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<Instrument> component block

FIX 5.0 SP2 EP270

Description

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.

Structure

Tag Field Name Req'd Comments
55 Symbol N

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.

65 SymbolSfx N 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.
48 SecurityID N Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.
22 SecurityIDSource N Required if SecurityID is specified.
Component Block - <SecAltIDGrp> N Number of alternate Security Identifiers
460 Product N Indicates the type of product the security is associated with (high-level category)
1227 ProductComplex N Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc
1151 SecurityGroup N An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.
461 CFICode N 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.
2891 UPICode N
167 SecurityType N

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.)

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

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.

For NDFs this represents the fixing date of the contract.

1079 MaturityTime N For NDFs this represents the fixing time of the contract. It is optional to specify the fixing time.
966 SettleOnOpenFlag N Indicator to determine if Instrument is Settle on Open.
1049 InstrmtAssignmentMethod N
965 SecurityStatus N Gives the current state of the instrument
224 CouponPaymentDate N Date interest is to be paid. Used in identifying Corporate Bond issues.
1449 RestructuringType N
1450 Seniority N
1451 NotionalPercentageOutstanding N
1452 OriginalNotionalPercentageOutstanding N
1457 AttachmentPoint N
1458 DetachmentPoint N
1739 ObligationType N
2210 AssetGroup N
1938 AssetClass N

Required if AssetSubClass <1939> is specified.

1939 AssetSubClass N

Required if AssetType <1940> is specified.

1940 AssetType N

Required if AssetSubType <2735> is specified.

2735 AssetSubType N
Component Block - <SecondaryAssetGrp> N
Component Block - <AssetAttributeGrp> N
1941 SwapClass N
1575 SwapSubClass N
1942 NthToDefault N

Conditionally required when MthToDefault <1943> is specified.

1943 MthToDefault N
1944 SettledEntityMatrixSource N
1945 SettledEntityMatrixPublicationDate N
1946 CouponType N
1947 TotalIssuedAmount N
1948 CouponFrequencyPeriod N

Conditionally required when CouponFrequencyUnit <1949> is specified.

1949 CouponFrequencyUnit N

Conditionally required when CouponFrequencyPeriod <1948> is specified.

1950 CouponDayCount N
2879 CouponOtherDayCount N
1951 ConvertibleBondEquityID N
1952 ConvertibleBondEquityIDSource N

Conditionally required when ConvertibleBondEquityID <1951> is specified.

1953 ContractPriceRefMonth N
1954 LienSeniority N
1955 LoanFacility N
1956 ReferenceEntityType N
1957 IndexSeries N
1958 IndexAnnexVersion N
1959 IndexAnnexDate N
1960 IndexAnnexSource N
1577 SettlRateIndex N
1580 SettlRateIndexLocation N
1581 OptionExpirationDesc N
1678 EncodedOptionExpirationDescLen N

Must be set if EncodedOptionExpirationDesc <1697> field is specified and must immediately precede it.

1697 EncodedOptionExpirationDesc N

Encoded (non-ASCII characters) representation of the OptionExpirationDesc <1581> field in the encoded format specified via the MessageEncoding <347> field.

225 IssueDate N Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.
239 RepoCollateralSecurityType N
226 RepurchaseTerm N
227 RepurchaseRate N
228 Factor N

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

255 CreditRating N
543 InstrRegistry N 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 N 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 N A two-character state or province abbreviation.
472 LocaleOfIssue N The three-character IATA code for a locale (e.g. airport code for Municipal Bonds).
240 RedemptionDate N
202 StrikePrice N Used for derivatives, such as options and covered warrants
2578 OrigStrikePrice N
2577 StrikePricePrecision N
947 StrikeCurrency N Used for derivatives
967 StrikeMultiplier N Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.
968 StrikeValue N Used for derivatives. The number of shares/units for the financial instrument involved in the option trade.
1698 StrikeUnitOfMeasure N
1866 StrikeIndex N
2600 StrikeIndexCurvePoint N
2001 StrikeIndexSpread N
2601 StrikeIndexQuote N
1478 StrikePriceDeterminationMethod N
1479 StrikePriceBoundaryMethod N

When specified, PutOrCall <201>, StrikePrice <202>, and StrikePriceBoundaryPrecision <1480> must also be specified.

