FIX.4.4 Component

Instrument

<Instrmt>

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.


Added  FIX.4.3

Expand Components | Collapse Components

Field or ComponentField NameFIXML nameReq'dCommentsDepr.
55Symbol@Sym 

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

Use "[N/A]" for products which do not have a symbol.

 
65SymbolSfx@Sfx 

Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price.

 
48SecurityID@ID 

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

 
22SecurityIDSource@Src 

Required if SecurityID is specified.

 
ComponentSecAltIDGrpAID 

Number of alternate Security Identifiers

 
460Product@Prod 

Indicates the type of product the security is associated with (high-level category)

 
461CFICode@CFI 

Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.

 
167SecurityType@SecTyp 

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

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

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

 
762SecuritySubType@SubTyp 

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

 
200MaturityMonthYear@MMY 

Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures). Note MaturityDate (a full date) can also be specified.

 
541MaturityDate@MatDt 

Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S&P futures).may use MaturityMonthYear and/or this field.

When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment.

 
201PutOrCall 

For Options.

 
224CouponPaymentDate@CpnPmt 

Date interest is to be paid. Used in identifying Corporate Bond issues.

 
225IssueDate@Issued 

Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.

 
239RepoCollateralSecurityType@RepoCollSecTyp 

(Deprecated, use UnderlyingSecurityType (310) )

 
226RepurchaseTerm@RepoTrm 

(Deprecated, use TerminationType (788) )

 
227RepurchaseRate@RepoRt 

(Deprecated, use Price (44) )

 
228Factor@Fctr 

For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index.

Qty * Factor * Price = Gross Trade Amount

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

(Qty * Price) * Factor = Nominal Value

 
255CreditRating@CrdRtg  
543InstrRegistry@Rgstry 

The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues.

 
470CountryOfIssue@IssuCtry 

ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness.

 
471StateOrProvinceOfIssue@StPrv 

A two-character state or province abbreviation.

 
472LocaleOfIssue@Lcl 

The three-character IATA code for a locale (e.g. airport code for Municipal Bonds).

 
240RedemptionDate@Redeem 

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

 
202StrikePrice@Strk 

Used for derivatives, such as options and covered warrants

 
947StrikeCurrency@StrkCcy 

Used for derivatives

 
206OptAttribute@OptAt 

Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose.

 
231ContractMultiplier@Mult 

For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.

 
223CouponRate@CpnRt 

For Fixed Income.

 
207SecurityExchange@Exch 

Can be used to identify the security.

 
106Issuer@Issr  
348EncodedIssuerLen@EncIssrLen 

Must be set if EncodedIssuer field is specified and must immediately precede it.

 
349EncodedIssuer@EncIssr 

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

 
107SecurityDesc@Desc  
350EncodedSecurityDescLen@EncSecDescLen 

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

 
351EncodedSecurityDesc@EncSecDesc 

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

 
691Pool@Pool 

Identifies MBS / ABS pool

 
667ContractSettlMonth@CSetMo 

Must be present for MBS/TBA

 
875CPProgram@CPPgm 

The program under which a commercial paper is issued

 
876CPRegType@CPRegT 

The registration type of a commercial paper issuance

 
ComponentEvntGrpEvnt 

Number of repeating EventType group entries.

 
873DatedDate@Dated 

If different from IssueDate

 
874InterestAccrualDate@IntAcrl 

If different from IssueDate and DatedDate

 

Used in messages:
[Advertisement] [AllocationInstruction] [AllocationReport] [AssignmentReport] [CollateralAssignment] [CollateralInquiry] [CollateralInquiryAck] [CollateralReport] [CollateralRequest] [CollateralResponse] [Confirmation] [CrossOrderCancelReplaceRequest] [CrossOrderCancelRequest] [DontKnowTrade] [ExecutionReport] [IOI] [MarketDataSnapshotFullRefresh] [MultilegOrderCancelReplace] [NewOrderCross] [NewOrderMultileg] [NewOrderSingle] [OrderCancelReplaceRequest] [OrderCancelRequest] [OrderMassCancelReport] [OrderMassCancelRequest] [OrderMassStatusRequest] [OrderStatusRequest] [PositionMaintenanceReport] [PositionMaintenanceRequest] [PositionReport] [Quote] [QuoteResponse] [QuoteStatusReport] [QuoteStatusRequest] [RequestForPositions] [RequestForPositionsAck] [SecurityDefinition] [SecurityDefinitionRequest] [SecurityListRequest] [SecurityStatus] [SecurityStatusRequest] [TradeCaptureReport] [TradeCaptureReportAck] [TradeCaptureReportRequest] [TradeCaptureReportRequestAck]

Used in components:
[InstrmtGrp] [InstrmtMDReqGrp] [InstrmtStrkPxGrp] [ListOrdGrp] [MDIncGrp] [QuotCxlEntriesGrp] [QuotEntryAckGrp] [QuotEntryGrp] [QuotReqGrp] [QuotReqRjctGrp] [RFQReqGrp] [RelSymDerivSecGrp] [SecListGrp]

  翻译: