Component Instrument (Block)

The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX.

Added in protocol FIX.4.3

See in: FIX.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2.

Field or Component Name Description Is Required Added Is Deprecated
55 Symbol Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol. FIX.4.3
65 SymbolSfx 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. FIX.4.3
48 SecurityID Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. FIX.4.3
22 SecurityIDSource Conditionally required when SecurityID (48) is specified. FIX.4.3
ImplicitBlockRepeating SecAltIDGrp Number of alternate Security Identifiers FIX.4.4
460 Product Indicates the type of product the security is associated with (high-level category) FIX.4.3
1227 ProductComplex Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc FIX.5.0
1151 SecurityGroup An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. FIX.5.0
461 CFICode Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. FIX.4.3
167 SecurityType 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.) FIX.4.3
762 SecuritySubType Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required. FIX.4.4
200 MaturityMonthYear Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures). Note MaturityDate (a full date) can also be specified. FIX.4.3
541 MaturityDate Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S&P futures).may use MaturityMonthYear and/or this field. When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment. For NDFs this represents the fixing date of the contract. FIX.4.3
1079 MaturityTime For NDFs this represents the fixing time of the contract. It is optional to specify the fixing time. FIX.4.4
966 SettleOnOpenFlag Indicator to determine if Instrument is Settle on Open. FIX.4.4
1049 InstrmtAssignmentMethod FIX.4.4
965 SecurityStatus Gives the current state of the instrument FIX.4.4
224 CouponPaymentDate Date interest is to be paid. Used in identifying Corporate Bond issues. FIX.4.3
1449 RestructuringType FIX.5.0SP1 (83)
1450 Seniority FIX.5.0SP1 (83)
1451 NotionalPercentageOutstanding FIX.5.0SP1 (83)
1452 OriginalNotionalPercentageOutstanding FIX.5.0SP1 (83)
1457 AttachmentPoint FIX.5.0SP1 (83)
1458 DetachmentPoint FIX.5.0SP1 (83)
1739 ObligationType FIX.5.0SP2 (119)
2210 AssetGroup FIX.5.0SP2 (192)
1938 AssetClass Required if AssetSubClass (1939) is specified. FIX.5.0SP2 (161)
1939 AssetSubClass Required if AssetType (1940) is specified. FIX.5.0SP2 (161)
1940 AssetType Required if AssetSubType (2735) is specified. FIX.5.0SP2 (161)
2735 AssetSubType FIX.5.0SP2 (235)
BlockRepeating SecondaryAssetGrp FIX.5.0SP2 (161)
BlockRepeating AssetAttributeGrp FIX.5.0SP2 (169)
1941 SwapClass FIX.5.0SP2 (161)
1575 SwapSubClass FIX.5.0SP2 (169)
1942 NthToDefault Conditionally required when MthToDefault (1943) is specified. FIX.5.0SP2 (161)
1943 MthToDefault FIX.5.0SP2 (161)
1944 SettledEntityMatrixSource FIX.5.0SP2 (161)
1945 SettledEntityMatrixPublicationDate FIX.5.0SP2 (161)
1946 CouponType FIX.5.0SP2 (161)
1947 TotalIssuedAmount FIX.5.0SP2 (161)
1948 CouponFrequencyPeriod Conditionally required when CouponFrequencyUnit (1949) is specified. FIX.5.0SP2 (161)
1949 CouponFrequencyUnit Conditionally required when CouponFrequencyPeriod (1948) is specified. FIX.5.0SP2 (161)
1950 CouponDayCount FIX.5.0SP2 (161)
1951 ConvertibleBondEquityID FIX.5.0SP2 (161)
1952 ConvertibleBondEquityIDSource Conditionally required when ConvertibleBondEquityID (1951) is specified. FIX.5.0SP2 (161)
1953 ContractPriceRefMonth FIX.5.0SP2 (161)
1954 LienSeniority FIX.5.0SP2 (161)
1955 LoanFacility FIX.5.0SP2 (161)
1956 ReferenceEntityType FIX.5.0SP2 (161)
1957 IndexSeries FIX.5.0SP2 (161)
1958 IndexAnnexVersion FIX.5.0SP2 (161)
1959 IndexAnnexDate FIX.5.0SP2 (161)
