Source: https://fixspec.com/FIX/5.0-SP2/Assignment-Report
Timestamp: 2017-05-24 11:36:15
Document Index: 311006898

Matched Legal Cases: ['arty 34', 'arty 57', 'arty 58', 'arty 85', 'arty 802', 'arty 30']

Assignment Report (MsgType = AW) Assignment Reports are sent from a clearing house to counterparties, such as a clearing firm as a result of the assignment process. Message Tags for Assignment Report (MsgType = AW) Standard Header Required Standard Trailer Required 1180 - ApplID ● # Optional String Identifies the application with which a message is associated. Used only if application sequencing is in effect. Identifies the application with which a message is associated. Used only if application sequencing is in effect. 1181 - ApplSeqNum ● # Optional SeqNum Application sequence number assigned to the message by the application generating the message. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified. Data sequence number to be used when FIX session is not in effect 1350 - ApplLastSeqNum ● # Optional SeqNum The previous sequence number in the application sequence stream. Permits an application to publish messages with sequence gaps where it cannot be avoided. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified Application sequence number of last message in transmission 1352 - ApplResendFlag ● # Optional Boolean Used to indicate that a message is being sent in response to an Application Message Request. Used only if application sequencing is in effect. It is possible for both ApplResendFlag and PossDupFlag to be set on the same message if the Sender's cache size is greater than zero and the message is being resent due to a session level resend request. Used to indicate that a message is being sent in response to an Application Message Request. It is possible for both ApplResendFlag and PossDupFlag to be set on the same message if the Sender's cache size is greater than zero and the message is being resent due to a session level resend request 710 - PosReqID ● # Optional String If specified,the identifier of the RequestForPositions(MsgType=AN) to which this message is sent in response. Unique identifier for the position maintenance request as assigned by the submitter 833 - AsgnRptID ● # Required String Unique identifier for the Assignment report Unique identifier for the Assignment Report 832 - TotNumAssignmentReports ● # Optional int Total Number of Assignment Reports being returned to a firm Total Number of Assignment Reports being returned to a firm 912 - LastRptRequested ● # Optional Boolean Indicates whether this message is that last report message in response to a request, such as Order Mass Status Request. Value Meaning Click to see more NNot last message YLast message 453 - NoPartyIDs ● # Optional NumInGroup Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole Number of PartyID (448), PartyIDSource (447), and PartyRole (452) entries 448 - PartyID ● # Optional String Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0. Party identifier/code. See PartyIDSource (447) and PartyRole (452). 447 - PartyIDSource ● # Optional char Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0. Identifies class or source of the PartyID (448) value. Required if PartyID is specified. Note: applicable values depend upon PartyRole (452) specified. Value Meaning Click to see more 1Korean Investor ID 2Taiwanese Qualified Foreign Investor ID QFII/FID 3Taiwanese Trading Acct 4Malaysian Central Depository (MCD) number 5Chinese Investor ID 6UK National Insurance or Pension Number 7US Social Security Number 8US Employer or Tax ID Number 9Australian Business Number AAustralian Tax File Number BBIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B") CGenerally accepted market participant identifier (e.g. NASD mnemonic) DProprietary / Custom code EISO Country Code FSettlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values) GMIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C") HCSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number) IDirected broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document 452 - PartyRole ● # Optional int Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0. Identifies the type or role of the PartyID specified. Value Meaning Click to see more 1Executing Firm (formerly FIX 4.2 ExecBroker) 2Broker of Credit (formerly FIX 4.2 BrokerOfCredit) 3Client ID (formerly FIX 4.2 ClientID) 4Clearing Firm (formerly FIX 4.2 ClearingFirm) 5Investor ID 6Introducing Firm 7Entering Firm 8Locate / Lending Firm (for short-sales) 9Fund Manager Client ID (for CIV) 10Settlement Location (formerly FIX 4.2 SettlLocation) 11Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order) 12Executing Trader (associated with Executing Firm - actually executes) 13Order Origination Firm (e.g. buy-side firm) 14Giveup Clearing Firm (firm to which trade is given up) 15Correspondant Clearing Firm 16Executing System 17Contra Firm 18Contra Clearing Firm 19Sponsoring Firm 20Underlying Contra Firm 21Clearing Organization 22Exchange 24Customer Account 25Correspondent Clearing Organization 26Correspondent Broker 27Buyer/Seller (Receiver/Deliverer) 28Custodian 29Intermediary 30Agent 31Sub-custodian 32Beneficiary 33Interested party 34Regulatory body 35Liquidity provider 36Entering trader 37Contra trader 38Position account 39Contra Investor ID 40Transfer to Firm 41Contra Position Account 42Contra Exchange 43Internal Carry Account 44Order Entry Operator ID 45Secondary Account Number 46Foreign Firm 47Third Party Allocation Firm 48Claiming Account 49Asset Manager 50Pledgor Account 51Pledgee Account 52Large Trader Reportable Account 53Trader mnemonic 54Sender Location 55Session ID 56Acceptable Counterparty 57Unacceptable Counterparty 58Entering Unit 59Executing Unit 60Introducing Broker 61Quote originator 62Report originator 63Systematic internaliser (SI) 64Multilateral Trading Facility (MTF) 65Regulated Market (RM) 66Market Maker 67Investment Firm 68Host Competent Authority (Host CA) 69Home Competent Authority (Home CA) 70Competent Authority of the most relevant market in terms of liquidity (CAL) 71Competent Authority of the Transaction (Execution) Venue (CATV) 72Reporting intermediary (medium/vendor via which report has been published) 73Execution Venue 74Market data entry originator 75Location ID 76Desk ID 77Market data market 78Allocation Entity 79Prime Broker providing General Trade Services 80Step-Out Firm (Prime Broker) 81BrokerClearingID 82Central Registration Depository (CRD) 83Clearing Account 84Acceptable Settling Counterparty 85Unacceptable Settling Counterparty 802 - NoPartySubIDs ● # Optional NumInGroup Number of PartySubID (523)and PartySubIDType (803) entries 523 - PartySubID ● # Optional String Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole. 803 - PartySubIDType ● # Optional int Type of PartySubID (523) value. 4000+ = Reserved and available for bi-laterally agreed upon user defined values Value Meaning Click to see more 1Firm 2Person 3System 4Application 5Full legal name of firm 6Postal address 7Phone number 8Email address 9Contact name 10Securities account number (for settlement instructions) 11Registration number (for settlement instructions and confirmations) 12Registered address (for confirmation purposes) 13Regulatory status (for confirmation purposes) 14Registration name (for settlement instructions) 15Cash account number (for settlement instructions) 16BIC 17CSD participant member code 18Registered address 19Fund account name 20Telex number 21Fax number 22Securities account name 23Cash account name 24Department 25Location desk 26Position account type 27Security locate ID 28Market maker 29Eligible counterparty 30Professional client 31Location 32Execution venue 33Currency delivery identifier 1 - Account ● # Optional String Customer Account Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. 