|
40850 |
PaymentScheduleFixingDateUnadjusted |
LocalMktDate |
The unadjusted fixing date.
|
FIX.5.0SP2EP161 |
|
|
40851 |
PaymentScheduleWeight |
float |
Floating rate observation weight for cashflow payment.
|
FIX.5.0SP2EP161 |
|
|
40852 |
PaymentScheduleFixingDateRelativeTo |
int |
Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP161 |
|
|
40853 |
PaymentScheduleFixingDateBusinessDayConvention |
int |
The business day convention used to adjust the payment schedule's fixing date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
|
FIX.5.0SP2EP161 |
|
|
40854 |
PaymentScheduleFixingDateBusinessCenter |
String |
The business center calendar used to adjust the payment schedule's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40855 |
PaymentScheduleFixingDateOffsetPeriod |
int |
Time unit multiplier for the relative fixing date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40856 |
PaymentScheduleFixingDateOffsetUnit |
String |
Time unit associated with the relative fixing date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40857 |
PaymentScheduleFixingDateOffsetDayType |
int |
Specifies the day type of the relative fixing date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40858 |
PaymentScheduleFixingDateAdjusted |
LocalMktDate |
The adjusted fixing date.
|
FIX.5.0SP2EP161 |
|
|
40859 |
PaymentScheduleFixingTime |
LocalMktTime |
The fixing time associated with the step schedule.
|
FIX.5.0SP2EP161 |
|
|
40860 |
PaymentScheduleFixingTimeBusinessCenter |
String |
Business center for determining fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40861 |
PaymentScheduleInterimExchangePaymentDateRelativeTo |
int |
Specifies the anchor date when the interim exchange payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP161 |
|
|
40862 |
PaymentScheduleInterimExchangeDatesBusinessDayConvention |
int |
The business day convention used to adjust the payment schedule's interim exchange date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
|
FIX.5.0SP2EP161 |
|
|
40863 |
PaymentScheduleInterimExchangeDatesBusinessCenter |
String |
The business center calendar used to adjust the payment schedule's interim exchange date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40864 |
PaymentScheduleInterimExchangeDatesOffsetPeriod |
int |
Time unit multiplier for the relative interim exchange date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40865 |
PaymentScheduleInterimExchangeDatesOffsetUnit |
String |
Time unit associated with the relative interim exchange date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40866 |
PaymentScheduleInterimExchangeDatesOffsetDayType |
int |
Specifies the day type of the relative interim exchange date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40867 |
PaymentScheduleInterimExchangeDateAdjusted |
LocalMktDate |
The adjusted interim exchange date.
|
FIX.5.0SP2EP161 |
|
|
40868 |
NoPaymentScheduleRateSources |
NumInGroup |
Number of swap schedule rate sources.
|
FIX.5.0SP2EP161 |
|
|
40869 |
PaymentScheduleRateSource |
int |
Identifies the source of rate information.
|
FIX.5.0SP2EP161 |
|
|
40870 |
PaymentScheduleRateSourceType |
int |
Rate source type.
|
FIX.5.0SP2EP161 |
|
|
40871 |
PaymentScheduleReferencePage |
String |
Identifies the reference “page” from the rate source.
For FX, the reference page to the spot rate to be used for the reference FX spot rate.
When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option
|
FIX.5.0SP2EP161 |
|
|
40872 |
NoPaymentStubs |
NumInGroup |
Number of stubs in the repeating group
|
FIX.5.0SP2EP161 |
|
|
40873 |
PaymentStubType |
int |
Stub type.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Initial |
Initial |
FIX.5.0SP2EP161 |
|
|
1 |
Final |
Final |
FIX.5.0SP2EP161 |
|
|
2 |
CompoundingInitial |
Compounding initial |
FIX.5.0SP2EP208 |
|
|
3 |
CompoundingFinal |
Compounding final |
FIX.5.0SP2EP208 |
|
|
|
FIX.5.0SP2EP161 |
|
|
40874 |
PaymentStubLength |
int |
Optional indication whether stub is shorter or longer than the regular swap period.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Short |
Short |
FIX.5.0SP2EP161 |
|
|
1 |
Long |
Long |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
|
|
40875 |
PaymentStubRate |
Percentage |
The agreed upon fixed rate for this stub.
|
FIX.5.0SP2EP161 |
|
|
40876 |
PaymentStubFixedAmount |
Amt |
A fixed payment amount for the stub.
|
FIX.5.0SP2EP161 |
|
|
40877 |
PaymentStubFixedCurrency |
Currency |
The currency of the fixed payment amount. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP161 |
|
|
40878 |
PaymentStubIndex |
String |
The stub floating rate index.
|
FIX.5.0SP2EP161 |
|
|
40879 |
PaymentStubIndexSource |
int |
The source of the stub floating rate index.
|
FIX.5.0SP2EP161 |
|
|
40880 |
PaymentStubIndexCurvePeriod |
int |
Time unit multiplier for the stub floating rate index.
|
FIX.5.0SP2EP161 |
|
|
40881 |
PaymentStubIndexCurveUnit |
String |
Time unit associated with the stub floating rate index.
|
FIX.5.0SP2EP161 |
|
|
40882 |
PaymentStubIndexRateMultiplier |
float |
A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.
|
FIX.5.0SP2EP161 |
|
|
40883 |
PaymentStubIndexRateSpread |
PriceOffset |
Spread from floating rate index.
|
FIX.5.0SP2EP161 |
|
|
40884 |
PaymentStubIndexRateSpreadPositionType |
int |
Identifies whether the rate spread is applied to a long or short position.
|
FIX.5.0SP2EP161 |
|
|
40885 |
PaymentStubIndexRateTreatment |
int |
Specifies the yield calculation treatment for the payment stub index.
|
FIX.5.0SP2EP161 |
|
|
40886 |
PaymentStubIndexCapRate |
Percentage |
The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.
|
FIX.5.0SP2EP161 |
|
|
40887 |
PaymentStubIndexCapRateBuySide |
int |
Reference to the buyer of the cap rate option through its trade side.
|
FIX.5.0SP2EP161 |
|
|
40888 |
PaymentStubIndexCapRateSellSide |
int |
Reference to the seller of the cap rate option through its trade side.
|
FIX.5.0SP2EP161 |
|
|
40889 |
PaymentStubIndexFloorRate |
Percentage |
The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05.
|
FIX.5.0SP2EP161 |
|
|
40890 |
PaymentStubIndexFloorRateBuySide |
int |
Reference to the buyer of the floor rate option through its trade side.
|
FIX.5.0SP2EP161 |
|
|
40891 |
PaymentStubIndexFloorRateSellSide |
int |
Reference to the seller of the floor rate option through its trade side.
|
FIX.5.0SP2EP161 |
|
|
40892 |
PaymentStubIndex2 |
String |
The second stub floating rate index.
|
FIX.5.0SP2EP161 |
|
|
40893 |
PaymentStubIndex2Source |
int |
The source of the second stub floating rate index.
|
FIX.5.0SP2EP161 |
|
|
40894 |
PaymentStubIndex2CurvePeriod |
int |
Secondary time unit multiplier for the stub floating rate index curve.
|
FIX.5.0SP2EP161 |
|
|
40895 |
PaymentStubIndex2CurveUnit |
String |
Secondary time unit associated with the stub floating rate index curve.
|
FIX.5.0SP2EP161 |
|
|
40896 |
PaymentStubIndex2RateMultiplier |
float |
A rate multiplier to apply to the second floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.
|
FIX.5.0SP2EP161 |
|
|
40897 |
PaymentStubIndex2RateSpread |
PriceOffset |
Spread from the second floating rate index.
|
FIX.5.0SP2EP161 |
|
|
40898 |
PaymentStubIndex2RateSpreadPositionType |
int |
Identifies whether the rate spread is applied to a long or short position.
|
FIX.5.0SP2EP161 |
|
|
40899 |
PaymentStubIndex2RateTreatment |
int |
Specifies the yield calculation treatment for the second stub index.
|
FIX.5.0SP2EP161 |
|
|
40900 |
PaymentStubIndex2CapRate |
Percentage |
The cap rate, if any, which applies to the second floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.
|
FIX.5.0SP2EP161 |
|
|
40901 |
PaymentStubIndex2FloorRate |
Percentage |
The floor rate, if any, which applies to the second floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05.
|
FIX.5.0SP2EP161 |
|
|
40902 |
NoLegSettlRateFallbacks |
NumInGroup |
Number of settlement rate fallbacks in the repeating group
|
FIX.5.0SP2EP161 |
|
|
40903 |
LegSettlRatePostponementMaximumDays |
int |
The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to this method.
|
FIX.5.0SP2EP161 |
|
|
40904 |
UnderlyingSettlRateFallbackRateSource |
int |
Identifies the source of rate information.
|
FIX.5.0SP2EP161 |
|
|
40905 |
LegSettlRatePostponementSurvey |
Boolean |
Indicates whether to request a settlement rate quote from the market.
|
FIX.5.0SP2EP161 |
|
|
40906 |
LegSettlRatePostponementCalculationAgent |
int |
Used to identify the settlement rate postponement calculation agent.
|
FIX.5.0SP2EP161 |
|
|
40907 |
StreamEffectiveDateUnadjusted |
LocalMktDate |
The unadjusted effective date.
|
FIX.5.0SP2EP161 |
|
|
40908 |
StreamEffectiveDateBusinessDayConvention |
int |
The business day convention used to adjust the instrument's stream's effective, or relative effective, date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
|
FIX.5.0SP2EP161 |
|
|
40909 |
StreamEffectiveDateBusinessCenter |
String |
The business center calendar used to adjust the instrument's stream's effective, or relative effective, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40910 |
StreamEffectiveDateRelativeTo |
int |
Specifies the anchor date when the effective date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP161 |
|
|
40911 |
StreamEffectiveDateOffsetPeriod |
int |
Time unit multiplier for the relative effective date offset.
|
FIX.5.0SP2EP161 |
|
|
40912 |
StreamEffectiveDateOffsetUnit |
String |
Time unit associated with the relative effective date offset.
|
FIX.5.0SP2EP161 |
|
|
40913 |
StreamEffectiveDateOffsetDayType |
int |
Specifies the day type of the relative effective date offset.
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40914 |
StreamEffectiveDateAdjusted |
LocalMktDate |
The adjusted effective date.
|
FIX.5.0SP2EP161 |
|
|
40915 |
UnderlyingSettlRateFallbackReferencePage |
String |
Identifies the reference "page" from the rate source. When UnderlyingSettlRateFallbackRateSource(40904) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option
|
FIX.5.0SP2EP161 |
|
|
40916 |
CashSettlValuationSubsequentBusinessDaysOffset |
int |
The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement.
Associated with ISDA 2003 Term: Valuation Date
|
FIX.5.0SP2EP161 |
|
|
40917 |
CashSettlNumOfValuationDates |
int |
Where multiple valuation dates are specified as being applicable for cash settlement, this specifies the number of applicable valuation dates.
Associated with ISDA 2003 Term: Valuation Date
|
FIX.5.0SP2EP161 |
|
|
40918 |
UnderlyingProvisionPartyRoleQualifier |
int |
Used to further qualify the value of UnderlyingProvisionPartyRole(42176).
|
FIX.5.0SP2EP187 |
|
|
40919 |
PaymentPriceType |
int |
Specifies the type of price for PaymentPrice(40218).
|
FIX.5.0SP2EP161 |
|
|
40920 |
PaymentStreamPaymentDateOffsetDayType |
int |
Specifies the day type of the relative payment date offset.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Business |
Business |
FIX.5.0SP2EP161 |
|
|
1 |
Calendar |
Calendar |
FIX.5.0SP2EP161 |
|
|
2 |
CommodityBusiness |
Commodity business |
FIX.5.0SP2EP161 |
|
|
3 |
CurrencyBusiness |
Currency business |
FIX.5.0SP2EP161 |
|
|
4 |
ExchangeBusiness |
Exchange business |
FIX.5.0SP2EP161 |
|
|
5 |
ScheduledTradingDay |
Scheduled trading day |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
FIX.5.0SP2EP208 |
|
40921 |
BusinessDayConvention |
int |
The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the instrument unless specifically overridden.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
NotApplicable |
Business day convention is not applicable. |
FIX.5.0SP2EP161 |
FIX.5.0SP2EP169 |
|
1 |
None |
None (current day) |
FIX.5.0SP2EP161 |
FIX.5.0SP2EP195 |
|
2 |
FollowingDay |
The following business day. |
FIX.5.0SP2EP161 |
FIX.5.0SP2EP169 |
|
3 |
FloatingRateNote |
The FRN business day convention. |
FIX.5.0SP2EP161 |
FIX.5.0SP2EP169 |
|
4 |
ModifiedFollowingDay |
The modified following business day. |
FIX.5.0SP2EP161 |
FIX.5.0SP2EP169 |
|
5 |
PrecedingDay |
The preceding business day. |
FIX.5.0SP2EP161 |
FIX.5.0SP2EP169 |
|
6 |
ModifiedPrecedingDay |
The modified preceding business day. |
FIX.5.0SP2EP161 |
FIX.5.0SP2EP169 |
|
7 |
NearestDay |
The nearest applicable business day. |
FIX.5.0SP2EP161 |
FIX.5.0SP2EP169 |
|
|
FIX.5.0SP2EP161 |
|
|
40922 |
DateRollConvention |
String |
The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the instrument unless specifically overridden. Additional values may be used by mutual agreement of the counterparties.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
FirstDay |
1st day of the month |
FIX.5.0SP2EP161 |
|
|
2 |
SecondDay |
2nd day of the month |
FIX.5.0SP2EP161 |
|
|
3 |
ThirdDay |
3rd day of the month |
FIX.5.0SP2EP161 |
|
|
4 |
FourthDay |
4th day of the month |
FIX.5.0SP2EP161 |
|
|
5 |
FifthDay |
5th day of the month |
FIX.5.0SP2EP161 |
|
|
6 |
SixthDay |
6thd day of the month |
FIX.5.0SP2EP161 |
|
|
7 |
SeventhDay |
7th day of the month |
FIX.5.0SP2EP161 |
|
|
8 |
EighthDay |
8th day of the month |
FIX.5.0SP2EP161 |
|
|
9 |
NinthDay |
9th day of the month |
FIX.5.0SP2EP161 |
|
|
10 |
TenthDay |
10th day of the month |
FIX.5.0SP2EP161 |
|
|
11 |
EleventhDay |
11th day of the month |
FIX.5.0SP2EP161 |
|
|
12 |
TwelvthDay |
12th day of the month |
FIX.5.0SP2EP161 |
|
|
13 |
ThirteenthDay |
13th day of the month |
FIX.5.0SP2EP161 |
|
|
14 |
ForteenthDay |
14th day of the month |
FIX.5.0SP2EP161 |
|
|
15 |
FifteenthDay |
15th day of the month |
FIX.5.0SP2EP161 |
|
|
16 |
SixteenthDay |
16th day of the month |
FIX.5.0SP2EP161 |
|
|
17 |
SeventeenthDay |
17th day of the month |
FIX.5.0SP2EP161 |
|
|
18 |
EighteenthDay |
18th day of the month |
FIX.5.0SP2EP161 |
|
|
19 |
NineteenthDay |
19th day of the month |
FIX.5.0SP2EP161 |
|
|
20 |
TwentiethDay |
20th day of the month |
FIX.5.0SP2EP161 |
|
|
21 |
TwentyFirstDay |
21st day of the month |
FIX.5.0SP2EP161 |
|
|
22 |
TwentySecondDay |
22nd day of the month |
FIX.5.0SP2EP161 |
|
|
23 |
TwentyThirdDay |
23rd day of the month |
FIX.5.0SP2EP161 |
|
|
24 |
TwentyFourthDay |
24th day of the month |
FIX.5.0SP2EP161 |
|
|
25 |
TwentyFifthDay |
25th day of the month |
FIX.5.0SP2EP161 |
|
|
26 |
TwentySixthDay |
26th day of the month |
FIX.5.0SP2EP161 |
|
|
27 |
TwentySeventhDay |
27th day of the month |
FIX.5.0SP2EP161 |
|
|
28 |
TwentyEigthDa28y |
28th day of the month |
FIX.5.0SP2EP161 |
|
|
29 |
TwentyNinthDay |
29th day of the month |
FIX.5.0SP2EP161 |
|
|
30 |
ThirtiethDay |
30th day of the month |
FIX.5.0SP2EP161 |
|
|
EOM |
EOM |
Use EOM for 31st day of the month. |
FIX.5.0SP2EP161 |
|
|
FRN |
FRN |
The floating rate note convention or Eurodollar convention. |
FIX.5.0SP2EP161 |
|
|
IMM |
IMM |
The International Money Market settlement date, i.e. the 3rd Wednesday of the month. |
FIX.5.0SP2EP161 |
|
|
IMMCAD |
IMMCAD |
The last trading day/expiration day of the Canadian Derivatives Exchange. |
FIX.5.0SP2EP161 |
|
|
IMMAUD |
IMMAUD |
The last trading day of the Sydney Futures Exchange Australian 90-day bank accepted bill futures contract. |
FIX.5.0SP2EP161 |
|
|
IMMNZD |
IMMNZD |
The last trading day of the Sydney Futures Exchange New Zealand 90-day bank bill futures contract. |
FIX.5.0SP2EP161 |
|
|
SFE |
SFE |
The Sydney Futures Exchange 90-day bank accepted bill futures settlement dates. |
FIX.5.0SP2EP161 |
|
|
NONE |
NONE |
No adjustment |
FIX.5.0SP2EP161 |
|
|
TBILL |
TBILL |
The 13-week and 26-week U.S. Treasury Bill auction dates. |
FIX.5.0SP2EP161 |
|
|
MON |
MON |
Monday |
FIX.5.0SP2EP161 |
|
|
TUE |
TUE |
Tuesday |
FIX.5.0SP2EP161 |
|
|
WED |
WED |
Wednesday |
FIX.5.0SP2EP161 |
|
|
THU |
THU |
Thursday |
FIX.5.0SP2EP161 |
|
|
FRI |
FRI |
Friday |
FIX.5.0SP2EP161 |
|
|
SAT |
SAT |
Saturday |
FIX.5.0SP2EP161 |
|
|
SUN |
SUN |
Sunday |
FIX.5.0SP2EP161 |
|
|
|
FIX.5.0SP2EP161 |
|
|
40923 |
NoLegBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40924 |
LegBusinessCenter |
String |
A business center whose calendar is used for date adjustment, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40925 |
LegBusinessDayConvention |
int |
The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the instrument leg unless specifically overridden.
|
FIX.5.0SP2EP161 |
|
|
40926 |
LegDateRollConvention |
String |
The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the instrument leg unless specifically overridden.
|
FIX.5.0SP2EP161 |
|
|
40927 |
NoLegPaymentScheduleFixingDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40928 |
NoLegPaymentScheduleInterimExchangeDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40929 |
NoLegPaymentStreamNonDeliverableFixingDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40930 |
NoLegPaymentStreamPaymentDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40931 |
NoLegPaymentStreamResetDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40932 |
NoLegPaymentStreamInitialFixingDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40933 |
NoLegPaymentStreamFixingDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40934 |
NoLegProvisionCashSettlPaymentDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40935 |
NoLegProvisionCashSettlValueDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40936 |
NoLegProvisionOptionExerciseBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40937 |
NoLegProvisionOptionExpirationDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40938 |
NoLegProvisionOptionRelevantUnderlyingDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40939 |
NoLegProvisionDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40940 |
NoLegStreamCalculationPeriodBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40941 |
NoLegStreamFirstPeriodStartDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40942 |
NoLegStreamEffectiveDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40943 |
NoLegStreamTerminationDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40944 |
NoPaymentBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40945 |
NoPaymentScheduleInterimExchangeDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40946 |
NoPaymentStreamNonDeliverableFixingDatesBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40947 |
NoPaymentStreamPaymentDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40948 |
NoPaymentStreamResetDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40949 |
NoPaymentStreamInitialFixingDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40950 |
NoPaymentStreamFixingDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40951 |
NoProtectionTermEventNewsSources |
NumInGroup |
Number of event news sources in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40952 |
NoProvisionCashSettlPaymentDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40953 |
NoProvisionCashSettlValueDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40954 |
NoProvisionOptionExerciseBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40955 |
NoProvisionOptionExpirationDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40956 |
NoProvisionOptionRelevantUnderlyingDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40957 |
NoProvisionDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40958 |
NoStreamCalculationPeriodBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40959 |
NoStreamFirstPeriodStartDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40960 |
NoStreamEffectiveBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40961 |
NoStreamTerminationDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40962 |
NoUnderlyingBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40963 |
UnderlyingBusinessCenter |
String |
A business center whose calendar is used for date adjustment, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP161 |
|
|
40964 |
UnderlyingBusinessDayConvention |
int |
The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the underlying instrument unless specifically overridden.
|
FIX.5.0SP2EP161 |
|
|
40965 |
UnderlyingDateRollConvention |
String |
The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the underlying instrument unless specifically overridden.
|
FIX.5.0SP2EP161 |
|
|
40966 |
NoUnderlyingPaymentScheduleFixingDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40967 |
NoUnderlyingPaymentScheduleInterimExchangeDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40968 |
NoUnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40969 |
NoUnderlyingPaymentStreamPaymentDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40970 |
NoUnderlyingPaymentStreamResetDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40971 |
NoUnderlyingPaymentStreamInitialFixingDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40972 |
NoUnderlyingPaymentStreamFixingDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40973 |
NoUnderlyingStreamCalculationPeriodBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40974 |
NoUnderlyingStreamFirstPeriodStartDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40975 |
NoUnderlyingStreamEffectiveDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40976 |
NoUnderlyingStreamTerminationDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40977 |
NoPaymentScheduleFixingDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP161 |
|
|
40978 |
EncodedLegStreamTextLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedLegStreamText(40979) field.
|
FIX.5.0SP2EP161 |
|
|
40979 |
EncodedLegStreamText |
data |
Encoded (non-ASCII characters) representation of the LegStreamText(40248) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegStreamText(40248) field.
|
FIX.5.0SP2EP161 |
|
|
40980 |
EncodedLegProvisionTextLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedLegProvisionText(40472) field.
|
FIX.5.0SP2EP161 |
|
|
40981 |
EncodedLegProvisionText |
data |
Encoded (non-ASCII characters) representation of the LegProvisionText(40472) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegProvisionText(40472) field.
|
FIX.5.0SP2EP161 |
|
|
40982 |
EncodedStreamTextLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedStreamText(40983) field.
|
FIX.5.0SP2EP161 |
|
|
40983 |
EncodedStreamText |
data |
Encoded (non-ASCII characters) representation of the StreamText(40056) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the StreamText(40056) field.
|
FIX.5.0SP2EP161 |
|
|
40984 |
EncodedPaymentTextLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedPaymentText(40985) field.
|
FIX.5.0SP2EP161 |
|
|
40985 |
EncodedPaymentText |
data |
Encoded (non-ASCII characters) representation of the PaymentText(40229) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the PaymentText(40229) field.
|
FIX.5.0SP2EP161 |
|
|
40986 |
EncodedProvisionTextLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedProvisionText(40987) field.
|
FIX.5.0SP2EP161 |
|
|
40987 |
EncodedProvisionText |
data |
Encoded (non-ASCII characters) representation of the ProvisionText(40113) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ProvisionText(40113) field.
|
FIX.5.0SP2EP161 |
|
|
40988 |
EncodedUnderlyingStreamTextLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedUnderlyingStreamText(40989) field.
|
FIX.5.0SP2EP161 |
|
|
40989 |
EncodedUnderlyingStreamText |
data |
Encoded (non-ASCII characters) representation of the UnderlyingStreamText(40547) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingStreamText(40547) field.
|
FIX.5.0SP2EP161 |
|
|
40990 |
LegMarketDisruptionFallbackValue |
String |
Applicable value for LegMarketDisruptionFallbackType(41470).
|
FIX.5.0SP2EP187 |
|
|
40991 |
MarketDisruptionValue |
String |
Applicable value for MarketDisruptionEvent(41093).
|
FIX.5.0SP2EP187 |
|
|
40992 |
MarketDisruptionFallbackValue |
String |
Applicable value for MarketDisruptionFallbackType(41095).
|
FIX.5.0SP2EP187 |
|
|
40993 |
PaymentSubType |
int |
Used to further clarify the value of PaymentType(40213).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Initial |
Initial (principal exchange) |
FIX.5.0SP2EP187 |
|
|
1 |
Intermediate |
Intermediate (principal exchange) |
FIX.5.0SP2EP187 |
|
|
2 |
Final |
Final (principal exchange) |
FIX.5.0SP2EP187 |
|
|
3 |
Prepaid |
Prepaid (premium forward) |
FIX.5.0SP2EP187 |
|
|
4 |
Postpaid |
Postpaid (premium forward) |
FIX.5.0SP2EP187 |
|
|
5 |
Variable |
Variable (premium forward) |
FIX.5.0SP2EP187 |
|
|
6 |
Fixed |
Fixed (premium forward) |
FIX.5.0SP2EP187 |
|
|
7 |
Swap |
Indicates that the premium is to be paid in the style of payments under an IRS contract. |
FIX.5.0SP2EP187 |
|
|
8 |
Conditional |
Conditional (principal exchange on exercise) |
FIX.5.0SP2EP187 |
|
|
|
FIX.5.0SP2EP187 |
|
|
40994 |
NoComplexEventAveragingObservations |
NumInGroup |
The number of averaging observations in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
40995 |
ComplexEventAveragingObservationNumber |
int |
Cross reference to the ordinal observation as specified either in the ComplexEventScheduleGrp or ComplexEventPeriodDateGrp components.
|
FIX.5.0SP2EP169 |
|
|
40996 |
ComplexEventAveragingWeight |
float |
The weight factor to be applied to the observation.
|
FIX.5.0SP2EP169 |
|
|
40997 |
NoComplexEventCreditEvents |
NumInGroup |
The number of credit events specified in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
40998 |
ComplexEventCreditEventType |
String |
Specifies the type of credit event. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for code list of applicable event types.
|
FIX.5.0SP2EP169 |
|
|
40999 |
ComplexEventCreditEventValue |
String |
The credit event value appropriate to ComplexEventCreditEventType(40998). See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for applicable event type values.
|
FIX.5.0SP2EP169 |
|
|
41000 |
ComplexEventCreditEventCurrency |
Currency |
Specifies the applicable currency when ComplexEventCreditEventValue(40999) is an amount. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP169 |
|
|
41001 |
ComplexEventCreditEventPeriod |
int |
Time unit multiplier for complex credit events.
|
FIX.5.0SP2EP169 |
|
|
41002 |
ComplexEventCreditEventUnit |
String |
Time unit associated with complex credit events.
|
FIX.5.0SP2EP169 |
|
|
41003 |
ComplexEventCreditEventDayType |
int |
Specifies the day type for the complex credit events.
|
FIX.5.0SP2EP169 |
|
|
41004 |
ComplexEventCreditEventRateSource |
int |
Identifies the source of rate information used for credit events. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Rate_Source for code list of applicable sources.
|
FIX.5.0SP2EP169 |
|
|
41005 |
NoComplexEventCreditEventQualifiers |
NumInGroup |
The number of qualifiers in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41006 |
ComplexEventCreditEventQualifier |
char |
Specifies a complex event qualifier. Used to further qualify ComplexEventCreditEventType(40998).
|
FIX.5.0SP2EP169 |
|
|
41007 |
NoComplexEventPeriodDateTimes |
NumInGroup |
The number of entries in the date-time repeating group.
|
FIX.5.0SP2EP169 |
|
|
41008 |
ComplexEventPeriodDate |
LocalMktDate |
The averaging date for an Asian option. The trigger date for a Barrier or Knock option.
|
FIX.5.0SP2EP169 |
|
|
41009 |
ComplexEventPeriodTime |
LocalMktTime |
The averaging time for an Asian option.
|
FIX.5.0SP2EP169 |
|
|
41010 |
NoComplexEventPeriods |
NumInGroup |
The number of periods in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41011 |
ComplexEventPeriodType |
int |
Specifies the period type.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
AsianOut |
Asian Out |
FIX.5.0SP2EP169 |
|
|
1 |
AsianIn |
Asian In |
FIX.5.0SP2EP169 |
|
|
2 |
BarrierCap |
Barrier Cap |
FIX.5.0SP2EP169 |
|
|
3 |
BarrierFloor |
Barrier Floor |
FIX.5.0SP2EP169 |
|
|
4 |
KnockOut |
Knock Out |
FIX.5.0SP2EP169 |
|
|
5 |
KnockIn |
Knock In |
FIX.5.0SP2EP169 |
|
|
|
FIX.5.0SP2EP169 |
|
|
41012 |
ComplexEventBusinessCenter |
String |
The business center used to determine dates and times in the schedule or date-time group. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP169 |
|
|
41013 |
NoComplexEventRateSources |
NumInGroup |
The number of rate sources in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41014 |
ComplexEventRateSource |
int |
Identifies the source of rate information.
For FX, the reference source to be used for the FX spot rate.
|
FIX.5.0SP2EP169 |
|
|
41015 |
ComplexEventRateSourceType |
int |
Indicates whether the rate source specified is a primary or secondary source.
|
FIX.5.0SP2EP169 |
|
|
41016 |
ComplexEventReferencePage |
String |
Identifies the reference page from the rate source. For FX, the reference page to the spot rate is to be used for the reference FX spot rate. When ComplexEventRateSource(41014) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option.
|
FIX.5.0SP2EP169 |
|
|
41017 |
ComplexEventReferencePageHeading |
String |
Identifies the reference page heading from the rate source.
|
FIX.5.0SP2EP169 |
|
|
41018 |
NoComplexEventDateBusinessCenters |
NumInGroup |
The number of business centers in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41019 |
ComplexEventDateBusinessCenter |
String |
The business center calendar used to adjust the complex event date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP169 |
|
|
41020 |
ComplexEventDateUnadjusted |
LocalMktDate |
The unadjusted complex event date.
For example the second expiration date for a calendar spread option strategy.
|
FIX.5.0SP2EP169 |
FIX.5.0SP2EP208 |
|
41021 |
ComplexEventDateRelativeTo |
int |
Specifies the anchor date when the complex event date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP169 |
FIX.5.0SP2EP208 |
|
41022 |
ComplexEventDateOffsetPeriod |
int |
Time unit multiplier for the relative date offset.
|
FIX.5.0SP2EP169 |
|
|
41023 |
ComplexEventDateOffsetUnit |
String |
Time unit associated with the relative date offset.
|
FIX.5.0SP2EP169 |
|
|
41024 |
ComplexEventDateOffsetDayType |
int |
Specifies the day type of the relative date offset.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Business |
Business |
FIX.5.0SP2EP169 |
|
|
1 |
Calendar |
Calendar |
FIX.5.0SP2EP169 |
|
|
2 |
CommodityBusiness |
Commodity business |
FIX.5.0SP2EP169 |
|
|
3 |
CurrencyBusiness |
Currency business |
FIX.5.0SP2EP169 |
|
|
4 |
ExchangeBusiness |
Exchange business |
FIX.5.0SP2EP169 |
|
|
5 |
ScheduledTradingDay |
Scheduled trading day |
FIX.5.0SP2EP169 |
|
|
|
FIX.5.0SP2EP169 |
|
|
41025 |
ComplexEventDateBusinessDayConvention |
int |
The business day convention used to adjust the complex event date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
|
FIX.5.0SP2EP169 |
|
|
41026 |
ComplexEventDateAdjusted |
LocalMktDate |
The adjusted complex event date.
|
FIX.5.0SP2EP169 |
|
|
41027 |
ComplexEventFixingTime |
LocalMktTime |
The local market fixing time.
|
FIX.5.0SP2EP169 |
|
|
41028 |
ComplexEventFixingTimeBusinessCenter |
String |
The business center calendar used to determine the actual fixing times. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP169 |
|
|
41029 |
NoComplexEventCreditEventSources |
NumInGroup |
Number of event sources in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41030 |
ComplexEventCreditEventSource |
String |
A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred.
|
FIX.5.0SP2EP169 |
|
|
41031 |
NoComplexEventSchedules |
NumInGroup |
Number of schedules in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41032 |
ComplexEventScheduleStartDate |
LocalMktDate |
The start date of the schedule.
|
FIX.5.0SP2EP169 |
|
|
41033 |
ComplexEventScheduleEndDate |
LocalMktDate |
The end date of the schedule.
|
FIX.5.0SP2EP169 |
|
|
41034 |
ComplexEventScheduleFrequencyPeriod |
int |
Time unit multiplier for the schedule date frequency.
|
FIX.5.0SP2EP169 |
|
|
41035 |
ComplexEventScheduleFrequencyUnit |
String |
Time unit associated with the schedule date frequency.
|
FIX.5.0SP2EP169 |
|
|
41036 |
ComplexEventScheduleRollConvention |
String |
The convention for determining the sequence of dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the DateAdjustment component in Instrument.
|
FIX.5.0SP2EP169 |
|
|
41037 |
NoDeliverySchedules |
NumInGroup |
Number of delivery schedules in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41038 |
DeliveryScheduleType |
int |
Specifies the type of delivery schedule.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Notional |
Notional |
FIX.5.0SP2EP169 |
|
|
1 |
Delivery |
Delivery |
FIX.5.0SP2EP169 |
|
|
2 |
PhysicalSettlPeriods |
Physical settlement period |
FIX.5.0SP2EP169 |
|
|
|
FIX.5.0SP2EP169 |
|
|
41039 |
DeliveryScheduleXID |
XID |
Identifier for this instance of delivery schedule for cross referencing elsewhere in the message.
|
FIX.5.0SP2EP169 |
|
|
41040 |
DeliveryScheduleNotional |
Qty |
Physical delivery quantity.
|
FIX.5.0SP2EP169 |
|
|
41041 |
DeliveryScheduleNotionalUnitOfMeasure |
String |
Specifies the delivery quantity unit of measure (UOM).
|
FIX.5.0SP2EP169 |
|
|
41042 |
DeliveryScheduleNotionalCommodityFrequency |
int |
The frequency of notional delivery.
|
FIX.5.0SP2EP169 |
|
|
41043 |
DeliveryScheduleNegativeTolerance |
float |
Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryScheduleToleranceType(41046). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).
|
FIX.5.0SP2EP169 |
|
|
41044 |
DeliverySchedulePositiveTolerance |
float |
Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryScheduleToleranceType(41046). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).
|
FIX.5.0SP2EP169 |
|
|
41045 |
DeliveryScheduleToleranceUnitOfMeasure |
String |
Specifies the tolerance value's unit of measure (UOM).
|
FIX.5.0SP2EP169 |
|
|
41046 |
DeliveryScheduleToleranceType |
int |
Specifies the tolerance value type.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Absolute |
Absolute |
FIX.5.0SP2EP169 |
|
|
1 |
Percentage |
Percentage |
FIX.5.0SP2EP169 |
|
|
|
FIX.5.0SP2EP169 |
|
|
41047 |
DeliveryScheduleSettlCountry |
Country |
Specifies the country where delivery takes place. Uses ISO 3166 2-character country code.
|
FIX.5.0SP2EP169 |
|
|
41048 |
DeliveryScheduleSettlTimeZone |
String |
Delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones.
|
FIX.5.0SP2EP169 |
|
|
41049 |
DeliveryScheduleSettlFlowType |
int |
Specifies the commodity delivery flow type.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
AllTimes |
All times |
FIX.5.0SP2EP169 |
|
|
1 |
OnPeak |
On peak |
FIX.5.0SP2EP169 |
|
|
2 |
OffPeak |
Off peak |
FIX.5.0SP2EP169 |
|
|
3 |
Base |
Base |
FIX.5.0SP2EP169 |
|
|
4 |
BlockHours |
Block hours |
FIX.5.0SP2EP179 |
|
|
5 |
Other |
Other |
FIX.5.0SP2EP179 |
|
|
|
FIX.5.0SP2EP169 |
FIX.5.0SP2EP179 |
|
41050 |
DeliveryScheduleSettlHolidaysProcessingInstruction |
int |
Indicates whether holidays are included in the settlement periods. Required for electricity contracts.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
DoNotIncludeHolidays |
Do not include holidays |
FIX.5.0SP2EP169 |
|
|
1 |
IncludeHolidays |
Include holidays |
FIX.5.0SP2EP169 |
|
|
|
FIX.5.0SP2EP169 |
|
|
41051 |
NoDeliveryScheduleSettlDays |
NumInGroup |
Number of delivery schedules in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41052 |
DeliveryScheduleSettlDay |
int |
Specifies the day or group of days for delivery.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Monday |
Monday |
FIX.5.0SP2EP169 |
|
|
2 |
Tuesday |
Tuesday |
FIX.5.0SP2EP169 |
|
|
3 |
Wednesday |
Wednesday |
FIX.5.0SP2EP169 |
|
|
4 |
Thursday |
Thursday |
FIX.5.0SP2EP169 |
|
|
5 |
Friday |
Friday |
FIX.5.0SP2EP169 |
|
|
6 |
Saturday |
Saturday |
FIX.5.0SP2EP169 |
|
|
7 |
Sunday |
Sunday |
FIX.5.0SP2EP169 |
|
|
8 |
AllWeekdays |
All weekdays |
FIX.5.0SP2EP169 |
|
|
9 |
AllDays |
All days |
FIX.5.0SP2EP169 |
|
|
10 |
AllWeekends |
All weekends |
FIX.5.0SP2EP169 |
|
|
|
FIX.5.0SP2EP169 |
|
|
41053 |
DeliveryScheduleSettlTotalHours |
int |
The sum of the total hours specified in the DeliveryScheduleSettlTimeGrp component.
|
FIX.5.0SP2EP169 |
|
|
41054 |
NoDeliveryScheduleSettlTimes |
NumInGroup |
Number of hour ranges in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41055 |
DeliveryScheduleSettlStart |
String |
The scheduled start time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in DeliveryScheduleSettlTimeType(41057).
|
FIX.5.0SP2EP169 |
|
|
41056 |
DeliveryScheduleSettlEnd |
String |
The scheduled end time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in DeliveryScheduleSettlTimeType(41057).
|
FIX.5.0SP2EP169 |
|
|
41057 |
DeliveryScheduleSettlTimeType |
int |
Specifies the format of the delivery start and end time values.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Hour |
Applicable for electricity contracts. Time value is expressed as an integer hour of the day (1-24). The delivery start/end hour is specified as the end of the included hour. For example, a start hour of "4" begins at 3 a.m.; an end hour of "20" ends at 8 p.m.; a start hour of "1" and end hour of "24" indicates midnight to midnight delivery. |
FIX.5.0SP2EP169 |
|
|
1 |
Timestamp |
Applicable for gas contracts. Time value is expressed using a 24-hour time format. For example, a time value of "13:30" is 1:30 p.m. |
FIX.5.0SP2EP169 |
|
|
|
FIX.5.0SP2EP169 |
|
|
41058 |
DeliveryStreamType |
int |
Specifies the type of delivery stream.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Periodic |
Periodic (default if not specified) |
FIX.5.0SP2EP169 |
|
|
1 |
Initial |
Initial |
FIX.5.0SP2EP169 |
|
|
2 |
Single |
Single |
FIX.5.0SP2EP169 |
|
|
|
FIX.5.0SP2EP169 |
|
|
41059 |
DeliveryStreamPipeline |
String |
The name of the oil delivery pipeline.
|
FIX.5.0SP2EP169 |
|
|
41060 |
DeliveryStreamEntryPoint |
String |
The point at which the commodity will enter the delivery mechanism or pipeline.
|
FIX.5.0SP2EP169 |
|
|
41061 |
DeliveryStreamWithdrawalPoint |
String |
The point at which the commodity product will be withdrawn prior to delivery.
|
FIX.5.0SP2EP169 |
|
|
41062 |
DeliveryStreamDeliveryPoint |
String |
The point at which the commodity product will be delivered and received. Value specified should follow market convention appropriate for the commodity product. For bullion, see http://www.fpml.org/coding-scheme/bullion-delivery-location for values.
|
FIX.5.0SP2EP169 |
|
|
41063 |
DeliveryStreamDeliveryRestriction |
int |
Specifies under what conditions the buyer and seller should be excused of their delivery obligations.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Firm |
Never excused of delivery obligations. |
FIX.5.0SP2EP169 |
|
|
2 |
NonFirm |
Excused when interrupted for any reason or for no reason without liability. |
FIX.5.0SP2EP169 |
|
|
3 |
ForceMajeure |
Excused when prevented by force majeure. |
FIX.5.0SP2EP169 |
|
|
4 |
SystemFirm |
Must be supplied from the owned or controlled generation of pre-existing purchased power assets of the system specified. |
FIX.5.0SP2EP169 |
|
|
5 |
UnitFirm |
Must be supplied from the generation assset specified. |
FIX.5.0SP2EP169 |
|
|
|
FIX.5.0SP2EP169 |
|
|
41064 |
DeliveryStreamDeliveryContingency |
String |
Specifies the electricity delivery contingency. See http://www.fpml.org/coding-scheme/electricity-transmission-contingency for values.
|
FIX.5.0SP2EP169 |
|
|
41065 |
DeliveryStreamDeliveryContingentPartySide |
int |
The trade side value of the party responsible for electricity delivery contingency.
|
FIX.5.0SP2EP169 |
|
|
41066 |
DeliveryStreamDeliverAtSourceIndicator |
Boolean |
When this element is specified and set to 'Y', delivery of the coal product is to be at its source.
|
FIX.5.0SP2EP169 |
|
|
41067 |
DeliveryStreamRiskApportionment |
String |
Specifies how the parties to the trade apportion responsibility for the delivery of the commodity product. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment for the details of the external code list.
|
FIX.5.0SP2EP169 |
|
|
41068 |
DeliveryStreamTitleTransferLocation |
String |
Specifies the title transfer location.
|
FIX.5.0SP2EP169 |
|
|
41069 |
DeliveryStreamTitleTransferCondition |
int |
Specifies the condition of title transfer.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Transfers |
Transfers with risk of loss |
FIX.5.0SP2EP169 |
|
|
1 |
DoesNotTransfer |
Does not transfer with risk of loss |
FIX.5.0SP2EP169 |
|
|
|
FIX.5.0SP2EP169 |
|
|
41070 |
DeliveryStreamImporterOfRecord |
String |
A party, not necessarily of the trade, who is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to importation.
|
FIX.5.0SP2EP169 |
|
|
41071 |
DeliveryStreamNegativeTolerance |
float |
Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryStreamToleranceType(41074). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).
|
FIX.5.0SP2EP169 |
|
|
41072 |
DeliveryStreamPositiveTolerance |
float |
Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryStreamToleranceType(41074). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).
|
FIX.5.0SP2EP169 |
|
|
41073 |
DeliveryStreamToleranceUnitOfMeasure |
String |
Specifies the tolerance value's unit of measure (UOM).
|
FIX.5.0SP2EP169 |
|
|
41074 |
DeliveryStreamToleranceType |
int |
Specifies the tolerance value type.
|
FIX.5.0SP2EP169 |
|
|
41075 |
DeliveryStreamToleranceOptionSide |
int |
Indicates whether the tolerance is at the seller's or buyer's option.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Buyer |
Buyer |
FIX.5.0SP2EP169 |
|
|
2 |
Seller |
Seller |
FIX.5.0SP2EP169 |
|
|
|
FIX.5.0SP2EP169 |
|
|
41076 |
DeliveryStreamTotalPositiveTolerance |
Percentage |
The positive percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.).
|
FIX.5.0SP2EP169 |
|
|
41077 |
DeliveryStreamTotalNegativeTolerance |
Percentage |
The negative percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.).
|
FIX.5.0SP2EP169 |
|
|
41078 |
DeliveryStreamNotionalConversionFactor |
float |
If the notional quantity is specified in a unit that does not match the unit in which the commodity reference price is quoted, the scaling or conversion factor used to convert the commodity reference price unit into the notional quantity unit should be stated here. If there is no conversion, this field is not intended to be used.
|
FIX.5.0SP2EP169 |
|
|
41079 |
DeliveryStreamTransportEquipment |
String |
The transportation equipment with which the commodity product will be delivered and received.
Examples of transportation equipment or mode are barge, truck, railcar, etc.
|
FIX.5.0SP2EP169 |
|
|
41080 |
DeliveryStreamElectingPartySide |
int |
A reference to the party able to choose whether the gas is delivered for a particular period as found in a swing or interruptible contract.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Buyer |
Buyer |
FIX.5.0SP2EP169 |
|
|
1 |
Seller |
Seller |
FIX.5.0SP2EP169 |
|
|
|
FIX.5.0SP2EP169 |
|
|
41081 |
NoDeliveryStreamCycles |
NumInGroup |
Number of delivery cycles in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41082 |
DeliveryStreamCycleDesc |
String |
The delivery cycles during which the oil product will be transported in the pipeline.
|
FIX.5.0SP2EP169 |
|
|
41083 |
EncodedDeliveryStreamCycleDescLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedDeliveryStreamCycleDesc(41084) field.
|
FIX.5.0SP2EP169 |
|
|
41084 |
EncodedDeliveryStreamCycleDesc |
data |
Encoded (non-ASCII characters) representation of the DeliveryStreamCycleDesc(41082) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the DeliveryStreamCycleDesc(41082) field.
|
FIX.5.0SP2EP169 |
|
|
41085 |
NoDeliveryStreamCommoditySources |
NumInGroup |
Number of commodity sources in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41086 |
DeliveryStreamCommoditySource |
String |
The SCoTA coal cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that seller and buyer agree are acceptable origins for the coal product. For international coal transactions, this is the origin of the coal product. See http://www.fpml.org/coding-scheme/commodity-coal-product-source for values.
|
FIX.5.0SP2EP169 |
|
|
41087 |
MarketDisruptionProvision |
int |
The consequences of market disruption events.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
NotApplicable |
Not applicable |
FIX.5.0SP2EP169 |
|
|
1 |
Applicable |
Applicable |
FIX.5.0SP2EP169 |
|
|
2 |
AsInMasterAgreement |
As specified in master agreement |
FIX.5.0SP2EP169 |
|
|
3 |
AsInConfirmation |
As specified in confirmation |
FIX.5.0SP2EP169 |
|
|
|
FIX.5.0SP2EP169 |
|
|
41088 |
MarketDisruptionFallbackProvision |
int |
Specifies the location of the fallback provision documentation.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
MasterAgreement |
As specified in master agreement |
FIX.5.0SP2EP169 |
|
|
1 |
Confirmation |
As specified in confirmation |
FIX.5.0SP2EP169 |
|
|
|
FIX.5.0SP2EP169 |
|
|
41089 |
MarketDisruptionMaximumDays |
int |
Specifies the maximum number of market disruption days (commodity or bullion business days) in a contract or confirmation. If none are specified, the maximum number of market disruption days is five (5).
ISDA 2005 Commodity Definition.
|
FIX.5.0SP2EP169 |
|
|
41090 |
MarketDisruptionMaterialityPercentage |
Percentage |
Used when a price materiality percentage applies to the price source disruption event and this event has been specified.
Applicable to 2005 Commodity Definitions only.
|
FIX.5.0SP2EP169 |
|
|
41091 |
MarketDisruptionMinimumFuturesContracts |
int |
Specifies the minimum futures contracts level that dictates whether or not a 'De Minimis Trading' event has occurred.
Applicable to 1993 Commodity Definitions only.
|
FIX.5.0SP2EP169 |
|
|
41092 |
NoMarketDisruptionEvents |
NumInGroup |
Number of disruption events in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41093 |
MarketDisruptionEvent |
String |
Specifies the market disruption event. For commodities see http://www.fpml.org/coding-scheme/commodity-market-disruption for values. For foreign exchange, see http://www.fixtradingcommunity.org/codelists#Market_Disruption_Event for code list of applicable event types.
|
FIX.5.0SP2EP169 |
FIX.5.0SP2EP187 |
|
41094 |
NoMarketDisruptionFallbacks |
NumInGroup |
Number of fallbacks in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41095 |
MarketDisruptionFallbackType |
String |
Specifies the type of disruption fallback. See http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback for values.
|
FIX.5.0SP2EP169 |
|
|
41096 |
NoMarketDisruptionFallbackReferencePrices |
NumInGroup |
Number of fallback reference securities in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41097 |
MarketDisruptionFallbackUnderlierType |
int |
The type of reference price underlier.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Basket |
Basket |
FIX.5.0SP2EP169 |
|
|
1 |
Bond |
Bond |
FIX.5.0SP2EP169 |
|
|
2 |
Cash |
Cash |
FIX.5.0SP2EP169 |
|
|
3 |
Commodity |
Commodity |
FIX.5.0SP2EP169 |
|
|
4 |
ConvertibleBond |
Convertible bond |
FIX.5.0SP2EP169 |
|
|
5 |
Equity |
Equity |
FIX.5.0SP2EP169 |
|
|
6 |
ExchangeTradedFund |
Exchange traded fund |
FIX.5.0SP2EP169 |
|
|
7 |
Future |
Future |
FIX.5.0SP2EP169 |
|
|
8 |
Index |
Index |
FIX.5.0SP2EP169 |
|
|
9 |
Loan |
Loan |
FIX.5.0SP2EP169 |
|
|
10 |
Mortgage |
Mortgage |
FIX.5.0SP2EP169 |
|
|
11 |
MutualFund |
Mutual fund |
FIX.5.0SP2EP169 |
|
|
|
FIX.5.0SP2EP169 |
|
|
41098 |
MarketDisruptionFallbackUnderlierSecurityID |
String |
Specifies the identifier value of the security.
|
FIX.5.0SP2EP169 |
|
|
41099 |
MarketDisruptionFallbackUnderlierSecurityIDSource |
String |
Specifies the class or source scheme of the security identifier.
|
FIX.5.0SP2EP169 |
|
|
41100 |
MarketDisruptionFallbackUnderlierSecurityDesc |
String |
Specifies the description of the underlying security.
|
FIX.5.0SP2EP169 |
|
|
41101 |
EncodedMarketDisruptionFallbackUnderlierSecurityDescLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedMarketDisruptionFallbackUnderlierSecurityDesc(41102) field.
|
FIX.5.0SP2EP169 |
|
|
41102 |
EncodedMarketDisruptionFallbackUnderlierSecurityDesc |
data |
Encoded (non-ASCII characters) representation of the MarketDisruptionFallbackUnderlierSecurityDesc(41100) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the MarketDisruptionFallbackUnderlierSecurityDesc(41100) field.
|
FIX.5.0SP2EP169 |
|
|
41103 |
MarketDisruptionFallbackOpenUnits |
Qty |
If there are multiple underlying assets, this specifies the number of units (index or securities) that constitute the underlier of the swap. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms.
|
FIX.5.0SP2EP169 |
|
|
41104 |
MarketDisruptionFallbackBasketCurrency |
Currency |
Specifies the currency if the underlier is a basket. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP169 |
|
|
41105 |
MarketDisruptionFallbackBasketDivisor |
float |
Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions.
|
FIX.5.0SP2EP169 |
|
|
41106 |
ExerciseDesc |
String |
A description of the option exercise.
|
FIX.5.0SP2EP169 |
|
|
41107 |
EncodedExerciseDescLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedExerciseDesc(41102) field.
|
FIX.5.0SP2EP169 |
|
|
41108 |
EncodedExerciseDesc |
data |
Encoded (non-ASCII characters) representation of the ExerciseDesc(41106) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ExerciseDesc(41106) field.
|
FIX.5.0SP2EP169 |
|
|
41109 |
AutomaticExerciseIndicator |
Boolean |
Indicates (when 'Y') that exercise is automatic when the strike price is crossed or the underlying trade is in the money.
|
FIX.5.0SP2EP169 |
|
|
41110 |
AutomaticExerciseThresholdRate |
float |
The threshold rate for triggering automatic exercise.
|
FIX.5.0SP2EP169 |
|
|
41111 |
ExerciseConfirmationMethod |
int |
Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
NotRequired |
Not required |
FIX.5.0SP2EP169 |
|
|
1 |
NonElectronic |
Non-electronic |
FIX.5.0SP2EP169 |
|
|
2 |
Electronic |
Electronic |
FIX.5.0SP2EP169 |
|
|
3 |
Unknown |
Unknown at time of report |
FIX.5.0SP2EP169 |
|
|
|
FIX.5.0SP2EP169 |
|
|
41112 |
ManualNoticeBusinessCenter |
String |
Identifies the business center used for adjusting the time for manual exercise notice. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP169 |
|
|
41113 |
FallbackExerciseIndicator |
Boolean |
Indicates whether the notional amount of the underlying swap, not previously exercised under the option, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001).
|
FIX.5.0SP2EP169 |
|
|
41114 |
LimitedRightToConfirmIndicator |
Boolean |
Indicates whether the Seller may request the Buyer to confirm its intent to exercise if not done on or before the expiration time on the expiration date. If true ("Y") specific rules will apply in relation to the settlement mode.
|
FIX.5.0SP2EP169 |
|
|
41115 |
ExerciseSplitTicketIndicator |
Boolean |
Indicates in physical settlement of bond and convertible bond options whether the party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations.
|
FIX.5.0SP2EP169 |
|
|
41116 |
NoOptionExerciseBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41117 |
OptionExerciseBusinessCenter |
String |
The business center calendar used to adjust the option exercise dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP169 |
|
|
41118 |
OptionExerciseBusinessDayConvention |
int |
The business day convention used to adjust the option exercise dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
|
FIX.5.0SP2EP169 |
|
|
41119 |
OptionExerciseEarliestDateOffsetDayType |
int |
Specifies the day type of the relative earliest option exercise date offset.
|
FIX.5.0SP2EP169 |
FIX.5.0SP2EP208 |
|
41120 |
OptionExerciseEarliestDateOffsetPeriod |
int |
Time unit multiplier for the relative earliest exercise date offset.
|
FIX.5.0SP2EP169 |
|
|
41121 |
OptionExerciseEarliestDateOffsetUnit |
String |
Time unit associated with the relative earliest exercise date offset.
|
FIX.5.0SP2EP169 |
|
|
41122 |
OptionExerciseFrequencyPeriod |
int |
Time unit multiplier for the frequency of exercise dates.
|
FIX.5.0SP2EP169 |
|
|
41123 |
OptionExerciseFrequencyUnit |
String |
Time unit associated with the frequency of exercise dates.
|
FIX.5.0SP2EP169 |
|
|
41124 |
OptionExerciseStartDateUnadjusted |
LocalMktDate |
The unadjusted start date for calculating periodic exercise dates.
|
FIX.5.0SP2EP169 |
|
|
41125 |
OptionExerciseStartDateRelativeTo |
int |
Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP169 |
|
|
41126 |
OptionExerciseStartDateOffsetPeriod |
int |
Time unit multiplier for the relative exercise start date offset.
|
FIX.5.0SP2EP169 |
|
|
41127 |
OptionExerciseStartDateOffsetUnit |
String |
Time unit associated with the relative exercise start date offset.
|
FIX.5.0SP2EP169 |
|
|
41128 |
OptionExerciseStartDateOffsetDayType |
int |
Specifies the day type of the relative option exercise start date offset.
|
FIX.5.0SP2EP169 |
FIX.5.0SP2EP208 |
|
41129 |
OptionExerciseStartDateAdjusted |
LocalMktDate |
The adjusted start date for calculating periodic exercise dates.
|
FIX.5.0SP2EP169 |
|
|
41130 |
OptionExerciseSkip |
int |
The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1.
|
FIX.5.0SP2EP169 |
|
|
41131 |
OptionExerciseNominationDeadline |
LocalMktDate |
Last date (adjusted) for establishing the option exercise terms.
|
FIX.5.0SP2EP169 |
|
|
41132 |
OptionExerciseFirstDateUnadjusted |
LocalMktDate |
The unadjusted first exercise date.
|
FIX.5.0SP2EP169 |
|
|
41133 |
OptionExerciseLastDateUnadjusted |
LocalMktDate |
The unadjusted last exercise date.
|
FIX.5.0SP2EP169 |
|
|
41134 |
OptionExerciseEarliestTime |
LocalMktTime |
The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each Bermuda option exercise date and the expiration date, in the case of a Bermuda style option, (iii) the commencement date to, and including, the expiration date, in the case of an American option.
|
FIX.5.0SP2EP169 |
|
|
41135 |
OptionExerciseLatestTime |
LocalMktTime |
The latest exercise time. See also OptionExerciseEarliestTime(41134).
|
FIX.5.0SP2EP169 |
|
|
41136 |
OptionExerciseTimeBusinessCenter |
String |
The business center used to determine the locale for option exercise time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values
|
FIX.5.0SP2EP169 |
|
|
41137 |
NoOptionExerciseDates |
NumInGroup |
Number of dates in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41138 |
OptionExerciseDate |
LocalMktDate |
The option exercise fixed date, unadjusted or adjusted depending on OptionExerciseDateType(41139).
|
FIX.5.0SP2EP169 |
|
|
41139 |
OptionExerciseDateType |
int |
Specifies the type of date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Unadjusted |
Unadjusted |
FIX.5.0SP2EP169 |
|
|
1 |
Adjusted |
Adjusted |
FIX.5.0SP2EP169 |
|
|
|
FIX.5.0SP2EP169 |
|
|
41140 |
NoOptionExerciseExpirationDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41141 |
OptionExerciseExpirationDateBusinessCenter |
String |
The business center calendar used to adjust the option exercise expiration dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP169 |
|
|
41142 |
OptionExerciseExpirationDateBusinessDayConvention |
int |
The business day convention used to adjust the option exercise expiration dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
|
FIX.5.0SP2EP169 |
|
|
41143 |
OptionExerciseExpirationDateRelativeTo |
int |
Specifies the anchor date when the option exercise expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP169 |
FIX.5.0SP2EP208 |
|
41144 |
OptionExerciseExpirationDateOffsetPeriod |
int |
Time unit multiplier for the relative exercise expiration date offset.
|
FIX.5.0SP2EP169 |
|
|
41145 |
OptionExerciseExpirationDateOffsetUnit |
String |
Time unit associated with the relative exercise expiration date offset.
|
FIX.5.0SP2EP169 |
|
|
41146 |
OptionExerciseExpirationFrequencyPeriod |
int |
Time unit multiplier for the frequency of exercise expiration dates.
|
FIX.5.0SP2EP169 |
|
|
41147 |
OptionExerciseExpirationFrequencyUnit |
String |
Time unit associated with the frequency of exercise expiration dates.
|
FIX.5.0SP2EP169 |
|
|
41148 |
OptionExerciseExpirationRollConvention |
String |
The convention for determining the sequence of exercise expiration dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the DateAdjustment component in Instrument.
|
FIX.5.0SP2EP169 |
|
|
41149 |
OptionExerciseExpirationDateOffsetDayType |
int |
Specifies the day type of the relative option exercise expiration date offset.
|
FIX.5.0SP2EP169 |
FIX.5.0SP2EP208 |
|
41150 |
OptionExerciseExpirationTime |
LocalMktTime |
The option exercise expiration time.
|
FIX.5.0SP2EP169 |
|
|
41151 |
OptionExerciseExpirationTimeBusinessCenter |
String |
The business center used to determine the locale for option exercise expiration time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP169 |
|
|
41152 |
NoOptionExerciseExpirationDates |
NumInGroup |
Number of fixed exercise expiration dates in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41153 |
OptionExerciseExpirationDate |
LocalMktDate |
An adjusted or unadjusted fixed option exercise expiration date.
|
FIX.5.0SP2EP169 |
|
|
41154 |
OptionExerciseExpirationDateType |
int |
Specifies the type of option exercise expiration date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
|
FIX.5.0SP2EP169 |
|
|
41155 |
PaymentUnitOfMeasure |
String |
Used to express the unit of measure (UOM) of the payment amount if not in the currency of the trade.
|
FIX.5.0SP2EP169 |
|
|
41156 |
PaymentDateRelativeTo |
int |
Specifies the anchor date when the payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP169 |
FIX.5.0SP2EP208 |
|
41157 |
PaymentDateOffsetPeriod |
int |
Time unit multiplier for the relative payment date offset.
|
FIX.5.0SP2EP169 |
|
|
41158 |
PaymentDateOffsetUnit |
String |
Time unit associated with the relative payment date offset.
|
FIX.5.0SP2EP169 |
|
|
41159 |
PaymentDateOffsetDayType |
int |
Specifies the day type of the relative payment date offset.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Business |
Business |
FIX.5.0SP2EP169 |
|
|
1 |
Calendar |
Calendar |
FIX.5.0SP2EP169 |
|
|
2 |
Commodity |
Commodity business |
FIX.5.0SP2EP169 |
|
|
3 |
Currency |
Currency business |
FIX.5.0SP2EP169 |
|
|
4 |
Exchange |
Exchange business |
FIX.5.0SP2EP169 |
|
|
5 |
Scheduled |
Scheduled trading day |
FIX.5.0SP2EP169 |
|
|
|
FIX.5.0SP2EP169 |
FIX.5.0SP2EP208 |
|
41160 |
PaymentForwardStartType |
int |
Forward start premium type.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Prepaid |
Prepaid |
FIX.5.0SP2EP169 |
|
|
1 |
Postpaid |
Post-paid |
FIX.5.0SP2EP169 |
|
|
2 |
Variable |
Variable |
FIX.5.0SP2EP169 |
|
|
3 |
Fixed |
Fixed |
FIX.5.0SP2EP169 |
|
|
|
FIX.5.0SP2EP169 |
|
|
41161 |
NoPaymentScheduleFixingDays |
NumInGroup |
Number of fixing days in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41162 |
PaymentScheduleFixingDayOfWeek |
int |
The day of the week on which fixing will take place.
|
FIX.5.0SP2EP169 |
|
|
41163 |
PaymentScheduleFixingDayNumber |
int |
The occurrence of the day of week on which fixing takes place.
For example, a fixing of the 3rd Friday would be DayOfWk=5 DayNum=3. If omitted every day of the week is a fixing day.
|
FIX.5.0SP2EP169 |
|
|
41164 |
PaymentScheduleXID |
XID |
Identifier of this PaymentSchedule for cross referencing elsewhere in the message.
|
FIX.5.0SP2EP169 |
|
|
41165 |
PaymentScheduleXIDRef |
XIDREF |
Reference to payment schedule elsewhere in the message.
|
FIX.5.0SP2EP169 |
|
|
41166 |
PaymentScheduleRateCurrency |
Currency |
The currency of the schedule rate. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP169 |
|
|
41167 |
PaymentScheduleRateUnitOfMeasure |
String |
The schedule rate unit of measure (UOM).
|
FIX.5.0SP2EP169 |
|
|
41168 |
PaymentScheduleRateConversionFactor |
float |
The number to be multiplied by the derived floating rate of the payment schedule in order to arrive at the payment rate. If omitted, the schedule rate conversion factor is 1.
|
FIX.5.0SP2EP169 |
|
|
41169 |
PaymentScheduleRateSpreadType |
int |
Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate.
|
FIX.5.0SP2EP169 |
|
|
41170 |
PaymentScheduleSettlPeriodPrice |
Price |
The schedule settlement period price.
|
FIX.5.0SP2EP169 |
|
|
41171 |
PaymentScheduleSettlPeriodPriceCurrency |
Currency |
Specifies the currency of the schedule settlement period price. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP169 |
|
|
41172 |
PaymentScheduleSettlPeriodPriceUnitOfMeasure |
String |
The settlement period price unit of measure (UOM).
|
FIX.5.0SP2EP169 |
|
|
41173 |
PaymentScheduleStepUnitOfMeasure |
String |
The schedule step unit of measure (UOM).
|
FIX.5.0SP2EP169 |
|
|
41174 |
PaymentScheduleFixingDayDistribution |
int |
The distribution of fixing days.
|
FIX.5.0SP2EP169 |
|
|
41175 |
PaymentScheduleFixingDayCount |
int |
The number of days over which fixing should take place.
|
FIX.5.0SP2EP169 |
|
|
41176 |
PaymentScheduleFixingLagPeriod |
int |
Time unit multiplier for the fixing lag duration.
|
FIX.5.0SP2EP169 |
|
|
41177 |
PaymentScheduleFixingLagUnit |
String |
Time unit associated with the fixing lag duration.
|
FIX.5.0SP2EP169 |
|
|
41178 |
PaymentScheduleFixingFirstObservationDateOffsetPeriod |
int |
Time unit multiplier for the relative first observation date offset.
If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period.
|
FIX.5.0SP2EP169 |
FIX.5.0SP2EP208 |
|
41179 |
PaymentScheduleFixingFirstObservationDateOffsetUnit |
String |
Time unit associated with the relative first observation date offset.
|
FIX.5.0SP2EP169 |
FIX.5.0SP2EP208 |
|
41180 |
PaymentStreamFlatRateIndicator |
Boolean |
When this element is specified and set to 'Y', the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the Trade Date of the transaction “Fixed”. If 'N' it is taken on each Pricing Date “Floating”.
|
FIX.5.0SP2EP169 |
|
|
41181 |
PaymentStreamFlatRateAmount |
Amt |
Specifies the actual monetary value of the flat rate when PaymentStreamFlatRateIndicator(41180) = 'Y'.
|
FIX.5.0SP2EP169 |
|
|
41182 |
PaymentStreamFlatRateCurrency |
Currency |
Specifies the currency of the actual flat rate. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP169 |
|
|
41183 |
PaymentStreamMaximumPaymentAmount |
Amt |
Specifies the limit on the total payment amount.
|
FIX.5.0SP2EP169 |
|
|
41184 |
PaymentStreamMaximumPaymentCurrency |
Currency |
Specifies the currency of total payment amount limit. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP169 |
|
|
41185 |
PaymentStreamMaximumTransactionAmount |
Amt |
Specifies the limit on the payment amount that goes out in any particular calculation period.
|
FIX.5.0SP2EP169 |
|
|
41186 |
PaymentStreamMaximumTransactionCurrency |
Currency |
Specifies the currency of the period payment amount limit. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP169 |
|
|
41187 |
PaymentStreamFixedAmountUnitOfMeasure |
String |
Specifies the fixed payment amount unit of measure (UOM).
|
FIX.5.0SP2EP169 |
|
|
41188 |
PaymentStreamTotalFixedAmount |
Amt |
Specifies the total fixed payment amount.
|
FIX.5.0SP2EP169 |
|
|
41189 |
PaymentStreamWorldScaleRate |
float |
The number of Worldscale points for purposes of the calculation of a fixed amount for a wet voyage charter commodity swap.
|
FIX.5.0SP2EP169 |
|
|
41190 |
PaymentStreamContractPrice |
Price |
The price per relevant unit for purposes of the calculation of a fixed amount for a dry voyage charter or time charter commodity swap.
|
FIX.5.0SP2EP169 |
|
|
41191 |
PaymentStreamContractPriceCurrency |
Currency |
Specifies the currency of PaymentStreamContractPrice(41190). Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP169 |
|
|
41192 |
NoPaymentStreamPricingBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41193 |
PaymentStreamPricingBusinessCenter |
String |
The business center calendar used to adjust the payment stream's pricing dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP169 |
|
|
41194 |
PaymentStreamRateIndex2CurvePeriod |
int |
Secondary time unit multiplier for the payment stream's floating rate index curve.