1960 IndexAnnexSource FIX.5.0SP2 (161)
1577 SettlRateIndex FIX.5.0SP2 (169)
1580 SettlRateIndexLocation FIX.5.0SP2 (169)
1581 OptionExpirationDesc FIX.5.0SP2 (169)
1678 EncodedOptionExpirationDescLen Must be set if EncodedOptionExpirationDesc (1697) field is specified and must immediately precede it. FIX.5.0SP2 (169)
1697 EncodedOptionExpirationDesc Encoded (non-ASCII characters) representation of the OptionExpirationDesc (1581) field in the encoded format specified via the MessageEncoding (347) field. FIX.5.0SP2 (169)
225 IssueDate Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. FIX.4.3
239 RepoCollateralSecurityType FIX.4.3 Y
226 RepurchaseTerm FIX.4.3 Y
227 RepurchaseRate FIX.4.3 Y
228 Factor 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 FIX.4.3
255 CreditRating FIX.4.3
543 InstrRegistry The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues. FIX.4.3
470 CountryOfIssue ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. FIX.4.3
471 StateOrProvinceOfIssue A two-character state or province abbreviation. FIX.4.3
472 LocaleOfIssue The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). FIX.4.3
240 RedemptionDate FIX.4.3 Y
202 StrikePrice Used for derivatives, such as options and covered warrants FIX.4.3
2578 OrigStrikePrice FIX.5.0SP2 (195)
2577 StrikePricePrecision FIX.5.0SP2 (195)
947 StrikeCurrency Used for derivatives FIX.4.4
967 StrikeMultiplier Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. FIX.4.4
968 StrikeValue Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. FIX.4.4
1698 StrikeUnitOfMeasure FIX.5.0SP2 (169)
1866 StrikeIndex FIX.5.0SP2 (169)
2600 StrikeIndexCurvePoint FIX.5.0SP2 (208)
2001 StrikeIndexSpread FIX.5.0SP2 (169)
2601 StrikeIndexQuote FIX.5.0SP2 (208)
1478 StrikePriceDeterminationMethod FIX.5.0SP1 (92)
1479 StrikePriceBoundaryMethod When specified, PutOrCall (201), StrikePrice (202), and StrikePriceBoundaryPrecision (1480) must also be specified. FIX.5.0SP1 (92)
1480 StrikePriceBoundaryPrecision FIX.5.0SP1 (92)
1481 UnderlyingPriceDeterminationMethod FIX.5.0SP1 (92)
206 OptAttribute Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode (461) for this purpose. FIX.4.3
231 ContractMultiplier For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. FIX.4.3
1435 ContractMultiplierUnit FIX.5.0SP1 (80)
2353 TradingUnitPeriodMultiplier FIX.5.0SP2 (179)
1439 FlowScheduleType FIX.5.0SP1 (80)
969 MinPriceIncrement Minimum price increment for the instrument. Could also be used to represent tick value. FIX.4.4
1146 MinPriceIncrementAmount Minimum price increment amount associated with the MinPriceIncrement (969). For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231] FIX.5.0
996 UnitOfMeasure 0 FIX.4.4
1147 UnitOfMeasureQty FIX.5.0
1716 UnitOfMeasureCurrency FIX.5.0SP2 (122)
1191 PriceUnitOfMeasure FIX.5.0
1192 PriceUnitOfMeasureQty FIX.5.0
1717 PriceUnitOfMeasureCurrency FIX.5.0SP2 (122)
1193 SettlMethod Conditionally required if SettlSubMethod (2579) is specified. FIX.5.0
2579 SettlSubMethod FIX.5.0SP2 (195)
1194 ExerciseStyle Type of exercise of a derivatives security FIX.5.0
1482 OptPayoutType FIX.5.0SP1 (92)
1195 OptPayoutAmount Conditionally required if OptPayoutType (1482) = 3 (Binary). FIX.5.0
2753 ReturnTrigger FIX.5.0SP2 (238)
1196 PriceQuoteMethod Method for price quotation FIX.5.0
1197 ValuationMethod Indicates type of valuation method used. FIX.5.0
2002 ValuationSource FIX.5.0SP2 (169)
2140 ValuationReferenceModel FIX.5.0SP2 (169)
1524 PriceQuoteCurrency FIX.5.0SP2 (107)
1198 ListMethod Indicates whether the instruments are pre-listed only or can also be defined via user request FIX.5.0
1199 CapPrice Used to express the ceiling price of a capped call FIX.5.0
1200 FloorPrice Used to express the floor price of a capped put FIX.5.0
201 PutOrCall Used to express option right FIX.4.4
