FIX.Latest_EP269 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.


Pedigree Added FIX.4.3

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Field or ComponentField NameAbbr NameReq'dCommentsPedigree
55SymbolSym 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.
Added FIX.4.3
65SymbolSfxSfx 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.Added FIX.4.3
48SecurityIDID Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.Added FIX.4.3
22SecurityIDSourceSrc Conditionally required when SecurityID(48) is specified.Added FIX.4.3 Updated EP161
ComponentSecAltIDGrpAID Number of alternate Security IdentifiersAdded FIX.4.4
460ProductProd Indicates the type of product the security is associated with (high-level category)Added FIX.4.3
1227ProductComplexProdCmplx Identifies an entire suite of products for a given market. In Futures this may be interest rates, agricultural, equity indexes, etcAdded FIX.5.0
1151SecurityGroupSecGrp An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.Added FIX.5.0
461CFICodeCFI 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.Added FIX.4.3
2891UPICodeUPI Added EP266
167SecurityTypeSecTyp 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.)
Added FIX.4.3
762SecuritySubTypeSubTyp Sub-type qualification/identification of the SecurityType (e.g. for SecurityType=MLEG). If specified, SecurityType is required.Added FIX.4.4
200MaturityMonthYearMMY 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.Added FIX.4.3
541MaturityDateMatDt Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S&amp;P futures).may use MaturityMonthYear and/or this field.
When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment.
For NDFs this represents the fixing date of the contract.
Added FIX.4.3 Updated EP82
1079MaturityTimeMatTm For NDFs this represents the fixing time of the contract. It is optional to specify the fixing time.Added FIX.4.4 Updated EP82
966SettleOnOpenFlagSettlOnOpenFlag Indicator to determine if Instrument is Settle on Open.Added FIX.4.4
1049InstrmtAssignmentMethodAsgnMeth Added FIX.4.4
965SecurityStatusStatus Gives the current state of the instrumentAdded FIX.4.4
224CouponPaymentDateCpnPmt Date interest is to be paid. Used in identifying Corporate Bond issues.Added FIX.4.3
1449RestructuringTypeRestrctTyp Added EP83
1450SenioritySnrty Added EP83
1451NotionalPercentageOutstandingNotlPctOut Added EP83
1452OriginalNotionalPercentageOutstandingOrigNotlPctOut Added EP83
1457AttachmentPointAttchPnt Added EP83
1458DetachmentPointDetchPnt Added EP83
1739ObligationTypeObligTyp Added EP119
2210AssetGroupAssetGrp Added EP192
1938AssetClassAssetClss Required if AssetSubClass(1939) is specified.Added EP161 Updated EP235
1939AssetSubClassAssetSubClss Required if AssetType(1940) is specified.Added EP161 Updated EP235
1940AssetTypeAssetTyp Required if AssetSubType(2735) is specified.Added EP161 Updated EP235
2735AssetSubTypeAsstSubTyp Added EP235
ComponentSecondaryAssetGrpScndryAsset Added EP161
ComponentAssetAttributeGrpAssetAttrb Added EP169
1941SwapClassSwapClss Added EP161
1575SwapSubClassSwapSubClss Added EP169
1942NthToDefaultNthDflt Conditionally required when MthToDefault(1943) is specified.Added EP161
1943MthToDefaultMthDflt Added EP161
1944SettledEntityMatrixSourceSettldMtrxSrc Added EP161
1945SettledEntityMatrixPublicationDateSettldMtrxDt Added EP161
1946CouponTypeCpnTyp Added EP161
1947TotalIssuedAmountTotIssuedAmt Added EP161
1948CouponFrequencyPeriodCpnPeriod Conditionally required when CouponFrequencyUnit(1949) is specified.Added EP161
1949CouponFrequencyUnitCpnUnit Conditionally required when CouponFrequencyPeriod(1948) is specified.Added EP161
1950CouponDayCountCpnDayCnt Added EP161
2879CouponOtherDayCountCpnOtherDayCnt Added EP254
1951ConvertibleBondEquityIDCnvrtBondEqtyID Added EP161
1952ConvertibleBondEquityIDSourceCnvrtBondEqtyIDSrc Conditionally required when ConvertibleBondEquityID(1951) is specified.Added EP161
1953ContractPriceRefMonthPxRefMo Added EP161
1954LienSeniorityLienSnrty Added EP161
1955LoanFacilityLoanFclty Added EP161
1956ReferenceEntityTypeRefEntityTyp Added EP161
1957IndexSeriesNdxSeries Added EP161
1958IndexAnnexVersionNdxAnxVer Added EP161
1959IndexAnnexDateNdxAnxDt Added EP161
1960IndexAnnexSourceNdxAnxSrc Added EP161
1577SettlRateIndexSettlNdx Added EP169
1580SettlRateIndexLocationSettlNdxLctn Added EP169
1581OptionExpirationDescExpDesc Added EP169
1678EncodedOptionExpirationDescLenEncExpDescLen Must be set if EncodedOptionExpirationDesc(1697) field is specified and must immediately precede it.Added EP169
1697EncodedOptionExpirationDescEncExpDesc Encoded (non-ASCII characters) representation of the OptionExpirationDesc(1581) field in the encoded format specified via the MessageEncoding(347) field.Added EP169
225IssueDateIssued Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.Added FIX.4.3
239RepoCollateralSecurityTypeRepoCollSecTyp Added FIX.4.3 Deprecated FIX.4.4
226RepurchaseTermRepoTrm Added FIX.4.3 Deprecated FIX.4.4
227RepurchaseRateRepoRt Added FIX.4.3 Deprecated FIX.4.4
228FactorFctr 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
Added FIX.4.3
255CreditRatingCrdRtg Added FIX.4.3
543InstrRegistryRgstry 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.Added FIX.4.3
470CountryOfIssueIssuCtry 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.Added FIX.4.3
471StateOrProvinceOfIssueStPrv A two-character state or province abbreviation.Added FIX.4.3
472LocaleOfIssueLcl The three-character IATA code for a locale (e.g. airport code for Municipal Bonds).Added FIX.4.3
240RedemptionDateRedeem Added FIX.4.3 Deprecated FIX.4.4
202StrikePriceStrkPx Used for derivatives, such as options and covered warrantsAdded FIX.4.3
2578OrigStrikePriceOrigStrkPx Added EP195
2577StrikePricePrecisionStrkPxPrcsn Added EP195
947StrikeCurrencyStrkCcy Used for derivativesAdded FIX.4.4
967StrikeMultiplierStrkMult Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.Added FIX.4.4
968StrikeValueStrkValu Used for derivatives. The number of shares/units for the financial instrument involved in the option trade.Added FIX.4.4
1698StrikeUnitOfMeasureStrkUOM Added EP169
1866StrikeIndexStrkNdx Added EP169
2600StrikeIndexCurvePointStrkNdxPnt Added EP208
2001StrikeIndexSpreadStrkSpread Added EP169
2601StrikeIndexQuoteStrkNdxQte Added EP208
1478StrikePriceDeterminationMethodStrkPxDtrmnMeth Added EP92
1479StrikePriceBoundaryMethodStrkPxBndryMeth When specified, PutOrCall(201), StrikePrice(202), and StrikePriceBoundaryPrecision(1480) must also be specified.Added EP92 Updated EP224
1480StrikePriceBoundaryPrecisionStrkPxBndryPrcsn Added EP92
1481UnderlyingPriceDeterminationMethodPxDtrmnMeth Added EP92
206OptAttributeOptAt 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.Added FIX.4.3
231ContractMultiplierMult For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the nominal (e.g. contracts vs. shares) amount.Added FIX.4.3
1435ContractMultiplierUnitMultTyp Added EP80 Updated EP179
2353TradingUnitPeriodMultiplierTrdgUnitPeriodMult Added EP179
1439FlowScheduleTypeFlowSchedTyp Added EP80 Updated EP179
969MinPriceIncrementMinPxIncr Minimum price increment for the instrument. Could also be used to represent tick value.Added FIX.4.4
1146MinPriceIncrementAmountMinPxIncrAmt Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231]Added FIX.5.0
996UnitOfMeasureUOM 0Added FIX.4.4
1147UnitOfMeasureQtyUOMQty Added FIX.5.0