May be used for a Forward Rate Agreement (FRA) with an average rate between two curve points.
|
FIX.5.0SP2EP169 |
|
|
41195 |
PaymentStreamRateIndex2CurveUnit |
String |
Secondary time unit associated with the payment stream's floating rate index curve.
|
FIX.5.0SP2EP169 |
|
|
41196 |
PaymentStreamRateIndexLocation |
String |
Specifies the location of the floating rate index.
|
FIX.5.0SP2EP169 |
|
|
41197 |
PaymentStreamRateIndexLevel |
Qty |
This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD index level specified as the number of (amount of) weather index units specified by the parties in the related confirmation.
|
FIX.5.0SP2EP169 |
|
|
41198 |
PaymentStreamRateIndexUnitOfMeasure |
String |
The unit of measure (UOM) of the rate index level.
|
FIX.5.0SP2EP169 |
|
|
41199 |
PaymentStreamSettlLevel |
int |
Specifies how weather index units are to be calculated.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Average |
The cumulative number of weather index units for each day in the calculation period divided by the number of days in the calculation period. |
FIX.5.0SP2EP169 |
|
|
1 |
Maximum |
The maximum number of weather index units for any day in the calculaiton period. |
FIX.5.0SP2EP169 |
|
|
2 |
Minimum |
The minimum number of weather index units for any day in the calculaiton period. |
FIX.5.0SP2EP169 |
|
|
3 |
Cumulative |
The cumulative number of weather index units for each day in the calculaiton period. |
FIX.5.0SP2EP169 |
|
|
|
FIX.5.0SP2EP169 |
|
|
41200 |
PaymentStreamReferenceLevel |
Qty |
This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD reference level specified as the number of (amount of) weather index units specified by the parties in the related confirmation.
|
FIX.5.0SP2EP169 |
|
|
41201 |
PaymentStreamReferenceLevelUnitOfMeasure |
String |
The unit of measure (UOM) of the rate reference level.
|
FIX.5.0SP2EP169 |
|
|
41202 |
PaymentStreamReferenceLevelEqualsZeroIndicator |
Boolean |
When set to 'Y', it indicates the weather reference level equals zero.
|
FIX.5.0SP2EP169 |
|
|
41203 |
PaymentStreamRateSpreadCurrency |
Currency |
Specifies the currency of the floating rate spread. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP169 |
|
|
41204 |
PaymentStreamRateSpreadUnitOfMeasure |
String |
Species the unit of measure (UOM) of the floating rate spread.
|
FIX.5.0SP2EP169 |
|
|
41205 |
PaymentStreamRateConversionFactor |
float |
The number to be multiplied by the derived floating rate of the payment stream in order to arrive at the payment rate. If omitted, the floating rate conversion factor is 1.
|
FIX.5.0SP2EP169 |
|
|
41206 |
PaymentStreamRateSpreadType |
int |
Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Absolute |
Absolute |
FIX.5.0SP2EP169 |
|
|
1 |
Percentage |
Percentage |
FIX.5.0SP2EP169 |
|
|
|
FIX.5.0SP2EP169 |
|
|
41207 |
PaymentStreamLastResetRate |
Percentage |
The floating rate determined at the most recent reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05.
|
FIX.5.0SP2EP169 |
|
|
41208 |
PaymentStreamFinalRate |
Percentage |
The floating rate determined at the final reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05.
|
FIX.5.0SP2EP169 |
|
|
41209 |
PaymentStreamCalculationLagPeriod |
int |
Time unit multiplier for the calculation lag duration.
|
FIX.5.0SP2EP169 |
|
|
41210 |
PaymentStreamCalculationLagUnit |
String |
Time unit associated with the calculation lag duration.
|
FIX.5.0SP2EP169 |
|
|
41211 |
PaymentStreamFirstObservationDateOffsetPeriod |
int |
Time unit multiplier for the relative first observation date offset.
If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period.
|
FIX.5.0SP2EP169 |
FIX.5.0SP2EP208 |
|
41212 |
PaymentStreamFirstObservationDateOffsetUnit |
String |
Time unit associated with the relative first observation date offset.
|
FIX.5.0SP2EP169 |
FIX.5.0SP2EP208 |
|
41213 |
PaymentStreamPricingDayType |
int |
Specifies the commodity pricing day type.
|
FIX.5.0SP2EP169 |
|
|
41214 |
PaymentStreamPricingDayDistribution |
int |
The distribution of pricing days.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
All |
All |
FIX.5.0SP2EP169 |
|
|
1 |
First |
First |
FIX.5.0SP2EP169 |
|
|
2 |
Last |
Last |
FIX.5.0SP2EP169 |
|
|
3 |
Penultimate |
Penultimate |
FIX.5.0SP2EP169 |
|
|
|
FIX.5.0SP2EP169 |
|
|
41215 |
PaymentStreamPricingDayCount |
int |
The number of days over which pricing should take place.
|
FIX.5.0SP2EP169 |
|
|
41216 |
PaymentStreamPricingBusinessCalendar |
String |
Specifies the business calendar to use for pricing. See http://www.fpml.org/coding-scheme/commodity-business-calendar for values.
|
FIX.5.0SP2EP169 |
|
|
41217 |
PaymentStreamPricingBusinessDayConvention |
int |
The business day convention used to adjust the payent stream's pricing dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
|
FIX.5.0SP2EP169 |
|
|
41218 |
DeliveryStreamRiskApportionmentSource |
String |
Specifies the source or legal framework for the risk apportionment. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment_Source for the details of the external code list.
|
FIX.5.0SP2EP169 |
|
|
41219 |
LegDeliveryStreamRiskApportionmentSource |
String |
Specifies the source or legal framework for the risk apportionment. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment_Source for the details of the external code list.
|
FIX.5.0SP2EP169 |
|
|
41220 |
NoPaymentStreamPaymentDates |
NumInGroup |
Number of payment dates in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41221 |
PaymentStreamPaymentDate |
LocalMktDate |
The adjusted or unadjusted fixed stream payment date.
|
FIX.5.0SP2EP169 |
|
|
41222 |
PaymentStreamPaymentDateType |
int |
Specifies the type of payment date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
|
FIX.5.0SP2EP169 |
|
|
41223 |
PaymentStreamMasterAgreementPaymentDatesIndicator |
Boolean |
When set to 'Y', it indicates that payment dates are specified in the relevant master agreement.
|
FIX.5.0SP2EP169 |
|
|
41224 |
NoPaymentStreamPricingDates |
NumInGroup |
Number of pricing dates in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41225 |
PaymentStreamPricingDate |
LocalMktDate |
The adjusted or unadjusted fixed stream pricing date.
|
FIX.5.0SP2EP169 |
|
|
41226 |
PaymentStreamPricingDateType |
int |
Specifies the type of pricing date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
|
FIX.5.0SP2EP169 |
|
|
41227 |
NoPaymentStreamPricingDays |
NumInGroup |
Number of pricing days in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41228 |
PaymentStreamPricingDayOfWeek |
int |
The day of the week on which pricing takes place.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
EveryDay |
Every day (the default if not specified) |
FIX.5.0SP2EP169 |
|
|
1 |
Monday |
Monday |
FIX.5.0SP2EP169 |
|
|
2 |
Tuesday |
Tuesday |
FIX.5.0SP2EP169 |
|
|
3 |
Wednesday |
Wednesday |
FIX.5.0SP2EP169 |
|
|
4 |
Thursday |
Thursday |
FIX.5.0SP2EP169 |
|
|
5 |
Friday |
Friday |
FIX.5.0SP2EP169 |
|
|
6 |
Saturday |
Saturday |
FIX.5.0SP2EP169 |
|
|
7 |
Sunday |
Sunday |
FIX.5.0SP2EP169 |
|
|
|
FIX.5.0SP2EP169 |
|
|
41229 |
PaymentStreamPricingDayNumber |
int |
The occurrence of the day of week on which pricing takes place.
For example a pricing day of the 3rd Friday would be DayOfWk=5 DayNum=3.
|
FIX.5.0SP2EP169 |
|
|
41230 |
NoPricingDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41231 |
PricingDateBusinessCenter |
String |
The business center calendar used to adjust pricing or fixing dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP169 |
|
|
41232 |
PricingDateUnadjusted |
LocalMktDate |
The unadjusted pricing or fixing date.
|
FIX.5.0SP2EP169 |
|
|
41233 |
PricingDateBusinessDayConvention |
int |
The business day convention used to adjust pricing or fixing dates. Used only to override the business day convention defined in the DateAdjustment component within the Instrument component.
|
FIX.5.0SP2EP169 |
|
|
41234 |
PricingDateAdjusted |
LocalMktDate |
The adjusted pricing or fixing date.
|
FIX.5.0SP2EP169 |
|
|
41235 |
PricingTime |
LocalMktTime |
Specifies the local market time of the pricing or fixing.
|
FIX.5.0SP2EP169 |
|
|
41236 |
PricingTimeBusinessCenter |
String |
Specifies the business center for determining the pricing or fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP169 |
|
|
41237 |
NoStreamAssetAttributes |
NumInGroup |
Number of asset attribute entries in the group.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
D |
Day |
Day |
FIX.5.0SP2EP169 |
|
|
|
FIX.5.0SP2EP169 |
|
|
41238 |
StreamAssetAttributeType |
String |
Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types.
|
FIX.5.0SP2EP169 |
|
|
41239 |
StreamAssetAttributeValue |
String |
Specifies the value of the attribute.
|
FIX.5.0SP2EP169 |
|
|
41240 |
StreamAssetAttributeLimit |
String |
Limit or lower acceptable value of the attribute.
|
FIX.5.0SP2EP169 |
|
|
41241 |
NoStreamCalculationPeriodDates |
NumInGroup |
Number of calculation period dates in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41242 |
StreamCalculationPeriodDate |
LocalMktDate |
The adjusted or unadjusted fixed calculation period date.
|
FIX.5.0SP2EP169 |
|
|
41243 |
StreamCalculationPeriodDateType |
int |
Specifies the type of fixed calculation period date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
|
FIX.5.0SP2EP169 |
|
|
41244 |
StreamCalculationPeriodDatesXID |
XID |
Identifier of this calculation period for cross referencing elsewhere in the message.
|
FIX.5.0SP2EP169 |
|
|
41245 |
StreamCalculationPeriodDatesXIDRef |
XIDREF |
Cross reference to another calculation period for duplicating its properties.
|
FIX.5.0SP2EP169 |
|
|
41246 |
StreamCalculationBalanceOfFirstPeriod |
Boolean |
When specified and set to 'Y', it indicates that the first calculation period should run from the effective date to the end of the calendar period in which the effective date falls (e.g. Jan 15 - Jan 31 if the calculation periods are one month long and effective date is Jan 15.). If 'N' or not specified, it indicates that the first calculation period should run from the effective date for one whole period (e.g. Jan 15 to Feb 14 if the calculation periods are one month long and the effective date is Jan 15.).
|
FIX.5.0SP2EP169 |
|
|
41247 |
StreamCalculationCorrectionPeriod |
int |
Time unit multiplier for the length of time after the publication of the data when corrections can be made.
|
FIX.5.0SP2EP169 |
|
|
41248 |
StreamCalculationCorrectionUnit |
String |
Time unit associated with the length of time after the publication of the data when corrections can be made.
|
FIX.5.0SP2EP169 |
|
|
41249 |
NoStreamCommoditySettlBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41250 |
StreamCommoditySettlBusinessCenter |
String |
The business center calendar used to adjust the commodity delivery date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP169 |
|
|
41251 |
StreamCommodityBase |
String |
Specifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions.
Examples of general commodity base types include: Metal, Bullion, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions.
|
FIX.5.0SP2EP169 |
|
|
41252 |
StreamCommodityType |
String |
Specifies the type of commodity product. For coal see http://www.fpml.org/coding-scheme/commodity-coal-product-type for values. For metals see http://www.fpml.org/coding-scheme/commodity-metal-product-type for values. For bullion see http://www.fixtradingcommunity.org/codelists#Bullion_Types for the external code list of bullion types.
|
FIX.5.0SP2EP169 |
|
|
41253 |
StreamCommoditySecurityID |
String |
Specifies the market identifier for the commodity.
|
FIX.5.0SP2EP169 |
|
|
41254 |
StreamCommoditySecurityIDSource |
String |
Identifies the class or source of the StreamCommoditySecurityIDSource(41253) value.
|
FIX.5.0SP2EP169 |
|
|
41255 |
StreamCommodityDesc |
String |
Description of the commodity asset.
|
FIX.5.0SP2EP169 |
|
|
41256 |
EncodedStreamCommodityDescLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedStreamCommodityDesc(41257) field.
|
FIX.5.0SP2EP169 |
|
|
41257 |
EncodedStreamCommodityDesc |
data |
Encoded (non-ASCII characters) representation of the StreamCommodityDesc(41255) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the StreamCommodityDesc(41255) field.
|
FIX.5.0SP2EP169 |
|
|
41258 |
StreamCommodityUnitOfMeasure |
String |
The unit of measure (UOM) of the commodity asset.
|
FIX.5.0SP2EP169 |
|
|
41259 |
StreamCommodityCurrency |
Currency |
Identifies the currency of the commodity asset. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP169 |
|
|
41260 |
StreamCommodityExchange |
Exchange |
Identifies the exchange where the commodity is traded.
|
FIX.5.0SP2EP169 |
|
|
41261 |
StreamCommodityRateSource |
int |
Identifies the source of rate information used for commodities. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Source for code list of applicable sources.
|
FIX.5.0SP2EP169 |
|
|
41262 |
StreamCommodityRateReferencePage |
String |
Identifies the reference "page" from the rate source.
|
FIX.5.0SP2EP169 |
|
|
41263 |
StreamCommodityRateReferencePageHeading |
String |
Identifies the page heading from the rate source.
|
FIX.5.0SP2EP169 |
|
|
41264 |
StreamDataProvider |
String |
Specifies the commodity data or information provider. See http://www.fpml.org/coding-scheme/commodity-information-provider for values.
|
FIX.5.0SP2EP169 |
|
|
41265 |
StreamCommodityPricingType |
String |
Specifies how the pricing or rate setting of the trade is to be determined or based upon. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Pricing_Type for code list of applicable commodity pricing types.
|
FIX.5.0SP2EP169 |
|
|
41266 |
StreamCommodityNearbySettlDayPeriod |
int |
Time unit multiplier for the nearby settlement day.
When the commodity transaction references a futures contract, the delivery or settlement dates are a nearby month or week. For example, for eighth nearby month use Period=8 and Unit=Mo.
|
FIX.5.0SP2EP169 |
|
|
41267 |
StreamCommodityNearbySettlDayUnit |
String |
Time unit associated with the nearby settlement day.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
Wk |
Week |
Week |
FIX.5.0SP2EP169 |
|
|
Mo |
Month |
Month |
FIX.5.0SP2EP169 |
|
|
|
FIX.5.0SP2EP169 |
|
|
41268 |
StreamCommoditySettlDateUnadjusted |
LocalMktDate |
The unadjusted commodity delivery date.
|
FIX.5.0SP2EP169 |
|
|
41269 |
StreamCommoditySettlDateBusinessDayConvention |
int |
The business day convention used to adjust the commodity delivery date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
|
FIX.5.0SP2EP169 |
|
|
41270 |
StreamCommoditySettlDateAdjusted |
LocalMktDate |
The adjusted commodity delivery date.
|
FIX.5.0SP2EP169 |
|
|
41271 |
StreamCommoditySettlMonth |
int |
Specifies a fixed single month for commodity delivery.
Use "1" for January, "2" for February, etc.
|
FIX.5.0SP2EP169 |
|
|
41272 |
StreamCommoditySettlDateRollPeriod |
int |
Time unit multiplier for the commodity delivery date roll.
For a commodity transaction that references a listed future via the delivery dates, this is the day offset on which the specified future will roll to the next nearby month when the referenced future expires.
|
FIX.5.0SP2EP169 |
|
|
41273 |
StreamCommoditySettlDateRollUnit |
String |
Time unit associated with the commodity delivery date roll.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
D |
Day |
Day |
FIX.5.0SP2EP169 |
|
|
|
FIX.5.0SP2EP169 |
|
|
41274 |
StreamCommoditySettlDayType |
int |
Specifies the commodity delivery roll day type.
|
FIX.5.0SP2EP169 |
|
|
41275 |
StreamCommodityXID |
XID |
Identifier of this stream commodity for cross referencing elsewhere in the message.
|
FIX.5.0SP2EP169 |
|
|
41276 |
StreamCommodityXIDRef |
XIDREF |
Reference to a stream commodity elsewhere in the message.
|
FIX.5.0SP2EP169 |
|
|
41277 |
NoStreamCommodityAltIDs |
NumInGroup |
Number of alternate security identifers.
|
FIX.5.0SP2EP169 |
|
|
41278 |
StreamCommodityAltID |
String |
Alternate security identifier value for the commodity.
|
FIX.5.0SP2EP169 |
|
|
41279 |
StreamCommodityAltIDSource |
String |
Identifies the class or source of the alternate commodity security identifier.
|
FIX.5.0SP2EP169 |
|
|
41280 |
NoStreamCommodityDataSources |
NumInGroup |
Number of data sources in the repeating group. The order of entry determines priority – first is the main source, second is fallback, third is second fallback.
|
FIX.5.0SP2EP169 |
|
|
41281 |
StreamCommodityDataSourceID |
String |
Data source identifier.
|
FIX.5.0SP2EP169 |
|
|
41282 |
StreamCommodityDataSourceIDType |
int |
Type of data source identifier.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
City |
City (4 character business center code) |
FIX.5.0SP2EP169 |
|
|
1 |
Airport |
Airport (IATA standard) |
FIX.5.0SP2EP169 |
|
|
2 |
WeatherStation |
Weather station WBAN (Weather Bureau Army Navy) |
FIX.5.0SP2EP169 |
|
|
3 |
WeatherIndex |
Weather index WMO (World Meteorological Organization) |
FIX.5.0SP2EP169 |
|
|
|
FIX.5.0SP2EP169 |
|
|
41283 |
NoStreamCommoditySettlDays |
NumInGroup |
Number of days in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41284 |
StreamCommoditySettlDay |
int |
Specifies the day or group of days for delivery.
|
FIX.5.0SP2EP169 |
|
|
41285 |
StreamCommoditySettlTotalHours |
int |
Sum of the hours specified in StreamCommoditySettlTimeGrp.
|
FIX.5.0SP2EP169 |
|
|
41286 |
NoStreamCommoditySettlTimes |
NumInGroup |
Number of hour ranges in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41287 |
StreamCommoditySettlStart |
String |
The start time for commodities settlement where delivery occurs over time. The time format is specified by the settlement time type.
|
FIX.5.0SP2EP169 |
|
|
41288 |
StreamCommoditySettlEnd |
String |
The end time for commodities settlement where delivery occurs over time. The time format is specified by the settlement time type.
|
FIX.5.0SP2EP169 |
|
|
41289 |
NoStreamCommoditySettlPeriods |
NumInGroup |
Number of commodity settlement periods in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41290 |
StreamCommoditySettlCountry |
Country |
Specifies the country where delivery takes place. Uses ISO 3166 2-character country code.
|
FIX.5.0SP2EP169 |
|
|
41291 |
StreamCommoditySettlTimeZone |
String |
Commodity delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones.
|
FIX.5.0SP2EP169 |
|
|
41292 |
StreamCommoditySettlFlowType |
int |
Specifies the commodity delivery flow type.
|
FIX.5.0SP2EP169 |
FIX.5.0SP2EP179 |
|
41293 |
StreamCommoditySettlPeriodNotional |
Qty |
Specifies the delivery quantity associated with this settlement period.
|
FIX.5.0SP2EP169 |
|
|
41294 |
StreamCommoditySettlPeriodNotionalUnitOfMeasure |
String |
Specifies the unit of measure (UOM) of the delivery quantity associated with this settlement period.
|
FIX.5.0SP2EP169 |
|
|
41295 |
StreamCommoditySettlPeriodFrequencyPeriod |
int |
Time unit multiplier for the settlement period frequency.
|
FIX.5.0SP2EP169 |
|
|
41296 |
StreamCommoditySettlPeriodFrequencyUnit |
String |
Time unit associated with the settlement period frequency.
|
FIX.5.0SP2EP169 |
|
|
41297 |
StreamCommoditySettlPeriodPrice |
Price |
The settlement period price.
|
FIX.5.0SP2EP169 |
|
|
41298 |
StreamCommoditySettlPeriodPriceUnitOfMeasure |
String |
Specifies the settlement period price unit of measure (UOM).
|
FIX.5.0SP2EP169 |
|
|
41299 |
StreamCommoditySettlPeriodPriceCurrency |
Currency |
The currency of the settlement period price. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP169 |
|
|
41300 |
StreamCommoditySettlHolidaysProcessingInstruction |
int |
Indicates whether holidays are included in the settlement periods. Required for electricity contracts.
|
FIX.5.0SP2EP169 |
|
|
41301 |
StreamCommoditySettlPeriodXID |
XID |
Identifier of this settlement period for cross referencing elsewhere in the message.
|
FIX.5.0SP2EP169 |
|
|
41302 |
StreamCommoditySettlPeriodXIDRef |
XIDREF |
Cross reference to another settlement period for duplicating its properties.
|
FIX.5.0SP2EP169 |
|
|
41303 |
StreamXID |
XID |
Identifier of this Stream for cross referencing elsewhere in the message.
|
FIX.5.0SP2EP169 |
|
|
41304 |
PaymentLegRefID |
String |
Identifies the instrument leg in which this payment applies to by referencing the leg's LegID(1788).
|
FIX.5.0SP2EP187 |
|
|
41305 |
StreamNotionalXIDRef |
XIDREF |
Cross reference to another Stream notional for duplicating its properties.
|
FIX.5.0SP2EP169 |
|
|
41306 |
StreamNotionalFrequencyPeriod |
int |
Time unit multiplier for the swap stream's notional frequency.
|
FIX.5.0SP2EP169 |
|
|
41307 |
StreamNotionalFrequencyUnit |
String |
Time unit associated with the swap stream's notional frequency.
|
FIX.5.0SP2EP169 |
|
|
41308 |
StreamNotionalCommodityFrequency |
int |
The commodity's notional or quantity delivery frequency.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Term |
Term |
FIX.5.0SP2EP169 |
|
|
1 |
PerBusinessDay |
Per business day |
FIX.5.0SP2EP169 |
|
|
2 |
PerCalculationPeriod |
Per calculation period |
FIX.5.0SP2EP169 |
|
|
3 |
PerSettlPeriod |
Per settlement period |
FIX.5.0SP2EP169 |
|
|
4 |
PerCalendarDay |
Per calendar day |
FIX.5.0SP2EP169 |
|
|
5 |
PerHour |
Per hour |
FIX.5.0SP2EP169 |
|
|
6 |
PerMonth |
Per month |
FIX.5.0SP2EP169 |
|
|
|
FIX.5.0SP2EP169 |
|
|
41309 |
StreamNotionalUnitOfMeasure |
String |
Specifies the delivery stream quantity unit of measure (UOM).
|
FIX.5.0SP2EP169 |
|
|
41310 |
StreamTotalNotional |
Qty |
Total notional or delivery quantity over the term of the contract.
|
FIX.5.0SP2EP169 |
|
|
41311 |
StreamTotalNotionalUnitOfMeasure |
String |
Specifies the unit of measure (UOM) for the total notional or delivery quantity over the term of the contract.
|
FIX.5.0SP2EP169 |
|
|
41312 |
NoMandatoryClearingJurisdictions |
NumInGroup |
Number of mandatory clearing jurisdictions.
|
FIX.5.0SP2EP169 |
|
|
41313 |
MandatoryClearingJurisdiction |
String |
Identifier of the regulatory jurisdiction requiring the trade to be cleared.
|
FIX.5.0SP2EP169 |
|
|
41314 |
UnderlyingProtectionTermXIDRef |
XIDREF |
Reference to the protection terms applicable to this entity or obligation. Contains the same XID named string value of the instance in the ProtectionTerms repeating group that applies to this Underlying.
|
FIX.5.0SP2EP161 |
|
|
41315 |
UnderlyingSettlTermXIDRef |
XIDREF |
Reference to the cash or physical settlement terms applicable to this entity or obligation. Contains the same XID named string value of the instance in the appropriate repeating group that applies to this Underlying.
|
FIX.5.0SP2EP161 |
|
|
41316 |
NoLegAdditionalTermBondRefs |
NumInGroup |
Number of bonds in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41317 |
LegAdditionalTermBondSecurityID |
String |
Security identifier of the bond.
|
FIX.5.0SP2EP169 |
|
|
41318 |
LegAdditionalTermBondSecurityIDSource |
String |
Identifies the source scheme of the LegAdditionalTermBondSecurityID(41317) value.
|
FIX.5.0SP2EP169 |
|
|
41319 |
LegAdditionalTermBondDesc |
String |
Description of the bond.
|
FIX.5.0SP2EP169 |
|
|
41320 |
EncodedLegAdditionalTermBondDescLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedLegAdditionalTermBondDesc(41321) field.
|
FIX.5.0SP2EP169 |
|
|
41321 |
EncodedLegAdditionalTermBondDesc |
data |
Encoded (non-ASCII characters) representation of the LegAdditionalTermBondDesc(41319) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegAdditionalTermBondDesc(41319) field.
|
FIX.5.0SP2EP169 |
|
|
41322 |
LegAdditionalTermBondCurrency |
Currency |
Specifies the currency the bond value is denominated in. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP169 |
|
|
41323 |
LegAdditionalTermBondIssuer |
String |
Issuer of the bond.
|
FIX.5.0SP2EP169 |
|
|
41324 |
EncodedLegAdditionalTermBondIssuerLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedLegAdditionalTermBondIssuer(41325) field.
|
FIX.5.0SP2EP169 |
|
|
41325 |
EncodedLegAdditionalTermBondIssuer |
data |
Encoded (non-ASCII characters) representation of the LegAdditionalTermBondIssuer(41323) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegAdditionalTermBondIssuer(41323) field.
|
FIX.5.0SP2EP169 |
|
|
41326 |
LegAdditionalTermBondSeniority |
String |
Specifies the bond's payment priority in the event of a default.
|
FIX.5.0SP2EP169 |
|
|
41327 |
LegAdditionalTermBondCouponType |
int |
Specifies the coupon type of the bond.
|
FIX.5.0SP2EP169 |
|
|
41328 |
LegAdditionalTermBondCouponRate |
Percentage |
Coupon rate of the bond. See also CouponRate(223).
|
FIX.5.0SP2EP169 |
|
|
41329 |
LegAdditionalTermBondMaturityDate |
LocalMktDate |
The maturity date of the bond.
|
FIX.5.0SP2EP169 |
|
|
41330 |
LegAdditionalTermBondParValue |
Amt |
The par value of the bond.
|
FIX.5.0SP2EP169 |
|
|
41331 |
LegAdditionalTermBondCurrentTotalIssuedAmount |
Amt |
Total issued amount of the bond.
|
FIX.5.0SP2EP169 |
|
|
41332 |
LegAdditionalTermBondCouponFrequencyPeriod |
int |
Time unit multiplier for the frequency of the bond's coupon payment.
|
FIX.5.0SP2EP169 |
|
|
41333 |
LegAdditionalTermBondCouponFrequencyUnit |
String |
Time unit associated with the frequency of the bond's coupon payment.
|
FIX.5.0SP2EP169 |
|
|
41334 |
LegAdditionalTermBondDayCount |
int |
The day count convention used in interest calculations for a bond or an interest bearing security.
|
FIX.5.0SP2EP169 |
|
|
41335 |
NoLegAdditionalTerms |
NumInGroup |
Number of additional terms in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41336 |
LegAdditionalTermConditionPrecedentBondIndicator |
Boolean |
Indicates whether the condition precedent bond is applicable. The swap contract is only valid if the bond is issued and if there is any dispute over the terms of fixed stream then the bond terms would be used.
|
FIX.5.0SP2EP169 |
|
|
41337 |
LegAdditionalTermDiscrepancyClauseIndicator |
Boolean |
Indicates whether the discrepancy clause is applicable.
|
FIX.5.0SP2EP169 |
|
|
41338 |
UnderlyingMarketDisruptionValue |
String |
Applicable value for UnderlyingMarketDisruptionEvent(41865).
|
FIX.5.0SP2EP187 |
|
|
41339 |
UnderlyingMarketDisruptionFallbackValue |
String |
Applicable value for UnderlyingMarketDisruptionFallbackType(41867).
|
FIX.5.0SP2EP187 |
|
|
41340 |
NoUnderlyingAdditionalTermBondRefs |
NumInGroup |
Number of bonds in the repeating group.
|
FIX.5.0SP2EP187 |
|
|
41341 |
UnderlyingAdditionalTermBondSecurityID |
String |
Security identifier of the bond.
|
FIX.5.0SP2EP187 |
|
|
41342 |
NoLegCashSettlDealers |
NumInGroup |
Number of dealers in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41343 |
LegCashSettlDealer |
String |
Identifies the dealer from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation calculation.
ISDA 2003 Term: Dealer
|
FIX.5.0SP2EP169 |
|
|
41344 |
NoLegCashSettlTerms |
NumInGroup |
Number of elements in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41345 |
LegCashSettlCurrency |
Currency |
Specifies the currency the LegCashSettlAmount(41357) is denominated in. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP169 |
|
|
41346 |
LegCasSettlValuationFirstBusinessDayOffset |
int |
The number of business days after settlement conditions have been satisfied, when the calculation agent is to obtain a price quotation on the reference obligation for purposes of cash settlement.
Associated with ISDA 2003 Term: Valuation Date.
|
FIX.5.0SP2EP169 |
|
|
41347 |
LegCashSettlValuationSubsequentBusinessDaysOffset |
int |
The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement.
|
FIX.5.0SP2EP169 |
|
|
41348 |
LegCashSettlNumOfValuationDates |
int |
Where multiple valuation dates are specified as being applicable for cash settlement, this element specifies the number of applicable valuation dates.
Associated with ISDA 2003 Term: Valuation Date
|
FIX.5.0SP2EP169 |
|
|
41349 |
LegCashSettlValuationTime |
LocalMktTime |
Time of valuation.
|
FIX.5.0SP2EP169 |
|
|
41350 |
LegCashSettlBusinessCenter |
String |
Identifies the business center calendar used at valuation time for cash settlement purposes e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP169 |
|
|
41351 |
LegCashSettlQuoteMethod |
int |
The type of quote used to determine the cash settlement price.
|
FIX.5.0SP2EP169 |
|
|
41352 |
LegCashSettlQuoteAmount |
Amt |
When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained. If not specifed, the ISDA definitions provide for a fallback amount equal to floating rate payer calculation amount.
ISDA 2003 Term: Quotation Amount.
|
FIX.5.0SP2EP169 |
|
|
41353 |
LegCashSettlQuoteCurrency |
Currency |
Specifies the currency the LegCashSettlQuoteAmount(41352) is denominated in. Uses ISO 4217 Currency Code.
|
FIX.5.0SP2EP169 |
|
|
41354 |
LegCashSettlMinimumQuoteAmount |
Amt |
When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount of the lower of either USD1,000,000 (or its equivalent in the relevent obligation currency) or the (minimum) quoted amount.
ISDA 2003 Term: Minimum Quotation Amount.
|
FIX.5.0SP2EP169 |
|
|
41355 |
LegCashSettlMinimumQuoteCurrency |
Currency |
Specifies the currency the LegCashSettlQuoteMinimumAmount(41354) is denominated in. Uses ISO 4217 Currency Code.
|
FIX.5.0SP2EP169 |
|
|
41356 |
LegCashSettlBusinessDays |
int |
The number of business days used in the determination of the cash settlement payment date.
If a cash settlement amount is specified, the cash settlement payment date will be this number of business days following the calculation of the final price. If a cash settlement amount is not specified, the cash settlement payment date will be this number of business days after all conditions to settlement are satisfied. ISDA 2003 Term: Cash Settlement Date.
|
FIX.5.0SP2EP169 |
|
|
41357 |
LegCashSettlAmount |
Amt |
The amount paid between the trade parties, seller to the buyer, for cash settlement on the cash settlement date.
If not specified this would typically be calculated as ((100 or the reference price) - reference obligation price) x floating rate payer calculation amount. Price values are all expressed as a percentage. ISDA 2003 Term: Cash Settlement Amount.
|
FIX.5.0SP2EP169 |
|
|
41358 |
LegCashSettlRecoveryFactor |
float |
Used for fixed recovery, this specifies the recovery level as determined at contract inception, to be applied in the event of a default. The factor is used to calculate the amount paid by the seller to the buyer for cash settlement on the cash settlement date. The amount calculated is (1 - LegCashSettlRecoveryFactor(41358)) x floating rate payer calculation amount. The currency is derived from the floating rate payer calculation amount.
|
FIX.5.0SP2EP169 |
|
|
41359 |
LegCashSettlFixedTermIndicator |
Boolean |
Indicates whether fixed settlement is applicable or not applicable in a recovery lock.
|
FIX.5.0SP2EP169 |
|
|
41360 |
LegCashSettlAccruedInterestIndicator |
Boolean |
Indicates whether accrued interest is included or not in the value provided in LegCashSettlAmount(41357). For cash settlement this specifies whether quotations should be obtained inclusive or not of accrued interest. For physical settlement this specifies whether the buyer should deliver the obligation with an outstanding principal balance that includes or excludes accrued interest.
ISDA 2003 Term: Include/Exclude Accrued Interest.
|
FIX.5.0SP2EP169 |
|
|
41361 |
LegCashSettlValuationMethod |
int |
The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement.
ISDA 2003 Term: Valuation Method.
|
FIX.5.0SP2EP169 |
|
|
41362 |
LegCashSettlTermXID |
XID |
A named string value referenced by UnderlyingSettlTermXIDRef(41315).
|
FIX.5.0SP2EP169 |
|
|
41363 |
NoLegComplexEventAveragingObservations |
NumInGroup |
The number of averaging observations in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41364 |
LegComplexEventAveragingObservationNumber |
int |
Cross reference to the ordinal observation as specified either in the LegComplexEventScheduleGrp or LegComplexEventPeriodDateGrp components.
|
FIX.5.0SP2EP169 |
|
|
41365 |
LegComplexEventAveragingWeight |
float |
The weight factor to be applied to the observation.
|
FIX.5.0SP2EP169 |
|
|
41366 |
NoLegComplexEventCreditEvents |
NumInGroup |
The number of credit events specified in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41367 |
LegComplexEventCreditEventType |
String |
Specifies the type of credit event. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for code list of applicable event types.
|
FIX.5.0SP2EP169 |
|
|
41368 |
LegComplexEventCreditEventValue |
String |
The credit event value appropriate to LegComplexEventCreditEventType(41367). See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for applicable event type values.
|
FIX.5.0SP2EP169 |
|
|
41369 |
LegComplexEventCreditEventCurrency |
Currency |
Specifies the applicable currency when LegComplexEventCreditEventCurrency(41368) is an amount. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP169 |
|
|
41370 |
LegComplexEventCreditEventPeriod |
int |
Time unit multiplier for complex credit events.
|
FIX.5.0SP2EP169 |
|
|
41371 |
LegComplexEventCreditEventUnit |
String |
Time unit associated with complex credit events.
|
FIX.5.0SP2EP169 |
|
|
41372 |
LegComplexEventCreditEventDayType |
int |
Specifies the day type for the complex credit events.
|
FIX.5.0SP2EP169 |
|
|
41373 |
LegComplexEventCreditEventRateSource |
int |
Identifies the source of rate information used for credit events. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Rate_Source for code list of applicable sources.
|
FIX.5.0SP2EP169 |
|
|
41374 |
NoLegComplexEventCreditEventQualifiers |
NumInGroup |
Number of qualifiers in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41375 |
LegComplexEventCreditEventQualifier |
char |
Specifies a complex event qualifier. Used to further qualify LegComplexEventCreditEventType(41367).
|
FIX.5.0SP2EP169 |
|
|
41376 |
NoLegComplexEventPeriodDateTimes |
NumInGroup |
Number of entries in the date-time repeating group.
|
FIX.5.0SP2EP169 |
|
|
41377 |
LegComplexEventPeriodDate |
LocalMktDate |
Averaging date for an Asian option. Trigger date for a Barrier or Knock option.
|
FIX.5.0SP2EP169 |
|
|
41378 |
LegComplexEventPeriodTime |
LocalMktTime |
Averaging time for an Asian option.
|
FIX.5.0SP2EP169 |
|
|
41379 |
NoLegComplexEventPeriods |
NumInGroup |
Number of periods in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41380 |
LegComplexEventPeriodType |
int |
Specifies the period type.
|
FIX.5.0SP2EP169 |
|
|
41381 |
LegComplexEventBusinessCenter |
String |
The business center for adjusting dates and times in the schedule or date-time group. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP169 |
|
|
41382 |
NoLegComplexEventRateSources |
NumInGroup |
Number of rate sources in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41383 |
LegComplexEventRateSource |
int |
Identifies the source of rate information. For FX, the reference source to be used for the FX spot rate.
|
FIX.5.0SP2EP169 |
|
|
41384 |
LegComplexEventRateSourceType |
int |
Indicates whether the rate source specified is a primary or secondary source.
|
FIX.5.0SP2EP169 |
|
|
41385 |
LegComplexEventReferencePage |
String |
Identifies the reference page from the rate source. For FX, the reference page to the spot rate is to be used for the reference FX spot rate. When LegComplexEventRateSource(41383) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option.
|
FIX.5.0SP2EP169 |
|
|
41386 |
LegComplexEvenReferencePageHeading |
String |
Identifies the reference page heading from the rate source.
|
FIX.5.0SP2EP169 |
|
|
41387 |
NoLegComplexEventDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41388 |
LegComplexEventDateBusinessCenter |
String |
The business center calendar used to adjust the event date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP169 |
|
|
41389 |
LegComplexEventDateUnadjusted |
LocalMktDate |
The unadjusted complex event date.
For example the second expiration date for a calendar spread option strategy.
|
FIX.5.0SP2EP169 |
|
|
41390 |
LegComplexEventDateRelativeTo |
int |
Specifies the anchor date when the complex event date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP169 |
FIX.5.0SP2EP208 |
|
41391 |
LegComplexEventDateOffsetPeriod |
int |
Time unit multiplier for the relative date offset.
|
FIX.5.0SP2EP169 |
|
|
41392 |
LegComplexEventDateOffsetUnit |
String |
Time unit associated with the relative date offset.
|
FIX.5.0SP2EP169 |
|
|
41393 |
LegComplexEventDateOffsetDayType |
int |
Specifies the day type of the relative date offset.
|
FIX.5.0SP2EP169 |
|
|
41394 |
LegComplexEventDateBusinessDayConvention |
int |
The business day convention used to adjust the event date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
|
FIX.5.0SP2EP169 |
|
|
41395 |
LegComplexEventDateAdjusted |
LocalMktDate |
The adjusted complex event date.
|
FIX.5.0SP2EP169 |
|
|
41396 |
LegComplexEventFixingTime |
LocalMktTime |
The local market fixing time.
|
FIX.5.0SP2EP169 |
|
|
41397 |
LegComplexEventFixingTimeBusinessCenter |
String |
The business center for determining the actual fixing times. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP169 |
|
|
41398 |
NoLegComplexEventCreditEventSources |
NumInGroup |
Number of event sources in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41399 |
LegComplexEventCreditEventSource |
String |
A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred.
|
FIX.5.0SP2EP169 |
|
|
41400 |
NoLegComplexEventSchedules |
NumInGroup |
Number of schedules in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41401 |
LegComplexEventScheduleStartDate |
LocalMktDate |
The start date of the schedule.
|
FIX.5.0SP2EP169 |
|
|
41402 |
LegComplexEventScheduleEndDate |
LocalMktDate |
The end date of the schedule.
|
FIX.5.0SP2EP169 |
|
|
41403 |
LegComplexEventScheduleFrequencyPeriod |
int |
Time unit multiplier for the schedule date frequency.
|
FIX.5.0SP2EP169 |
|
|
41404 |
LegComplexEventScheduleFrequencyUnit |
String |
Time unit associated with the schedule date frequency.
|
FIX.5.0SP2EP169 |
|
|
41405 |
LegComplexEventScheduleRollConvention |
String |
The convention for determining the sequence of dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the LegDateAdjustment component in InstrumentLeg.
|
FIX.5.0SP2EP169 |
|
|
41406 |
ProvisionCashSettlQuoteReferencePage |
String |
Identifies the reference "page" from the quote source.
|
FIX.5.0SP2EP161 |
|
|
41407 |
LegProvisionCashSettlQuoteReferencePage |
String |
Identifies the reference "page" from the quote source.
|
FIX.5.0SP2EP161 |
|
|
41408 |
NoLegDeliverySchedules |
NumInGroup |
Number of delivery schedules in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41409 |
LegDeliveryScheduleType |
int |
Specifies the type of delivery schedule.
|
FIX.5.0SP2EP169 |
|
|
41410 |
LegDeliveryScheduleXID |
XID |
Identifier for this instance of delivery schedule for cross referencing elsewhere in the message.
|
FIX.5.0SP2EP169 |
|
|
41411 |
LegDeliveryScheduleNotional |
Qty |
Physical delivery quantity.
|
FIX.5.0SP2EP169 |
|
|
41412 |
LegDeliveryScheduleNotionalUnitOfMeasure |
String |
Specifies the delivery quantity unit of measure (UOM).
|
FIX.5.0SP2EP169 |
|
|
41413 |
LegDeliveryScheduleNotionalCommodityFrequency |
int |
The frequency of notional delivery.
|
FIX.5.0SP2EP169 |
|
|
41414 |
LegDeliveryScheduleNegativeTolerance |
float |
Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryScheduleToleranceType(41417). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).
|
FIX.5.0SP2EP169 |
|
|
41415 |
LegDeliverySchedulePositiveTolerance |
float |
Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryScheduleToleranceType(41417). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).
|
FIX.5.0SP2EP169 |
|
|
41416 |
LegDeliveryScheduleToleranceUnitOfMeasure |
String |
Specifies the tolerance value's unit of measure (UOM).
|
FIX.5.0SP2EP169 |
|
|
41417 |
LegDeliveryScheduleToleranceType |
int |
Specifies the tolerance value type.
|
FIX.5.0SP2EP169 |
|
|
41418 |
LegDeliveryScheduleSettlCountry |
Country |
Specifies the country where delivery takes place. Uses ISO 3166 2-character country code.
|
FIX.5.0SP2EP169 |
|
|
41419 |
LegDeliveryScheduleSettlTimeZone |
String |
Delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones.
|
FIX.5.0SP2EP169 |
|
|
41420 |
LegDeliveryScheduleSettlFlowType |
int |
Specifies the delivery flow type.
|
FIX.5.0SP2EP169 |
|
|
41421 |
LegDeliveryScheduleSettlHolidaysProcessingInstruction |
int |
Indicates whether holidays are included in the settlement periods. Required for electricity contracts.
|
FIX.5.0SP2EP169 |
|
|
41422 |
NoLegDeliveryScheduleSettlDays |
NumInGroup |
Number of delivery schedules in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41423 |
LegDeliveryScheduleSettlDay |
int |
Specifies the day or group of days for delivery.
|
FIX.5.0SP2EP169 |
|
|
41424 |
LegDeliveryScheduleSettlTotalHours |
int |
The sum of the total hours specified in the LegDeliveryScheduleSettlTimeGrp component.
|
FIX.5.0SP2EP169 |
|
|
41425 |
NoLegDeliveryScheduleSettlTimes |
NumInGroup |
Number of hour ranges in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41426 |
LegDeliveryScheduleSettlStart |
String |
The scheduled start time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in LegDeliveryScheduleSettlTimeType(41428).
|
FIX.5.0SP2EP169 |
|
|
41427 |
LegDeliveryScheduleSettlEnd |
String |
The scheduled end time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in LegDeliveryScheduleSettlTimeType(41428).
|
FIX.5.0SP2EP169 |
|
|
41428 |
LegDeliveryScheduleSettlTimeType |
int |
Specifies the format of the delivery start and end time values.
|
FIX.5.0SP2EP169 |
|
|
41429 |
LegDeliveryStreamType |
int |
Specifies the type of delivery stream.
|
FIX.5.0SP2EP169 |
|
|
41430 |
LegDeliveryStreamPipeline |
String |
The name of the oil delivery pipeline.
|
FIX.5.0SP2EP169 |
|
|
41431 |
LegDeliveryStreamEntryPoint |
String |
The point at which the commodity will enter the delivery mechanism or pipeline.
|
FIX.5.0SP2EP169 |
|
|
41432 |
LegDeliveryStreamWithdrawalPoint |
String |
The point at which the commodity product will be withdrawn prior to delivery.
|
FIX.5.0SP2EP169 |
|
|
41433 |
LegDeliveryStreamDeliveryPoint |
String |
The point at which the commodity product will be delivered and received. Value specified should follow market convention appropriate for the commodity product. For bullion, see http://www.fpml.org/coding-scheme/bullion-delivery-location for values.
|
FIX.5.0SP2EP169 |
|
|
41434 |
LegDeliveryStreamDeliveryRestriction |
int |
Specifies under what conditions the buyer and seller should be excused of their delivery obligations.
|
FIX.5.0SP2EP169 |
|
|
41435 |
LegDeliveryStreamDeliveryContingency |
String |
Specifies the electricity delivery contingency. See http://www.fpml.org/coding-scheme/electricity-transmission-contingency for values.
|
FIX.5.0SP2EP169 |
|
|
41436 |
LegDeliveryStreamDeliveryContingentPartySide |
int |
The trade side value of the party responsible for electricity delivery contingency.
|
FIX.5.0SP2EP169 |
|
|
41437 |
LegDeliveryStreamDeliverAtSourceIndicator |
Boolean |
When this element is specified and set to 'Y', delivery of the coal product is to be at its source.
|
FIX.5.0SP2EP169 |
|
|
41438 |
LegDeliveryStreamRiskApportionment |
String |
Specifies how the parties to the trade apportion responsibility for the delivery of the commodity product. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment for the details of the external code list.
|
FIX.5.0SP2EP169 |
|
|
41439 |
LegDeliveryStreamTitleTransferLocation |
String |
Specifies the title transfer location.
|
FIX.5.0SP2EP169 |
|
|
41440 |
LegDeliveryStreamTitleTransferCondition |
int |
Specifies the condition of title transfer.
|
FIX.5.0SP2EP169 |
|
|
41441 |
LegDeliveryStreamImporterOfRecord |
String |
A party, not necessarily of the trade, who is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to importation.
|
FIX.5.0SP2EP169 |
|
|
41442 |
LegDeliveryStreamNegativeTolerance |
float |
Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryStreamToleranceType(41445). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).
|
FIX.5.0SP2EP169 |
|
|
41443 |
LegDeliveryStreamPositiveTolerance |
float |
Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryStreamToleranceType(41445). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).
|
FIX.5.0SP2EP169 |
|
|
41444 |
LegDeliveryStreamToleranceUnitOfMeasure |
String |
Specifies the tolerance value's unit of measure (UOM).
|
FIX.5.0SP2EP169 |
|
|
41445 |
LegDeliveryStreamToleranceType |
int |
Specifies the tolerance value type.
|
FIX.5.0SP2EP169 |
|
|
41446 |
LegDeliveryStreamToleranceOptionSide |
int |
Indicates whether the tolerance is at the seller's or buyer's option.
|
FIX.5.0SP2EP169 |
|
|
41447 |
LegDeliveryStreamTotalPositiveTolerance |
Percentage |
The positive percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.).
|
FIX.5.0SP2EP169 |
|
|
41448 |
LegDeliveryStreamTotalNegativeTolerance |
Percentage |
The negative percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.).
|
FIX.5.0SP2EP169 |
|
|
41449 |
LegDeliveryStreamNotionalConversionFactor |
float |
If the notional quantity is specified in a unit that does not match the unit in which the commodity reference price is quoted, the scaling or conversion factor used to convert the commodity reference price unit into the notional quantity unit should be stated here. If there is no conversion, this field is not intended to be used.
|
FIX.5.0SP2EP169 |
|
|
41450 |
LegDeliveryStreamTransportEquipment |
String |
The transportation equipment with which the commodity product will be delivered and received.
Examples of transportation equipment or mode are barge, truck, railcar, etc.
|
FIX.5.0SP2EP169 |
|
|
41451 |
LegDeliveryStreamElectingPartySide |
int |
A reference to the party able to choose whether the gas is delivered for a particular period e.g. a swing or interruptible contract.
|
FIX.5.0SP2EP169 |
|
|
41452 |
NoLegStreamAssetAttributes |
NumInGroup |
Number of asset attribute entries in the group.
|
FIX.5.0SP2EP169 |
|
|
41453 |
LegStreamAssetAttributeType |
String |
Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types.
|
FIX.5.0SP2EP169 |
|
|
41454 |
LegStreamAssetAttributeValue |
String |
Specifies the value of the attribute.
|
FIX.5.0SP2EP169 |
|
|
41455 |
LegStreamAssetAttributeLimit |
String |
Limit or lower acceptable value of the attribute.
|
FIX.5.0SP2EP169 |
|
|
41456 |
NoLegDeliveryStreamCycles |
NumInGroup |
Number of commodity sources in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41457 |
LegDeliveryStreamCycleDesc |
String |
The delivery cycles during which the oil product will be transported in the pipeline.
|
FIX.5.0SP2EP169 |
|
|
41458 |
EncodedLegDeliveryStreamCycleDescLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedLegDeliveryStreamCycleDesc(41459) field.
|
FIX.5.0SP2EP169 |
|
|
41459 |
EncodedLegDeliveryStreamCycleDesc |
data |
Encoded (non-ASCII characters) representation of the LegDeliveryStreamCycleDesc(41457) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegLeg DeliveryStream(41457) field.
|
FIX.5.0SP2EP169 |
|
|
41460 |
NoLegDeliveryStreamCommoditySources |
NumInGroup |
Number of commodity sources in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41461 |
LegDeliveryStreamCommoditySource |
String |
The SCoTA coal cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that seller and buyer agree are acceptable origins for the coal product. For international coal transactions, this is the origin of the coal product. See http://www.fpml.org/coding-scheme/commodity-coal-product-source for values.
|
FIX.5.0SP2EP169 |
|
|
41462 |
LegMarketDisruptionProvision |
int |
The consequences of market disruption events.
|
FIX.5.0SP2EP169 |
|
|
41463 |
LegMarketDisruptionFallbackProvision |
int |
Specifies the location of the fallback provision documentation.
|
FIX.5.0SP2EP169 |
|
|
41464 |
LegMarketDisruptionMaximumDays |
int |
Specifies the maximum number of market disruption days (commodity or bullion business days) in a contract or confirmation. If none are specified, the maximum number of market disruption days is five (5).
ISDA 2005 Commodity Definition.
|
FIX.5.0SP2EP169 |
|
|
41465 |
LegMarketDisruptionMaterialityPercentage |
Percentage |
Used when a price materiality percentage applies to the price source disruption event and this event has been specified.
Applicable to 2005 Commodity Definitions only.
|
FIX.5.0SP2EP169 |
|
|
41466 |
LegMarketDisruptionMinimumFuturesContracts |
int |
Specifies the minimum futures contracts level that dictates whether or not a 'De Minimis Trading' event has occurred.
Applicable to 1993 Commodity Definitions only.
|
FIX.5.0SP2EP169 |
|
|
41467 |
NoLegMarketDisruptionEvents |
NumInGroup |
Number of disruption events in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41468 |
LegMarketDisruptionEvent |
String |
Specifies the market disruption event. For commodities see http://www.fpml.org/coding-scheme/commodity-market-disruption for values. For foreign exchange, see http://www.fixtradingcommunity.org/codelists#Market_Disruption_Event for code list of applicable event types.
|
FIX.5.0SP2EP169 |
FIX.5.0SP2EP187 |
|
41469 |
NoLegMarketDisruptionFallbacks |
NumInGroup |
Number of fallbacks in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41470 |
LegMarketDisruptionFallbackType |
String |
Specifies the type of disruption fallback. See http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback for values.
|
FIX.5.0SP2EP169 |
|
|
41471 |
NoLegMarketDisruptionFallbackReferencePrices |
NumInGroup |
Number of fallback reference securities in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41472 |
LegMarketDisruptionFallbackUnderlierType |
int |
The type of reference price underlier.
|
FIX.5.0SP2EP169 |
|
|
41473 |
LegMarketDisruptionFallbackUnderlierSecurityID |
String |
Specifies the identifier value of the security.
|
FIX.5.0SP2EP169 |
|
|
41474 |
LegMarketDisruptionFallbackUnderlierSecurityIDSource |
String |
Specifies the class or source scheme of the security identifier.
|
FIX.5.0SP2EP169 |
|
|
41475 |
LegMarketDisruptionFallbackUnderlierSecurityDesc |
String |
Specifies the description of the underlying security.
|
FIX.5.0SP2EP169 |
|
|
41476 |
EncodedLegMarketDisruptionFallbackUnderlierSecurityDescLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedLegMarketDisruptionFallbackUnderlierSecurityDesc (41477) field.
|
FIX.5.0SP2EP169 |
|
|
41477 |
EncodedLegMarketDisruptionFallbackUnderlierSecurityDesc |
data |
Encoded (non-ASCII characters) representation of the LegMarketDisruptionFallbackUnderlierSecurityDesc(41475) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegMarketDisruptionFallbackUnderlierSecurityDesc(41475) field.
|
FIX.5.0SP2EP169 |
|
|
41478 |
LegMarketDisruptionFallbackOpenUnits |
Qty |
If there are multiple underlying assets, this specifies the number of units (index or securities) that constitute the underlier of the swap. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms.
|
FIX.5.0SP2EP169 |
|
|
41479 |
LegMarketDisruptionFallbackBasketCurrency |
Currency |
Specifies the currency if the underlier is a basket. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP169 |
|
|
41480 |
LegMarketDisruptionFallbackBasketDivisor |
float |
Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions.
|
FIX.5.0SP2EP169 |
|
|
41481 |
LegExerciseDesc |
String |
A description of the option exercise.
|
FIX.5.0SP2EP169 |
|
|
41482 |
EncodedLegExerciseDescLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedLegExerciseDesc(41483) field.
|
FIX.5.0SP2EP169 |
|
|
41483 |
EncodedLegExerciseDesc |
data |
Encoded (non-ASCII characters) representation of the LegExerciseDesc(41481) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegExerciseDesc(41481) field.
|
FIX.5.0SP2EP169 |
|
|
41484 |
LegAutomaticExerciseIndicator |
Boolean |
Indicates (when 'Y') that exercise is automatic when the strike price is crossed or the underlying trade is in the money.
|
FIX.5.0SP2EP169 |
|
|
41485 |
LegAutomaticExerciseThresholdRate |
float |
The threshold rate for triggering automatic exercise.
|
FIX.5.0SP2EP169 |
|
|
41486 |
LegExerciseConfirmationMethod |
int |
Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.
|
FIX.5.0SP2EP169 |
|
|
41487 |
LegManualNoticeBusinessCenter |
String |
Identifies the business center used for adjusting the time for manual exercise notice. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP169 |
|
|
41488 |
LegFallbackExerciseIndicator |
Boolean |
Indicates whether the notional amount of the underlying swap, not previously exercised under the option, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001).
|
FIX.5.0SP2EP169 |
|
|
41489 |
LegLimitRightToConfirmIndicator |
Boolean |
Indicates whether the Seller may request the Buyer to confirm its intent to exercise if not done on or before the expiration time on the expiration date. If true ("Y") specific rules will apply in relation to the settlement mode.
|
FIX.5.0SP2EP169 |
|
|
41490 |
LegExerciseSplitTicketIndicator |
Boolean |
Indicates in physical settlement of bond and convertible bond options whether the party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations.
|
FIX.5.0SP2EP169 |
|
|
41491 |
NoLegOptionExerciseBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41492 |
LegOptionExerciseBusinessCenter |
String |
The business center calendar used to adjust the option exercise dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP169 |
|
|
41493 |
LegOptionExerciseBusinessDayConvention |
int |
The business day convention used to adjust the option exercise dates. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
|
FIX.5.0SP2EP169 |
|
|
41494 |
LegOptionExerciseEarliestDateOffsetDayType |
int |
Specifies the day type of the relative earliest exercise date offset.
|
FIX.5.0SP2EP169 |
FIX.5.0SP2EP208 |
|
41495 |
LegOptionExerciseEarliestDateOffsetPeriod |
int |
Time unit multiplier for the relative earliest exercise date offset.
|
FIX.5.0SP2EP169 |
|
|
41496 |
LegOptionExerciseEarliestDateOffsetUnit |
String |
Time unit associated with the relative earliest exercise date offset.
|
FIX.5.0SP2EP169 |
|
|
41497 |
LegOptionExerciseFrequencyPeriod |
int |
Time unit multiplier for the frequency of exercise dates.
|
FIX.5.0SP2EP169 |
|
|
41498 |
LegOptionExerciseFrequencyUnit |
String |
Time unit associated with the frequency of exercise dates.
|
FIX.5.0SP2EP169 |
|
|
41499 |
LegOptionExerciseStartDateUnadjusted |
LocalMktDate |
The unadjusted start date for calculating periodic exercise dates.
|
FIX.5.0SP2EP169 |
|
|
41500 |
LegOptionExerciseStartDateRelativeTo |
int |
Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP169 |
|
|
41501 |
LegOptionExerciseStartDateOffsetPeriod |
int |
Time unit multiplier for the relative exercise start date offset.
|
FIX.5.0SP2EP169 |
|
|
41502 |
LegOptionExerciseStartDateOffsetUnit |
String |
Time unit associated with the relative exercise start date offset.
|
FIX.5.0SP2EP169 |
|
|
41503 |
LegOptionExerciseStartDateOffsetDayType |
int |
Specifies the day type of the relative option exercise start date offset.
|
FIX.5.0SP2EP169 |
FIX.5.0SP2EP208 |
|
41504 |
LegOptionExerciseStartDateAdjusted |
LocalMktDate |
The adjusted start date for calculating periodic exercise dates.
|
FIX.5.0SP2EP169 |
|
|
41505 |
LegOptionExerciseSkip |
int |
The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1.
|
FIX.5.0SP2EP169 |
|
|
41506 |
LegOptionExerciseNominationDeadline |
LocalMktDate |
The last date (adjusted) for establishing the option exercise terms.
|
FIX.5.0SP2EP169 |
|
|
41507 |
LegOptionExerciseFirstDateUnadjusted |
LocalMktDate |
The unadjusted first exercise date.
|
FIX.5.0SP2EP169 |
|
|
41508 |
LegOptionExerciseLastDateUnadjusted |
LocalMktDate |
The unadjusted last exercise date.
|
FIX.5.0SP2EP169 |
|
|
41509 |
LegOptionExerciseEarliestTime |
LocalMktTime |
The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each Bermuda option exercise date and the expiration date, in the case of a Bermuda style option, (iii) the commencement date to, and including, the expiration date, in the case of an American option.
|
FIX.5.0SP2EP169 |
|
|
41510 |
LegOptionExerciseLatestTime |
LocalMktTime |
The latest exercise time. See also LegOptionExerciseEarliestTime(41509).
|
FIX.5.0SP2EP169 |
|
|
41511 |
LegOptionExerciseTimeBusinessCenter |
String |
The business center used to determine the locale for option exercise time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP169 |
|
|
41512 |
NoLegOptionExerciseDates |
NumInGroup |
Number of dates in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41513 |
LegOptionExerciseDate |
LocalMktDate |
The adjusted or unadjusted option exercise fixed date.
|
FIX.5.0SP2EP169 |
|
|
41514 |
LegOptionExerciseDateType |
int |
Specifies the type of option exercise date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
|
FIX.5.0SP2EP169 |
|
|
41515 |
NoLegOptionExerciseExpirationDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41516 |
LegOptionExerciseExpirationDateBusinessCenter |
String |
The business center calendar used to adjust the option exercise expiration dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP169 |
|
|
41517 |
LegOptionExerciseExpirationDateBusinessDayConvention |
int |
The business day convention used to adjust the option exercise expiration dates. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
|
FIX.5.0SP2EP169 |
|
|
41518 |
LegOptionExerciseExpirationDateRelativeTo |
int |
Specifies the anchor date when the option exercise expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP169 |
|
|
41519 |
LegOptionExerciseExpirationDateOffsetPeriod |
int |
Time unit multiplier for the relative exercise expiration date offset.
|
FIX.5.0SP2EP169 |
|
|
41520 |
LegOptionExerciseExpirationDateOffsetUnit |
String |
Time unit associated with the relative exercise expiration date offset.
|
FIX.5.0SP2EP169 |
|
|
41521 |
LegOptionExerciseExpirationFrequencyPeriod |
int |
Time unit multiplier for the frequency of exercise expiration dates.
|
FIX.5.0SP2EP169 |
|
|
41522 |
LegOptionExerciseExpirationFrequencyUnit |
String |
Time unit associated with the frequency of exercise expiration dates.
|
FIX.5.0SP2EP169 |
|
|
41523 |
LegOptionExerciseExpirationRollConvention |
String |
The convention for determining the sequence of exercise expiration dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the LegDateAdjustment component in InstrumentLeg.
|
FIX.5.0SP2EP169 |
|
|
41524 |
LegOptionExerciseExpirationDateOffsetDayType |
int |
Specifies the day type of the relative option exercise expiration date offset.
|
FIX.5.0SP2EP169 |
FIX.5.0SP2EP208 |
|
41525 |
LegOptionExerciseExpirationTime |
LocalMktTime |
The option exercise expiration time.
|
FIX.5.0SP2EP169 |
|
|
41526 |
LegOptionExerciseExpirationTimeBusinessCenter |
String |
The business center used to determine the locale for option exercise expiration time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP169 |
|
|
41527 |
NoLegOptionExerciseExpirationDates |
NumInGroup |
Number of fixed exercise expiration dates in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41528 |
LegOptionExerciseExpirationDate |
LocalMktDate |
The adjusted or unadjusted option exercise expiration fixed date.
|
FIX.5.0SP2EP169 |
|
|
41529 |
LegOptionExerciseExpirationDateType |
int |
Specifies the type of option exercise expiration date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
|
FIX.5.0SP2EP169 |
|
|
41530 |
NoLegPaymentScheduleFixingDays |
NumInGroup |
Number of fixing days in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41531 |
LegPaymentScheduleFixingDayOfWeek |
int |
The day of the week on which fixing takes place.
|
FIX.5.0SP2EP169 |
|
|
41532 |
LegPaymentScheduleFixingDayNumber |
int |
The occurrence of the day of week on which fixing takes place.
For example, a fixing of the 3rd Friday would be DayOfWk=5 DayNum=3. If omitted every day of the week is a fixing day.
|
FIX.5.0SP2EP169 |
|
|
41533 |
LegPaymentScheduleXID |
XID |
Identifier of this LegPaymentSchedule for cross referencing elsewhere in the message.
|
FIX.5.0SP2EP169 |
|
|
41534 |
LegPaymentScheduleXIDRef |
XIDREF |
Reference to payment schedule elsewhere in the message.
|
FIX.5.0SP2EP169 |
|
|
41535 |
LegPaymentScheduleRateCurrency |
Currency |
The currency of the schedule rate. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP169 |
|
|
41536 |
LegPaymentScheduleRateUnitOfMeasure |
String |
The schedule rate unit of measure (UOM).
|
FIX.5.0SP2EP169 |
|
|
41537 |
LegPaymentScheduleRateConversionFactor |
float |
The number multipled by the derived floating rate of the leg's payment schedule in order to arrive at the payment rate. If omitted, the schedule rate conversion factor is 1.
|
FIX.5.0SP2EP169 |
|
|
41538 |
LegPaymentScheduleRateSpreadType |
int |
Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate.
|
FIX.5.0SP2EP169 |
|
|
41539 |
LegPaymentScheduleSettlPeriodPrice |
Price |
The schedule settlement period price.
|
FIX.5.0SP2EP169 |
|
|
41540 |
LegPaymentScheduleSettlPeriodPriceCurrency |
Currency |
The currency of the schedule settlement period price. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP169 |
|
|
41541 |
LegPaymentScheduleSettlPeriodPriceUnitOfMeasure |
String |
The settlement period price unit of measure (UOM).
|
FIX.5.0SP2EP169 |
|
|
41542 |
LegPaymentScheduleStepUnitOfMeasure |
String |
The schedule step unit of measure (UOM).
|
FIX.5.0SP2EP169 |
|
|
41543 |
LegPaymentScheduleFixingDayDistribution |
int |
The distribution of fixing days.
|
FIX.5.0SP2EP169 |
|
|
41544 |
LegPaymentScheduleFixingDayCount |
int |
The number of days over which fixing should take place.
|
FIX.5.0SP2EP169 |
|
|
41545 |
LegPaymentScheduleFixingLagPeriod |
int |
Time unit multiplier for the fixing lag duration.
|
FIX.5.0SP2EP169 |
|
|
41546 |
LegPaymentScheduleFixingLagUnit |
String |
Time unit associated with the fixing lag duration.
|
FIX.5.0SP2EP169 |
|
|
41547 |
LegPaymentScheduleFixingFirstObservationDateOffsetPeriod |
int |
Time unit multiplier for the relative first observation date offset.
If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period.
|
FIX.5.0SP2EP169 |
FIX.5.0SP2EP208 |
|
41548 |
LegPaymentScheduleFixingFirstObservationDateOffsetUnit |
String |
Time unit associated with the relative first observation date offset.
|
FIX.5.0SP2EP169 |
FIX.5.0SP2EP208 |
|
41549 |
LegPaymentStreamFlatRateIndicator |
Boolean |
When this element is specified and set to 'Y', the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the trade date of the transaction "Fixed". If 'N' it is taken on each pricing date "Floating".
|
FIX.5.0SP2EP169 |
|
|
41550 |
LegPaymentStreamFlatRateAmount |
Amt |
Specifies the actual monetary value of the flat rate when LegPaymentStreamFlatRateIndicator(41549) = 'Y'.
|
FIX.5.0SP2EP169 |
|
|
41551 |
LegPaymentStreamFlatRateCurrency |
Currency |
Specifies the currency of the actual flat rate. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP169 |
|
|
41552 |
LegStreamMaximumPaymentAmount |
Amt |
Specifies the limit on the total payment amount.
|
FIX.5.0SP2EP169 |
|
|
41553 |
LegStreamMaximumPaymentCurrency |
Currency |
Specifies the currency of total payment amount limit. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP169 |
|
|
41554 |
LegStreamMaximumTransactionAmount |
Amt |
Specifies the limit on the payment amount that goes out in any particular calculation period.
|
FIX.5.0SP2EP169 |
|
|
41555 |
LegStreamMaximumTransactionCurrency |
Currency |
Specifies the currency of the period payment amount limit. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP169 |
|
|
41556 |
LegPaymentStreamFixedAmountUnitOfMeasure |
String |
The fixed payment amount unit of measure (UOM).
|
FIX.5.0SP2EP169 |
|
|
41557 |
LegPaymentStreamTotalFixedAmount |
Amt |
Specifies the total fixed payment amount.
|
FIX.5.0SP2EP169 |
|
|
41558 |
LegPaymentStreamWorldScaleRate |
float |
The number of Worldscale points for purposes of the calculation of a fixed amount for a wet voyage charter commodity swap.
|
FIX.5.0SP2EP169 |
|
|
41559 |
LegPaymentStreamContractPrice |
Price |
The price per relevant unit for purposes of the calculation of a fixed amount for a dry voyage charter or time charter commodity swap.
|
FIX.5.0SP2EP169 |
|
|
41560 |
LegPaymentStreamContractPriceCurrency |
Currency |
Specifies the currency of LegPaymentStreamContractPrice(41559). Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP169 |
|
|
41561 |
NoLegPaymentStreamPricingBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41562 |
LegPaymentStreamPricingBusinessCenter |
String |
The business center calendar used to adjust the pricing dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP169 |
|
|
41563 |
LegPaymentStreamRateIndex2CurveUnit |
String |
Secondary time unit associated with the payment stream's floating rate index curve.
|
FIX.5.0SP2EP169 |
|
|
41564 |
LegPaymentStreamRateIndex2CurvePeriod |
int |
Secondary time unit multiplier for the payment stream's floating rate index curve.
May be used for a Forward Rate Agreement (FRA) with an average rate between two curve points.
|
FIX.5.0SP2EP169 |
|
|
41565 |
LegPaymentStreamRateIndexLocation |
String |
Specifies the location of the floating rate index.
|
FIX.5.0SP2EP169 |
|
|
41566 |
LegPaymentStreamRateIndexLevel |
Qty |
This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD index level specified as the number of (amount of) weather index units specified by the parties in the related confirmation.
|
FIX.5.0SP2EP169 |
|
|
41567 |
LegPaymentStreamRateIndexUnitOfMeasure |
String |
The unit of measure (UOM) of the rate index level.
|
FIX.5.0SP2EP169 |
|
|
41568 |
LegPaymentStreamSettlLevel |
int |
Specifies how weather index units are to be calculated.
|
FIX.5.0SP2EP169 |
|
|
41569 |
LegPaymentStreamReferenceLevel |
Qty |
This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD reference level specified as the number of (amount of) weather index units specified by the parties in the related confirmation.
|
FIX.5.0SP2EP169 |
|
|
41570 |
LegPaymentStreamReferenceLevelUnitOfMeasure |
String |
The unit of measure (UOM) of the rate reference level.
|
FIX.5.0SP2EP169 |
|
|
41571 |
LegPaymentStreamReferenceLevelEqualsZeroIndicator |
Boolean |
When set to 'Y', it indicates that the weather reference level equals zero.
|
FIX.5.0SP2EP169 |
|
|
41572 |
LegPaymentStreamRateSpreadCurrency |
Currency |
Specifies the currency of the floating rate spread. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP169 |
|
|
41573 |
LegPaymentStreamRateSpreadUnitOfMeasure |
String |
Specifies the unit of measure (UOM) of the floating rate spread.
|
FIX.5.0SP2EP169 |
|
|
41574 |
LegPaymentStreamRateConversionFactor |
float |
The number to be multiplied by the derived floating rate of the leg's payment stream in order to arrive at the payment rate. If omitted, the floating rate conversion factor is 1.
|
FIX.5.0SP2EP169 |
|
|
41575 |
LegPaymentStreamRateSpreadType |
int |
Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate.
|
FIX.5.0SP2EP169 |
|
|
41576 |
LegPaymentStreamLastResetRate |
Percentage |
The floating rate determined at the most recent reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05.
|
FIX.5.0SP2EP169 |
|
|
41577 |
LegPaymentStreamFinalRate |
Percentage |
The floating rate determined at the final reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05.
|
FIX.5.0SP2EP169 |
|
|
41578 |
LegPaymentStreamCalculationLagPeriod |
int |
Time unit multiplier for the calculation lag duration.
|
FIX.5.0SP2EP169 |
|
|
41579 |
LegPaymentStreamCalculationLagUnit |
String |
Time unit associated with the calculation lag duration.
|
FIX.5.0SP2EP169 |
|
|
41580 |
LegPaymentStreamFirstObservationDateOffsetPeriod |
int |
Time unit multiplier for the relative first observation date offset.
If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period.
|
FIX.5.0SP2EP169 |
FIX.5.0SP2EP208 |
|
41581 |
LegPaymentStreamFirstObservationDateOffsetUnit |
String |
Time unit associated with the relative first observation date offset.
|
FIX.5.0SP2EP169 |
FIX.5.0SP2EP208 |
|
41582 |
LegPaymentStreamPricingDayType |
int |
Specifies the commodity pricing day type.
|
FIX.5.0SP2EP169 |
|
|
41583 |
LegPaymentStreamPricingDayDistribution |
int |
The distribution of pricing days.
|
FIX.5.0SP2EP169 |
|
|
41584 |
LegPaymentStreamPricingDayCount |
int |
The number of days over which pricing should take place.
|
FIX.5.0SP2EP169 |
|
|
41585 |
LegPaymentStreamPricingBusinessCalendar |
String |
Specifies the business calendar to use for pricing. See http://www.fpml.org/coding-scheme/commodity-business-calendar for values.
|
FIX.5.0SP2EP169 |
|
|
41586 |
LegPaymentStreamPricingBusinessDayConvention |
int |
The business day convention used to adjust the payment stream's pricing dates. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
|
FIX.5.0SP2EP169 |
|
|
41587 |
UnderlyingDeliveryStreamRiskApportionmentSource |
String |
Specifies the source or legal framework for the risk apportionment. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment_Source for the details of the external code list.
|
FIX.5.0SP2EP169 |
|
|
41588 |
StreamCommoditySettlTimeType |
int |
Specifies the format of the commodities settlement start and end times.
|
FIX.5.0SP2EP169 |
|
|
41589 |
NoLegPaymentStreamPaymentDates |
NumInGroup |
Number of payment dates in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41590 |
LegPaymentStreamPaymentDate |
LocalMktDate |
The adjusted or unadjusted fixed stream payment date.
|
FIX.5.0SP2EP169 |
|
|
41591 |
LegPaymentStreamPaymentDateType |
int |
Specifies the type of payment date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
|
FIX.5.0SP2EP169 |
|
|
41592 |
LegPaymentStreamMasterAgreementPaymentDatesIndicator |
Boolean |
When set to 'Y', it indicates that payment dates are specified in the relevant master agreement.
|
FIX.5.0SP2EP169 |
|
|
41593 |
NoLegPaymentStreamPricingDates |
NumInGroup |
Number of pricing dates in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41594 |
LegPaymentStreamPricingDate |
LocalMktDate |
The adjusted or unadusted fixed stream pricing date.
|
FIX.5.0SP2EP169 |
|
|
41595 |
LegPaymentStreamPricingDateType |
int |
Specifies the type of pricing date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
|
FIX.5.0SP2EP169 |
|
|
41596 |
NoLegPaymentStreamPricingDays |
NumInGroup |
Number of pricing days in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41597 |
LegPaymentStreamPricingDayOfWeek |
int |
The day of the week on which pricing takes place..
|
FIX.5.0SP2EP169 |
|
|
41598 |
LegPaymentStreamPricingDayNumber |
int |
The occurrence of the day of week on which pricing takes place.
For example a pricing day of the 3rd Friday would be DayOfWk=5 DayNum=3.
|
FIX.5.0SP2EP169 |
|
|
41599 |
NoLegPhysicalSettlTerms |
NumInGroup |
Number of entries in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41600 |
LegPhysicalSettlTermXID |
XID |
A named string value referenced by UnderlyingSettlTermXIDRef(41315).
|
FIX.5.0SP2EP169 |
|
|
41601 |
LegPhysicalSettlCurency |
Currency |
Specifies the currency of physical settlement. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP169 |
|
|
41602 |
LegPhysicalSettlBusinessDays |
int |
The number of business days used in the determination of physical settlement. Its precise meaning is dependant on the context in which this is used.
ISDA 2003 Term: Business Day.
|
FIX.5.0SP2EP169 |
|
|
41603 |
LegPhysicalSettlMaximumBusinessDays |
int |
A maximum number of business days. Its precise meaning is dependant on the context in which this element is used. Intended to be used to limit a particular ISDA fallback provision.
|
FIX.5.0SP2EP169 |
|
|
41604 |
NoLegPhysicalSettlDeliverableObligations |
NumInGroup |
Number of entries in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41605 |
LegPhysicalSettlDeliverableObligationType |
String |
Specifies the type of delivery obligation applicable for physical settlement. See http://www.fixptradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types.
|
FIX.5.0SP2EP169 |
|
|
41606 |
LegPhysicalSettlDeliverableObligationValue |
String |
Physical settlement delivery obligation value appropriate to LegPhysicalSettlDeliverableObligationType(41605). See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types.
|
FIX.5.0SP2EP169 |
|
|
41607 |
NoLegPricingDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41608 |
LegPricingDateBusinessCenter |
String |
The business center calendar used to adjust the pricing or fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP169 |
|
|
41609 |
LegPricingDateUnadjusted |
LocalMktDate |
The unadjusted pricing or fixing date.
|
FIX.5.0SP2EP169 |
|
|
41610 |
LegPricingDateBusinessDayConvention |
int |
The business day convention used to adjust the pricing or fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
|
FIX.5.0SP2EP169 |
|
|
41611 |
LegPricingDateAdjusted |
LocalMktDate |
The adjusted pricing or fixing date.
|
FIX.5.0SP2EP169 |
|
|
41612 |
LegPricingTime |
LocalMktTime |
The local market pricing or fixing time.
|
FIX.5.0SP2EP169 |
|
|
41613 |
LegPricingTimeBusinessCenter |
String |
Specifies the business center for determining the pricing or fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP169 |
|
|
41614 |
NoLegProtectionTermEventNewsSources |
NumInGroup |
Number of event sources in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41615 |
LegProtectionTermEventNewsSource |
String |
A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred.
|
FIX.5.0SP2EP169 |
|
|
41616 |
NoLegProtectionTerms |
NumInGroup |
Number of protection terms in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41617 |
LegProtectionTermXID |
XID |
A named string value referenced from UnderlyingLegProtectionTermXIDRef(41314).
|
FIX.5.0SP2EP169 |
|
|
41618 |
LegProtectionTermNotional |
Amt |
The notional amount of protection coverage.
ISDA 2003 Term: Floating Rate Payer Calculation Amount.
|
FIX.5.0SP2EP169 |
|
|
41619 |
LegProtectionTermCurrency |
Currency |
The currency of LegProtectionTermNotional(41618). Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP169 |
|
|
41620 |
LegProtectionTermSellerNotifies |
Boolean |
The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. LegProtectionTermSellerNotifies(41620)=Y indicates that the seller notifies.
ISDA 2003 Term: Notifying Party.
|
FIX.5.0SP2EP169 |
|
|
41621 |
LegProtectionTermBuyerNotifies |
Boolean |
The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. LegProtectionTermBuyerNotifies(41621)=Y indicates that the buyer notifies.
ISDA 2003 Term: Notifying Party.
|
FIX.5.0SP2EP169 |
|
|
41622 |
LegProtectionTermEventBusinessCenter |
String |
When used, the business center indicates the local time of the business center that replaces the Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP169 |
|
|
41623 |
LegProtectionTermStandardSources |
Boolean |
Indicates whether ISDA defined Standard Public Sources are applicable (LegProtectionTermStandardSources(41623)=Y) or not.
|
FIX.5.0SP2EP169 |
|
|
41624 |
LegProtectionTermEventMinimumSources |
int |
The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two.
ISDA 2003 Term: Specified Number.
|
FIX.5.0SP2EP169 |
|
|
41625 |
NoLegProtectionTermEvents |
NumInGroup |
Number of protection term events in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41626 |
LegProtectionTermEventType |
String |
Specifies the type of credit event applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for code list of applicable event types.
|
FIX.5.0SP2EP169 |
|
|
41627 |
LegProtectionTermEventValue |
String |
Specifies the protection term event value appropriate to LegProtectionTermEventType(41626). See http:///www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for applicable event type values.
|
FIX.5.0SP2EP169 |
|
|
41628 |
LegProtectionTermEventCurrency |
Currency |
Applicable currency if the event value is an amount. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP169 |
|
|
41629 |
LegProtectionTermEventPeriod |
int |
Time unit multiplier for protection term events.
|
FIX.5.0SP2EP169 |
|
|
41630 |
LegProtectionTermEventUnit |
String |
Time unit associated with protection term events.
|
FIX.5.0SP2EP169 |
|
|
41631 |
LegProtectionTermEventDayType |
int |
Specifies the day type for protection term events.
|
FIX.5.0SP2EP169 |
|
|
41632 |
LegProtectionTermEventRateSource |
String |
Rate source for events that specify a rate source, e.g. floating rate interest shortfall.
|
FIX.5.0SP2EP169 |
|
|
41633 |
NoLegProtectionTermEventQualifiers |
NumInGroup |
Number of qualifiers in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41634 |
LegProtectionTermEventQualifier |
char |
Specifies the protection term event qualifier. Used to further qualify LegProtectionTermEventType(41626).
|
FIX.5.0SP2EP169 |
|
|
41635 |
NoLegProtectionTermObligations |
NumInGroup |
Number of obligations in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41636 |
LegProtectionTermObligationType |
String |
Specifies the type of obligation applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for code list of applicable obligation types.
|
FIX.5.0SP2EP169 |
|
|
41637 |
LegProtectionTermObligationValue |
String |
The value associated with the protection term obligation specified in LegProtectionTermObligationType(41636). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for applicable obligation type values.
|
FIX.5.0SP2EP169 |
|
|
41638 |
NoLegStreamCalculationPeriodDates |
NumInGroup |
Number of calculation period dates in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41639 |
LegStreamCalculationPeriodDate |
LocalMktDate |
The adjusted or unadjusted fixed calculation period date.
|
FIX.5.0SP2EP169 |
|
|
41640 |
LegStreamCalculationPeriodDateType |
int |
Specifies the type of fixed calculation period date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
|
FIX.5.0SP2EP169 |
|
|
41641 |
LegStreamCalculationPeriodDatesXID |
XID |
Identifier of this calculation period for cross referencing elsewhere in the message.
|
FIX.5.0SP2EP169 |
|
|
41642 |
LegStreamCalculationPeriodDatesXIDRef |
XIDREF |
Cross reference to another calculation period for duplicating its properties.
|
FIX.5.0SP2EP169 |
|
|
41643 |
LegStreamCalculationBalanceOfFirstPeriod |
Boolean |
When specified and set to 'Y', it indicates that the first calculation period should run from the effective date to the end of the calendar period in which the effective date falls (e.g. Jan 15 - Jan 31 if the calculation periods are one month long and effective date is Jan 15.). If 'N' or not specified, it indicates that the first calculation period should run from the effective date for one whole period (e.g. Jan 15 to Feb 14 if the calculation periods are one month long and the effective date is Jan 15.).
|
FIX.5.0SP2EP169 |
|
|
41644 |
LegStreamCalculationCorrectionPeriod |
int |
Time unit multiplier for the length of time after the publication of the data when corrections can be made.
|
FIX.5.0SP2EP169 |
|
|
41645 |
LegStreamCalculationCorrectionUnit |
String |
Time unit associated with the length of time after the publication of the data when corrections can be made.
|
FIX.5.0SP2EP169 |
|
|
41646 |
NoLegStreamCommoditySettlBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41647 |
LegStreamCommoditySettlBusinessCenter |
String |
The business center calendar used to adjust the commodity delivery date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP169 |
|
|
41648 |
LegStreamCommodityBase |
String |
Specifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions.
Examples of general commodity base types include: Metal, Bullion, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions.
|
FIX.5.0SP2EP169 |
|
|
41649 |
LegStreamCommodityType |
String |
Specifies the type of commodity product. For coal see http://www.fpml.org/coding-scheme/commodity-coal-product-type for values. For metals see http://www.fpml.org/coding-scheme/commodity-metal-product-type for values. For bullion see http://www.fixtradingcommunity.org/codelists#Bullion_Types for the external code list of bullion types.
|
FIX.5.0SP2EP169 |
|
|
41650 |
LegStreamCommoditySecurityID |
String |
Specifies the market identifier for the commodity.
|
FIX.5.0SP2EP169 |
|
|
41651 |
LegStreamCommoditySecurityIDSource |
String |
Identifies the class or source of the LegStreamCommoditySecurityIDSource(41650) value.
|
FIX.5.0SP2EP169 |
|
|
41652 |
LegStreamCommodityDesc |
String |
Description of the commodity asset.
|
FIX.5.0SP2EP169 |
|
|
41653 |
EncodedLegStreamCommodityDescLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedLegStreamCommodityDesc(41654) field.
|
FIX.5.0SP2EP169 |
|
|
41654 |
EncodedLegStreamCommodityDesc |
data |
Encoded (non-ASCII characters) representation of the LegStreamCommodityDesc(41652) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegStreamCommodityDesc(41652) field.
|
FIX.5.0SP2EP169 |
|
|
41655 |
LegStreamCommodityUnitOfMeasure |
String |
The unit of measure (UOM) of the commodity asset.
|
FIX.5.0SP2EP169 |
|
|
41656 |
LegStreamCommodityCurrency |
Currency |
Identifies the currency of the commodity asset. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP169 |
|
|
41657 |
LegStreamCommodityExchange |
Exchange |
Identifies the exchange where the commodity is traded.
|
FIX.5.0SP2EP169 |
|
|
41658 |
LegStreamCommodityRateSource |
int |
Identifies the source of rate information used for commodities. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Source for code list of applicable sources.
|
FIX.5.0SP2EP169 |
|
|
41659 |
LegStreamCommodityRateReferencePage |
String |
Identifies the reference "page" from the rate source.
|
FIX.5.0SP2EP169 |
|
|
41660 |
LegStreamCommodityRateReferencePageHeading |
String |
Identifies the page heading from the rate source.
|
FIX.5.0SP2EP169 |
|
|
41661 |
LegStreamDataProvider |
String |
Specifies the commodity data or information provider. See http://www.fpml.org/coding-scheme/commodity-information-provider for values.
|
FIX.5.0SP2EP169 |
|
|
41662 |
LegStreamCommodityPricingType |
String |
Specifies how the pricing or rate setting of the trade is to be determined or based upon. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Pricing_Type for code list of applicable commodity pricing types.
|
FIX.5.0SP2EP169 |
|
|
41663 |
LegStreamCommodityNearbySettlDayPeriod |
int |
Time unit multiplier for the nearby settlement day.
When the commodity transaction references a futures contract, the delivery or settlement dates are a nearby month or week. For example, for eighth nearby month use Period=8 and Unit=Mo.
|
FIX.5.0SP2EP169 |
|
|
41664 |
LegStreamCommodityNearbySettlDayUnit |
String |
Time unit associated with the nearby settlement day.
|
FIX.5.0SP2EP169 |
|
|
41665 |
LegStreamCommoditySettlDateUnadjusted |
LocalMktDate |
The unadjusted commodity delivery date.
|
FIX.5.0SP2EP169 |
|
|
41666 |
LegStreamCommoditySettlDateBusinessDayConvention |
int |
The business day convention used to adjust the commodity delivery date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
|
FIX.5.0SP2EP169 |
|
|
41667 |
LegStreamCommoditySettlDateAdjusted |
LocalMktDate |
The adjusted commodity delivery date.
|
FIX.5.0SP2EP169 |
|
|
41668 |
LegStreamCommoditySettlMonth |
int |
Specifies a fixed single month for commodity delivery.
Use "1" for January, "2" for February, etc.
|
FIX.5.0SP2EP169 |
|
|
41669 |
LegStreamCommoditySettlDateRollPeriod |
int |
Time unit multiplier for the commodity delivery date roll.
For a commodity transaction that references a listed future via the delivery dates, this is the day offset on which the specified future will roll to the next nearby month when the referenced future expires.
|
FIX.5.0SP2EP169 |
|
|
41670 |
LegStreamCommoditySettlDateRollUnit |
String |
Time unit associated with the commodity delivery date roll.
|
FIX.5.0SP2EP169 |
|
|
41671 |
LegStreamCommoditySettlDayType |
int |
Specifies the commodity delivery roll day type.
|
FIX.5.0SP2EP169 |
|
|
41672 |
LegStreamCommodityXID |
XID |
Identifier of this stream commodity for cross referencing elsewhere in the message.
|
FIX.5.0SP2EP169 |
|
|
41673 |
LegStreamCommodityXIDRef |
XIDREF |
Reference to a stream commodity elsewhere in the message.
|
FIX.5.0SP2EP169 |
|
|
41674 |
NoLegStreamCommodityAltIDs |
NumInGroup |
Number of alternate security identifers.
|
FIX.5.0SP2EP169 |
|
|
41675 |
LegStreamCommodityAltID |
String |
Alternate security identifier value for the commodity.
|
FIX.5.0SP2EP169 |
|
|
41676 |
LegStreamCommodityAltIDSource |
String |
Identifies the class or source of the alternate commodity security identifier.
|
FIX.5.0SP2EP169 |
|
|
41677 |
NoLegStreamCommodityDataSources |
NumInGroup |
Number of data sources in the repeating group. The order of entry determines priority – first is the main source, second is fallback, third is second fallback.
|
FIX.5.0SP2EP169 |
|
|
41678 |
LegStreamCommodityDataSourceID |
String |
Specifies the data source identifier.
|
FIX.5.0SP2EP169 |
|
|
41679 |
LegStreamCommodityDataSourceIDType |
int |
Specifies the type of data source identifier.
|
FIX.5.0SP2EP169 |
|
|
41680 |
NoLegStreamCommoditySettlDays |
NumInGroup |
Number of days in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41681 |
LegStreamCommoditySettlDay |
int |
Specifies the day or group of days for delivery.
|
FIX.5.0SP2EP169 |
|
|
41682 |
LegStreamCommoditySettlTotalHours |
int |
Sum of the hours specified in LegStreamCommoditySettlTimeGrp.
|
FIX.5.0SP2EP169 |
|
|
41683 |
NoLegStreamCommoditySettlTimes |
NumInGroup |
Number of hour ranges in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41684 |
LegStreamCommoditySettlStart |
String |
The start time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type.
|
FIX.5.0SP2EP169 |
|
|
41685 |
LegStreamCommoditySettlEnd |
String |
The end time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type.
|
FIX.5.0SP2EP169 |
|
|
41686 |
NoLegStreamCommoditySettlPeriods |
NumInGroup |
Number of commodity settlement periods in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41687 |
LegStreamCommoditySettlCountry |
Country |
Specifies the country where delivery takes place. Uses ISO 3166 2-character country code.
|
FIX.5.0SP2EP169 |
|
|
41688 |
LegStreamCommoditySettlTimeZone |
String |
Commodity delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones.
|
FIX.5.0SP2EP169 |
|
|
41689 |
LegStreamCommoditySettlFlowType |
int |
Specifies the commodity delivery flow type.
|
FIX.5.0SP2EP169 |
|
|
41690 |
LegStreamCommoditySettlPeriodNotional |
Qty |
Delivery quantity associated with this settlement period.
|
FIX.5.0SP2EP169 |
|
|
41691 |
LegStreamCommoditySettlPeriodNotionalUnitOfMeasure |
String |
Specifies the unit of measure (UOM) of the delivery quantity associated with this settlement period.
|
FIX.5.0SP2EP169 |
|
|
41692 |
LegStreamCommoditySettlPeriodFrequencyPeriod |
int |
Time unit multiplier for the settlement period frequency.
|
FIX.5.0SP2EP169 |
|
|
41693 |
LegStreamCommoditySettlPeriodFrequencyUnit |
String |
Time unit associated with the settlement period frequency.
|
FIX.5.0SP2EP169 |
|
|
41694 |
LegStreamCommoditySettlPeriodPrice |
Price |
The settlement period price.
|
FIX.5.0SP2EP169 |
|
|
41695 |
LegStreamCommoditySettlPeriodPriceUnitOfMeasure |
String |
The settlement period price unit of measure (UOM).
|
FIX.5.0SP2EP169 |
|
|
41696 |
LegStreamCommoditySettlPeriodPriceCurrency |
Currency |
The currency of the settlement period price. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP169 |
|
|
41697 |
LegStreamCommoditySettlHolidaysProcessingInstruction |
int |
Indicates whether holidays are included in the settlement periods. Required for electricity contracts.
|
FIX.5.0SP2EP169 |
|
|
41698 |
LegStreamCommoditySettlPeriodXID |
XID |
Identifier of this settlement period for cross referencing elsewhere in the message.
|
FIX.5.0SP2EP169 |
|
|
41699 |
LegStreamCommoditySettlPeriodXIDRef |
XIDREF |
Cross reference to another settlement period for duplicating its properties.
|
FIX.5.0SP2EP169 |
|
|
41700 |
LegStreamXID |
XID |
Identifier of this LegStream for cross referencing elsewhere in the message.
|
FIX.5.0SP2EP169 |
|
|
41701 |
UnderlyingAdditionalTermBondSecurityIDSource |
String |
Identifies the source scheme of the UnderlyingAdditionalTermBondSecurityID(41341) value.
|
FIX.5.0SP2EP187 |
|
|
41702 |
LegStreamNotionalXIDRef |
XIDREF |
Cross reference to another LegStream notional for duplicating its properties.
|
FIX.5.0SP2EP169 |
|
|
41703 |
LegStreamNotionalFrequencyPeriod |
int |
Time unit multiplier for the swap stream's notional frequency.
|
FIX.5.0SP2EP169 |
|
|
41704 |
LegStreamNotionalFrequencyUnit |
String |
Time unit associated with the swap stream's notional frequency.
|
FIX.5.0SP2EP169 |
|
|
41705 |
LegStreamNotionalCommodityFrequency |
int |
The commodity's notional or quantity delivery frequency.
|
FIX.5.0SP2EP169 |
|
|
41706 |
LegStreamNotionalUnitOfMeasure |
String |
Specifies the delivery quantity unit of measure (UOM).
|
FIX.5.0SP2EP169 |
|
|
41707 |
LegStreamTotalNotional |
Qty |
Specifies the total notional or delivery quantity over the term of the contract.
|
FIX.5.0SP2EP169 |
|
|
41708 |
LegStreamTotalNotionalUnitOfMeasure |
String |
Specifies the unit of measure (UOM) for the total notional or delivery quantity over the term of the contract.
|
FIX.5.0SP2EP169 |
|
|
41709 |
UnderlyingAdditionalTermBondDesc |
String |
Description of the bond.
|
FIX.5.0SP2EP187 |
|
|
41710 |
EncodedUnderlyingAdditionalTermBondDescLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedUnderlyingAdditionalTermBondDesc(41711) field.
|
FIX.5.0SP2EP187 |
|
|
41711 |
EncodedUnderlyingAdditionalTermBondDesc |
data |
Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondDesc(41709) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingAdditionalTermBondDesc(41709) field.
|
FIX.5.0SP2EP187 |
|
|
41712 |
UnderlyingAdditionalTermBondCurrency |
Currency |
Specifies the currency the bond value is denominated in. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP187 |
|
|
41713 |
NoUnderlyingComplexEventAveragingObservations |
NumInGroup |
The number of averaging observations in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41714 |
UnderlyingComplexEventAveragingObservationNumber |
int |
Cross reference to the ordinal observation as specified either in the UnderlyingComplexEventScheduleGrp or UnderlyingComplexEventPeriodDateGrp components.
|
FIX.5.0SP2EP169 |
|
|
41715 |
UnderlyingComplexEventAveragingWeight |
float |
The weight factor to be applied to the observation.
|
FIX.5.0SP2EP169 |
|
|
41716 |
NoUnderlyingComplexEventCreditEvents |
NumInGroup |
The number of credit events specified in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41717 |
UnderlyingComplexEventCreditEventType |
String |
Specifies the type of credit event. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for code list of applicable event types.
|
FIX.5.0SP2EP169 |
|
|
41718 |
UnderlyingComplexEventCreditEventValue |
String |
The credit event value appropriate to UnderlyingComplexEventCreditEventType(41717). See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for applicable event type values.
|
FIX.5.0SP2EP169 |
|
|
41719 |
UnderlyingComplexEventCreditEventCurrency |
Currency |
Specifies the applicable currency when UnderlyingComplexEventCreditEventValue(41718) is an amount. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP169 |
|
|
41720 |
UnderlyingComplexEventCreditEventPeriod |
int |
Time unit multiplier for complex credit events.
|
FIX.5.0SP2EP169 |
|
|
41721 |
UnderlyingComplexEventCreditEventUnit |
String |
Time unit associated with complex credit events.
|
FIX.5.0SP2EP169 |
|
|
41722 |
UnderlyingComplexEventCreditEventDayType |
int |
Specifies the day type for the complex credit events.
|
FIX.5.0SP2EP169 |
|
|
41723 |
UnderlyingComplexEventCreditEventRateSource |
int |
Identifies the source of rate information used for credit events. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Rate_Source for code list of applicable sources.
|
FIX.5.0SP2EP169 |
|
|
41724 |
NoUnderlyingComplexEventCreditEventQualifiers |
NumInGroup |
Number of qualifiers in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41725 |
UnderlyingComplexEventCreditEventQualifier |
char |
Specifies a complex event qualifier. Used to further qualify UnderlyingComplexEventCreditEventType(41717).
|
FIX.5.0SP2EP169 |
|
|
41726 |
NoUnderlyingComplexEventPeriodDateTimes |
NumInGroup |
Number of entries in the date-time repeating group.
|
FIX.5.0SP2EP169 |
|
|
41727 |
UnderlyingComplexEventPeriodDate |
LocalMktDate |
The averaging date for an Asian option. The trigger date for a Barrier or Knock option.
|
FIX.5.0SP2EP169 |
|
|
41728 |
UnderlyingComplexEventPeriodTime |
LocalMktTime |
The averaging time for an Asian option.
|
FIX.5.0SP2EP169 |
|
|
41729 |
NoUnderlyingComplexEventPeriods |
NumInGroup |
Number of periods in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41730 |
UnderlyingComplexEventPeriodType |
int |
Specifies the period type.
|
FIX.5.0SP2EP169 |
|
|
41731 |
UnderlyingComplexEventBusinessCenter |
String |
The business center for adjusting dates and times in the schedule or date-time group. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP169 |
|
|
41732 |
NoUnderlyingComplexEventRateSources |
NumInGroup |
Number of rate sources in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41733 |
UnderlyingComplexEventRateSource |
int |
Identifies the source of rate information.
For FX, the reference source to be used for the FX spot rate.
|
FIX.5.0SP2EP169 |
|
|
41734 |
UnderlyingComplexEventRateSourceType |
int |
Indicates whether the rate source specified is a primary or secondary source.
|
FIX.5.0SP2EP169 |
|
|
41735 |
UnderlyingComplexEventReferencePage |
String |
Identifies the reference page from the rate source. For FX, the reference page to the spot rate is to be used for the reference FX spot rate. When UnderlyingComplexEventRateSource(41733) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option.
|
FIX.5.0SP2EP169 |
|
|
41736 |
UnderlyingComplexEventReferencePageHeading |
String |
Identifies the reference page heading from the rate source.
|
FIX.5.0SP2EP169 |
|
|
41737 |
NoUnderlyingComplexEventDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41738 |
UnderlyingComplexEventDateBusinessCenter |
String |
The business center calendar is used to adjust the event date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP169 |
|
|
41739 |
UnderlyingComplexEventDateUnadjusted |
LocalMktDate |
The unadjusted complex event date.
For example the second expiration date for a calendar spread option strategy.
|
FIX.5.0SP2EP169 |
|
|
41740 |
UnderlyingComplexEventDateRelativeTo |
int |
Specifies the anchor date when the complex event date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP169 |
FIX.5.0SP2EP208 |
|
41741 |
UnderlyingComplexEventDateOffsetPeriod |
int |
Time unit multiplier for the relative date offset.
|
FIX.5.0SP2EP169 |
|
|
41742 |
UnderlyingComplexEventDateOffsetUnit |
String |
Time unit associated with the relative date offset.
|
FIX.5.0SP2EP169 |
|
|
41743 |
UnderlyingComplexEventDateOffsetDayType |
int |
Specifies the day type of the relative date offset.
|
FIX.5.0SP2EP169 |
|
|
41744 |
UnderlyingComplexEventDateBusinessDayConvention |
int |
The business day convention used to adjust the event date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
|
FIX.5.0SP2EP169 |
|
|
41745 |
UnderlyingComplexEventDateAdjusted |
LocalMktDate |
The adjusted complex event date.
|
FIX.5.0SP2EP169 |
|
|
41746 |
UnderlyingComplexEventFixingTime |
LocalMktTime |
The local market fixing time.
|
FIX.5.0SP2EP169 |
|
|
41747 |
UnderlyingComplexEventFixingTimeBusinessCenter |
String |
The business center for determining the actual fixing times. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP169 |
|
|
41748 |
NoUnderlyingComplexEventCreditEventSources |
NumInGroup |
Number of event sources in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41749 |
UnderlyingComplexEventCreditEventSource |
String |
A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred.
|
FIX.5.0SP2EP169 |
|
|
41750 |
NoUnderlyingComplexEventSchedules |
NumInGroup |
Number of schedules in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41751 |
UnderlyingComplexEventScheduleStartDate |
LocalMktDate |
The start date of the schedule.
|
FIX.5.0SP2EP169 |
|
|
41752 |
UnderlyingComplexEventScheduleEndDate |
LocalMktDate |
The end date of the schedule.
|
FIX.5.0SP2EP169 |
|
|
41753 |
UnderlyingComplexEventScheduleFrequencyPeriod |
int |
Time unit multiplier for the schedule date frequency.
|
FIX.5.0SP2EP169 |
|
|
41754 |
UnderlyingComplexEventScheduleFrequencyUnit |
String |
Time unit associated with the schedule date frequency.
|
FIX.5.0SP2EP169 |
|
|
41755 |
UnderlyingComplexEventScheduleRollConvention |
String |
The convention for determining the sequence of dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.
|
FIX.5.0SP2EP169 |
|
|
41756 |
NoUnderlyingDeliverySchedules |
NumInGroup |
Number of delivery schedules in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41757 |
UnderlyingDeliveryScheduleType |
int |
Specifies the type of delivery schedule.
|
FIX.5.0SP2EP169 |
|
|
41758 |
UnderlyingDeliveryScheduleXID |
XID |
Identifier for this instance of delivery schedule for cross referencing elsewhere in the message.
|
FIX.5.0SP2EP169 |
|
|
41759 |
UnderlyingDeliveryScheduleNotional |
Qty |
Physical delivery quantity.
|
FIX.5.0SP2EP169 |
|
|
41760 |
UnderlyingDeliveryScheduleNotionalUnitOfMeasure |
String |
Specifies the delivery quantity unit of measure (UOM).
|
FIX.5.0SP2EP169 |
|
|
41761 |
UnderlyingDeliveryScheduleNotionalCommodityFrequency |
int |
The frequency of notional delivery.
|
FIX.5.0SP2EP169 |
|
|
41762 |
UnderlyingDeliveryScheduleNegativeTolerance |
float |
Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryScheduleToleranceType(41765). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).
|
FIX.5.0SP2EP169 |
|
|
41763 |
UnderlyingDeliverySchedulePositiveTolerance |
float |
Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryScheduleToleranceType(41765). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).
|
FIX.5.0SP2EP169 |
|
|
41764 |
UnderlyingDeliveryScheduleToleranceUnitOfMeasure |
String |
Specifies the tolerance value's unit of measure (UOM).
|
FIX.5.0SP2EP169 |
|
|
41765 |
UnderlyingDeliveryScheduleToleranceType |
int |
Specifies the tolerance value type.
|
FIX.5.0SP2EP169 |
|
|
41766 |
UnderlyingDeliveryScheduleSettlCountry |
Country |
Specifies the country where delivery takes place. Uses ISO 3166 2-character country code.
|
FIX.5.0SP2EP169 |
|
|
41767 |
UnderlyingDeliveryScheduleSettlTimeZone |
String |
Delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones.
|
FIX.5.0SP2EP169 |
|
|
41768 |
UnderlyingDeliveryScheduleSettlFlowType |
int |
Specifies the delivery flow type.
|
FIX.5.0SP2EP169 |
|
|
41769 |
UnderlyingDeliveryScheduleSettlHolidaysProcessingInstruction |
int |
Indicates whether holidays are included in the settlement periods. Required for electricity contracts.
|
FIX.5.0SP2EP169 |
|
|
41770 |
NoUnderlyingDeliveryScheduleSettlDays |
NumInGroup |
Number of delivery schedules in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41771 |
UnderlyingDeliveryScheduleSettlDay |
int |
Specifies the day or group of days for delivery.
|
FIX.5.0SP2EP169 |
|
|
41772 |
UnderlyingDeliveryScheduleSettlTotalHours |
int |
The sum of the total hours specified in the UnderlyingDeliveryScheduleSettlTimeGrp component.
|
FIX.5.0SP2EP169 |
|
|
41773 |
NoUnderlyingDeliveryScheduleSettlTimes |
NumInGroup |
Number of hour ranges in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41774 |
UnderlyingDeliveryScheduleSettlStart |
String |
The scheduled start time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in UnderlyingDeliveryScheduleSettlTimeType(41776).
|
FIX.5.0SP2EP169 |
|
|
41775 |
UnderlyingDeliveryScheduleSettlEnd |
String |
The scheduled end time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in UnderlyingDeliveryScheduleSettlTimeType(41776).
|
FIX.5.0SP2EP169 |
|
|
41776 |
UnderlyingDeliveryScheduleSettlTimeType |
int |
Specifies the format of the delivery start and end time values.
|
FIX.5.0SP2EP169 |
|
|
41777 |
UnderlyingDeliveryStreamType |
int |
Specifies the type of delivery stream.
|
FIX.5.0SP2EP169 |
|
|
41778 |
UnderlyingDeliveryStreamPipeline |
String |
The name of the oil delivery pipeline.
|
FIX.5.0SP2EP169 |
|
|
41779 |
UnderlyingDeliveryStreamEntryPoint |
String |
The point at which the commodity will enter the delivery mechanism or pipeline.
|
FIX.5.0SP2EP169 |
|
|
41780 |
UnderlyingDeliveryStreamWithdrawalPoint |
String |
The point at which the commodity product will be withdrawn prior to delivery.
|
FIX.5.0SP2EP169 |
|
|
41781 |
UnderlyingDeliveryStreamDeliveryPoint |
String |
The point at which the commodity product will be delivered and received. Value specified should follow market convention appropriate for the commodity product. For bullion see http://www.fpml.org/coding-scheme/bullion-delivery-location for values.
|
FIX.5.0SP2EP169 |
|
|
41782 |
UnderlyingDeliveryStreamDeliveryRestriction |
int |
Specifies under what conditions the buyer and seller should be excused of their delivery obligations.
|
FIX.5.0SP2EP169 |
|
|
41783 |
UnderlyingDeliveryStreamDeliveryContingency |
String |
Specifies the electricity delivery contingency. See http://www.fpml.org/coding-scheme/electricity-transmission-contingency for values.
|
FIX.5.0SP2EP169 |
|
|
41784 |
UnderlyingDeliveryStreamDeliveryContingentPartySide |
int |
The trade side value of the party responsible for electricity delivery contingency.
|
FIX.5.0SP2EP169 |
|
|
41785 |
UnderlyingDeliveryStreamDeliverAtSourceIndicator |
Boolean |
When this element is specified and set to 'Y', delivery of the coal product is to be at its source.
|
FIX.5.0SP2EP169 |
|
|
41786 |
UnderlyingDeliveryStreamRiskApportionment |
String |
Specifies how the parties to the trade apportion responsibility for the delivery of the commodity product. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment for the details of the external code list.
|
FIX.5.0SP2EP169 |
|
|
41787 |
UnderlyingDeliveryStreamTitleTransferLocation |
String |
Specifies the title transfer location.
|
FIX.5.0SP2EP169 |
|
|
41788 |
UnderlyingDeliveryStreamTitleTransferCondition |
int |
Specifies the title transfer condition.
|
FIX.5.0SP2EP169 |
|
|
41789 |
UnderlyingDeliveryStreamImporterOfRecord |
String |
A party, not necessarily of the trade, who is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to importation.
|
FIX.5.0SP2EP169 |
|
|
41790 |
UnderlyingDeliveryStreamNegativeTolerance |
float |
Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryStreamToleranceType(41793). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).
|
FIX.5.0SP2EP169 |
|
|
41791 |
UnderlyingDeliveryStreamPositiveTolerance |
float |
Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryStreamToleranceType(41793). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).
|
FIX.5.0SP2EP169 |
|
|
41792 |
UnderlyingDeliveryStreamToleranceUnitOfMeasure |
String |
Specifies the tolerance value's unit of measure (UOM).
|
FIX.5.0SP2EP169 |
|
|
41793 |
UnderlyingDeliveryStreamToleranceType |
int |
Specifies the tolerance value type.
|
FIX.5.0SP2EP169 |
|
|
41794 |
UnderlyingDeliveryStreamToleranceOptionSide |
int |
Indicates whether the tolerance is at the seller's or buyer's option.
|
FIX.5.0SP2EP169 |
|
|
41795 |
UnderlyingDeliveryStreamTotalPositiveTolerance |
Percentage |
The positive percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.).
|
FIX.5.0SP2EP169 |
|
|
41796 |
UnderlyingDeliveryStreamTotalNegativeTolerance |
Percentage |
The negative percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.).
|
FIX.5.0SP2EP169 |
|
|
41797 |
UnderlyingDeliveryStreamNotionalConversionFactor |
float |
If the notional quantity is specified in a unit that does not match the unit in which the commodity reference price is quoted, the scaling or conversion factor used to convert the commodity reference price unit into the notional quantity unit should be stated here. If there is no conversion, this field is not intended to be used.
|
FIX.5.0SP2EP169 |
|
|
41798 |
UnderlyingDeliveryStreamTransportEquipment |
String |
The transportation equipment with which the commodity product will be delivered and received.
Examples of transportation equipment or mode are barge, truck, railcar, etc.
|
FIX.5.0SP2EP169 |
|
|
41799 |
UnderlyingDeliveryStreamElectingPartySide |
int |
A reference to the party able to choose whether the gas is delivered for a particular period e.g. a swing or interruptible contract.
|
FIX.5.0SP2EP169 |
|
|
41800 |
NoUnderlyingStreamAssetAttributes |
NumInGroup |
Number of asset attribute entries in the group.
|
FIX.5.0SP2EP169 |
|
|
41801 |
UnderlyingStreamAssetAttributeType |
String |
Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types.
|
FIX.5.0SP2EP169 |
|
|
41802 |
UnderlyingStreamAssetAttributeValue |
String |
Specifies the value of the attribute.
|
FIX.5.0SP2EP169 |
|
|
41803 |
UnderlyingStreamAssetAttributeLimit |
String |
The limit or lower acceptable value of the attribute.
|
FIX.5.0SP2EP169 |
|
|
41804 |
NoUnderlyingDeliveryStreamCycles |
NumInGroup |
Number of delivery cycles in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41805 |
UnderlyingDeliveryStreamCycleDesc |
String |
The delivery cycles during which the oil product will be transported in the pipeline.
|
FIX.5.0SP2EP169 |
|
|
41806 |
EncodedUnderlyingDeliveryStreamCycleDescLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedUnderlyingDeliveryStreamCycleDesc(41807) field.
|
FIX.5.0SP2EP169 |
|
|
41807 |
EncodedUnderlyingDeliveryStreamCycleDesc |
data |
Encoded (non-ASCII characters) representation of the UnderlyingDeliveryStreamCycleDesc(41805) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingDeliveryStreamCycleDesc(41805) field.
|
FIX.5.0SP2EP169 |
|
|
41808 |
NoUnderlyingDeliveryStreamCommoditySources |
NumInGroup |
Number of commodity sources in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41809 |
UnderlyingDeliveryStreamCommoditySource |
String |
The SCoTA coal cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that seller and buyer agree are acceptable origins for the coal product. For international coal transactions, this is the origin of the coal product. See http://www.fpml.org/coding-scheme/commodity-coal-product-source for values.
|
FIX.5.0SP2EP169 |
|
|
41810 |
UnderlyingExerciseDesc |
String |
A description of the option exercise.
|
FIX.5.0SP2EP169 |
|
|
41811 |
EncodedUnderlyingExerciseDescLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedUnderlyingExerciseDesc(41812) field.
|
FIX.5.0SP2EP169 |
|
|
41812 |
EncodedUnderlyingExerciseDesc |
data |
Encoded (non-ASCII characters) representation of the UnderlyingExerciseDesc(41810) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingExerciseDesc(41810) field.
|
FIX.5.0SP2EP169 |
|
|
41813 |
UnderlyingAutomaticExerciseIndicator |
Boolean |
Indicates (when 'Y') that exercise is automatic when the strike price is crossed or the underlying trade is in the money.
|
FIX.5.0SP2EP169 |
|
|
41814 |
UnderlyingAutomaticExerciseThresholdRate |
float |
The threshold rate for triggering automatic exercise.
|
FIX.5.0SP2EP169 |
|
|
41815 |
UnderlyingExerciseConfirmationMethod |
int |
Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.
|
FIX.5.0SP2EP169 |
|
|
41816 |
UnderlyingManualNoticeBusinessCenter |
String |
Identifies the business center used for adjusting the time for manual exercise notice. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP169 |
|
|
41817 |
UnderlyingFallbackExerciseIndicator |
Boolean |
Indicates whether the notional amount of the underlying swap, not previously exercised under the option, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001).
|
FIX.5.0SP2EP169 |
|
|
41818 |
UnderlyingLimitedRightToConfirmIndicator |
Boolean |
Indicates whether the Seller may request the Buyer to confirm its intent to exercise if not done on or before the expiration time on the Expiration date. If true ("Y") specific rules will apply in relation to the settlement mode.
|
FIX.5.0SP2EP169 |
|
|
41819 |
UnderlyingExerciseSplitTicketIndicator |
Boolean |
Indicates in physical settlement of bond and convertible bond options whether the party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations.
|
FIX.5.0SP2EP169 |
|
|
41820 |
NoUnderlyingOptionExerciseBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41821 |
UnderlyingOptionExerciseBusinessCenter |
String |
The business center calendar used to adjust the option exercise dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP169 |
|
|
41822 |
UnderlyingOptionExerciseBusinessDayConvention |
int |
The business day convention used to adjust the option exercise dates. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
|
FIX.5.0SP2EP169 |
|
|
41823 |
UnderlyingOptionExerciseEarliestDateOffsetDayType |
int |
Specifies the day type of the relative earliest exercise date offset.
|
FIX.5.0SP2EP169 |
FIX.5.0SP2EP208 |
|
41824 |
UnderlyingOptionExerciseEarliestDateOffsetPeriod |
int |
Time unit multiplier for the relative earliest exercise date offset.
|
FIX.5.0SP2EP169 |
|
|
41825 |
UnderlyingOptionExerciseEarliestDateOffsetUnit |
String |
Time unit associated with the relative earliest exercise date offset.
|
FIX.5.0SP2EP169 |
|
|
41826 |
UnderlyingOptionExerciseFrequencyPeriod |
int |
Time unit multiplier for the frequency of exercise dates.
|
FIX.5.0SP2EP169 |
|
|
41827 |
UnderlyingOptionExerciseFrequencyUnit |
String |
Time unit associated with the frequency of exercise dates.
|
FIX.5.0SP2EP169 |
|
|
41828 |
UnderlyingOptionExerciseStartDateUnadjusted |
LocalMktDate |
The unadjusted start date for calculating periodic exercise dates.
|
FIX.5.0SP2EP169 |
|
|
41829 |
UnderlyingOptionExerciseStartDateRelativeTo |
int |
Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP169 |
FIX.5.0SP2EP208 |
|
41830 |
UnderlyingOptionExerciseStartDateOffsetPeriod |
int |
Time unit multiplier for the relative exercise start date offset.
|
FIX.5.0SP2EP169 |
|
|
41831 |
UnderlyingOptionExerciseStartDateOffsetUnit |
String |
Time unit associated with the relative exercise start date offset.
|
FIX.5.0SP2EP169 |
|
|
41832 |
UnderlyingOptionExerciseStartDateOffsetDayType |
int |
Specifies the day type of the relative option exercise start date offset.
|
FIX.5.0SP2EP169 |
FIX.5.0SP2EP208 |
|
41833 |
UnderlyingOptionExerciseStartDateAdjusted |
LocalMktDate |
The adjusted start date for calculating periodic exercise dates.
|
FIX.5.0SP2EP169 |
|
|
41834 |
UnderlyingOptionExerciseSkip |
int |
The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1.
|
FIX.5.0SP2EP169 |
|
|
41835 |
UnderlyingOptionExerciseNominationDeadline |
LocalMktDate |
The last date (adjusted) for establishing the option exercise terms.
|
FIX.5.0SP2EP169 |
|
|
41836 |
UnderlyingOptionExerciseFirstDateUnadjusted |
LocalMktDate |
The unadjusted first exercise date.
|
FIX.5.0SP2EP169 |
|
|
41837 |
UnderlyingOptionExerciseLastDateUnadjusted |
LocalMktDate |
The unadjusted last exercise date.
|
FIX.5.0SP2EP169 |
|
|
41838 |
UnderlyingOptionExerciseEarliestTime |
LocalMktTime |
The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each Bermuda option exercise date and the expiration date, in the case of a Bermuda style option, (iii) the commencement date to, and including, the expiration date, in the case of an American option.
|
FIX.5.0SP2EP169 |
|
|
41839 |
UnderlyingOptionExerciseLatestTime |
LocalMktTime |
Latest exercise time. See also UnderlyingOptionExerciseEarliestTime(41838).
|
FIX.5.0SP2EP169 |
|
|
41840 |
UnderlyingOptionExerciseTimeBusinessCenter |
String |
The business center used to determine the locale for option exercise time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values
|
FIX.5.0SP2EP169 |
|
|
41841 |
NoUnderlyingOptionExerciseDates |
NumInGroup |
Number of dates in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41842 |
UnderlyingOptionExerciseDate |
LocalMktDate |
The adjusted or unadjusted option exercise fixed date.
|
FIX.5.0SP2EP169 |
|
|
41843 |
UnderlyingOptionExerciseDateType |
int |
Specifies the type of option exercise date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
|
FIX.5.0SP2EP169 |
|
|
41844 |
NoUnderlyingOptionExerciseExpirationDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41845 |
UnderlyingOptionExerciseExpirationDateBusinessCenter |
String |
The business center calendar used to adjust the option exercise expiration dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP169 |
|
|
41846 |
UnderlyingOptionExerciseExpirationDateBusinessDayConvention |
int |
The business day convention used to adjust the option exercise expiration dates. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
|
FIX.5.0SP2EP169 |
|
|
41847 |
UnderlyingOptionExerciseExpirationDateRelativeTo |
int |
Specifies the anchor date when the option exercise expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP169 |
FIX.5.0SP2EP208 |
|
41848 |
UnderlyingOptionExerciseExpirationDateOffsetPeriod |
int |
Time unit multiplier for the relative exercise expiration date offset.
|
FIX.5.0SP2EP169 |
|
|
41849 |
UnderlyingOptionExerciseExpirationDateOffsetUnit |
String |
Time unit associated with the relative exercise expiration date offset.
|
FIX.5.0SP2EP169 |
|
|
41850 |
UnderlyingOptionExerciseExpirationFrequencyPeriod |
int |
Time unit multiplier for the frequency of exercise expiration dates.
|
FIX.5.0SP2EP169 |
|
|
41851 |
UnderlyingOptionExerciseExpirationFrequencyUnit |
String |
Time unit associated with the frequency of exercise expiration dates.
|
FIX.5.0SP2EP169 |
|
|
41852 |
UnderlyingOptionExerciseExpirationRollConvention |
String |
The convention for determining the sequence of exercise expiration dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.
|
FIX.5.0SP2EP169 |
|
|
41853 |
UnderlyingOptionExerciseExpirationDateOffsetDayType |
int |
Specifies the day type of the relative option exercise expiration date offset.
|
FIX.5.0SP2EP169 |
FIX.5.0SP2EP208 |
|
41854 |
UnderlyingOptionExerciseExpirationTime |
LocalMktTime |
The option exercise expiration time.
|
FIX.5.0SP2EP169 |
|
|
41855 |
UnderlyingOptionExerciseExpirationTimeBusinessCenter |
String |
The business center used to determine the locale for option exercise expiration time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP169 |
|
|
41856 |
NoUnderlyingOptionExerciseExpirationDates |
NumInGroup |
Number of fixed exercise expiration dates in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41857 |
UnderlyingOptionExerciseExpirationDate |
LocalMktDate |
The adjusted or unadjusted option exercise expiration fixed date.
|
FIX.5.0SP2EP169 |
|
|
41858 |
UnderlyingOptionExerciseExpirationDateType |
int |
Specifies the type of option exercise expiration date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
|
FIX.5.0SP2EP169 |
|
|
41859 |
UnderlyingMarketDisruptionProvision |
int |
The consequences of market disruption events.
|
FIX.5.0SP2EP169 |
|
|
41860 |
UnderlyingMarketDisruptionFallbackProvision |
int |
Specifies the location of the fallback provision documentation.
|
FIX.5.0SP2EP169 |
|
|
41861 |
UnderlyingMarketDisruptionMaximumDays |
int |
Specifies the maximum number of market disruption days (commodity or bullion business days) in a contract or confirmation. If none are specified, the maximum number of market disruption days is five (5).
ISDA 2005 Commodity Definition.
|
FIX.5.0SP2EP169 |
|
|
41862 |
UnderlyingMarketDisruptionMaterialityPercentage |
Percentage |
Used when a price materiality percentage applies to the price source disruption event and this event has been specified.
Applicable to 2005 Commodity Definitions only.
|
FIX.5.0SP2EP169 |
|
|
41863 |
UnderlyingMarketDisruptionMinimumFuturesContracts |
int |
Specifies the minimum futures contracts level that dictates whether or not a 'De Minimis Trading' event has occurred.
Applicable to 1993 Commodity Definitions only.
|
FIX.5.0SP2EP169 |
|
|
41864 |
NoUnderlyingMarketDisruptionEvents |
NumInGroup |
Number of disruption events in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41865 |
UnderlyingMarketDisruptionEvent |
String |
Specifies the market disruption event. For commodities see http://www.fpml.org/coding-scheme/commodity-market-disruption for values. For foreign exchange, see http://www.fixtradingcommunity.org/codelists#Market_Disruption_Event for code list of applicable event types.
|
FIX.5.0SP2EP169 |
FIX.5.0SP2EP187 |
|
41866 |
NoUnderlyingMarketDisruptionFallbacks |
NumInGroup |
Number of fallbacks in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41867 |
UnderlyingMarketDisruptionFallbackType |
String |
Specifies the type of disruption fallback. See http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback for values.
|
FIX.5.0SP2EP169 |
|
|
41868 |
NoUnderlyingMarketDisruptionFallbackReferencePrices |
NumInGroup |
Number of fallback reference securities in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41869 |
UnderlyingMarketDisruptionFallbackUnderlierType |
int |
The type of reference price underlier.
|
FIX.5.0SP2EP169 |
|
|
41870 |
UnderlyingMarketDisruptionFallbackUnderlierSecurityID |
String |
Specifies the identifier value of the security.
|
FIX.5.0SP2EP169 |
|
|
41871 |
UnderlyingMarketDisruptionFallbackUnderlierSecurityIDSource |
String |
Specifies the class or source scheme of the security identifier.
|
FIX.5.0SP2EP169 |
|
|
41872 |
UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc |
String |
Specifies the description of underlying security.
|
FIX.5.0SP2EP169 |
|
|
41873 |
EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDescLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41874) field.
|
FIX.5.0SP2EP169 |
|
|
41874 |
EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDesc |
data |
Encoded (non-ASCII characters) representation of the UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41872) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41872).
|
FIX.5.0SP2EP169 |
|
|
41875 |
UnderlyingMarketDisruptionFallbackOpenUnits |
Qty |
If there are multiple underlying assets, this specifies the number of units (index or securities) that constitute the underlier of the swap. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms.
|
FIX.5.0SP2EP169 |
|
|
41876 |
UnderlyingMarketDisruptionFallbackBasketCurrency |
Currency |
Specifies the currency if the underlier is a basket. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP169 |
|
|
41877 |
UnderlyingMarketDisruptionFallbackBasketDivisor |
float |
Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions.
|
FIX.5.0SP2EP169 |
|
|
41878 |
NoUnderlyingPaymentScheduleFixingDays |
NumInGroup |
Number of fixing days in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41879 |
UnderlyingPaymentScheduleFixingDayOfWeek |
int |
The day of the week on which fixing takes place.
|
FIX.5.0SP2EP169 |
|
|
41880 |
UnderlyingPaymentScheduleFixingDayNumber |
int |
The occurrence of the day of week on which fixing takes place.
For example, a fixing of the 3rd Friday would be DayOfWk=5 DayNum=3. If omitted every day of the week is a fixing day.
|
FIX.5.0SP2EP169 |
|
|
41881 |
UnderlyingPaymentScheduleXID |
XID |
Identifier of this UnderlyingPaymentSchedule for cross referencing elsewhere in the message.
|
FIX.5.0SP2EP169 |
|
|
41882 |
UnderlyingPaymentScheduleXIDRef |
XIDREF |
Reference to payment schedule elsewhere in the message.
|
FIX.5.0SP2EP169 |
|
|
41883 |
UnderlyingPaymentScheduleRateCurrency |
Currency |
Specifies the currency of the schedule rate. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP169 |
|
|
41884 |
UnderlyingPaymentScheduleRateUnitOfMeasure |
String |
The schedule rate unit of measure (UOM).
|
FIX.5.0SP2EP169 |
|
|
41885 |
UnderlyingPaymentScheduleRateConversionFactor |
float |
The number to be multiplied by the derived floating rate of the underlying's payment schedule in order to arrive at the payment rate. If ommitted, the schedule rate conversion factor is 1.
|
FIX.5.0SP2EP169 |
|
|
41886 |
UnderlyingPaymentScheduleRateSpreadType |
int |
Specifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate.
|
FIX.5.0SP2EP169 |
|
|
41887 |
UnderlyingPaymentScheduleSettlPeriodPrice |
Price |
The schedule settlement period price.
|
FIX.5.0SP2EP169 |
|
|
41888 |
UnderlyingPaymentScheduleSettlPeriodPriceCurrency |
Currency |
The currency of the schedule settlement period price. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP169 |
|
|
41889 |
UnderlyingPaymentScheduleSettlPeriodPriceUnitOfMeasure |
String |
The settlement period price unit of measure (UOM).
|
FIX.5.0SP2EP169 |
|
|
41890 |
UnderlyingPaymentScheduleStepUnitOfMeasure |
String |
The schedule step unit of measure (UOM).
|
FIX.5.0SP2EP169 |
|
|
41891 |
UnderlyingPaymentScheduleFixingDayDistribution |
int |
The distribution of fixing days.
|
FIX.5.0SP2EP169 |
|
|
41892 |
UnderlyingPaymentScheduleFixingDayCount |
int |
The number of days over which fixing should take place.
|
FIX.5.0SP2EP169 |
|
|
41893 |
UnderlyingPaymentScheduleFixingLagPeriod |
int |
Time unit multiplier for the fixing lag duration.
|
FIX.5.0SP2EP169 |
|
|
41894 |
UnderlyingPaymentScheduleFixingLagUnit |
String |
Time unit associated with the fixing lag duration.
|
FIX.5.0SP2EP169 |
|
|
41895 |
UnderlyingPaymentScheduleFixingFirstObservationDateOffsetPeriod |
int |
Time unit multiplier for the relative first observation date offset.
If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period.
|
FIX.5.0SP2EP169 |
FIX.5.0SP2EP208 |
|
41896 |
UnderlyingPaymentScheduleFixingFirstObservationDateOffsetUnit |
String |
Time unit associated with the relative first observation date offset.
|
FIX.5.0SP2EP169 |
FIX.5.0SP2EP208 |
|
41897 |
UnderlyingPaymentStreamFlatRateIndicator |
Boolean |
When this element is specified and set to 'Y', the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the Trade Date of the transaction "Fixed". If 'N' it is taken on each Pricing Date "Floating".
|
FIX.5.0SP2EP169 |
|
|
41898 |
UnderlyingPaymentStreamFlatRateAmount |
Amt |
Specifies the actual monetary value of the flat rate when UnderlyingPaymentStreamFlatRateIndicator(41897) = 'Y'.
|
FIX.5.0SP2EP169 |
|
|
41899 |
UnderlyingPaymentStreamFlatRateCurrency |
Currency |
Specifies the currency of the actual flat rate. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP169 |
|
|
41900 |
UnderlyingPaymentStreamMaximumPaymentAmount |
Amt |
Specifies the limit on the total payment amount.
|
FIX.5.0SP2EP169 |
|
|
41901 |
UnderlyingPaymentStreamMaximumPaymentCurrency |
Currency |
Specifies the currency of total payment amount limit. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP169 |
|
|
41902 |
UnderlyingPaymentStreamMaximumTransactionAmount |
Amt |
Specifies the limit on the payment amount that goes out in any particular calculation period.
|
FIX.5.0SP2EP169 |
|
|
41903 |
UnderlyingPaymentStreamMaximumTransactionCurrency |
Currency |
Specifies the currency of the period payment amount limit. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP169 |
|
|
41904 |
UnderlyingPaymentStreamFixedAmountUnitOfMeasure |
String |
Fixed payment amount unit of measure (UOM).
|
FIX.5.0SP2EP169 |
|
|
41905 |
UnderlyingPaymentStreamTotalFixedAmount |
Amt |
Specifies the total fixed payment amount.
|
FIX.5.0SP2EP169 |
|
|
41906 |
UnderlyingPaymentStreamWorldScaleRate |
float |
The number of Worldscale points for purposes of the calculation of a fixed amount for a wet voyage charter commodity swap.
|
FIX.5.0SP2EP169 |
|
|
41907 |
UnderlyingPaymentStreamContractPrice |
Price |
The price per relevant unit for purposes of the calculation of a fixed amount for a dry voyage charter or time charter commodity swap.
|
FIX.5.0SP2EP169 |
|
|
41908 |
UnderlyingPaymentStreamContractPriceCurrency |
Currency |
Specifies the currency of UnderlyingPaymentStreamContractPrice(41907). Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP169 |
|
|
41909 |
NoUnderlyingPaymentStreamPricingBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41910 |
UnderlyingPaymentStreamPricingBusinessCenter |
String |
The business center calendar used to adjust the payment stream's pricing dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP169 |
|
|
41911 |
UnderlyingPaymentStreamRateIndex2CurveUnit |
String |
Secondary time unit associated with the payment stream’s floating rate index curve.
|
FIX.5.0SP2EP169 |
|
|
41912 |
UnderlyingPaymentStreamRateIndex2CurvePeriod |
int |
Secondary time unit multiplier for the payment stream’s floating rate index curve.
May be used for a Forward Rate Agreement (FRA) with an average rate between two curve points.
|
FIX.5.0SP2EP169 |
|
|
41913 |
UnderlyingPaymentStreamRateIndexLocation |
String |
Specifies the location of the floating rate index.
|
FIX.5.0SP2EP169 |
|
|
41914 |
UnderlyingPaymentStreamRateIndexLevel |
Qty |
This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD index level specified as the number of (amount of) weather index units specified by the parties in the related confirmation.
|
FIX.5.0SP2EP169 |
|
|
41915 |
UnderlyingPaymentStreamRateIndexUnitOfMeasure |
String |
The unit of measure (UOM) of the rate index level.
|
FIX.5.0SP2EP169 |
|
|
41916 |
UnderlyingPaymentStreamSettlLevel |
int |
Specifies how weather index units are to be calculated.
|
FIX.5.0SP2EP169 |
|
|
41917 |
UnderlyingPaymentStreamReferenceLevel |
Qty |
This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD reference level specified as the number of (amount of) weather index units specified by the parties in the related confirmation.
|
FIX.5.0SP2EP169 |
|
|
41918 |
UnderlyingPaymentStreamReferenceLevelUnitOfMeasure |
String |
The unit of measure (UOM) of the rate reference level.
|
FIX.5.0SP2EP169 |
|
|
41919 |
UnderlyingPaymentStreamReferenceLevelEqualsZeroIndicator |
Boolean |
When set to 'Y', it indicates that the weather reference level equals zero.
|
FIX.5.0SP2EP169 |
|
|
41920 |
UnderlyingPaymentStreamRateSpreadCurrency |
Currency |
Specifies the currency of the floating rate spread. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP169 |
|
|
41921 |
UnderlyingPaymentStreamRateSpreadUnitOfMeasure |
String |
Specifies the unit of measure (UOM) of the floating rate spread.
|
FIX.5.0SP2EP169 |
|
|
41922 |
UnderlyingPaymentStreamRateConversionFactor |
float |
The number to be multiplied by the derived floating rate of the underlying's payment stream in order to arrive at the payment rate. If omitted, the floating rate conversion factor is 1.
|
FIX.5.0SP2EP169 |
|
|
41923 |
UnderlyingPaymentStreamRateSpreadType |
int |
Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate.
|
FIX.5.0SP2EP169 |
|
|
41924 |
UnderlyingPaymentStreamLastResetRate |
Percentage |
The floating rate determined at the most recent reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05.
|
FIX.5.0SP2EP169 |
|
|
41925 |
UnderlyingPaymentStreamFinalRate |
Percentage |
The floating rate determined at the final reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05.
|
FIX.5.0SP2EP169 |
|
|
41926 |
UnderlyingPaymentStreamCalculationLagPeriod |
int |
Time unit multiplier for the calculation lag duration.
|
FIX.5.0SP2EP169 |
|
|
41927 |
UnderlyingPaymentStreamCalculationLagUnit |
String |
Time unit associated with the calculation lag duration.
|
FIX.5.0SP2EP169 |
|
|
41928 |
UnderlyingPaymentStreamFirstObservationDateOffsetPeriod |
int |
Time unit multiplier for the relative first observation date offset.
