Orchestra FIX Trading Community 2025-11-19T00:00:00.000Z Orchestra schema playlist Values "100" and above are reserved for bilaterally agreed upon user defined enumerations. Values "100" and above are reserved for bilaterally agreed upon user defined enumerations. Alpha-numeric free format strings, can include any character or punctuation except the delimiter. All String fields are case sensitive (i.e. morstatt != Morstatt). Alpha-numeric free format strings, can include any character or punctuation except the delimiter. All String fields are case sensitive (i.e. morstatt != Morstatt). string field representing month of a year. An optional day of the month can be appended or an optional week code. Valid formats: YYYYMM YYYYMMDD YYYYMMWW Valid values: YYYY = 0000-9999; MM = 01-12; DD = 01-31; WW = w1, w2, w3, w4, w5. string field representing month of a year. An optional day of the month can be appended or an optional week code. Valid formats: YYYYMM YYYYMMDD YYYYMMWW Valid values: YYYY = 0000-9999; MM = 01-12; DD = 01-31; WW = w1, w2, w3, w4, w5. float field representing a price. Note the number of decimal places may vary. For certain asset classes prices may be negative values. For example, prices for options strategies can be negative under certain market conditions. Refer to Volume 7: FIX Usage by Product for asset classes that support negative price values. float field representing a price. Note the number of decimal places may vary. For certain asset classes prices may be negative values. For example, prices for options strategies can be negative under certain market conditions. Refer to Volume 7: FIX Usage by Product for asset classes that support negative price values. Single character value, can include any alphanumeric character or punctuation except the delimiter. All char fields are case sensitive (i.e. m != M). Single character value, can include any alphanumeric character or punctuation except the delimiter. All char fields are case sensitive (i.e. m != M). string field representing a market or exchange using ISO 10383 Market Identifier Code (MIC) values (see"Appendix 6-C). string field representing a market or exchange using ISO 10383 Market Identifier Code (MIC) values (see"Appendix 6-C). float field representing a percentage (e.g. 0.05 represents 5% and 0.9525 represents 95.25%). Note the number of decimal places may vary. float field representing a percentage (e.g. 0.05 represents 5% and 0.9525 represents 95.25%). Note the number of decimal places may vary. string field representing a Date of Local Market (as opposed to UTC) in YYYY-MM-DD format. This is the "normal" date field used by the FIX Protocol. Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31. string field representing a Date of Local Market (as opposed to UTC) in YYYYMMDD format. This is the "normal" date field used by the FIX Protocol. Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31 Sequence of digits with optional decimal point and sign character (ASCII characters "-", "0" - "9" and "."); the absence of the decimal point within the string will be interpreted as the float representation of an integer value. All float fields must accommodate up to fifteen significant digits. The number of decimal places used should be a factor of business/market needs and mutual agreement between counterparties. Note that float values may contain leading zeros (e.g. "00023.23" = "23.23") and may contain or omit trailing zeros after the decimal point (e.g. "23.0" = "23.0000" = "23" = "23."). Note that fields which are derived from float may contain negative values unless explicitly specified otherwise. Sequence of digits with optional decimal point and sign character (ASCII characters "-", "0" - "9" and "."); the absence of the decimal point within the string will be interpreted as the float representation of an integer value. All float fields must accommodate up to fifteen significant digits. The number of decimal places used should be a factor of business/market needs and mutual agreement between counterparties. Note that float values may contain leading zeros (e.g. "00023.23" = "23.23") and may contain or omit trailing zeros after the decimal point (e.g. "23.0" = "23.0000" = "23" = "23."). Note that fields which are derived from float may contain negative values unless explicitly specified otherwise. int field representing the number of entries in a repeating group. Value must be positive. string field representing a country using ISO 3166 Country code (2 character) values (see Appendix 6-B). string field representing a country using ISO 3166 Country code (2 character) values (see Appendix 6-B). string field representing a currency type using ISO 4217 Currency code (3 character) values (see Appendix 6-A). string field representing a currency type using ISO 4217 Currency code (3 character) values (see Appendix 6-A). string field representing the time based on ISO 8601. This is the time with a Universal Time Coordinated(UTC) offset to allow identification of local time and timezone. Its value space is described as the combination of date and time of day in the Chapter 5.4 of ISO 8601. Valid values are in the format HH:MM[:SS][Z | [ + | - hh[:mm]]] where HH = 00-23 hours, MM = 00-59 minutes, SS = 00-59 seconds, hh = 01-12 offset hours, mm = 00-59 offset minutes. The punctuation of ":" are required. The "Z" or "+" or "-" are optional to denote a time zone offset. string field representing the time represented based on ISO 8601. This is the time with a UTC offset to allow identification of local time and timezone of that time. Format is HH:MM[:SS][Z | [ + | - hh[:mm]]] where HH = 00-23 hours, MM = 00-59 minutes, SS = 00-59 seconds, hh = 01-12 offset hours, mm = 00-59 offset minutes. float field capable of storing either a whole number (no decimal places) of "shares" (securities denominated in whole units) or a decimal value containing decimal places for non-share quantity asset classes (securities denominated in fractional units). float field capable of storing either a whole number (no decimal places) of "shares" (securities denominated in whole units) or a decimal value containing decimal places for non-share quantity asset classes (securities denominated in fractional units). float field typically representing a Price times a Qty float field typically representing a Price times a Qty char field containing one of two values: 'Y' = True/Yes 'N' = False/No char field containing one of two values: 'Y' = True/Yes 'N' = False/No Values "4000" and above are reserved for bilaterally agreed upon user defined enumerations. Values "4000" and above are reserved for bilaterally agreed upon user defined enumerations. Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999"). Note that int values may contain leading zeros (e.g. "00023" = "23"). Used to build on and provide some restrictions on what is allowed as valid values in fields that uses a base FIX data type and a pattern data type. The universe of allowable valid values for the field would then be the union of the base set of valid values and what is defined by the pattern data type. The pattern data type used by the field will retain its base FIX data type (e.g. String, int, char). Equity The broad asset category for assessing risk exposure. Interest rate Currency Equity Commodity Other Debt Index A main index identified as a security type, for example under EU SFTR reporting. The broad asset category for assessing risk exposure. Interest rate Currency Equity Commodity Other Debt Index A main index identified as a security type, for example under EU SFTR reporting. The broad asset category for assessing risk exposure. Debt The broad asset category for assessing risk exposure. Equity Other Debt The broad asset category for assessing risk exposure. Financials A categorization which usually includes rates, foreign exchange, credit, bonds and equity products or assets. Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.). Financials A categorization which usually includes rates, foreign exchange, credit, bonds and equity products or assets. Commodities A categorization which usually includes hard commodities such as agricultural, metals, freight, energy products or assets. Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.). Financials A categorization which usually includes rates, foreign exchange, credit, bonds and equity products or assets. Commodities A categorization which usually includes hard commodities such as agricultural, metals, freight, energy products or assets. Alternative investments A categorization which usually includes weather, housing, and commodity indices products or assets. Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.). Financials A categorization which usually includes rates, foreign exchange, credit, bonds and equity products or assets. Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.). Common Preferred The subcategory description of the asset class. Metals Bullion Energy Commodity index Agricultural Environmental Freight Fertilizer Industrial product Inflation Paper Polypropylene Official economic statistics FX emerging markets FX Majors Government Corporate Common Preferred Equity index Volatility index Single currency Cross currency Other May be used with any AssetClass(1938) values. The subcategory description of the asset class. Freight Fertilizer Industrial product Inflation Paper Polypropylene Official economic statistics FX Majors Government Corporate Common Preferred Equity index Volatility index Single currency Cross currency Other C10 Defined under MiFID II (Directive 2014/65/EU) Section C(10) of Annex I and paraphrased in ESMA RTS 2 Annex III Section 10, "Other C10" is a financial instrument "which is not a 'Freight derivative', any of the following interest rate derivatives sub-asset classes: 'Inflation multi-currency swap or cross-currency swap', a 'Future/forward on inflation multi-currency swaps or cross-currency swaps', an 'Inflation single currency swap', a 'Future/forward on inflation single currency swap' and any of the following equity derivatives sub-asset classes: a 'Volatility index option', a 'Volatility index future/forward', a swap with parameter return variance, a swap with parameter return volatility, a portfolio swap with parameter return variance, a portfolio swap with parameter return volatility". Other May be used with any AssetClass(1938) values. The subcategory description of the asset class. Government Agency Corporate Financing Money market Mortgage Municipal Term loan Bridge loan Letter of credit Other May be used with any AssetClass(1938) values. The subcategory description of the asset class. Corporate Common Preferred Other May be used with any AssetClass(1938) values. The subcategory description of the asset class. Shares Hours Days Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit ContractMultiplier(tag 231) is expressed in. Shares Hours Days Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit ContractMultiplier(tag 231) is expressed in. 1/1 If parties specify the Day Count Fraction to be 1/1 then in calculating the applicable amount, 1 is simply input into the calculation as the relevant Day Count Fraction. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (a). 30/360 (30U/360 or Bond Basis) See also ISO 15022 MICO code 'A001'. 30/360 (SIA) A variant of "30/360" - when Date1 and Date2 are both Feb. 28th or 29th convert them to 30th using the same logic in the conversion of 31st to 30th. 30/360M Commonly used day count convention for US mortgage backed securities. Feb 28th (or 29th in a leap year) is always considered as a 30th for a start date. As a comparison, in the regular 30/360 day count as used by most US agency and corporate bonds, a start date of Feb 28th (or 29th in a leap year) is still considered as the 28th (or 29th) day of a month of 30 days. 30E/360 (Eurobond Basis) See also ISO 15022 MICO code 'A007'. 30E/360 (ISDA) Date adjustment rules are: (1) if Date1 is the last day of the month, then change Date1 to 30; (2) if D2 is the last day of the month (unless Date2 is the maturity date and Date2 is in February), then change Date2 to 30. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (h). Act/360 See also ISO 15022 MICO code 'A004'. Act/365 (FIXED) See also ISO 15022 MICO code 'A005'. Act/Act (AFB) See also ISO 15022 MICO code 'A010'. Act/Act (ICMA) See also ISO 15022 MICO code 'A006'. Act/Act (ICMA Ultimo) The Act/Act (ICMA Ultimo) differs from Act/Act (ICMA) method only that it assumes that regular coupons always fall on the last day of the month. Act/Act (ISDA) See also ISO 15022 MICO code 'A008'. BUS/252 Used for Brazilian Real swaps, which is based on business days instead of calendar days. The number of business days divided by 252. 