581 - AccountType ● # Optional int Type of account associated with the order (Origin) Type of account associated with an order Value Meaning Click to see more 1Account is carried on customer side of the books 2Account is carried on non-customer side of books 3House Trader 4Floor Trader 6Account is carried on non-customer side of books and is cross margined 7Account is house trader and is cross margined 8Joint back office account (JBO) 55 - Symbol ● # Optional String 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. Ticker symbol. Common, "human understood" representation of the security. SecurityID (48) 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 ● # Optional String 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. Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType (67). Valid values defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory.Fixed Income use:WI = "When Issued" for a security to be reissued under an old CUSIP or ISINCD = a EUCP with lump-sum interest rather than discount price Value Meaning Click to see more CDEUCP with lump-sum interest rather than discount price WI"When Issued" for a security to be reissued under an old CUSIP or ISIN 48 - SecurityID ● # Optional String Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. Security identifier value of SecurityIDSource (22) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityIDSource. 22 - SecurityIDSource ● # Optional String Required if SecurityID is specified. Identifies class or source of the SecurityID (48) value. Required if SecurityID is specified. Values 100+ are reserved for private security identifications Value Meaning Click to see more 1CUSIP 2SEDOL 3QUIK 4ISIN number 5RIC code 6ISO Currency Code 7ISO Country Code 8Exchange Symbol 9Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) ABloomberg Symbol BWertpapier CDutch DValoren ESicovam FBelgian G"Common" (Clearstream and Euroclear) HClearing House / Clearing Organization IISDA/FpML Product Specification (XML in EncodedSecurityDesc) JOption Price Reporting Authority KISDA/FpML Product URL (URL in SecurityID) LLetter of Credit MMarketplace-assigned Identifier 454 - NoSecurityAltID ● # Optional NumInGroup Number of SecurityAltID (455) entries. 455 - SecurityAltID ● # Optional String Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource. 456 - SecurityAltIDSource ● # Optional String Identifies class or source of the SecurityAltID value. Required if SecurityAltID is specified. Same valid values as the SecurityIDSource (22) field 460 - Product ● # Optional int Indicates the type of product the security is associated with (high-level category) Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields. Value Meaning Click to see more 1AGENCY 2COMMODITY 3CORPORATE 4CURRENCY 5EQUITY 6GOVERNMENT 7INDEX 8LOAN 9MONEYMARKET 10MORTGAGE 11MUNICIPAL 12OTHER 13FINANCING 1227 - ProductComplex ● # Optional String Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc. 1151 - SecurityGroup ● # Optional String An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. 461 - CFICode ● # Optional String 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. Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. ISO 10962 is maintained by ANNA (Association of National Numbering Agencies) acting as Registration Authority. See the Product (460) and SecurityType (167) fields. It is recommended that CFICode be used instead of SecurityType (167) for non-Fixed Income instruments. 167 - SecurityType ● # Optional String 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.) Indicates type of security. Security type enumerations are grouped by Product(460) field value. NOTE: Additional values may be used by mutual agreement of the counterparties. Value Meaning Click to see more ?Wildcard entry for use on Security Definition Request ABSAsset-backed Securities AMENDEDAmended & Restated ANOther Anticipation Notes (BAN, GAN, etc.) BABankers Acceptance BDNBank Depository Note BNBank Notes BOXBill Of Exchanges BRADYBrady Bond BRIDGEBridge Loan BUYSELLBuy Sellback CAMMCanadian Money Markets CANCanadian Treasury Notes CASHCash CBConvertible Bond CDCertificate Of Deposit CDSCredit Default Swap CLCall Loans CMBCanadian Mortgage Bonds CMBSCorp. Mortgage-backed Securities CMOCollateralized Mortgage Obligation COFOCertificate Of Obligation COFPCertificate Of Participation CORPCorporate Bond CPCommercial Paper CPPCorporate Private Placement CSCommon Stock CTBCanadian Treasury Bills DEFLTEDDefaulted DINPDebtor In Possession DNDeposit Notes DUALDual Currency EUCDEuro Certificate Of Deposit EUCORPEuro Corporate Bond EUCPEuro Commercial Paper EUFRNEuro Corporate Floating Rate Notes EUSOVEuro Sovereigns * EUSUPRAEuro Supranational Coupons * FACFederal Agency Coupon FADNFederal Agency Discount Note FORForeign Exchange Contract FORWARDForward FRNUS Corporate Floating Rate Notes FUTFuture FXFWDFX Forward FXNDFNon-deliverable forward FXSPOTFX Spot FXSWAPFX Swap GOGeneral Obligation Bonds IETIOETTE Mortgage IRSInterest Rate Swap LOFCLetter Of Credit LQNLiquidity Note MATUREDMatured MBSMortgage-backed Securities MFMutual Fund MIOMortgage Interest Only MLEGMultileg Instrument MPOMortgage Principal Only MPPMortgage Private Placement MPTMiscellaneous Pass-through MTMandatory Tender MTNMedium Term Notes NONENo Security Type ONITEOvernight OOCOptions on Combo OOFOptions on Futures OOPOptions on Physical - use not recommended OPTOption PEFPrivate Export Funding * PFANDPfandbriefe * PNPromissory Note PROVCanadian Provincial Bonds PSPreferred Stock PZFJPlazos Fijos RANRevenue Anticipation Note REPLACDReplaced REPORepurchase RETIREDRetired REVRevenue Bonds RVLVRevolver Loan RVLVTRMRevolver/Term Loan SECLOANSecurities Loan SECPLEDGESecurities Pledge SLQNSecured Liquidity Note SPCLASpecial Assessment SPCLOSpecial Obligation SPCLTSpecial Tax STNShort Term Loan Note STRUCTStructured Notes SUPRAUSD Supranational Coupons * SWINGSwing Line Facility TANTax Anticipation Note TAXATax Allocation TBTreasury Bill - non US TBATo Be Announced TBILLUS Treasury Bill TBONDUS Treasury Bond TCALPrincipal Strip Of A Callable Bond Or Note TDTime Deposit TECPTax Exempt Commercial Paper TERMTerm Loan TINTInterest Strip From Any Bond Or Note TIPSTreasury Inflation Protected Securities TLQNTerm Liquidity Note TMCPTaxable Municipal CP TNOTEUS Treasury Note TPRNPrincipal Strip From A Non-Callable Bond Or Note TRANTax Revenue Anticipation Note USTUS Treasury Note (Deprecated Value Use TNOTE) USTBUS Treasury Bill (Deprecated Value Use TBILL) VRDNVariable Rate Demand Note WARWarrant WITHDRNWithdrawn XCNExtended Comm Note XLINKDIndexed Linked YANKYankee Corporate Bond YCDYankee Certificate Of Deposit 762 - SecuritySubType ● # Optional String Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required. Sub-type qualification/identification of the SecurityType for example:For SecurityType="REPO", then General = General CollateralFor SecurityType="MLEG", markets can provide the name of the option or futures strategy, such as Calendar, Vertical, Butterfly, etc.NOTE: Additional values may be used by mutual agreement of the counterparties 200 - MaturityMonthYear ● # Optional MonthYear 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. Can be used with standardized derivatives vs. the MaturityDate (54) field. Month and Year of the maturity (used for standardized futures and options). Format options:YYYYMM (eg. 199903)YYYYMMDD (eg. 20030323)YYYYMMwN (200303w) for weekA specific date or can be appended to the MaturityMonthYear. For instance, if multiple standard products exist that mature in the same Year and Month, but actually mature at a different time, a value can be appended, such as "w" or "w2" to indicate week as opposed to week 2 expiration. Likewise, the date (0-3) can be appended to indicate a specific expiration (maturity date). 541 - MaturityDate ● # Optional LocalMktDate 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. Date of maturity. 1079 - MaturityTime ● # Optional TZTimeOnly For NDFs this represents the fixing time of the contract. It is optional to specify the fixing time. Time of security's maturity expressed in local time with offset to UTC specified 966 - SettleOnOpenFlag ● # Optional String Indicator to determine if Instrument is Settle on Open. Indicator to determine if instrument is settle on open 1049 - InstrmtAssignmentMethod ● # Optional char Method under which assignment was conducted 965 - SecurityStatus ● # Optional String Gives the current state of the instrument Used for derivatives. Denotes the current state of the Instrument. Value Meaning Click to see more 1Active 2Inactive 1449 - RestructuringType ● # Optional String A category of CDS credit even in which the underlying bond experiences a restructuring. Used to define a CDS instrument. Value Meaning Click to see more FRFull Restructuring MMModified Mod Restructuring MRModified Restructuring XRNo Restructuring specified 1450 - Seniority ● # Optional String Specifies which issue (underlying bond) will receive payment priority in the event of a default. Used to define a CDS instrument. Value Meaning Click to see more SBSubordinated SDSenior Secured SRSenior 1451 - NotionalPercentageOutstanding ● # Optional Percentage Indicates the notional percentage of the deal that is still outstanding based on the remaining components of the index. Used to calculate the true value of a CDS trade or position. 1452 - OriginalNotionalPercentageOutstanding ● # Optional Percentage Used to reflect the Original value prior to the application of a credit event. See NotionalPercentageOutstanding(1451). 1457 - AttachmentPoint ● # Optional Percentage Lower bound percentage of the loss that the tranche can endure. 1458 - DetachmentPoint ● # Optional Percentage Upper bound percentage of the loss the tranche can endure. 224 - CouponPaymentDate ● # Optional LocalMktDate Date interest is to be paid. Used in identifying Corporate Bond issues. Date interest is to be paid. Used in identifying Corporate Bond issues. 225 - IssueDate ● # Optional LocalMktDate Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. The date on which a bond or stock offering is issued. It may or may not be the same as the effective date ("Dated Date") or the date on which interest begins to accrue ("Interest Accrual Date") 239 - RepoCollateralSecurityType ● # Optional String Identifies the collateral used in the transaction. Valid values: see SecurityType (167) field 226 - RepurchaseTerm ● # Optional int Number of business days before repurchase of a repo. 227 - RepurchaseRate ● # Optional Percentage Percent of par at which a Repo will be repaid. Represented as a percent, e.g. .9525 represents 95-/4 percent of par. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) 228 - Factor ● # Optional float 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 For Fixed Income: Amorization 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 . In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade AmountFor 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 ● # Optional String An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. 543 - InstrRegistry ● # Optional String 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. Values may include BIC for the depository or custodian who maintain ownership records, the ISO country code for the location of the record, or the value "ZZ" to specify physical ownership of the security (e.g. stock certificate). 470 - CountryOfIssue ● # Optional Country 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. ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (48) (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. 471 - StateOrProvinceOfIssue ● # Optional String A two-character state or province abbreviation. A two-character state or province abbreviation. 472 - LocaleOfIssue ● # Optional String The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). Identifies the locale. For Municipal Security Issuers other than state or province refer to www.atmos.albany.edu or IATA (International Air Tranfor sport Association) city codes at www.iata.org. 240 - RedemptionDate ● # Optional LocalMktDate Return of investor's principal in a security. Bond redemption can occur before maturity date. 202 - StrikePrice ● # Optional Price Used for derivatives, such as options and covered warrants Strike Price for an Option. 1478 - StrikePriceDeterminationMethod ● # Optional int Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying. Conditionally, required if value is other than "fixed". Value Meaning Click to see more 1Fixed Strike 2Strike set at expiration to underlying or other value (lookback floating) 3Strike set to average of underlying settlement price across the life of the option 4Strike set to optimal value 1479 - StrikePriceBoundaryMethod ● # Optional int Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise. Value Meaning Click to see more 1Less than underlying price is in-the-money (ITM) 2Less than or equal to the underlying price is in-the-money(ITM) 3Equal to the underlying price is in-the-money(ITM) 4Greater than or equal to underlying price is in-the-money(ITM) 5Greater than underlying is in-the-money(ITM) 1480 - StrikePriceBoundaryPrecision ● # Optional Percentage Used in combination with StrikePriceBoundaryMethod to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. 1481 - UnderlyingPriceDeterminationMethod ● # Optional int Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option"). Value Meaning Click to see more 1Regular 2Special reference 3Optimal value (Lookback) 4Average value (Asian option) 947 - StrikeCurrency ● # Optional Currency Used for derivatives Currency in which the StrikePrice is denominated. 967 - StrikeMultiplier ● # Optional float Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. 968 - StrikeValue ● # Optional float Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. 206 - OptAttribute ● # Optional char 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. Can be used for SecurityType (67) =OPT to identify a particular security. Valid values vary by SecurityExchange:For Exchange: MONEP (Paris)L = Long (a.k.a. "American")S = Short (a.k.a. "European")For Exchanges: DTB (Frankfurt), HKSE (Hong Kong), and SOFFEX (Zurich)0-9 = single digit "version" number assigned by exchange following capital adjustments (0=current, =prior, 2=prior to , etc). 1435 - ContractMultiplierUnit ● # Optional int Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit ContractMultiplier(tag 231) is expressed in. Value Meaning Click to see more 0Shares 1Hours 2Days 1439 - FlowScheduleType ● # Optional int The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". Value Meaning Click to see more 0NERC Eastern Off-Peak 1NERC Western Off-Peak 2NERC Calendar-All Days in month 3NERC Eastern Peak 4NERC Western Peak 1482 - OptPayoutType ● # Optional int Indicates the type of payout that will result from an in-the-money option. Value Meaning Click to see more 1Vanilla 2Capped 3Binary 231 - ContractMultiplier ● # Optional float For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. Specifies the ratio or multiply factor to convert from "nominal" units (e.g. contracts) to total units (e.g. shares) (e.g. 1.0, 100, 1000, etc). Applicable For Fixed Income, Convertible Bonds, Derivatives, etc. In general quantities for all calsses should be expressed in the basic unit of the instrument, e.g. shares for equities, norminal or par amount for bonds, currency for foreign exchange. When quantity is expressed in contracts, e.g. financing transactions and bond trade reporting, ContractMutliplier should contain the number of units in one contract and can be omitted if the multiplier is the default amount for the instrument, i.e. 1,000 par of bonds, 1,000,000 par for financing transactions. 969 - MinPriceIncrement ● # Optional float Minimum price increment for the instrument. Could also be used to represent tick value. Minimum price increase for a given exchange-traded Instrument 1146 - MinPriceIncrementAmount ● # Optional Amt Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231] Minimum price increment amount associated with the MinPriceIncrement ( tag 969). For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor(231). 996 - UnitOfMeasure ● # Optional String 0 The unit of measure of the underlying commodity upon which the contract is based. Two groups of units of measure enumerations are supported.Fixed Magnitude UOMs are primarily used in energy derivatives and specify a magnitude (such as, MM, Kilo, M, etc.) and the dimension (such as, watt hours, BTU's) to produce standard fixed measures (such as MWh - Megawatt-hours, MMBtu - One million BTUs).The second group, Variable Quantity UOMs, specifies the dimension as a single unit without a magnitude (or more accurately a magnitude of one) and uses the UnitOfMeasureQty(1147) field to define the quantity of units per contract. Variable Quantity UOMs are used for both commodities (such as lbs of lean cattle, bushels of corn, ounces of gold) and financial futures.Examples:For lean cattle futures contracts, a UnitOfMeasure of 'lbs' with a UnitOfMeasureQty(1147) of 40,000, means each lean cattle futures contract represents 40,000 lbs of lean cattle.For Eurodollars futures contracts, a UnitOfMeasure of USD with a UnitOfMeasureQty(1147) of 1,000,000, means a Eurodollar futures contract represents 1,000,000 USD.For gold futures contracts, a UnitOfMeasure is oz_tr (Troy ounce) with a UnitOfMeasureQty(1147) of 1,000, means each gold futures contract represents 1,000 troy ounces of gold. Value Meaning Click to see more AlwAllowances BblBarrels BcfBillion cubic feet BuBushels GalGallons MMBtuOne Million BTU MMbblMillion Barrels MWhMegawatt hours USDUS Dollars lbspounds oz_trTroy Ounces tMetric Tons (aka Tonne) tnTons (US) 1147 - UnitOfMeasureQty ● # Optional Qty Used to indicate the quantity of the underlying commodity unit of measure on which the contract is based, such as, 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc. UnitOfMeasureQty is required for UnitOfMeasure(996) Variable Quantity UOMs enumerations. Refer to the definition of UnitOfMeasure(996) for more information on the use of UnitOfMeasureQty. 1191 - PriceUnitOfMeasure ● # Optional String Used to express the UOM of the price if different from the contract. In futures, this can be different for cross-rate products in which the price is quoted in units differently from the contract 1192 - PriceUnitOfMeasureQty ● # Optional Qty Used to express the UOM Quantity of the price if different from the contract. In futures, this can be different for physically delivered products in which price is quoted in a unit size different from the contract, i.e. a Cattle Future contract has a UOMQty of 40,000 and a PriceUOMQty of 100. 1193 - SettlMethod ● # Optional char Settlement method for a contract. Can be used as an alternative to CFI Code value Settlement method for a contract. Can be used as an alternative to CFI Code value Value Meaning Click to see more CCash settlement required PPhysical settlement required 1194 - ExerciseStyle ● # Optional int Type of exercise of a derivatives security Type of exercise of a derivatives security Value Meaning Click to see more 0European 1American 2Bermuda 1195 - OptPayoutAmount ● # Optional Amt Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount. Conditionally required if OptPayoutType(1482) is set to binary. 1196 - PriceQuoteMethod ● # Optional String Method for price quotation Method for price quotation Value Meaning Click to see more INTInterest rate Index INXIndex PCTPARPercent of Par STDStandard, money per unit of a physical 1197 - ValuationMethod ● # Optional String Indicates type of valuation method used. Specifies the type of valuation method applied. Value Meaning Click to see more CDSCDS style collateralization of market to market and coupon CDSDCDS in delivery - use recovery rate to calculate obligation EQTYpremium style FUTfutures style mark-to-market FUTDAfutures style with an attached cash adjustment 1198 - ListMethod ● # Optional int Indicates whether the instruments are pre-listed only or can also be defined via user request Indicates whether instruments are pre-listed only or can also be defined via user request Value Meaning Click to see more 0pre-listed only 1user requested 1199 - CapPrice ● # Optional Price Used to express the ceiling price of a capped call Used to express the ceiling price of a capped call 1200 - FloorPrice ● # Optional Price Used to express the floor price of a capped put Used to express the floor price of a capped put 201 - PutOrCall ● # Optional int Used to express option right Indicates whether an option contract is a put or call Value Meaning Click to see more 0Put 1Call 1244 - FlexibleIndicator ● # Optional Boolean Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator Used to indicate a derivatives security that can be defined using flexible terms. The terms commonly permitted to be defined by market participants are expiration date and strike price. FlexibleIndicator is an alternative CFICode(461) Standard/Non-standard attribute. 1242 - FlexProductEligibilityIndicator ● # Optional Boolean Used to indicate if a product or group of product supports the creation of flexible securities Used to indicate if a product or group of product supports the creation of flexible securities 997 - TimeUnit ● # Optional String Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) Unit of time associated with the contract. Additional values may be used by mutual agreement of the counterparties Value Meaning Click to see more DDay HHour MinMinute MoMonth SSecond WkWeek YrYear 223 - CouponRate ● # Optional Percentage For Fixed Income. The rate of interest that, when multiplied by the principal, par value, or face value of a bond, provides the currency amount of the periodic interest payment. The coupon is always cited, along with maturity, in any quotation of a bond's price. 207 - SecurityExchange ● # Optional Exchange Can be used to identify the security. Market used to help identify a security. 970 - PositionLimit ● # Optional int Position Limit for the instrument. Position Limit for a given exchange-traded product. 971 - NTPositionLimit ● # Optional int Near-term Position Limit for the instrument. Position Limit in the near-term contract for a given exchange-traded product. 106 - Issuer ● # Optional String Name of security issuer (e.g. International Business Machines, GNMA). 348 - EncodedIssuerLen ● # Optional Length Must be set if EncodedIssuer field is specified and must immediately precede it. Byte length of encoded (non-ASCII characters) EncodedIssuer (349) field. 349 - EncodedIssuer ● # Optional data Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Issuer field. 107 - SecurityDesc ● # Optional String Can be used to provide an optional textual description for a financial instrument. 350 - EncodedSecurityDescLen ● # Optional Length Must be set if EncodedSecurityDesc field is specified and must immediately precede it. Byte length of encoded (non-ASCII characters) EncodedSecurityDesc (351) field. 351 - EncodedSecurityDesc ● # Optional data Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. Encoded (non-ASCII characters) representation of the SecurityDesc (107) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the SecurityDesc field. 1184 - SecurityXMLLen ● # Optional Length Must be set if SecurityXML field is specified and must immediately precede it. Lenght of the SecurityXML data block. 