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 Component | Field Name | Req'd | Comments | Depr. |
|---|
 | 55 | Symbol |
Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) | ||
| 65 | SymbolSfx | |||
| 48 | SecurityID |
Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. | ||
| 22 | SecurityIDSource |
Required if SecurityID is specified. |
| Repeating Group 454 | NoSecurityAltID |
Number of alternate Security Identifiers |
| 455 | SecurityAltID |
Security Alternate identifier for this security First member of repeating group - must be specified if NoSecurityAltID > 0 The Security Alternative identifier block should not be populated unless SecurityID and SecurityIDSource are populated and should not duplicate the SecurityID and SecurityIDSource values contained in the SecurityID/SecurityIDSource tags. Use of SecurityAltID may be used if bilaterally agreed to assist in security identification, and does not imply an obligation on the receiver of the message to ensure validity or consistency with the SecurityID and SecurityIDSource fields which take precedence. | ||
| 456 | SecurityAltIDSource |
Source of SecurityAltID. Required if SecurityAltID is specified. |
| end Repeating Group |
| 460 | Product |
Indicates the type of product the security is associated with (high-level category) | ||
| 461 | CFICode |
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. | ||
| 167 | SecurityType |
It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 – Recommendations and Guidelines for Futures and Options Markets.") | ||
| 200 | MaturityMonthYear |
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. | ||
| 541 | MaturityDate |
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. | ||
| 224 | CouponPaymentDate |
Date interest is to be paid. Used in identifying Corporate Bond issues. | ||
| 225 | IssueDate |
Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. | ||
| 239 | RepoCollateralSecurityType |
Identifies the collateral used in the transaction. For Fixed Income, required for RP and RVRP security types. | ||
| 226 | RepurchaseTerm |
Number of business days before repurchase of a repo. | ||
| 227 | RepurchaseRate |
Percent of par at which a Repo will be repaid. Represented as a percent, e.g. .9525 represents 95-1/4 percent of par. | ||
| 228 | Factor |
Fraction for deriving Current face from Original face for TIPS, ABS or MBS Fixed Income securities. Note the fraction may be greater than, equal to or less than 1. | ||
| 255 | CreditRating | |||
| 543 | InstrRegistry |
The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues. | ||
| 470 | CountryOfIssue |
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. | ||
| 471 | StateOrProvinceOfIssue |
A two-character state or province abbreviation. | ||
| 472 | LocaleOfIssue |
The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). | ||
| 240 | RedemptionDate |
Return of investor's principal in a security. Bond redemption can occur before maturity date. | ||
| 202 | StrikePrice |
Used for derivatives, such as options and covered warrants | ||
| 206 | OptAttribute |
Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option – use the CFICode[461] for this purpose. | ||
| 231 | ContractMultiplier |
For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. | ||
| 223 | CouponRate |
For Fixed Income. | ||
| 207 | SecurityExchange |
Can be used to identify the security. | ||
| 106 | Issuer | |||
| 348 | EncodedIssuerLen |
Must be set if EncodedIssuer field is specified and must immediately precede it. | ||
| 349 | EncodedIssuer |
Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. | ||
| 107 | SecurityDesc | |||
| 350 | EncodedSecurityDescLen |
Must be set if EncodedSecurityDesc field is specified and must immediately precede it. | ||
| 351 | EncodedSecurityDesc |
Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. |
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