If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period.
|
FIX.5.0SP2EP169 |
FIX.5.0SP2EP208 |
|
41929 |
UnderlyingPaymentStreamFirstObservationDateOffsetUnit |
String |
Time unit associated with the relative first observation date offset.
|
FIX.5.0SP2EP169 |
FIX.5.0SP2EP208 |
|
41930 |
UnderlyingPaymentStreamPricingDayType |
int |
Specifies the commodity pricing day type.
|
FIX.5.0SP2EP169 |
|
|
41931 |
UnderlyingPaymentStreamPricingDayDistribution |
int |
The distribution of pricing days.
|
FIX.5.0SP2EP169 |
|
|
41932 |
UnderlyingPaymentStreamPricingDayCount |
int |
The number of days over which pricing should take place.
|
FIX.5.0SP2EP169 |
|
|
41933 |
UnderlyingPaymentStreamPricingBusinessCalendar |
String |
Specifies the business calendar to use for pricing. See http://www.fpml.org/coding-scheme/commodity-business-calendar for values.
|
FIX.5.0SP2EP169 |
|
|
41934 |
UnderlyingPaymentStreamPricingBusinessDayConvention |
int |
The business day convention used to adjust the payment stream's pricing dates. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
|
FIX.5.0SP2EP169 |
|
|
41935 |
LegStreamCommoditySettlTimeType |
int |
Specifies the format of the commodity settlement start and end times.
|
FIX.5.0SP2EP169 |
|
|
41936 |
UnderlyingStreamCommoditySettlTimeType |
int |
Specifies the format of the commodity settlement start and end times.
|
FIX.5.0SP2EP169 |
|
|
41937 |
NoUnderlyingPaymentStreamPaymentDates |
NumInGroup |
Number of payment dates in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41938 |
UnderlyingPaymentStreamPaymentDate |
LocalMktDate |
The adjusted or unadjusted fixed stream payment date.
|
FIX.5.0SP2EP169 |
|
|
41939 |
UnderlyingPaymentStreamPaymentDateType |
int |
Specifies the type of payment date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
|
FIX.5.0SP2EP169 |
|
|
41940 |
UnderlyingPaymentStreamMasterAgreementPaymentDatesIndicator |
Boolean |
When set to 'Y', it indicates that payment dates are specified in the relevant master agreement.
|
FIX.5.0SP2EP169 |
|
|
41941 |
NoUnderlyingPaymentStreamPricingDates |
NumInGroup |
Number of pricing dates in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41942 |
UnderlyingPaymentStreamPricingDate |
LocalMktDate |
An adjusted or unadjusted fixed pricing date.
|
FIX.5.0SP2EP169 |
|
|
41943 |
UnderlyingPaymentStreamPricingDateType |
int |
Specifies the type of pricing date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
|
FIX.5.0SP2EP169 |
|
|
41944 |
NoUnderlyingPaymentStreamPricingDays |
NumInGroup |
Number of pricing days in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41945 |
UnderlyingPaymentStreamPricingDayOfWeek |
int |
The day of the week on which pricing takes place.
|
FIX.5.0SP2EP169 |
|
|
41946 |
UnderlyingPaymentStreamPricingDayNumber |
int |
The occurrence of the day of week on which pricing takes place.
For example a pricing day of the 3rd Friday would be DayOfWk=5 DayNum=3.
|
FIX.5.0SP2EP169 |
|
|
41947 |
NoUnderlyingPricingDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41948 |
UnderlyingPricingDateBusinessCenter |
String |
The business center calendar used to adjust the pricing or fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP169 |
|
|
41949 |
UnderlyingPricingDateUnadjusted |
LocalMktDate |
The unadjusted pricing or fixing date.
|
FIX.5.0SP2EP169 |
|
|
41950 |
UnderlyingPricingDateBusinessDayConvention |
int |
The business day convention used to adjust the pricing or fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
|
FIX.5.0SP2EP169 |
|
|
41951 |
UnderlyingPricingDateAdjusted |
LocalMktDate |
The adjusted pricing or fixing date.
|
FIX.5.0SP2EP169 |
|
|
41952 |
UnderlyingPricingTime |
LocalMktTime |
The local market pricing or fixing time.
|
FIX.5.0SP2EP169 |
|
|
41953 |
UnderlyingPricingTimeBusinessCenter |
String |
Specifies the business center for determining the pricing or fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP169 |
|
|
41954 |
NoUnderlyingStreamCalculationPeriodDates |
NumInGroup |
Number of calculation period dates in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41955 |
UnderlyingStreamCalculationPeriodDate |
LocalMktDate |
The adjusted or unadjusted fixed calculation period date.
|
FIX.5.0SP2EP169 |
|
|
41956 |
UnderlyingStreamCalculationPeriodDateType |
int |
Specifies the type of fixed calculation period date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
|
FIX.5.0SP2EP169 |
|
|
41957 |
UnderlyingStreamCalculationPeriodDatesXID |
XID |
Identifier of this calculation period for cross referencing elsewhere in the message.
|
FIX.5.0SP2EP169 |
|
|
41958 |
UnderlyingStreamCalculationPeriodDatesXIDRef |
XIDREF |
Cross reference to another calculation period for duplicating its properties.
|
FIX.5.0SP2EP169 |
|
|
41959 |
UnderlyingStreamCalculationBalanceOfFirstPeriod |
Boolean |
When specified and set to 'Y', it indicates that the first calculation period should run from the effective date to the end of the calendar period in which the effective date falls (e.g. Jan 15 - Jan 31 if the calculation periods are one month long and effective date is Jan 15.). If 'N' or not specified, it indicates that the first calculation period should run from the effective date for one whole period (e.g. Jan 15 to Feb 14 if the calculation periods are one month long and the effective date is Jan 15.).
|
FIX.5.0SP2EP169 |
|
|
41960 |
UnderlyingStreamCalculationCorrectionPeriod |
int |
Time unit multiplier for the length of time after the publication of the data when corrections can be made.
|
FIX.5.0SP2EP169 |
|
|
41961 |
UnderlyingStreamCalculationCorrectionUnit |
String |
Time unit associated with the length of time after the publication of the data when corrections can be made.
|
FIX.5.0SP2EP169 |
|
|
41962 |
NoUnderlyingStreamCommoditySettlBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41963 |
UnderlyingStreamCommoditySettlBusinessCenter |
String |
The business center calendar used to adjust the commodity delivery date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP169 |
|
|
41964 |
UnderlyingStreamCommodityBase |
String |
Specifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions.
Examples of general commodity base types include:Metal, Bullion, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions.
|
FIX.5.0SP2EP169 |
|
|
41965 |
UnderlyingStreamCommodityType |
String |
Specifies the type of commodity product. For coal see http://www.fpml.org/coding-scheme/commodity-coal-product-type for values. For metals see http://www.fpml.org/coding-scheme/commodity-metal-product-type for values. For bullion see http://www.fixtradingcommunity.org/codelists#Bullion_Types for the external code list of bullion types.
|
FIX.5.0SP2EP169 |
|
|
41966 |
UnderlyingStreamCommoditySecurityID |
String |
Specifies the market identifier for the commodity.
|
FIX.5.0SP2EP169 |
|
|
41967 |
UnderlyingStreamCommoditySecurityIDSource |
String |
Identifies the class or source of the UnderlyingStreamCommoditySecurityIDSource(41966) value.
|
FIX.5.0SP2EP169 |
|
|
41968 |
UnderlyingStreamCommodityDesc |
String |
Description of the commodity asset.
|
FIX.5.0SP2EP169 |
|
|
41969 |
EncodedUnderlyingStreamCommodityDescLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedUnderlyingStreamCommodityDesc(41970) field.
|
FIX.5.0SP2EP169 |
|
|
41970 |
EncodedUnderlyingStreamCommodityDesc |
data |
Encoded (non-ASCII characters) representation of the UnderlyingStreamCommodityDesc(41968) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingStreamCommodityDesc(41968) field.
|
FIX.5.0SP2EP169 |
|
|
41971 |
UnderlyingStreamCommodityUnitOfMeasure |
String |
The unit of measure (UOM) of the commodity asset.
|
FIX.5.0SP2EP169 |
|
|
41972 |
UnderlyingStreamCommodityCurrency |
Currency |
Identifies the currency of the commodity asset. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP169 |
|
|
41973 |
UnderlyingStreamCommodityExchange |
Exchange |
Identifies the exchange where the commodity is traded.
|
FIX.5.0SP2EP169 |
|
|
41974 |
UnderlyingStreamCommodityRateSource |
int |
Identifies the source of rate information used for commodities. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Source for code list of applicable sources.
|
FIX.5.0SP2EP169 |
|
|
41975 |
UnderlyingStreamCommodityRateReferencePage |
String |
Identifies the reference "page" from the rate source.
|
FIX.5.0SP2EP169 |
|
|
41976 |
UnderlyingStreamCommodityRateReferencePageHeading |
String |
Identifies the page heading from the rate source.
|
FIX.5.0SP2EP169 |
|
|
41977 |
UnderlyingStreamDataProvider |
String |
Specifies the commodity data or information provider. See http://www.fpml.org/coding-scheme/commodity-information-provider for values.
|
FIX.5.0SP2EP169 |
|
|
41978 |
UnderlyingStreamCommodityPricingType |
String |
Specifies how the pricing or rate setting of the trade is to be determined or based upon. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Pricing_Type for code list of applicable commodity pricing types.
|
FIX.5.0SP2EP169 |
|
|
41979 |
UnderlyingStreamCommodityNearbySettlDayPeriod |
int |
Time unit multiplier for the nearby settlement day.
When the commodity transaction references a futures contract, the delivery or settlement dates are a nearby month or week. For example, for eighth nearby month use Period=8 and Unit=Mo.
|
FIX.5.0SP2EP169 |
|
|
41980 |
UnderlyingStreamCommodityNearbySettlDayUnit |
String |
Time unit associated with the nearby settlement day.
|
FIX.5.0SP2EP169 |
|
|
41981 |
UnderlyingStreamCommoditySettlDateUnadjusted |
LocalMktDate |
The unadjusted commodity delivery date.
|
FIX.5.0SP2EP169 |
|
|
41982 |
UnderlyingStreamCommoditySettlDateBusinessDayConvention |
int |
The business day convention used to adjust the commodity delivery date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
|
FIX.5.0SP2EP169 |
|
|
41983 |
UnderlyingStreamCommoditySettlDateAdjusted |
LocalMktDate |
The adjusted commodity delivery date.
|
FIX.5.0SP2EP169 |
|
|
41984 |
UnderlyingStreamCommoditySettlMonth |
int |
Specifies a fixed single month for commodity delivery.
Use "1" for January, "2" for February, etc.
|
FIX.5.0SP2EP169 |
|
|
41985 |
UnderlyingStreamCommoditySettlDateRollPeriod |
int |
Time unit multiplier for the commodity delivery date roll.
For a commodity transaction that references a listed future via the delivery dates, this is the day offset on which the specified future will roll to the next nearby month when the referenced future expires.
|
FIX.5.0SP2EP169 |
|
|
41986 |
UnderlyingStreamCommoditySettlDateRollUnit |
String |
Time unit associated with the commodity delivery date roll.
|
FIX.5.0SP2EP169 |
|
|
41987 |
UnderlyingStreamCommoditySettlDayType |
int |
Specifies the commodity delivery roll day type.
|
FIX.5.0SP2EP169 |
|
|
41988 |
UnderlyingStreamCommodityXID |
XID |
Identifier of this stream commodity for cross referencing elsewhere in the message.
|
FIX.5.0SP2EP169 |
|
|
41989 |
UnderlyingStreamCommodityXIDRef |
XIDREF |
Reference to a stream commodity elsewhere in the message.
|
FIX.5.0SP2EP169 |
|
|
41990 |
NoUnderlyingStreamCommodityAltIDs |
NumInGroup |
Number of alternate security identifers.
|
FIX.5.0SP2EP169 |
|
|
41991 |
UnderlyingStreamCommodityAltID |
String |
Alternate security identifier value for the commodity.
|
FIX.5.0SP2EP169 |
|
|
41992 |
UnderlyingStreamCommodityAltIDSource |
String |
Identifies the class or source of the alternate commodity security identifier.
|
FIX.5.0SP2EP169 |
|
|
41993 |
NoUnderlyingStreamCommodityDataSources |
NumInGroup |
Number of commodity data sources in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41994 |
UnderlyingStreamCommodityDataSourceID |
String |
Data source identifier.
|
FIX.5.0SP2EP169 |
|
|
41995 |
UnderlyingStreamCommodityDataSourceIDType |
int |
Specifies the type of data source identifier.
|
FIX.5.0SP2EP169 |
|
|
41996 |
NoUnderlyingStreamCommoditySettlDays |
NumInGroup |
Number of days in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
41997 |
UnderlyingStreamCommoditySettlDay |
int |
Specifies the day or group of days for delivery.
|
FIX.5.0SP2EP169 |
|
|
41998 |
UnderlyingStreamCommoditySettlTotalHours |
int |
Sum of the hours specified in UnderlyingStreamCommoditySettlTimeGrp.
|
FIX.5.0SP2EP169 |
|
|
41999 |
NoUnderlyingStreamCommoditySettlTimes |
NumInGroup |
Number of hour ranges in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
42000 |
UnderlyingStreamCommoditySettlStart |
String |
The start time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type.
|
FIX.5.0SP2EP169 |
|
|
42001 |
UnderlyingStreamCommoditySettlEnd |
String |
The end time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type.
|
FIX.5.0SP2EP169 |
|
|
42002 |
NoUnderlyingStreamCommoditySettlPeriods |
NumInGroup |
Number of commodity settlement periods in the repeating group.
|
FIX.5.0SP2EP169 |
|
|
42003 |
UnderlyingStreamCommoditySettlCountry |
Country |
Specifies the country where delivery takes place. Uses ISO 3166 2-character country code.
|
FIX.5.0SP2EP169 |
|
|
42004 |
UnderlyingStreamCommoditySettlTimeZone |
String |
Commodity delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones.
|
FIX.5.0SP2EP169 |
|
|
42005 |
UnderlyingStreamCommoditySettlFlowType |
int |
Specifies the commodity delivery flow type.
|
FIX.5.0SP2EP169 |
|
|
42006 |
UnderlyingStreamCommoditySettlPeriodNotional |
Qty |
Specifies the delivery quantity associated with this settlement period.
|
FIX.5.0SP2EP169 |
|
|
42007 |
UnderlyingStreamCommoditySettlPeriodNotionalUnitOfMeasure |
String |
Specifies the unit of measure (UOM) of the delivery quantity associated with this settlement period.
|
FIX.5.0SP2EP169 |
|
|
42008 |
UnderlyingStreamCommoditySettlPeriodFrequencyPeriod |
int |
Time unit multiplier for the settlement period frequency.
|
FIX.5.0SP2EP169 |
|
|
42009 |
UnderlyingStreamCommoditySettlPeriodFrequencyUnit |
String |
Time unit associated with the settlement period frequency.
|
FIX.5.0SP2EP169 |
|
|
42010 |
UnderlyingStreamCommoditySettlPeriodPrice |
Price |
The settlement period price.
|
FIX.5.0SP2EP169 |
|
|
42011 |
UnderlyingStreamCommoditySettlPeriodPriceUnitOfMeasure |
String |
Specifies the settlement period price unit of measure (UOM).
|
FIX.5.0SP2EP169 |
|
|
42012 |
UnderlyingStreamCommoditySettlPeriodPriceCurrency |
Currency |
The currency of the settlement period price. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP169 |
|
|
42013 |
UnderlyingStreamCommoditySettlHolidaysProcessingInstruction |
int |
Indicates whether holidays are included in the settlement periods. Required for electricity contracts.
|
FIX.5.0SP2EP169 |
|
|
42014 |
UnderlyingStreamCommoditySettlPeriodXID |
XID |
Identifier of this settlement period for cross referencing elsewhere in the message.
|
FIX.5.0SP2EP169 |
|
|
42015 |
UnderlyingStreamCommoditySettlPeriodXIDRef |
XIDREF |
Cross reference to another settlement period for duplicating its properties.
|
FIX.5.0SP2EP169 |
|
|
42016 |
UnderlyingStreamXID |
XID |
Identifier of this UnderlyingStream for cross referencing elsewhere in the message.
|
FIX.5.0SP2EP169 |
|
|
42017 |
UnderlyingAdditionalTermBondIssuer |
String |
Issuer of the bond.
|
FIX.5.0SP2EP187 |
|
|
42018 |
UnderlyingStreamNotionalXIDRef |
XIDREF |
Cross reference to another UnderlyingStream notional for duplicating its properties.
|
FIX.5.0SP2EP169 |
|
|
42019 |
UnderlyingStreamNotionalFrequencyPeriod |
int |
Time unit multiplier for the swap stream's notional frequency.
|
FIX.5.0SP2EP169 |
|
|
42020 |
UnderlyingStreamNotionalFrequencyUnit |
String |
Time unit associated with the swap stream's notional frequency.
|
FIX.5.0SP2EP169 |
|
|
42021 |
UnderlyingStreamNotionalCommodityFrequency |
int |
The commodity's notional or quantity delivery frequency.
|
FIX.5.0SP2EP169 |
|
|
42022 |
UnderlyingStreamNotionalUnitOfMeasure |
String |
Specifies the delivery quantity unit of measure (UOM).
|
FIX.5.0SP2EP169 |
|
|
42023 |
UnderlyingStreamTotalNotional |
Qty |
Specifies the total notional or delivery quantity over the term of the contract.
|
FIX.5.0SP2EP169 |
|
|
42024 |
UnderlyingStreamTotalNotionalUnitOfMeasure |
String |
Specifies the unit of measure (UOM) for the total notional or delivery quantity over the term of the contract.
|
FIX.5.0SP2EP169 |
|
|
42025 |
EncodedUnderlyingAdditionalTermBondIssuerLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedUnderlyingAdditionalTermBondIssuer(42026) field.
|
FIX.5.0SP2EP187 |
|
|
42026 |
EncodedUnderlyingAdditionalTermBondIssuer |
data |
Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondIssuer(42017) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingAdditionalTermBondIssuer(42017) field.
|
FIX.5.0SP2EP187 |
|
|
42027 |
UnderlyingAdditionalTermBondSeniority |
String |
Specifies the bond's payment priority in the event of a default.
|
FIX.5.0SP2EP187 |
|
|
42028 |
UnderlyingAdditionalTermBondCouponType |
int |
Coupon type of the bond.
|
FIX.5.0SP2EP187 |
|
|
42029 |
UnderlyingAdditionalTermBondCouponRate |
Percentage |
Coupon rate of the bond. See also CouponRate(223).
|
FIX.5.0SP2EP187 |
|
|
42030 |
UnderlyingAdditionalTermBondMaturityDate |
LocalMktDate |
The maturity date of the bond.
|
FIX.5.0SP2EP187 |
|
|
42031 |
UnderlyingAdditionalTermBondParValue |
Amt |
The par value of the bond.
|
FIX.5.0SP2EP187 |
|
|
42032 |
UnderlyingAdditionalTermBondCurrentTotalIssuedAmount |
Amt |
Total issued amount of the bond.
|
FIX.5.0SP2EP187 |
|
|
42033 |
UnderlyingAdditionalTermBondCouponFrequencyPeriod |
int |
Time unit multiplier for the frequency of the bond's coupon payment.
|
FIX.5.0SP2EP187 |
|
|
42034 |
UnderlyingAdditionalTermBondCouponFrequencyUnit |
String |
Time unit associated with the frequency of the bond's coupon payment.
|
FIX.5.0SP2EP187 |
|
|
42035 |
UnderlyingAdditionalTermBondDayCount |
int |
The day count convention used in interest calculations for a bond or an interest bearing security.
|
FIX.5.0SP2EP187 |
|
|
42036 |
NoUnderlyingAdditionalTerms |
NumInGroup |
Number of additional terms in the repeating group.
|
FIX.5.0SP2EP187 |
|
|
42037 |
UnderlyingAdditionalTermConditionPrecedentBondIndicator |
Boolean |
Indicates whether the condition precedent bond is applicable. The swap contract is only valid if the bond is issued and if there is any dispute over the terms of fixed stream then the bond terms would be used.
|
FIX.5.0SP2EP187 |
|
|
42038 |
UnderlyingAdditionalTermDiscrepancyClauseIndicator |
Boolean |
Indicates whether the discrepancy clause is applicable.
|
FIX.5.0SP2EP187 |
|
|
42039 |
NoUnderlyingCashSettlDealers |
NumInGroup |
Number of dealers in the repeating group.
|
FIX.5.0SP2EP187 |
|
|
42040 |
UnderlyingCashSettlDealer |
String |
Identifies the dealer from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation calculation.
ISDA 2003 Term: Dealer
|
FIX.5.0SP2EP187 |
|
|
42041 |
NoUnderlyingCashSettlTerms |
NumInGroup |
Number of elements in the repeating group.
|
FIX.5.0SP2EP187 |
|
|
42042 |
UnderlyingCashSettlCurrency |
Currency |
Specifies the currency the UnderlyingCashSettlAmount(42054) is denominated in. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP187 |
|
|
42043 |
UnderlyingCashSettlValuationFirstBusinessDayOffset |
int |
The number of business days after settlement conditions have been satisfied, when the calculation agent is to obtain a price quotation on the reference obligation for purposes of cash settlement.
Associated with ISDA 2003 Term: Valuation Date.
|
FIX.5.0SP2EP187 |
|
|
42044 |
UnderlyingCashSettlValuationSubsequentBusinessDaysOffset |
int |
The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement.
Associated with ISDA 2003 Term: Valuation Date.
|
FIX.5.0SP2EP187 |
|
|
42045 |
UnderlyingCashSettlNumOfValuationDates |
int |
Where multiple valuation dates are specified as being applicable for cash settlement, this element specifies the number of applicable valuation dates.
Associated with ISDA 2003 Term: Valuation Date.
|
FIX.5.0SP2EP187 |
|
|
42046 |
UnderlyingCashSettlValuationTime |
LocalMktTime |
Time of valuation.
|
FIX.5.0SP2EP187 |
|
|
42047 |
UnderlyingCashSettlBusinessCenter |
String |
Identifies the business center calendar used at valuation time for cash settlement purposes e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP187 |
|
|
42048 |
UnderlyingCashSettlQuoteMethod |
int |
The type of quote used to determine the cash settlement price.
|
FIX.5.0SP2EP187 |
|
|
42049 |
UnderlyingCashSettlQuoteAmount |
Amt |
When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained. If not specifed, the ISDA definitions provide for a fallback amount equal to floating rate payer calculation amount.
ISDA 2003 Term: Quotation Amount.
|
FIX.5.0SP2EP187 |
|
|
42050 |
UnderlyingCashSettlQuoteCurrency |
Currency |
Specifies the currency the UnderlyingCashSettlQuoteAmount(42049) is denominated in. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP187 |
|
|
42051 |
UnderlyingCashSettlMinimumQuoteAmount |
Amt |
When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount of the lower of either USD1,000,000 (or its equivalent in the relevent obligation currency) or the (minimum) quoted amount.
ISDA 2003 Term: Minimum Quotation Amount.
|
FIX.5.0SP2EP187 |
|
|
42052 |
UnderlyingCashSettlMinimumQuoteCurrency |
Currency |
Specifies the currency the UnderlyingCashSettlQuoteAmount(42049) is denominated in. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP187 |
|
|
42053 |
UnderlyingCashSettlBusinessDays |
int |
The number of business days used in the determination of the cash settlement payment date.
If a cash settlement amount is specified, the cash settlement payment date will be this number of business days following the calculation of the final price. If a cash settlement amount is not specified, the cash settlement payment date will be this number of business days after all conditions to settlement are satisfied. ISDA 2003 Term: Cash Settlement Date.
|
FIX.5.0SP2EP187 |
|
|
42054 |
UnderlyingCashSettlAmount |
Amt |
The amount paid between the trade parties, seller to the buyer, for cash settlement on the cash settlement date.
If not specified this would typically be calculated as ((100 or the reference price) - reference obligation price) x floating rate payer calculation amount. Price values are all expressed as a percentage. ISDA 2003 Term: Cash Settlement Amount.
|
FIX.5.0SP2EP187 |
|
|
42055 |
UnderlyingCashSettlRecoveryFactor |
float |
Used for fixed recovery, this specifies the recovery level as determined at contract inception, to be applied in the event of a default. The factor is used to calculate the amount paid by the seller to the buyer for cash settlement on the cash settlement date. The amount is calculated is (1 - UnderlyingCashSettlRecoveryFactor(42055)) x floating rate payer calculation amount. The currency is derived from the floating rate payer calculation amount.
|
FIX.5.0SP2EP187 |
|
|
42056 |
UnderlyingCashSettlFixedTermIndicator |
Boolean |
Indicates whether fixed settlement is applicable or not applicable in a recovery lock.
|
FIX.5.0SP2EP187 |
|
|
42057 |
UnderlyingCashSettlAccruedInterestIndicator |
Boolean |
Indicates whether accrued interest is included or not in the value provided in UnderlyingCashSettlAmount(42054). For cash settlement this specifies whether quotations should be obtained inclusive or not of accrued interest. For physical settlement this specifies whether the buyer should deliver the obligation with an outstanding principal balance that includes or excludes accrued interest.
ISDA 2003 Term: Include/Exclude Accrued Interest.
|
FIX.5.0SP2EP187 |
|
|
42058 |
UnderlyingCashSettlValuationMethod |
int |
The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement.
ISDA 2003 Term: Valuation Method
|
FIX.5.0SP2EP187 |
|
|
42059 |
UnderlyingCashSettlTermXID |
XID |
Name referenced from UnderlyingSettlementTermXIDRef(41315).
|
FIX.5.0SP2EP187 |
|
|
42060 |
NoUnderlyingPhysicalSettlTerms |
NumInGroup |
Number of entries in the repeating group.
|
FIX.5.0SP2EP187 |
|
|
42061 |
UnderlyingPhysicalSettlCurrency |
Currency |
Currency of physical settlement. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP187 |
|
|
42062 |
UnderlyingPhysicalSettlBusinessDays |
int |
A number of business days. Its precise meaning is dependent on the context in which this element is used.
ISDA 2003 Term: Business Day.
|
FIX.5.0SP2EP187 |
|
|
42063 |
UnderlyingPhysicalSettlMaximumBusinessDays |
int |
A maximum number of business days. Its precise meaning is dependent on the context in which this element is used. Intended to be used to limit a particular ISDA fallback provision.
|
FIX.5.0SP2EP187 |
|
|
42064 |
UnderlyingPhysicalSettlTermXID |
XID |
A named string value referenced by UnderlyingSettlementTermXIDRef(41315).
|
FIX.5.0SP2EP187 |
|
|
42065 |
NoUnderlyingPhysicalSettlDeliverableObligations |
NumInGroup |
Number of entries in the repeating group.
|
FIX.5.0SP2EP187 |
|
|
42066 |
UnderlyingPhysicalSettlDeliverableObligationType |
String |
Specifies the type of delivery obligation applicable for physical settlement. See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types.
|
FIX.5.0SP2EP187 |
|
|
42067 |
UnderlyingPhysicalSettlDeliverableObligationValue |
String |
Physical settlement delivery obligation value appropriate to UnderlyingPhysicalSettlDeliverableObligationType(42066). See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for applicable obligation type values.
|
FIX.5.0SP2EP187 |
|
|
42068 |
NoUnderlyingProtectionTerms |
NumInGroup |
Number of protection terms in the repeating group.
|
FIX.5.0SP2EP187 |
|
|
42069 |
UnderlyingProtectionTermNotional |
Amt |
The notional amount of protection coverage for a floating rate.
ISDA 2003 Term: Floating Rate Payer Calculation Amount.
|
FIX.5.0SP2EP187 |
|
|
42070 |
UnderlyingProtectionTermCurrency |
Currency |
The currency of UnderlyingProtectionTermNotional(42069). Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP187 |
|
|
42071 |
UnderlyingProtectionTermSellerNotifies |
Boolean |
The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. UnderlyingProtectionTermSellerNotifies(42071)=Y indicates that the seller notifies.
ISDA 2003 Term: Notifying Party.
|
FIX.5.0SP2EP187 |
|
|
42072 |
UnderlyingProtectionTermBuyerNotifies |
Boolean |
The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. UnderlyingProtectionTermBuyerNotifies(42072)=Y indicates that the buyer notifies.
ISDA 2003 Term: Notifying Party.
|
FIX.5.0SP2EP187 |
|
|
42073 |
UnderlyingProtectionTermEventBusinessCenter |
String |
When used, the business center indicates the local time of the business center that replaces the Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP187 |
|
|
42074 |
UnderlyingProtectionTermStandardSources |
Boolean |
Indicates whether ISDA defined Standard Public Sources are applicable (UnderlyingProtectionTermStandardSources(42074)=Y) or not.
|
FIX.5.0SP2EP187 |
|
|
42075 |
UnderlyingProtectionTermEventMinimumSources |
int |
The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two.
ISDA 2003 Term: Specified Number.
|
FIX.5.0SP2EP187 |
|
|
42076 |
UnderlyingProtectionTermXID |
XID |
A named string value referenced by UnderlyingProtectionTermXIDRef(41314).
|
FIX.5.0SP2EP187 |
|
|
42077 |
NoUnderlyingProtectionTermEvents |
NumInGroup |
Number of protection term events in the repeating group.
|
FIX.5.0SP2EP187 |
|
|
42078 |
UnderlyingProtectionTermEventType |
String |
Specifies the type of credit event applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for code list of applicable event types.
|
FIX.5.0SP2EP187 |
|
|
42079 |
UnderlyingProtectionTermEventValue |
String |
Protection term event value appropriate to UnderlyingProtectionTermEventType(42078). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for applicable event type values.
|
FIX.5.0SP2EP187 |
|
|
42080 |
UnderlyingProtectionTermEventCurrency |
Currency |
Applicable currency if UnderlyingProtectionTermEventValue(42079) is an amount. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP187 |
|
|
42081 |
UnderlyingProtectionTermEventPeriod |
int |
Time unit multiplier for protection term events.
|
FIX.5.0SP2EP187 |
|
|
42082 |
UnderlyingProtectionTermEventUnit |
String |
Time unit associated with protection term events.
|
FIX.5.0SP2EP187 |
|
|
42083 |
UnderlyingProtectionTermEventDayType |
int |
Day type for events that specify a period and unit.
|
FIX.5.0SP2EP187 |
|
|
42084 |
UnderlyingProtectionTermEventRateSource |
String |
Rate source for events that specify a rate source, e.g. Floating rate interest shortfall.
|
FIX.5.0SP2EP187 |
|
|
42085 |
NoUnderlyingProtectionTermEventQualifiers |
NumInGroup |
Number of qualifiers in the repeating group.
|
FIX.5.0SP2EP187 |
|
|
42086 |
UnderlyingProtectionTermEventQualifier |
char |
Protection term event qualifier. Used to further qualify UnderlyingProtectionTermEventType(43078).
|
FIX.5.0SP2EP187 |
|
|
42087 |
NoUnderlyingProtectionTermObligations |
NumInGroup |
Number of obligations in the repeating group.
|
FIX.5.0SP2EP187 |
|
|
42088 |
UnderlyingProtectionTermObligationType |
String |
Specifies the type of obligation applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for code list of applicable obligation types.
|
FIX.5.0SP2EP187 |
|
|
42089 |
UnderlyingProtectionTermObligationValue |
String |
Protection term obligation value appropriate to UnderlyingProtectionTermObligationType(42088). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for applicable obligation type values.
|
FIX.5.0SP2EP187 |
|
|
42090 |
NoUnderlyingProtectionTermEventNewsSources |
NumInGroup |
Number of event news sources in the repeating group.
|
FIX.5.0SP2EP187 |
|
|
42091 |
UnderlyingProtectionTermEventNewsSource |
String |
Newspaper or electronic news service or source that may publish relevant information used in the determination of whether or not a credit event has occurred.
|
FIX.5.0SP2EP187 |
|
|
42092 |
UnderlyingProvisionCashSettlPaymentDateBusinessDayConvention |
int |
The business day convention used to adjust the provisional cash settlement payment's termination, or relative termination, date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
|
FIX.5.0SP2EP187 |
|
|
42093 |
UnderlyingProvisionCashSettlPaymentDateRelativeTo |
int |
Specifies the anchor date when the cash settlement payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP187 |
|
|
42094 |
UnderlyingProvisionCashSettlPaymentDateOffsetPeriod |
int |
Time unit multiplier for the relative cash settlement payment date offset.
|
FIX.5.0SP2EP187 |
FIX.5.0SP2EP208 |
|
42095 |
UnderlyingProvisionCashSettlPaymentDateOffsetUnit |
String |
Time unit associated with the relative cash settlement payment date offset.
|
FIX.5.0SP2EP187 |
FIX.5.0SP2EP208 |
|
42096 |
UnderlyingProvisionCashSettlPaymentDateOffsetDayType |
int |
Specifies the day type of the provision's relative cash settlement payment date offset.
|
FIX.5.0SP2EP187 |
FIX.5.0SP2EP208 |
|
42097 |
UnderlyingProvisionCashSettlPaymentDateRangeFirst |
LocalMktDate |
First date in range when a settlement date range is provided.
|
FIX.5.0SP2EP187 |
|
|
42098 |
UnderlyingProvisionCashSettlPaymentDateRangeLast |
LocalMktDate |
Last date in range when a settlement date range is provided.
|
FIX.5.0SP2EP187 |
|
|
42099 |
NoUnderlyingProvisionCashSettlPaymentDates |
NumInGroup |
Number of UnderlyingProvision cash settlement payment dates in the repeating group.
|
FIX.5.0SP2EP187 |
|
|
42100 |
UnderlyingProvisionCashSettlPaymentDate |
LocalMktDate |
The cash settlement payment date, unadjusted or adjusted depending on UnderlyingProvisionCashSettlPaymentDateType(42101).
|
FIX.5.0SP2EP187 |
|
|
42101 |
UnderlyingProvisionCashSettlPaymentDateType |
int |
Specifies the type of date (e.g. adjusted for holidays).
|
FIX.5.0SP2EP187 |
|
|
42102 |
UnderlyingProvisionCashSettlQuoteSource |
int |
Identifies the source of quote information.
|
FIX.5.0SP2EP187 |
|
|
42103 |
UnderlyingProvisionCashSettlQuoteReferencePage |
String |
Identifies the reference "page" from the quote source.
|
FIX.5.0SP2EP187 |
|
|
42104 |
UnderlyingProvisionCashSettlValueTime |
LocalMktTime |
A time specified in 24-hour format, e.g. 11am would be represented as 11:00:00. The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree to the cash settlement amount.
|
FIX.5.0SP2EP187 |
|
|
42105 |
UnderlyingProvisionCashSettlValueTimeBusinessCenter |
String |
Identifies the business center calendar used with the provision's cash settlement valuation time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP187 |
|
|
42106 |
UnderlyingProvisionCashSettlValueDateBusinessDayConvention |
int |
The business day convention used to adjust the cash settlement valuation date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
|
FIX.5.0SP2EP187 |
|
|
42107 |
UnderlyingProvisionCashSettlValueDateRelativeTo |
int |
Specifies the anchor date when the cash settlement value date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP187 |
|
|
42108 |
UnderlyingProvisionCashSettlValueDateOffsetPeriod |
int |
Time unit multiplier for the relative cash settlement value date offset.
|
FIX.5.0SP2EP187 |
FIX.5.0SP2EP208 |
|
42109 |
UnderlyingProvisionCashSettlValueDateOffsetUnit |
String |
Time unit associated with the relative cash settlement value date offset.
|
FIX.5.0SP2EP187 |
FIX.5.0SP2EP208 |
|
42110 |
UnderlyingProvisionCashSettlValueDateOffsetDayType |
int |
Specifies the day type of the provision's relative cash settlement value date offset.
|
FIX.5.0SP2EP187 |
FIX.5.0SP2EP208 |
|
42111 |
UnderlyingProvisionCashSettlValueDateAdjusted |
LocalMktDate |
The adjusted cash settlement value date.
|
FIX.5.0SP2EP187 |
|
|
42112 |
NoUnderlyingProvisionOptionExerciseFixedDates |
NumInGroup |
Number of UnderlyingProvision option exercise fixed dates in the repeating group.
|
FIX.5.0SP2EP187 |
|
|
42113 |
UnderlyingProvisionOptionExerciseFixedDate |
LocalMktDate |
A predetermined option exercise date, unadjusted or adjusted depending on UnderlyingProvisionOptionExerciseFixedDateType(42114).
|
FIX.5.0SP2EP187 |
|
|
42114 |
UnderlyingProvisionOptionExerciseFixedDateType |
int |
Specifies the type of date (e.g. adjusted for holidays).
|
FIX.5.0SP2EP187 |
|
|
42115 |
UnderlyingProvisionOptionExerciseBusinessDayConvention |
int |
The business day convention used to adjust the underlying instrument's provision's option exercise date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
|
FIX.5.0SP2EP187 |
|
|
42116 |
UnderlyingProvisionOptionExerciseEarliestDateOffsetPeriod |
int |
Time unit multiplier for the interval to the first (and possibly only) exercise date in the exercise period.
|
FIX.5.0SP2EP187 |
FIX.5.0SP2EP208 |
|
42117 |
UnderlyingProvisionOptionExerciseEarliestDateOffsetUnit |
String |
Time unit associated with the interval to the first (and possibly only) exercise date in the exercise period.
|
FIX.5.0SP2EP187 |
FIX.5.0SP2EP208 |
|
42118 |
UnderlyingProvisionOptionExerciseFrequencyPeriod |
int |
Time unit multiplier for the frequency of subsequent exercise dates in the exercise period following the earliest exercise date. An interval of 1 day should be used to indicate an American style exercise frequency.
|
FIX.5.0SP2EP187 |
|
|
42119 |
UnderlyingProvisionOptionExerciseFrequencyUnit |
String |
Time unit associated with the frequency of subsequent exercise dates in the exercise period following the earliest exercise date.
|
FIX.5.0SP2EP187 |
|
|
42120 |
UnderlyingProvisionOptionExerciseStartDateUnadjusted |
LocalMktDate |
The unadjusted first day of the exercise period for an American style option.
|
FIX.5.0SP2EP187 |
|
|
42121 |
UnderlyingProvisionOptionExerciseStartDateRelativeTo |
int |
Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP187 |
|
|
42122 |
UnderlyingProvisionOptionExerciseStartDateOffsetPeriod |
int |
Time unit multiplier for the relative option exercise start date offset.
|
FIX.5.0SP2EP187 |
FIX.5.0SP2EP208 |
|
42123 |
UnderlyingProvisionOptionExerciseStartDateOffsetUnit |
String |
Time unit associated with the relative option exercise start date offset.
|
FIX.5.0SP2EP187 |
FIX.5.0SP2EP208 |
|
42124 |
UnderlyingProvisionOptionExerciseStartDateOffsetDayType |
int |
Specifies the day type of the provision's relative option exercise start date offset.
|
FIX.5.0SP2EP187 |
FIX.5.0SP2EP208 |
|
42125 |
UnderlyingProvisionOptionExerciseStartDateAdjusted |
LocalMktDate |
The adjusted first day of the exercise period for an American style option.
|
FIX.5.0SP2EP187 |
|
|
42126 |
UnderlyingProvisionOptionExercisePeriodSkip |
int |
The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1.
|
FIX.5.0SP2EP187 |
|
|
42127 |
UnderlyingProvisionOptionExerciseBoundsFirstDateUnadjusted |
LocalMktDate |
The unadjusted first date of a schedule. This can be used to restrict the range of exercise dates when they are relative.
|
FIX.5.0SP2EP187 |
|
|
42128 |
UnderlyingProvisionOptionExerciseBoundsLastDateUnadjusted |
LocalMktDate |
The unadjusted last date of a schedule. This can be used to restrict the range of exercise dates when they are relative.
|
FIX.5.0SP2EP187 |
|
|
42129 |
UnderlyingProvisionOptionExerciseEarliestTime |
LocalMktTime |
The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date, in the case of an American option.
|
FIX.5.0SP2EP187 |
|
|
42130 |
UnderlyingProvisionOptionExerciseEarliestTimeBusinessCenter |
String |
Identifies the business center calendar used with the provision's earliest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP187 |
|
|
42131 |
UnderlyingProvisionOptionExerciseLatestTime |
LocalMktTime |
For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day.
|
FIX.5.0SP2EP187 |
|
|
42132 |
UnderlyingProvisionOptionExerciseLatestTimeBusinessCenter |
String |
Identifies the business center calendar used with the provision's latest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP187 |
|
|
42133 |
UnderlyingProvisionOptionExpirationDateUnadjusted |
LocalMktDate |
The unadjusted last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period.
|
FIX.5.0SP2EP187 |
|
|
42134 |
UnderlyingProvisionOptionExpirationDateBusinessDayConvention |
int |
The business day convention used to adjust the underlying instrument's provision's option expiration date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
|
FIX.5.0SP2EP187 |
|
|
42135 |
UnderlyingProvisionOptionExpirationDateRelativeTo |
int |
Specifies the anchor date when the option expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP187 |
|
|
42136 |
UnderlyingProvisionOptionExpirationDateOffsetPeriod |
int |
Time unit multiplier for the relative option expiration date offset.
|
FIX.5.0SP2EP187 |
FIX.5.0SP2EP208 |
|
42137 |
UnderlyingProvisionOptionExpirationDateOffsetUnit |
String |
Time unit associated with the relative option expiration date offset.
|
FIX.5.0SP2EP187 |
FIX.5.0SP2EP208 |
|
42138 |
UnderlyingProvisionOptionExpirationDateOffsetDayType |
int |
Specifies the day type of the provision's relative option expiration date offset.
|
FIX.5.0SP2EP187 |
FIX.5.0SP2EP208 |
|
42139 |
UnderlyingProvisionOptionExpirationDateAdjusted |
LocalMktDate |
The adjusted last date within an exercise period for an American style option. For a European style option it is the only date within the exercise period.
|
FIX.5.0SP2EP187 |
|
|
42140 |
UnderlyingProvisionOptionExpirationTime |
LocalMktTime |
The latest time for exercise on the expiration date.
|
FIX.5.0SP2EP187 |
|
|
42141 |
UnderlyingProvisionOptionExpirationTimeBusinessCenter |
String |
Identifies the business center calendar used with the provision's latest exercise time on expiration date. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP187 |
|
|
42142 |
UnderlyingProvisionOptionRelevantUnderlyingDateUnadjusted |
LocalMktDate |
The unadjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date).
|
FIX.5.0SP2EP187 |
|
|
42143 |
UnderlyingProvisionOptionRelevantUnderlyingDateBusinessDayConvention |
int |
The business day convnetion used to adjust the underlying instrument provision's option underlying date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
|
FIX.5.0SP2EP187 |
|
|
42144 |
UnderlyingProvisionOptionRelevantUnderlyingDateRelativeTo |
int |
Specifies the anchor date when the date relevant to the underlying trade on exercise is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP187 |
|
|
42145 |
UnderlyingProvisionOptionRelevantUnderlyingDateOffsetPeriod |
int |
Time unit multiplier for the relative option relevant underlying date offset.
|
FIX.5.0SP2EP187 |
FIX.5.0SP2EP208 |
|
42146 |
UnderlyingProvisionOptionRelevantUnderlyingDateOffsetUnit |
String |
Time unit associated with the relative option relevant underlying date offset.
|
FIX.5.0SP2EP187 |
FIX.5.0SP2EP208 |
|
42147 |
UnderlyingProvisionOptionRelevantUnderlyingDateOffsetDayType |
int |
Specifies the day type of the provision's relative option relevant underlying date offset.
|
FIX.5.0SP2EP187 |
FIX.5.0SP2EP208 |
|
42148 |
UnderlyingProvisionOptionRelevantUnderlyingDateAdjusted |
LocalMktDate |
The adjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date).
|
FIX.5.0SP2EP187 |
|
|
42149 |
NoUnderlyingProvisions |
NumInGroup |
Number of provisions in the repeating group.
|
FIX.5.0SP2EP187 |
|
|
42150 |
UnderlyingProvisionType |
int |
Type of provision.
|
FIX.5.0SP2EP187 |
|
|
42151 |
UnderlyingProvisionDateUnadjusted |
LocalMktDate |
The unadjusted date of the provision.
|
FIX.5.0SP2EP187 |
|
|
42152 |
UnderlyingProvisionDateBusinessDayConvention |
int |
The business day convention used to adjust the underlying instrument's provision's date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
|
FIX.5.0SP2EP187 |
|
|
42153 |
UnderlyingProvisionDateAdjusted |
LocalMktDate |
The adjusted date of the provision.
|
FIX.5.0SP2EP187 |
|
|
42154 |
UnderlyingProvisionDateTenorPeriod |
int |
Time unit multiplier for the provision's tenor period.
|
FIX.5.0SP2EP187 |
|
|
42155 |
UnderlyingProvisionDateTenorUnit |
String |
Time unit associated with the provision's tenor period.
|
FIX.5.0SP2EP187 |
|
|
42156 |
UnderlyingProvisionCalculationAgent |
int |
Used to identify the calculation agent. The calculation agent may be identified in UnderlyingProvisionCalculationAgent(42156) or in the underlying provision parties component.
|
FIX.5.0SP2EP187 |
|
|
42157 |
UnderlyingProvisionOptionSinglePartyBuyerSide |
int |
If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade.
|
FIX.5.0SP2EP187 |
|
|
42158 |
UnderlyingProvisionOptionSinglePartySellerSide |
int |
If optional early termination is not available to both parties then this component identifies the seller of the option through its side of the trade.
|
FIX.5.0SP2EP187 |
|
|
42159 |
UnderlyingProvisionOptionExerciseStyle |
int |
The instrument provision's exercise style.
|
FIX.5.0SP2EP187 |
|
|
42160 |
UnderlyingProvisionOptionExerciseMultipleNotional |
Amt |
A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised.
|
FIX.5.0SP2EP187 |
|
|
42161 |
UnderlyingProvisionOptionExerciseMinimumNotional |
Amt |
The minimum notional amount that can be exercised on a given exercise date.
|
FIX.5.0SP2EP187 |
|
|
42162 |
UnderlyingProvisionOptionExerciseMaximumNotional |
Amt |
The maximum notional amount that can be exercised on a given exercise date.
|
FIX.5.0SP2EP187 |
|
|
42163 |
UnderlyingProvisionOptionMinimumNumber |
int |
The minimum number of options that can be exercised on a given exercise date.
|
FIX.5.0SP2EP187 |
|
|
42164 |
UnderlyingProvisionOptionMaximumNumber |
int |
The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options.
|
FIX.5.0SP2EP187 |
|
|
42165 |
UnderlyingProvisionOptionExerciseConfirmation |
Boolean |
Used to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.
|
FIX.5.0SP2EP187 |
|
|
42166 |
UnderlyingProvisionCashSettlMethod |
int |
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e).
|
FIX.5.0SP2EP187 |
|
|
42167 |
UnderlyingProvisionCashSettlCurrency |
Currency |
Specifies the currency of settlement. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP187 |
|
|
42168 |
UnderlyingProvisionCashSettlCurrency2 |
Currency |
Specifies the currency of settlement for a cross-currency provision. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP187 |
|
|
42169 |
UnderlyingProvisionCashSettlQuoteType |
int |
Identifies the type of quote to be used.
|
FIX.5.0SP2EP187 |
|
|
42170 |
UnderlyingProvisionText |
String |
Free form text to specify additional information or enumeration description when a standard value does not apply.
|
FIX.5.0SP2EP187 |
|
|
42171 |
EncodedUnderlyingProvisionTextLen |
Length |
Byte length of encoded (non-ASCII characters) EncodedUnderlyingProvisionText(42712) field.
|
FIX.5.0SP2EP187 |
|
|
42172 |
EncodedUnderlyingProvisionText |
data |
Encoded (non-ASCII characters) representation of the UnderlyingProvisionText(42170) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingProvisionText(42170) field.
|
FIX.5.0SP2EP187 |
|
|
42173 |
NoUnderlyingProvisionPartyIDs |
NumInGroup |
Number of parties identified in the contract provision.
|
FIX.5.0SP2EP187 |
|
|
42174 |
UnderlyingProvisionPartyID |
String |
The party identifier for the payment settlement party.
|
FIX.5.0SP2EP187 |
|
|
42175 |
UnderlyingProvisionPartyIDSource |
char |
Identifies the class or source of the UnderlyingProvisionPartyID(42174) value.
|
FIX.5.0SP2EP187 |
|
|
42176 |
UnderlyingProvisionPartyRole |
int |
Identifies the type or role of UnderlyingProvisionPartyID(42174) specified.
|
FIX.5.0SP2EP187 |
|
|
42177 |
NoUnderlyingProvisionPartySubIDs |
NumInGroup |
Number of sub-party IDs to be reported for the party.
|
FIX.5.0SP2EP187 |
|
|
42178 |
UnderlyingProvisionPartySubID |
String |
Underlying provision party sub-identifier, if applicable for UnderlyingProvisionPartyID(42174).
|
FIX.5.0SP2EP187 |
|
|
42179 |
UnderlyingProvisionPartySubIDType |
int |
The type of UnderlyingProvisionPartySubID(42178).
|
FIX.5.0SP2EP187 |
|
|
42180 |
NoUnderlyingProvisionCashSettlPaymentDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP187 |
|
|
42181 |
UnderlyingProvisionCashSettlPaymentDateBusinessCenter |
String |
The business center calendar used to adjust the provision's cash settlement payment's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP187 |
|
|
42182 |
NoUnderlyingProvisionCashSettlValueDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP187 |
|
|
42183 |
UnderlyingProvisionCashSettlValueDateBusinessCenter |
String |
The business center calendar used to adjust the cash settlement valuation date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP187 |
|
|
42184 |
NoUnderlyingProvisionOptionExerciseBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP187 |
|
|
42185 |
UnderlyingProvisionOptionExerciseBusinessCenter |
String |
The business center calendar used to adjust the underlying instrument's provision's option exercise date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP187 |
|
|
42186 |
NoUnderlyingProvisionOptionExpirationDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP187 |
|
|
42187 |
UnderlyingProvisionOptionExpirationDateBusinessCenter |
String |
The business center calendar used to adjust the underlying instrument's provision's option expiration date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP187 |
|
|
42188 |
NoUnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP187 |
|
|
42189 |
UnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenter |
String |
The business center calendar used to adjust the underlying instrument's provision's option underlying date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP187 |
|
|
42190 |
NoUnderlyingProvisionDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP187 |
|
|
42191 |
UnderlyingProvisionDateBusinessCenter |
String |
The business center calendar used to adjust the underlying instrument's provision's date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP187 |
|
|
42192 |
DeliveryStreamDeliveryPointSource |
int |
Identifies the class or source of DeliveryStreamDeliveryPoint(41062).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Proprietary |
Proprietary |
FIX.5.0SP2EP179 |
|
|
1 |
EIC |
Energy Identification Code specifies the location or connection point codes of energy delivery. See http://www.entsog.eu/eic-codes/eic-location-codes-v or http://www.eiccodes.eu for more information and allocated values to use in DeliveryStreamDeliveryPoint(41062). |
FIX.5.0SP2EP179 |
|
|
|
FIX.5.0SP2EP179 |
|
|
42193 |
DeliveryStreamDeliveryPointDesc |
String |
Description of the delivery point identified in DeliveryStreamDeliveryPoint(41062).
|
FIX.5.0SP2EP179 |
|
|
42194 |
LegDeliveryStreamDeliveryPointSource |
int |
Identifies the class or source of LegDeliveryStreamDeliveryPoint(41433).
|
FIX.5.0SP2EP179 |
|
|
42195 |
LegDeliveryStreamDeliveryPointDesc |
String |
Description of the delivery point identified in LegDeliveryStreamDeliveryPoint(41433).
|
FIX.5.0SP2EP179 |
|
|
42196 |
UnderlyingDeliveryStreamDeliveryPointSource |
int |
Identifies the class or source of UnderlyingDeliveryStreamDeliveryPoint(41781).
|
FIX.5.0SP2EP179 |
|
|
42197 |
UnderlyingDeliveryStreamDeliveryPointDesc |
String |
Description of the delivery point identified in UnderlyingDeliveryStreamDeliveryPoint(41781).
|
FIX.5.0SP2EP179 |
|
|
42198 |
NoLegContractualDefinitions |
NumInGroup |
Number of financing definitions in the repeating group.
|
FIX.5.0SP2EP192 |
|
|
42199 |
LegContractualDefinition |
String |
Specifies which contract definition, such as those published by ISDA, will apply for the terms of the trade. See http://www.fpml.org/coding-scheme/contractual-definitions for values.
|
FIX.5.0SP2EP192 |
|
|
42200 |
NoLegFinancingTermSupplements |
NumInGroup |
Number of financing terms supplements in the repeating group.
|
FIX.5.0SP2EP192 |
|
|
42201 |
LegFinancingTermSupplementDesc |
String |
Identifies the applicable contractual supplement. See http://www.fpml.org/coding-scheme/contractual-supplement for values.
|
FIX.5.0SP2EP192 |
|
|
42202 |
LegFinancingTermSupplementDate |
LocalMktDate |
Specifies the publication date of the applicable version of the contractual supplement.
|
FIX.5.0SP2EP192 |
|
|
42203 |
NoLegContractualMatrices |
NumInGroup |
Number of contractual matrices in the repeating group.
|
FIX.5.0SP2EP192 |
|
|
42204 |
LegContractualMatrixSource |
String |
Identifies the applicable contract matrix. See http://www.fpml.org/coding-scheme/matrix-type-1-0.xml for values.
|
FIX.5.0SP2EP192 |
|
|
42205 |
LegContractualMatrixDate |
LocalMktDate |
Specifies the publication date of the applicable version of the contract matrix. If not specified, the ISDA Standard Terms Supplement defines rules for which version of the matrix is applicable.
|
FIX.5.0SP2EP192 |
|
|
42206 |
LegContractualMatrixTerm |
String |
Specifies the applicable key into the relevent contract matrix. In the case of 2000 ISDA Definitions Settlement Matrix for Early Termination and Swaptions, the LegContractualMatrixTerm(42206) is not applicable and is to be omitted. See http://www.fpml.org/coding-scheme/credit-matrix-transaction-type for values.
|
FIX.5.0SP2EP192 |
|
|
42207 |
CashSettlDateUnadjusted |
LocalMktDate |
The unadjusted cash settlement date.
|
FIX.5.0SP2EP208 |
|
|
42208 |
CashSettlDateBusinessDayConvention |
int |
The business day convention used to adjust the cash settlement provision's date. Used only to override the business day convention defined in the Instrument component.
|
FIX.5.0SP2EP208 |
|
|
42209 |
CashSettlDateRelativeTo |
int |
Specifies the anchor date when the cash settlement date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP208 |
|
|
42210 |
CashSettlDateOffsetPeriod |
int |
Time unit multiplier for the relative cash settlement date offset.
|
FIX.5.0SP2EP208 |
|
|
42211 |
CashSettlDateOffsetUnit |
String |
Time unit associated with the relative cash settlement date offset.
|
FIX.5.0SP2EP208 |
|
|
42212 |
CashSettlDateOffsetDayType |
int |
Specifies the day type of the relative cash settlement date offset.
|
FIX.5.0SP2EP208 |
|
|
42213 |
CashSettlDateAdjusted |
LocalMktDate |
The adjusted cash settlement date.
|
FIX.5.0SP2EP208 |
|
|
42214 |
NoCashSettlDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP208 |
|
|
42215 |
CashSettlDateBusinessCenter |
String |
The business center calendar used for date adjustment of the cash settlement unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP208 |
|
|
42216 |
CashSettlPriceSource |
String |
The source from which the settlement price is to be obtained. See http://www.fpml.org/coding-scheme/settlement-price-source for values.
|
FIX.5.0SP2EP208 |
|
|
42217 |
CashSettlPriceDefault |
int |
The default election for determining settlement price.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Close |
Official closing price. |
FIX.5.0SP2EP208 |
|
|
1 |
Hedge |
Determined by the hedging party. |
FIX.5.0SP2EP208 |
|
|
|
FIX.5.0SP2EP208 |
|
|
42218 |
DividendFloatingRateIndex |
String |
The dividend accrual floating rate index.
|
FIX.5.0SP2EP208 |
|
|
42219 |
DividendFloatingRateIndexCurvePeriod |
int |
Time unit multiplier for the dividend accrual floating rate index curve.
|
FIX.5.0SP2EP208 |
|
|
42220 |
DividendFloatingRateIndexCurveUnit |
String |
Time unit associated with the dividend accrual floating rate index curve period.
|
FIX.5.0SP2EP208 |
|
|
42221 |
DividendFloatingRateMultiplier |
float |
A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the contract.
|
FIX.5.0SP2EP208 |
|
|
42222 |
DividendFloatingRateSpread |
PriceOffset |
The basis points spread from the index specified in DividendFloatingRateIndex(42218).
|
FIX.5.0SP2EP208 |
|
|
42223 |
DividendFloatingRateSpreadPositionType |
int |
Identifies whether the rate spread is applied to a long or short position.
|
FIX.5.0SP2EP208 |
|
|
42224 |
DividendFloatingRateTreatment |
int |
Specifies the yield calculation treatment for the index.
|
FIX.5.0SP2EP208 |
|
|
42225 |
DividendCapRate |
Percentage |
The cap rate, if any, which applies to the floating rate. It is only required where the floating rate is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05".
|
FIX.5.0SP2EP208 |
|
|
42226 |
DividendCapRateBuySide |
int |
Reference to the buyer of the cap rate option through its trade side.
|
FIX.5.0SP2EP208 |
|
|
42227 |
DividendCapRateSellSide |
int |
Reference to the seller of the cap rate option through its trade side.
|
FIX.5.0SP2EP208 |
|
|
42228 |
DividendFloorRate |
Percentage |
The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05".
|
FIX.5.0SP2EP208 |
|
|
42229 |
DividendFloorRateBuySide |
int |
Reference to the buyer of the floor rate option through its trade side.
|
FIX.5.0SP2EP208 |
|
|
42230 |
DividendFloorRateSellSide |
int |
Reference to the seller of the floor rate option through its trade side.
|
FIX.5.0SP2EP208 |
|
|
42231 |
DividendInitialRate |
Percentage |
The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05".
|
FIX.5.0SP2EP208 |
|
|
42232 |
DividendFinalRateRoundingDirection |
char |
Specifies the rounding direction of the final rate.
|
FIX.5.0SP2EP208 |
|
|
42233 |
DividendFinalRatePrecision |
int |
Specifies the rounding precision of the final rate in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7.
|
FIX.5.0SP2EP208 |
|
|
42234 |
DividendAveragingMethod |
int |
When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used.
|
FIX.5.0SP2EP208 |
|
|
42235 |
DividendNegativeRateTreatment |
int |
The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).
|
FIX.5.0SP2EP208 |
|
|
42236 |
NoDividendAccrualPaymentDateBusinessCenters |
NumInGroup |
Number of entries in the DividendAccrualPaymentDateBusinessCenterGrp.
|
FIX.5.0SP2EP208 |
|
|
42237 |
DividendAccrualPaymentDateBusinessCenter |
String |
The business center calendar used for date adjustment of the instrument's dividend accrual payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP208 |
|
|
42238 |
DividendAccrualPaymentDateRelativeTo |
int |
Specifies the anchor date when the accrual payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP208 |
|
|
42239 |
DividendAccrualPaymentDateOffsetPeriod |
int |
Time unit multiplier for the relative accrual payment date offset.
|
FIX.5.0SP2EP208 |
|
|
42240 |
DividendAccrualPaymentDateOffsetUnit |
String |
Time unit associated with the relative accrual payment date offset.
|
FIX.5.0SP2EP208 |
|
|
42241 |
DividendAccrualPaymentDateOffsetDayType |
int |
Specifies the day type of the relative accrual payment date offset.
|
FIX.5.0SP2EP208 |
|
|
42242 |
DividendAccrualPaymentDateUnadjusted |
LocalMktDate |
The unadjusted accrual payment date.
|
FIX.5.0SP2EP208 |
|
|
42243 |
DividendAccrualPaymeentDateBusinessDayConvention |
int |
Accrual payment date adjustment business day convention.
|
FIX.5.0SP2EP208 |
|
|
42244 |
DividendAccrualPaymentDateAdjusted |
LocalMktDate |
The adjusted accrual payment date.
|
FIX.5.0SP2EP208 |
|
|
42245 |
DividendReinvestmentIndicator |
Boolean |
Indicates whether the dividend will be reinvested.
|
FIX.5.0SP2EP208 |
|
|
42246 |
DividendEntitlementEvent |
int |
Defines the contract event which the receiver of the derivative is entitled to the dividend.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
ExDate |
Dividend entitlement is on the dividend ex-date. |
FIX.5.0SP2EP208 |
|
|
1 |
RecordDate |
Dividend entitlement is on the dividend record date. |
FIX.5.0SP2EP208 |
|
|
|
FIX.5.0SP2EP208 |
|
|
42247 |
DividendAmountType |
int |
Indicates how the gross cash dividend amount per share is determined.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
RecordAmount |
100% of the gross cash dividend per share paid over record date during relevant dividend period. |
FIX.5.0SP2EP208 |
|
|
1 |
ExAmount |
100% of gross cash dividend per share paid after the ex-dividend date during relevant dividend period. |
FIX.5.0SP2EP208 |
|
|
2 |
PaidAmount |
100% of gross cash dividend per share paid during relevant dividend period. |
FIX.5.0SP2EP208 |
|
|
3 |
PerMasterConfirm |
The amount is determined as provided in the relevant master confirmation. |
FIX.5.0SP2EP208 |
|
|
|
FIX.5.0SP2EP208 |
|
|
42248 |
DividendUnderlierRefID |
String |
References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component.
|
FIX.5.0SP2EP208 |
|
|
42249 |
ExtraordinaryDividendPartySide |
int |
Reference to the party through its side in the trade who makes the determination whether dividends are extraordinary in relation to normal levels.
|
FIX.5.0SP2EP208 |
|
|
42250 |
ExtraordinaryDividendAmountType |
int |
Indicates how the extraordinary gross cash dividend per share is determined.
|
FIX.5.0SP2EP208 |
|
|
42251 |
ExtraordinaryDividendCurrency |
Currency |
The currency in which the excess dividend is denominated. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP208 |
|
|
42252 |
ExtraordinaryDividendDeterminationMethod |
String |
Specifies the method in which the excess amount is determined. See http://www.fpml.org/coding-scheme/determination-method for values.
|
FIX.5.0SP2EP208 |
|
|
42253 |
DividendAccrualFixedRate |
Percentage |
The dividend accrual fixed rate per annum expressed as a decimal. A value of 5% would be represented as "0.05".
|
FIX.5.0SP2EP208 |
|
|
42254 |
DividendCompoundingMethod |
int |
The compounding method to be used when more than one dividend period contributes to a single payment.
|
FIX.5.0SP2EP208 |
|
|
42255 |
DividendNumOfIndexUnits |
int |
The number of index units applicable to dividends.
|
FIX.5.0SP2EP208 |
|
|
42256 |
DividendCashPercentage |
Percentage |
Declared cash dividend percentage. A value of 5% would be represented as "0.05".
|
FIX.5.0SP2EP208 |
|
|
42257 |
DividendCashEquivalentPercentage |
Percentage |
Declared cash-equivalent dividend percentage. A value of 5% would be represented as "0.05".
|
FIX.5.0SP2EP208 |
|
|
42258 |
NonCashDividendTreatment |
int |
Defines the treatment of non-cash dividends.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
PotentialAdjustment |
The treatment of any non-cash dividend shall be determined in accordance with the potential adjustment event provisions. |
FIX.5.0SP2EP208 |
|
|
1 |
CashEquivalent |
Any non-cash dividend shall be treated as a declared cash equivalent dividend. |
FIX.5.0SP2EP208 |
|
|
|
FIX.5.0SP2EP208 |
|
|
42259 |
DividendComposition |
int |
Defines how the composition of dividends is to be determined.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
EquityAmountReceiver |
The equity amount receiver determines the composition of dividends (subject to conditions). |
FIX.5.0SP2EP208 |
|
|
1 |
CalculationAgent |
The calculation agent determines the composition of dividends (subject to conditions). |
FIX.5.0SP2EP208 |
|
|
|
FIX.5.0SP2EP208 |
|
|
42260 |
SpecialDividendsIndicator |
Boolean |
Indicates whether special dividends are applicable.
|
FIX.5.0SP2EP208 |
|
|
42261 |
MaterialDividendsIndicator |
Boolean |
Indicates whether material non-cash dividends are applicable.
|
FIX.5.0SP2EP208 |
|
|
42262 |
OptionsExchangeDividendsIndicator |
Boolean |
Indicates whether option exchange dividends are applicable.