1185 - SecurityXML ● # Optional XMLData XML payload or content describing the Security information. Actual XML data stream describing a security, normally FpML. 1186 - SecurityXMLSchema ● # Optional String XML Schema used to validate the XML used to describe the Security. The schema used to validate the contents of SecurityXML 691 - Pool ● # Optional String Identifies MBS / ABS pool For Fixed Income, identifies MBS / ABS pool. 667 - ContractSettlMonth ● # Optional MonthYear Must be present for MBS/TBA Specifies when the contract (i.e. MBS/TBA) will settle. 875 - CPProgram ● # Optional int The program under which a commercial paper is issued The program under which a commercial paper is issued Value Meaning Click to see more 13(a)(3) 24(2) 99Other 876 - CPRegType ● # Optional String The registration type of a commercial paper issuance The registration type of a commercial paper issuance 864 - NoEvents ● # Optional NumInGroup Number of repeating EventType entries. 865 - EventType ● # Optional int Code to represent the type of event Value Meaning Click to see more 1Put 2Call 3Tender 4Sinking Fund Call 5Activation 6Inactiviation 7Last Eligible Trade Date 8Swap Start Date 9Swap End Date 10Swap Roll Date 11Swap Next Start Date 12Swap Next Roll Date 13First Delivery Date 14Last Delivery Date 15Initial Inventory Due Date 16Final Inventory Due Date 17First Intent Date 18Last Intent Date 19Position Removal Date 99Other 866 - EventDate ● # Optional LocalMktDate Date of event 1145 - EventTime ● # Optional UTCTimestamp Specific time of event. To be used in combination with EventDate [866] Specific time of event. To be used in combination with EventDate [866] 867 - EventPx ● # Optional Price Predetermined price of issue at event, if applicable 868 - EventText ● # Optional String Comments related to the event. 873 - DatedDate ● # Optional LocalMktDate If different from IssueDate The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date 874 - InterestAccrualDate ● # Optional LocalMktDate If different from IssueDate and DatedDate The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date 1018 - NoInstrumentParties ● # Optional NumInGroup Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole Identifies the number of parties identified with an instrument 1019 - InstrumentPartyID ● # Optional String Used to identify party id related to instrument PartyID value within an instrument party repeating group. Same values as PartyID (448) 1050 - InstrumentPartyIDSource ● # Optional char Used to identify source of instrument party id PartyIDSource value within an instrument partyrepeating group. Same values as PartyIDSource (447) 1051 - InstrumentPartyRole ● # Optional int Used to identify the role of instrument party id PartyRole value within an instrument partyepeating group. Same values as PartyRole (452) 1052 - NoInstrumentPartySubIDs ● # Optional NumInGroup Number of InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries 1053 - InstrumentPartySubID ● # Optional String PartySubID value within an instrument party repeating group. Same values as PartySubID (523) 1054 - InstrumentPartySubIDType ● # Optional int Type of InstrumentPartySubID (1053) value. Same values as PartySubIDType (803) 1483 - NoComplexEvents ● # Optional NumInGroup Number of complex events Number of complex event occurrences. 1484 - ComplexEventType ● # Optional int Identifies the type of complex event. Required if NoComplexEvents > 0. Identifies the type of complex event. Value Meaning Click to see more 1Capped 2Trigger 3Knock-in up 4Kock-in down 5Knock-out up 6Knock-out down 7Underlying 8Reset Barrier 9Rolling Barrier 1485 - ComplexOptPayoutAmount ● # Optional Amt Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount. 1486 - ComplexEventPrice ● # Optional Price Specifies the price at which the complex event takes effect. Impact of the event price is determined by the ComplexEventType(1484). 1487 - ComplexEventPriceBoundaryMethod ● # Optional int Specifies the boundary condition to be used for the event price relative to the underlying price at the point the complex event outcome takes effect as determined by the ComplexEventPriceTimeType. Value Meaning Click to see more 1Less than ComplexEventPrice(1486) 2Less than or equal to ComplexEventPrice(1486) 3Equal to ComplexEventPrice(1486) 4Greater than or equal to ComplexEventPrice(1486) 5Greater than ComplexEventPrice(1486) 1488 - ComplexEventPriceBoundaryPrecision ● # Optional Percentage Used in combination with ComplexEventPriceBoundaryMethod to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. 1489 - ComplexEventPriceTimeType ● # Optional int Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the ComplexEventType. Value Meaning Click to see more 1Expiration 2Immediate (At Any Time) 3Specified Date/Time 1490 - ComplexEventCondition ● # Optional int ComplexEventCondition is conditionally required when there are more than one ComplexEvent occurrences. A chain of ComplexEvents must be linked together through use of the ComplexEventCondition in which the relationship between any two events is described. For any two ComplexEvents the first occurrence will specify the ComplexEventCondition which links it with the second event. Specifies the condition between complex events when more than one event is specified. Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result. Value Meaning Click to see more 1And 2Or 1491 - NoComplexEventDates ● # Optional NumInGroup Number of complex event date occurrences for a given complex event. Number of complex event date occurrences for a given complex event. 1492 - ComplexEventStartDate ● # Optional UTCTimestamp Required if NoComplexEventDates(1491) > 0. Specifies the start date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options. ComplexEventStartDate must always be less than or equal to ComplexEventEndDate. 1493 - ComplexEventEndDate ● # Optional UTCTimestamp Required if NoComplexEventDates(1491) > 0. Specifies the end date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options. ComplexEventEndDate must always be greater than or equal to ComplexEventStartDate. 1494 - NoComplexEventTimes ● # Optional NumInGroup Number of complex event time occurrences for a given complex event date. The default in case of an absence of time fields is 00:00:00-23:59:59. 1495 - ComplexEventStartTime ● # Optional UTCTimeOnly Required if NoComplexEventTimes(1494) > 0. Specifies the start time of the time range on which a complex event date is effective. ComplexEventStartTime must always be less than or equal to ComplexEventEndTime. 1496 - ComplexEventEndTime ● # Optional UTCTimeOnly Required if NoComplexEventTimes(1494) > 0. Specifies the end time of the time range on which a complex event date is effective. ComplexEventEndTime must always be greater than or equal to ComplexEventStartTime. 15 - Currency ● # Optional Currency Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. 555 - NoLegs ● # Optional NumInGroup Number of legs Number of InstrumentLeg repeating group instances. 