/
CME STP FIX - TradeCaptureReport - Instrument - BrokerTec FI

CME STP FIX - TradeCaptureReport - Instrument - BrokerTec FI

Owned by Space Sync for Confluence
Feb 26, 2025
2 min read

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

Data Type

Description

Supported Values

55

Symbol

String

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.

 

48

SecurityID

String

The Clearing Product ID.

 

22

SecurityIDSource

String

Identifies class or source of the SecurityID value.

H - Clearing House / Clearing Organization

461

CFICode

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. It is recommended that CFICode be used instead of SecurityType (167) for non-Fixed Income instruments.

 

167

SecurityType

String

Indicates the type of security.

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

 

  • BOND - Bond (generic)

  • EUSOV - Euro Sovereigns

  • EUSUP - Euro Supranational Coupons

  • MLEG - Multi Leg (Combo)

  • REPO - Repurchase

  • SOV - UK Gilt

  • SUPRA - USD Supranational Coupons

  • TB - Treasury Bill - non US

  • TBA - To Be Announced

  • TBILL - US Treasury Bill

  • TBOND - US Treasury Bond

  • TNOTE - US Treasury Note

762

SecuritySubType

String

Sub-type qualification/identification of the SecurityType. For spreads, indicates the strategy type.

  • GC - General Collateral

  • GCF - General Collateral Financing

  • SPEC - Repo Specials

  • RV - Curve Spreads

  • RB - Curve Butterfly

207

SecurityExchange

Exchange

Market used to help identify a security.

  • BTEU - BrokerTec EU

  • BTUS - BrokerTec US

107

SecurityDesc

String

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

 

10026

PriceQuoteCurrency

Currency

Price Quote Currency

 

37513

GUID

String

Globally unique identifier.

 

454

SecAltIDGrp

 

 

 

→455

→SecurityAltID

String

Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc).

Requires SecurityAltIDSource.

 

→456

→SecurityAltIDSource

String

Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified.

  • 1 - CUSIP

  • 4 - ISIN number

Related content



How was your Client Systems Wiki Experience? Submit Feedback

Copyright © 2024 CME Group Inc. All rights reserved.