|
FIX.5.0SP2EP208 |
|
|
42263 |
AdditionalDividendsIndicator |
Boolean |
Indicates whether additional dividends are applicable.
|
FIX.5.0SP2EP208 |
|
|
42264 |
AllDividendsIndicator |
Boolean |
Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed share price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non-cash dividend per share (including extraordinary dividends) declared by the issuer.
|
FIX.5.0SP2EP208 |
|
|
42265 |
DividendFXTriggerDateRelativeTo |
int |
Specifies the anchor date when the FX trigger date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP208 |
|
|
42266 |
DividendFXTriggerDateOffsetPeriod |
int |
Time unit multiplier for the relative FX trigger date offset.
|
FIX.5.0SP2EP208 |
|
|
42267 |
DividendFXTriggerDateOffsetUnit |
String |
Time unit associated with the relative FX trigger date offset.
|
FIX.5.0SP2EP208 |
|
|
42268 |
DividendFXTriggerDateOffsetDayType |
int |
Specifies the day type of the relative FX trigger date offset.
|
FIX.5.0SP2EP208 |
|
|
42269 |
DividendFXTriggerDateUnadjusted |
LocalMktDate |
The unadjusted FX trigger date.
|
FIX.5.0SP2EP208 |
|
|
42270 |
DividendFXTriggerDateBusinessDayConvention |
int |
The business day convention used for the FX trigger date adjustment.
|
FIX.5.0SP2EP208 |
|
|
42271 |
DividendFXTriggerDateAdjusted |
LocalMktDate |
The adjusted FX trigger date.
|
FIX.5.0SP2EP208 |
|
|
42272 |
NoDividendFXTriggerDateBusinessCenters |
NumInGroup |
Number of entries in the DividendFXTriggerDateBusinessCenterGrp.
|
FIX.5.0SP2EP208 |
|
|
42273 |
DividendFXTriggerDateBusinessCenter |
String |
The business center calendar used for date adjustment of the instrument's FX trigger date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP208 |
|
|
42274 |
NoDividendPeriods |
NumInGroup |
Number of entries in the DividendPeriodGrp component.
|
FIX.5.0SP2EP208 |
|
|
42275 |
DividendPeriodSequence |
int |
Defines the ordinal dividend period. E.g. 1 = First period, 2 = Second period, etc.
|
FIX.5.0SP2EP208 |
|
|
42276 |
DividendPeriodStartDateUnadjusted |
LocalMktDate |
The unadjusted date on which the dividend period will begin.
|
FIX.5.0SP2EP208 |
|
|
42277 |
DividendPeriodEndDateUnadjusted |
LocalMktDate |
The unadjusted date on which the dividend period will end.
|
FIX.5.0SP2EP208 |
|
|
42278 |
DividendPeriodUnderlierRefID |
String |
References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component.
|
FIX.5.0SP2EP208 |
|
|
42279 |
DividendPeriodStrikePrice |
Price |
Specifies the fixed strike price of the dividend period.
|
FIX.5.0SP2EP208 |
|
|
42280 |
DividendPeriodBusinessDayConvention |
int |
The dividend period dates business day convention.
|
FIX.5.0SP2EP208 |
|
|
42281 |
DividendPeriodValuationDateUnadjusted |
LocalMktDate |
The unadjusted dividend period valuation date.
|
FIX.5.0SP2EP208 |
|
|
42282 |
DividendPeriodValuationDateRelativeTo |
int |
Specifies the anchor date when the dividend period valuation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP208 |
|
|
42283 |
DividendPeriodValuationDateOffsetPeriod |
int |
Time unit multiplier for the relative dividend period valuation date offset.
|
FIX.5.0SP2EP208 |
|
|
42284 |
DividendPeriodValuationDateOffsetUnit |
String |
Time unit associated with the relative dividend period valuation date offset.
|
FIX.5.0SP2EP208 |
|
|
42285 |
DividendPeriodValuationDateOffsetDayType |
int |
Specifies the day type of the relative dividend period valuation date offset.
|
FIX.5.0SP2EP208 |
|
|
42286 |
DividendPeriodValuationDateAdjusted |
LocalMktDate |
The adjusted dividend period valuation date.
|
FIX.5.0SP2EP208 |
|
|
42287 |
DividendPeriodPaymentDateUnadjusted |
LocalMktDate |
The unadjusted dividend period payment date.
|
FIX.5.0SP2EP208 |
|
|
42288 |
DividendPeriodPaymentDateRelativeTo |
int |
Specifies the anchor date when the dividend period payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP208 |
|
|
42289 |
DividendPeriodPaymentDateOffsetPeriod |
int |
Time unit multiplier for the relative dividend period payment date offset.
|
FIX.5.0SP2EP208 |
|
|
42290 |
DividendPeriodPaymentDateOffsetUnit |
String |
Time unit associated with the relative dividend period payment date offset.
|
FIX.5.0SP2EP208 |
|
|
42291 |
DividendPeriodPaymentDateOffsetDayType |
int |
Specifies the day type of the relative dividend period payment date offset.
|
FIX.5.0SP2EP208 |
|
|
42292 |
DividendPeriodPaymentDateAdjusted |
LocalMktDate |
The adjusted dividend period payment date.
|
FIX.5.0SP2EP208 |
|
|
42293 |
DividendPeriodXID |
XID |
Identifier for linking this stream dividend period to an underlier through an instance of RelatedInstrumentGrp.
|
FIX.5.0SP2EP208 |
|
|
42294 |
NoDividendPeriodBusinessCenters |
NumInGroup |
Number of entries in the DividendPeriodBusinessCenterGrp.
|
FIX.5.0SP2EP208 |
|
|
42295 |
DividendPeriodBusinessCenter |
String |
The business center calendar used for date adjustment of the instrument's dividend period date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP208 |
|
|
42296 |
NoExtraordinaryEvents |
NumInGroup |
Number of extraordinary events in the repeating group.
|
FIX.5.0SP2EP208 |
|
|
42297 |
ExtraordinaryEventType |
String |
Identifies the type of extraordinary or disruptive event applicable to the reference entity. See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values.
|
FIX.5.0SP2EP208 |
|
|
42298 |
ExtraordinaryEventValue |
String |
The extraordinary or disruptive event value appropriate to ExtraordinaryEventType(42297). See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values.
|
FIX.5.0SP2EP208 |
|
|
42299 |
LegCashSettlDateUnadjusted |
LocalMktDate |
The unadjusted cash settlement date.
|
FIX.5.0SP2EP208 |
|
|
42300 |
LegCashSettlDateBusinessDayConvention |
int |
The business day convention used to adjust the cash settlement provision's date. Used only to override the business day convention defined in the InstrumentLeg component.
|
FIX.5.0SP2EP208 |
|
|
42301 |
LegCashSettlDateRelativeTo |
int |
Specifies the anchor date when the cash settlement date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP208 |
|
|
42302 |
LegCashSettlDateOffsetPeriod |
int |
Time unit multiplier for the relative cash settlement date offset.
|
FIX.5.0SP2EP208 |
|
|
42303 |
LegCashSettlDateOffsetUnit |
String |
Time unit associated with the relative cash settlement date offset.
|
FIX.5.0SP2EP208 |
|
|
42304 |
LegCashSettlDateOffsetDayType |
int |
Specifies the day type of the relative cash settlement date offset.
|
FIX.5.0SP2EP208 |
|
|
42305 |
LegCashSettlDateAdjusted |
LocalMktDate |
The adjusted cash settlement date.
|
FIX.5.0SP2EP208 |
|
|
42306 |
NoLegCashSettlDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP208 |
|
|
42307 |
LegCashSettlDateBusinessCenter |
String |
The business center calendar used for date adjustment of the cash settlement unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP208 |
|
|
42308 |
LegCashSettlPriceSource |
String |
The source from which the settlement price is to be obtained. See http://www.fpml.org/coding-scheme/settlement-price-source for values.
|
FIX.5.0SP2EP208 |
|
|
42309 |
LegCashSettlPriceDefault |
int |
The default election for determining settlement price.
|
FIX.5.0SP2EP208 |
|
|
42310 |
NoLegDividendAccrualPaymentDateBusinessCenters |
NumInGroup |
Number of entries in the LegDividendAccrualPaymentDateBusinessCenterGrp.
|
FIX.5.0SP2EP208 |
|
|
42311 |
LegDividendAccrualPaymentDateBusinessCenter |
String |
The business center calendar used for date adjustment of the instrument's dividend accrual payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP208 |
|
|
42312 |
LegDividendFloatingRateIndex |
String |
The dividend accrual floating rate index.
|
FIX.5.0SP2EP208 |
|
|
42313 |
LegDividendFloatingRateIndexCurvePeriod |
int |
Time unit multiplier for the dividend accrual floating rate index curve.
|
FIX.5.0SP2EP208 |
|
|
42314 |
LegDividendFloatingRateIndexCurveUnit |
String |
Time unit associated with the dividend accrual floating rate index curve period.
|
FIX.5.0SP2EP208 |
|
|
42315 |
LegDividendFloatingRateMultiplier |
float |
A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the contract.
|
FIX.5.0SP2EP208 |
|
|
42316 |
LegDividendFloatingRateSpread |
PriceOffset |
The basis points spread from the index specified in LegDividendFloatingRateIndex(42312).
|
FIX.5.0SP2EP208 |
|
|
42317 |
LegDividendFloatingRateSpreadPositionType |
int |
Identifies whether the rate spread is applied to a long or short position.
|
FIX.5.0SP2EP208 |
|
|
42318 |
LegDividendFloatingRateTreatment |
int |
Specifies the yield calculation treatment for the index.
|
FIX.5.0SP2EP208 |
|
|
42319 |
LegDividendCapRate |
Percentage |
The cap rate, if any, which applies to the floating rate. It is only required where the floating rate is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05".
|
FIX.5.0SP2EP208 |
|
|
42320 |
LegDividendCapRateBuySide |
int |
Reference to the buyer of the cap rate option through its trade side.
|
FIX.5.0SP2EP208 |
|
|
42321 |
LegDividendCapRateSellSide |
int |
Reference to the seller of the cap rate option through its trade side.
|
FIX.5.0SP2EP208 |
|
|
42322 |
LegDividendFloorRate |
Percentage |
The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05".
|
FIX.5.0SP2EP208 |
|
|
42323 |
LegDividendFloorRateBuySide |
int |
Reference to the buyer of the floor rate option through its trade side.
|
FIX.5.0SP2EP208 |
|
|
42324 |
LegDividendFloorRateSellSide |
int |
Reference to the seller of the floor rate option through its trade side.
|
FIX.5.0SP2EP208 |
|
|
42325 |
LegDividendInitialRate |
Percentage |
The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05".
|
FIX.5.0SP2EP208 |
|
|
42326 |
LegDividendFinalRateRoundingDirection |
char |
Specifies the rounding direction of the final rate.
|
FIX.5.0SP2EP208 |
|
|
42327 |
LegDividendFinalRatePrecision |
int |
Specifies the rounding precision of the final rate in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7.
|
FIX.5.0SP2EP208 |
|
|
42328 |
LegDividendAveragingMethod |
int |
When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used.
|
FIX.5.0SP2EP208 |
|
|
42329 |
LegDividendNegativeRateTreatment |
int |
The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).
|
FIX.5.0SP2EP208 |
|
|
42330 |
LegDividendAccrualPaymentDateRelativeTo |
int |
Specifies the anchor date when the accrual payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP208 |
|
|
42331 |
LegDividendAccrualPaymentDateOffsetPeriod |
int |
Time unit multiplier for the relative accrual payment date offset.
|
FIX.5.0SP2EP208 |
|
|
42332 |
LegDividendAccrualPaymentDateOffsetUnit |
String |
Time unit associated with the relative accrual payment date offset.
|
FIX.5.0SP2EP208 |
|
|
42333 |
LegDividendAccrualPaymentDateOffsetDayType |
int |
Specifies the day type of the relative accrual payment date offset.
|
FIX.5.0SP2EP208 |
|
|
42334 |
LegDividendAccrualPaymentDateUnadjusted |
LocalMktDate |
The unadjusted accrual payment date.
|
FIX.5.0SP2EP208 |
|
|
42335 |
LegDividendAccrualPaymentDateBusinessDayConvention |
int |
Accrual payment date adjustment business day convention.
|
FIX.5.0SP2EP208 |
|
|
42336 |
LegDividendAccrualPaymentDateAdjusted |
LocalMktDate |
The adjusted accrual payment date.
|
FIX.5.0SP2EP208 |
|
|
42337 |
LegDividendReinvestmentIndicator |
Boolean |
Indicates whether the dividend will be reinvested.
|
FIX.5.0SP2EP208 |
|
|
42338 |
LegDividendEntitlementEvent |
int |
Defines the contract event which the receiver of the derivative is entitled to the dividend.
|
FIX.5.0SP2EP208 |
|
|
42339 |
LegDividendAmountType |
int |
Indicates how the gross cash dividend amount per share is determined.
|
FIX.5.0SP2EP208 |
|
|
42340 |
LegDividendUnderlierRefID |
String |
References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component.
|
FIX.5.0SP2EP208 |
|
|
42341 |
LegExtraordinaryDividendPartySide |
int |
Reference to the party through its side in the trade who makes the determination whether dividends are extraordinary in relation to normal levels.
|
FIX.5.0SP2EP208 |
|
|
42342 |
LegExtraordinaryDividendAmountType |
int |
Indicates how the extraordinary gross cash dividend per share is determined.
|
FIX.5.0SP2EP208 |
|
|
42343 |
LegExtraordinaryDividendCurrency |
Currency |
The currency in which the excess dividend is denominated. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP208 |
|
|
42344 |
LegExtraordinaryDividendDeterminationMethod |
String |
Specifies the method in which the excess amount is determined. See http://www.fpml.org/coding-scheme/determination-method for values.
|
FIX.5.0SP2EP208 |
|
|
42345 |
LegDividendAccrualFixedRate |
Percentage |
The dividend accrual fixed rate per annum expressed as a decimal. A value of 5% would be represented as "0.05".
|
FIX.5.0SP2EP208 |
|
|
42346 |
LegDividendCompoundingMethod |
int |
The compounding method to be used when more than one dividend period contributes to a single payment.
|
FIX.5.0SP2EP208 |
|
|
42347 |
LegDividendNumOfIndexUnits |
int |
The number of index units applicable to dividends.
|
FIX.5.0SP2EP208 |
|
|
42348 |
LegDividendCashPercentage |
Percentage |
Declared cash dividend percentage. A value of 5% would be represented as "0.05".
|
FIX.5.0SP2EP208 |
|
|
42349 |
LegDividendCashEquivalentPercentage |
Percentage |
Declared cash-equivalent dividend percentage. A value of 5% would be represented as "0.05".
|
FIX.5.0SP2EP208 |
|
|
42350 |
LegNonCashDividendTreatment |
int |
Defines the treatment of non-cash dividends.
|
FIX.5.0SP2EP208 |
|
|
42351 |
LegDividendComposition |
int |
Defines how the composition of dividends is to be determined.
|
FIX.5.0SP2EP208 |
|
|
42352 |
LegSpecialDividendsIndicator |
Boolean |
Indicates whether special dividends are applicable.
|
FIX.5.0SP2EP208 |
|
|
42353 |
LegMaterialDividendsIndicator |
Boolean |
Indicates whether material non-cash dividends are applicable.
|
FIX.5.0SP2EP208 |
|
|
42354 |
LegOptionsExchangeDividendsIndicator |
Boolean |
Indicates whether option exchange dividends are applicable.
|
FIX.5.0SP2EP208 |
|
|
42355 |
LegAdditionalDividendsIndicator |
Boolean |
Indicates whether additional dividends are applicable.
|
FIX.5.0SP2EP208 |
|
|
42356 |
LegAllDividendsIndicator |
Boolean |
Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed share price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non-cash dividend per share (including extraordinary dividends) declared by the issuer.
|
FIX.5.0SP2EP208 |
|
|
42357 |
LegDividendFXTriggerDateRelativeTo |
int |
Specifies the anchor date when the FX trigger date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP208 |
|
|
42358 |
LegDividendFXTriggerDateOffsetPeriod |
int |
Time unit multiplier for the relative FX trigger date offset.
|
FIX.5.0SP2EP208 |
|
|
42359 |
LegDividendFXTriggerDateOffsetUnit |
String |
Time unit associated with the relative FX trigger date offset.
|
FIX.5.0SP2EP208 |
|
|
42360 |
LegDividendFXTriggerDateOffsetDayType |
int |
Specifies the day type of the relative FX trigger date offset.
|
FIX.5.0SP2EP208 |
|
|
42361 |
LegDividendFXTriggerDateUnadjusted |
LocalMktDate |
The unadjusted FX trigger date.
|
FIX.5.0SP2EP208 |
|
|
42362 |
LegDividendFXTriggerDateBusinessDayConvention |
int |
The business day convention used for the FX trigger date adjustment.
|
FIX.5.0SP2EP208 |
|
|
42363 |
LegDividendFXTriggerDateAdjusted |
LocalMktDate |
The adjusted FX trigger date.
|
FIX.5.0SP2EP208 |
|
|
42364 |
NoLegDividendFXTriggerDateBusinessCenters |
NumInGroup |
Number of entries in the LegDividendFXTriggerDateBusinessCenterGrp.
|
FIX.5.0SP2EP208 |
|
|
42365 |
LegDividendFXTriggerDateBusinessCenter |
String |
The business center calendar used for date adjustment of the instrument's FX trigger date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP208 |
|
|
42366 |
NoLegDividendPeriods |
NumInGroup |
Number of entries in the LegDividendPeriodGrp component.
|
FIX.5.0SP2EP208 |
|
|
42367 |
LegDividendPeriodSequence |
int |
Defines the ordinal dividend period. E.g. 1 = First period, 2 = Second period, etc.
|
FIX.5.0SP2EP208 |
|
|
42368 |
LegDividendPeriodStartDateUnadjusted |
LocalMktDate |
The unadjusted date on which the dividend period will begin.
|
FIX.5.0SP2EP208 |
|
|
42369 |
LegDividendPeriodEndDateUnadjusted |
LocalMktDate |
The unadjusted date on which the dividend period will end.
|
FIX.5.0SP2EP208 |
|
|
42370 |
LegDividendPeriodUnderlierRefID |
String |
References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component.
|
FIX.5.0SP2EP208 |
|
|
42371 |
LegDividendPeriodStrikePrice |
Price |
Specifies the fixed strike price of the dividend period.
|
FIX.5.0SP2EP208 |
|
|
42372 |
LegDividendPeriodBusinessDayConvention |
int |
The dividend period dates business day convention.
|
FIX.5.0SP2EP208 |
|
|
42373 |
LegDividendPeriodValuationDateUnadjusted |
LocalMktDate |
The unadjusted dividend period valuation date.
|
FIX.5.0SP2EP208 |
|
|
42374 |
LegDividendPeriodValuationDateRelativeTo |
int |
Specifies the anchor date when the dividend period valuation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP208 |
|
|
42375 |
LegDividendPeriodValuationDateOffsetPeriod |
int |
Time unit multiplier for the relative dividend period valuation date offset.
|
FIX.5.0SP2EP208 |
|
|
42376 |
LegDividendPeriodValuationDateOffsetUnit |
String |
Time unit associated with the relative dividend period valuation date offset.
|
FIX.5.0SP2EP208 |
|
|
42377 |
LegDividendPeriodValuationDateOffsetDayType |
int |
Specifies the day type of the relative dividend period valuation date offset.
|
FIX.5.0SP2EP208 |
|
|
42378 |
LegDividendPeriodValuationDateAdjusted |
LocalMktDate |
The adjusted dividend period valuation date.
|
FIX.5.0SP2EP208 |
|
|
42379 |
LegDividendPeriodPaymentDateUnadjusted |
LocalMktDate |
The unadjusted dividend period payment date.
|
FIX.5.0SP2EP208 |
|
|
42380 |
LegDividendPeriodPaymentDateRelativeTo |
int |
Specifies the anchor date when the dividend period payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP208 |
|
|
42381 |
LegDividendPeriodPaymentDateOffsetPeriod |
int |
Time unit multiplier for the relative dividend period payment date offset.
|
FIX.5.0SP2EP208 |
|
|
42382 |
LegDividendPeriodPaymentDateOffsetUnit |
String |
Time unit associated with the relative dividend period payment date offset.
|
FIX.5.0SP2EP208 |
|
|
42383 |
LegDividendPeriodPaymentDateOffsetDayType |
int |
Specifies the day type of the relative dividend period payment date offset.
|
FIX.5.0SP2EP208 |
|
|
42384 |
LegDividendPeriodPaymentDateAdjusted |
LocalMktDate |
The adjusted dividend period payment date.
|
FIX.5.0SP2EP208 |
|
|
42385 |
LegDividendPeriodXID |
XID |
Identifier for linking this stream dividend period to an underlier through an instance of RelatedInstrumentGrp.
|
FIX.5.0SP2EP208 |
|
|
42386 |
NoLegDividendPeriodBusinessCenters |
NumInGroup |
The number of entries in the LegDividendPeriodBusinessCentersGrp component.
|
FIX.5.0SP2EP208 |
|
|
42387 |
LegDividendPeriodBusinessCenter |
String |
The business center calendar used for date adjustment of the instrument's dividend period date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP208 |
|
|
42388 |
NoLegExtraordinaryEvents |
NumInGroup |
Number of extraordinary events in the repeating group.
|
FIX.5.0SP2EP208 |
|
|
42389 |
LegExtraordinaryEventType |
String |
Identifies the type of extraordinary or disruptive event applicable to the reference entity. See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values.
|
FIX.5.0SP2EP208 |
|
|
42390 |
LegExtraordinaryEventValue |
String |
The extraordinary or disruptive event value appropriate to LegExtraordinaryEventType(42389). See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values.
|
FIX.5.0SP2EP208 |
|
|
42391 |
LegSettlMethodElectingPartySide |
int |
Side value of the party electing the settlement method.
|
FIX.5.0SP2EP208 |
|
|
42392 |
LegMakeWholeDate |
LocalMktDate |
The date through which option cannot be exercised without penalty.
|
FIX.5.0SP2EP208 |
|
|
42393 |
LegMakeWholeAmount |
Amt |
Amount to be paid by the buyer of the option if the option is exercised prior to the LegMakeWholeDate(42392).
|
FIX.5.0SP2EP208 |
|
|
42394 |
LegMakeWholeBenchmarkCurveName |
String |
Identifies the benchmark floating rate index.
|
FIX.5.0SP2EP208 |
|
|
42395 |
LegMakeWholeBenchmarkCurvePoint |
String |
The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon.
|
FIX.5.0SP2EP208 |
|
|
42396 |
LegMakeWholeRecallSpread |
PriceOffset |
Spread over the floating rate index.
|
FIX.5.0SP2EP208 |
|
|
42397 |
LegMakeWholeBenchmarkQuote |
int |
The quote side of the benchmark to be used for calculating the "make whole" amount.
|
FIX.5.0SP2EP208 |
|
|
42398 |
LegMakeWholeInterpolationMethod |
int |
The method used when calculating the "make whole" amount. The most common is linear method.
|
FIX.5.0SP2EP208 |
|
|
42399 |
LegPaymentStreamCashSettlIndicator |
Boolean |
Indicates whether cash settlement is applicable.
|
FIX.5.0SP2EP208 |
|
|
42400 |
LegPaymentStreamCompoundingXIDRef |
XIDREF |
Reference to the stream which details the compounding fixed or floating rate.
|
FIX.5.0SP2EP208 |
|
|
42401 |
LegPaymentStreamCompoundingSpread |
PriceOffset |
The spread to be used for compounding. Used in scenarios where the interest payment is based on a compounding formula that uses a compounding spread in addition to the regular spread.
|
FIX.5.0SP2EP208 |
|
|
42402 |
LegPaymentStreamInterpolationMethod |
int |
The method used when calculating the index rate from multiple points on the curve. The most common is linear method.
|
FIX.5.0SP2EP208 |
|
|
42403 |
LegPaymentStreamInterpolationPeriod |
int |
Defines applicable periods for interpolation.
|
FIX.5.0SP2EP208 |
|
|
42404 |
LegPaymentStreamCompoundingFixedRate |
float |
The compounding fixed rate applicable to the payment stream.
|
FIX.5.0SP2EP208 |
|
|
42405 |
NoLegPaymentStreamCompoundingDates |
NumInGroup |
Number of dates in the repeating group.
|
FIX.5.0SP2EP208 |
|
|
42406 |
LegPaymentStreamCompoundingDate |
LocalMktDate |
The compounding date. Type of date is specified in LegPaymentStreamCompoundingDateType(42407).
|
FIX.5.0SP2EP208 |
|
|
42407 |
LegPaymentStreamCompoundingDateType |
int |
Specifies the type of payment compounding date (e.g. adjusted for holidays).
|
FIX.5.0SP2EP208 |
|
|
42408 |
LegPaymentStreamCompoundingDatesBusinessDayConvention |
int |
The compounding dates business day convention.
|
FIX.5.0SP2EP208 |
|
|
42409 |
LegPaymentStreamCompoundingDatesRelativeTo |
int |
Specifies the anchor date when the compounding dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP208 |
|
|
42410 |
LegPaymentStreamCompoundingDatesOffsetPeriod |
int |
Time unit multiplier for the relative compounding date offset.
|
FIX.5.0SP2EP208 |
|
|
42411 |
LegPaymentStreamCompoundingDatesOffsetUnit |
String |
Time unit associated with the relative compounding date offset.
|
FIX.5.0SP2EP208 |
|
|
42412 |
LegPaymentStreamCompoundingDatesOffsetDayType |
int |
Specifies the day type of the relative compounding date offset.
|
FIX.5.0SP2EP208 |
|
|
42413 |
LegPaymentStreamCompoundingPeriodSkip |
int |
The number of periods in the "RelativeTo" schedule that are between each date in the compounding schedule. A skip of 2 would mean that compounding dates are relative to every second date in the "RelativeTo" schedule. If present this should have a value greater than 1.
|
FIX.5.0SP2EP208 |
|
|
42414 |
LegPaymentStreamCompoundingFrequencyPeriod |
int |
Time unit multiplier for the frequency at which compounding dates occur.
|
FIX.5.0SP2EP208 |
|
|
42415 |
LegPaymentStreamCompoundingFrequencyUnit |
String |
Time unit associated with the frequency at which compounding dates occur.
|
FIX.5.0SP2EP208 |
|
|
42416 |
LegPaymentStreamCompoundingRollConvention |
String |
The convention for determining the sequence of compounding dates. It is used in conjunction with a specified frequency.
|
FIX.5.0SP2EP208 |
|
|
42417 |
LegPaymentStreamBoundsFirstDateUnadjusted |
LocalMktDate |
The unadjusted first date of the compounding schedule. This can be used to restrict the range of dates when they are relative.
|
FIX.5.0SP2EP208 |
|
|
42418 |
LegPaymentStreamBoundsLastDateUnadjusted |
LocalMktDate |
The unadjusted last date of the compounding schedule. This can be used to restrict the range of dates when they are relative.
|
FIX.5.0SP2EP208 |
|
|
42419 |
NoLegPaymentStreamCompoundingDatesBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP208 |
|
|
42420 |
LegPaymentStreamCompoundingDatesBusinessCenter |
String |
The business center calendar used for date adjustment of the payment stream compounding dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP208 |
|
|
42421 |
LegPaymentStreamCompoundingEndDateUnadjusted |
LocalMktDate |
The unadjusted compounding end date.
|
FIX.5.0SP2EP208 |
|
|
42422 |
LegPaymentStreamCompoundingEndDateRelativeTo |
int |
Specifies the anchor date when the compounding end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP208 |
|
|
42423 |
LegPaymentStreamCompoundingEndDateOffsetPeriod |
int |
Time unit multiplier for the relative compounding end date offset.
|
FIX.5.0SP2EP208 |
|
|
42424 |
LegPaymentStreamCompoundingEndDateOffsetUnit |
String |
Time unit associated with the relative compounding end date offset.
|
FIX.5.0SP2EP208 |
|
|
42425 |
LegPaymentStreamCompoundingEndDateOffsetDayType |
int |
Specifies the day type of the relative compounding end date offset.
|
FIX.5.0SP2EP208 |
|
|
42426 |
LegPaymentStreamCompoundingEndDateAdjusted |
LocalMktDate |
The adjusted compounding end date.
|
FIX.5.0SP2EP208 |
|
|
42427 |
LegPaymentStreamCompoundingRateIndex |
String |
The payment stream's compounding floating rate index.
|
FIX.5.0SP2EP208 |
|
|
42428 |
LegPaymentStreamCompoundingRateIndexCurvePeriod |
int |
Time unit multiplier for the payment stream's compounding floating rate index curve period.
|
FIX.5.0SP2EP208 |
|
|
42429 |
LegPaymentStreamCompoundingRateIndexCurveUnit |
String |
Time unit associated with the payment stream's compounding floating rate index curve period.
|
FIX.5.0SP2EP208 |
|
|
42430 |
LegPaymentStreamCompoundingRateMultiplier |
float |
A rate multiplier to apply to the compounding floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the stream.
|
FIX.5.0SP2EP208 |
|
|
42431 |
LegPaymentStreamCompoundingRateSpread |
PriceOffset |
The basis points spread from the index specified in LegPaymentStreamCompoundingRateIndex(42427).
|
FIX.5.0SP2EP208 |
|
|
42432 |
LegPaymentStreamCompoundingRateSpreadPositionType |
int |
Identifies whether the rate spread is applied to a long or short position.
|
FIX.5.0SP2EP208 |
|
|
42433 |
LegPaymentStreamCompoundingRateTreatment |
int |
Specifies the yield calculation treatment for the index.
|
FIX.5.0SP2EP208 |
|
|
42434 |
LegPaymentStreamCompoundingCapRate |
Percentage |
The cap rate, if any, which applies to the compounding floating rate. It is only required where the compounding floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05".
|
FIX.5.0SP2EP208 |
|
|
42435 |
LegPaymentStreamCompoundingCapRateBuySide |
int |
Reference to the buyer of the compounding cap rate option through its trade side.
|
FIX.5.0SP2EP208 |
|
|
42436 |
LegPaymentStreamCompoundingCapRateSellSide |
int |
Reference to the seller of the compounding cap rate option through its trade side.
|
FIX.5.0SP2EP208 |
|
|
42437 |
LegPaymentStreamCompoundingFloorRate |
Percentage |
The floor rate, if any, which applies to the compounding floating rate. The floor rate (strike) is only required where the compounding floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05".
|
FIX.5.0SP2EP208 |
|
|
42438 |
LegPaymentStreamCompoundingFloorRateBuySide |
int |
Reference to the buyer of the compounding floor rate option through its trade side.
|
FIX.5.0SP2EP208 |
|
|
42439 |
LegPaymentStreamCompoundingFloorRateSellSide |
int |
Reference to the seller of the floor rate option through its trade side.
|
FIX.5.0SP2EP208 |
|
|
42440 |
LegPaymentStreamCompoundingInitialRate |
Percentage |
The initial compounding floating rate reset agreed between the principal parties involved in the trade. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05".
|
FIX.5.0SP2EP208 |
|
|
42441 |
LegPaymentStreamCompoundingFinalRateRoundingDirection |
char |
Specifies the rounding direction for the compounding floating rate.
|
FIX.5.0SP2EP208 |
|
|
42442 |
LegPaymentStreamCompoundingFinalRatePrecision |
int |
Specifies the compounding floating rate rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7.
|
FIX.5.0SP2EP208 |
|
|
42443 |
LegPaymentStreamCompoundingAveragingMethod |
int |
Specifies the averaging method when compounding floating rate averaging is applicable (e.g. weighted or unweighted).
|
FIX.5.0SP2EP208 |
|
|
42444 |
LegPaymentStreamCompoundingNegativeRateTreatment |
int |
Specifies the method for calculating payment obligations when a compounding floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).
|
FIX.5.0SP2EP208 |
|
|
42445 |
LegPaymentStreamCompoundingStartDateUnadjusted |
LocalMktDate |
The unadjusted compounding start date.
|
FIX.5.0SP2EP208 |
|
|
42446 |
LegPaymentStreamCompoundingStartDateRelativeTo |
int |
Specifies the anchor date when the compounding start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP208 |
|
|
42447 |
LegPaymentStreamCompoundingStartDateOffsetPeriod |
int |
Time unit multiplier for the relative compounding start date offset.
|
FIX.5.0SP2EP208 |
|
|
42448 |
LegPaymentStreamCompoundingStartDateOffsetUnit |
String |
Time unit associated with the relative compounding start date offset.
|
FIX.5.0SP2EP208 |
|
|
42449 |
LegPaymentStreamCompoundingStartDateOffsetDayType |
int |
Specifies the day type of the relative compounding start date offset.
|
FIX.5.0SP2EP208 |
|
|
42450 |
LegPaymentStreamCompoundingStartDateAdjusted |
LocalMktDate |
The adjusted compounding start date.
|
FIX.5.0SP2EP208 |
|
|
42451 |
LegPaymentStreamFormulaImageLength |
Length |
Length in bytes of the LegPaymentStreamFormulaImage(42452) field.
|
FIX.5.0SP2EP208 |
|
|
42452 |
LegPaymentStreamFormulaImage |
data |
Image of the formula image when represented through an encoded clip in base64Binary.
|
FIX.5.0SP2EP208 |
|
|
42453 |
LegPaymentStreamFinalPricePaymentDateUnadjusted |
LocalMktDate |
The unadjusted final price payment date.
|
FIX.5.0SP2EP208 |
|
|
42454 |
LegPaymentStreamFinalPricePaymentDateRelativeTo |
int |
Specifies the anchor date when the final price payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP208 |
|
|
42455 |
LegPaymentStreamFinalPricePaymentDateOffsetPeriod |
int |
Time unit multiplier for the relative final price payment date offset.
|
FIX.5.0SP2EP208 |
|
|
42456 |
LegPaymentStreamFinalPricePaymentDateOffsetUnit |
String |
Time unit associated with the relative final price payment date offset.
|
FIX.5.0SP2EP208 |
|
|
42457 |
LegPaymentStreamFinalPricePaymentDateOffsetDayType |
int |
Specifies the day type of the relative final price payment date offset.
|
FIX.5.0SP2EP208 |
|
|
42458 |
LegPaymentStreamFinalPricePaymentDateAdjusted |
LocalMktDate |
The adjusted final price payment date.
|
FIX.5.0SP2EP208 |
|
|
42459 |
NoLegPaymentStreamFixingDates |
NumInGroup |
Number of fixing dates in the repeating group.
|
FIX.5.0SP2EP208 |
|
|
42460 |
LegPaymentStreamFixingDate |
LocalMktDate |
The fixing date. Type of date is specified in LegPaymentStreamFixingDateType(42461).
|
FIX.5.0SP2EP208 |
|
|
42461 |
LegPaymentStreamFixingDateType |
int |
Specifies the type of fixing date (e.g. adjusted for holidays).
|
FIX.5.0SP2EP208 |
|
|
42462 |
LegPaymentStreamFirstObservationDateUnadjusted |
LocalMktDate |
The unadjusted initial price observation date.
|
FIX.5.0SP2EP208 |
|
|
42463 |
LegPaymentStreamFirstObservationDateRelativeTo |
int |
Specifies the anchor date when the initial price observation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP208 |
|
|
42464 |
LegPaymentStreamFirstObservationDateOffsetDayType |
int |
Specifies the day type of the initial price observation date offset.
|
FIX.5.0SP2EP208 |
|
|
42465 |
LegPaymentStreamFirstObservationDateAdjusted |
LocalMktDate |
The adjusted initial price observation date.
|
FIX.5.0SP2EP208 |
|
|
42466 |
LegPaymentStreamUnderlierRefID |
String |
References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component.
|
FIX.5.0SP2EP208 |
|
|
42467 |
LegReturnRateNotionalReset |
Boolean |
Indicates whether the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions is applicable ("Y") or not.
|
FIX.5.0SP2EP208 |
|
|
42468 |
LegPaymentStreamLinkInitialLevel |
Price |
Price level at which the correlation or variance swap contract will strike.
|
FIX.5.0SP2EP208 |
|
|
42469 |
LegPaymentStreamLinkClosingLevelIndicator |
Boolean |
Indicates whether the correlation or variance swap contract will ("Y") strike off the closing level of the default exchange traded contract or not.
|
FIX.5.0SP2EP208 |
|
|
42470 |
LegPaymentStreamLinkExpiringLevelIndicator |
Boolean |
Indicates whether the correlation or variance swap contract will ("Y") strike off the expiring level of the default exchange traded contract or not.
|
FIX.5.0SP2EP208 |
|
|
42471 |
LegPaymentStreamLinkEstimatedTradingDays |
int |
The expected number of trading days in the variance or correlation swap stream.
|
FIX.5.0SP2EP208 |
|
|
42472 |
LegPaymentStreamLinkStrikePrice |
Price |
The strike price of a correlation or variance swap stream.
|
FIX.5.0SP2EP208 |
|
|
42473 |
LegPaymentStreamLinkStrikePriceType |
int |
For a variance swap specifies how LegPaymentStreamLinkStrikePrice(42472) is expressed.
|
FIX.5.0SP2EP208 |
|
|
42474 |
LegPaymentStreamLinkMaximumBoundary |
float |
Specifies the maximum or upper boundary for variance or strike determination. For a variation swap stream all observations above this price level will be excluded from the variance calculation. For a correlation swap stream the maximum boundary is a percentage of the strike price.
|
FIX.5.0SP2EP208 |
|
|
42475 |
LegPaymentStreamLinkMinimumBoundary |
float |
Specifies the minimum or lower boundary for variance or strike determination. For a variation swap stream all observations below this price level will be excluded from the variance calculation. For a correlation swap stream the minimum boundary is a percentage of the strike price.
|
FIX.5.0SP2EP208 |
|
|
42476 |
LegPaymentStreamLinkNumberOfDataSeries |
int |
Number of data series for a correlation swap. Normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific. Each of these geographic areas will have its own data series to avoid contagion.
|
FIX.5.0SP2EP208 |
|
|
42477 |
LegPaymentStreamVarianceUnadjustedCap |
float |
Indicates the scaling factor to be multiplied by the variance strike price thereby making variance cap applicable.
|
FIX.5.0SP2EP208 |
|
|
42478 |
LegPaymentStreamRealizedVarianceMethod |
int |
Indicates which price to use to satisfy the boundary condition.
|
FIX.5.0SP2EP208 |
|
|
42479 |
LegPaymentStreamDaysAdjustmentIndicator |
Boolean |
Indicates whether the contract specifies that the notional should be scaled by the number of days in range divided by the estimate trading days or not. The number of "days in range" refers to the number of returns that contribute to the realized volatility.
|
FIX.5.0SP2EP208 |
|
|
42480 |
LegPaymentStreamNearestExchangeContractRefID |
String |
References a contract listed on an exchange through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component.
|
FIX.5.0SP2EP208 |
|
|
42481 |
LegPaymentStreamVegaNotionalAmount |
float |
Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol (realized volatility) and KVol (strike volatility). It does not necessarily represent the Vega risk of the trade.
|
FIX.5.0SP2EP208 |
|
|
42482 |
LegPaymentStreamFormulaCurrency |
Currency |
The currency in which the formula amount is denominated. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP208 |
|
|
42483 |
LegPaymentStreamFormulaCurrencyDeterminationMethod |
String |
Specifies the method according to which the formula amount currency is determined. See http://www.fpml.org/coding-scheme/determination-method for values.
|
FIX.5.0SP2EP208 |
|
|
42484 |
LegPaymentStreamFormulaReferenceAmount |
int |
Specifies the reference amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or refers to a term defined elsewhere in the swap document. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of reference amounts.
|
FIX.5.0SP2EP208 |
|
|
42485 |
NoLegPaymentStreamFormulas |
NumInGroup |
Number of formulas in the repeating group.
|
FIX.5.0SP2EP208 |
|
|
42486 |
LegPaymentStreamFormula |
XMLData |
Contains an XML representation of the formula. Defined for flexibility in choice of language (MathML, OpenMath or text).
|
FIX.5.0SP2EP208 |
|
|
42487 |
LegPaymentStreamFormulaDesc |
String |
A description of the math formula in LegPaymentStreamFormula(42486).
|
FIX.5.0SP2EP208 |
|
|
42488 |
LegPaymentStubEndDateUnadjusted |
LocalMktDate |
The unadjusted stub end date.
|
FIX.5.0SP2EP208 |
|
|
42489 |
LegPaymentStubEndDateBusinessDayConvention |
int |
The stub end date business day convention.
|
FIX.5.0SP2EP208 |
|
|
42490 |
LegPaymentStubEndDateRelativeTo |
int |
Specifies the anchor date when the stub end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP208 |
|
|
42491 |
LegPaymentStubEndDateOffsetPeriod |
int |
Time unit multiplier for the relative stub end date offset.
|
FIX.5.0SP2EP208 |
|
|
42492 |
LegPaymentStubEndDateOffsetUnit |
String |
Time unit associated with the relative stub end date offset.
|
FIX.5.0SP2EP208 |
|
|
42493 |
LegPaymentStubEndDateOffsetDayType |
int |
Specifies the day type of the relative stub end date offset.
|
FIX.5.0SP2EP208 |
|
|
42494 |
LegPaymentStubEndDateAdjusted |
LocalMktDate |
The adjusted stub end date.
|
FIX.5.0SP2EP208 |
|
|
42495 |
NoLegPaymentStubEndDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP208 |
|
|
42496 |
LegPaymentStubEndDateBusinessCenter |
String |
The business center calendar used for date adjustment of the payment stub end date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP208 |
|
|
42497 |
LegPaymentStubStartDateUnadjusted |
LocalMktDate |
The unadjusted stub start date.
|
FIX.5.0SP2EP208 |
|
|
42498 |
LegPaymentStubStartDateBusinessDayConvention |
int |
The stub start date business day convention.
|
FIX.5.0SP2EP208 |
|
|
42499 |
LegPaymentStubStartDateRelativeTo |
int |
Specifies the anchor date when the stub start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP208 |
|
|
42500 |
LegPaymentStubStartDateOffsetPeriod |
int |
Time unit multiplier for the relative stub start date offset.
|
FIX.5.0SP2EP208 |
|
|
42501 |
LegPaymentStubStartDateOffsetUnit |
String |
Time unit associated with the relative stub start date offset.
|
FIX.5.0SP2EP208 |
|
|
42502 |
LegPaymentStubStartDateOffsetDayType |
int |
Specifies the day type of the relative stub start date offset.
|
FIX.5.0SP2EP208 |
|
|
42503 |
LegPaymentStubStartDateAdjusted |
LocalMktDate |
The adjusted stub start date.
|
FIX.5.0SP2EP208 |
|
|
42504 |
NoLegPaymentStubStartDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP208 |
|
|
42505 |
LegPaymentStubStartDateBusinessCenter |
String |
The business center calendar used for date adjustment of the payment stub start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP208 |
|
|
42506 |
LegProvisionBreakFeeElection |
int |
Type of fee elected for the break provision.
|
FIX.5.0SP2EP208 |
|
|
42507 |
LegProvisionBreakFeeRate |
Percentage |
Break fee election rate when the break fee is proportional to the notional. A fee rate of 5% would be represented as "0.05".
|
FIX.5.0SP2EP208 |
|
|
42508 |
NoLegReturnRateDates |
NumInGroup |
Number of iterations in the return rate date repeating group.
|
FIX.5.0SP2EP208 |
|
|
42509 |
LegReturnRateDateMode |
int |
Specifies the valuation type applicable to the return rate date.
|
FIX.5.0SP2EP208 |
|
|
42510 |
LegReturnRateValuationDateRelativeTo |
int |
Specifies the anchor date when the return rate valuation dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP208 |
|
|
42511 |
LegReturnRateValuationDateOffsetPeriod |
int |
Time unit multiplier for the relative return rate valuation date offset.
|
FIX.5.0SP2EP208 |
|
|
42512 |
LegReturnRateValuationDateOffsetUnit |
String |
Time unit associated with the relative return rate valuation date offset.
|
FIX.5.0SP2EP208 |
|
|
42513 |
LegReturnRateValuationDateOffsetDayType |
int |
Specifies the day type of the relative return rate valuation date offset.
|
FIX.5.0SP2EP208 |
|
|
42514 |
LegReturnRateValuationStartDateUnadjusted |
LocalMktDate |
The unadjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative.
|
FIX.5.0SP2EP208 |
|
|
42515 |
LegReturnRateValuationStartDateRelativeTo |
int |
Specifies the anchor date when the return rate valuation start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP208 |
|
|
42516 |
LegReturnRateValuationStartDateOffsetPeriod |
int |
Time unit multiplier for the relative return rate valuation start date offset.
|
FIX.5.0SP2EP208 |
|
|
42517 |
LegReturnRateValuationStartDateOffsetUnit |
String |
Time unit associated with the relative return rate valuation start date offset.
|
FIX.5.0SP2EP208 |
|
|
42518 |
LegReturnRateValuationStartDateOffsetDayType |
int |
Specifies the day type of the relative return rate valuation start date offset.
|
FIX.5.0SP2EP208 |
|
|
42519 |
LegReturnRateValuationStartDateAdjusted |
LocalMktDate |
The adjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative.
|
FIX.5.0SP2EP208 |
|
|
42520 |
LegReturnRateValuationEndDateUnadjusted |
LocalMktDate |
The unadjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative.
|
FIX.5.0SP2EP208 |
|
|
42521 |
LegReturnRateValuationEndDateRelativeTo |
int |
Specifies the anchor date when the return rate valuation end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP208 |
|
|
42522 |
LegReturnRateValuationEndDateOffsetPeriod |
int |
Time unit multiplier for the relative return rate valuation end date offset.
|
FIX.5.0SP2EP208 |
|
|
42523 |
LegReturnRateValuationEndDateOffsetUnit |
String |
Time unit associated with the relative return rate valuation end date offset.
|
FIX.5.0SP2EP208 |
|
|
42524 |
LegReturnRateValuationEndDateOffsetDayType |
int |
Specifies the day type of the relative return rate valuation end date offset.
|
FIX.5.0SP2EP208 |
|
|
42525 |
LegReturnRateValuationEndDateAdjusted |
LocalMktDate |
The adjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative.
|
FIX.5.0SP2EP208 |
|
|
42526 |
LegReturnRateValuationFrequencyPeriod |
int |
Time unit multiplier for the frequency at which return rate valuation dates occur.
|
FIX.5.0SP2EP208 |
|
|
42527 |
LegReturnRateValuationFrequencyUnit |
String |
Time unit associated with the frequency at which return rate valuation dates occur.
|
FIX.5.0SP2EP208 |
|
|
42528 |
LegReturnRateValuationFrequencyRollConvention |
String |
The convention for determining the sequence of return rate valuation dates. It is used in conjunction with a specified frequency.
|
FIX.5.0SP2EP208 |
|
|
42529 |
LegReturnRateValuationDateBusinessDayConvention |
int |
The return rate valuation dates business day convention.
|
FIX.5.0SP2EP208 |
|
|
42530 |
NoLegReturnRateFXConversions |
NumInGroup |
Number of iterations in the return rate FX conversion repeating group.
|
FIX.5.0SP2EP208 |
|
|
42531 |
LegReturnRateFXCurrencySymbol |
String |
Specifies the currency pair for the FX conversion expressed using the CCY1/CCY2 convention. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP208 |
|
|
42532 |
LegReturnRateFXRate |
float |
The rate of exchange between the two currencies specified in LegReturnRateFXCurrencySymbol(42531).
|
FIX.5.0SP2EP208 |
|
|
42533 |
LegReturnRateFXRateCalc |
char |
The rate of exchange between the two currencies specified in LegReturnRateFXCurrencySymbol(42531).
|
FIX.5.0SP2EP208 |
|
|
42534 |
NoLegReturnRates |
NumInGroup |
Number of iterations in the return rate repeating group.
|
FIX.5.0SP2EP208 |
|
|
42535 |
LegReturnRatePriceSequence |
int |
Specifies the type of price sequence of the return rate.
|
FIX.5.0SP2EP208 |
|
|
42536 |
LegReturnRateCommissionBasis |
char |
Specifies the basis or unit used to calculate the commission.
|
FIX.5.0SP2EP208 |
|
|
42537 |
LegReturnRateCommissionAmount |
Amt |
The commission amount.
|
FIX.5.0SP2EP208 |
|
|
42538 |
LegReturnRateCommissionCurrency |
Currency |
Specifies the currency the commission amount is denominated in. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP208 |
|
|
42539 |
LegReturnRateTotalCommissionPerTrade |
Amt |
The total commission per trade.
|
FIX.5.0SP2EP208 |
|
|
42540 |
LegReturnRateDeterminationMethod |
String |
Specifies the method by which the underlier prices are determined. See http://www.fpml.org/coding-scheme/determination-method for values.
|
FIX.5.0SP2EP208 |
|
|
42541 |
LegReturnRateAmountRelativeTo |
int |
Specifies the reference amount when the return rate amount is relative to another amount in the trade. See http://www.fixtradingcommunity.org/codelists#Amount_Relative_To for code list of relative amounts.
|
FIX.5.0SP2EP208 |
|
|
42542 |
LegReturnRateQuoteMeasureType |
String |
Specifies the type of the measure applied to the return rate's asset, e.g. valuation, sensitivity risk. This could be an NPV, a cash flow, a clean price, etc. See http://www.fpml.org/coding-scheme/asset-measure for values.
|
FIX.5.0SP2EP208 |
|
|
42543 |
LegReturnRateQuoteUnits |
String |
Specifies the units that the measure is expressed in. If not specified, the default is a price/value in currency units. See http://www.fpml.org/coding-scheme/price-quote-units for values.
|
FIX.5.0SP2EP208 |
|
|
42544 |
LegReturnRateQuoteMethod |
int |
Specifies the type of quote used to determine the return rate of the swap.
|
FIX.5.0SP2EP208 |
|
|
42545 |
LegReturnRateQuoteCurrency |
Currency |
Specifies the currency the return rate quote is denominated in. Uses ISO 4217 Currency Code.
|
FIX.5.0SP2EP208 |
|
|
42546 |
LegReturnRateQuoteCurrencyType |
String |
Specifies the type of currency, e.g. settlement currency, base currency, etc., that the quote is reported in. See http://www.fpml.org/coding-scheme/reporting-currency-type for values.
|
FIX.5.0SP2EP208 |
|
|
42547 |
LegReturnRateQuoteTimeType |
int |
Specifies how or the timing when the quote is to be obtained.
|
FIX.5.0SP2EP208 |
|
|
42548 |
LegReturnRateQuoteTime |
LocalMktTime |
The time when the quote is to be generated.
|
FIX.5.0SP2EP208 |
|
|
42549 |
LegReturnRateQuoteDate |
LocalMktDate |
The date when the quote is to be generated.
|
FIX.5.0SP2EP208 |
|
|
42550 |
LegReturnRateQuoteExpirationTime |
LocalMktTime |
The time when the quote ceases to be valid.
|
FIX.5.0SP2EP208 |
|
|
42551 |
LegReturnRateQuoteBusinessCenter |
String |
The business center calendar used for adjustments associated with LegReturnRateQuoteTimeType(42547) or LegReturnRateQuoteTime(42548) and LegReturnRateQuoteDate(42549), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP208 |
|
|
42552 |
LegReturnRateQuoteExchange |
Exchange |
Specifies the exchange (e.g. stock or listed futures/options exchange) from which the quote is obtained.
|
FIX.5.0SP2EP208 |
|
|
42553 |
LegReturnRateQuotePricingModel |
String |
Specifies the pricing model used to evaluate the underlying asset price. See http://www.fpml.org/coding-scheme/pricing-model for values.
|
FIX.5.0SP2EP208 |
|
|
42554 |
LegReturnRateCashFlowType |
String |
Specifies the type of cash flows, e.g. coupon payment, premium fee, settlement fee, etc. See http://www.fpml.org/coding-scheme/cashflow-type for values.
|
FIX.5.0SP2EP208 |
|
|
42555 |
LegReturnRateValuationTimeType |
int |
Specifies the timing at which the calculation agent values the underlying.
|
FIX.5.0SP2EP208 |
|
|
42556 |
LegReturnRateValuationTime |
LocalMktTime |
The time at which the calculation agent values the underlying asset.
|
FIX.5.0SP2EP208 |
|
|
42557 |
LegReturnRateValuationTimeBusinessCenter |
String |
The business center calendar used for adjustments associated with LegReturnRateValuationTimeType(42555) or LegReturnRateValuationTime(42556), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP208 |
|
|
42558 |
LegReturnRateValuationPriceOption |
int |
Indicates whether an ISDA price option applies, and if applicable which type of price.
|
FIX.5.0SP2EP208 |
|
|
42559 |
LegReturnRateFinalPriceFallback |
int |
Specifies the fallback provision for the hedging party in the determination of the final price.
|
FIX.5.0SP2EP208 |
|
|
42560 |
NoLegReturnRateInformationSources |
NumInGroup |
Number of iterations in the return rate information source repeating group.
|
FIX.5.0SP2EP208 |
|
|
42561 |
LegReturnRateInformationSource |
int |
Identifies the source of rate information. For FX the references source to be used for the FX spot rate.
|
FIX.5.0SP2EP208 |
|
|
42562 |
LegReturnRateReferencePage |
String |
Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When LegReturnRateInformationSource(42561) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option.
|
FIX.5.0SP2EP208 |
|
|
42563 |
LegReturnRateReferencePageHeading |
String |
Identifies the page heading from the rate source.
|
FIX.5.0SP2EP208 |
|
|
42564 |
NoLegReturnRatePrices |
NumInGroup |
Number of iterations in the return rate price repeating group.
|
FIX.5.0SP2EP208 |
|
|
42565 |
LegReturnRatePriceBasis |
int |
The basis of the return price.
|
FIX.5.0SP2EP208 |
|
|
42566 |
LegReturnRatePrice |
Price |
Specifies the price of the underlying swap asset.
|
FIX.5.0SP2EP208 |
|
|
42567 |
LegReturnRatePriceCurrency |
Currency |
Specifies the currency of the price of the leg swap asset. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP208 |
|
|
42568 |
LegReturnRatePriceType |
int |
Specifies whether the LegReturnRatePrice(42566) is expressed in absolute or relative terms.
|
FIX.5.0SP2EP208 |
|
|
42569 |
NoLegReturnRateValuationDateBusinessCenters |
NumInGroup |
Number of iterations in the return rate valuation date business center repeating group.
|
FIX.5.0SP2EP208 |
|
|
42570 |
LegReturnRateValuationDateBusinessCenter |
String |
The business center calendar used for date adjustment of the return rate valuation unadjusted or relative dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP208 |
|
|
42571 |
NoLegReturnRateValuationDates |
NumInGroup |
Number of iterations in the return rate valuation date repeating group.
|
FIX.5.0SP2EP208 |
|
|
42572 |
LegReturnRateValuationDate |
LocalMktDate |
The return rate valuation date. The type of date is specified in LegReturnRateValuationDateType(42573).
|
FIX.5.0SP2EP208 |
|
|
42573 |
LegReturnRateValuationDateType |
int |
Specifies the type of return rate valuation date (e.g. adjusted for holidays).
|
FIX.5.0SP2EP208 |
|
|
42574 |
LegSettlMethodElectionDateUnadjusted |
LocalMktDate |
The unadjusted settlement method election date.
|
FIX.5.0SP2EP208 |
|
|
42575 |
LegSettlMethodElectionDateBusinessDayConvention |
int |
The settlement method election date adjustment business day convention.
|
FIX.5.0SP2EP208 |
|
|
42576 |
LegSettlMethodElectionDateRelativeTo |
int |
Specifies the anchor date when the settlement method election date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP208 |
|
|
42577 |
LegSettlMethodElectionDateOffsetPeriod |
int |
Time unit multiplier for the relative settlement method election date offset.
|
FIX.5.0SP2EP208 |
|
|
42578 |
LegSettlMethodElectionDateOffsetUnit |
String |
Time unit associated with the relative settlement method election date offset.
|
FIX.5.0SP2EP208 |
|
|
42579 |
LegSettlMethodElectionDateOffsetDayType |
int |
Specifies the day type of the relative settlement method election date offset.
|
FIX.5.0SP2EP208 |
|
|
42580 |
LegSettlMethodElectionDateAdjusted |
LocalMktDate |
The adjusted settlement method election date.
|
FIX.5.0SP2EP208 |
|
|
42581 |
NoLegSettlMethodElectionDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP208 |
|
|
42582 |
LegSettlMethodElectionDateBusinessCenter |
String |
The business center calendar used for date adjustment of the settlement method election unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP208 |
|
|
42583 |
LegStreamVersion |
String |
The stream version identifier when there have been modifications to the contract over time. Helps signal when there are embedded changes.
|
FIX.5.0SP2EP208 |
|
|
42584 |
LegStreamVersionEffectiveDate |
LocalMktDate |
The effective date of the LegStreamVersion(42583).
|
FIX.5.0SP2EP208 |
|
|
42585 |
LegStreamNotionalDeterminationMethod |
String |
Specifies the method for determining the floating notional value for equity swaps. See http://www.fpml.org/coding-scheme/determination-method for values.
|
FIX.5.0SP2EP208 |
|
|
42586 |
LegStreamNotionalAdjustments |
int |
For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap.
|
FIX.5.0SP2EP208 |
|
|
42587 |
StreamCommodityDeliveryPricingRegion |
String |
The delivery or pricing region associated with the commodity swap. See http://www.ecfr.gov/cgi-bin/text-idx?SID=660d6a40f836aa6ddf213cba080c5b22&node=ap17.2.43_17.e&rgn=div9 for the external code list.
In the context of CFTC Part 43 Appendix E requirement this represents the specific delivery point or pricing point associated with publicly reportable commodity swap transactions.
|
FIX.5.0SP2EP193 |
|
|
42588 |
LegStreamCommodityDeliveryPricingRegion |
String |
The delivery or pricing region associated with the commodity swap. See http://www.ecfr.gov/cgi-bin/text-idx?SID=660d6a40f836aa6ddf213cba080c5b22&node=ap17.2.43_17.e&rgn=div9 for the external code list.
In the context of CFTC Part 43 Appendix E requirement this represents the specific delivery point or pricing point associated with publically reportable commodity swap transactions.
|
FIX.5.0SP2EP193 |
|
|
42589 |
UnderlyingStreamCommodityDeliveryPricingRegion |
String |
The delivery or pricing region associated with the commodity swap. See http://www.ecfr.gov/cgi-bin/text-idx?SID=660d6a40f836aa6ddf213cba080c5b22&node=ap17.2.43_17.e&rgn=div9 for the external code list.
In the context of CFTC Part 43 Appendix E requirement this represents the specific delivery point or pricing point associated with publically reportable commodity swap transactions.
|
FIX.5.0SP2EP193 |
|
|
42590 |
SettlMethodElectingPartySide |
int |
Side value of the party electing the settlement method.
|
FIX.5.0SP2EP208 |
|
|
42591 |
MakeWholeDate |
LocalMktDate |
The date through which option cannot be exercised without penalty.
|
FIX.5.0SP2EP208 |
|
|
42592 |
MakeWholeAmount |
Amt |
Amount to be paid by the buyer of the option if the option is exercised prior to the MakeWholeDate(42591).
|
FIX.5.0SP2EP208 |
|
|
42593 |
MakeWholeBenchmarkCurveName |
String |
Identifies the benchmark floating rate index.
|
FIX.5.0SP2EP208 |
|
|
42594 |
MakeWholeBenchmarkCurvePoint |
String |
The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon.
|
FIX.5.0SP2EP208 |
|
|
42595 |
MakeWholeRecallSpread |
PriceOffset |
Spread over the floating rate index.
|
FIX.5.0SP2EP208 |
|
|
42596 |
MakeWholeBenchmarkQuote |
int |
The quote side of the benchmark to be used for calculating the "make whole" amount.
|
FIX.5.0SP2EP208 |
|
|
42597 |
MakeWholeInterpolationMethod |
int |
The method used when calculating the "make whole" amount. The most common is linear method.
|
FIX.5.0SP2EP208 |
|
|
42598 |
PaymentAmountRelativeTo |
int |
Specifies the reference amount when the payment amount is relative to another amount in the message. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of relative amounts.
|
FIX.5.0SP2EP208 |
|
|
42599 |
PaymentAmountDeterminationMethod |
String |
Specifies the method by which a payment amount is determined. See http://www.fpml.org/coding-scheme/determination-method for values.
|
FIX.5.0SP2EP208 |
|
|
42600 |
PaymentStreamCashSettlIndicator |
Boolean |
Indicates whether cash settlement is applicable.
|
FIX.5.0SP2EP208 |
|
|
42601 |
PaymentStreamCompoundingXIDRef |
XIDREF |
Reference to the stream which details the compounding fixed or floating rate.
|
FIX.5.0SP2EP208 |
|
|
42602 |
PaymentStreamCompoundingSpread |
PriceOffset |
The spread to be used for compounding. Used in scenarios where the interest payment is based on a compounding formula that uses a compounding spread in addition to the regular spread.
|
FIX.5.0SP2EP208 |
|
|
42603 |
PaymentStreamInterpolationMethod |
int |
The method used when calculating the index rate from multiple points on the curve. The most common is linear method.
|
FIX.5.0SP2EP208 |
|
|
42604 |
PaymentStreamInterpolationPeriod |
int |
Defines applicable periods for interpolation.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Initial |
Interpolation is applicable to the initial period only. |
FIX.5.0SP2EP208 |
|
|
1 |
InitialAndFinal |
Interpolation is applicable to the initial and final periods only. |
FIX.5.0SP2EP208 |
|
|
2 |
Final |
Interpolation is applicable to the final period only. |
FIX.5.0SP2EP208 |
|
|
3 |
AnyPeriod |
Interpolation is applicable to any non-standard period. |
FIX.5.0SP2EP208 |
|
|
|
FIX.5.0SP2EP208 |
|
|
42605 |
PaymentStreamCompoundingFixedRate |
float |
The compounding fixed rate applicable to the payment stream.
|
FIX.5.0SP2EP208 |
|
|
42606 |
NoPaymentStreamCompoundingDates |
NumInGroup |
Number of dates in the repeating group.
|
FIX.5.0SP2EP208 |
|
|
42607 |
PaymentStreamCompoundingDate |
LocalMktDate |
The compounding date. The type of date is specified in PaymentStreamCompoundingDateType(42608).
|
FIX.5.0SP2EP208 |
|
|
42608 |
PaymentStreamCompoundingDateType |
int |
Specifies the type of payment compounding date (e.g. adjusted for holidays).
|
FIX.5.0SP2EP208 |
|
|
42609 |
PaymentStreamCompoundingDatesBusinessDayConvention |
int |
The compounding dates business day convention.
|
FIX.5.0SP2EP208 |
|
|
42610 |
PaymentStreamCompoundingDatesRelativeTo |
int |
Specifies the anchor date when the compounding dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP208 |
|
|
42611 |
PaymentStreamCompoundingDatesOffsetPeriod |
int |
Time unit multiplier for the relative compounding date offset.
|
FIX.5.0SP2EP208 |
|
|
42612 |
PaymentStreamCompoundingDatesOffsetUnit |
String |
Time unit associated with the relative compounding date offset.
|
FIX.5.0SP2EP208 |
|
|
42613 |
PaymentStreamCompoundingDatesOffsetDayType |
int |
Specifies the day type of the relative compounding date offset.
|
FIX.5.0SP2EP208 |
|
|
42614 |
PaymentStreamCompoundingPeriodSkip |
int |
The number of periods in the "RelativeTo" schedule that are between each date in the compounding schedule. A skip of 2 would mean that compounding dates are relative to every second date in the "RelativeTo" schedule. If present this should have a value greater than 1.
|
FIX.5.0SP2EP208 |
|
|
42615 |
PaymentStreamCompoundingFrequencyPeriod |
int |
Time unit multiplier for the frequency at which compounding dates occur.
|
FIX.5.0SP2EP208 |
|
|
42616 |
PaymentStreamCompoundingFrequencyUnit |
String |
Time unit associated with the frequency at which compounding dates occur.
|
FIX.5.0SP2EP208 |
|
|
42617 |
PaymentStreamCompoundingRollConvention |
String |
The convention for determining the sequence of compounding dates. It is used in conjunction with a specified frequency.
|
FIX.5.0SP2EP208 |
|
|
42618 |
PaymentStreamBoundsFirstDateUnadjusted |
LocalMktDate |
The unadjusted first date of the compounding schedule. This can be used to restrict the range of dates when they are relative.
|
FIX.5.0SP2EP208 |
|
|
42619 |
PaymentStreamBoundsLastDateUnadjusted |
LocalMktDate |
The unadjusted last date of the compounding schedule. This can be used to restrict the range of dates when they are relative.
|
FIX.5.0SP2EP208 |
|
|
42620 |
NoPaymentStreamCompoundingDatesBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP208 |
|
|
42621 |
PaymentStreamCompoundingDatesBusinessCenter |
String |
The business center calendar used for date adjustment of the payment stream compounding dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP208 |
|
|
42622 |
PaymentStreamCompoundingEndDateUnadjusted |
LocalMktDate |
The unadjusted compounding end date.
|
FIX.5.0SP2EP208 |
|
|
42623 |
PaymentStreamCompoundingEndDateRelativeTo |
int |
Specifies the anchor date when the compounding end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP208 |
|
|
42624 |
PaymentStreamCompoundingEndDateOffsetPeriod |
int |
Time unit multiplier for the relative compounding end date offset.
|
FIX.5.0SP2EP208 |
|
|
42625 |
PaymentStreamCompoundingEndDateOffsetUnit |
String |
Time unit associated with the relative compounding end date offset.
|
FIX.5.0SP2EP208 |
|
|
42626 |
PaymentStreamCompoundingEndDateOffsetDayType |
int |
Specifies the day type of the relative compounding end date offset.
|
FIX.5.0SP2EP208 |
|
|
42627 |
PaymentStreamCompoundingEndDateAdjusted |
LocalMktDate |
The adjusted compounding end date.
|
FIX.5.0SP2EP208 |
|
|
42628 |
PaymentStreamCompoundingRateIndex |
String |
The payment stream's compounding floating rate index.
|
FIX.5.0SP2EP208 |
|
|
42629 |
PaymentStreamCompoundingRateIndexCurvePeriod |
int |
Time unit multiplier for the payment stream's compounding floating rate index curve period.
|
FIX.5.0SP2EP208 |
|
|
42630 |
PaymentStreamCompoundingRateIndexCurveUnit |
String |
Time unit associated with the payment stream's compounding floating rate index curve period.
|
FIX.5.0SP2EP208 |
|
|
42631 |
PaymentStreamCompoundingRateMultiplier |
float |
A rate multiplier to apply to the compounding floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the stream.
|
FIX.5.0SP2EP208 |
|
|
42632 |
PaymentStreamCompoundingRateSpread |
PriceOffset |
The basis points spread from the index specified in PaymentStreamCompoundingRateIndex(42628).
|
FIX.5.0SP2EP208 |
|
|
42633 |
PaymentStreamCompoundingRateSpreadPositionType |
int |
Identifies whether the rate spread is applied to a long or short position.
|
FIX.5.0SP2EP208 |
|
|
42634 |
PaymentStreamCompoundingRateTreatment |
int |
Specifies the yield calculation treatment for the index.
|
FIX.5.0SP2EP208 |
|
|
42635 |
PaymentStreamCompoundingCapRate |
Percentage |
The cap rate, if any, which applies to the compounding floating rate. It is only required where the compounding floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05".
|
FIX.5.0SP2EP208 |
|
|
42636 |
PaymentStreamCompoundingCapRateBuySide |
int |
Reference to the buyer of the compounding cap rate option through its trade side.
|
FIX.5.0SP2EP208 |
|
|
42637 |
PaymentStreamCompoundingCapRateSellSide |
int |
Reference to the seller of the compounding cap rate option through its trade side.
|
FIX.5.0SP2EP208 |
|
|
42638 |
PaymentStreamCompoundingFloorRate |
Percentage |
The floor rate, if any, which applies to the compounding floating rate. The floor rate (strike) is only required where the compounding floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05".
|
FIX.5.0SP2EP208 |
|
|
42639 |
PaymentStreamCompoundingFloorRateBuySide |
int |
Reference to the buyer of the compounding floor rate option through its trade side.
|
FIX.5.0SP2EP208 |
|
|
42640 |
PaymentStreamCompoundingFloorRateSellSide |
int |
Reference to the seller of the floor rate option through its trade side.
|
FIX.5.0SP2EP208 |
|
|
42641 |
PaymentStreamCompoundingInitialRate |
Percentage |
The initial compounding floating rate reset agreed between the principal parties involved in the trade. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05".
|
FIX.5.0SP2EP208 |
|
|
42642 |
PaymentStreamCompoundingFinalRateRoundingDirection |
char |
Specifies the rounding direction for the compounding floating rate.
|
FIX.5.0SP2EP208 |
|
|
42643 |
PaymentStreamCompoundingFinalRatePrecision |
int |
Specifies the compounding floating rate rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7.
|
FIX.5.0SP2EP208 |
|
|
42644 |
PaymentStreamCompoundingAveragingMethod |
int |
Specifies the averaging method when compounding floating rate averaging is applicable (e.g. weighted or unweighted).
|
FIX.5.0SP2EP208 |
|
|
42645 |
PaymentStreamCompoundingNegativeRateTreatment |
int |
Specifies the method for calculating payment obligations when a compounding floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).
|
FIX.5.0SP2EP208 |
|
|
42646 |
PaymentStreamCompoundingStartDateUnadjusted |
LocalMktDate |
The unadjusted compounding start date.
|
FIX.5.0SP2EP208 |
|
|
42647 |
PaymentStreamCompoundingStartDateRelativeTo |
int |
Specifies the anchor date when the compounding start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP208 |
|
|
42648 |
PaymentStreamCompoundingStartDateOffsetPeriod |
int |
Time unit multiplier for the relative compounding start date offset.
|
FIX.5.0SP2EP208 |
|
|
42649 |
PaymentStreamCompoundingStartDateOffsetUnit |
String |
Time unit associated with the relative compounding start date offset.
|
FIX.5.0SP2EP208 |
|
|
42650 |
PaymentStreamCompoundingStartDateOffsetDayType |
int |
Specifies the day type of the relative compounding start date offset.
|
FIX.5.0SP2EP208 |
|
|
42651 |
PaymentStreamCompoundingStartDateAdjusted |
LocalMktDate |
The adjusted compounding start date.
|
FIX.5.0SP2EP208 |
|
|
42652 |
PaymentStreamFormulaImageLength |
Length |
Length in bytes of the PaymentStreamFormulaImage(42563) field.
|
FIX.5.0SP2EP208 |
|
|
42653 |
PaymentStreamFormulaImage |
data |
Image of the formula image when represented through an encoded clip in base64Binary.
|
FIX.5.0SP2EP208 |
|
|
42654 |
PaymentStreamFinalPricePaymentDateUnadjusted |
LocalMktDate |
The unadjusted final price payment date.
|
FIX.5.0SP2EP208 |
|
|
42655 |
PaymentStreamFinalPricePaymentDateRelativeTo |
int |
Specifies the anchor date when the final price payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP208 |
|
|
42656 |
PaymentStreamFinalPricePaymentDateOffsetfPeriod |
int |
Time unit multiplier for the relative final price payment date offset.
|
FIX.5.0SP2EP208 |
|
|
42657 |
PaymentStreamFinalPricePaymentDateOffsetUnit |
String |
Time unit associated with the relative final price payment date offset.
|
FIX.5.0SP2EP208 |
|
|
42658 |
PaymentStreamFinalPricePaymentDateOffsetDayType |
int |
Specifies the day type of the relative final price payment date offset.
|
FIX.5.0SP2EP208 |
|
|
42659 |
PaymentStreamFinalPricePaymentDateAdjusted |
LocalMktDate |
The adjusted final price payment date.
|
FIX.5.0SP2EP208 |
|
|
42660 |
NoPaymentStreamFixingDates |
NumInGroup |
Number of fixing dates in the repeating group.
|
FIX.5.0SP2EP208 |
|
|
42661 |
PaymentStreamFixingDate |
LocalMktDate |
The fixing date. The type of date is specified in PaymentStreamFixingDateType(42662).
|
FIX.5.0SP2EP208 |
|
|
42662 |
PaymentStreamFixingDateType |
int |
Specifies the type of fixing date (e.g. adjusted for holidays).
|
FIX.5.0SP2EP208 |
|
|
42663 |
PaymentStreamFirstObservationDateUnadjusted |
LocalMktDate |
The unadjusted initial price observation date.
|
FIX.5.0SP2EP208 |
|
|
42664 |
PaymentStreamFirstObservationDateRelativeTo |
int |
Specifies the anchor date when the initial price observation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP208 |
|
|
42665 |
PaymentStreamFirstObservationDateOffsetDayType |
int |
Specifies the day type of the initial price observation date offset.
|
FIX.5.0SP2EP208 |
|
|
42666 |
PaymentStreamFirstObservationDateAdjusted |
LocalMktDate |
The adjusted initial price observation date.
|
FIX.5.0SP2EP208 |
|
|
42667 |
PaymentStreamUnderlierRefID |
String |
References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component.
|
FIX.5.0SP2EP208 |
|
|
42668 |
ReturnRateNotionalReset |
Boolean |
Indicates whether the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions is applicable ("Y") or not.
|
FIX.5.0SP2EP208 |
|
|
42669 |
PaymentStreamLinkInitialLevel |
Price |
Price level at which the correlation or variance swap contract will strike.
|
FIX.5.0SP2EP208 |
|
|
42670 |
PaymentStreamLinkClosingLevelIndicator |
Boolean |
Indicates whether the correlation or variance swap contract will ("Y") strike off the closing level of the default exchange traded contract or not.
|
FIX.5.0SP2EP208 |
|
|
42671 |
PaymentStreamLinkExpiringLevelIndicator |
Boolean |
Indicates whether the correlation or variance swap contract will ("Y") strike off the expiring level of the default exchange traded contract or not.
|
FIX.5.0SP2EP208 |
|
|
42672 |
PaymentStreamLinkEstimatedTradingDays |
int |
The expected number of trading days in the variance or correlation swap stream.
|
FIX.5.0SP2EP208 |
|
|
42673 |
PaymentStreamLinkStrikePrice |
Price |
The strike price of a correlation or variance swap stream.
|
FIX.5.0SP2EP208 |
|
|
42674 |
PaymentStreamLinkStrikePriceType |
int |
For a variance swap specifies how PaymentStreamLinkStrikePrice(42673) is expressed.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Volatility |
Volatility |
FIX.5.0SP2EP208 |
|
|
1 |
Variance |
Variance |
FIX.5.0SP2EP208 |
|
|
|
FIX.5.0SP2EP208 |
|
|
42675 |
PaymentStreamLinkMaximumBoundary |
float |
Specifies the maximum or upper boundary for variance or strike determination. For a variation swap stream all observations above this price level will be excluded from the variance calculation. For a correlation swap stream the maximum boundary is a percentage of the strike price.
|
FIX.5.0SP2EP208 |
|
|
42676 |
PaymentStreamLinkMinimumBoundary |
float |
Specifies the minimum or lower boundary for variance or strike determination. For a variation swap stream all observations below this price level will be excluded from the variance calculation. For a correlation swap stream the minimum boundary is a percentage of the strike price.
|
FIX.5.0SP2EP208 |
|
|
42677 |
PaymentStreamLinkNumberOfDataSeries |
int |
Number of data series for a correlation swap. Normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific. Each of these geographic areas will have its own data series to avoid contagion.
|
FIX.5.0SP2EP208 |
|
|
42678 |
PaymentStreamVarianceUnadjustedCap |
float |
Indicates the scaling factor to be multiplied by the variance strike price thereby making variance cap applicable.
|
FIX.5.0SP2EP208 |
|
|
42679 |
PaymentStreamRealizedVarianceMethod |
int |
Indicates which price to use to satisfy the boundary condition.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Previous |
For a return on day T, the observed price on T-1 must be in range. |
FIX.5.0SP2EP208 |
|
|
1 |
Last |
For a return on day T, the observed price on T must be in range. |
FIX.5.0SP2EP208 |
|
|
2 |
Both |
For a return on day T, the observed prices on both T and T-1 must be in range. |
FIX.5.0SP2EP208 |
|
|
|
FIX.5.0SP2EP208 |
|
|
42680 |
PaymentStreamDaysAdjustmentIndicator |
Boolean |
Indicates whether the contract specifies that the notional should be scaled by the number of days in range divided by the estimate trading days or not. The number of "days in range" refers to the number of returns that contribute to the realized volatility.
|
FIX.5.0SP2EP208 |
|
|
42681 |
PaymentStreamNearestExchangeContractRefID |
String |
References a contract listed on an exchange through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component.
|
FIX.5.0SP2EP208 |
|
|
42682 |
PaymentStreamVegaNotionalAmount |
float |
"Vega Notional" represents the approximate gain/loss at maturity for a 1% difference between RVol (realised volatility) and KVol (strike volatility). It does not necessarily represent the Vega risk of the trade.
|
FIX.5.0SP2EP208 |
|
|
42683 |
NoPaymentStreamFormulas |
NumInGroup |
Number of formulas in the repeating group.
|
FIX.5.0SP2EP208 |
|
|
42684 |
PaymentStreamFormula |
XMLData |
Contains an XML representation of the formula. Defined for flexibility in choice of language (MathML, OpenMath or text).
|
FIX.5.0SP2EP208 |
|
|
42685 |
PaymentStreamFormulaDesc |
String |
A description of the math formula in PaymentStreamFormula(42684).
|
FIX.5.0SP2EP208 |
|
|
42686 |
PaymentStreamFormulaCurrency |
Currency |
The currency in which the formula amount is denominated. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP208 |
|
|
42687 |
PaymentStreamFormulaCurrencyDeterminationMethod |
String |
Specifies the method according to which the formula amount currency is determined. See http://www.fpml.org/coding-scheme/determination-method for values.
|
FIX.5.0SP2EP208 |
|
|
42688 |
PaymentStreamFormulaReferenceAmount |
int |
Specifies the reference amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or refers to a term defined elsewhere in the swap document. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of reference amounts.
|
FIX.5.0SP2EP208 |
|
|
42689 |
PaymentStubEndDateUnadjusted |
LocalMktDate |
The unadjusted stub end date.
|
FIX.5.0SP2EP208 |
|
|
42690 |
PaymentStubEndDateBusinessDayConvention |
int |
The stub end date business day convention.
|
FIX.5.0SP2EP208 |
|
|
42691 |
PaymentStubEndDateRelativeTo |
int |
Specifies the anchor date when the stub end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP208 |
|
|
42692 |
PaymentStubEndDateOffsetPeriod |
int |
Time unit multiplier for the relative stub end date offset.
|
FIX.5.0SP2EP208 |
|
|
42693 |
PaymentStubEndDateOffsetUnit |
String |
Time unit associated with the relative stub end date offset.
|
FIX.5.0SP2EP208 |
|
|
42694 |
PaymentStubEndDateOffsetDayType |
int |
Specifies the day type of the relative stub end date offset.
|
FIX.5.0SP2EP208 |
|
|
42695 |
PaymentStubEndDateAdjusted |
LocalMktDate |
The adjusted stub end date.
|
FIX.5.0SP2EP208 |
|
|
42696 |
NoPaymentStubEndDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP208 |
|
|
42697 |
PaymentStubEndDateBusinessCenter |
String |
The business center calendar used for date adjustment of the payment stub end date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP208 |
|
|
42698 |
PaymentStubStartDateUnadjusted |
LocalMktDate |
The unadjusted stub start date.
|
FIX.5.0SP2EP208 |
|
|
42699 |
PaymentStubStartDateBusinessDayConvention |
int |
The stub start date business day convention.
|
FIX.5.0SP2EP208 |
|
|
42700 |
PaymentStubStartDateRelativeTo |
int |
Specifies the anchor date when the stub start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP208 |
|
|
42701 |
PaymentStubStartDateOffsetPeriod |
int |
Time unit multiplier for the relative stub start date offset.
|
FIX.5.0SP2EP208 |
|
|
42702 |
PaymentStubStartDateOffsetUnit |
String |
Time unit associated with the relative stub start date offset.
|
FIX.5.0SP2EP208 |
|
|
42703 |
PaymentStubStartDateOffsetDayType |
int |
Specifies the day type of the relative stub start date offset.
|
FIX.5.0SP2EP208 |
|
|
42704 |
PaymentStubStartDateAdjusted |
LocalMktDate |
The adjusted stub start date.
|
FIX.5.0SP2EP208 |
|
|
42705 |
NoPaymentStubStartDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP208 |
|
|
42706 |
PaymentStubStartDateBusinessCenter |
String |
The business center calendar used for date adjustment of the payment stub start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP208 |
|
|
42707 |
ProvisionBreakFeeElection |
int |
Type of fee elected for the break provision.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
FlatFee |
Flat fee |
FIX.5.0SP2EP208 |
|
|
1 |
AmortizedFee |
Amortized fee |
FIX.5.0SP2EP208 |
|
|
2 |
FundingFee |
Funding fee |
FIX.5.0SP2EP208 |
|
|
3 |
FlatAndFundingFee |
Flat fee and funding fee |
FIX.5.0SP2EP208 |
|
|
4 |
AmortizedAndFundingFee |
Amortized fee and funding fee |
FIX.5.0SP2EP208 |
|
|
|
FIX.5.0SP2EP208 |
|
|
42708 |
ProvisionBreakFeeRate |
Percentage |
Break fee election rate when the break fee is proportional to the notional. A fee rate of 5% would be represented as "0.05".
|
FIX.5.0SP2EP208 |
|
|
42709 |
NoReturnRateDates |
NumInGroup |
Number of iterations in the return rate date repeating group.
|
FIX.5.0SP2EP208 |
|
|
42710 |
ReturnRateDateMode |
int |
Specifies the valuation type applicable to the return rate date.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
PriceValuation |
Price valuation |
FIX.5.0SP2EP208 |
|
|
1 |
DividendValuation |
Dividend valuation |
FIX.5.0SP2EP208 |
|
|
|
FIX.5.0SP2EP208 |
|
|
42711 |
ReturnRateValuationDateRelativeTo |
int |
Specifies the anchor date when the return rate valuation dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP208 |
|
|
42712 |
ReturnRateValuationDateOffsetPeriod |
int |
Time unit multiplier for the relative return rate valuation date offset.
|
FIX.5.0SP2EP208 |
|
|
42713 |
ReturnRateValuationDateOffsetUnit |
String |
Time unit associated with the relative return rate valuation date offset.
|
FIX.5.0SP2EP208 |
|
|
42714 |
ReturnRateValuationDateOffsetDayType |
int |
Specifies the day type of the relative return rate valuation date offset.
|
FIX.5.0SP2EP208 |
|
|
42715 |
ReturnRateValuationStartDateUnadjusted |
LocalMktDate |
The unadjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative.
|
FIX.5.0SP2EP208 |
|
|
42716 |
ReturnRateValuationStartDateRelativeTo |
int |
Specifies the anchor date when the return rate valuation start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP208 |
|
|
42717 |
ReturnRateValuationStartDateOffsetPeriod |
int |
Time unit multiplier for the relative return rate valuation start date offset.
|
FIX.5.0SP2EP208 |
|
|
42718 |
ReturnRateValuationStartDateOffsetUnit |
String |
Time unit associated with the relative return rate valuation start date offset.
|
FIX.5.0SP2EP208 |
|
|
42719 |
ReturnRateValuationStartDateOffsetDayType |
int |
Specifies the day type of the relative return rate valuation start date offset.
|
FIX.5.0SP2EP208 |
|
|
42720 |
ReturnRateValuationStartDateAdjusted |
LocalMktDate |
The adjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative.
|
FIX.5.0SP2EP208 |
|
|
42721 |
ReturnRateValuationEndDateUnadjusted |
LocalMktDate |
The unadjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative.
|
FIX.5.0SP2EP208 |
|
|
42722 |
ReturnRateValuationEndDateRelativeTo |
int |
Specifies the anchor date when the return rate valuation end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP208 |
|
|
42723 |
ReturnRateValuationEndDateOffsetPeriod |
int |
Time unit multiplier for the relative return rate valuation end date offset.
|
FIX.5.0SP2EP208 |
|
|
42724 |
ReturnRateValuationEndDateOffsetUnit |
String |
Time unit associated with the relative return rate valuation end date offset.
|
FIX.5.0SP2EP208 |
|
|
42725 |
ReturnRateValuationEndDateOffsetDayType |
int |
Specifies the day type of the relative return rate valuation end date offset.
|
FIX.5.0SP2EP208 |
|
|
42726 |
ReturnRateValuationEndDateAdjusted |
LocalMktDate |
The adjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative.
|
FIX.5.0SP2EP208 |
|
|
42727 |
ReturnRateValuationFrequencyPeriod |
int |
Time unit multiplier for the frequency at which return rate valuation dates occur.
|
FIX.5.0SP2EP208 |
|
|
42728 |
ReturnRateValuationFrequencyUnit |
String |
Time unit associated with the frequency at which return rate valuation dates occur.
|
FIX.5.0SP2EP208 |
|
|
42729 |
ReturnRateValuationFrequencyRollConvention |
String |
The convention for determining the sequence of return rate valuation dates. It is used in conjunction with a specified frequency.
|
FIX.5.0SP2EP208 |
|
|
42730 |
ReturnRateValuationDateBusinessDayConvention |
int |
The return rate valuation dates business day convention.
|
FIX.5.0SP2EP208 |
|
|
42731 |
NoReturnRateFXConversions |
NumInGroup |
Number of iterations in the return rate FX conversion repeating group.
|
FIX.5.0SP2EP208 |
|
|
42732 |
ReturnRateFXCurrencySymbol |
String |
Specifies the currency pair for the FX conversion expressed using the CCY1/CCY2 convention. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP208 |
|
|
42733 |
ReturnRateFXRate |
float |
The rate of exchange between the two currencies specified in ReturnRateFXCurrencySymbol(42732).
|
FIX.5.0SP2EP208 |
|
|
42734 |
ReturnRateFXRateCalc |
char |
Specifies whether ReturnRateFXRate(42733) should be multiplied or divided.
|
FIX.5.0SP2EP208 |
|
|
42735 |
NoReturnRates |
NumInGroup |
Number of iterations in the return rate repeating group.
|
FIX.5.0SP2EP208 |
|
|
42736 |
ReturnRatePriceSequence |
int |
Specifies the type of price sequence of the return rate.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Initial |
Initial |
FIX.5.0SP2EP208 |
|
|
1 |
Interim |
Interim |
FIX.5.0SP2EP208 |
|
|
2 |
Final |
Final |
FIX.5.0SP2EP208 |
|
|
|
FIX.5.0SP2EP208 |
|
|
42737 |
ReturnRateCommissionBasis |
char |
Specifies the basis or unit used to calculate the commission.
|
FIX.5.0SP2EP208 |
|
|
42738 |
ReturnRateCommissionAmount |
Amt |
The commission amount.
|
FIX.5.0SP2EP208 |
|
|
42739 |
ReturnRateCommissionCurrency |
Currency |
Specifies the currency the commission amount is denominated in. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP208 |
|
|
42740 |
ReturnRateTotalCommissionPerTrade |
Amt |
The total commission per trade.
|
FIX.5.0SP2EP208 |
|
|
42741 |
ReturnRateDeterminationMethod |
String |
Specifies the method by which the underlier prices are determined. See http://www.fpml.org/coding-scheme/determination-method for values.
|
FIX.5.0SP2EP208 |
|
|
42742 |
ReturnRateAmountRelativeTo |
int |
Specifies the reference amount when the return rate amount is relative to another amount in the trade. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of relative amounts.
|
FIX.5.0SP2EP208 |
|
|
42743 |
ReturnRateQuoteMeasureType |
String |
Specifies the type of the measure applied to the return rate's asset, e.g. valuation, sensitivity risk. This could be an NPV, a cash flow, a clean price, etc. See http://www.fpml.org/coding-scheme/asset-measure for values.
|
FIX.5.0SP2EP208 |
|
|
42744 |
ReturnRateQuoteUnits |
String |
Specifies the units that the measure is expressed in. If not specified, the default is a price/value in currency units. See http://www.fpml.org/coding-scheme/price-quote-units for values.
|
FIX.5.0SP2EP208 |
|
|
42745 |
ReturnRateQuoteMethod |
int |
Specifies the type of quote used to determine the return rate of the swap.
|
FIX.5.0SP2EP208 |
|
|
42746 |
ReturnRateQuoteCurrency |
Currency |
Specifies the currency the return rate quote is denominated in. Uses ISO 4217 Currency Code.
|
FIX.5.0SP2EP208 |
|
|
42747 |
ReturnRateQuoteCurrencyType |
String |
Specifies the type of currency, e.g. settlement currency, base currency, etc., that the quote is reported in. See http://www.fpml.org/coding-scheme/reporting-currency-type for values.
|
FIX.5.0SP2EP208 |
|
|
42748 |
ReturnRateQuoteTimeType |
int |
Specifies how or the timing when the quote is to be obtained.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Open |
The official opening time of the exchange on valuation date. |
FIX.5.0SP2EP208 |
|
|
1 |
OfficialSettlPx |
The time at which the official settlement price is determined. |
FIX.5.0SP2EP208 |
|
|
2 |
Xetra |
The time at which the official settlement price (following the auction by the exchange) is determined by the exchange. |
FIX.5.0SP2EP208 |
|
|
3 |
Close |
The official closing time of the exchange on valuation date. |
FIX.5.0SP2EP208 |
|
|
4 |
DerivativesClose |
The official closing time for derivative trading of the exchange on valuation date. |
FIX.5.0SP2EP208 |
|
|
5 |
High |
The high price for the day. |
FIX.5.0SP2EP208 |
|
|
6 |
Low |
The low price for the day. |
FIX.5.0SP2EP208 |
|
|
7 |
AsSpecifiedInMasterConfirmation |
As specified in the master confirmation |
FIX.5.0SP2EP208 |
|
|
|
FIX.5.0SP2EP208 |
|
|
42749 |
ReturnRateQuoteTime |
LocalMktTime |
The time when the quote is to be generated.
|
FIX.5.0SP2EP208 |
|
|
42750 |
ReturnRateQuoteDate |
LocalMktDate |
The date when the quote is to be generated.
|
FIX.5.0SP2EP208 |
|
|
42751 |
ReturnRateQuoteExpirationTime |
LocalMktTime |
The time when the quote ceases to be valid.
|
FIX.5.0SP2EP208 |
|
|
42752 |
ReturnRateQuoteBusinessCenter |
String |
The business center calendar used for adjustments associated with ReturnRateQuoteTimeType(42748) or ReturnRateQuoteTime(42749) and ReturnRateQuoteDate(42750), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP208 |
|
|
42753 |
ReturnRateQuoteExchange |
Exchange |
Specifies the exchange (e.g. stock or listed futures/options exchange) from which the quote is obtained.
|
FIX.5.0SP2EP208 |
|
|
42754 |
ReturnRateQuotePricingModel |
String |
Specifies the pricing model used to evaluate the underlying asset price. See http://www.fpml.org/coding-scheme/pricing-model for values.
|
FIX.5.0SP2EP208 |
|
|
42755 |
ReturnRateCashFlowType |
String |
Specifies the type of cash flows, e.g. coupon payment, premium fee, settlement fee, etc. See http://www.fpml.org/coding-scheme/cashflow-type for values.
|
FIX.5.0SP2EP208 |
|
|
42756 |
ReturnRateValuationTimeType |
int |
Specifies the timing at which the calculation agent values the underlying.
|
FIX.5.0SP2EP208 |
|
|
42757 |
ReturnRateValuationTime |
LocalMktTime |
The time at which the calculation agent values the underlying asset.
|
FIX.5.0SP2EP208 |
|
|
42758 |
ReturnRateValuationTimeBusinessCenter |
String |
The business center calendar used for adjustments associated with ReturnRateValuationTimeType(42756) or ReturnRateValuationTime(42757), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP208 |
|
|
42759 |
ReturnRateValuationPriceOption |
int |
Indicates whether an ISDA price option applies, and if applicable which type of price.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
None |
None (the default) |
FIX.5.0SP2EP208 |
|
|
1 |
FuturesPrice |
The official settlement price as announced by the related futures exchange is applicable. |
FIX.5.0SP2EP208 |
|
|
2 |
OptionsPrice |
The official settlement price as announced by the related options exchange is applicable. |
FIX.5.0SP2EP208 |
|
|
|
FIX.5.0SP2EP208 |
|
|
42760 |
ReturnRateFinalPriceFallback |
int |
Specifies the fallback provision for the hedging party in the determination of the final price.
|
FIX.5.0SP2EP208 |
|
|
42761 |
NoReturnRateInformationSources |
NumInGroup |
Number of iterations in the return rate information source repeating group.
|
FIX.5.0SP2EP208 |
|
|
42762 |
ReturnRateInformationSource |
int |
Identifies the source of rate information. For FX the references source to be used for the FX spot rate.
|
FIX.5.0SP2EP208 |
|
|
42763 |
ReturnRateReferencePage |
String |
Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When ReturnRateInformationSource(42762) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option
|
FIX.5.0SP2EP208 |
|
|
42764 |
ReturnRateReferencePageHeading |
String |
Identifies the page heading from the rate source.
|
FIX.5.0SP2EP208 |
|
|
42765 |
NoReturnRatePrices |
NumInGroup |
Number of iterations in the return rate price repeating group.
|
FIX.5.0SP2EP208 |
|
|
42766 |
ReturnRatePriceBasis |
int |
The basis of the return price.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Gross |
None |
FIX.5.0SP2EP208 |
|
|
1 |
Net |
Net |
FIX.5.0SP2EP208 |
|
|
2 |
Accrued |
Accrued |
FIX.5.0SP2EP208 |
|
|
3 |
CleanNet |
Clean net |
FIX.5.0SP2EP208 |
|
|
|
FIX.5.0SP2EP208 |
|
|
42767 |
ReturnRatePrice |
Price |
Specifies the price of the underlying swap asset.
|
FIX.5.0SP2EP208 |
|
|
42768 |
ReturnRatePriceCurrency |
Currency |
Specifies the currency of the price of the underlying swap asset. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP208 |
|
|
42769 |
ReturnRatePriceType |
int |
Specifies whether the ReturnRatePrice(42767) is expressed in absolute or relative terms.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
AbsoluteTerms |
Absolute terms |
FIX.5.0SP2EP208 |
|
|
1 |
PercentageOfNotional |
Percentage of notional |
FIX.5.0SP2EP208 |
|
|
|
FIX.5.0SP2EP208 |
|
|
42770 |
NoReturnRateValuationDateBusinessCenters |
NumInGroup |
Number of iterations in the return rate valuation date business center repeating group.
|
FIX.5.0SP2EP208 |
|
|
42771 |
ReturnRateValuationDateBusinessCenter |
String |
The business center calendar used for date adjustment of the return rate valuation unadjusted or relative dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP208 |
|
|
42772 |
NoReturnRateValuationDates |
NumInGroup |
Number of iterations in the return rate valuation date repeating group.
|
FIX.5.0SP2EP208 |
|
|
42773 |
ReturnRateValuationDate |
LocalMktDate |
The return rate valuation date. Type of date is specified in ReturnRateValuationDateType(42774).
|
FIX.5.0SP2EP208 |
|
|
42774 |
ReturnRateValuationDateType |
int |
Specifies the type of return rate valuation date (e.g. adjusted for holidays).
|
FIX.5.0SP2EP208 |
|
|
42775 |
NoSettlMethodElectionDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP208 |
|
|
42776 |
SettlMethodElectionDateBusinessCenter |
String |
The business center calendar used for date adjustment of the settlement method election unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP208 |
|
|
42777 |
SettlMethodElectionDateUnadjusted |
LocalMktDate |
The unadjusted settlement method election date.
|
FIX.5.0SP2EP208 |
|
|
42778 |
SettlMethodElectionDateBusinessDayConvention |
int |
The settlement method election date adjustment business day convention.
|
FIX.5.0SP2EP208 |
|
|
42779 |
SettlMethodElectionDateRelativeTo |
int |
Specifies the anchor date when the settlement method election date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP208 |
|
|
42780 |
SettlMethodElectionDateOffsetPeriod |
int |
Time unit multiplier for the relative settlement method election date offset.
|
FIX.5.0SP2EP208 |
|
|
42781 |
SettlMethodElectionDateOffsetUnit |
String |
Time unit associated with the relative settlement method election date offset.
|
FIX.5.0SP2EP208 |
|
|
42782 |
SettlMethodElectionDateOffsetDayType |
int |
Specifies the day type of the relative settlement method election date offset.
|
FIX.5.0SP2EP208 |
|
|
42783 |
SettlMethodElectionDateAdjusted |
LocalMktDate |
The adjusted settlement method election date.
|
FIX.5.0SP2EP208 |
|
|
42784 |
StreamVersion |
String |
The stream version identifier when there have been modifications to the contract over time. Helps signal when there are embedded changes.
|
FIX.5.0SP2EP208 |
|
|
42785 |
StreamVersionEffectiveDate |
LocalMktDate |
The effective date of the StreamVersion(42784).
|
FIX.5.0SP2EP208 |
|
|
42786 |
StreamNotionalDeterminationMethod |
String |
Specifies the method for determining the floating notional value for equity swaps. See http://www.fpml.org/coding-scheme/determination-method for values.
|
FIX.5.0SP2EP208 |
|
|
42787 |
StreamNotionalAdjustments |
int |
For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Execution |
The adjustments to the number of units are governed by an execution clause. |
FIX.5.0SP2EP208 |
|
|
1 |
PortfolioRebalancing |
The adjustments to the number of units are governed by a portfolio rebalancing clause. |
FIX.5.0SP2EP208 |
|
|
2 |
Standard |
The adjustments to the number of units are not governed by any specific clause. |
FIX.5.0SP2EP208 |
|
|
|
FIX.5.0SP2EP208 |
|
|
42788 |
NoUnderlyingCashSettlDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP208 |
|
|
42789 |
UnderlyingCashSettlDateBusinessCenter |
String |
The business center calendar used for date adjustment of the cash settlement unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP208 |
|
|
42790 |
UnderlyingCashSettlDateUnadjusted |
LocalMktDate |
The unadjusted cash settlement date.
|
FIX.5.0SP2EP208 |
|
|
42791 |
UnderlyingCashSettlDateBusinessDayConvention |
int |
The business day convention used to adjust the cash settlement provision's date. Used only to override the business day convention defined in the UnderlyingInstrument component.
|
FIX.5.0SP2EP208 |
|
|
42792 |
UnderlyingCashSettlDateRelativeTo |
int |
Specifies the anchor date when the cash settlement date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP208 |
|
|
42793 |
UnderlyingCashSettlDateOffsetPeriod |
int |
Time unit multiplier for the relative cash settlement date offset.
|
FIX.5.0SP2EP208 |
|
|
42794 |
UnderlyingCashSettlDateOffsetUnit |
String |
Time unit associated with the relative cash settlement date offset.
|
FIX.5.0SP2EP208 |
|
|
42795 |
UnderlyingCashSettlDateOffsetDayType |
int |
Specifies the day type of the relative cash settlement date offset.
|
FIX.5.0SP2EP208 |
|
|
42796 |
UnderlyingCashSettlDateAdjusted |
LocalMktDate |
The adjusted cash settlement date.
|
FIX.5.0SP2EP208 |
|
|
42797 |
UnderlyingCashSettlPriceSource |
String |
The source from which the settlement price is to be obtained. See http://www.fpml.org/coding-scheme/settlement-price-source for values.
|
FIX.5.0SP2EP208 |
|
|
42798 |
UnderlyingCashSettlPriceDefault |
int |
The default election for determining settlement price.
|
FIX.5.0SP2EP208 |
|
|
42799 |
NoUnderlyingDividendAccrualPaymentDateBusinessCenters |
NumInGroup |
Number of entries in the UnderlyingDividendAccrualPaymentDateBusinessCenterGrp.
|
FIX.5.0SP2EP208 |
|
|
42800 |
UnderlyingDividendAccrualPaymentDateBusinessCenter |
String |
The business center calendar used for date adjustment of the instrument's dividend accrual payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP208 |
|
|
42801 |
UnderlyingDividendFloatingRateIndex |
String |
The dividend accrual floating rate index.
|
FIX.5.0SP2EP208 |
|
|
42802 |
UnderlyingDividendFloatingRateIndexCurvePeriod |
int |
Time unit multiplier for the dividend accrual floating rate index curve.
|
FIX.5.0SP2EP208 |
|
|
42803 |
UnderlyingDividendFloatingRateIndexCurveUnit |
String |
Time unit associated with the dividend accrual floating rate index curve period.
|
FIX.5.0SP2EP208 |
|
|
42804 |
UnderlyingDividendFloatingRateMultiplier |
float |
A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the contract.
|
FIX.5.0SP2EP208 |
|
|
42805 |
UnderlyingDividendFloatingRateSpread |
PriceOffset |
The basis points spread from the index specified in UnderlyingDividendFloatingRateIndex(42801).
|
FIX.5.0SP2EP208 |
|
|
42806 |
UnderlyingDividendFloatingRateSpreadPositionType |
int |
Identifies whether the rate spread is applied to a long or short position.
|
FIX.5.0SP2EP208 |
|
|
42807 |
UnderlyingDividendFloatingRateTreatment |
int |
Specifies the yield calculation treatment for the index.
|
FIX.5.0SP2EP208 |
|
|
42808 |
UnderlyingDividendCapRate |
Percentage |
The cap rate, if any, which applies to the floating rate. It is only required where the floating rate is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05".
|
FIX.5.0SP2EP208 |
|
|
42809 |
UnderlyingDividendCapRateBuySide |
int |
Reference to the buyer of the cap rate option through its trade side.
|
FIX.5.0SP2EP208 |
|
|
42810 |
UnderlyingDividendCapRateSellSide |
int |
Reference to the seller of the cap rate option through its trade side.
|
FIX.5.0SP2EP208 |
|
|
42811 |
UnderlyingDividendFloorRate |
Percentage |
The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05".
|
FIX.5.0SP2EP208 |
|
|
42812 |
UnderlyingDividendFloorRateBuySide |
int |
Reference to the buyer of the floor rate option through its trade side.
|
FIX.5.0SP2EP208 |
|
|
42813 |
UnderlyingDividendFloorRateSellSide |
int |
Reference to the seller of the floor rate option through its trade side.
|
FIX.5.0SP2EP208 |
|
|
42814 |
UnderlyingDividendInitialRate |
Percentage |
The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05".
|
FIX.5.0SP2EP208 |
|
|
42815 |
UnderlyingDividendFinalRateRoundingDirection |
char |
Specifies the rounding direction of the final rate.
|
FIX.5.0SP2EP208 |
|
|
42816 |
UnderlyingDividendFinalRatePrecision |
int |
Specifies the rounding precision of the final rate in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7.
|
FIX.5.0SP2EP208 |
|
|
42817 |
UnderlyingDividendAveragingMethod |
int |
When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used.
|
FIX.5.0SP2EP208 |
|
|
42818 |
UnderlyingDividendNegativeRateTreatment |
int |
The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).
|
FIX.5.0SP2EP208 |
|
|
42819 |
UnderlyingDividendAccrualPaymentDateRelativeTo |
int |
Specifies the anchor date when the accrual payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP208 |
|
|
42820 |
UnderlyingDividendAccrualPaymentDateOffsetPeriod |
int |
Time unit multiplier for the relative accrual payment date offset.
|
FIX.5.0SP2EP208 |
|
|
42821 |
UnderlyingDividendAccrualPaymentDateOffsetUnit |
String |
Time unit associated with the relative accrual payment date offset.
|
FIX.5.0SP2EP208 |
|
|
42822 |
UnderlyingDividendAccrualPaymentDateOffsetDayType |
int |
Specifies the day type of the relative accrual payment date offset.
|
FIX.5.0SP2EP208 |
|
|
42823 |
UnderlyingDividendAccrualPaymentDateUnadjusted |
LocalMktDate |
The unadjusted accrual payment date.
|
FIX.5.0SP2EP208 |
|
|
42824 |
UnderlyingDividendAccrualPaymentDateBusinessDayConvention |
int |
Accrual payment date adjustment business day convention.
|
FIX.5.0SP2EP208 |
|
|
42825 |
UnderlyingDividendAccrualPaymentDateAdjusted |
LocalMktDate |
The adjusted accrual payment date.
|
FIX.5.0SP2EP208 |
|
|
42826 |
UnderlyingDividendReinvestmentIndicator |
Boolean |
Indicates whether the dividend will be reinvested.
|
FIX.5.0SP2EP208 |
|
|
42827 |
UnderlyingDividendEntitlementEvent |
int |
Defines the contract event which the receiver of the derivative is entitled to the dividend.
|
FIX.5.0SP2EP208 |
|
|
42828 |
UnderlyingDividendAmountType |
int |
Indicates how the gross cash dividend amount per share is determined.
|
FIX.5.0SP2EP208 |
|
|
42829 |
UnderlyingDividendUnderlierRefID |
String |
References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in a separate instance of the UnderlyingInstrument component.
|
FIX.5.0SP2EP208 |
|
|
42830 |
UnderlyingExtraordinaryDividendPartySide |
int |
Reference to the party through its side in the trade who makes the determination whether dividends are extraordinary in relation to normal levels.
|
FIX.5.0SP2EP208 |
|
|
42831 |
UnderlyingExtraordinaryDividendAmountType |
int |
Indicates how the extraordinary gross cash dividend per share is determined.
|
FIX.5.0SP2EP208 |
|
|
42832 |
UnderlyingExtraordinaryDividendCurrency |
Currency |
The currency in which the excess dividend is denominated. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP208 |
|
|
42833 |
UnderlyingExtraordinaryDividendDeterminationMethod |
String |
Specifies the method in which the excess amount is determined. See http://www.fpml.org/coding-scheme/determination-method for values.
|
FIX.5.0SP2EP208 |
|
|
42834 |
UnderlyingDividendAccrualFixedRate |
Percentage |
The dividend accrual fixed rate per annum expressed as a decimal. A value of 5% would be represented as "0.05".
|
FIX.5.0SP2EP208 |
|
|
42835 |
UnderlyingDividendCompoundingMethod |
int |
The compounding method to be used when more than one dividend period contributes to a single payment.
|
FIX.5.0SP2EP208 |
|
|
42836 |
UnderlyingDividendNumOfIndexUnits |
int |
The number of index units applicable to dividends.
|
FIX.5.0SP2EP208 |
|
|
42837 |
UnderlyingDividendCashPercentage |
Percentage |
Declared cash dividend percentage. A value of 5% would be represented as "0.05".
|
FIX.5.0SP2EP208 |
|
|
42838 |
UnderlyingDividendCashEquivalentPercentage |
Percentage |
Declared cash-equivalent dividend percentage. A value of 5% would be represented as "0.05".
|
FIX.5.0SP2EP208 |
|
|
42839 |
UnderlyingNonCashDividendTreatment |
int |
Defines the treatment of non-cash dividends.
|
FIX.5.0SP2EP208 |
|
|
42840 |
UnderlyingDividendComposition |
int |
Defines how the composition of dividends is to be determined.
|
FIX.5.0SP2EP208 |
|
|
42841 |
UnderlyingSpecialDividendsIndicator |
Boolean |
Indicates whether special dividends are applicable.
|
FIX.5.0SP2EP208 |
|
|
42842 |
UnderlyingMaterialDividendsIndicator |
Boolean |
Indicates whether material non-cash dividends are applicable.
|
FIX.5.0SP2EP208 |
|
|
42843 |
UnderlyingOptionsExchangeDividendsIndicator |
Boolean |
Indicates whether option exchange dividends are applicable.
|
FIX.5.0SP2EP208 |
|
|
42844 |
UnderlyingAdditionalDividendsIndicator |
Boolean |
Indicates whether additional dividends are applicable.
|
FIX.5.0SP2EP208 |
|
|
42845 |
UnderlyingAllDividendsIndicator |
Boolean |
Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed share price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non-cash dividend per share (including extraordinary dividends) declared by the issuer.
|
FIX.5.0SP2EP208 |
|
|
42846 |
UnderlyingDividendFXTriggerDateRelativeTo |
int |
Specifies the anchor date when the FX trigger date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP208 |
|
|
42847 |
UnderlyingDividendFXTriggerDateOffsetPeriod |
int |
Time unit multiplier for the relative FX trigger date offset.
|
FIX.5.0SP2EP208 |
|
|
42848 |
UnderlyingDividendFXTriggerDateOffsetUnit |
String |
Time unit associated with the relative FX trigger date offset.
|
FIX.5.0SP2EP208 |
|
|
42849 |
UnderlyingDividendFXTriggerDateOffsetDayType |
int |
Specifies the day type of the relative FX trigger date offset.
|
FIX.5.0SP2EP208 |
|
|
42850 |
UnderlyingDividendFXTriggerDateUnadjusted |
LocalMktDate |
The unadjusted FX trigger date.
|
FIX.5.0SP2EP208 |
|
|
42851 |
UnderlyingDividendFXTriggerDateBusinessDayConvention |
int |
The business day convention used for the FX trigger date adjustment.
|
FIX.5.0SP2EP208 |
|
|
42852 |
UnderlyingDividendFXTriggerDateAdjusted |
LocalMktDate |
The adjusted FX trigger date.
|
FIX.5.0SP2EP208 |
|
|
42853 |
NoUnderlyingDividendFXTriggerDateBusinessCenters |
NumInGroup |
Number of entries in the UnderlyingDividendFXTriggerDateBusinessCenterGrp.
|
FIX.5.0SP2EP208 |
|
|
42854 |
UnderlyingDividendFXTriggerDateBusinessCenter |
String |
The business center calendar used for date adjustment of the instrument's FX trigger date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP208 |
|
|
42855 |
NoUnderlyingDividendPayments |
NumInGroup |
Number of entries in the repeating group.
|
FIX.5.0SP2EP208 |
|
|
42856 |
UnderlyingDividendPaymentDate |
LocalMktDate |
Specifies the date that the dividend or coupon payment is due.
|
FIX.5.0SP2EP208 |
|
|
42857 |
UnderlyingDividendPaymentAmount |
Amt |
The amount of the dividend or coupon payment.
|
FIX.5.0SP2EP208 |
|
|
42858 |
UnderlyingDividendPaymentCurrency |
Currency |
Specifies the currency the UnderlyingDividendPaymentAmount(42857) is denominated in. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP208 |
|
|
42859 |
UnderlyingDividendAccruedInterest |
Amt |
Accrued interest on the dividend or coupon payment.
|
FIX.5.0SP2EP208 |
|
|
42860 |
UnderlyingDividendPayoutRatio |
float |
Specifies the actual dividend payout ratio associated with the equity or bond underlier.
|
FIX.5.0SP2EP208 |
|
|
42861 |
UnderlyingDividendPayoutConditions |
String |
Specifies the dividend payout conditions that will be applied in the case where the actual ratio is not known, typically because of regulatory or legal uncertainties.
|
FIX.5.0SP2EP208 |
|
|
42862 |
NoUnderlyingDividendPeriods |
NumInGroup |
Number of entries in the UnderlyingDividendPeriodGrp component.
|
FIX.5.0SP2EP208 |
|
|
42863 |
UnderlyingDividendPeriodSequence |
int |
Defines the ordinal dividend period. E.g. 1 = First period, 2 = Second period, etc.
|
FIX.5.0SP2EP208 |
|
|
42864 |
UnderlyingDividendPeriodStartDateUnadjusted |
LocalMktDate |
The unadjusted date on which the dividend period will begin.
|
FIX.5.0SP2EP208 |
|
|
42865 |
UnderlyingDividendPeriodEndDateUnadjusted |
LocalMktDate |
The unadjusted date on which the dividend period will end.
|
FIX.5.0SP2EP208 |
|
|
42866 |
UnderlyingDividendPeriodUnderlierRefID |
String |
References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component.
|
FIX.5.0SP2EP208 |
|
|
42867 |
UnderlyingDividendPeriodStrikePrice |
Price |
Specifies the fixed strike price of the dividend period.
|
FIX.5.0SP2EP208 |
|
|
42868 |
UnderlyingDividendPeriodBusinessDayConvention |
int |
The dividend period dates business day convention.
|
FIX.5.0SP2EP208 |
|
|
42869 |
UnderlyingDividendPeriodValuationDateUnadjusted |
LocalMktDate |
The unadjusted dividend period valuation date.
|
FIX.5.0SP2EP208 |
|
|
42870 |
UnderlyingDividendPeriodValuationDateRelativeTo |
int |
Specifies the anchor date when the dividend period valuation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP208 |
|
|
42871 |
UnderlyingDividendPeriodValuationDateOffsetPeriod |
int |
Time unit multiplier for the relative dividend period valuation date offset.
|
FIX.5.0SP2EP208 |
|
|
42872 |
UnderlyingDividendPeriodValuationDateOffsetUnit |
String |
Time unit associated with the relative dividend period valuation date offset.
|
FIX.5.0SP2EP208 |
|
|
42873 |
UnderlyingDividendPeriodValuationDateOffsetDayType |
int |
Specifies the day type of the relative dividend period valuation date offset.
|
FIX.5.0SP2EP208 |
|
|
42874 |
UnderlyingDividendPeriodValuationDateAdjusted |
LocalMktDate |
The adjusted dividend period valuation date.
|
FIX.5.0SP2EP208 |
|
|
42875 |
UnderlyingDividendPeriodPaymentDateUnadjusted |
LocalMktDate |
The unadjusted dividend period payment date.
|
FIX.5.0SP2EP208 |
|
|
42876 |
UnderlyingDividendPeriodPaymentDateRelativeTo |
int |
Specifies the anchor date when the dividend period payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP208 |
|
|
42877 |
UnderlyingDividendPeriodPaymentDateOffsetPeriod |
int |
Time unit multiplier for the relative dividend period payment date offset.
|
FIX.5.0SP2EP208 |
|
|
42878 |
UnderlyingDividendPeriodPaymentDateOffsetUnit |
String |
Time unit associated with the relative dividend period payment date offset.
|
FIX.5.0SP2EP208 |
|
|
42879 |
UnderlyingDividendPeriodPaymentDateOffsetDayType |
int |
Specifies the day type of the relative dividend period payment date offset.
|
FIX.5.0SP2EP208 |
|
|
42880 |
UnderlyingDividendPeriodPaymentDateAdjusted |
LocalMktDate |
The adjusted dividend period payment date.
|
FIX.5.0SP2EP208 |
|
|
42881 |
UnderlyingDividendPeriodXID |
XID |
Identifier for linking this stream dividend period to an underlier through an instance of RelatedInstrumentGrp.
|
FIX.5.0SP2EP208 |
|
|
42882 |
NoUnderlyingDividendPeriodBusinessCenters |
NumInGroup |
Number of entries in UnderlyingDividendPeriodBusinessCenterGrp.
|
FIX.5.0SP2EP208 |
|
|
42883 |
UnderlyingDividendPeriodBusinessCenter |
String |
The business center calendar used for date adjustment of the instrument's dividend period date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP208 |
|
|
42884 |
NoUnderlyingExtraordinaryEvents |
NumInGroup |
Number of extraordinary events in the repeating group.
|
FIX.5.0SP2EP208 |
|
|
42885 |
UnderlyingExtraordinaryEventType |
String |
Identifies the type of extraordinary or disruptive event applicable to UnderlyingExtraordinaryEventType(42885). See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values.
|
FIX.5.0SP2EP208 |
|
|
42886 |
UnderlyingExtraordinaryEventValue |
String |
The extraordinary or disruptive event value appropriate to UnderlyingExtraordinaryEventType(42885). See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values.
|
FIX.5.0SP2EP208 |
|
|
42887 |
UnderlyingSettlMethodElectingPartySide |
int |
Side value of the party electing the settlement method.
|
FIX.5.0SP2EP208 |
|
|
42888 |
UnderlyingMakeWholeDate |
LocalMktDate |
The date through which the option cannot be exercised without penalty.
|
FIX.5.0SP2EP208 |
|
|
42889 |
UnderlyingMakeWholeAmount |
Amt |
Amount to be paid by the buyer of the option if the option is exercised prior to the UnderlyingMakeWholeDate(42888).
|
FIX.5.0SP2EP208 |
|
|
42890 |
UnderlyingMakeWholeBenchmarkCurveName |
String |
Identifies the benchmark floating rate index.
|
FIX.5.0SP2EP208 |
|
|
42891 |
UnderlyingMakeWholeBenchmarkCurvePoint |
String |
The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon.
|
FIX.5.0SP2EP208 |
|
|
42892 |
UnderlyingMakeWholeRecallSpread |
PriceOffset |
Spread over the floating rate index.
|
FIX.5.0SP2EP208 |
|
|
42893 |
UnderlyingMakeWholeBenchmarkQuote |
int |
The quote side of the benchmark to be used for calculating the "make whole" amount.
|
FIX.5.0SP2EP208 |
|
|
42894 |
UnderlyingMakeWholeInterpolationMethod |
int |
The method used when calculating the "make whole" amount. The most common is linear method.
|
FIX.5.0SP2EP208 |
|
|
42895 |
UnderlyingPaymentStreamCashSettlIndicator |
Boolean |
Indicates whether cash settlement is applicable.
|
FIX.5.0SP2EP208 |
|
|
42896 |
UnderlyingPaymentStreamCompoundingXIDRef |
XIDREF |
Reference to the stream which details the compounding fixed or floating rate.
|
FIX.5.0SP2EP208 |
|
|
42897 |
UnderlyingPaymentStreamCompoundingSpread |
PriceOffset |
The spread to be used for compounding. Used in scenarios where the interest payment is based on a compounding formula that uses a compounding spread in addition to the regular spread.
|
FIX.5.0SP2EP208 |
|
|
42898 |
UnderlyingPaymentStreamInterpolationMethod |
int |
The method used when calculating the index rate from multiple points on the curve. The most common is linear method.
|
FIX.5.0SP2EP208 |
|
|
42899 |
UnderlyingPaymentStreamInterpolationPeriod |
int |
Defines applicable periods for interpolation.
|
FIX.5.0SP2EP208 |
|
|
42900 |
UnderlyingPaymentStreamCompoundingFixedRate |
float |
The compounding fixed rate applicable to the payment stream.
|
FIX.5.0SP2EP208 |
|
|
42901 |
NoUnderlyingPaymentStreamCompoundingDates |
NumInGroup |
Number of dates in the repeating group.
|
FIX.5.0SP2EP208 |
|
|
42902 |
UnderlyingPaymentStreamCompoundingDate |
LocalMktDate |
The compounding date. Type of date is specified in UnderlyingPaymentStreamCompoundingDateType(42903).
|
FIX.5.0SP2EP208 |
|
|
42903 |
UnderlyingPaymentStreamCompoundingDateType |
int |
Specifies the type of payment compounding date (e.g. adjusted for holidays).
|
FIX.5.0SP2EP208 |
|
|
42904 |
UnderlyingPaymentStreamCompoundingDatesBusinessDayConvention |
int |
The compounding dates business day convention.
|
FIX.5.0SP2EP208 |
|
|
42905 |
UnderlyingPaymentStreamCompoundingDatesRelativeTo |
int |
Specifies the anchor date when the compounding dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP208 |
|
|
42906 |
UnderlyingPaymentStreamCompoundingDatesOffsetPeriod |
int |
Time unit multiplier for the relative compounding date offset.
|
FIX.5.0SP2EP208 |
|
|
42907 |
UnderlyingPaymentStreamCompoundingDatesOffsetUnit |
String |
Time unit associated with the relative compounding date offset.
|
FIX.5.0SP2EP208 |
|
|
42908 |
UnderlyingPaymentStreamCompoundingDatesOffsetDayType |
int |
Specifies the day type of the relative compounding date offset.
|
FIX.5.0SP2EP208 |
|
|
42909 |
UnderlyingPaymentStreamCompoundingPeriodSkip |
int |
The number of periods in the "RelativeTo" schedule that are between each date in the compounding schedule. A skip of 2 would mean that compounding dates are relative to every second date in the "RelativeTo" schedule. If present this should have a value greater than 1.
|
FIX.5.0SP2EP208 |
|
|
42910 |
UnderlyingPaymentStreamCompoundingFrequencyPeriod |
int |
Time unit multiplier for the frequency at which compounding dates occur.
|
FIX.5.0SP2EP208 |
|
|
42911 |
UnderlyingPaymentStreamCompoundingFrequencyUnit |
String |
Time unit associated with the frequency at which compounding dates occur.
|
FIX.5.0SP2EP208 |
|
|
42912 |
UnderlyingPaymentStreamCompoundingRollConvention |
String |
The convention for determining the sequence of compounding dates. It is used in conjunction with a specified frequency.
|
FIX.5.0SP2EP208 |
|
|
42913 |
UnderlyingPaymentStreamBoundsFirstDateUnadjusted |
LocalMktDate |
The unadjusted first date of the compounding schedule. This can be used to restrict the range of dates when they are relative.
|
FIX.5.0SP2EP208 |
|
|
42914 |
UnderlyingPaymentStreamBoundsLastDateUnadjusted |
LocalMktDate |
The unadjusted last date of the compounding schedule. This can be used to restrict the range of dates when they are relative.
|
FIX.5.0SP2EP208 |
|
|
42915 |
NoUnderlyingPaymentStreamCompoundingDatesBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP208 |
|
|
42916 |
UnderlyingPaymentStreamCompoundingDatesBusinessCenter |
String |
The business center calendar used for date adjustment of the payment stream compounding dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP208 |
|
|
42917 |
UnderlyingPaymentStreamCompoundingEndDateUnadjusted |
LocalMktDate |
The unadjusted compounding end date.
|
FIX.5.0SP2EP208 |
|
|
42918 |
UnderlyingPaymentStreamCompoundingEndDateRelativeTo |
int |
Specifies the anchor date when the compounding end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP208 |
|
|
42919 |
UnderlyingPaymentStreamCompoundingEndDateOffsetPeriod |
int |
Time unit multiplier for the relative compounding end date offset.
|
FIX.5.0SP2EP208 |
|
|
42920 |
UnderlyingPaymentStreamCompoundingEndDateOffsetUnit |
String |
Time unit associated with the relative compounding end date offset.
|
FIX.5.0SP2EP208 |
|
|
42921 |
UnderlyingPaymentStreamCompoundingEndDateOffsetDayType |
int |
Specifies the day type of the relative compounding end date offset.
|
FIX.5.0SP2EP208 |
|
|
42922 |
UnderlyingPaymentStreamCompoundingEndDateAdjusted |
LocalMktDate |
The adjusted compounding end date.
|
FIX.5.0SP2EP208 |
|
|
42923 |
UnderlyingPaymentStreamCompoundingRateIndex |
String |
The payment stream's compounding floating rate index.
|
FIX.5.0SP2EP208 |
|
|
42924 |
UnderlyingPaymentStreamCompoundingRateIndexCurvePeriod |
int |
Time unit multiplier for the payment stream's compounding floating rate index curve period.
|
FIX.5.0SP2EP208 |
|
|
42925 |
UnderlyingPaymentStreamCompoundingRateIndexCurveUnit |
String |
Time unit associated with the payment stream's compounding floating rate index curve period.
|
FIX.5.0SP2EP208 |
|
|
42926 |
UnderlyingPaymentStreamCompoundingRateMultiplier |
float |
A rate multiplier to apply to the compounding floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the stream.
|
FIX.5.0SP2EP208 |
|
|
42927 |
UnderlyingPaymentStreamCompoundingRateSpread |
PriceOffset |
The basis points spread from the index specified in UnderlyingPaymentStreamCompoundingRateIndex(42923).
|
FIX.5.0SP2EP208 |
|
|
42928 |
UnderlyingPaymentStreamCompoundingRateSpreadPositionType |
int |
Identifies whether the rate spread is applied to a long or short position.
|
FIX.5.0SP2EP208 |
|
|
42929 |
UnderlyingPaymentStreamCompoundingRateTreatment |
int |
Specifies the yield calculation treatment for the index.
|
FIX.5.0SP2EP208 |
|
|
42930 |
UnderlyingPaymentStreamCompoundingCapRate |
Percentage |
The cap rate, if any, which applies to the compounding floating rate. It is only required where the compounding floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05".
|
FIX.5.0SP2EP208 |
|
|
42931 |
UnderlyingPaymentStreamCompoundingCapRateBuySide |
int |
Reference to the buyer of the compounding cap rate option through its trade side.
|
FIX.5.0SP2EP208 |
|
|
42932 |
UnderlyingPaymentStreamCompoundingCapRateSellSide |
int |
Reference to the seller of the compounding cap rate option through its trade side.
|
FIX.5.0SP2EP208 |
|
|
42933 |
UnderlyingPaymentStreamCompoundingFloorRate |
Percentage |
The floor rate, if any, which applies to the compounding floating rate. The floor rate (strike) is only required where the compounding floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05".
|
FIX.5.0SP2EP208 |
|
|
42934 |
UnderlyingPaymentStreamCompoundingFloorRateBuySide |
int |
Reference to the buyer of the compounding floor rate option through its trade side.
|
FIX.5.0SP2EP208 |
|
|
42935 |
UnderlyingPaymentStreamCompoundingFloorRateSellSide |
int |
Reference to the seller of the floor rate option through its trade side.
|
FIX.5.0SP2EP208 |
|
|
42936 |
UnderlyingPaymentStreamCompoundingInitialRate |
Percentage |
The initial compounding floating rate reset agreed between the principal parties involved in the trade. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05".
|
FIX.5.0SP2EP208 |
|
|
42937 |
UnderlyingPaymentStreamCompoundingFinalRateRoundingDirection |
char |
Specifies the rounding direction for the compounding floating rate.
|
FIX.5.0SP2EP208 |
|
|
42938 |
UnderlyingPaymentStreamCompoundingFinalRatePrecision |
int |
Specifies the compounding floating rate rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7.
|
FIX.5.0SP2EP208 |
|
|
42939 |
UnderlyingPaymentStreamCompoundingAveragingMethod |
int |
Specifies the averaging method when compounding floating rate averaging is applicable (e.g. weighted or unweighted).
|
FIX.5.0SP2EP208 |
|
|
42940 |
UnderlyingPaymentStreamCompoundingNegativeRateTreatment |
int |
Specifies the method for calculating payment obligations when a compounding floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).
|
FIX.5.0SP2EP208 |
|
|
42941 |
UnderlyingPaymentStreamCompoundingStartDateUnadjusted |
LocalMktDate |
The unadjusted compounding start date.
|
FIX.5.0SP2EP208 |
|
|
42942 |
UnderlyingPaymentStreamCompoundingStartDateRelativeTo |
int |
Specifies the anchor date when the compounding start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP208 |
|
|
42943 |
UnderlyingPaymentStreamCompoundingStartDateOffsetPeriod |
int |
Time unit multiplier for the relative compounding start date offset.
|
FIX.5.0SP2EP208 |
|
|
42944 |
UnderlyingPaymentStreamCompoundingStartDateOffsetUnit |
String |
Time unit associated with the relative compounding start date offset.
|
FIX.5.0SP2EP208 |
|
|
42945 |
UnderlyingPaymentStreamCompoundingStartDateOffsetDayType |
int |
Specifies the day type of the relative compounding start date offset.
|
FIX.5.0SP2EP208 |
|
|
42946 |
UnderlyingPaymentStreamCompoundingStartDateAdjusted |
LocalMktDate |
The adjusted compounding start date.
|
FIX.5.0SP2EP208 |
|
|
42947 |
UnderlyingPaymentStreamFormulaImageLength |
Length |
Length in bytes of the UnderlyingPaymentStreamFormulaImage(42948) field.
|
FIX.5.0SP2EP208 |
|
|
42948 |
UnderlyingPaymentStreamFormulaImage |
data |
Image of the formula image when represented through an encoded clip in base64Binary.
|
FIX.5.0SP2EP208 |
|
|
42949 |
UnderlyingPaymentStreamFinalPricePaymentDateUnadjusted |
LocalMktDate |
The unadjusted final price payment date.
|
FIX.5.0SP2EP208 |
|
|
42950 |
UnderlyingPaymentStreamFinalPricePaymentDateRelativeTo |
int |
Specifies the anchor date when the final price payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP208 |
|
|
42951 |
UnderlyingPaymentStreamFinalPricePaymentDateOffsetPeriod |
int |
Time unit multiplier for the relative final price payment date offset.
|
FIX.5.0SP2EP208 |
|
|
42952 |
UnderlyingPaymentStreamFinalPricePaymentDateOffsetUnit |
String |
Time unit associated with the relative final price payment date offset.
|
FIX.5.0SP2EP208 |
|
|
42953 |
UnderlyingPaymentStreamFinalPricePaymentDateOffsetDayType |
int |
Specifies the day type of the relative final price payment date offset.
|
FIX.5.0SP2EP208 |
|
|
42954 |
UnderlyingPaymentStreamFinalPricePaymentDateAdjusted |
LocalMktDate |
The adjusted final price payment date.
|
FIX.5.0SP2EP208 |
|
|
42955 |
NoUnderlyingPaymentStreamFixingDates |
NumInGroup |
Number of fixing dates in the repeating group.
|
FIX.5.0SP2EP208 |
|
|
42956 |
UnderlyingPaymentStreamFixingDate |
LocalMktDate |
The fixing date. Type of date is specified in UnderlyingPaymentStreamFixingDateType(42957).
|
FIX.5.0SP2EP208 |
|
|
42957 |
UnderlyingPaymentStreamFixingDateType |
int |
Specifies the type of fixing date (e.g. adjusted for holidays).
|
FIX.5.0SP2EP208 |
|
|
42958 |
UnderlyingPaymentStreamFirstObservationDateUnadjusted |
LocalMktDate |
The unadjusted initial price observation date.
|
FIX.5.0SP2EP208 |
|
|
42959 |
UnderlyingPaymentStreamFirstObservationDateRelativeTo |
int |
Specifies the anchor date when the initial price observation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP208 |
|
|
42960 |
UnderlyingPaymentStreamFirstObservationDateOffsetDayType |
int |
Specifies the day type of the initial price observation date offset.
|
FIX.5.0SP2EP208 |
|
|
42961 |
UnderlyingPaymentStreamFirstObservationDateAdjusted |
LocalMktDate |
The adjusted initial price observation date.
|
FIX.5.0SP2EP208 |
|
|
42962 |
UnderlyingPaymentStreamUnderlierRefID |
String |
References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component.
|
FIX.5.0SP2EP208 |
|
|
42963 |
UnderlyingReturnRateNotionalReset |
Boolean |
Indicates whether the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions is applicable ("Y") or not.
|
FIX.5.0SP2EP208 |
|
|
42964 |
UnderlyingPaymentStreamLinkInitialLevel |
Price |
Price level at which the correlation or variance swap contract will strike.
|
FIX.5.0SP2EP208 |
|
|
42965 |
UnderlyingPaymentStreamLinkClosingLevelIndicator |
Boolean |
Indicates whether the correlation or variance swap contract will ("Y") strike off the closing level of the default exchange traded contract or not.
|
FIX.5.0SP2EP208 |
|
|
42966 |
UnderlyingPaymentStreamLinkExpiringLevelIndicator |
Boolean |
Indicates whether the correlation or variance swap contract will ("Y") strike off the expiring level of the default exchange traded contract or not.
|
FIX.5.0SP2EP208 |
|
|
42967 |
UnderlyingPaymentStreamLinkEstimatedTradingDays |
int |
The expected number of trading days in the variance or correlation swap stream.
|
FIX.5.0SP2EP208 |
|
|
42968 |
UnderlyingPaymentStreamLinkStrikePrice |
Price |
The strike price of a correlation or variance swap stream.
|
FIX.5.0SP2EP208 |
|
|
42969 |
UnderlyingPaymentStreamLinkStrikePriceType |
int |
For a variance swap specifies how UnderlyingPaymentStreamLinkStrikePrice(42968) is expressed.
|
FIX.5.0SP2EP208 |
|
|
42970 |
UnderlyingPaymentStreamLinkMaximumBoundary |
float |
Specifies the maximum or upper boundary for variance or strike determination. For a variation swap stream all observations above this price level will be excluded from the variance calculation. For a correlation swap stream the maximum boundary is a percentage of the strike price.