30E+/360 Variation on 30E/360. Date adjustment rules: (1) If Date1 falls on the 31st, then change it to the 30th; (2) If Date2 falls on the 31st, then change it to 1 and increase Month2 by one, i.e. next month. Act/365L See also ISO 15022 MICO code 'A009'. NL365 See also ISO 15022 MICO code 'A014'. NL360 This is the same as Act/360, with the exception of leap days (29th February) which are ignored. Act/364 The actual number of days between Date1 and Date2, divided by 364. 30/365 Interest is calculated based on a 30-day month in a way similar to the 30/360 (basic rule) and a 365-day year. Accrued interest to a value date on the last day of a month shall be the same as to the 30th calendar day of the same month, except for February. This means that a 31 is assumed to be a 30 and the 28 February (or 29 February for a leap year) is assumed to be a 28 (or 29). See also ISO 15022 MICO code 'A002'. 30/Actual Interest is calculated based on a 30-day month in a way similar to the 30/360 (basic rule) and the assumed number of days in a year in a way similar to the Actual/Actual (ICMA). Accrued interest to a value date on the last day of a month shall be the same as to the 30th calendar day of the same month, except for February. This means that a 31 is assumed to be a 30 and the 28 February (or 29 February for a leap year) is assumed to be a 28 (or 29). The assumed number of days in a year is computed as the actual number of days in the coupon period multiplied by the number of interest payments in the year. See also ISO 15022 MICO code 'A003'. 30/360 (ICMA or basis rule) Interest is calculated based on a 30-day month and a 360-day year. Accrued interest to a value date on the last day of a month shall be the same as to the 30 calendar day of the same month, except for February. This means that a 31 is assumed to be a 30 and the 28 February (or 29 February for a leap year) is assumed to be a 28 (or 29). It is the most commonly used 30/360 method for non-US straight and convertible bonds issued before 1 January 1999. See also ISO 15022 MICO code 'A011'. 30E2/360 (Eurobond basis model two) Interest is calculated based on a 30-day month and a 360-day year. Accrued interest to a value date on the last day of a month shall be the same as to the 30th calendar day of the same month, except for the last day of February whose day of the month value shall be adapted to the value of the first day of the interest period if the latter is higher and if the period is one of a regular schedule. This means that a 31 is assumed to be a 30 and the 28 February of a non-leap year is assumed to be equivalent to a 29 February when the first day of the interest period is a 29, or to a 30 February when the first day of the interest period is a 30 or a 31. The 29 February of a leap year is assumed to be equivalent to a 30 February when the first day of the interest period is a 30 or a 31. Similarly, if the coupon period starts on the last day of February, it is assumed to produce only one day of interest in February as if it was starting on a 30 February when the end of the period is a 30 or a 31, or two days of interest in February when the end of the period is a 29, or three days of interest in February when it is the 28 February of a non-leap year and the end of the period is before the 29. See also ISO 15022 MICO code 'A012'. 30E3/360 (Eurobond basis model three) Interest is calculated based on a 30-day month and a 360-day year. Accrued interest to a value date on the last day of a month shall be the same as to the 30th calendar day of the same month. This means that a 31 is assumed to be a 30 and the 28 February (or 29 February for a leap year) is assumed to be equivalent to a 30 February. It is a variation of the 30E/360 (or Eurobond basis) method where the last day of February is always assumed to be a 30, even if it is the last day of the maturity coupon period. See also ISO 15022 MICO code 'A013'. Other For other day count method. See also ISO 15022 MICO code 'OTHR'. The day count convention used in interest calculations for a bond or an interest bearing security. Absence of this field for a bond or an interest bearing security transaction implies a "flat" trade, i.e. no accrued interest determined at time of the transaction. Day Week Month Year Hour Minute Second Term Time unit associated with the frequency of the bond's coupon payment. European American Bermuda Other Type of exercise of a derivatives security Vanilla Capped Digital (Binary) Asian Barrier Digital Barrier Lookback Other path dependent Other Indicates the type of valuation method or payout trigger for an in-the-money option. Firm or legal entity Current Can be used to convey an existing party identifier for the same party role in a single message. New Can be used to convey a future party identifier for the same party role in a single message. Natural person Agency Principal Riskless principal Primary trade repository Used to differentiate the principal trade repository from the Original or Additional trade repositories when there are multiple trade repositories being reported. Original trade repository Used to identify the trade repository to which the trade was originally reported if different from the current repository to which the trade is being reported. Additional international trade repository Used with InternationalSwapIndicator(2526) to identify the trade repository that is in addition to the local swaps data repository as required by U.S. law. Additional domestic trade repository Used with MixedSwapIndicator(1929) to identify the trade repository that is in addition to the current trade repository when the assets in the swap are subject to two different domestic regulators. Regular trader Standard trader profile. Head trader Senior trader leading a group of regular traders. Supervisor Administrative user that has only limited rights for normal trading but possibly special rights for emergency actions. Algorithm Related exchange Options exchange Specified exchange Constituent exchange Bank Hub Indicates that the