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Product Symbol |
Sym
| String | Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists |
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Price Negotiation Method |
PxNegMeth
| int | Contains all the allowable methods to negotiate Price. | 0 - Percent of Par 1 - Deal Spread 2 - Upfront Running
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Product Code |
ID
| String | Used as the primary identifier for the traded instrument. For listed derivatives this is generally an exchange or CCP defined value. |
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Source of the Product Code |
Src
| String | Identifies the source of the SecurityID If it is not specified the default of Clearing is used. | 1 - CUSIP 4 - ISIN number 8 - Exchange Symbol 100 - TCC Alias 101 - ITC Alias 102 - IXM Number 103 - Globex Alias 104 - Red Code 105 - Preferred Reference Obligation 106 - Pair Clip 107 - PRS Commodity Code Alias 108 - PRS Put Commodity Code Alias 109 - PRS Call Commodity Code Alias 110 - TAS or TAM Trading Symbol 111 - Red Index Ticker 112 - TAM Marker Price Symbol 113 - Clearing GUID 114 - Clearing Spread GUID 115 - Standard Reference Obligation H - Clearing House / Clearing Organization L - Letter of Credit N - Markit RED entity CLIP P - Markit RED pair CLIP T - Legal entity identifier
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CFI Code |
CFI
| 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. |
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Security Type |
SecTyp
| String | Indicates type of instrument or security being traded or defined. | BDBSKT - Bond Basket CAP - Cap CASH - Cash CLLR - Collar CMDTYSWAP - Commodity Swap COLLBSKT - Collateral Basket COMBO - Multileg (Combo) EQBSKT - Equity Basket FLR - Floor FRA - Forward Rate Agreement FUT - Future FWD - Forward FXFWD - FX Forward FXNDF - Non-deliverable forward FXSPOT - FX Spot FXSWAP - FX Swap INDEX - General type for a contract based on an established index IRS - Interest Rate Swap LOFC - Letter Of Credit MF - Mutual Fund MLEG - Multi Leg (Combo) OOC - Options on Combo OOF - Options on Futures OOP - Options on Physical - use not recommended OPT - Option REPO - Repurchase SEC - Security Collateral SWAPTION - Swaption
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Contract Period Code |
MMY
| 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). |
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Maturity Date |
MatDt
| LocalMktDate | Date of maturity or the Settlement date. |
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Assignment Method |
AsgnMeth
| char | Method under which assignment was conducted |
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Next Coupon Date |
CpnPmt
| LocalMktDate | This is used to indicate the next date on which Coupon Premium is due. |
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Seniority |
Snrty
| String | Specifies which issue (underlying bond) will receive payment priority in the event of a default. | SB - Subordinated SD - Senior Secured SR - Senior
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Notional Percent Outstanding |
NotnlPctOut
| Percentage | Indicates the notional percentage of the deal that is still outstanding based on the remaining components of the index. |
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Strike Price |
StrkPx
| Price | Used for derivatives, such as options and covered warrants |
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Price Multiplier |
Mult
| float | The value when multiplied to the Price will give you the $ value of a single Position.It is also known as the Price multiplier. |
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Settlement Method |
SettlMeth
| char | Settlement method for a contract. Can be used as an alternative to CFI Code value | |
Put Or Call |
PutCall
| int | Used to express option right | |
Coupon Rate |
CpnRt
| Percentage | The premiun rtae expressed in percentage paid by the buyer of protection to the seller of protection. |
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Product Exchange |
Exch
| Exchange | The exchange where the Security is listed. | CBT - Chicago Board of Trade CEE - Stock Exchange Group CME - Chicago Mercantile Exchange CMESC - CMESW - COMEX - Commodities Exchange, Inc COMSW - DME - Gulf Mercantile Exchange DUMX - ERIS - Eris Exchange KCB - NYMEX - New York Mercantile Exchange NYMSW - CME Swaps - NYMEX SX - SGX TRU - XCBT - XCEC - XCME - XKBT - XNYM -
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Next Coupon Date |
IntAcrl
| LocalMktDate | Represents the start date used to calculate the accrued interest. |
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Price Quote Currency |
PxQteCcy
| Currency | The currency at which the Price is quoted. |
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SecAltIDGrp (repeating) |
AID
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→ Alternate Identifier |
AltID
| String | The value of the Alternate security identifier. |
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→ Alternate Identifier Source |
AltIDSrc
| String | The source of the Alternate security identifier. | 1 - CUSIP 4 - ISIN number 8 - Exchange Symbol 100 - TCC Alias 101 - ITC Alias 102 - IXM Number 103 - Globex Alias 104 - Red Code 105 - Preferred Reference Obligation 106 - Pair Clip 107 - PRS Commodity Code Alias 108 - PRS Put Commodity Code Alias 109 - PRS Call Commodity Code Alias 110 - TAS or TAM Trading Symbol 111 - Red Index Ticker 112 - TAM Marker Price Symbol 113 - Clearing GUID 114 - Clearing Spread GUID 115 - Standard Reference Obligation H - Clearing House / Clearing Organization L - Letter of Credit N - Markit RED entity CLIP P - Markit RED pair CLIP T - Legal entity identifier
