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CME STP FIX - TradeCaptureReport - Instrument - EBS FX

CME STP FIX - TradeCaptureReport - Instrument - EBS FX

The Instrument component block contains all the fields commonly used to describe a security or instrument that's traded. The data elements in this component block are considered the static data of a security. The Instrument component block can be used to describe any asset type supported by FIX.

FIX Tag

Field Name

Req

Data Type

Description

Supported Values

55

Symbol

Y

String

Unique symbol for the instrument as defined in the reference data.

Example values:

  • EUR/CZK - EUR/CZK Spot on Globex

  • VND 1M - USD/VND 1 Month NDF

  • USD/CNH - USD/CNH Spot on Globex

  • TMA 1130 HK - USD/TMA 1130 HK eFix - To check

  • TWD 1M SEF - USD/TWD 1 Month on SEF NDF

  • EUR/DKK BFIX 0030 LN - EUR/DKK BFIX 0030 London eFix

  • XPT/USD - XPT/USD Spot loco Zurich

  • XPT/USD LN - XPT/USD Spot loco London

  • XPT/USD:Q - XPT/USD Spot loco Zurich on EBS Direct

 

37725

FXCurrencySymbol

Y

String

Currency pair in CCY1/CCY2 format.

 

48

SecurityID

Y

String

The Clearing Product ID.

 

22

SecurityIDSource

N

String

Identifies class or source of the SecurityID value. Currently always set to 'H'.

H - Clearing House / Clearing Organization

461

CFICode

Y

String

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.

 

2891

UPICode

C

String

Uniquely identifies the product of a security using the ISO 4914 standard

 

167

SecurityType

Y

String

Indicates type of security.

Note: Additional values may be used by mutual agreement of the counterparties.

  • FXNDF - FX Non-Deliverable Forward

  • FXSPOT - FX Spot

541

MaturityDate

C

LocalMktDate

NDF Fixing Date (local market date).

Value format follows Protocol.  FIX: YYYYMMDD, FIXML: YYYY-MM-DD

 

15

Currency

Y

Currency

3 character ISO code of the dealt currency. Currently only trading in base currency is supported.

 

996

UnitOfMeasure

Y

String

Used to provide context to the UOM fields, always set to 'Ccy'. 

Ccy

1147

UnitOfMeasureQuantity

Y

Qty

Typically used to indicate the quantity of the underlying commodity unit of measure on which the contract is based. For FX this will always be 1.

 

1716

UnitOfMeasureCurrency

C

Currency

Represents the base currency for any FX trade that is not a metal.

 

1191

PriceUnitOfMeasure

Y

String

Used to provide context to the PxUOM fields.

Ccy

1717

PriceUnitOfMeasureCurrency

Y

Currency

3 character ISO code of the base currency.

Conditionally required when PriceUnitOfMeasure = Ccy.

 

1193

SettlMethod

Y

char

Settlement method for a contract. Can be used as an alternative to CFI Code value.

C - Cash settlement required

207

SecurityExchange

Y

Exchange

Market used to help identify a security. Always set to 'EBS'. 

EBS

107

SecurityDesc

Y

String

Can be used to provide an optional textual description for a financial instrument.

 

10026

PriceQuoteCurrency

Y

Currency

3 character ISO code of the term currency.

 

37513

GUID

Y

String

Globally unique identifier.

 

460

Product

Y

int

Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields.

  • 2 - COMMODITY

  • 4 - CURRENCY

454

SecAltIDGrp

Alternate Instrument Identifiers

 

 

 

864

EvntGrp

 

 

 

 



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