Intermediary party is a hub system or service provider. Tri-party In the context of EU SFTR reporting, identifies the third party, not necessarily the custodian, to which the reporting counterparty has outsourced the post-trade processing of an SFT (if applicable). Lender In the context of EU SFTR reporting, identifies the agent lender involved in the securities lending transaction. General clearing member Individual clearing member Preferred market maker Market maker getting a part of the matched quantity before primary or default market maker. Directed market maker Single market maker to handle the order provided. Designated sponsor Market maker jointly providing liquidity for the same security with other market makers. Specialist Market maker being the only one providing liquidity for a security. Exempt from trade reporting In the context of FINRA TRACE reporting requirements, this is used to indicate the ATS has been granted a regulatory exemption from reporting. Qualifies the value of PartyDetailRole(1693). UK National Insurance or Pension Number US Social Security Number US Employer or Tax ID Number Australian Business Number Australian Tax File Number Tax ID Korean Investor ID Taiwanese Qualified Foreign Investor ID QFII/FID Taiwanese Trading Acct Malaysian Central Depository (MCD) number Chinese Investor ID Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B") Generally accepted market participant identifier (e.g. NASD mnemonic) Proprietary / Custom code Custom ID schema used between counterparties, trading platforms and repositories. ISO Country Code Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values) Market Identifier Code (ISO 10383) MIC CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number) Australian Company Number Australian Registered Body Number CFTC reporting firm identifier Legal Entity Identifier (ISO 17442) LEI Interim identifier An interim entity identifier assigned by a regulatory agency prior to an LEI (ISO 17442) being assigned. Short code identifier A generic means for trading venues, brokers, investment managers to convey a bilaterally agreed upon "short hand" code for an identifier that is a reference to a mapping between the parties. National ID of natural person An identification number generally assigned by a government authority or agency to a natural person which is unique to the person it is assigned to. Examples include, but not limited to, "social security number", "pension number". India Permanent Account Number Also referred to as PAN ID. An identifier issued by the Income Tax Department of India. Firm designated identifier Also referred to as FDID. A unique identifier required by the SEC for each trading account designated by Industry Members for purposes of reporting to CAT (Consolidated Audit Trail). Special Segregated Account ID Also referred to as SPSA ID. The Special Segregated Account identifier issued by Hong Kong Exchanges and Clearing. Master Special Segregated Account ID Also referred to as Master SPSA ID. The master identifier issued by Hong Kong Exchanges and Clearing for the aggregation of SPSA IDs. Identifies class or source of the PartyID (448) value. Required if PartyID is specified. Note: applicable values depend upon PartyRole (452) specified. See "Appendix 6-G - Use of &lt;Parties&gt; Component Block" See "Appendix 6-G - Use of <Parties> Component Block" Executing Firm (formerly FIX 4.2 ExecBroker) Broker of Credit (formerly FIX 4.2 BrokerOfCredit) Client ID (formerly FIX 4.2 ClientID) Clearing Firm (formerly FIX 4.2 ClearingFirm) Investor ID Introducing Firm Entering Firm Locate / Lending Firm (for short-sales) Fund Manager Client ID (for CIV) Settlement Location (formerly FIX 4.2 SettlLocation) Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order) Executing Trader (associated with Executing Firm - actually executes) Order Origination Firm (e.g. buy-side firm) Giveup Clearing Firm (firm to which trade is given up) Correspondant Clearing Firm Executing System Contra Firm Contra Clearing Firm Sponsoring Firm Underlying Contra Firm Clearing Organization Exchange Identify using PartyIDSource(tag 447) = G (Market Identifier Code) if the MIC exists. Customer Account Correspondent Clearing Organization Correspondent Broker Buyer/Seller (Receiver/Deliverer) Custodian Intermediary Agent Sub-custodian Beneficiary Interested party Regulatory body In the context of regulatory reporting, this identifies the regulator the trade is being reported to. Liquidity provider Entering trader Contra trader Position account The account which positions are maintained. Typically represents the aggregation of one or more customer accounts. Contra Investor ID Transfer to Firm Contra Position Account Contra Exchange Internal Carry Account Order Entry Operator ID Secondary Account Number Foreign Firm Third Party Allocation Firm Claiming Account Asset Manager Pledgor Account Pledgee Account Large Trader Reportable Account Trader mnemonic Sender Location Session ID Acceptable Counterparty Unacceptable Counterparty Entering Unit Executing Unit Introducing Broker Quote originator Report originator Systematic internaliser (SI) Multilateral Trading Facility (MTF) Identify using PartyIDSource(tag 447) = G (Market Identifier Code) if the MIC exists. Regulated Market (RM) Identify using PartyIDSource(tag 447) = G (Market Identifier Code) if the MIC exists. Market Maker Investment Firm Host Competent Authority (Host CA) Home Competent Authority (Home CA) Competent Authority of the most relevant market in terms of liquidity (CAL) Competent Authority of the Transaction (Execution) Venue (CATV) Reporting intermediary The medium or vendor used to report to a regulator, non-regulatory agency or data repository. Execution Venue Identify using PartyIDSource(tag 447) = G (Market Identifier Code) if the MIC exists. Market data entry originator Location ID Desk ID Market data market Allocation Entity Prime Broker providing General Trade Services Step-Out Firm (Prime Broker) Broker clearing identifier Central Registration Depository (CRD) Clearing Account Acceptable Settling Counterparty Unacceptable Settling Counterparty CLS Member Bank In Concert Group In Concert Controlling Entity Large Positions Reporting Account Settlement Firm Settlement account