1480 StrikePriceBoundaryPrecision N
1481 UnderlyingPriceDeterminationMethod N
206 OptAttribute N 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 N For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.
1435 ContractMultiplierUnit N
2353 TradingUnitPeriodMultiplier N
1439 FlowScheduleType N
969 MinPriceIncrement N Minimum price increment for the instrument. Could also be used to represent tick value.
1146 MinPriceIncrementAmount N Minimum price increment amount associated with the MinPriceIncrement <969>. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractMultiplier <231>
996 UnitOfMeasure N 0
1147 UnitOfMeasureQty N
1716 UnitOfMeasureCurrency N
1191 PriceUnitOfMeasure N
1192 PriceUnitOfMeasureQty N
1717 PriceUnitOfMeasureCurrency N
1193 SettlMethod N Settlement method for a contract. Can be used as an alternative to CFI Code value
2579 SettlSubMethod N
1194 ExerciseStyle N Type of exercise of a derivatives security
1482 OptPayoutType N
1195 OptPayoutAmount N Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount
2753 ReturnTrigger N
1196 PriceQuoteMethod N Method for price quotation
1197 ValuationMethod N Indicates type of valuation method used.
2002 ValuationSource N
2140 ValuationReferenceModel N
1524 PriceQuoteCurrency N
1198 ListMethod N Indicates whether the instruments are pre-listed only or can also be defined via user request
1199 CapPrice N Used to express the ceiling price of a capped call
1200 FloorPrice N Used to express the floor price of a capped put
201 PutOrCall N Used to express option right
2681 InTheMoneyCondition N

Used to express in-the-moneyness behavior in general terms for the option without the use of StrikePrice <202> and PutOrCall <201>.

2685 ContraryInstructionEligibilityIndicator N
1244 FlexibleIndicator N Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator
1242 FlexProductEligibilityIndicator N Used to indicate if a product or group of product supports the creation of flexible securities
2575 BlockTradeEligibilityIndicator N
2574 LowExercisePriceOptionIndicator N
997 TimeUnit N Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)
223 CouponRate N For Fixed Income.
207 SecurityExchange N Can be used to identify the security.
970 PositionLimit N Position Limit for the instrument.
971 NTPositionLimit N Near-term Position Limit for the instrument.
106 Issuer N
348 EncodedIssuerLen N Must be set if EncodedIssuer field is specified and must immediately precede it.
349 EncodedIssuer N Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.
2737 FinancialInstrumentShortName N
2714 FinancialInstrumentFullName N
2715 EncodedFinancialInstrumentFullNameLen N

Must be set if EncodedFinancialInstrumentFullName <2716> field is specified and must immediately precede it.

2716 EncodedFinancialInstrumentFullName N

Encoded (non-ASCII characters) representation of the FinancialInstrumentFullName <2714> field in the encoded format specified via the MessageEncoding <347> field.

107 SecurityDesc N
350 EncodedSecurityDescLen N Must be set if EncodedSecurityDesc field is specified and must immediately precede it.
351 EncodedSecurityDesc N Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.
Component Block - <SecurityXML> N Embedded XML document describing security.
691 Pool N Identifies MBS / ABS pool
667 ContractSettlMonth N Must be present for MBS/TBA
875 CPProgram N The program under which a commercial paper is issued
876 CPRegType N The registration type of a commercial paper issuance
Component Block - <EvntGrp> N Number of repeating EventType group entries.
873 DatedDate N If different from IssueDate
874 InterestAccrualDate N If different from IssueDate and DatedDate
Component Block - <InstrumentParties> N Used to identify the parties listing a specific instrument
1687 ShortSaleRestriction N
Component Block - <ComplexEvents> N
1787 RefTickTableID N

Spread table code referred by the security or symbol.

2141 StrategyType N
2142 CommonPricingIndicator N
2143 SettlDisruptionProvision N
2752 DeliveryRouteOrCharter N
2144 InstrumentRoundingDirection N
2145 InstrumentRoundingPrecision N
2576 InstrumentPricePrecision N
Component Block - <DateAdjustment> N
Component Block - <PricingDateTime> N
Component Block - <MarketDisruption> N
Component Block - <OptionExercise> N
Component Block - <StreamGrp> N
Component Block - <ProvisionGrp> N
Component Block - <AdditionalTermGrp> N
Component Block - <ProtectionTermGrp> N
Component Block - <CashSettlTermGrp> N
Component Block - <PhysicalSettlTermGrp> N
Component Block - <ExtraordinaryEventGrp> N
2602 ExtraordinaryEventAdjustmentMethod N
2603 ExchangeLookAlike N

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