Instrument

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.

Tag	Name	Type	Description
55	Symbol	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)
65	SymbolSfx	String Enum	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	String	Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified
22	SecurityIDSource	String Enum	Conditionally required when SecurityID(48) is specified
	SecAltIDGrp	Component	Number of alternate Security Identifiers
460	Product	Int Enum	Indicates the type of product the security is associated with (high-level category)
1227	ProductComplex	String	Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc
1151	SecurityGroup	String	An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions
461	CFICode	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
2891	UPICode	String
167	SecurityType	String Enum	It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments
762	SecuritySubType	String	Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required
200	MaturityMonthYear	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
541	MaturityDate	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(200) and/or this field
1079	MaturityTime	TZTimeOnly	For NDFs this represents the fixing time of the contract. It is optional to specify the fixing time
2982	MaturityFrequencyUnit	String Enum	Conditionally required when MaturityFrequencyPeriod(2983) is specified
2983	MaturityFrequencyPeriod	Int	Conditionally required when MaturityFrequencyUnit(2982) is specified and the value is not EOM (End of Month) or F (Flexible)
966	SettleOnOpenFlag	String	Indicator to determine if Instrument is Settle on Open
1049	InstrmtAssignmentMethod	Char Enum
965	SecurityStatus	String Enum	Gives the current state of the instrument
224	CouponPaymentDate	LocalMktDate	Date interest is to be paid. Used in identifying Corporate Bond issues
1449	RestructuringType	String Enum
1450	Seniority	String Enum
1451	NotionalPercentageOutstanding	Percentage
1452	OriginalNotionalPercentageOutstanding	Percentage
1457	AttachmentPoint	Percentage
1458	DetachmentPoint	Percentage
1739	ObligationType	String Enum
2210	AssetGroup	Int Enum
1938	AssetClass	Int Enum	Required if AssetSubClass(1939) is specified
1939	AssetSubClass	Int Enum	Required if AssetType(1940) is specified
1940	AssetType	String	Required if AssetSubType(2735) is specified
2735	AssetSubType	String
	SecondaryAssetGrp	Component
	AssetAttributeGrp	Component
1941	SwapClass	String Enum
1575	SwapSubClass	String Enum
1942	NthToDefault	Int	Conditionally required when MthToDefault(1943) is specified
1943	MthToDefault	Int
1944	SettledEntityMatrixSource	String
1945	SettledEntityMatrixPublicationDate	LocalMktDate
1946	CouponType	Int Enum
1947	TotalIssuedAmount	Amount
1948	CouponFrequencyPeriod	Int	Conditionally required when CouponFrequencyUnit(1949) is specified
1949	CouponFrequencyUnit	String Enum	Conditionally required when CouponFrequencyPeriod(1948) is specified
1950	CouponDayCount	Int Enum
2879	CouponOtherDayCount	String
1951	ConvertibleBondEquityID	String
1952	ConvertibleBondEquityIDSource	String Enum	Conditionally required when ConvertibleBondEquityID(1951) is specified
1953	ContractPriceRefMonth	MonthYear
1954	LienSeniority	Int Enum
1955	LoanFacility	Int Enum
1956	ReferenceEntityType	Int Enum
1957	IndexSeries	Int
1958	IndexAnnexVersion	Int
1959	IndexAnnexDate	LocalMktDate
1960	IndexAnnexSource	String
1577	SettlRateIndex	String
1580	SettlRateIndexLocation	String
1581	OptionExpirationDesc	String
1678	EncodedOptionExpirationDescLen	Length	Must be set if EncodedOptionExpirationDesc(1697) field is specified and must immediately precede it
1697	EncodedOptionExpirationDesc	Data	Encoded (non-ASCII characters) representation of the OptionExpirationDesc(1581) field in the encoded format specified via the MessageEncoding(347) field
225	IssueDate	LocalMktDate	Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date
239	RepoCollateralSecurityType	String
226	RepurchaseTerm	Int
227	RepurchaseRate	Percentage
228	Factor	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
255	CreditRating	String
543	InstrRegistry	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
470	CountryOfIssue	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
471	StateOrProvinceOfIssue	String	A two-character state or province abbreviation
472	LocaleOfIssue	String	The three-character IATA code for a locale (e.g. airport code for Municipal Bonds)
240	RedemptionDate	LocalMktDate
202	StrikePrice	Price	Used for derivatives, such as options and covered warrants
2578	OrigStrikePrice	Price
2577	StrikePricePrecision	Int
947	StrikeCurrency	Currency	Used for derivatives
2904	StrikeCurrencyCodeSource	String Enum
967	StrikeMultiplier	Float	Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value
968	StrikeValue	Float	Used for derivatives. The number of shares/units for the financial instrument involved in the option trade
1698	StrikeUnitOfMeasure	String Enum
1866	StrikeIndex	String
2600	StrikeIndexCurvePoint	String
2001	StrikeIndexSpread	PriceOffset
2601	StrikeIndexQuote	Int Enum
1478	StrikePriceDeterminationMethod	Int Enum