The account to which individual payment obligations are aggregated for netting and funds movement. Typically represents the aggregation of many margin (performance bond) accounts. Reporting Market Center Related Reporting Market Center Away Market Identify using PartyIDSource(tag 447) = G (Market Identifier Code) if the MIC exists. Give-up (trading) firm Take-up (trading) firm Give-up clearing firm Take-up clearing firm Originating Market Identifies the Market using PartyIDSource(tag 447) = G (Market Identifier Code) where an order originated in the event that the order is sent to an alternative market for execution. Serves as an inverse of an away market. Margin account Also referred to as "performance bond account". The margin account is the calculated margin requirements. Typically represents the aggregation of one or more position accounts. Collateral asset account The account at which individual collateral assets are maintained. Typically, although not always, one-for-one with the settlement account. Data repository Multiple instances of this PartyRole may appear for reporting purposes. Calculation agent Sender of exercise notice Receiver of exercise notice Rate reference bank The bank providing the reference rate. Multiple instance of this PartyRole may appear. Correspondent Beneficiary's bank or depository institution The institution in which the beneficiary, a person or an entity, has their account with. The institution may be a bank or non-bank institution. Borrower Primary obligator Guarantor Excluded reference entity Determining party Hedging party Reporting entity The entity that is reporting the information. Sales person The person who is involved in the sales activities for their firm. Operator The person who has the capabilities and authorization to take certain actions; for example, setting entitlements, etc. Central Securities Depository (CSD) International Central Securities Depository (ICSD) Trading sub-account Example of sub-accounts include a clearing account that has multiple trading sub-accounts, a trading account that has multiple trading sub-accounts belonging to different trading firms. Investment decision maker In the context of ESMA RTS reporting, this is used to specify party responsible for the investment decision. See RTS 24, Annex, Table 2, Field 4. Publishing intermediary The medium or vendor used to publish to the market. Central Securities Depository (CSD) Participant In the context of EU SFTR reporting the identifier of the CSD participant or indirect participant of the reporting counterparty. Where both the CSD participant and indirect participant are involved in the transaction this should identify the indirect participant. Issuer The issuer of the security. Contra Customer Account Same as PartyRole(452) = 24 (Customer Account) but for the counterparty. Can be used whenever the parties component is not nested in a repeating group representing both sides. Contra Investment Decision Maker Same as PartyRole(452) = 122 (Investment Decision Maker) but for the counterparty. Can be used whenever the parties component is not nested in a repeating group representing both sides. Identifies the type or role of the PartyID (448) specified. Firm Person System Application Full legal name of firm Postal address Phone number Email address Contact name Securities account number (for settlement instructions) Registration number (for settlement instructions and confirmations) Registered address (for confirmation purposes) Regulatory status (for confirmation purposes) Registration name (for settlement instructions) Cash account number (for settlement instructions) BIC CSD participant member code Registered address Fund account name Telex number Fax number Securities account name Cash account name Department Location desk Position account type Security locate ID Market maker Eligible counterparty Professional client Location Execution venue Currency delivery identifier Address City Address State/Province Address Postal Code Address Street Address Country (ISO country code) ISO country code Market segment Customer account type Omnibus account Funds segregation type Guarantee fund Identifies a guarantee fund related to an account. Used when one account has multiple funds of collateral, each guaranteeing different positions. Can be used for PartyRole(452) = Customer Account(24). Swap dealer The US regulator's defined term for identifying the trade counterparty as "any person who holds itself out as a dealer in swaps, makes a market in swaps, regularly enters into swaps with counterparties as an ordinary course of business for its own account, or engages in activity causing itself to be commonly known in the trade as a dealer or market maker in swaps". Major participant When PartySubID(523)=Y the counterparty is not the swap dealer but is a major swap participant as defined in the regulations. Financial entity When PartySubID(523)=Y the counterparty is neither a swap dealer nor a major swap participant but is a financial entity as defined in the regulations. U.S. person A legal term referring to any U.S. person or legal entity anywhere in the world that should be taxed under U.S. law. Reporting entity indicator Indicates the entity obligated or delegated to report to their regulator, a non-regulatory agency or data repository. Set PartySubID(523)=Y if true. Elected clearing requirement exception Business center Reference text Short-marking exempt account Parent firm identifier Implementation-specific identifier of this party's parent entity. Parent firm name Full name of this party's parent entity. Deal identifier The internal identifier assigned to the trade by this party, particularly by a Clearing Organization. System trade identifier System trade sub-identifier Futures Commission Merchant (FCM) code The FCM's code or identifier in relation to the PartyRole(452). For example, if PartyRole(452) is the exchange or clearinghouse, the FCM code/ID specified in PartySubID(523) is the FCM's identifier at the exchange or clearinghouse. Delivery terminal customer account/code Usually used for gas delivery to identify whose account the gas is allocated to at the delivery terminal. Often referred to as "HUB" code. Voluntary reporting entity The entity voluntarily reporting