|
FIX.5.0SP2EP208 |
|
|
42971 |
UnderlyingPaymentStreamLinkMinimumBoundary |
float |
Specifies the minimum or lower boundary for variance or strike determination. For a variation swap stream all observations below this price level will be excluded from the variance calculation. For a correlation swap stream the minimum boundary is a percentage of the strike price.
|
FIX.5.0SP2EP208 |
|
|
42972 |
UnderlyingPaymentStreamLinkNumberOfDataSeries |
int |
Number of data series for a correlation swap. Normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific. Each of these geographic areas will have its own data series to avoid contagion.
|
FIX.5.0SP2EP208 |
|
|
42973 |
UnderlyingPaymentStreamVarianceUnadjustedCap |
float |
Indicates the scaling factor to be multiplied by the variance strike price thereby making variance cap applicable.
|
FIX.5.0SP2EP208 |
|
|
42974 |
UnderlyingPaymentStreamRealizedVarianceMethod |
int |
Indicates which price to use to satisfy the boundary condition.
|
FIX.5.0SP2EP208 |
|
|
42975 |
UnderlyingPaymentStreamDaysAdjustmentIndicator |
Boolean |
Indicates whether the contract specifies that the notional should be scaled by the number of days in range divided by the estimate trading days or not. The number of "days in range" refers to the number of returns that contribute to the realized volatility.
|
FIX.5.0SP2EP208 |
|
|
42976 |
UnderlyingPaymentStreamNearestExchangeContractRefID |
String |
References a contract listed on an exchange through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component.
|
FIX.5.0SP2EP208 |
|
|
42977 |
UnderlyingPaymentStreamVegaNotionalAmount |
float |
Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol (realised volatility) and KVol (strike volatility). It does not necessarily represent the Vega risk of the trade.
|
FIX.5.0SP2EP208 |
|
|
42978 |
UnderlyingPaymentStreamFormulaCurrency |
Currency |
The currency in which the formula amount is denominated. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP208 |
|
|
42979 |
UnderlyingPaymentStreamFormulaCurrencyDeterminationMethod |
String |
Specifies the method according to which the formula amount currency is determined. See http://www.fpml.org/coding-scheme/determination-method for values.
|
FIX.5.0SP2EP208 |
|
|
42980 |
UnderlyingPaymentStreamFormulaReferenceAmount |
int |
Specifies the reference amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or refers to a term defined elsewhere in the swap document. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of reference amounts.
|
FIX.5.0SP2EP208 |
|
|
42981 |
NoUnderlyingPaymentStreamFormulas |
NumInGroup |
Number of formulas in the repeating group.
|
FIX.5.0SP2EP208 |
|
|
42982 |
UnderlyingPaymentStreamFormula |
XMLData |
Contains an XML representation of the formula. Defined for flexibility in choice of language (MathML, OpenMath or text).
|
FIX.5.0SP2EP208 |
|
|
42983 |
UnderlyingPaymentStreamFormulaDesc |
String |
A description of the math formula in UnderlyingPaymentStreamFormula(42982).
|
FIX.5.0SP2EP208 |
|
|
42984 |
UnderlyingPaymentStubEndDateUnadjusted |
LocalMktDate |
The unadjusted stub end date.
|
FIX.5.0SP2EP208 |
|
|
42985 |
UnderlyingPaymentStubEndDateBusinessDayConvention |
int |
The stub end date business day convention.
|
FIX.5.0SP2EP208 |
|
|
42986 |
UnderlyingPaymentStubEndDateRelativeTo |
int |
Specifies the anchor date when the stub end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP208 |
|
|
42987 |
UnderlyingPaymentStubEndDateOffsetPeriod |
int |
Time unit multiplier for the relative stub end date offset.
|
FIX.5.0SP2EP208 |
|
|
42988 |
UnderlyingPaymentStubEndDateOffsetUnit |
String |
Time unit associated with the relative stub end date offset.
|
FIX.5.0SP2EP208 |
|
|
42989 |
UnderlyingPaymentStubEndDateOffsetDayType |
int |
Specifies the day type of the relative stub end date offset.
|
FIX.5.0SP2EP208 |
|
|
42990 |
UnderlyingPaymentStubEndDateAdjusted |
LocalMktDate |
The adjusted stub end date.
|
FIX.5.0SP2EP208 |
|
|
42991 |
NoUnderlyingPaymentStubEndDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP208 |
|
|
42992 |
UnderlyingPaymentStubEndDateBusinessCenter |
String |
The business center calendar used for date adjustment of the payment stub end date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP208 |
|
|
42993 |
UnderlyingPaymentStubStartDateUnadjusted |
LocalMktDate |
The unadjusted stub start date.
|
FIX.5.0SP2EP208 |
|
|
42994 |
UnderlyingPaymentStubStartDateBusinessDayConvention |
int |
The stub start date business day convention.
|
FIX.5.0SP2EP208 |
|
|
42995 |
UnderlyingPaymentStubStartDateRelativeTo |
int |
Specifies the anchor date when the stub start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP208 |
|
|
42996 |
UnderlyingPaymentStubStartDateOffsetPeriod |
int |
Time unit multiplier for the relative stub start date offset.
|
FIX.5.0SP2EP208 |
|
|
42997 |
UnderlyingPaymentStubStartDateOffsetUnit |
String |
Time unit associated with the relative stub start date offset.
|
FIX.5.0SP2EP208 |
|
|
42998 |
UnderlyingPaymentStubStartDateOffsetDayType |
int |
Specifies the day type of the relative stub start date offset.
|
FIX.5.0SP2EP208 |
|
|
42999 |
UnderlyingPaymentStubStartDateAdjusted |
LocalMktDate |
The adjusted stub start date.
|
FIX.5.0SP2EP208 |
|
|
43000 |
NoUnderlyingPaymentStubStartDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP208 |
|
|
43001 |
UnderlyingPaymentStubStartDateBusinessCenter |
String |
The business center calendar used for date adjustment of the payment stub start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP208 |
|
|
43002 |
UnderlyingProvisionBreakFeeElection |
int |
Type of fee elected for the break provision.
|
FIX.5.0SP2EP208 |
|
|
43003 |
UnderlyingProvisionBreakFeeRate |
Percentage |
Break fee election rate when the break fee is proportional to the notional. A fee rate of 5% would be represented as "0.05".
|
FIX.5.0SP2EP208 |
|
|
43004 |
UnderlyingRateSpreadInitialValue |
float |
Specifies the initial rate spread for a basket underlier.
|
FIX.5.0SP2EP208 |
|
|
43005 |
NoUnderlyingRateSpreadSteps |
NumInGroup |
Number of entries in the repeating group.
|
FIX.5.0SP2EP208 |
|
|
43006 |
UnderlyingRateSpreadStepDate |
LocalMktDate |
The date that the rate spread step takes affect.
|
FIX.5.0SP2EP208 |
|
|
43007 |
UnderlyingRateSpreadStepValue |
float |
The the value of the new rate spread as of the UnderlyingRateSpreadStepDate(43006).
|
FIX.5.0SP2EP208 |
|
|
43008 |
NoUnderlyingReturnRateDates |
NumInGroup |
Number of iterations in the return rate date repeating group.
|
FIX.5.0SP2EP208 |
|
|
43009 |
UnderlyingReturnRateDateMode |
int |
Specifies the valuation type applicable to the return rate date.
|
FIX.5.0SP2EP208 |
|
|
43010 |
UnderlyingReturnRateValuationDateRelativeTo |
int |
Specifies the anchor date when the return rate valuation dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP208 |
|
|
43011 |
UnderlyingReturnRateValuationDateOffsetPeriod |
int |
Time unit multiplier for the relative return rate valuation date offset.
|
FIX.5.0SP2EP208 |
|
|
43012 |
UnderlyingReturnRateValuationDateOffsetUnit |
String |
Time unit associated with the relative return rate valuation date offset.
|
FIX.5.0SP2EP208 |
|
|
43013 |
UnderlyingReturnRateValuationDateOffsetDayType |
int |
Specifies the day type of the relative return rate valuation date offset.
|
FIX.5.0SP2EP208 |
|
|
43014 |
UnderlyingReturnRateValuationStartDateUnadjusted |
LocalMktDate |
The unadjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative.
|
FIX.5.0SP2EP208 |
|
|
43015 |
UnderlyingReturnRateValuationStartDateRelativeTo |
int |
Specifies the anchor date when the return rate valuation start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP208 |
|
|
43016 |
UnderlyingReturnRateValuationStartDateOffsetPeriod |
int |
Time unit multiplier for the relative return rate valuation start date offset.
|
FIX.5.0SP2EP208 |
|
|
43017 |
UnderlyingReturnRateValuationStartDateOffsetUnit |
String |
Time unit associated with the relative return rate valuation start date offset.
|
FIX.5.0SP2EP208 |
|
|
43018 |
UnderlyingReturnRateValuationStartDateOffsetDayType |
int |
Specifies the day type of the relative return rate valuation start date offset.
|
FIX.5.0SP2EP208 |
|
|
43019 |
UnderlyingReturnRateValuationStartDateAdjusted |
LocalMktDate |
The adjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative.
|
FIX.5.0SP2EP208 |
|
|
43020 |
UnderlyingReturnRateValuationEndDateUnadjusted |
LocalMktDate |
The unadjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative.
|
FIX.5.0SP2EP208 |
|
|
43021 |
UnderlyingReturnRateValuationEndDateRelativeTo |
int |
Specifies the anchor date when the return rate valuation end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP208 |
|
|
43022 |
UnderlyingReturnRateValuationEndDateOffsetPeriod |
int |
Time unit multiplier for the relative return rate valuation end date offset.
|
FIX.5.0SP2EP208 |
|
|
43023 |
UnderlyingReturnRateValuationEndDateOffsetUnit |
String |
Time unit associated with the relative return rate valuation end date offset.
|
FIX.5.0SP2EP208 |
|
|
43024 |
UnderlyingReturnRateValuationEndDateOffsetDayType |
int |
Specifies the day type of the relative return rate valuation end date offset.
|
FIX.5.0SP2EP208 |
|
|
43025 |
UnderlyingReturnRateValuationEndDateAdjusted |
LocalMktDate |
The adjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative.
|
FIX.5.0SP2EP208 |
|
|
43026 |
UnderlyingReturnRateValuationFrequencyPeriod |
int |
Time unit multiplier for the frequency at which return rate valuation dates occur.
|
FIX.5.0SP2EP208 |
|
|
43027 |
UnderlyingReturnRateValuationFrequencyUnit |
String |
Time unit associated with the frequency at which return rate valuation dates occur.
|
FIX.5.0SP2EP208 |
|
|
43028 |
UnderlyingReturnRateValuationFrequencyRollConvention |
String |
The convention for determining the sequence of return rate valuation dates. It is used in conjunction with a specified frequency.
|
FIX.5.0SP2EP208 |
|
|
43029 |
UnderlyingReturnRateValuationDateBusinessDayConvention |
int |
The return rate valuation dates business day convention.
|
FIX.5.0SP2EP208 |
|
|
43030 |
NoUnderlyingReturnRateFXConversions |
NumInGroup |
Number of iterations in the return rate FX conversion repeating group.
|
FIX.5.0SP2EP208 |
|
|
43031 |
UnderlyingReturnRateFXCurrencySymbol |
String |
Specifies the currency pair for the FX conversion expressed using the CCY1/CCY2 convention. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP208 |
|
|
43032 |
UnderlyingReturnRateFXRate |
float |
The rate of exchange between the two currencies specified in UnderlyingReturnRateFXCurrencySymbol(43031).
|
FIX.5.0SP2EP208 |
|
|
43033 |
UnderlyingReturnRateFXRateCalc |
char |
Specifies whether UnderlyingReturnRateFXRate(43032) should be multiplied or divided.
|
FIX.5.0SP2EP208 |
|
|
43034 |
NoUnderlyingReturnRates |
NumInGroup |
Number of iterations in the return rate repeating group.
|
FIX.5.0SP2EP208 |
|
|
43035 |
UnderlyingReturnRatePriceSequence |
int |
Specifies the type of price sequence of the return rate.
|
FIX.5.0SP2EP208 |
|
|
43036 |
UnderlyingReturnRateCommissionBasis |
char |
Specifies the basis or unit used to calculate the commission.
|
FIX.5.0SP2EP208 |
|
|
43037 |
UnderlyingReturnRateCommissionAmount |
Amt |
The commission amount.
|
FIX.5.0SP2EP208 |
|
|
43038 |
UnderlyingReturnRateCommissionCurrency |
Currency |
Specifies the currency the commission amount is denominated in. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP208 |
|
|
43039 |
UnderlyingReturnRateTotalCommissionPerTrade |
Amt |
The total commission per trade.
|
FIX.5.0SP2EP208 |
|
|
43040 |
UnderlyingReturnRateDeterminationMethod |
String |
Specifies the method by which the underlier prices are determined. See http://www.fpml.org/coding-scheme/determination-method for values.
|
FIX.5.0SP2EP208 |
|
|
43041 |
UnderlyingReturnRateAmountRelativeTo |
int |
Specifies the reference amount when the return rate amount is relative to another amount in the trade. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of relative amounts.
|
FIX.5.0SP2EP208 |
|
|
43042 |
UnderlyingReturnRateQuoteMeasureType |
String |
Specifies the type of the measure applied to the return rate's asset, e.g. valuation, sensitivity risk. This could be an NPV, a cash flow, a clean price, etc. See http://www.fpml.org/coding-scheme/asset-measure for values.
|
FIX.5.0SP2EP208 |
|
|
43043 |
UnderlyingReturnRateQuoteUnits |
String |
Specifies the units that the measure is expressed in. If not specified, the default is a price/value in currency units. See http://www.fpml.org/coding-scheme/price-quote-units for values.
|
FIX.5.0SP2EP208 |
|
|
43044 |
UnderlyingReturnRateQuoteMethod |
int |
Specifies the type of quote used to determine the return rate of the swap.
|
FIX.5.0SP2EP208 |
|
|
43045 |
UnderlyingReturnRateQuoteCurrency |
Currency |
Specifies the currency the return rate quote is denominated in. Uses ISO 4217 Currency Code.
|
FIX.5.0SP2EP208 |
|
|
43046 |
UnderlyingReturnRateQuoteCurrencyType |
String |
Specifies the type of currency, e.g. settlement currency, base currency, etc., that the quote is reported in. See http://www.fpml.org/coding-scheme/reporting-currency-type for values.
|
FIX.5.0SP2EP208 |
|
|
43047 |
UnderlyingReturnRateQuoteTimeType |
int |
Specifies how or the timing when the quote is to be obtained.
|
FIX.5.0SP2EP208 |
|
|
43048 |
UnderlyingReturnRateQuoteTime |
LocalMktDate |
The time when the quote is to be generated.
|
FIX.5.0SP2EP208 |
|
|
43049 |
UnderlyingReturnRateQuoteDate |
LocalMktDate |
The date when the quote is to be generated.
|
FIX.5.0SP2EP208 |
|
|
43050 |
UnderlyingReturnRateQuoteExpirationTime |
LocalMktTime |
The time when the quote ceases to be valid.
|
FIX.5.0SP2EP208 |
|
|
43051 |
UnderlyingReturnRateQuoteBusinessCenter |
String |
The business center calendar used for adjustments associated with UnderlyingReturnRateQuoteTimeType(43047) or UnderlyingReturnRateQuoteTime(43048) and UnderlyingReturnRateQuoteDate(43049), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP208 |
|
|
43052 |
UnderlyingReturnRateQuoteExchange |
Exchange |
Specifies the exchange (e.g. stock or listed futures/options exchange) from which the quote is obtained.
|
FIX.5.0SP2EP208 |
|
|
43053 |
UnderlyingReturnRateQuotePricingModel |
String |
Specifies the pricing model used to evaluate the underlying asset price. See http://www.fpml.org/coding-scheme/pricing-model for values.
|
FIX.5.0SP2EP208 |
|
|
43054 |
UnderlyingReturnRateCashFlowType |
String |
Specifies the type of cash flows, e.g. coupon payment, premium fee, settlement fee, etc. See http://www.fpml.org/coding-scheme/cashflow-type for values.
|
FIX.5.0SP2EP208 |
|
|
43055 |
UnderlyingReturnRateValuationTimeType |
int |
Specifies the timing at which the calculation agent values the underlying.
|
FIX.5.0SP2EP208 |
|
|
43056 |
UnderlyingReturnRateValuationTime |
LocalMktTime |
The time at which the calculation agent values the underlying asset.
|
FIX.5.0SP2EP208 |
|
|
43057 |
UnderlyingReturnRateValuationTimeBusinessCenter |
String |
The business center calendar used for adjustments associated with UnderlyingReturnRateValuationTimeType(43055) or UnderlyingReturnRateValuationTime(43056) , e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP208 |
|
|
43058 |
UnderlyingReturnRateValuationPriceOption |
int |
Indicates whether an ISDA price option applies, and if applicable which type of price.
|
FIX.5.0SP2EP208 |
|
|
43059 |
UnderlyingReturnRateFinalPriceFallback |
int |
Specifies the fallback provision for the hedging party in the determination of the final price.
|
FIX.5.0SP2EP208 |
|
|
43060 |
NoUnderlyingReturnRateInformationSources |
NumInGroup |
Number of iterations in the return rate information source repeating group.
|
FIX.5.0SP2EP208 |
|
|
43061 |
UnderlyingReturnRateInformationSource |
int |
Identifies the source of rate information. For FX the references source to be used for the FX spot rate.
|
FIX.5.0SP2EP208 |
|
|
43062 |
UnderlyingReturnRateReferencePage |
String |
Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When UnderlyingReturnRateInformationSource(43061) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option
|
FIX.5.0SP2EP208 |
|
|
43063 |
UnderlyingReturnRateReferencePageHeading |
String |
Identifies the page heading from the rate source.
|
FIX.5.0SP2EP208 |
|
|
43064 |
NoUnderlyingReturnRatePrices |
NumInGroup |
Number of iterations in the return rate price repeating group.
|
FIX.5.0SP2EP208 |
|
|
43065 |
UnderlyingReturnRatePriceBasis |
int |
The basis of the return price.
|
FIX.5.0SP2EP208 |
|
|
43066 |
UnderlyingReturnRatePrice |
Price |
Specifies the price of the underlying swap asset.
|
FIX.5.0SP2EP208 |
|
|
43067 |
UnderlyingReturnRatePriceCurrency |
Currency |
Specifies the currency of the price of the underlying swap asset. Uses ISO 4217 currency codes.
|
FIX.5.0SP2EP208 |
|
|
43068 |
UnderlyingReturnRatePriceType |
int |
Specifies whether the UnderlyingReturnRatePrice(43066) is expressed in absolute or relative terms.
|
FIX.5.0SP2EP208 |
|
|
43069 |
NoUnderlyingReturnRateValuationDateBusinessCenters |
NumInGroup |
Number of iterations in the return rate valuation date business center repeating group.
|
FIX.5.0SP2EP208 |
|
|
43070 |
UnderlyingReturnRateValuationDateBusinessCenter |
String |
The business center calendar used for date adjustment of the return rate valuation unadjusted or relative dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP208 |
|
|
43071 |
NoUnderlyingReturnRateValuationDates |
NumInGroup |
Number of iterations in the return rate valuation date repeating group.
|
FIX.5.0SP2EP208 |
|
|
43072 |
UnderlyingReturnRateValuationDate |
LocalMktDate |
The return rate valuation date. Type of date is specified in UnderlyingReturnRateValuationDateType(43073).
|
FIX.5.0SP2EP208 |
|
|
43073 |
UnderlyingReturnRateValuationDateType |
int |
Specifies the type of return rate valuation date (e.g. adjusted for holidays).
|
FIX.5.0SP2EP208 |
|
|
43074 |
NoUnderlyingSettlMethodElectionDateBusinessCenters |
NumInGroup |
Number of business centers in the repeating group.
|
FIX.5.0SP2EP208 |
|
|
43075 |
UnderlyingSettlMethodElectionDateBusinessCenter |
String |
The business center calendar used for date adjustment of the settlement method election unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
FIX.5.0SP2EP208 |
|
|
43076 |
UnderlyingSettlMethodElectionDateUnadjusted |
LocalMktDate |
The unadjusted settlement method election date.
|
FIX.5.0SP2EP208 |
|
|
43077 |
UnderlyingSettlMethodElectionDateBusinessDayConvention |
int |
The settlement method election date adjustment business day convention.
|
FIX.5.0SP2EP208 |
|
|
43078 |
UnderlyingSettlMethodElectionDateRelativeTo |
int |
Specifies the anchor date when the settlement method election date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
FIX.5.0SP2EP208 |
|
|
43079 |
UnderlyingSettlMethodElectionDateOffsetPeriod |
int |
Time unit multiplier for the relative settlement method election date offset.
|
FIX.5.0SP2EP208 |
|
|
43080 |
UnderlyingSettlMethodElectionDateOffsetUnit |
String |
Time unit associated with the relative settlement method election date offset.
|
FIX.5.0SP2EP208 |
|
|
43081 |
UnderlyingSettlMethodElectionDateOffsetDayType |
int |
Specifies the day type of the relative settlement method election date offset.
|
FIX.5.0SP2EP208 |
|
|
43082 |
UnderlyingSettlMethodElectionDateAdjusted |
LocalMktDate |
The adjusted settlement method election date.
|
FIX.5.0SP2EP208 |
|
|
43083 |
UnderlyingStreamVersion |
String |
The stream version identifier when there have been modifications to the contract over time. Helps signal when there are embedded changes.
|
FIX.5.0SP2EP208 |
|
|
43084 |
UnderlyingStreamVersionEffectiveDate |
LocalMktDate |
The effective date of the UnderlyingStreamVersion(43083).
|
FIX.5.0SP2EP208 |
|
|
43085 |
UnderlyingStreamNotionalDeterminationMethod |
String |
Specifies the method for determining the floating notional value for equity swaps. See http://www.fpml.org/coding-scheme/determination-method for values.
|
FIX.5.0SP2EP208 |
|
|
43086 |
UnderlyingStreamNotionalAdjustments |
int |
For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap.
|
FIX.5.0SP2EP208 |
|
|
43087 |
PaymentDesc |
String |
A short descriptive name given to the payment, e.g. Premium, Upfront, etc. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as reference.
|
FIX.5.0SP2EP203 |
|
|
43088 |
LegPaymentStreamRateIndexID |
String |
Security identifier of the floating rate index.
|
FIX.5.0SP2EP235 |
|
|
43089 |
LegPaymentStreamRateIndexIDSource |
String |
Source for the floating rate index identified in LegPaymentStreamRateIndexID(43088).
|
FIX.5.0SP2EP235 |
|
|
43090 |
PaymentStreamRateIndexID |
String |
Security identifier of the floating rate index.
|
FIX.5.0SP2EP235 |
|
|
43091 |
PaymentStreamRateIndexIDSource |
String |
Source for the floating rate index identified in PaymentStreamRateIndexID(43090).
|
FIX.5.0SP2EP235 |
|
|
43092 |
UnderlyingPaymentStreamRateIndexID |
String |
Security identifier of the floating rate index.
|
FIX.5.0SP2EP235 |
|
|
43093 |
UnderlyingPaymentStreamRateIndexIDSource |
String |
Source for the floating rate index identified in UnderlyingPaymentStreamRateIndexID(43092).
|
FIX.5.0SP2EP235 |
|
|
43094 |
DeliveryStreamRouteOrCharter |
String |
Specific delivery route or time charter average. Applicable to commodity freight swaps.
|
FIX.5.0SP2EP235 |
|
|
43095 |
LegDeliveryStreamRouteOrCharter |
String |
Specific delivery route or time charter average. Applicable to commodity freight swaps.
|
FIX.5.0SP2EP235 |
|
|
43096 |
UnderlyingDeliveryStreamRouteOrCharter |
String |
Specific delivery route or time charter average. Applicable to commodity freight swaps.
|
FIX.5.0SP2EP235 |
|
|
50000 |
BatchID |
String |
Unique Identifier for a batch of messages.
|
FIX.5.0SP2EP178 |
|
|
50001 |
BatchTotalMessages |
int |
Total # of messages contained within batch.
|
FIX.5.0SP2EP178 |
|
|
50002 |
BatchProcessMode |
int |
Indicates the processing mode for a batch of messages.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Update |
Update/incremental (default if not specified) |
FIX.5.0SP2EP178 |
|
|
1 |
Snapshot |
Indicates that messages within the batch should be considered complete, and should replace all prior information. The recipient can take action, to be decided out of band, on previously received data omitted from the batch (e.g. an account not referenced has zero collateral value, a security not referenced is no longer tradable). The scope of completeness (e.g. a complete list of collateral values for all of a given firm's accounts, a complete list of options trading on a given exchange) will be decided out of band. |
FIX.5.0SP2EP178 |
|
|
|
FIX.5.0SP2EP178 |
|
|
The Heartbeat monitors the status of the communication link and identifies when the last of a string of messages was not received.
The test request message forces a heartbeat from the opposing application. The test request message checks sequence numbers or verifies communication line status. The opposite application responds to the Test Request with a Heartbeat containing the TestReqID.
The resend request is sent by the receiving application to initiate the retransmission of messages. This function is utilized if a sequence number gap is detected, if the receiving application lost a message, or as a function of the initialization process.
The reject message should be issued when a message is received but cannot be properly processed due to a session-level rule violation. An example of when a reject may be appropriate would be the receipt of a message with invalid basic data which successfully passes de-encryption, CheckSum and BodyLength checks.
The sequence reset message is used by the sending application to reset the incoming sequence number on the opposing side.
The logout message initiates or confirms the termination of a FIX session. Disconnection without the exchange of logout messages should be interpreted as an abnormal condition.
Indication of interest messages are used to market merchandise which the broker is buying or selling in either a proprietary or agency capacity. The indications can be time bound with a specific expiration value. Indications are distributed with the understanding that other firms may react to the message first and that the merchandise may no longer be available due to prior trade.
Indication messages can be transmitted in various transaction types; NEW, CANCEL, and REPLACE. All message types other than NEW modify the state of the message identified in IOIRefID.
Advertisement messages are used to announce completed transactions. The advertisement message can be transmitted in various transaction types; NEW, CANCEL and REPLACE. All message types other than NEW modify the state of a previously transmitted advertisement identified in AdvRefID.
The order cancel reject message is issued by the broker upon receipt of a cancel request or cancel/replace request message which cannot be honored.
The logon message authenticates a user establishing a connection to a remote system. The logon message must be the first message sent by the application requesting to initiate a FIX session.
The news message is a general free format message between the broker and institution. The message contains flags to identify the news item's urgency and to allow sorting by subject company (symbol). The News message can be originated at either the broker or institution side, or exchanges and other marketplace venues.
The email message is similar to the format and purpose of the News message, however, it is intended for private use between two parties.
The new order message type is used by institutions wishing to electronically submit securities and forex orders to a broker for execution.
The New Order message type may also be used by institutions or retail intermediaries wishing to electronically submit Collective Investment Vehicle (CIV) orders to a broker or fund manager for execution.
The NewOrderList Message can be used in one of two ways depending on which market conventions are being followed.
The order cancel request message requests the cancellation of all of the remaining quantity of an existing order. Note that the Order Cancel/Replace Request should be used to partially cancel (reduce) an order).
The order cancel/replace request is used to change the parameters of an existing order.
Do not use this message to cancel the remaining quantity of an outstanding order, use the Order Cancel Request message for this purpose.
The order status request message is used by the institution to generate an order status message back from the broker.
The Allocation Instruction message provides the ability to specify how an order or set of orders should be subdivided amongst one or more accounts. In versions of FIX prior to version 4.4, this same message was known as the Allocation message. Note in versions of FIX prior to version 4.4, the allocation message was also used to communicate fee and expense details from the Sellside to the Buyside. This role has now been removed from the Allocation Instruction and is now performed by the new (to version 4.4) Allocation Report and Confirmation messages.,The Allocation Report message should be used for the Sell-side Initiated Allocation role as defined in previous versions of the protocol.
The List Cancel Request message type is used by institutions wishing to cancel previously submitted lists either before or during execution.
The List Execute message type is used by institutions to instruct the broker to begin execution of a previously submitted list. This message may or may not be used, as it may be mirroring a phone conversation.
The list status request message type is used by institutions to instruct the broker to generate status messages for a list.
The list status message is issued as the response to a List Status Request message sent in an unsolicited fashion by the sell-side. It indicates the current state of the orders within the list as they exist at the broker's site. This message may also be used to respond to the List Cancel Request.
In versions of FIX prior to version 4.4, this message was known as the Allocation ACK message.
The Allocation Instruction Ack message is used to acknowledge the receipt of and provide status for an Allocation Instruction message.
The Don’t Know Trade (DK) message notifies a trading partner that an electronically received execution has been rejected. This message can be thought of as an execution reject message.
In some markets it is the practice to request quotes from brokers prior to placement of an order. The quote request message is used for this purpose. This message is commonly referred to as an Request For Quote (RFQ)
The Quote message is used as the response to a Quote Request or a Quote Response message in both indicative, tradeable, and restricted tradeable quoting markets.
The Settlement Instructions message provides the broker’s, the institution’s, or the intermediary’s instructions for trade settlement. This message has been designed so that it can be sent from the broker to the institution, from the institution to the broker, or from either to an independent "standing instructions" database or matching system or, for CIV, from an intermediary to a fund manager.
Some systems allow the transmission of real-time quote, order, trade, trade volume, open interest, and/or other price information on a subscription basis. A MarketDataRequest(35=V) is a general request for market data on specific securities or forex quotes. The values in the fields provided within the request will serve as further filter criteria for the result set.
The Market Data messages are used as the response to a Market Data Request message. In all cases, one Market Data message refers only to one Market Data Request. It can be used to transmit a 2-sided book of orders or list of quotes, a list of trades, index values, opening, closing, settlement, high, low, or VWAP prices, the trade volume or open interest for a security, or any combination of these.
The Market Data message for incremental updates may contain any combination of new, changed, or deleted Market Data Entries, for any combination of instruments, with any combination of trades, imbalances, quotes, index values, open, close, settlement, high, low, and VWAP prices, trade volume and open interest so long as the maximum FIX message size is not exceeded. All of these types of Market Data Entries can be changed and deleted.
The Market Data Request Reject is used when the broker cannot honor the Market Data Request, due to business or technical reasons. Brokers may choose to limit various parameters, such as the size of requests, whether just the top of book or the entire book may be displayed, and whether Full or Incremental updates must be used.
The Quote Cancel message is used by an originator of quotes to cancel quotes.
The Quote Cancel message supports cancellation of:
• All quotes
• Quotes for a specific symbol or security ID
• All quotes for a security type
• All quotes for an underlying
The quote status request message is used for the following purposes in markets that employ tradeable or restricted tradeable quotes:
• For the issuer of a quote in a market to query the status of that quote (using the QuoteID to specify the target quote).
• To subscribe and unsubscribe for Quote Status Report messages for one or more securities.
Mass Quote Acknowledgement is used as the application level response to a Mass Quote message.
The Security Status Request message provides for the ability to request the status of a security. One or more Security Status messages are returned as a result of a Security Status Request message.
The Security Status message provides for the ability to report changes in status to a security. The Security Status message contains fields to indicate trading status, corporate actions, financial status of the company. The Security Status message is used by one trading entity (for instance an exchange) to report changes in the state of a security.
The Trading Session Status Request is used to request information on the status of a market. With the move to multiple sessions occurring for a given trading party (morning and evening sessions for instance) there is a need to be able to provide information on what product is trading on what market.
The Trading Session Status provides information on the status of a market. For markets multiple trading sessions on multiple-markets occurring (morning and evening sessions for instance), this message is able to provide information on what products are trading on what market during what trading session.
The Mass Quote message can contain quotes for multiple securities to support applications that allow for the mass quoting of an option series. Two levels of repeating groups have been provided to minimize the amount of data required to submit a set of quotes for a class of options (e.g. all option series for IBM).
The Business Message Reject message can reject an application-level message which fulfills session-level rules and cannot be rejected via any other means. Note if the message fails a session-level rule (e.g. body length is incorrect), a session-level Reject message should be issued.
The BidRequest Message can be used in one of two ways depending on which market conventions are being followed.
In the "Non disclosed" convention (e.g. US/European model) the BidRequest message can be used to request a bid based on the sector, country, index and liquidity information contained within the message itself. In the "Non disclosed" convention the entry repeating group is used to define liquidity of the program. See " Program/Basket/List Trading" for an example.
In the "Disclosed" convention (e.g. Japanese model) the BidRequest message can be used to request bids based on the ListOrderDetail messages sent in advance of BidRequest message. In the "Disclosed" convention the list repeating group is used to define which ListOrderDetail messages a bid is being sort for and the directions of the required bids.
The Bid Response message can be used in one of two ways depending on which market conventions are being followed.
In the "Non disclosed" convention the Bid Response message can be used to supply a bid based on the sector, country, index and liquidity information contained within the corresponding bid request message. See "Program/Basket/List Trading" for an example.
In the "Disclosed" convention the Bid Response message can be used to supply bids based on the List Order Detail messages sent in advance of the corresponding Bid Request message.
The strike price message is used to exchange strike price information for principal trades. It can also be used to exchange reference prices for agency trades.
The Registration Instructions message type may be used by institutions or retail intermediaries wishing to electronically submit registration information to a broker or fund manager (for CIV) for an order or for an allocation.
The Registration Instructions Response message type may be used by broker or fund manager (for CIV) in response to a Registration Instructions message submitted by an institution or retail intermediary for an order or for an allocation.
The order mass cancel request message requests the cancellation of all of the remaining quantity of a group of orders matching criteria specified within the request. NOTE: This message can only be used to cancel order messages (reduce the full quantity).
The Order Mass Cancel Report is used to acknowledge an Order Mass Cancel Request. Note that each affected order that is canceled is acknowledged with a separate Execution Report or Order Cancel Reject message.
Used to submit a cross order into a market. The cross order contains two order sides (a buy and a sell). The cross order is identified by its CrossID.
Used to modify a cross order previously submitted using the New Order - Cross message. See Order Cancel Replace Request for details concerning message usage.
Used to fully cancel the remaining open quantity of a cross order.
The Security Type Request message is used to return a list of security types available from a counterparty or market.
The Security Type Request message is used to return a list of security types available from a counterparty or market.
The Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request
The Security List message is used to return a list of securities that matches the criteria specified in a Security List Request.
The Derivative Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request
The Derivative Security List message is used to return a list of securities that matches the criteria specified in a Derivative Security List Request.
The New Order - Multileg is provided to submit orders for securities that are made up of multiple securities, known as legs.
Used to modify a multileg order previously submitted using the New Order - Multileg message. See Order Cancel Replace Request for details concerning message usage.
The order mass status request message requests the status for orders matching criteria specified within the request.
The Quote Request Reject message is used to reject Quote Request messages for all quoting models.
In tradeable and restricted tradeable quoting markets – Quote Requests are issued by counterparties interested in ascertaining the market for an instrument. Quote Requests are then distributed by the market to liquidity providers who make markets in the instrument. The RFQ Request is used by liquidity providers to indicate to the market for which instruments they are interested in receiving Quote Requests. It can be used to register interest in receiving quote requests for a single instrument or for multiple instruments
The Confirmation messages are used to provide individual trade level confirmations from the sell side to the buy side. In versions of FIX prior to version 4.4, this role was performed by the allocation message. Unlike the allocation message, the confirmation message operates at an allocation account (trade) level rather than block level, allowing for the affirmation or rejection of individual confirmations.
The Position Maintenance Request message allows the position owner to submit requests to the holder of a position which will result in a specific action being taken which will affect the position. Generally, the holder of the position is a central counter party or clearing organization but can also be a party providing investment services.
The Position Maintenance Report message is sent by the holder of a positon in response to a Position Maintenance Request and is used to confirm that a request has been successfully processed or rejected.
The Request For Positions message is used by the owner of a position to request a Position Report from the holder of the position, usually the central counter party or clearing organization. The request can be made at several levels of granularity.
The Request for Positions Ack message is returned by the holder of the position in response to a Request for Positions message. The purpose of the message is to acknowledge that a request has been received and is being processed.
The Position Report message is returned by the holder of a position in response to a Request for Position message. The purpose of the message is to report all aspects of a position and may be provided on a standing basis to report end of day positions to an owner.
Sent from sell-side to buy-side, sell-side to 3rd-party or 3rd-party to buy-side, the Allocation Report (Claim) provides account breakdown of an order or set of orders plus any additional follow-up front-office information developed post-trade during the trade allocation, matching and calculation phase. In versions of FIX prior to version 4.4, this functionality was provided through the Allocation message. Depending on the needs of the market and the timing of "confirmed" status, the role of Allocation Report can be taken over in whole or in part by the Confirmation message.
The Allocation Report Ack message is used to acknowledge the receipt of and provide status for an Allocation Report message.
The Confirmation Ack (aka Affirmation) message is used to respond to a Confirmation message.
The Settlement Instruction Request message is used to request standing settlement instructions from another party.
Assignment Reports are sent from a clearing house to counterparties, such as a clearing firm as a result of the assignment process.
An initiator that requires collateral from a respondent sends a Collateral Request. The initiator can be either counterparty to a trade in a two party model or an intermediary such as an ATS or clearinghouse in a three party model. A Collateral Assignment is expected as a response to a request for collateral.
Used to assign collateral to cover a trading position. This message can be sent unsolicited or in reply to a Collateral Request message.
Used to respond to a Collateral Assignment message.
Used to report collateral status when responding to a Collateral Inquiry message.
Used to inquire for collateral status.
This message is send either immediately after logging on to inform a network (counterparty system) of the type of updates required or to at any other time in the FIX conversation to change the nature of the types of status updates required. It can also be used with a NetworkRequestType of Snapshot to request a one-off report of the status of a network (or counterparty) system. Finally this message can also be used to cancel a request to receive updates into the status of the counterparties on a network by sending a NetworkRequestStatusMessage with a NetworkRequestType of StopSubscribing.
This message is sent in response to a Network (Counterparty System) Status Request Message.
This message is used to initiate a user action, logon, logout or password change. It can also be used to request a report on a user's status.
This message is used to respond to a user request message, it reports the status of the user after the completion of any action requested in the user request message.
The Confirmation Request message is used to request a Confirmation message.
The Contrary Intention Report is used for reporting of contrary expiration quantities for Saturday expiring options. This information is required by options exchanges for regulatory purposes.
This message is used for reporting updates to a product security master file. Updates could be the result of corporate actions or other business events. Updates may include additions, modifications or deletions.
The Security List Update Report is used for reporting updates to a Contract Security Masterfile. Updates could be due to Corporate Actions or other business events. Update may include additions, modifications and deletions.
Used to report changes in position, primarily in equity options, due to modifications to the underlying due to corporate actions
This message is used in a 3-party allocation model where notification of group creation and group updates to counterparties is needed. The mssage will also carry trade information that comprised the group to the counterparties.
The Execution Report Acknowledgement message is an optional message that provides dual functionality to notify a trading partner that an electronically received execution has either been accepted or rejected (DK'd).
The Trading Session List message is sent as a response to a Trading Session List Request. The Trading Session List should contain the characteristics of the trading session and the current state of the trading session.
The Trading Session List Request is used to request a list of trading sessions available in a market place and the state of those trading sessions. A successful request will result in a response from the counterparty of a Trading Session List (MsgType=BJ) message that contains a list of zero or more trading sessions.
The Settlement Obligation Report message provides a central counterparty, institution, or individual counterparty with a capacity for reporting the final details of a currency settlement obligation.
The Derivative Security List Update Report message is used to send updates to an option family or the strikes that comprise an option family.
The Trading Session List Update Report is used by marketplaces to provide intra-day updates of trading sessions when there are changes to one or more trading sessions.
The Market Definition Request message is used to request for market structure information from the Respondent that receives this request.
The MarketDefinition(35=BU) message is used to respond to MarketDefinitionRequest(35=BT). In a subscription, it will be used to provide the initial snapshot of the information requested. Subsequent updates are provided by the MarketDefinitionUpdateReport(35=BV).
In a subscription for market structure information, this message is used once the initial snapshot of the information has been sent using the MarketDefinition(35=BU) message.
The User Notification message is used to notify one or more users of an event or information from the sender of the message. This message is usually sent unsolicited from a marketplace (e.g. Exchange, ECN) to a market participant.
The Order Mass Action Report is used to acknowledge an Order Mass Action Request. Note that each affected order that is suspended or released or canceled is acknowledged with a separate Execution Report for each order.
The Order Mass Action Request message can be used to request the suspension or release of a group of orders that match the criteria specified within the request. This is equivalent to individual Order Cancel Replace Requests for each order with or without adding "S" to the ExecInst values. It can also be used for mass order cancellation.
This message is used to request a retransmission of a set of one or more messages generated by the application specified in RefApplID (1355).
This message is used to acknowledge an Application Message Request providing a status on the request (i.e. whether successful or not). This message does not provide the actual content of the messages to be resent.
This message is used for three difference purposes: to reset the ApplSeqNum (1181) of a specified ApplID (1180). to indicate that the last message has been sent for a particular ApplID, or as a keep-alive mechanism for ApplIDs with infrequent message traffic.
In certain markets where market data aggregators fan out to end clients the pricing streams provided by the price makers, the price maker may assign the clients to certain pricing streams that the price maker publishes via the aggregator. An example of this use is in the FX markets where clients may be assigned to different pricing streams based on volume bands and currency pairs.
he StreamAssignmentReport message is in response to the StreamAssignmentRequest message. It provides information back to the aggregator as to which clients to assign to receive which price stream based on requested CCY pair. This message can be sent unsolicited to the Aggregator from the Price Maker.
This message is used to respond to the Stream Assignment Report, to either accept or reject an unsolicited assingment.
The purpose of this message is to initiate a margin requirement inquiry for a margin account. The inquiry may be submitted at the detail level or the summary level. It can also be used to inquire margin excess/deficit or net position information. Margin excess/deficit will provide information about the surplus or shortfall compared to the previous trading day or a more recent margin calculation. An inquiry for net position information will trigger one or more PositionReport messages instead of one or more MarginRequirementReport messages.
If the inquiry is made at the detail level, an Instrument block must be provided with the desired level of detail. If the inquiry is made at the summary level, the Instrument block is not provided, implying a summary request is being made. For example, if the inquiring firm specifies the Security Type of “FUT” in the Instrument block, then a detail report will be generated containing the margin requirements for all futures positions for the inquiring account. Similarly, if the inquiry is made at the summary level, the report will contain the total margin requirement aggregated to the margin account level.
Used to respond to a Margin Requirement Inquiry.
The Margin Requirement Report returns information about margin requirement either as on overview across all margin accounts or on a detailed level due to the inquiry making use of the optional Instrument component block. Application sequencing can be used to re-request a range of reports.
The PartyDetailsListRequest is used to request party detail information.
The PartyDetailsListReport message is used to disseminate party details between counterparties. PartyDetailsListReport messages may be sent in response to a PartyDetailsListRequest message or sent unsolicited.
The PartyDetailsListUpdateReport(35=CK) is used to disseminate updates to party detail information.
The PartyRiskLimitsRequest message is used to request for risk information for specific parties, specific party roles or specific instruments.
The PartyRiskLimitsReport message is used to communicate party risk limits. The message can either be sent as a response to the PartyRiskLimitsRequest message or can be published unsolicited.
The AccountSummaryReport is provided by the clearinghouse to its clearing members on a daily basis. It contains margin, settlement, collateral and pay/collect data for each clearing member level account type. Clearing member account types will be described through use of the Parties component and PtysSubGrp sub-component.
In certain usages, the clearing members can send the AccountSummaryReport message to the clearinghouse as needed. For example, clearing members can send this message to the clearinghouse to identify the value of collateral for each customer (to satisfy CFTC Legally Segregated Operationally Commingled (LSOC) regulatory reporting obligations).
Clearing organizations can also send the AccountSummaryReport message to regulators to meet regulatory reporting obligations. For example, clearing organizations can use this message to submit daily reports for each clearing member (“CM”) by house origin and by each customer origin for all futures, options, and swaps positions, and all securities positions held in a segregated account or pursuant to a cross margining agreement, to a regulator (e.g. to the CFTC to meet Part 39, Section 39.19 reporting obligations).
The PartyRiskLimitsUpdateReport(35=CR) is used to convey incremental changes to risk limits. It is similar to the regular report but uses the PartyRiskLimitsUpdateGrp component instead of the PartyRiskLimitsGrp component to include an update action.
PartyRiskLimitDefinitionRequest is used for defining new risk limits.
PartyRiskLimitDefinitionRequestAck is used for accepting (with or without changes) or rejecting the definition of risk limits.
The PartyEntitlementsRequest message is used to request for entitlement information for one or more party(-ies), specific party role(s), or specific instruments(s).
The PartyEntitlementsReport is used to report entitlements for one or more parties, party role(s), or specific instrument(s).
The QuoteAck(35=CW) message is used to acknowledge a Quote(35=S) submittal or request to cancel an individual quote using the QuoteCancel(35=Z) message during a Quote/Negotiation dialog.
The PartyDetailsDefinitionRequest(35=CX) is used for defining new parties and modifying or deleting existing parties information, including the relationships between parties.
The recipient of the message responds with a PartyDetailsDefinitionRequestAck(35=CY) to indicate whether the request was accepted or rejected.
The PartyDetailsDefinitionRequestAck(35=CY) is used as a response to the PartyDetailsDefinitionRequest(35=CX) message. The request can be accepted (with or without changes) or rejected.
The PartyEntitlementsUpdateReport(35=CZ) is used to convey incremental changes to party entitlements. It is similar to the PartyEntitlementsReport(35=CV). This message uses the PartyEntitlementsUpdateGrp component which includes the ability to specify an update action using ListUpdateAction(1324).
The PartyEntitlementsDefinitionRequest(35=DA) is used for defining new entitlements, and modifying or deleting existing entitlements for the specified party(-ies).
The PartyEntitlementsDefinitionRequestAck(35=DB) is used as a response to the PartyEntitlemensDefinitionRequest(35=DA) to accept (with or without changes) or reject the definition of party entitlements.
The TradeMatchReport(35=DC) message is used by exchanges and ECN’s to report matched trades to central counterparties (CCPs) as an atomic event. The message is used to express the one-to-one, one-to-many and many-to-many matches as well as implied matches in which more complex instruments can match with simpler instruments.
The TradeMatchReportAck(35=DD) is used to respond to theTradeMatchReport(35=DC) message. It may be used to report on the status of the request (e.g. accepting the request or rejecting the request).
PartyRiskLimitsReportAck is an optional message used as a response to the PartyRiskLimitReport(35=CM) or PartyRiskLimitUpdateReport(35=CR) messages to acknowledge or reject those messages.
PartyRiskLimitCheckRequest is used to request for approval of credit or risk limit amount intended to be used by a party in a transaction from another party that holds the information.
PartyRiskLimitCheckRequestAck is used to acknowledge a PartyRiskLimitCheckRequest(35=DF) message and to respond whether the limit check request was approved or not. When used to accept the PartyRiskLimitCheckRequest(35=DF) message the Respondent may also include the limit amount that was approved.
The PartyActionRequest message is used suspend or halt the specified party from further trading activities at the Respondent. The Respondent must respond with a PartyActionReport(35=DI) message.
Used to respond to the PartyActionRequest(35=DH) message, indicating whether the request has been received, accepted or rejected. Can also be used in an unsolicited manner to report party actions, e.g. reinstatements after a manual intervention out of band.
The MassOrder(35=DJ) message can be used to add, modify or delete multiple unrelated orders with a single message. Apart from clearing related attributes, only the key order attributes for high performance trading are available.
The mass order acknowledgement message is used to acknowledge the receipt of and the status for a MassOrder(35=DJ) message.
The PositionTransferInstruction(35=DL) is sent by clearing firms to CCPs to initiate position transfers, or to accept or decline position transfers.
The PositionTransferInstructionAck(35=DM) is sent by CCPs to clearing firms to acknowledge position transfer instructions, and to report errors processing position transfer instructions.
The PositionTransferReport(35=DN) is sent by CCPs to clearing firms indicating of positions that are to be transferred to the clearing firm, or to report on status of the transfer to the clearing firms involved in the transfer process.
The MarketDataStatisticsRequest(35=DO) is used to request for statistical data. The simple form is to use an identifier (MDStatisticID(2475)) assigned by the market place which would denote a pre-defined statistical report. Alternatively, or also in addition, the request can define a number of parameters for the desired statistical information.
The MarketDataStatisticsReport(35=DP) is used to provide unsolicited statistical information or in response to a specific request. Each report contains a set of statistics for a single entity which could be a market, a market segment, a security list or an instrument.
CollateralReportAck(35=DQ) is used as a response to the CollateralReport(35=BA). It can be used to reject a CollateralReport(35=BA) when the content of the report is invalid based on the business rules of the receiver. The message may also be used to acknowledge receipt of a valid CollateralReport(35=BA).
The MarketDataReport(35=DR) message is used to provide delimiting references (e.g. start and end markers in a continuous broadcast) and details about the number of market data messages sent in a given distribution cycle.
The CrossRequest(35=DS) message is used to indicate the submission of orders or quotes that may result in a crossed trade.
The CrossRequestAck(35=DT) message is used to confirm the receipt of a CrossRequest(35=DS) message.
This message is used in a clearinghouse 3-party allocation model to request for AllocationInstructionAlert(35=BM) from the clearinghouse. The request may be used to obtain a one-time notification of the status of an allocation group.
This message is used in a clearinghouse 3-party allocation model to acknowledge a AllocationInstructionAlertRequest(35=DU) message for an AllocationInstructionAlert(35=BM) message from the clearinghouse.
TradeAggregationRequest(35=DW) is used to request that the identified trades between the initiator and respondent be aggregated together for further processing.
TradeAggregationReport(35=DX) is used to respond to the TradeAggregationRequest(35=DW) message. It provides the status of the request (e.g. accepted or rejected) and may also provide additional information supplied by the respondent.
PayReport(35=DY) may be used to respond to the PayRequest(35=EA) message. It provides the status of the request (e.g. accepted, disputed) and may provide additional information related to the request.
PayReport(35=DY) may also be sent unsolicited by the broker to a client. In which case the client may acknowledge and resolve disputes out-of-band or with a simple PayReportAck(35=DZ).
PayReport(35=DY) may also be sent unsolicited to report the progress status of the payment itself with PayReportTransType(2804)=2 (Status).
PayReportAck(35=DZ) is used as a response to the PayReport(35=DY) message. It may be used to accept, reject or dispute the details of the PayReport(35=DY) depending on the business rules of the receiver. This message may also be used to acknowledge the receipt of a PayReport(35=DY) message.
PayRequest(35=EA) message is used to communicate a future or expected payment to be made or received related to a trade or contract after its settlement.
PayRequestAck(35=EB) is used to acknowledge the receipt of the PayRequest(35=EA) message (i.e. a technical acknowledgement of receipt). Acceptance or rejection of the request is reported in the corresponding PayReport(35=DY).
The CommissionData component block is used to carry commission information such as the type of commission and the rate. Use the CommissionDataGrp component as an alternative if multiple commissions or enhanced attributes are needed.
The presence of DiscretionInstructions component block on an order indicates that the trader wishes to display one price but will accept trades at another price.
Component block is optionally used for financial transaction where legal contracts, master agreements or master confirmations is to be referenced. This component identifies the legal agreement under which the deal was made and other unique characteristics of the transaction. For example, the AgreementDesc(913) field refers to base standard documents such as MRA 1996 Repurchase Agreement, GMRA 2000 Bills Transaction (U.K.), MSLA 1993 Securities Loan – Amended 1998, for example.
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.
The InstrumentExtension component block identifies additional security attributes that are more commonly found for Fixed Income securities.
The InstrumentLeg component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages.
The LegBenchmarkCurveData is used to convey the benchmark information used for pricing in a multi-legged Fixed Income security.
The LegStipulations component block has the same usage as the Stipulations component block, but for a leg instrument in a multi-legged security.
The NestedParties component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.
The OrderQtyData component block contains the fields commonly used for indicating the amount or quantity of an order. Note that when this component block is marked as "required" in a message either one of these three fields must be used to identify the amount: OrderQty, CashOrderQty or OrderPercent (in the case of CIV).
The Parties component block is used to identify and convey information on the entities both central and peripheral to the financial transaction represented by the FIX message containing the Parties Block. The Parties block allows many different types of entites to be expressed through use of the PartyRole field and identifies the source of the PartyID through the the PartyIDSource.
The Peg Instructions component block is used to tie the price of a security to a market event such as opening price, mid-price, best price. The Peg Instructions block may also be used to tie the price to the behavior of a related security.
The PositionAmountData component block is used to report netted amounts associated with position quantities. In the listed derivatives market the amount is generally expressing a type of futures variation or option premium. In the equities market this may be the net pay or collect on a given position.
The PositionQty component block specifies the various types of position quantity in the position life-cycle including start-of-day, intraday, trade, adjustments, and end-of-day position quantities. Quantities are expressed in terms of long and short quantities.
The SettlInstructionsData component block is used to convey key information regarding standing settlement and delivery instructions. It also provides a reference to standing settlement details regarding the source, delivery instructions, and settlement parties
The SettlParties component block is used in a similar manner as Parties Block within the context of settlement instruction messages to distinguish between parties involved in the settlement and parties who are expected to execute the settlement process.
The SpreadOrBenchmarkCurveData component block is primarily used for Fixed Income to convey spread to a benchmark security or curve.
The Stipulations component block is used in Fixed Income to provide additional information on a given security. These additional information are usually not considered static data information.
The TrdRegTimestamps component block is used to express timestamps for an order or trade that are required by regulatory agencies These timesteamps are used to identify the timeframes for when an order or trade is received on the floor, received and executed by the broker, etc.
The UnderlyingInstrument component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the UnderlyingInstrument component block it describes an instrument which underlies the primary instrument Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields.
The YieldData component block conveys yield information for a given Fixed Income security.
The UnderlyingStipulations component block has the same usage as the Stipulations component block, but for an underlying security.
The NestedParties2 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties2 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.
The NestedParties3 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties3 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.
This repeating group is optionally used for messages with AllocStatus(87) = 2 (Account level reject), to provide details of the individual accounts that were accepted or rejected. In the case of a reject, the reasons for the rejection should be specified.
This repeating group is optionally used for messages with AllocStatus(87) = 2 (account level reject), AllocStatus(87) = 0 (accepted), to provide details of the individual accounts that were accepted or rejected. In the case of a reject, the reasons for the rejection should be specified. This group should not be populated where AllocStatus(87) has any other value.
The MiscFeesGrp component is used to provide details of trade and transaction fees other than commissions, e.g. regulatory, exchange, taxes, levies, markup, trade reporting, etc. In the context of ESMA RTS 27 Best Execution Reporting, it may also be used to collect and publish the nature and level of current venue fees, rebates and payouts. Use MiscFeeQualifier(2712) to communicate whether the fee affects trade economics.
The EvntGrp is a repeating subcomponent of the Instrument component used to specify straightforward events associated with the instrument. Examples include put and call dates for bonds and options; first exercise date for options; inventory and delivery dates for commodities; start, end and roll dates for swaps. Use ComplexEvents for more advanced dates such as option, futures, commodities and equity swap observation and pricing events.
The UnderlyingAmount component block is used to supply the underlying amounts, dates, settlement status and method for derivative positions.
The ExpirationQty component block identified the expiration quantities and type of expiration.
The use of this component block is restricted to instrument definition only and is not permitted to contain transactional information. Only a specified subset of party roles will be supported within the InstrumentParty block.
The SideTrdRegTS component block is used to convey trading or regulatory timestamps associated with one side of a multi-sided trade event.
The use of this component block is restricted to instrument definition only and is not permitted to contain transactional information. Only a specified subset of party roles will be supported within the InstrumentParty block.
The DisplayInstruction component block is used to convey instructions on how a reserved order is to be handled in terms of when and how much of the order quantity is to be displayed to the market.
The TriggeringInstruction component block specifies the conditions under which an order will be triggered by related market events as well as the behavior of the order in the market once it is triggered.
The RootParties component block is a version of the Parties component block used to provide root information regarding the owning and entering parties of a transaction.
Ths SecurityTradingRules component block is used as part of security definition to specify the specific security's standard trading parameters such as trading session eligibility and other attributes of the security.
The SecurityXML component is used to provide a definition in an XML format for the instrument.
The TickRules component specifies the rules for determining how a security ticks, i.e. the price increments which it can be quoted, traded, and for certain cases settled, depending on the current price of the security.
The MarketDataFeedTypes component is used to specify the different available feed types and sub-types, and additional market data feed related attributes, such as the market depth of the specified feed type.
The MatchRules component is used to specify the details of order matching rules for specified product group or complex.
Trading rules that are applicable to a market, market segment or individual security independent of a trading session.
The ApplicationSequenceControl is used for application sequencing and recovery. Consisting of ApplSeqNum (1181), ApplID (1180), ApplLastSeqNum (1350), and ApplResendFlag (1352), FIX application messages that carries this component block will be able to use application level sequencing. ApplID, ApplSeqNum and ApplLastSeqNum fields identify the application id, application sequence number and the previous application sequence number (in case of intentional gaps) on each application message that carries this block.
The NestedParties4 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message. Use of NestedParties4 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.
The ComplexEvent Group is a repeating block which allows specifying an unlimited number and types of advanced events, such as observation and pricing over the lifetime of an option, futures, commodities or equity swap contract. Use EvntGrp to specify more straightforward events.
The ComplexEventDate and ComplexEventTime components are used to constrain a complex event to a specific date range or time range. If specified the event is only effective on or within the specified dates and times.
The ComplexEventTime component is nested within the ComplexEventDate in order to further qualify any dates placed on the event and is used to specify time ranges for which a complex event is effective. It is always provided within the context of start and end dates. The time range is assumed to be in effect for the entirety of the date or date range specified.
The RelatedInstrumentGrp is a repeating component at the same hierarchical level as the Instrument component, describing relationships and linkages between the Instrument, UnderlyingInstrument and InstrumentLeg entries. If all instances of the UnderlyingInstrument in the message are true underliers of the Instrument then the RelatedInstrumentGrp component is not needed. If any instance of the UnderlyingInstrument has a different relationship, e.g. underlier of an InstrumentLeg, stream, equity equivalent or nearest exchange-traded contract or there are multiple instances of InstrumentLeg, then an entry for every relationship should be included in this component. When the RelatedInstrumentGrp appears within a repeating group, each entry only apply to the Instrument component at the same hierarchical level.
In messages, such as Email(35=C) and News(35=B), where Instrument and the InstrumentLeg are within their repeating groups, the RelatedInstrumentGrp component may be used to link legs and underliers to their appropriate base Instrument.
Used to specify one or more PartyRoles as part of a request.
Repeating group of party relationships.
Contains details for a party, including related parties and alternative party identifiers.
Alternative identifiers for a party.
Alternate sub-identifiers for a party.
Repeating group of risk limit types and values.
Alternative SecurityIDs for an instrument specified in the InstrumentScope.
Risk warning levels.
Party details for parties related to the Party specified in the PartyDetailGrp.
PartySubGrp for related parties.
Alternative identifiers for parties related to the party specified in the PartyDetailGrp.
Sub identifiers for related parties alternate identifiers.
Repeating group of InstrumentScope Components. Used to specify the instruments to which a request applies.
Repeating group of InstrumentScope Components. Used to specify the instruments to which a request applies.
Identifies the party making the request.
Sub identifiers for the requesting party.
Party details component that includes an update action.
List of risk limit types being requested.
Repeating group of parties (specified using PartyDetails) and the risk limits for the party.
Repeating group of risk limits.
The Settlement Amount Group component block is a repeating group of settlement amounts for an account
The Collateral Amount Group component block is a repeating group that provides the current value of the collateral type on deposit. The currency of the collateral value may be optionally included.
The Pay Collect Group component block is a repeatable block intended to report individual pay/collect items to be considered when calculating net settlement.
Conveys a list of parties (optionally including related parties) and the entitlements for each.
Conveys a list of entitlements for one specific party, or relationship between two parties. Each entitlement may be further limited or clarified using optional fields and components.
conveys a list of one or more attributes related to an entitlement. An entitlement may contain an EntitlementType, which states what can be done at a gross level, e.g. that a party can make markets. It may be limited further within EntitlementGrp, e.g. that such market making is allowed only for a list of stocks. The EntitlementAttribGrp contains fine details clarifying or limiting the EntitlementType, e.g. that such market making must be conducted with a specific minimum quote size and a specific maximum spread.
Conveys a list of markets and, optionally, their market segments. Note that the component MarketSegmentGrp exists, but is not useful for this purpose, as it conveys additional information not appropriate in this context.
Convey a list of market segments upon which an action is to be taken.
List of market segments that have been affected by a mass action.
List of market segments that were not affected by a mass action.
List the different types of events affecting orders. These can include entry, modification and deletion of orders as well as executions (fills). Modifications can be solicited or unsolicited, e.g. triggering of stop orders, replenishment of reserve orders, orders being suspended (locked) or released from suspension.
Repeating group of instructions, each of which relates to one or more elements of an order. The instruction itself conveys whether the information should be disclosed, e.g. in market data, or not.
Repeating group that is similar to LegOrdGrp component in order to support leg level information per side of cross orders and is part of SideCrossOrdModGrp component. LegOrdGrp component cannot be re-used for this purpose as it contains the component blocks InstrumentLeg component and NestedParties component which are already part of the cross messages. The difference to LegOrdGrp component is that SideCrossLegGrp component does not have an InstrumentLeg component to describe the legs, it only has a single reference field to identify the leg which can be defined by the InstrumentLeg component which is present on a higher level of the message and outside of the side group.
The TradeAllocAmtGrp component is used to communicate the monetary amounts associated with allocated positions. This is the per-allocation portion of the per-trade amount specified in PositionAmountData component.
Price conditions associated with a trade that impact trade price.
Quantities of the trade that have been processed and the type of processing that has occurred for that trade quantity.
The TradePositionQty component block specifies, for a single trade side, the various types of position quantity in the position life-cycle including start-of-day, intraday, trade, adjustments, and end-of-day position quantities.
This component is used to identify trades that are related to each other for a business purpose, such as netting of forwards. This component should not be used in lieu of explicit FIX fields that denote specific semantic relationships, but rather should be used when no such fields exist.
This component is used to identify positions that are related to each other or to other trades. This should not be used in lieu of explicit FIX fields that denote specific semantic relationships, but rather should be used when no such fields exist.
This component can be used by the message submitter to provide a list of value types to be checked by the counterparty or message recipient.
The LegSecurityXML component is used to provide a definition in an XML format for the leg instrument.
The UnderlyingSecurityXML component is used to provide a definition in an XML format for the underlying instrument.
The PartyDetailAckGrp component is used in the PartyDetailsDefinitionRequestAck(35=CY) message to provide the status of each action (add, modify or delete) requested by the PartyDetailsDefinitionRequest(35=CX) message. The PartyDetailStatus(1880) field is used to indicate the status. In the case where an add or modify request is accepted with changes, the PartyDetailGrp component is required, with the complete set of party details that have been accepted for the party included.
The PartyEntitlementUpdateGrp component is used to supply incremental entitlement definitions changes for the party(-ies) specified in the PartyDetailGrp component. The update action type is specified using ListUpdateAction(1324).
The PartyEntitlementAckGrp component is used in the PartyEntitlementsDefinitionRequestAck(35=DB) message to provide the status of each action (add, modify or delete) requested by the PartyEntitlementsDefinitionRequest(35=DA) message.
The InstrmtMatchSideGrp component is used to convey all trades for a given match event reported by instrument and trade side.
The TrdMatchSideGrp component conveys all trade sides for a single instance of the InstrmtMatchSideGrp component.
The TrdInstrmtLegExecGrp component comprises individual executions for legs of the trade side of a trade match report for a specific instrument.
The PriceMovementGrp component is a repeatable block intended to contain theoretical profit and loss data at various price movement points account type(s) for which the price movement may apply to.
This PriceMovementValueGrp component is a repeatable block that will be utilized to represent a value relative to a specific price movement point.
The ClearingAccountTypeGrp component is used specify the type of clearing account types.
The AdditionalTermBondRefGrp is a repeating group subcomponent of the AdditionalTermGrp component used to identify an underlying reference bond for a swap.
The AdditionalTermGrp is a repeating subcomponent of the Instrument component used to report additional contract terms.
The AllocRegulatoryTradeIDGrp is a repeating component within the TrdAllocGrp component used to report the source, value and relationship of multiple trade identifiers for the same trade allocation instance.
This component can be used to meet regulatory trade reporting requirements where identifiers such as the Unique Swaps Identifier (USI) are required to be reported, showing the chaining of these identifiers as needed.
The CashSettlTermGrp is a repeating component within the Instrument component used to report cash settlement terms referenced from UnderlyingInstruments.
The FinancingContractualDefinitionGrp is a repeating component within the FinancingDetails component used to report the definitions published by ISDA that define the terms of a derivative trade.
The FinancingContractualMatrixGrp is a repeating component within the FinancingDetails component used to report the ISDA Physical Settlement Matrix Transaction Type.
The FinancingTermSupplementGrp is a repeating component within the FinancingDetails component used to report contractual terms supplements of derivative trades.
The LegEvntGrp is a repeating subcomponent of the InstrumentLeg component used to specify straightforward events associated with the instrument. Examples include put and call dates for bonds and options; first exercise date for options; inventory and delivery dates for commodities; start, end and roll dates for swaps. Use LegComplexEvents for more advanced dates such as option, futures, commodities and equity swap observation and pricing events.
The LegPaymentScheduleGrp is a repeating subcomponent of the LegPaymentStream component used to specify notional and rate steps in the payment stream.
LegPaymentScheduleRateSourceGrp is a repeating component within the LegPaymentScheduleGrp component used to identify primary and secondary rate sources.
The LegPaymentStream component is a subcomponent of the LegStreamGrp used to detail the attributes of a payment stream in a swap.
LegPaymentStreamFixedRate is a subcomponent of the LegPaymentStream component used to report the fixed rate or fixed payment amount of the payment stream.
LegPaymentStreamFloatingRate is a subcomponent of the LegPaymentStream component used to report the floating rate attributes of the payment stream.
LegPaymentStreamNonDeliverableFixingDate is a subcomponent of the LegPaymentStreamNonDeliverableSettlTerms component used to specify predetermined fixing dates.