1716UnitOfMeasureCurrencyUOMCcy Added EP122
1191PriceUnitOfMeasurePxUOM Added FIX.5.0
1192PriceUnitOfMeasureQtyPxUOMQty Added FIX.5.0
1717PriceUnitOfMeasureCurrencyPxUOMCcy Added EP122
1193SettlMethodSettlMeth Conditionally required if SettlSubMethod(2579) is specified.Added FIX.5.0 Updated EP195
2579SettlSubMethodSettlSubMeth Added EP195
1194ExerciseStyleExerStyle Type of exercise of a derivatives securityAdded FIX.5.0
1482OptPayoutTypeOptPayoutTyp Added EP92
1195OptPayoutAmountOptPayAmt Conditionally required if OptPayoutType(1482) = 3 (Binary).Added FIX.5.0 Updated EP169
2753ReturnTriggerRtnTrgr Added EP238
1196PriceQuoteMethodPxQteMeth Method for price quotationAdded FIX.5.0
1197ValuationMethodValMeth Indicates type of valuation method used.Added FIX.5.0 Updated EP83
2002ValuationSourceValSrc Added EP169
2140ValuationReferenceModelValRefModel Added EP169
1524PriceQuoteCurrencyPxQteCcy Added EP107
1198ListMethodListMeth Indicates whether the instruments are pre-listed only or can also be defined via user requestAdded FIX.5.0
1199CapPriceCapPx Used to express the ceiling price of a capped callAdded FIX.5.0
1200FloorPriceFlrPx Used to express the floor price of a capped putAdded FIX.5.0
201PutOrCallPutCall Used to express option rightAdded FIX.4.4
2681InTheMoneyConditionITMCond Used to express in-the-moneyness behavior in general terms for the option without the use of StrikePrice(202) and PutOrCall(201).Added EP224
2685ContraryInstructionEligibilityIndicatorCntraryInstEligInd Added EP224
1244FlexibleIndicatorFlexInd Used to indicate if a security has been defined as flexible according to non-standard means. Analog to CFICode Standard/Non-standard indicatorAdded FIX.5.0
1242FlexProductEligibilityIndicatorFlexProdElig Used to indicate if a product or group of product supports the creation of flexible securitiesAdded FIX.5.0
2575BlockTradeEligibilityIndicatorBlckTrdEligInd Added EP195
2574LowExercisePriceOptionIndicatorLowExerPxOptInd Added EP195
997TimeUnitTmUnit Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)Added FIX.4.4
223CouponRateCpnRt For Fixed Income.Added FIX.4.3
207SecurityExchangeExch Can be used to identify the security.Added FIX.4.3
970PositionLimitPosLmt Position Limit for the instrument.Added FIX.4.4
971NTPositionLimitNTPosLmt Near-term Position Limit for the instrument.Added FIX.4.4
106IssuerIssr Added FIX.4.3
348EncodedIssuerLenEncIssrLen Must be set if EncodedIssuer(349) field is specified and must immediately precede it.Added FIX.4.3 Updated EP232
349EncodedIssuerEncIssr Encoded (non-ASCII characters) representation of the Issuer(106) field in the encoded format specified via the MessageEncoding(347) field.Added FIX.4.3 Updated EP232
2737FinancialInstrumentShortNameShrtName Added EP235
2714FinancialInstrumentFullNameFullName Added EP232
2715EncodedFinancialInstrumentFullNameLenEncFullNameLen Must be set if EncodedFinancialInstrumentFullName(2716) field is specified and must immediately precede it.Added EP232
2716EncodedFinancialInstrumentFullNameEncFullName Encoded (non-ASCII characters) representation of the FinancialInstrumentFullName(2714) field in the encoded format specified via the MessageEncoding(347) field.Added EP232
107SecurityDescDesc Added FIX.4.3
350EncodedSecurityDescLenEncSecDescLen Must be set if EncodedSecurityDesc(351) field is specified and must immediately precede it.Added FIX.4.3 Updated EP232
351EncodedSecurityDescEncSecDesc Encoded (non-ASCII characters) representation of the SecurityDesc(107) field in the encoded format specified via the MessageEncoding(347) field.Added FIX.4.3 Updated EP232
ComponentSecurityXMLSecXML Embedded XML document describing the instrument.Added FIX.5.0 Updated EP145