the trade to the regulator. Set PartySubID(523)=Y if true. Reporting obligation jurisdiction For a trade that falls under multiple jurisdictions this may be used to identify, through PartySubID(523), the reporting jurisdiction to which the party is obligated to report. Voluntary reporting jurisdiction For a trade that falls under multiple jurisdictions this may be used to identify, through PartySubID(523), the regulatory jurisdiction to which the party is submitting a voluntary report. Company activities For regulatory reporting. ID values include: 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. In the context of EU SFTR reporting use the appropriate 4- or 1-character code noted in the regulations. See SFTR ITS "Commission Implementing Regulation (EU) 2019/363" Annexes 1 and 2 for values. European Economic Area domiciled ID values: Y or N Contract linked to commercial or treasury financing for this counterparty ID values: Y or N Contract above clearing threshold for this counterparty ID values: Y or N Voluntary reporting party When PartySubID(523)=Y, identifies that the trading party is reporting voluntarily when VoluntaryRegulatoryReport(1935)=Y. End user When PartySubID(523)=Y, the counterparty is neither the swap dealer, major swap participant nor financial entity as defined in the regulations. Location or jurisdiction One or more instances may be used in combination with PartySubIDType(803) = 49 (Reporting entity indicator) or 102 (Data repository) to identify the jurisdiction, countries, regions or provinces for which the party is a reporting entity or data repository when that characteristic is ambiguous or where there are multiple locations. The party sub-ID value is either a jurisdiction acronym, a 2-character ISO 3166 country code, or a hyphenated combination of the country code and the standard post-office abbreviation for province, state or region if necessary. E.g. "US" for United States or "CA-QC" for Quebec Canada. Derivatives dealer Indicates whether the party is a derivatives dealer or not (Y/N). The Canadian regulator's defined term for identifying the trade counterparty as "a person or company engaging in or holding himself, herself or itself out as engaging in the business of trading in derivatives in Ontario as principal or agent". Domicile Country and optionally province, state or region of domicile. The party sub-ID value is either a 2-character ISO 3166 country code or a hyphenated combination of the country code and the standard post-office abbreviation of province, state or region if necessary. E.g. "US" for United States or "CA-QC" for Quebec Canada. Exempt from recognition Used with party role 21 "Clearing Organization" to indicate exemption (Y/N). Identifies a clearing agency as exempt from oversight in Ontario, i.e. one that 1) only provides limited services and does not present significant risks or 2) is foreign-based, indends to operate in Ontario but is subject to regulatory oversight in another jurisdiction. Payer Identifies the party as the payer of a particular payment stream or bullet payment by quoting the stream's StreamDesc(40051) (or LegStreamDesc(40243) or UnderlyingStreamDesc(40542)) or payment's PaymentDesc(43087) in the associated party sub-identifier field. Receiver Identifies the party as the receiver of a particular payment stream or bullet payment by quoting the stream's StreamDesc(40051) (or LegStreamDesc(40243) or UnderlyingStreamDesc(40542)) or payment's PaymentDesc(43087) in the associated party sub-identifier field. Systematic Internaliser (SI) In the context of ESMA reporting, this is used to indicate whether the specified party is a Systematic Internaliser or not for the security defined in the Instrument component (Y/N). Publishing entity indicator Indicates the entity obligated or delegated to publish to the market. Set PartySubID(523)=Y if true. First name The first name(s) of a natural person. If multiple names, separate entries by a comma. Surname The surname(s) or lastname(s) of a natural person. If multiple names, separate entries by a comma. Date of birth The date of birth of a natural person in the format YYYYMMDD. Order transmitting firm Identifies whether the party specified in PartyID(448) is the firm that transmitted the order. In the context of RTS 22 Article 4, when "true" the PartySubID(523)=Y shall be set "by the transmitting firm within the transmitting firm's report where conditions for transmission specified in Article 4 were not satisfied." Order transmitting firm for buyer Identifies the firm that transmitted the order for the buyer. In the context of ESMA RTS 22, PartySubID(523)=Y is used to indicate the firm identified in PartyID(448) is the firm that transmitted the order for the buyer. "This shall be populated by the receiving firm within the receiving firm's report with the identification code provided by the transmitting firm." Order transmitter for seller Identifies the order transmitting firm for the seller. In the context of ESMA RTS 22, PartySubID(523)=Y is used to indicate the firm identified in PartyID(448) is the firm that transmitted the order for the seller. "This shall be populated by the receiving firm within the receiving firm's report with the identification code provided by the transmitting firm." Legal Entity Identifier (ISO 17442) LEI Sub-sector classification Supplemental to party sub-ID type "64" (Company activities) for regulatory reporting. For EU SFTR reporting use the appropriate 4-character code noted in the regulations applying the conditional association rules. See SFTR ITS "Commission Implementing Regulation (EU) 2019/363" Annexes 1 and 2 for values. Party side May be used, when appropriate, to explicitly indicate the transaction side of the party, e.g. Buyer, Seller, Lender, Borrower, Maker, Taker, etc. in the ID. In the context of EU SFTR reporting, use values as required by SFTR, "GIVE" and "TAKE" in the ID, to identify collateral giver and taker. Legal registration country ISO Country Code where the registered office of the party is located as specified in the LEI reference data. Type of PartySubID(523) value. EQUITY Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields. OTHER Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields. OTHER Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields. AGENCY