600 - LegSymbol ● # Optional String Multileg instrument's individual security’s Symbol. See Symbol (55) field for description 601 - LegSymbolSfx ● # Optional String Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description 602 - LegSecurityID ● # Optional String Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description 603 - LegSecurityIDSource ● # Optional String Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description 604 - NoLegSecurityAltID ● # Optional NumInGroup Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description 605 - LegSecurityAltID ● # Optional String Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description 606 - LegSecurityAltIDSource ● # Optional String Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description 607 - LegProduct ● # Optional int Multileg instrument's individual security’s Product. See Product (460) field for description 608 - LegCFICode ● # Optional String Multileg instrument's individual security’s CFICode. See CFICode (461) field for description 609 - LegSecurityType ● # Optional String Multileg instrument's individual security’s SecurityType. See SecurityType (167) field for description 764 - LegSecuritySubType ● # Optional String SecuritySubType of the leg instrument. See SecuritySubType (762) field for description 610 - LegMaturityMonthYear ● # Optional MonthYear Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description 611 - LegMaturityDate ● # Optional LocalMktDate Multileg instrument's individual security’s MaturityDate. See MaturityDate (541) field for description 1212 - LegMaturityTime ● # Optional TZTimeOnly Time of security's maturity expressed in local time with offset to UTC specified 248 - LegCouponPaymentDate ● # Optional LocalMktDate Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description 249 - LegIssueDate ● # Optional LocalMktDate Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description 250 - LegRepoCollateralSecurityType ● # Optional String Multileg instrument's individual leg security’s RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description 251 - LegRepurchaseTerm ● # Optional int Multileg instrument's individual leg security's RepurchaseTerm. See RepurchaseTerm (226) field for description 252 - LegRepurchaseRate ● # Optional Percentage Multileg instrument's individual leg security’s RepurchaseRate. See RepurchaseRate (227) field for description 253 - LegFactor ● # Optional float Multileg instrument's individual leg security’s Factor. See Factor (228) field for description 257 - LegCreditRating ● # Optional String Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description 599 - LegInstrRegistry ● # Optional String Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description 596 - LegCountryOfIssue ● # Optional Country Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description 597 - LegStateOrProvinceOfIssue ● # Optional String Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description 598 - LegLocaleOfIssue ● # Optional String Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description 254 - LegRedemptionDate ● # Optional LocalMktDate Multileg instrument's individual leg security’s RedemptionDate. See RedemptionDate (240) field for description 612 - LegStrikePrice ● # Optional Price Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description 942 - LegStrikeCurrency ● # Optional Currency Currency in which the strike price of a instrument leg of a multileg instrument is denominated 613 - LegOptAttribute ● # Optional char Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description 614 - LegContractMultiplier ● # Optional float Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (231) field for description 999 - LegUnitOfMeasure ● # Optional String Refer to defintion of UnitOfMeasure(996) 1224 - LegUnitOfMeasureQty ● # Optional Qty Refer to definition of UnitOfMeasureQty(1147) 1421 - LegPriceUnitOfMeasure ● # Optional String Refer to definition for PriceUnitOfMeasure(1191) 1422 - LegPriceUnitOfMeasureQty ● # Optional Qty Refer to definition of PriceUnitOfMeasureQty(1192) 1001 - LegTimeUnit ● # Optional String Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) Same as TimeUnit. 1420 - LegExerciseStyle ● # Optional int Type of exercise of a derivatives security 1436 - LegContractMultiplierUnit ● # Optional int "Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit LegContractMultiplier(tag 614) is expressed in. 1440 - LegFlowScheduleType ● # Optional int The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". 615 - LegCouponRate ● # Optional Percentage Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description 616 - LegSecurityExchange ● # Optional Exchange Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description 617 - LegIssuer ● # Optional String Multileg instrument's individual security’s Issuer. See Issuer (106) field for description 618 - EncodedLegIssuerLen ● # Optional Length Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description 619 - EncodedLegIssuer ● # Optional data Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description 620 - LegSecurityDesc ● # Optional String Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (107) field for description 621 - EncodedLegSecurityDescLen ● # Optional Length Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description 622 - EncodedLegSecurityDesc ● # Optional data Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (351) field for description 623 - LegRatioQty ● # Optional float Specific to the (not in ) The ratio of quantity for this individual leg relative to the entire multileg security. 624 - LegSide ● # Optional char Specific to the (not in ) The side of this individual leg (multileg security). See Side (54) field for description and values 556 - LegCurrency ● # Optional Currency Specific to the (not in ) Currency associated with a particular Leg's quantity 740 - LegPool ● # Optional String Identifies MBS / ABS pool For Fixed Income, identifies MBS / ABS pool for a specific leg of a multi-leg instrument. See Pool (69) for description and valid values. 739 - LegDatedDate ● # Optional LocalMktDate The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date 955 - LegContractSettlMonth ● # Optional MonthYear Specifies when the contract (i.e. MBS/TBA) will settle. 956 - LegInterestAccrualDate ● # Optional LocalMktDate The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date 1358 - LegPutOrCall ● # Optional int Used to express option right Refer to definition of PutOrCall(201) 1017 - LegOptionRatio ● # Optional float LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity. Expresses the risk of an option leg. Value must be between -1 and 1.A Call Option will require a ratio value between 0 and 1A Put Option will require a ratio value between -1 and 0 566 - LegPrice ● # Optional Price Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price. Price for leg of a multileg. See Price (44) field for description 711 - NoUnderlyings ● # Optional NumInGroup Number of underlyings Number of underlying legs that make up the security. 311 - UnderlyingSymbol ● # Optional String Underlying security’s Symbol. See Symbol (55) field for description 312 - UnderlyingSymbolSfx ● # Optional String Underlying security’s SymbolSfx. See SymbolSfx (65) field for description 309 - UnderlyingSecurityID ● # Optional String Underlying security’s SecurityID. See SecurityID (48) field for description 305 - UnderlyingSecurityIDSource ● # Optional String Underlying security’s SecurityIDSource. Valid values: see SecurityIDSource (22) field 457 - NoUnderlyingSecurityAltID ● # Optional NumInGroup Number of UnderlyingSecurityAltID (458) entries. 458 - UnderlyingSecurityAltID ● # Optional String Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource. 459 - UnderlyingSecurityAltIDSource ● # Optional String Identifies class or source of the UnderlyingSecurityAltID value. Required if UnderlyingSecurityAltID is specified. Same valid values as the SecurityIDSource (22) field 462 - UnderlyingProduct ● # Optional int Underlying security’s Product. Valid values: see Product(460) field 463 - UnderlyingCFICode ● # Optional String Underlying security’s CFICode. Valid values: see CFICode (461)field 310 - UnderlyingSecurityType ● # Optional String Underlying security’s SecurityType. Valid values: see SecurityType (167) field 763 - UnderlyingSecuritySubType ● # Optional String Underlying security’s SecuritySubType. See SecuritySubType (762) field for description 313 - UnderlyingMaturityMonthYear ● # Optional MonthYear Underlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate field. See MaturityMonthYear (200) field for description 542 - UnderlyingMaturityDate ● # Optional LocalMktDate Underlying security’s maturity date. See MaturityDate (541) field for description 1213 - UnderlyingMaturityTime ● # Optional TZTimeOnly Time of security's maturity expressed in local time with offset to UTC specified 241 - UnderlyingCouponPaymentDate ● # Optional LocalMktDate Underlying security’s CouponPaymentDate. See CouponPaymentDate (224) field for description 1453 - UnderlyingRestructuringType ● # Optional String See RestructuringType(1449) 1454 - UnderlyingSeniority ● # Optional String See Seniority(1450) 1455 - UnderlyingNotionalPercentageOutstanding ● # Optional Percentage See NotionalPercentageOutstanding(1451) 1456 - UnderlyingOriginalNotionalPercentageOutstanding ● # Optional Percentage See OriginalNotionalPercentageOutstanding(1452) 1459 - UnderlyingAttachmentPoint ● # Optional Percentage See AttachmentPoint(1457). 