LegPaymentStreamNonDeliverableSettl is a subcomponent of the LegPaymentStream component used to specify the non-deliverable settlement terms of the payment stream.
The LegPaymentStreamPaymentDates component is a subcomponent of the LegPaymentStream component used to specify the payment dates of the stream.
The LegPaymentStreamResetDates component is a subcomponent of the LegPaymentStream component used to specify the floating rate reset dates of the stream.
The LegPaymentStubGrp is a repeating subcomponent of the LegPaymentStream component used to specify front and back stubs in the payment stream.
The LegProvisionCashSettlPaymentDates component is a sub-component within the LegProvisionGrp component used to report the cash settlement payment dates defined in the provision.
The ProvisionCashSettlPaymentFixedDateGrp is a repeating component within the ProvisionCashSettlPaymentDates component used to report fixed cash settlement payment dates defined in the provision.
The LegProvisionCashSettlValueDates component is a subcomponent within the LegProvisionGrp component used to report the cash settlement value date and time defined in the provision.
The LegProvisionOptionExerciseFixedDateGrp is a repeating component within the LegProvisionOptionExerciseDates component used to report an array of unadjusted or adjusted fixed exercise dates.
The LegProvisionOptionExerciseDates is a subcomponent within the LegProvisionGrp component used to report the option exercise dates and times defined in the provision.
The LegProvisionOptionExerciseDate is a subcomponent within the LegProvisionGrp component used to report the option expiration date and times defined in the provision.
The LegProvisionOptionRelevantUnderlyingDate is a subcomponent within the LegProvisionGrp component used to report the option relevant underlyingdate defined in the provision.
The LegProvisionGrp is a repeating subcomponent of the InstrumentLeg component used to detail the provisions associated with the instrument.
LegProvisionParties is a repeating component within the LegProvision component used to report the parties identified in the contract provision.
LegProvisionSubParties is a repeating component within the LegProvisionParties component used to extend information to be reported for the party.
LegSecondaryAssetGrp is a repeating subcomponent of the InstrumentLeg component used to specify secondary assets of a multi-asset swap.
The LegSettlRateDisruptionsFallbackGrp is a repeating subcomponent of the LegPaymentStreamNonDeliverableSettlTerms component used to specify the method, prioritized by the order it is listed, to get a replacement rate for a disrupted settlement rate option for a non-deliverable settlement currency.
LegStreamCalculationPeriodDates is a subcomponent of the LegStreamGrp component used to specify the calculation period dates of the stream.
LegStreamEffectivedDate is a subcomponent of the LegStreamGrp component used to specify the effective date of the stream.
The LegStreamGrp is a repeating subcomponent of the InstrumentLeg component used to detail the swap streams associated with the instrument.
LegStreamTerminationDate is a subcomponent of the LegStreamGrp component used to specify the termination date of the stream.
The PaymentGrp is a repeating component used to report additional payments or bullet payments.
The PaymentScheduleGrp is a repeating subcomponent of the StreamGrp component used to specify notional and rate steps of the payment stream.
PaymentScheduleRateSourceGrp is a repeating component within the PaymentScheduleGrp component used to identify primary and secondary rate sources.
The PaymentSettlGrp is a repeating subcomponent of the PaymentGrp component used to report payment settlement as a single or split payment.
PaymentSettlParties is a repeating subcomponent of the PaymentSettlGrp component used to report payment settlement routing.
PaymentSettlSubParties is a repeating component within the PaymentSettlParties component used to extend information to be reported for the party.
The PaymentStream component is a subcomponent of the Stream used to detail the attributes of a payment stream in a swap.
PaymentStreamFixedRate is a subcomponent of the PaymentStream component used to report the fixed rate or fixed payment amount of the stream.
PaymentStreamFloatingRate is a subcomponent of the PaymentStream component used to report the floating rate attributes of the stream.
PaymentStreamNonDeliverableFixingDate is a subcomponent of the PaymentStreamNonDeliverableSettlTerms component used to specify predetermined fixing dates.
PaymentStreamNonDeliverableSettlTerms is a subcomponent of the PaymentStream component used to specify the non-deliverable settlement terms of the payment stream.
PaymentStreamPaymentDates is a subcomponent of the PaymentStream component used to specify the payment dates of the stream.
PaymentStreamResetDates is a subcomponent of the PaymentStream component used to specify the floating rate reset dates of the stream.
The PaymentStubGrp is a repeating subcomponent of the StreamGrp component used to specify front and back stubs of the payment stream.
The PhysicalSettlTermGrp is a repeating component within the Instrument component used to report physical settlement terms referenced from UnderlyingInstrument component.
The PhysicalSettlDeliverableObligationGrp is a repeating component within the PhysicalSettlTermGrp component used to report CDS physical settlement delivery obligations.
The ProtectionTermGrp is a repeating component within the Instrument component used to report protection term details referenced from UnderlyingInstrument component.
The ProtectionTermEventGrp is a repeating component within the ProtectionTermGrp component used to report applicable CDS credit events.
The ProtectionTermEventQualifierGrp is a repeating component within the ProtectionTermEventGrp component used to specify qualifying attributes to the event.
The ProtectionTermObligationGrp is a repeating component within the ProtectionTermGrp component used to report applicable CDS obligations.
The ProvisionCashSettlPaymentDates component is a sub-component within the ProvisionGrp component used to report the cash settlement payment dates defined in the provision.
The ProvisionCashSettlPaymentFixedDateGrp is a repeating component within the ProvisionCashSettlPaymentDates component used to report fixed cash settlement payment dates defined in the provision.
The ProvisionCashSettlValueDates component is a subcomponent within the ProvisionGrp component used to report the cash settlement value date and time defined in the provision.
The ProvisionOptionExerciseFixedDateGrp is a repeating component within the ProvisionOptionExerciseDates component used to report an array of unadjusted or adjusted fixed exercise dates.
The ProvisionOptionExerciseDates is a subcomponent within the ProvisionGrp component used to report the option exercise dates and times defined in the provision.
The ProvisionOptionExerciseDate is a subcomponent within the ProvisionGrp component used to report the option expiration date and times defined in the provision.
The ProvisionOptionRelevantUnderlyingDate is a subcomponent within the ProvisionGrp component used to report the option relevant underlying date defined in the provision.
The ProvisionGrp is a repeating subcomponent of the Instrument component used to detail the additional terms and conditions associated with the instrument.
ProvisionParties is a repeating component within the Provision component used to report the parties identified in the contract provision.
ProvisionPtysSubGrp is a repeating component within the ProvisionParties component used to extend information to be reported for the party.
The RegulatoryTradeIDGrp is a repeating component within the TradeCaptureReport message used to report the source, value and relationship of multiple identifiers for the same trade or position.
This component can be used to meet regulatory trade reporting requirements where identifiers such as the Unique Swaps Identifier (USI) in the US or the Unique Trade Identifier (UTI) in Europe and Canada are required to be reported, showing the chaining of these identifiers as needed.
SecondaryAssetGrp is a repeating subcomponent of the Instrument component used to specify secondary assets of a multi-asset swap.
The SettlRateDisruptionsFallbackGrp is a repeating subcomponent of the PaymentStreamNonDeliverableSettlTermGrp component used to specify the method, prioritized by the order it is listed, to get a replacement rate for a disrupted settlement rate option for a non-deliverable settlement currency.
The SideRegulatoryTradeIDGrp is a repeating component within the TrdCapRptSideGrp component used to report the source, value and relationship of multiple trade identifiers for the same trade side.
This component can be used to meet regulatory trade reporting requirements where identifiers such as the Unique Swaps Identifier (USI) are required to be reported, showing the chaining of these identifiers as needed.
StreamCalculationPeriodDates is a subcomponent of the StreamGrp component used to specify the calculation period dates of the stream.
StreamEffectivedDate is a subcomponent of the StreamGrp component used to specify the effective date of the stream.
The StreamGrp is a repeating subcomponent of the Instrument component used to detail the swap streams associated with the instrument.
StreamTerminationDate is a subcomponent of the StreamGrp component used to specify the termination date of the stream.
The UnderlyingComplexEvent Group is a repeating block which allows specifying an unlimited number and types of advanced events, such as observation and pricing in over the lifetime of an option, futures, commodities or equity swap contract. Use UnderlyingEvntGrp to specify more straightforward events.
The UnderlyingComplexEventDates and subcomponent UnderlyingComplexEventTimes components are used to constrain a complex event to a specific date range, and optional time range. If specified the event is only effective on or within the specified dates and times.
The UnderlyingComplexEventTimes is a repeating subcomponent of the UnderlyingComplexEventDates component. It is used to further qualify any dates placed on the event and is used to specify time ranges for which a complex event is effective. It is always provided within the context of start and end dates. The time range is assumed to be in effect for the entirety of the date or date range specified.
The UnderlyingEvntGrp is a repeating subcomponent of the UnderlyingInstrument component used to specify straightforward events associated with the instrument. Examples include put and call dates for bonds and options; first exercise date for options; inventory and delivery dates for commodities; start, end and roll dates for swaps. Use UnderlyingComplexEvents for more advanced dates such as option, futures, commodities and equity swap observation and pricing events.
The UnderlyingPaymentScheduleGrp is a repeating subcomponent of the UnderlyingPaymentStream component used to specify notional and rate steps in the payment stream.
UnderlyingPaymentScheduleRateSourceGrp is a repeating component within the UnderlyingPaymentScheduleGrp component used to identify primary and secondary rate sources.
The UnderlyingPaymentStream component is a subcomponent of the UnderlyingStream used to detail the attributes of a payment stream in a swap.
UnderlyingPaymentStreamFixedRate is a subcomponent of the UnderlyingPaymentStream component used to report the fixed rate or fixed payment amount of the stream.
UnderlyingPaymentStreamFloatingRate is a subcomponent of the UnderlyingPaymentStream component used to report the floating rate attributes of the stream.
UnderlyingPaymentStreamNonDeliverableFixingDate is a subcomponent of the UnderlyingPaymentStreamNonDeliverableSettlTerms component used to specify predetermined fixing dates.
UnderlyingPaymentStreamNonDeliverableSettlTerms is a subcomponent of the UnderlyingPaymentStream component used to specify the non-deliverable settlement terms of the stream.
UnderlyingPaymentStreamPaymentDates is a subcomponent of the UnderlyingPaymentStream component used to specify the payment dates of the stream.
UnderlyingPaymentStreamResetDates is a subcomponent of the UnderlyingPaymentStream component used to specify the floating rate reset dates of the stream.
The UnderlyingPaymentStubGrp is a repeating subcomponent of the UnderlyingPaymentStream component used to specify front and back stubs in the payment stream.
UnderlyingSecondaryAssetGrp is a repeating subcomponent of the UnderlyingInstrument component used to specify secondary assets of a multi-asset swap.
The UnderlyingSettlRateDisruptionFallbackGrp is a repeating subcomponent of the UnderlyingPaymentStreamNonDeliverableSettlTermGrp component used to specify the method, prioritized by the order it is listed, to get a replacement rate for a disrupted settlement rate option for a non-deliverable settlement currency.
UnderlyingStreamCalculationPeriodDates is a subcomponent of the UnderlyingStreamGrp component used to specify the calculation period dates of the stream.
UnderlyingStreamEffectivedDate is a subcomponent of the UnderlyingStreamGrp component used to specify the effective date of the stream.
The UnderlyingStreamGrp is a repeating subcomponent of the UnderlyingInstrument component used to detail the swap streams associated with the instrument.
UnderlyingStreamTerminationDate is a subcomponent of the UnderlyingStreamGrp component used to specify the termination date of the stream.
CashSettlDealerGrp is a repeating subcomponent within the CashSettlTermGrp component. It is used to specify the dealers from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation.
BusinessCenterGrp is a repeating subcomponent within the DateAdjustment component. It is used to specify the set of business centers whose calendars drive the date adjustment. The business centers defined here apply to all adjustable dates in the instrument unless specifically overridden in the respective specified components elsewhere.
DateAdjustment is a subcomponent in the Instrument component. It is used to specify date adjustment parameters and rules. The date adjustments specified here applies to all adjustable dates for the instrument, unless specifically overridden in the respective specified components elsewhere.
LegBusinessCenterGrp is a repeating subcomponent within the LegDateAdjustment component. It is used to specify the set of business centers whose calendars drive the date adjustment. The business centers defined here apply to all adjustable dates in the instrument leg unless specifically overridden elsewhere in the respective specified components further within the InstrumentLeg component.
LegDateAdjustment is a subcomponent within the InstrumentLeg component. It is used to specify date adjustment parameters and rules. The date adjustments specified here applies to all adjustable dates for the instrument leg, unless specifically overridden elsewhere in the respective specified components further within the InstrumentLeg component.
LegPaymentScheduleFixingDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentScheduleGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
LegPaymentScheduleInterimExchangeDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentScheduleGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
LegPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp is a repeating subcomponent within the LegPaymentStreamNonDeliverableSettlTerms component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
LegPaymentStreamPaymentDateBusinessCenterGrp is a repeating subcomponent of the LegPaymentStreamPaymentDates component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
LegPaymentStreamResetDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
LegPaymentStreamInitialFixingDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentStreamResetDates component used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
LegPaymentStreamFixingDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
LegProvisionCashSettlPaymentDateBusinessCenterGrp is a repeating subcomponent within the LegProvisionCashSettlPaymentDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
LegProvisionCashSettlValueDateBusinessCenterGrp is a repeating subcomponent within the LegProvisionCashSettlValueDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
LegProvisionOptionExerciseBusinessCenterGrp is a repeating subcomponent within the LegProvisionOptionExerciseDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
LegProvisionOptionExpirationDateBusinessCenterGrp is a repeating subcomponent within the LegProvisionOptionExpirationDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
LegProvisionOptionRelevantUnderlyingDateBusinessCenterGrp is a repeating subcomponent within the LegProvisionOptionRelevantUnderlyingDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
LegProvisionDateBusinessCenterGrp is a repeating subcomponent within the LegProvisionGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
LegStreamCalculationPeriodBusinessCenterGrp is a repeating subcomponent within the LegStreamCalculationPeriodDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
LegStreamFirstPeriodStartDateBusinessCenterGrp is a repeating subcomponent within the LegStreamCalculationPeriodDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
LegStreamEffectiveDateBusinessCenterGrp is a repeating subcomponent within the LegStreamEffectiveDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
LegStreamTerminationDateBusinessCenterGrp is a repeating subcomponent within the LegStreamTerminationDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
PaymentBusinessCenterGrp is a repeating subcomponent within the PaymentGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
PaymentScheduleFixingDateBusinessCenterGrp is a repeating subcomponent within the PaymentScheduleGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
PaymentScheduleInterimExchangeDateBusinessCenterGrp is a repeating subcomponent within the PaymentScheduleGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
PaymentStreamNonDeliverableFixingDatesBusinessCenterGrp is a repeating subcomponent within the PaymentStreamNonDeliverableSettlTerms component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
PaymentStreamPaymentDateBusinessCenterGrp is a repeating subcomponent within the PaymentStreamPaymentDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
PaymentStreamResetDateBusinessCenterGrp is a repeating subcomponent within the PaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
PaymentStreamInitialFixingDateBusinessCenterGrp is a repeating subcomponent within the PaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
PaymentStreamFixingDateBusinessCenterGrp is a repeating subcomponent within the PaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
ProtectionTermEventNewsSourceGrp is a repeating subcomponent within the ProtectionTermGrp component. It is used to specify the particular newspapers or electronic news services and sources that may publish relevant information used in the determination of whether or not a credit event has occurred.
ProvisionCashSettlPaymentDateBusinessCenterGrp is a repeating subcomponent within the ProvisionCashSettlPaymentDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
ProvisionCashSettlValueDateBusinessCenterGrp is a repeating subcomponent within the ProvisionCashSettlValueDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
ProvisionOptionExerciseBusinessCenterGrp is a repeating subcomponent within the ProvisionOptionExerciseDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
ProvisionOptionExpirationDateBusinessCenterGrp is a repeating subcomponent within the ProvisionOptionExpirationDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
ProvisionOptionRelevantUnderlyingDateBusinessCenterGrp is a repeating subcomponent within the ProvisionOptionRelevantUnderlyingDate component. It is used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
ProvisionDateBusinessCenterGrp is a repeating subcomponent within the ProvisionGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
StreamCalculationPeriodBusinessCenterGrp is a repeating subcomponent within the StreamCalculationPeriodDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
StreamFirstPeriodStartDateBusinessCenterGrp is a repeating subcomponent within the StreamCalculationPeriodDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
StreamEffectiveBusinessCenterGrp is a repeating subcomponent of the StreamEffectiveDate component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
StreamTerminationDateBusinessCenterGrp is a repeating subcomponent within the StreamTerminationDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in the Instrument component.
UnderlyingBusinessCenterGrp is a repeating subcomponent within the UnderlyingDateAdjustment component. It is used to specify the set of business centers whose calendars drive the date adjustment. The business centers defined here apply to all adjustable dates in the instrument unless specifically overridden.
UnderlyingDateAdjustment is a subcomponent within the UnderlyingInstrument component. It is used to specify date adjustment parameters and rules. The date adjustments specified here applies to all adjustable dates for the underlying instrument, unless specifically overridden in the respective specified components further within the UnderlyingInstrument component.
UnderlyingPaymentScheduleFixingDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentScheduleGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in the UnderlyingInstrument component.
UnderlyingPaymentScheduleInterimExchangeDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentScheduleGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in the UnderlyingInstrument component.
UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStreamNonDeliverableSettlTerms component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in the UnderlyingInstrument component.
UnderlyingPaymentStreamPaymentDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStreamPaymentDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in the UnderlyingInstrument component.
UnderlyingPaymentStreamResetDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
UnderlyingPaymentStreamInitialFixingDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
UnderlyingPaymentStreamFixingDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
UnderlyingStreamCalculationPeriodBusinessCenterGrp is a repeating subcomponent within the UnderlyingStreamCalculationPeriodDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
UnderlyingStreamFirstPeriodStartDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingStreamCalculationPeriodDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
UnderlyingStreamEffectiveDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingStreamEffectiveDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
UnderlyingStreamTerminationDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingStreamTerminationDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
LegPaymentStreamNonDeliverableSettlRateSource is a subcomponent of the LegPaymentStreamNonDeliverableSettlTerms component used to specify the rate source in the event of payment non-delivery.
LegSettlRateFallbackRateSource is a subcomponent of the LegSettlRateDisruptionFallbackGrp component used to specify the rate source in the event of rate disruption fallback.
PaymentStreamNonDeliverableSettlRateSource is a subcomponent of the PaymentStreamNonDeliverableSettlTerms component used to specify the rate source in the event of payment non-delivery.
SettlRateFallbackRateSource is a subcomponent of the SettlRateDisruptionFallbackGrp component used to specify the rate source in the event of rate disruption fallback.
UnderlyingPaymentStreamNonDeliverableSettlRateSource is a subcomponent of the UnderlyingPaymentStreamNonDeliverableSettlTerms component used to specify the rate source in the event of payment non-delivery.
UnderlyingSettlRateFallbackRateSource is a subcomponent of the UnderlyingSettlRateDisruptionFallbackGrp component used to specify the rate source in the event of rate disruption fallback.
The ProvisionCashSettlQuoteSource is a subcomponent of the ProvisionGrp component used to specify the reference source for currency or rate quote for cash settlement purposes.
The LegProvisionCashSettlQuoteSource is a subcomponent of the LEgProvisionGrp component used to specify the reference source for currency or rate quote for cash settlement purposes.
The AttachmentGrp component provides the ability to attach other media type documents to a FIX message for transmission. The media type can be any of the media types (previously referred to as MIME types) that are listed by IANA (www.iana.org) [RFC2046].
The AttachmentGrp is intended to be used to attach documents in other formats, such as PDF, TIFF, and Microsoft Word, for example to a FIX message.
Note when the AttachmentGrp is used within a business message, such as the TradeCaptureReport(35=AE), the attachment should supplement the data already contained in the business message It is not intended to replace the content of the business message. The standard fields within the business message should be populated, even if they duplicate data expressed within the attachment(s).
The AttachmentKeywordGrp component provides a place to associate keywords with an attachment document to support the current approach of tagging to support metadata.
The AssetAttributeGrp is a repeating subcomponent of the Instrument component used to detail attributes of the instrument asset.
The ComplexEventAveragingObservationGrp is an optional subcomponent of ComplexEventPeriodGrp for specifying the weight of each of the dated observations.
The ComplexEventCreditEventGrp is a repeating component within the ComplexEventGrp component used to report applicable option credit events.
The ComplexEventCreditEventQualifierGrp is a repeating component within the ComplexEventCreditEventGrp component used to specify qualifying attributes to an event.
The ComplexEventPeriodDateGrp is a subcomponent of ComplexEventPeriodGrp for specifying fixed period dates and times for an Asian or Strike Schedule option or trigger dates for a Barrier or Knock option.
The ComplexEventPeriodGrp is a subcomponent of ComplexEvents for specifying the periods for an Asian, Barrier, Knock or Strike Schedule option feature.
The ComplexEventRateSourceGrp is a subcomponent of ComplexEvents for specifying primary and secondary rate sources.
The ComplexEventDateBusinessCenterGrp is a repeating subcomponent of the ComplexEventRelativeDate component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
The ComplexEventRelativeDate is a subcomponent of ComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option.
The ComplexEventCreditEventSourceGrp is a repeating subcomponent of the ComplexEvents component used to specify the particular newspapers or electronic news services that may publish relevant information used in the determination of whether or not a credit event has occurred.
The ComplexEventScheduleGrp is a subcomponent of ComplexEventPeriodGrp for specifying a periodic schedule for an Asian, Barrier or Strike Schedule option feature.
The DeliveryScheduleGrp is a repeating subcomponent of the Stream component used to detail step schedules associated with a delivery stream.
The DeliveryScheduleSettlDayGrp is a repeating subcomponent of the DeliveryScheduleGrp component used to detail commodity delivery days.
The DeliveryScheduleSettlTimeGrp is a repeating subcomponent of the DeliveryScheduleSettlDayGrp component used to detail commodity delivery time period.
The DeliveryStream component is used to optionally specify the attributes of a physical delivery stream in a swap.
The DeliveryStreamCycleGrp is a repeating subcomponent of the DeliveryStream component used to detail delivery cycles during which the oil product will be transported in the pipeline.
The DeliveryStreamCommoditySourceGrp is a repeating subcomponent of the DeliveryStream component used to detail the origins or sources of the commodity.
The MarketDisruption component is a subcomponent of the Instrument used to specify the market disruption provisions of the swap.
The MarketDisruptionEventGrp is a repeating subcomponent of the MarketDisruption component used to specify the market disruption events.
The MarketDisruptionFallbackGrp is a repeating subcomponent of the MarketDisruption component used to specify the market disruption fallback provisions.
The MarketDisruptionFallbackReferencePriceGrp is a repeating subcomponent of the MarketDisruption component used to specify the fallback reference price and underlying security provisions
The OptionExercise component is a subcomponent of the Instrument component used to specify option exercise provisions. Its purpose is to identify the opportunities and conditions for exercise, e.g. the schedule of dates on which exercise is allowed. The embedded OptionExerciseExpiration component is used to terminate the opportunity for exercise.
The OptionExerciseBusinessCenterGrp is a repeating subcomponent of the OptionExerciseDates component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
The OptionExerciseDate component is a subcomponent of the OptionExercise component used to specify option exercise dates.
The OptionExerciseDateGrp is a repeating subcomponent of the OptionExerciseDates component used to specify fixed dates for exercise.
The OptionExerciseExpirationDateBusinessCenterGrp is a repeating subcomponent of the OptionExerciseExpiration component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
The OptionExerciseExpiration component is a subcomponent of the OptionExercise component used to specify option exercise expiration dates and times. The purpose of OptionExercise is to identify the scheduled opportunities for exercise. OptionExerciseExpiration identifies the end of the schedule.
The OptionExerciseExpirationDateGrp is a repeating subcomponent of the OptionExerciseExpiration component used to specify fixed dates for expiration.
The PaymentScheduleFixingDayGrp is a repeating subcomponent of the PaymentScheduleGrp component used to detail periodic fixing days.
The PaymentStreamPricingBusinessCenterGrp is a repeating subcomponent of the PaymentStreamFloatingRate component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
The PaymentStreamPaymentDateGrp is a repeating subcomponent of the PaymentStreamPaymentDates component used to detail fixed dates for swap stream payments.
The PaymentStreamPricingDateGrp is a repeating subcomponent of the PaymentStreamFloatingRate component used to detail fixed pricing dates.
The PaymentStreamPricingDayGrp is a repeating subcomponent of the PaymentStreamFloatingRate component used to detail periodic pricing days.
PricingDateBusinessCenterGrp is a repeating subcomponent of the PricingDateTime component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
The PricingDateTime component is a subcomponent of Instrument used to specify an adjusted or unadjusted pricing or fixing date and optionally the time, e.g. for a commodity or FX forward trade.
The StreamAssetAttributeGrp is a repeating subcomponent of the StreamCommodity component used to detail commodity attributes, quality standards and reject limits.
The StreamCalculationPeriodDateGrp is a repeating subcomponent of the StreamCalculationPeriodDates component used to detail fixed dates for the swap stream.
StreamCommoditySettlBusinessCenterGrp is a repeating subcomponent of the StreamCommodity component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
StreamCommodity is a subcomponent of the Stream component used to identify and describe the underlying commodity.
StreamCommodityAltIDGrp is a subcomponent of the StreamCommodity component used to specify alternate identifiers.
StreamCommodityDataSourceGrp is a subcomponent of the StreamCommodity component used to specify sources of data, e.g. weather stations. The order of entry determines priority – first is the main source, second is fallback, third is second fallback.
The StreamCommoditySettlDayGrp is a repeating subcomponent of the StreamCommoditySettlPeriodGrp component used to define the settlement days associated with the commodity contract.
The StreamCommoditySettlTimeGrp is a repeating subcomponent of the StreamCommoditySettlDayGrp component used to define the settlement time periods associated with the commodity contract.
The StreamCommoditySettlPeriodGrp is a repeating subcomponent of the StreamCommodity component used to define the settlement period details associated with the commodity contract.
MandatoryClearingJurisdictionGrp is a repeating component of TradeCaptureReport used to specify the set of jurisdictions to which mandatory clearing applies.
The LegAdditionalTermBondRefGrp is a repeating group subcomponent of the LegAdditionalTermGrp component used to identify an underlying reference bond for a swap.
The LegAdditionalTermGrp is a repeating subcomponent of the InstrumentLeg component used to report additional contract terms.
The LegAssetAttributeGrp is a repeating subcomponent of the InstrumentLeg component used to detail attributes of the instrument asset.
LegCashSettlDealerGrp is a repeating subcomponent of the LegCashSettlTermGrp component used to specify the dealers from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation.
The LegCashSettlTermGrp is a repeating component within the InstrumentLeg component used to report cash settlement terms.
LegComplexEventAveragingObservationGrp is an optional subcomponent of LegComplexEventPeriodGrp for specifying the weight of each of the dated observations.
The LegComplexEventCreditEventGrp is a repeating component within the LegComplexEventGrp component used to report applicable option credit events.
The LegComplexEventCreditEventQualifierGrp is a repeating component within the LegComplexEventCreditEventGrp component used to specify qualifying attributes to an event.
LegComplexEventPeriodDateGrp is a subcomponent of LegComplexEventPeriodGrp for specifying fixed period dates and times for an Asian or Strike Schedule option or trigger dates for a Barrier or Knock option.
LegComplexEventPeriodGrp is a subcomponent of LegComplexEvents for specifying the periods for an Asian, Barrier, Knock or Strike Schedule option feature.
LegComplexEventRateSourceGrp is a subcomponent of LegComplexEvents for specifying primary and secondary rate sources.
LegComplexEventDateBusinessCenterGrp is a repeating subcomponent of the LegComplexEventRelativeDate component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
LegComplexEventRelativeDate is a subcomponent of LegComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option.
LegComplexEventCreditEventSourceGrp is a repeating subcomponent of the LegComplexEvents component used to specify the particular newspapers or electronic news services that may publish relevant information used in the determination of whether or not a credit event has occurred.
The LegComplexEvent Group is a repeating block which allows specifying an unlimited number and types of advanced events, such as observation and pricing over the lifetime of an option, futures, commodities or equity swap contract. Use LegEvntGrp to specify more straightforward events.
The LegComplexEventDates and subcomponent LegComplexEventTimes components are used to constrain a complex event to a specific date range, and optional time range. If specified the event is only effective on or within the specified dates and times.
The LegComplexEventTimes is a repeating subcomponent of the LegComplexEventDates component. It is used to further qualify any dates placed on the event and is used to specify time ranges for which a complex event is effective. It is always provided within the context of start and end dates. The time range is assumed to be in effect for the entirety of the date or date range specified.
LegComplexEventScheduleGrp is a subcomponent of LegComplexEventPeriodGrp for specifying a periodic schedule for an Asian, Barrier or Strike Schedule option feature.
The LegDeliveryScheduleGrp is a repeating subcomponent of the LegStream component used to detail step schedules associated with a delivery stream.
The LegDeliveryScheduleSettlDayGrp is a repeating subcomponent of the LegDeliveryScheduleGrp component used to detail commodity delivery days.
The LegDeliveryScheduleSettlTimeGrp is a repeating subcomponent of the LegDeliveryScheduleSettlDayGrp component used to detail commodity delivery time periods.
The LegDeliveryStream component is a subcomponent of the LegStream used to detail the attributes of a physical delivery stream in a swap.
The LegStreamAssetAttributeGrp is a repeating subcomponent of the LegStreamCommodity component used to detail commodity attributes, quality standards and reject limits.
The LegDeliveryStreamCycleGrp is a repeating subcomponent of the LegDeliveryStream component used to detail delivery cycles during which the oil product will be transported in the pipeline.
The LegDeliveryStreamCommoditySourceGrp is a repeating subcomponent of the LegDeliveryStream component used to detail the origins or sources of the commodity.
The use of this component block is restricted to instrument definition only and is not permitted to contain transactional information. Only a specified subset of party roles will be supported within the LegInstrumentParty block.
The LegMarketDisruption component is a subcomponent of the InstrumentLeg used to specify the market disruption provisions of the swap.
The LegMarketDisruptionEventGrp is a repeating subcomponent of the LegMarketDisruption component used to specify the market disruption events.
The LegMarketDisruptionFallbackGrp is a repeating subcomponent of the LegMarketDisruption component used to specify the market disruption fallback provisions.
The LegMarketDisruptionFallbackReferencePriceGrp is a repeating subcomponent of the LegMarketDisruption component used to specify the fallback reference price and underlying security provisions
The LegOptionExercise component is a subcomponent of the InstrumentLeg component used to specify option exercise provisions. Its purpose is to identify the opportunities and conditions for exercise, e.g. the schedule of dates on which exercise is allowed. The embedded LegOptionExerciseExpiration component is used to terminate the opportunity for exercise.
LegOptionExerciseBusinessCenterGrp is a repeating subcomponent of the LegOptionExerciseDates component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
The LegOptionExerciseDates component is a subcomponent of the LegOptionExercise component used to specify option exercise dates.
The LegOptionExerciseDateGrp is a repeating subcomponent of the LegOptionExerciseDates component used to specify fixed dates for exercise.
LegOptionExerciseExpirationDateBusinessCenterGrp is a repeating subcomponent of the LegOptionExerciseExpiration component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
The LegOptionExerciseExpiration component is a subcomponent of the LegOptionExercise component used to specify option exercise expiration dates and times. The purpose of LegOptionExercise is to identify the scheduled opportunities for exercise. LegOptionExerciseExpiration identifies the end of the schedule.
The LegOptionExerciseExpirationDateGrp is a repeating subcomponent of the LegOptionExerciseExpiration component used to specify fixed dates for expiration.
The LegPaymentScheduleFixingDayGrp is a repeating subcomponent of the LegPaymentScheduleGrp component used to detail periodic fixing days.
LegPaymentStreamPricingBusinessCenterGrp is a repeating subcomponent of the LegPaymentStreamFloatingRate component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
The LegPaymentStreamPaymentDateGrp is a repeating subcomponent of the LegPaymentStreamPaymentDates component used to detail fixed dates for swap stream payments.
The LegPaymentStreamPricingDateGrp is a repeating subcomponent of the LegPaymentStreamFloatingRate component used to detail fixed pricing dates.
The LegPaymentStreamPricingDayGrp is a repeating subcomponent of the LegPaymentStreamFloatingRate component used to detail periodic pricing days.
The LegPhysicalSettlTermGrp is a repeating component within the InstrumentLeg component used to report physical settlement terms.
The LegPhysicalSettlDeliverableObligationGrp is a repeating component within the LegPhysicalSettlTermGrp component used to report credit default swap (CDS) physical settlement delivery obligations.
LegPricingDateBusinessCenterGrp is a repeating subcomponent of the LegPricingDateTime component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
The LegPricingDateTime component is a subcomponent of InstrumentLeg used to specify an adjusted or unadjusted pricing or fixing date and optionally the time, e.g. for a commodity or FX forward trade.
LegProtectionTermEventNewsSourceGrp is a repeating subcomponent of the LegProtectionTermGrp component used to specify the particular newspapers or electronic news services that may publish relevant information used in the determination of whether or not a credit event has occurred.
The LegProtectionTermGrp is a repeating component within the InstrumentLeg component used to report protection term details.
The LegProtectionTermEventGrp is a repeating component within the LegProtectionTermGrp component used to report applicable CDS credit events.
The LegProtectionTermEventQualifierGrp is a repeating component within the LegProtectionTermEventGrp component used to specify qualifying attributes to the event.
The LegProtectionTermObligationGrp is a repeating component within the LegProtectionTermGrp component used to report applicable credit default swap (CDS) obligations.
The LegStreamCalculationPeriodDateGrp is a repeating subcomponent of the LegStreamCalculationPeriodDates component used to detail fixed dates for the swap stream.
LegStreamCommoditySettlBusinessCenterGrp is a repeating subcomponent of the LegStreamCommodity component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
LegStreamCommodity is a subcomponent of the LegStream component used to identify and describe the underlying commodity.
LegStreamCommodityAltIDGrp is a subcomponent of the LegStreamCommodity component used to specify alternate identifiers.
LegStreamCommodityDataSourceGrp is a subcomponent of the LegStreamCommodity component used to specify sources of data, e.g. weather stations. The order of entry determines priority – first is the main source, second is fallback, third is second fallback.
The LegStreamCommoditySettlDayGrp is a repeating subcomponent of the LegStreamCommoditySettlPeriodGrp component used to define the settlement days associated with the commodity contract.
The LegStreamCommoditySettlTimeGrp is a repeating subcomponent of the LegStreamCommoditySettlDayGrp component used to define the settlement time periods associated with the commodity contract.
The LegStreamCommoditySettlPeriodGrp is a repeating subcomponent of the LegStreamCommodiry component used to to define the settlement period details associated with the commodity contract.
The UnderlyingAssetAttributeGrp is a repeating subcomponent of the UnderlyingInstrument component used to detail attributes of the instrument asset.
UnderlyingComplexEventAveragingObservationGrp is an optional subcomponent of UnderlyingComplexEventPeriodGrp for specifying the weight of each of the dated observations.
The UnderlyingComplexEventCreditEventGrp is a repeating component within the UnderlyingComplexEventGrp component used to report applicable option credit events.
The UnderlyingComplexEventCreditEventQualifierGrp is a repeating component within the UnderlyingComplexEventCreditEventGrp component used to specify qualifying attributes to an event.
UnderlyingComplexEventPeriodDateGrp is a subcomponent of UnderlyingComplexEventPeriodGrp for specifying fixed period dates and times for an Asian or Strike Schedule option or trigger dates for a Barrier or Knock option.
UnderlyingComplexEventPeriodGrp is a subcomponent of UnderlyingComplexEvents for specifying the periods for an Asian, Barrier, Knock or Strike Schedule option feature.
UnderlyingComplexEventRateSourceGrp is a subcomponent of UnderlyingComplexEvents for specifying primary and secondary rate sources.
UnderlyingComplexEventDateBusinessCenterGrp is a repeating subcomponent of the UnderlyingComplexEventRelativeDate component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.
UnderlyingComplexEventRelativeDate is a subcomponent of UnderlyingComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option.
UnderlyingComplexEventCreditEventSourceGrp is a repeating subcomponent of the UnderlyingComplexEvents component used to specify the particular newspapers or electronic news services that may publish relevant information used in the determination of whether or not a credit event has occurred.
UnderlyingComplexEventScheduleGrp is a subcomponent of UnderlyingComplexEventPeriodGrp for specifying a periodic schedule for an Asian, Barrier or Strike Schedule option feature.
The UnderlyingDeliveryScheduleGrp is a repeating subcomponent of the UnderlyingStream component used to detail step schedules associated with a delivery stream.
The UnderlyingDeliveryScheduleSettlDayGrp is a repeating subcomponent of the UnderlyingDeliveryScheduleGrp component used to detail commodity delivery days.
The UnderlyingDeliveryScheduleSettlTimeGrp is a repeating subcomponent of the UnderlyingDeliveryScheduleSettlDayGrp component used to detail commodity delivery time periods.
The UnderlyingDeliveryStream component is a subcomponent of the UnderlyingStream used to detail the attributes of a physical delivery stream in a swap.
The UnderlyingStreamAssetAttributeGrp is a repeating subcomponent of the UnderlyingStreamCommodity component used to detail commodity attributes, quality standards and reject limits.
The UnderlyingDeliveryStreamCycleGrp is a repeating subcomponent of the UnderlyingDeliveryStream component used to detail delivery cycles during which the oil product will be transported in the pipeline.
The UnderlyingDeliveryStreamCommoditySourceGrp is a repeating subcomponent of the UnderlyingDeliveryStream component used to detail the origins or sources of the commodity.
The UnderlyingOptionExercise component is a subcomponent of the UnderlyingInstrument component used to specify option exercise provisions. Its purpose is to identify the opportunities and conditions for exercise, e.g. the schedule of dates on which exercise is allowed. The embedded UnderlyingOptionExerciseExpiration component is used to terminate the opportunity for exercise.
UnderlyingOptionExerciseBusinessCenterGrp is a repeating subcomponent of the UnderlyingOptionExerciseDates component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.
The UnderlyingOptionExerciseDate component is a subcomponent of the UnderlyingOptionExercise component used to specify option exercise dates.
The UnderlyingOptionExerciseDateGrp is a repeating subcomponent of the UnderlyingOptionExerciseDates component used to specify fixed dates for exercise.
UnderlyingOptionExerciseExpirationDateBusinessCenterGrp is a repeating subcomponent of the UnderlyingOptionExerciseExpiration component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.
The UnderlyingOptionExerciseExpiration component is a subcomponent of the UnderlyingOptionExercise component used to specify option exercise expiration dates and times. The purpose of UnderlyingOptionExercise is to identify the scheduled opportunities for exercise. UnderlyingOptionExerciseExpiration identifies the end of the schedule.
The UnderlyingOptionExerciseExpirationDateGrp is a repeating subcomponent of the UnderlyingOptionExerciseExpiration component used to specify fixed dates for expiration.
The UnderlyingMarketDisruption component is a subcomponent of the UnderlyingInstrument used to specify the market disruption provisions of the swap.
The UnderlyingMarketDisruptionEventGrp is a repeating subcomponent of the UnderlyingMarketDisruption component used to specify the market disruption events.
The UnderlyingMarketDisruptionFallbackGrp is a repeating subcomponent of the UnderlyingMarketDisruption component used to specify the market disruption fallback provisions.
The UnderlyingMarketDisruptionFallbackReferencePriceGrp is a repeating subcomponent of the UnderlyingMarketDisruption component used to specify the fallback reference price and underlying security provisions
The UnderlyingPaymentScheduleFixingDayGrp is a repeating subcomponent of the UnderlyingPaymentScheduleGrp component used to detail periodic fixing days.
UnderlyingPaymentStreamPricingBusinessCenterGrp is a repeating subcomponent of the UnderlyingPaymentStreamFloatingRate component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.
The UnderlyingPaymentStreamPaymentDateGrp is a repeating subcomponent of the UnderlyingPaymentStreamPaymentDates component used to detail fixed dates for swap stream payments.
The UnderlyingPaymentStreamPricingDateGrp is a repeating subcomponent of the UnderlyingPaymentStreamFloatingRate component used to detail fixed pricing dates.
The UnderlyingPaymentStreamPricingDayGrp is a repeating subcomponent of the UnderlyingPaymentStreamFloatingRate component used to detail periodic pricing days.
UnderlyingPricingDateBusinessCenterGrp is a repeating subcomponent of the UnderlyingPricingDateTime component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.
The UnderlyingPricingDateTime component is a subcomponent of UnderlyingInstrument used to specify an adjusted or unadjusted pricing or fixing date and optionally the time, e.g. for a commodity or FX forward trade.
The UnderlyingStreamCalculationPeriodDateGrp is a repeating subcomponent of the UnderlyingStreamCalculationPeriodDates component used to detail fixed dates for the swap stream.
UnderlyingStreamCommoditySettlBusinessCenterGrp is a repeating subcomponent of the UnderlyingStreamCommodity component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.
UnderlyingStreamCommodity is a subcomponent of the UnderlyingStream component used to identify and describe the underlying commodity.
UnderlyingStreamCommodityAltIDGrp is a subcomponent of the UnderlyingStreamCommodity component used to specify alternate identifiers.
UnderlyingStreamCommodityDataSourceGrp is a subcomponent of the UnderlyingStreamCommodity component used to specify sources of data, e.g. weather stations. The order of entry determines priority – first is the main source, second is fallback, third is second fallback.
The UnderlyingStreamCommoditySettlDayGrp is a repeating subcomponent of the UnderlyingStreamCommoditySettlPeriodGrp component used to define the settlement days associated with the commodity contract.
The UnderlyingStreamCommoditySettlTimeGrp is a repeating subcomponent of the UnderlyingStreamCommoditySettlDayGrp component used to define the settlement time periods associated with the commodity contract.
The UnderlyingStreamCommoditySettlPeriodGrp is a repeating subcomponent of the UnderlyingStreamCommodiry component used to defined the settlement period details associated with the commodity contract.
The EntitlementTypeGrp conveys a list of entitlement types.
The UnderlyingAdditionalTermBondRefGrp is a repeating group subcomponent of the UnderlyingAdditionalTermGrp component used to identify an underlying reference bond for a swap.
The UnderlyingAdditionalTermGrp is a repeating subcomponent of the UnderlyingInstrument component used to report additional contract terms.
UnderlyingCashSettlDealerGrp is a repeating subcomponent within the UnderlyingCashSettlTermGrp component. It is used to specify the dealers from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation.
The UnderlyingCashSettlTermGrp is a repeating component within the UnderlyingInstrument component used to report cash settlement terms.
The UnderlyingPhysicalSettlTermGrp is a repeating component within the UnderlyingInstrument component used to report physical settlement terms.
The UnderlyingPhysicalSettlDeliverableObligationGrp is a repeating component within the UnderlyingPhysicalSettlTermGrp component used to report CDS physical settlement delivery obligations.
The UnderlyingProtectionTermGrp is a repeating component within the UnderlyingInstrument component used to report contract protection term details.
The UnderlyingProtectionTermEventGrp is a repeating component within the UnderlyingProtectionTermGrp component used to report applicable CDS credit events.
The UnderlyingProtectionTermEventQualifierGrp is a repeating component within the UnderlyingProtectionTermEventGrp component used to specify qualifying attributes to the event.
The UnderlyingProtectionTermObligationGrp is a repeating component within the UnderlyingProtectionTermGrp component used to report applicable CDS obligations.
UnderlyingProtectionTermEventNewsSourceGrp is a repeating subcomponent within the UnderlyingProtectionTermGrp component. It is used to specify the particular newspapers or electronic news services and sources that may publish relevant information used in the determination of whether or not a credit event has occurred.
The UnderlyingProvisionCashSettlPaymentDates component is a sub-component within the UnderlyingProvisionGrp component used to report the cash settlement payment dates defined in the provision.
The UnderlyingProvisionCashSettlPaymentFixedDateGrp is a repeating component within the UnderlyingProvisionCashSettlPaymentDates component used to report fixed cash settlement payment dates defined in the provision.
The UnderlyingProvisionCashSettlQuoteSource is a subcomponent of the UnderlyingProvisionGrp component used to specify the reference source for currency or rate quote for cash settlement purposes.
The UnderlyingProvisionCashSettlValueDates is a subcomponent within the UnderlyingProvisionGrp component used to report the cash settlement value date and time defined in the provision.
The UnderlyingProvisionOptionExerciseFixedDateGrp is a repeating component within the UnderlyingProvisionOptionExerciseDates component used to report an array of unadjusted or adjusted fixed exercise dates.
The UnderlyingProvisionOptionExerciseDates is a subcomponent within the UnderlyingProvisionGrp component used to report the option exercise dates and times defined in the provision.
The UnderlyingProvisionOptionExerciseDate is a subcomponent within the UnderlyingProvisionGrp component used to report the option expiration date and times defined in the provision.
The UnderlyingProvisionOptionRelevantUnderlyingDate is a subcomponent within the UnderlyingProvisionGrp component used to report the option relevant underlying date defined in the provision.
The UnderlyingProvisionGrp is a repeating subcomponent of the UnderlyingInstrument component used to detail additional terms and conditions associated with the instrument.
UnderlyingProvisionParties is a repeating component within the UnderlyingProvisionGrp component used to report the parties identified in the contract provision.
UnderlyingProvisionPtysSubGrp is a repeating component within the UnderlyingProvisionParties component used to extend information to be reported for the party.
UnderlyingProvisionCashSettlPaymentDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingProvisionCashSettlPaymentDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.
UnderlyingProvisionCashSettlValueDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingProvisionCashSettlValueDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.
UnderlyingProvisionOptionExerciseBusinessCenterGrp is a repeating subcomponent within the UnderlyingProvisionOptionExerciseDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.
UnderlyingProvisionOptionExpirationDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingProvisionOptionExpirationDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.
UnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingProvisionOptionRelevantUnderlyingDate component. It is used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.
UnderlyingProvisionDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingProvisionGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.
Group of order transactions across one or more instruments.
Acknowledgment for a group of order transactions across one or more instruments.
Repeating group of target party sub-identifiers.
This component block is used within the MarketDataStatisticsRequest(35=DO) message to define a set of parameters describing the desired statistics.
This component block is used within the MarketDataStatisticsReport(35=DP) message to provide results together with the related set of parameters.
This component comprises all parameters that can be used to describe the market data statistics. These can be part of the request as well as the response. All parameters defined on the MarketDataStatisticsRequest(35=DO) message should be echoed in the MarketDataStatisticsReport(35=DP) message as the latter could also be sent unsolicited.
The general category and the entities involved in the statistics are defined by MDStatisticType(2456), MDStatisticScope(2457), and MDStatisticIntervalType(2464) and must always be specified. The remaining fields are optional and restrict the data range in one way or another. The time range for the data can either be specified in terms of an interval for which the statistics are typically calculated on a regular basis or in terms of an absolute date and/or time range.
Component block is optionally used for financial transactions where legal contracts, master agreements or master confirmations are to be referenced. This component identifies the legal agreement under which the deal was made and other unique characteristics of the transaction. For example, the LegAgreementDesc(2497) field refers to base standard documents such as MRA 1996 Repurchase Agreement, GMRA 2000 Bills Transaction (U.K.), MSLA 1993 Securities Loan - Amended 1998, for example.
The LegFinancingContractualDefinitionGrp is a repeating component within the LegFinancingDetails component used to report the definitions published by ISDA that define the terms of a derivative trade.
The LegFinancingTermSupplementGrp is a repeating component within the LegFinancingDetails component used to report contractual terms supplements of derivative trades.
The LegFinancingContractualMatrixGrp is a repeating component within the LegFinancingDetails component used to report the ISDA Physical Settlement Matrix Transaction Type.
The RelativeValueGrp component is used to convey relative valuation metrics or analytics for a given instrument.
The AuctionTypeRuleGrp component is used to specify the auction rule applicable for a given product group or complex, for example.
The FlexProductEligibilityGrp component is used to specify whether securities within a product group or complex are eligible for creating flexible securities.
The PriceRangeRulesGrp component is used to specify the price range rules for a given product group or complex.
Rules for minimum bid and offer sizes of quotes.
This component is used to identify market segments that are related to each other for a business purpose. This component should not be used in lieu of available explicit FIX fields that denote specific relationships (e.g. ParentMktSegmID(1325) for parent market segments), but rather should be used when no such fields exist.
This component is used convey parameters that are relevant for the calculation of clearing prices that are different from the trading prices due to the nature of the product, e.g. variance futures.
The MiscFeesSubGrp component is used to provide further details for a given MiscFeeType(139) value.
The CommissionDataGrp component block is used to carry commission information such as the type of commission and the rate. It provides an alternative to the CommissionData component if multiple commissions or enhanced attributes are needed.
The AllocCommissionDataGrp component block is used to carry commission information such as the type of commission and the rate at the allocation level. It provides a means to express commission applicable for the specified allocation account.
The CashSettlDate component is a subcomponent within the CashSettlTermGrp component used to report the cash settlement date defined in the settlement provision.
CashSettlDateBusinessCenterGrp is a repeating subcomponent within the CashSettlDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component within the Instrument component.
The DividendAccrualFloatingRate component is a subcomponent of DividendConditions used to define the dividend accrual floating rate attributes of dividend payment conditions.
DividendAccrualPaymentDateBusinessCenterGrp is a repeating subcomponent within the DividendAccrualPaymentDate component. It is used to specify the set of business centers whose calendars drive the date adjustment.
The DividendAccrualPaymentDate component is a subcomponent of DividendConditions used to report the dividend accrual payment date.
The DividendConditions component is a subcomponent of PaymentStream used to specify the conditions' valuations and dates governing the payment of dividends.
The DividendFXTriggerDate component is a subcomponent of DividendConditions used to report the dividend date when a foreign exchange trade is triggered.
DividendFXTriggerDateBusinessCenterGrp is a repeating subcomponent within the DividendFXTriggerDate component. It is used to specify the set of business centers whose calendars drive the date adjustment.
DividendPeriodGrp is a repeating subcomponent within the DividendConditions component. It is used to specify the valuation and payments dates of the dividend leg of a dividend swap.
DividendPeriodBusinessCenterGrp is a repeating subcomponent within the DividendPeriodGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment.
The ExtraordinaryEventGrp is a repeating component within the Instrument component. It is used to report extraordinary and disruptive events applicable to the reference entity that affects the contract.
The LegCashSettlDate component is a subcomponent within the LegCashSettlTermGrp component used to report the cash settlement date defined in the settlement provision.
LegCashSettlDateBusinessCenterGrp is a repeating subcomponent within the LegCashSettlDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
LegDividendAccrualPaymentDateBusinessCenterGrp is a repeating subcomponent within the LegDividendAccrualPaymentDate component. It is used to specify the set of business centers whose calendars drive the date adjustment.
The LegDividendAccrualFloatingRate component is a subcomponent of LegDividendConditions used to define the dividend accrual floating rate attributes of dividend payment conditions.
The LegDividendAccrualPaymentDate component is a subcomponent of LegDividendConditions used to report the dividend accrual payment date.
The LegDividendConditions component is a subcomponent of LegPaymentStream used to specify the conditions' valuations and dates governing the payment of dividends.
The LegDividendFXTriggerDate component is a subcomponent of LegDividendConditions used to report the dividend date when a foreign exchange trade is triggered.
LegDividendFXTriggerDateBusinessCenterGrp is a repeating subcomponent within the LegDividendFXTriggerDate component. It is used to specify the set of business centers whose calendars drive the date adjustment.
LegDividendPeriodGrp is a repeating subcomponent within the LegDividendConditions component. It is used to specify the valuation and payments dates of the dividend leg of a dividend swap.
LegDividendPeriodBusinessCenterGrp is a repeating subcomponent within the LegDividendPeriodGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment.
The LegExtraordinaryEventGrp is a repeating component within the InstrumentLeg component. It is used to report extraordinary and disruptive events applicable to the reference entity that affects the contract.
LegOptionExerciseMakeWholeProvision is a subcomponent of the LegOptionExercise component used to specify the set of rules of maintaining balance when an option is exercised.
LegPaymentStreamCompoundingDateGrp is a subcomponent of the LegPaymentStreamCompoundingDates component used to specify predetermined compounding dates.
LegPaymentStreamCompoundingDates is a subcomponent of the LegPaymentStream component used to specify the compounding dates of the stream - either specific, relative or periodic dates.
LegPaymentStreamCompoundingDatesBusinessCenterGrp is a repeating subcomponent within the LegPaymentStreamCompoundingDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
LegPaymentStreamCompoundingEndDate is a subcomponent of the LegPaymentStreamCompoundingDates component used to specify the end date for compounding.
LegPaymentStreamCompoundingFloatingRate is a subcomponent of the LegPaymentStream component used to report the parameters for determining the compounding floating rate of the stream.
LegPaymentStreamCompoundingStartDate is a subcomponent of the LegPaymentStreamCompoundingDates component used to specify the start date for compounding.
LegPaymentStreamFormulaImage is a subcomponent of the LegPaymentStreamFormula component used to include a base64Binary-encoded image clip of the formula.
LegPaymentStreamFinalPricePaymentDate is a subcomponent of the LegPaymentStreamPaymentDates component used to specify the final price payment date, e.g. for an equity return swap.
LegPaymentStreamFixingDateGrp is a subcomponent of the LegPaymentStreamResetDates component used to specify predetermined fixing dates.
LegPaymentStreamFormula is a subcomponent of the LegPaymentStreamFloatingRate component used to report the parameters for determining the floating rate of the stream e.g. for equity swaps.
LegPaymentStreamFormulaMathGrp is a repeating subcomponent within the LegPaymentStreamFormula component. It is used to specify the set of formulas, sub-formulas and descriptions from which the rate is derived.
LegPaymentStubEndDate is a subcomponent of the LegPaymentStubGrp component used to specify the end date of the payment stub.
LegPaymentStubEndDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentStubEndDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
LegPaymentStubStartDate is a subcomponent of the LegPaymentStubGrp component used to specify the start date of the payment stub.
LegPaymentStubStartDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentStubStartDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
LegReturnRateDateGrp is a repeating subcomponent within the LegReturnRateGrp component. It is used to specify the equity and dividend valuation dates for an equity return swap payment stream.
LegReturnRateFXConversionGrp is a repeating subcomponent within the LegReturnRateGrp component. It is used to specify the FX conversion rates for an equity return swap payment stream.
LegReturnRateGrp is a repeating subcomponent within the PaymentStreamFloatingRate component. It is used to specify the multiple return rates for an equity return swap payment stream.
LegReturnRateInformationSourceGrp is a repeating subcomponent within the LegReturnRateGrp component. It is used to specify the information sources for equity prices and FX rates for an equity return swap payment stream.
LegReturnRatePriceGrp is a repeating subcomponent within the LegReturnRateGrp component. It is used to specify the return rate prices for an equity return swap payment stream.
LegReturnRateValuationDateBusinessCenterGrp is a repeating subcomponent within the LegReturnRateValuationDateGrp component. It is used to specify the valuation date business center adjustments for an equity return swap payment stream.
LegReturnRateValuationDateGrp is a repeating subcomponent within the LegReturnRateDateGrp component. It is used to specify the fixed valuation dates for an equity return swap payment stream.
The LegSettlMethodElectionDate component is a subcomponent within the LegOptionExercise component used to report the settlement method election date.
LegSettlMethodElectionDateBusinessCenterGrp is a repeating subcomponent within the LegSettlMethodElectionDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
OptionExerciseMakeWholeProvision is a subcomponent of the OptionExercise component used to specify the set of rules of maintaining balance when an option is exercised.
PaymentStreamCompoundingDateGrp is a subcomponent of the PaymentStreamCompoundingDates component used to specify predetermined compounding dates.
PaymentStreamCompoundingDates is a subcomponent of the PaymentStream component used to specify the compounding dates of the stream - either specific, relative or periodic dates.
PaymentStreamCompoundingDatesBusinessCenterGrp is a repeating subcomponent within the PaymentStreamCompoundingDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
PaymentStreamCompoundingEndDate is a subcomponent of the PaymentStreamCompoundingDates component used to specify the end date for compounding.
PaymentStreamCompoundingFloatingRate is a subcomponent of the PaymentStream component used to report the parameters for determining the compounding floating rate of the stream.
PaymentStreamCompoundingStartDate is a subcomponent of the PaymentStreamCompoundingDates component used to specify the start date for compounding.
PaymentStreamFormulaImage is a subcomponent of the PaymentStreamFormula component used to include a base64Binary-encoded image clip of the formula.
PaymentStreamFinalPricePaymentDate is a subcomponent of the PaymentStreamPaymentDates component used to specify the final price payment date, e.g. for an equity return swap.
PaymentStreamFixingDateGrp is a subcomponent of the PaymentStreamResetDates component used to specify predetermined fixing dates.
PaymentStreamFormulaMathGrp is a repeating subcomponent within the PaymentStreamFormula component. It is used to specify the set of formulas, sub-formulas and descriptions from which the rate is derived.
PaymentStreamFormula is a subcomponent of the PaymentStreamFloatingRate component used to report the parameters for determining the floating rate of the stream e.g. for equity swaps.
PaymentStubEndDate is a subcomponent of the PaymentStubGrp component used to specify the end date of the payment stub.
PaymentStubEndDateBusinessCenterGrp is a repeating subcomponent within the PaymentStubEndDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
PaymentStubStartDate is a subcomponent of the PaymentStubGrp component used to specify the start date of the payment stub.
PaymentStubStartDateBusinessCenterGrp is a repeating subcomponent within the PaymentStubStartDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
ReturnRateDateGrp is a repeating subcomponent within the ReturnRateGrp component. It is used to specify the equity and dividend valuation dates for an equity return swap payment stream.
ReturnRateFXConversionGrp is a repeating subcomponent within the ReturnRateGrp component. It is used to specify the FX conversion rates for an equity return swap payment stream.
ReturnRateGrp is a repeating subcomponent within the PaymentStreamFloatingRate component. It is used to specify the multiple return rates for an equity return swap payment stream.
ReturnRateInformationSourceGrp is a repeating subcomponent within the ReturnRateGrp component. It is used to specify the information sources for equity prices and FX rates for an equity return swap payment stream.
ReturnRatePriceGrp is a repeating subcomponent within the ReturnRateGrp component. It is used to specify the return rate prices for an equity return swap payment stream.
ReturnRateValuationDateBusinessCenterGrp is a repeating subcomponent within the ReturnRateValuationDateGrp component. It is used to specify the valuation date business center adjustments for an equity return swap payment stream.
ReturnRateValuationDateGrp is a repeating subcomponent within the ReturnRateDateGrp component. It is used to specify the fixed valuation dates for an equity return swap payment stream.
SettlMethodElectionDateBusinessCenterGrp is a repeating subcomponent within the SettlMethodElectionDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
The SettlMethodElectionDate component is a subcomponent within the OptionExercise component used to report the settlement method election date.
UnderlyingCashSettlDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingCashSettlDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
The UnderlyingCashSettlDate component is a subcomponent within the UnderlyingCashSettlTermGrp component used to report the cash settlement date defined in the settlement provision.
UnderlyingDividendAccrualPaymentDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingDividendAccrualPaymentDate component. It is used to specify the set of business centers whose calendars drive the date adjustment.
The UnderlyingDividendAccrualFloatingRate component is a subcomponent of UnderlyingDividendConditions used to define the dividend accrual floating rate attributes of dividend payment conditions.
The UnderlyingDividendAccrualPaymentDate component is a subcomponent of UnderlyingDividendConditions used to report the dividend accrual payment date.
The UnderlyingDividendConditions component is a subcomponent of UnderlyingPaymentStream used to specify the conditions' valuations and dates governing the payment of dividends.
The UnderlyingDividendFXTriggerDate component is a subcomponent of UnderlyingDividendConditions used to report the dividend date when a foreign exchange trade is triggered.
UnderlyingDividendFXTriggerDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingDividendFXTriggerDate component. It is used to specify the set of business centers whose calendars drive the date adjustment.
UnderlyingDividendPaymentGrp is a repeating subcomponent of UnderlyingDividendPayout used to specify the anticipated dividend or coupon payment dates and amounts of an equity or bond underlier.
UnderlyingDividendPayout is a subcomponent of UnderlyingInstrument used to specify the dividend or coupon payout parameters of an equity or bond underlier.
UnderlyingDividendPeriodGrp is a repeating subcomponent within the UnderlyingDividendConditions component. It is used to specify the valuation and payments dates of the dividend leg of a dividend swap.
UnderlyingDividendPeriodBusinessCenterGrp is a repeating subcomponent within the UnderlyingDividendPeriodGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment.
The UnderlyingExtraordinaryEventGrp is a repeating component within the UnderlyingInstrument component. It is used to report extraordinary and disruptive events applicable to the reference entity that affects the contract.
UnderlyingOptionExerciseMakeWholeProvision is a subcomponent of the UnderlyingOptionExercise component used to specify the set of rules of maintaining balance when an option is exercised.
UnderlyingPaymentStreamCompoundingDateGrp is a subcomponent of the UnderlyingPaymentStreamCompoundingDates component used to specify predetermined compounding dates.
UnderlyingPaymentStreamCompoundingDates is a subcomponent of the UnderlyingPaymentStream component used to specify the compounding dates of the stream - either specific, relative or periodic dates.
UnderlyingPaymentStreamCompoundingDatesBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStreamCompoundingDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.
UnderlyingPaymentStreamCompoundingEndDate is a subcomponent of the UnderlyingPaymentStreamCompoundingDates component used to specify the end date for compounding.
UnderlyingPaymentStreamCompoundingFloatingRate is a subcomponent of the UnderlyingPaymentStream component used to report the parameters for determining the compounding floating rate of the stream.
UnderlyingPaymentStreamCompoundingStartDate is a subcomponent of the UnderlyingPaymentStreamCompoundingDates component used to specify the start date for compounding.
UnderlyingPaymentStreamFormulaImage is a subcomponent of the UnderlyingPaymentStreamFormula component used to include a base64Binary-encoded image clip of the formula.
UnderlyingPaymentStreamFinalPricePaymentDate is a subcomponent of the UnderlyingPaymentStreamPaymentDates component used to specify the final price payment date, e.g. for an equity return swap.
UnderlyingPaymentStreamFixingDateGrp is a subcomponent of the UnderlyingPaymentStreamResetDates component used to specify predetermined fixing dates.
UnderlyingPaymentStreamFormula is a subcomponent of the UnderlyingPaymentStreamFloatingRate component used to report the parameters for determining the floating rate of the stream e.g. for equity swaps.
UnderlyingPaymentStreamFormulaMathGrp is a repeating subcomponent within the UnderlyingPaymentStreamFormula component. It is used to specify the set of formulas, sub-formulas and descriptions from which the rate is derived.
UnderlyingPaymentStubEndDate is a subcomponent of the UnderlyingPaymentStubGrp component used to specify the end date of the payment stub.
UnderlyingPaymentStubEndDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStubEndDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.
UnderlyingPaymentStubStartDate is a subcomponent of the UnderlyingPaymentStubGrp component used to specify the start date of the payment stub.
UnderlyingPaymentStubStartDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStubStartDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.
UnderlyingRateSpreadSchedule is a subcomponent of UnderlyingInstrument used to specify the rate spread schedule for a basket underlier.
UnderlyingRateSpreadStepGrp is a repeating subcomponent of UnderlyingRateSpreadSchedule used to specify the step dates and amounts of a basket spread schedule.
UnderlyingReturnRateDateGrp is a repeating subcomponent within the UnderlyingReturnRateGrp component. It is used to specify the equity and dividend valuation dates for an equity return swap payment stream.
UnderlyingReturnRateFXConversionGrp is a repeating subcomponent within the UnderlyingReturnRateGrp component. It is used to specify the FX conversion rates for an equity return swap payment stream.
UnderlyingReturnRateGrp is a repeating subcomponent within the PaymentStreamFloatingRate component. It is used to specify the multiple return rates for an equity return swap payment stream.
UnderlyingReturnRateInformationSourceGrp is a repeating subcomponent within the UnderlyingReturnRateGrp component. It is used to specify the information sources for equity prices and FX rates for an equity return swap payment stream.
UnderlyingReturnRatePriceGrp is a repeating subcomponent within the UnderlyingReturnRateGrp component. It is used to specify the return rate prices for an equity return swap payment stream.
UnderlyingReturnRateValuationDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingReturnRateValuationDateGrp component. It is used to specify the valuation date business center adjustments for an equity return swap payment stream.
UnderlyingReturnRateValuationDateGrp is a repeating subcomponent within the UnderlyingReturnRateDateGrp component. It is used to specify the fixed valuation dates for an equity return swap payment stream.
UnderlyingSettlMethodElectionDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingSettlMethodElectionDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.
The UnderlyingSettlMethodElectionDate component is a subcomponent within the UnderlyingOptionExercise component used to report the settlement method election date.
The TrdRegPublicationGrp component is used to express trade publication reasons that are required by regulatory agencies. Reasons may include deferrals, exemptions, waivers, etc.
The OrderAttributeGrp component provides additional attributes about the order. Attributes included in this component are primarily "indicators" that may be associated with regulatory requirements and are typically not part of normal trading activities.
The SideCollateralAmountGrp component block is a repeating group that provides the current value of the collateral type on deposit for a side of the trade report. The currency of the collateral value may be optionally included.
The QuoteAttributeGrp component provides additional attributes about the quote. Attributes included in this component are primarily "indicators" that may be associated with regulatory requirements and are typically not part of normal trading activities.
Used for specifying multiple roll months in a given year for an index.
Used to carry the different date-time stamps related to the reference data entry.
Used to identify the rate index for a floating rate coupon.
The AveragePriceDetail component provides average pricing details in a trade report, including the average pricing model and the start and end times of averaging period.
The MatchExceptionGrp component details the matching exceptions and variances identified during the matching process based on the defined matching criteria and tolerances.
The MatchingDataPointGrp component details all the trade attributes and tolerances used for trade matching.
Identifies the orders being aggregated together.
Identifies the fills being aggregated together.
This component specifies the details of a payment between the parties involved.