FIX.5.0SP2 Message

Confirmation [type 'AK']

<Cnfm>

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.


Added  FIX.4.4

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Field or ComponentField NameFIXML nameReq'dCommentsDepr.
ComponentStandardHeaderBaseHeader

MsgType = AK

 
664ConfirmID@CnfmID

Unique ID for this message

 
772ConfirmRefID@CnfmRefID 

Mandatory if ConfirmTransType is Replace or Cancel

 
859ConfirmReqID@CnfmReqID 

Only used when this message is used to respond to a confirmation request (to which this ID refers)

 
666ConfirmTransType@CnfmTransTyp

New, Cancel or Replace

 
773ConfirmType@CnfmTyp

Denotes whether this message represents a confirmation or a trade status message

 
797CopyMsgIndicator@CopyMsgInd 

Denotes whether or not this message represents copy confirmation (or status message)

Absence of this field indicates message is not a drop copy.

 
650LegalConfirm@LegalCnfm 

Denotes whether this message represents the legally binding confirmation

Absence of this field indicates message is not a legal confirm.

 
665ConfirmStatus@CnfmStat 
ComponentPartiesPty 

Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"

Required for fixed income

Also to be used in associated with ProcessCode for broker of credit (e.g. for directed brokerage trades)

Also to be used to specify party-specific regulatory details (e.g. full legal name of contracting legal entity, registered address, regulatory status, any registration details)

 
ComponentOrdAllocGrpOrdAlloc 

Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1

 
70AllocID@AllocID 

Used to refer to an earlier Allocation Instruction.

 
793SecondaryAllocID@AllocID2 

Used to refer to an earlier Allocation Instruction via its secondary identifier

 
467IndividualAllocID@IndAllocID 

Used to refer to an allocation account within an earlier Allocation Instruction.

 
60TransactTime@TxnTm

Represents the time this message was generated

 
75TradeDate@TrdDt 
ComponentTrdRegTimestampsTrdRegTS 

Time of last execution being confirmed by this message

 
ComponentInstrumentInstrmt

Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"

 
ComponentInstrumentExtensionInstrmtExt 

Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages"

 
ComponentFinancingDetailsFinDetls 

Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"

 
ComponentUndInstrmtGrpUndly  
ComponentInstrmtLegGrpLeg  
ComponentYieldDataYield 

If traded on Yield, price must be calculated "to worst" and the <Yield> component block must specify how calculated, redemption date and price (if not par). If traded on Price, the <Yield> component block must specify how calculated - "Worst", and include redemptiondate and price (if not par).

 
80AllocQty@Qty

The quantity being confirmed by this message (this is at a trade level, not block or order level)

 
854QtyType@QtyTyp  
54Side@Side 
15Currency@Ccy  
30LastMkt@LastMkt  
ComponentCpctyConfGrpCpcty 
79AllocAccount@Acct

Account number for the trade being confirmed by this message

 
661AllocAcctIDSource@ActIDSrc  
798AllocAccountType@AcctTyp  
6AvgPx@AvgPx

Gross price for the trade being confirmed

Always expressed in percent-of-par for Fixed Income

 
74AvgPxPrecision@AvgPxPrcsn 

Absence of this field indicates that default precision arranged by the broker/institution is to be used

 
423PriceType@PxTyp 

Price type for the AvgPx field

 
860AvgParPx@AvgParPx  
ComponentSpreadOrBenchmarkCurveDataSprdBnchmkCurve 

Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages"

 
861ReportedPx@RptedPx 

Reported price (may be different to AvgPx in the event of a marked-up or marked-down principal trade)

 
58Text@Txt  
354EncodedTextLen@EncTxtLen  
355EncodedText@EncTxt  
81ProcessCode@ProcCode 

Used to identify whether the trade was a soft dollar trade, step in/out etc. Broker of credit, where relevant, can be specified using the Parties nested block above.

 
381GrossTradeAmt@GrossTrdAmt

AllocQty(80) * AvgPx(6)

 
157NumDaysInterest@NumDaysInt  
230ExDate@ExDt 

Optional "next coupon date" for Fixed Income

 
158AccruedInterestRate@AcrdIntRt  
159AccruedInterestAmt@AcrdIntAmt 

Required for Fixed Income products that trade with accrued interest

 
738InterestAtMaturity@IntAtMat 

Required for Fixed Income products that pay lump sum interest at maturity

 
920EndAccruedInterestAmt@EndAcrdIntAmt 

For repurchase agreements the accrued interest on termination.

 
921StartCash@StartCsh 

For repurchase agreements the start (dirty) cash consideration

 
922EndCash@EndCsh 

For repurchase agreements the end (dirty) cash consideration

 
238Concession@Concession  
237TotalTakedown@TotTakedown  
118NetMoney@NetMny 
890MaturityNetMoney@MatNetMny 

Net Money at maturity if Zero Coupon and maturity value is different from par value

 
119SettlCurrAmt@SettlCurrAmt  
120SettlCurrency@SettlCcy  
155SettlCurrFxRate@SettlCurrFxRt  
156SettlCurrFxRateCalc@SettlCurrFxRtCalc  
63SettlType@SettlTyp  
64SettlDate@SettlDt  
ComponentSettlInstructionsDataSetInstr 

Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages"

Used to communicate settlement instructions for this Confirmation.

 
ComponentCommissionDataComm  
858SharedCommission@SharedComm 

Used to identify any commission shared with a third party (e.g. directed brokerage)

 
ComponentStipulationsStip  
ComponentMiscFeesGrpMiscFees 

Required if any miscellaneous fees are reported.

 
ComponentStandardTrailer