CORPORATE GOVERNMENT LOAN MONEYMARKET MORTGAGE MUNICIPAL OTHER FINANCING Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields. CORPORATE EQUITY Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields. Put Also used for the case in which the buyer of a Swaption has the right to enter into an IRS contract as a fixed-rate receiver or into a CDS contract as a seller of protection or for the case of a Floor. Call Also used for the case in which the buyer of a Swaption has the right to enter into an IRS contract as a fixed-rate payer or into a CDS contract as a buyer of protection or for the case of a Cap. Other In the context of ESMA RTS 22 reporting, this value may be used when, at the time of execution, the option right cannot be determined. Chooser Indicates that the option buyer may choose to buy or sell the underlying security on exercise or if a Swaption to pay or receive the underlying IRS cash flow stream or to buy or sell CDS protection. Indicates whether an option contract is a put, call, chooser or undetermined. CUSIP SEDOL QUIK ISIN RIC Exchange symbol Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) Bloomberg Symbol Wertpapier Dutch Valoren Sicovam Belgian "Common" (Clearstream and Euroclear) Clearing house / Clearing organization Marketplace-assigned Identifier Financial Instrument Global Identifier An Object Management Group (OMG) standard. Also referred to as FIGI. Formerly known as "Bloomberg Open Symbology BBGID". Fidessa Instrument Mnemonic (FIM) Uniform Symbol (UMTF Symbol) Identifies class or source of the SecurityID(48) value. CUSIP SEDOL QUIK ISIN RIC ISO Currency Code ISO Country Code Exchange symbol Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) Bloomberg Symbol Wertpapier Dutch Valoren Sicovam Belgian "Common" (Clearstream and Euroclear) Clearing house / Clearing organization ISDA/FpML product specification (XML in SecurityXML(1185)) Option Price Reporting Authority ISDA/FpML product URL (URL in SecurityID(48)) Letter of credit Marketplace-assigned Identifier Markit RED entity CLIP Markit RED pair CLIP CFTC commodity code ISDA Commodity Reference Price Financial Instrument Global Identifier An Object Management Group (OMG) standard. Also referred to as FIGI. Formerly known as "Bloomberg Open Symbology BBGID". Legal entity identifier Synthetic Used to specify that the security identifier is synthetic for linking nested underliers when there is no market identifier for the collection. Fidessa Instrument Mnemonic (FIM) Index name Standard name of the index or rate index, e.g. "LIBOR" or "iTraxx Australia. Uniform Symbol (UMTF Symbol) Identifies class or source of the SecurityID(48) value. CUSIP SEDOL QUIK ISIN Exchange symbol Wertpapier Dutch Valoren Sicovam Belgian "Common" (Clearstream and Euroclear) Clearing house / Clearing organization Marketplace-assigned Identifier CFTC commodity code Financial Instrument Global Identifier An Object Management Group (OMG) standard. Also referred to as FIGI. Formerly known as "Bloomberg Open Symbology BBGID". Fidessa Instrument Mnemonic (FIM) Identifies class or source of the SecurityID(48) value. CUSIP SEDOL QUIK ISIN Exchange symbol Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) Bloomberg Symbol Wertpapier Dutch Valoren Sicovam Belgian "Common" (Clearstream and Euroclear) Clearing house / Clearing organization Letter of credit Marketplace-assigned Identifier Financial Instrument Global Identifier An Object Management Group (OMG) standard. Also referred to as FIGI. Formerly known as "Bloomberg Open Symbology BBGID". Fidessa Instrument Mnemonic (FIM) Identifies class or source of the SecurityID(48) value. CUSIP SEDOL QUIK ISIN RIC Exchange symbol Bloomberg Symbol Wertpapier Dutch Valoren Sicovam Belgian Marketplace-assigned Identifier Financial Instrument Global Identifier An Object Management Group (OMG) standard. Also referred to as FIGI. Formerly known as "Bloomberg Open Symbology BBGID". Fidessa Instrument Mnemonic (FIM) Identifies class or source of the SecurityID(48) value. Common Stock Preferred Stock Depository Receipts Exchange Traded Fund Indicates type of security. Security type enumerations are grouped by Product(460) field value. NOTE: Additional values may be used by mutual agreement of the counterparties. Exotic Options on Combo Options on Futures Options on Physical - use not recommended Option Indicates type of security. Security type enumerations are grouped by Product(460) field value. NOTE: Additional values may be used by mutual agreement of the counterparties. Future Multileg Instrument Indicates type of security. Security type enumerations are grouped by Product(460) field value. NOTE: Additional values may be used by mutual agreement of the counterparties. Euro Supranational Coupons Identify the issuer name in Issuer(106). Federal Agency Coupon Federal Agency Discount Note Private Export Funding Identify the issuer name in Issuer(106). USD Supranational Coupons Identify the issuer name in Issuer(106). Corporate Bond Corporate Private Placement Convertible Bond Dual Currency Euro Corporate Bond Euro Corporate Floating Rate Notes US Corporate Floating Rate Notes Indexed Linked Structured Notes Yankee Corporate Bond Offshore issued Chinese Yuan (CNY) denominated corporate bond Preferred Corporate Bond Brady Bond Canadian Treasury Notes Canadian Treasury Bills Euro Sovereigns Identify the issuer name in Issuer(106). Canadian Provincial Bonds Treasury Bill - non US US Treasury Bond Interest Strip From Any Bond Or Note US Treasury Bill Treasury Inflation Protected Securities Principal Strip Of A Callable Bond Or Note Principal Strip From A Non-Callable Bond Or Note US Treasury Note Offshore issued Chinese Yuan (CNY) denominated sovereign bond Sovereign Bond Sovereign or government bond other than Euro and US issuer. Specify sovereign issuer in Issuer(106). US Treasury Floating Rate Note Term Loan Revolver Loan Revolver/Term Loan Bridge Loan Letter Of Credit Swing Line Facility Debtor In Possession Defaulted Withdrawn Replaced Matured Amended and restated Retired Bankers Acceptance Bank Depository Note Bank Notes Bill Of Exchanges Canadian Money Markets Certificate Of Deposit Call Loans Commercial Paper Deposit Notes Euro