2681 InTheMoneyCondition Used to express in-the-moneyness behavior in general terms for the option without the use of StrikePrice (202) and PutOrCall (201). FIX.5.0SP2 (224)
2685 ContraryInstructionEligibilityIndicator FIX.5.0SP2 (224)
1244 FlexibleIndicator Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator FIX.5.0
1242 FlexProductEligibilityIndicator Used to indicate if a product or group of product supports the creation of flexible securities FIX.5.0
2575 BlockTradeEligibilityIndicator FIX.5.0SP2 (195)
2574 LowExercisePriceOptionIndicator FIX.5.0SP2 (195)
997 TimeUnit Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) FIX.4.4
223 CouponRate For Fixed Income. FIX.4.3
207 SecurityExchange Can be used to identify the security. FIX.4.3
970 PositionLimit Position Limit for the instrument. FIX.4.4
971 NTPositionLimit Near-term Position Limit for the instrument. FIX.4.4
106 Issuer FIX.4.3
348 EncodedIssuerLen Must be set if EncodedIssuer (349) field is specified and must immediately precede it. FIX.4.3
349 EncodedIssuer Encoded (non-ASCII characters) representation of the Issuer (106) field in the encoded format specified via the MessageEncoding (347) field. FIX.4.3
2737 FinancialInstrumentShortName FIX.5.0SP2 (235)
2714 FinancialInstrumentFullName FIX.5.0SP2 (232)
2715 EncodedFinancialInstrumentFullNameLen Must be set if EncodedFinancialInstrumentFullName (2716) field is specified and must immediately precede it. FIX.5.0SP2 (232)
2716 EncodedFinancialInstrumentFullName Encoded (non-ASCII characters) representation of the FinancialInstrumentFullName (2714) field in the encoded format specified via the MessageEncoding (347) field. FIX.5.0SP2 (232)
107 SecurityDesc FIX.4.3
350 EncodedSecurityDescLen Must be set if EncodedSecurityDesc (351) field is specified and must immediately precede it. FIX.4.3
351 EncodedSecurityDesc Encoded (non-ASCII characters) representation of the SecurityDesc (107) field in the encoded format specified via the MessageEncoding (347) field. FIX.4.3
XMLDataBlock SecurityXML Embedded XML document describing the instrument. FIX.5.0
691 Pool Identifies MBS / ABS pool FIX.4.4
667 ContractSettlMonth Must be present for MBS/TBA FIX.4.4
875 CPProgram The program under which a commercial paper is issued FIX.4.4
876 CPRegType The registration type of a commercial paper issuance FIX.4.4
BlockRepeating EvntGrp Number of repeating EventType group entries. FIX.4.4
873 DatedDate If different from IssueDate FIX.4.4
874 InterestAccrualDate If different from IssueDate and DatedDate FIX.4.4
BlockRepeating InstrumentParties Used to identify the parties related to a specific instrument. FIX.4.4
1687 ShortSaleRestriction FIX.5.0SP2 (120)
BlockRepeating ComplexEvents FIX.5.0SP1 (92)
1787 RefTickTableID Spread table code referred by the security or symbol. FIX.5.0SP2 (130)
2141 StrategyType FIX.5.0SP2 (169)
2142 CommonPricingIndicator FIX.5.0SP2 (169)
2143 SettlDisruptionProvision FIX.5.0SP2 (169)
2752 DeliveryRouteOrCharter FIX.5.0SP2 (238)
2144 InstrumentRoundingDirection FIX.5.0SP2 (169)
2145 InstrumentRoundingPrecision FIX.5.0SP2 (169)
2576 InstrumentPricePrecision FIX.5.0SP2 (195)
Block DateAdjustment FIX.5.0SP2 (161)
Block PricingDateTime FIX.5.0SP2 (169)
Block MarketDisruption FIX.5.0SP2 (169)
Block OptionExercise FIX.5.0SP2 (169)
BlockRepeating StreamGrp FIX.5.0SP2 (161)
BlockRepeating ProvisionGrp FIX.5.0SP2 (161)
BlockRepeating AdditionalTermGrp FIX.5.0SP2 (161)
BlockRepeating ProtectionTermGrp FIX.5.0SP2 (161)
BlockRepeating CashSettlTermGrp FIX.5.0SP2 (161)
BlockRepeating PhysicalSettlTermGrp FIX.5.0SP2 (161)
BlockRepeating ExtraordinaryEventGrp FIX.5.0SP2 (208)
2602 ExtraordinaryEventAdjustmentMethod FIX.5.0SP2 (208)
2603 ExchangeLookAlike FIX.5.0SP2 (208)

Used in messages