691PoolPool Identifies MBS / ABS poolAdded FIX.4.4
667ContractSettlMonthCSetMo Must be present for MBS/TBAAdded FIX.4.4
875CPProgramCPPgm The program under which a commercial paper is issuedAdded FIX.4.4
876CPRegTypeCPRegT The registration type of a commercial paper issuanceAdded FIX.4.4
ComponentEvntGrpEvnt Number of repeating EventType group entries.Added FIX.4.4
873DatedDateDated If different from IssueDateAdded FIX.4.4
874InterestAccrualDateIntAcrl If different from IssueDate and DatedDateAdded FIX.4.4
ComponentInstrumentPartiesPty Used to identify the parties related to a specific instrument.Added FIX.4.4 Updated EP195
1687ShortSaleRestrictionShrtRstctn Added EP120
ComponentComplexEventsCmplxEvnt Added EP92
1787RefTickTableIDRefTickTblID Spread table code referred by the security or symbol.Added EP130
2141StrategyTypeStrtTyp Added EP169
2142CommonPricingIndicatorCmnPxng Added EP169
2143SettlDisruptionProvisionSettlDsrptnProv Added EP169
2752DeliveryRouteOrCharterRteChrtr Added EP238
2144InstrumentRoundingDirectionRndDirctn Added EP169
2145InstrumentRoundingPrecisionRndPrcsn Added EP169
2576InstrumentPricePrecisionPxPrcsn Added EP195
ComponentDateAdjustmentDtAdjmt Added EP161
ComponentPricingDateTimePxngDtTm Added EP169
ComponentMarketDisruptionMktDsrptn Added EP169
ComponentOptionExerciseOptExer Added EP169
ComponentStreamGrpStrm Added EP161
ComponentProvisionGrpProv Added EP161
ComponentAdditionalTermGrpAddtnlTrm Added EP161
ComponentProtectionTermGrpProtctnTrm Added EP161
ComponentCashSettlTermGrpCashSettlTrm Added EP161
ComponentPhysicalSettlTermGrpPhysSettlTrm Added EP161
ComponentExtraordinaryEventGrpExtrordEvnt Added EP208
2602ExtraordinaryEventAdjustmentMethodExtrordEvntAdjMeth Added EP208
2603ExchangeLookAlikeExchLookAlike Added EP208


Used in messages:
[Advertisement][AllocationInstruction][AllocationInstructionAck][AllocationInstructionAlert][AllocationReport][AllocationReportAck][AssignmentReport][CollateralAssignment][CollateralInquiry][CollateralInquiryAck][CollateralReport][CollateralRequest][CollateralResponse][Confirmation][ContraryIntentionReport][CrossOrderCancelReplaceRequest][CrossOrderCancelRequest][CrossRequest][CrossRequestAck][DontKnowTrade][ExecutionAck][ExecutionReport][IOI][MarginRequirementInquiry][MarginRequirementInquiryAck][MarginRequirementReport][MarketDataSnapshotFullRefresh][MarketDataStatisticsReport][MarketDataStatisticsRequest][MultilegOrderCancelReplace][NewOrderCross][NewOrderMultileg][NewOrderSingle][OrderCancelReplaceRequest][OrderCancelRequest][OrderMassActionReport][OrderMassActionRequest][OrderMassCancelReport][OrderMassCancelRequest][OrderMassStatusRequest][OrderStatusRequest][PartyRiskLimitCheckRequest][PartyRiskLimitCheckRequestAck][PayManagementReport][PayManagementRequest][PositionMaintenanceReport][PositionMaintenanceRequest][PositionReport][PositionTransferInstruction][PositionTransferReport][Quote][QuoteResponse][QuoteStatusReport][QuoteStatusRequest][RequestForPositions][RequestForPositionsAck][SecurityDefinition][SecurityDefinitionRequest][SecurityDefinitionUpdateReport][SecurityListRequest][SecurityStatus][SecurityStatusRequest][TradeAggregationReport][TradeAggregationRequest][TradeCaptureReport][TradeCaptureReportAck][TradeCaptureReportRequest][TradeCaptureReportRequestAck][TradingSessionStatus]

Used in components:
[InstrmtGrp][InstrmtMDReqGrp][InstrmtMatchSideGrp][InstrmtStrkPxGrp][ListOrdGrp][MDIncGrp][OrderEntryAckGrp][OrderEntryGrp][QuotCxlEntriesGrp][QuotEntryAckGrp][QuotEntryGrp][QuotReqGrp][QuotReqRjctGrp][RFQReqGrp][RelSymDerivSecGrp][RelSymDerivSecUpdGrp][SecListGrp][SecLstUpdRelSymGrp][SecMassStatGrp][SettlObligationInstructions][StrmAsgnReqInstrmtGrp][StrmAsgnRptInstrmtGrp]