1460 - UnderlyingDetachmentPoint ● # Optional Percentage See DetachmentPoint(1458). 242 - UnderlyingIssueDate ● # Optional LocalMktDate Underlying security’s CouponPaymentDate. See CouponPaymentDate (224) field for description 243 - UnderlyingRepoCollateralSecurityType ● # Optional String Underlying security’s RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description 244 - UnderlyingRepurchaseTerm ● # Optional int Underlying security’s RepurchaseTerm. See RepurchaseTerm (226) field for description 245 - UnderlyingRepurchaseRate ● # Optional Percentage Underlying security’s RepurchaseRate. See RepurchaseRate (227) field for description 246 - UnderlyingFactor ● # Optional float Underlying security’s Factor. See Factor (228) field for description 256 - UnderlyingCreditRating ● # Optional String Underlying security’s CreditRating. See CreditRating (255) field for description 595 - UnderlyingInstrRegistry ● # Optional String Underlying security’s InstrRegistry. See InstrRegistry (543) field for description 592 - UnderlyingCountryOfIssue ● # Optional Country Underlying security’s CountryOfIssue. See CountryOfIssue (470) field for description 593 - UnderlyingStateOrProvinceOfIssue ● # Optional String Underlying security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description 594 - UnderlyingLocaleOfIssue ● # Optional String Underlying security’s LocaleOfIssue. See LocaleOfIssue (472) field for description 247 - UnderlyingRedemptionDate ● # Optional LocalMktDate Underlying security’s RedemptionDate. See RedemptionDate (240) field for description 316 - UnderlyingStrikePrice ● # Optional Price Underlying security’s StrikePrice. See StrikePrice (202) field for description 941 - UnderlyingStrikeCurrency ● # Optional Currency Currency in which the strike price of an underlying instrument is denominated 317 - UnderlyingOptAttribute ● # Optional char Underlying security’s OptAttribute. See OptAttribute (206) field for description 1437 - UnderlyingContractMultiplierUnit ● # Optional int Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit UndlyContractMultiplier(tag 436) is expressed in. 1441 - UnderlyingFlowScheduleType ● # Optional int The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". 436 - UnderlyingContractMultiplier ● # Optional float Underlying security’s ContractMultiplier. See ContractMultiplier (231) field for description 998 - UnderlyingUnitOfMeasure ● # Optional String Refer to defintion of UnitOfMeasure(996) 1423 - UnderlyingUnitOfMeasureQty ● # Optional Qty Refer to definition of UnitOfMeasureQty(1147) 1424 - UnderlyingPriceUnitOfMeasure ● # Optional String Refer to definition for PriceUnitOfMeasure(1191) 1425 - UnderlyingPriceUnitOfMeasureQty ● # Optional Qty Refer to definition of PriceUnitOfMeasureQty(1192) 1000 - UnderlyingTimeUnit ● # Optional String Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) Same as TimeUnit. 1419 - UnderlyingExerciseStyle ● # Optional int Type of exercise of a derivatives security 435 - UnderlyingCouponRate ● # Optional Percentage Underlying security’s CouponRate. See CouponRate (223) field for description 308 - UnderlyingSecurityExchange ● # Optional Exchange Underlying security’s SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207) 306 - UnderlyingIssuer ● # Optional String Underlying security’s Issuer. See Issuer (106) field for description 362 - EncodedUnderlyingIssuerLen ● # Optional Length Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field. 363 - EncodedUnderlyingIssuer ● # Optional data Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field. 307 - UnderlyingSecurityDesc ● # Optional String Underlying security’s SecurityDesc. See SecurityDesc (107) field for description 364 - EncodedUnderlyingSecurityDescLen ● # Optional Length Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field. 365 - EncodedUnderlyingSecurityDesc ● # Optional data Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field. 877 - UnderlyingCPProgram ● # Optional String The program under which the underlying commercial paper is issued 878 - UnderlyingCPRegType ● # Optional String The registration type of the underlying commercial paper issuance 972 - UnderlyingAllocationPercent ● # Optional Percentage Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument. Percent of the Strike Price that this underlying represents. 318 - UnderlyingCurrency ● # Optional Currency Specific to the (not in ) Underlying security’s Currency. See Currency (5) field for description and valid values 879 - UnderlyingQty ● # Optional Qty Specific to the (not in ) Unit amount of the underlying security (par, shares, currency, etc.) Unit amount of the underlying security (par, shares, currency, etc.) 975 - UnderlyingSettlementType ● # Optional int Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component. Indicates order settlement period for the underlying instrument. Value Meaning Click to see more 2T+1 4T+3 5T+4 973 - UnderlyingCashAmount ● # Optional Amt Specific to the < UnderlyingInstrument > Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying's is a fixed cash value. Cash amount associated with the underlying component. 974 - UnderlyingCashType ● # Optional String Specific to the < UnderlyingInstrument > Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price) Used for derivatives that deliver into cash underlying. Value Meaning Click to see more DIFFDIFF FIXEDFIXED 810 - UnderlyingPx ● # Optional Price Specific to the (not in ) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket. Underlying price associate with a derivative instrument. 882 - UnderlyingDirtyPrice ● # Optional Price Specific to the (not in ) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest Price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest 883 - UnderlyingEndPrice ● # Optional Price Specific to the (not in ) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. Price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. 884 - UnderlyingStartValue ● # Optional Amt Specific to the (not in ) Currency value attributed to this collateral at the start of the agreement Currency value attributed to this collateral at the start of the agreement 885 - UnderlyingCurrentValue ● # Optional Amt Specific to the (not in ) Currency value currently attributed to this collateral Currency value currently attributed to this collateral 886 - UnderlyingEndValue ● # Optional Amt Specific to the (not in ) Currency value attributed to this collateral at the end of the agreement Currency value attributed to this collateral at the end of the agreement 887 - NoUnderlyingStips ● # Optional NumInGroup Number of underlying stipulation entries 888 - UnderlyingStipType ● # Optional String Required if NoUnderlyingStips >0 Type of stipulation. Same values as StipulationType (233) 889 - UnderlyingStipValue ● # Optional String Value of stipulation. Same values as StipulationValue (234) 1044 - UnderlyingAdjustedQuantity ● # Optional Qty Specific to the (not in ). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days). Unit amount of the underlying security (shares) adjusted for pending corporate action not yet allocated. 1045 - UnderlyingFXRate ● # Optional float Specific to the (not in ). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15). Foreign exchange rate used to compute UnderlyingCurrentValue(885) (or market value) from UnderlyingCurrency(318) to Currency(15). 1046 - UnderlyingFXRateCalc ● # Optional char Specific to the (not in ). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885). Specifies whether the UnderlyingFxRate(1045) should be multiplied or divided. Value Meaning Click to see more DDivide MMultiply 1038 - UnderlyingCapValue ● # Optional Amt Maximum notional value for a capped financial instrument 1058 - NoUndlyInstrumentParties ● # Optional NumInGroup Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole Identifies the number of parties identified with an underlying instrument 1059 - UnderlyingInstrumentPartyID ● # Optional String Used to identify party id related to instrument PartyID value within an underlying instrument party repeating group. Same values as PartyID (448) 1060 - UnderlyingInstrumentPartyIDSource ● # Optional char Used to identify source of instrument party id PartyIDSource value within an underlying instrument party repeating group. Same values as PartyIDSource (447) 1061 - UnderlyingInstrumentPartyRole ● # Optional int Used to identify the role of instrument party id PartyRole value within an underlying instrument party repeating group. Same values as PartyRole (452) 1062 - NoUndlyInstrumentPartySubIDs ● # Optional NumInGroup Number of Underlying InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries 1063 - UnderlyingInstrumentPartySubID ● # Optional String PartySubID value within an underlying instrument party repeating group. Same values as PartySubID (523) 1064 - UnderlyingInstrumentPartySubIDType ● # Optional int Type of underlying InstrumentPartySubID (1053) value. Same values as PartySubIDType (803) 1039 - UnderlyingSettlMethod ● # Optional String (No description) 315 - UnderlyingPutOrCall ● # Optional int Used to express option right Underlying security’s PutOrCall. See PutOrCall (201) field for description 702 - NoPositions ● # Optional NumInGroup Number of position entries. 703 - PosType ● # Optional String Required if NoPositions > 1 Used to identify the type of quantity that is being returned. Value Meaning Click to see more ALCAllocation Trade Qty ASOption Assignment ASFAs-of Trade Qty CAACorporate Action Adjustment CEACredit Event Adjustment DLTNet Delta Qty DLVDelivery Qty DNDelivery Notice Qty EPExchange for Physical Qty ETRElectronic Trade Qty EXOption Exercise Qty FINEnd-of-Day Qty IASIntra-spread Qty IESInter-spread Qty PAAdjustment Qty PITPit Trade Qty PNTNPrivately negotiated Trade Qty (Non-regulated) RCVReceive Quantity SEASuccession Event Adjustment SODStart-of-Day Qty SPLIntegral Split TATransaction from Assignment TOTTotal Transaction Qty TQTransaction Quantity TRFTransfer Trade Qty TXTransaction from Exercise XMCross Margin Qty 704 - LongQty ● # Optional Qty Long Quantity 705 - ShortQty ● # Optional Qty Short Quantity 706 - PosQtyStatus ● # Optional int Status of this position. Value Meaning Click to see more 0Submitted 1Accepted 2Rejected 976 - QuantityDate ● # Optional LocalMktDate Date associated with the quantity being reported Date associated to the quantity that is being reported for the position. 539 - NoNestedPartyIDs ● # Optional NumInGroup Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole Number of NestedPartyID (524), NestedPartyIDSource (525), and NestedPartyRole (538) entries 524 - NestedPartyID ● # Optional String Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0. PartyID value within a nested repeating group. Same values as PartyID (448) 525 - NestedPartyIDSource ● # Optional char Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0. PartyIDSource value within a nested repeating group. Same values as PartyIDSource (447) 538 - NestedPartyRole ● # Optional int Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0. PartyRole value within a nested repeating group. Same values as PartyRole (452) 804 - NoNestedPartySubIDs ● # Optional NumInGroup Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries 545 - NestedPartySubID ● # Optional String PartySubID value within a nested repeating group. Same values as PartySubID (523) 805 - NestedPartySubIDType ● # Optional int Type of NestedPartySubID (545) value. Same values as PartySubIDType (803) 753 - NoPosAmt ● # Optional NumInGroup Number of Position Amount entries Number of position amount entries. 707 - PosAmtType ● # Optional String Type of Position amount Value Meaning Click to see more ACPNAccrued Coupon Amount BANKTotal Banked Amount CASHCash Amount (Corporate Event) CMTMCollateralized Mark to Market COLATTotal Collateralized Amount CPNCoupon Amount CRESCash Residual Amount DLVCompensation Amount FMTMFinal Mark-to-Market Amount IACPNIncremental Accrued Coupon ICMTMIncremental Collateralized Mark to market ICPNInitial Trade Coupon Amount IMTMIncremental Mark-to-Market Amount PREMPremium Amount SETLSettlement Value SMTMStart-of-Day Mark-to-Market Amount TVARTrade Variation Amount VADJValue Adjusted Amount 708 - PosAmt ● # Optional Amt Position amount 1055 - PositionCurrency ● # Optional String The Currency in which the position Amount is denominated 834 - ThresholdAmount ● # Optional PriceOffset Amount that a position has to be in the money before it is exercised. 730 - SettlPrice ● # Optional Price Settlement Price of Option Settlement price 731 - SettlPriceType ● # Optional int Values = Final, Theoretical Type of settlement price Value Meaning Click to see more 1Final 2Theoretical 732 - UnderlyingSettlPrice ● # Optional Price Settlement Price of Underlying Underlying security’s SettlPrice. See SettlPrice (730) field for description 734 - PriorSettlPrice ● # Optional Price Previous settlement price 432 - ExpireDate ● # Optional LocalMktDate Expiration Date of Option Date of order expiration (last day the order can trade), always expressed in terms of the local market date. The time at which the order expires is determined by the local market's business practices 744 - AssignmentMethod ● # Optional char Method under which assignment was conducted Method by which short positions are assigned to an exercise notice during exercise and assignment processing Value Meaning Click to see more PPro-rata RRandom 745 - AssignmentUnit ● # Optional Qty Quantity Increment used in performing assignment Quantity Increment used in performing assignment. 746 - OpenInterest ● # Optional Amt Open interest that was eligible for assignment Open interest that was eligible for assignment. 747 - ExerciseMethod ● # Optional char Exercise Method used to in performing assignment Values = Automatic, Manual Exercise Method used to in performing assignment. Value Meaning Click to see more AAutomatic MManual 716 - SettlSessID ● # Optional String Identifies a specific settlement session Value Meaning Click to see more EODEnd Of Day ETHElectronic Trading Hours ITDIntraday RTHRegular Trading Hours 717 - SettlSessSubID ● # Optional String SubID value associated with SettlSessID(716) 715 - ClearingBusinessDate ● # Required LocalMktDate Business date of assignment The "Clearing Business Date" referred to by this maintenance request. 58 - Text ● # Optional String Free format text string. Note: this field does not have a specified maximum length 354 - EncodedTextLen ● # Optional Length Must be set if EncodedText field is specified and must immediately precede it. Byte length of encoded (non-ASCII characters) EncodedText (355) field. 355 - EncodedText ● # Optional data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field. Top
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