1479	StrikePriceBoundaryMethod	Int Enum	When specified, PutOrCall(201), StrikePrice(202), and StrikePriceBoundaryPrecision(1480) must also be specified
1480	StrikePriceBoundaryPrecision	Percentage
1481	UnderlyingPriceDeterminationMethod	Int Enum
206	OptAttribute	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
231	ContractMultiplier	Float	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	Int Enum
2353	TradingUnitPeriodMultiplier	Int
1439	FlowScheduleType	Int Enum
969	MinPriceIncrement	Float	Minimum price increment for the instrument. Could also be used to represent tick value
1146	MinPriceIncrementAmount	Amount	Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231]
996	UnitOfMeasure	String Enum
1147	UnitOfMeasureQty	Quantity
1716	UnitOfMeasureCurrency	Currency
2905	UnitOfMeasureCurrencyCodeSource	String Enum
1191	PriceUnitOfMeasure	String Enum
1192	PriceUnitOfMeasureQty	Quantity
1717	PriceUnitOfMeasureCurrency	Currency
2906	PriceUnitOfMeasureCurrencyCodeSource	String Enum
1193	SettlMethod	String Enum	Conditionally required if SettlSubMethod(2579) is specified
2579	SettlSubMethod	Int Enum
1194	ExerciseStyle	Int Enum	Type of exercise of a derivatives security
1482	OptPayoutType	Int Enum
1195	OptPayoutAmount	Amount	Conditionally required if OptPayoutType(1482) = 3 (Binary)
2753	ReturnTrigger	Int Enum
1196	PriceQuoteMethod	String Enum	Method for price quotation
1197	ValuationMethod	String Enum	Indicates type of valuation method used
2002	ValuationSource	String
2140	ValuationReferenceModel	String
1524	PriceQuoteCurrency	Currency
2907	PriceQuoteCurrencyCodeSource	String Enum
1198	ListMethod	Int Enum	Indicates whether the instruments are pre-listed only or can also be defined via user request
1199	CapPrice	Price	Used to express the ceiling price of a capped call
1200	FloorPrice	Price	Used to express the floor price of a capped put
201	PutOrCall	Int Enum	Used to express option right
2681	InTheMoneyCondition	Int Enum	Used to express in-the-moneyness behavior in general terms for the option without the use of StrikePrice(202) and PutOrCall(201)
2685	ContraryInstructionEligibilityIndicator	Boolean
1244	FlexibleIndicator	Boolean	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	Boolean	Used to indicate if a product or group of product supports the creation of flexible securities
2575	BlockTradeEligibilityIndicator	Boolean
2574	LowExercisePriceOptionIndicator	Boolean
997	TimeUnit	String Enum	Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)
223	CouponRate	Percentage	For Fixed Income
207	SecurityExchange	Exchange	Can be used to identify the security
970	PositionLimit	Int	Position Limit for the instrument
971	NTPositionLimit	Int	Near-term Position Limit for the instrument
106	Issuer	String
348	EncodedIssuerLen	Length	Must be set if EncodedIssuer(349) field is specified and must immediately precede it
349	EncodedIssuer	Data	Encoded (non-ASCII characters) representation of the Issuer(106) field in the encoded format specified via the MessageEncoding(347) field
2737	FinancialInstrumentShortName	String
2714	FinancialInstrumentFullName	String
2715	EncodedFinancialInstrumentFullNameLen	Length	Must be set if EncodedFinancialInstrumentFullName(2716) field is specified and must immediately precede it
2716	EncodedFinancialInstrumentFullName	Data	Encoded (non-ASCII characters) representation of the FinancialInstrumentFullName(2714) field in the encoded format specified via the MessageEncoding(347) field
107	SecurityDesc	String
350	EncodedSecurityDescLen	Length	Must be set if EncodedSecurityDesc(351) field is specified and must immediately precede it
351	EncodedSecurityDesc	Data	Encoded (non-ASCII characters) representation of the SecurityDesc(107) field in the encoded format specified via the MessageEncoding(347) field
	SecurityXML	Component	Embedded XML document describing the instrument
691	Pool	String	Identifies MBS / ABS pool
667	ContractSettlMonth	MonthYear	Must be present for MBS/TBA
875	CPProgram	Int Enum	The program under which a commercial paper is issued
876	CPRegType	String	The registration type of a commercial paper issuance
	EvntGrp	Component	Number of repeating EventType group entries
873	DatedDate	LocalMktDate	If different from IssueDate
874	InterestAccrualDate	LocalMktDate	If different from IssueDate and DatedDate
	InstrumentParties	Component	Used to identify the parties related to a specific instrument
1687	ShortSaleRestriction	Int Enum
	ComplexEvents	Component
1787	RefTickTableID	Int	Spread table code referred by the security or symbol
2141	StrategyType	String Enum
2142	CommonPricingIndicator	Boolean
2143	SettlDisruptionProvision	Int Enum
2752	DeliveryRouteOrCharter	String
2144	InstrumentRoundingDirection	Char Enum
2145	InstrumentRoundingPrecision	Int
2576	InstrumentPricePrecision	Int
2962	SecurityReferenceDataSupplement	String
	DateAdjustment	Component
	PricingDateTime	Component
	MarketDisruption	Component
	OptionExercise	Component
	StreamGrp	Component
	ProvisionGrp	Component
	AdditionalTermGrp	Component
	ProtectionTermGrp	Component
	CashSettlTermGrp	Component
	PhysicalSettlTermGrp	Component
	ExtraordinaryEventGrp	Component
2602	ExtraordinaryEventAdjustmentMethod	Int Enum
2603	ExchangeLookAlike	Boolean