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SecondaryAssetGrp (repeating) |
ScndryAsset
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EvntGrp (repeating) |
Evnt
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→ Event Date Value |
Dt
| LocalMktDate | Represents the value or date associated with the Type of event. |
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→ Event Date Type |
EventTyp
| int | Represents the type of event associated with the contract.Typically event types are dates like an effective date, last trade date for the contract. | 5 - Activation 7 - Last Eligible Trade Date 8 - Swap / Start Date 9 - Swap / End Date 13 - First Delivery Date 19 - Position Removal Date 23 - First notice date 24 - Last notice date 25 - First exercise date 26 - Redemption date 100 - Next Trade Date 101 - Previous Prior Coupon date 102 - Effective Date 103 - First Coupon Date 104 - Clearing Business date prior to the Next Coupon Date 105 - Last EFP Date 106 - First Block TAS Date 107 - Last Block TAS Date 108 - Credit Event Determination Date 109 - Credit Event Initial Processing Date 110 - Erosion Start Date 111 - Unadjusted Next Coupon Date 112 - Unadjusted Previous Coupon Date 113 - Unadjusted Previous Previous Coupon Date 114 - Previous Clearing Business Date 115 - Next Banking Business Date in PAI currency 116 - Invoice Date 117 - Margin Release Date Long and cycle 118 - Margin Release Date Short and cycle 119 - Unadjusted Swap End Date 121 - Fixing Date
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→ Additional Text |
Txt
| String | Communicates additional comments associated with the event type. |
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InstrumentParties (repeating) |
Pty
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→ Instrument Party ID |
ID
| String | Used to identify party id related to instrument |
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→ Instrument Party ID Source |
Src
| char | Used to identify source of instrument party id | B - BIC (Bank Identification Code - SWIFT managed) code (ISO9362) D - Proprietary / Custom code G - MIC (ISO 10383 - Market Identificer Code) M - CFTC reporting firm identifier N - LEI
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→ Instrument Party Role |
R
| int | Used to identify the role of instrument party id | 2 - Broker of Credit (formerly FIX 4.2 BrokerOfCredit) 4 - Clearing Firm 5 - Investor ID 12 - Executing Trader (associated with Executing Firm - actually executes) 21 - Clearing Organization 25 - Correspondent Clearing Organization 26 - Correspondent Broker 28 - Custodian 32 - Beneficiary 37 - Contra trader 38 - Position account 43 - Internal Carry Account 44 - Order Entry Operator ID 46 - Foreign Firm 47 - Third Party Allocation Firm 48 - Claiming Account 49 - Asset Manager 52 - Large Trader Reportable Account 53 - Trader mnemonic 54 - Sender Location 55 - Session ID 73 - Execution Venue 74 - Market data entry originator 101 - Collateral asset account 102 - Data Repository (e.g. SDR) 103 - Calculation agent 109 - Beneficiary's bank or depository institution 110 - Borrower 111 - Primary Obligor 112 - Guarantor 113 - Excluded reference entity 114 - Determining party 115 - Hedging party 116 - Reporting entity 200 - FEC GUI User ID 201 - Previous Executing Firm 4100 - Depository
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→ InstrumentPtysSubGrp (repeating) |
Sub
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→→ Instrument Party Sub ID |
ID
| String | PartySubID value within an instrument party repeating group.
Same values as PartySubID (523) |
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→→ Instrument Party Sub ID Type |
Typ
| int | Type of InstrumentPartySubID (1053) value.
Same values as PartySubIDType (803) | 4 - Application 5 - Full legal name of firm 6 - Postal address 7 - Phone number 8 - Email address 10 - Securities account number (for settlement instructions) 11 - Registration number (for settlement instructions and confirmations) 15 - Cash account number (for settlement instructions) 24 - Department 31 - Location 43 - Funds segregation type 44 - Guarantee Fund 51 - Business center 56 - Deal identifier 57 - System trade identifier 58 - System trade sub-identifier 59 - Futures Commission Merchant (FCM) code 60 - Delivery terminal customer account/code (aka HUB code) 61 - Voluntary reporting entity 62 - Reporting obligation jurisdiction 63 - Voluntary reporting jurisdiction 64 - Company Activities [ID: A = Assurance undertaking authorized in accordance with Directive 2002/83/EC C=Credit institution authorized in accordance with Directive 2006/48/EC F=Investment firm in accordance with Directive 2004/39/EC I=Insurance undertaking authorized in accordance with Directive 73/239/EC L=Alternative investment fund managed by AIFMs authorized or registered in accordance with Directive 2011/61/EC O=Institution for occupational retirement provision within the meaning of Article 6(a0 of Directive 2003/41/EC R=Reinsurance undertaking authorized in accordance with Directive 2005/68/EC U=UCITS and its management company, authorized in accordance with Directive 2009/65/EC or blank in case of coverage by LEI or in case of non-financial counterparties.] 65 - European Economic Area domiciled [ID: Y or N] 66 - Contract linked to commercial or treasury financing for this counterparty [ID: Y or N] 67 - Contract above clearing threshold for this counterparty [ID: Y or N] 74 - Payer 75 - Receiver 4000 - Customer Order Capacity (CTI) for Claiming Firm
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StreamGrp (repeating) |
Strm
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