Certificate Of Deposit Euro Commercial Paper Liquidity Note Medium Term Notes Overnight Promissory Note Short Term Loan Note Plazos Fijos Secured Liquidity Note Time Deposit Term Liquidity Note Extended Comm Note Yankee Certificate Of Deposit Banl Accepted Bill Also known as Bank Bill. Short Term Bank Note Callable Commercial Paper Commercial Note Interest Bearing Commercial Paper Euro Medium Term Note Euro Negotiable Commercial Paper Euro Structured Liquidity Note Euro Time Deposit Jumbo Certificate of Deposit Money Market Fund Master Note Short term notes issued by Federal Farm Credit Banks Funding Corporation to provide loans and funding under Federal Farm Credit System (FFCS). Negotiable Certificate of Deposit Negotiable Commercial Paper Retail Certificate of Deposit Term Deposit Receipt Asset-backed Securities Canadian Mortgage Bonds Corp. Mortgage-backed Securities Collateralized Mortgage Obligation IOETTE Mortgage Mortgage-backed Securities Mortgage Interest Only Mortgage Principal Only Mortgage Private Placement Miscellaneous Pass-through Pfandbrief Identify the issuer name in Issuer(106). To Be Announced Other Anticipation Notes (BAN, GAN, etc.) Certificate Of Obligation Certificate Of Participation General Obligation Bonds Mandatory Tender Revenue Anticipation Note Revenue Bonds Special Assessment Special Obligation Special Tax Tax Anticipation Note Tax Allocation Tax Exempt Commercial Paper Taxable Municipal CP Tax Revenue Anticipation Note Variable Rate Demand Note Municipal Interest Bearing Commercial Paper Taxable Municipal Bond Variable Rate Demand Obligation Other Indicates type of security. Security type enumerations are grouped by Product(460) field value. NOTE: Additional values may be used by mutual agreement of the counterparties. Warrant Indicates type of security. Security type enumerations are grouped by Product(460) field value. NOTE: Additional values may be used by mutual agreement of the counterparties. Cash settlement required Physical settlement required Election at exercise The settlement method will be elected at the time of contract exercise. Settlement method for a contract or instrument. Additional values may be used with bilateral agreement. Cash settlement required Physical settlement required Election at exercise The settlement method will be elected at the time of contract exercise. Settlement method for a contract or instrument. Additional values may be used with bilateral agreement. Shares Derivatives Payment vs payment Notional Cascade Repurchase Other Specifies a suitable settlement sub-method for a given settlement method. Shares Derivatives Payment vs payment Notional Cascade Repurchase Other Specifies a suitable settlement sub-method for a given settlement method. "When Issued" for a security to be reissued under an old CUSIP or ISIN Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType (167). As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory. EUCP with lump-sum interest rather than discount price "When Issued" for a security to be reissued under an old CUSIP or ISIN Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType (167). As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory. EUCP with lump-sum interest rather than discount price "When Issued" for a security to be reissued under an old CUSIP or ISIN Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType (167). As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory. Billion cubic feet Cubic Meters gigajoules Heat rate The number of BTUs required to produce one kilowatt hour of electricity, typically 3,412.14 BTUs per 1 kWh. Kilowatt hours Mega heat rate The number of million BTUs required to produce one megawatt hour of electricity, typically 3.41214 million BTUs per 1 MWh. One Million BTU Megawatt hours therms Equal to 100,000 BTU Tons of carbon dioxide Million Barrels Allowances Barrels Equal to 42 US gallons Board feet Equal to 144 cubic inches Bushels Amount of currency Cooling degree day Certified emissions reduction Critical precipitation day Climate reserve tonnes Hundredweight(US) Equal to 100 lbs Days Dry metric tons Environmental allowance certificates Environmental credit Environmental Offset Grams Gallons Gross tons Also known as long tons or imperial tons, equal to 2240 lbs Heating degree day Index point Kilograms kiloliters Kilowatt year (electrical capacity) Kilowatt day (electrical capacity) Kilowatt hour (electrical capacity) Kilowatt month (electrical capacity) Kilowatt-Minute (electrical capacity) liters pounds Megawatt year (electrical capacity) Megawatt day (electrical capacity) Megawatt hour (electrical capacity) Megawatt month (electrical capacity) Megawatt minute (electrical capacity) Troy ounces Principal with relation to debt instrument Metric tons Also known as Tonnes, equal to 1000 kg Tons (US) Equal to 2000 lbs Are Acre Centiliter Centimeter Diesel gallon equivalent Foot GB Gallon Gasonline gallon equivalent Hectare Inch Kilometer Meter Mile Milliliter Millimeter US ounce Piece US Pint GB pint US Quart GB Quart Square centimeter Square foot Square inch Square kilometer Square meter Square mile Square millimeter Square yard Yard US Dollars The unit of measure of the underlying commodity upon which the contract is based. Two groups of units of measure enumerations are supported. Fixed Magnitude UOMs are primarily used in energy derivatives and specify a magnitude (such as, MM, Kilo, M, etc.) and the dimension (such as, watt hours, BTU's) to produce standard fixed measures (such as MWh - Megawatt-hours, MMBtu - One million BTUs). The second group, Variable Quantity UOMs, specifies the dimension as a single unit without a magnitude (or more accurately a magnitude of one) and uses the UnitOfMeasureQty(1147) field to define the quantity of units per contract. Variable Quantity UOMs are used for both commodities (such as lbs of lean cattle, bushels of corn, ounces of gold) and financial futures. Examples: For lean cattle futures contracts, a UnitOfMeasure of 'lbs' with a UnitOfMeasureQty(1147) of 40,000, means each lean cattle futures contract represents 40,000 lbs of lean cattle. For Eurodollars futures contracts, a UnitOfMeasure of Ccy with a UnitOfMeasureCurrency(1716) of USD and a UnitOfMeasureQty(1147) of 1,000,000, means a Eurodollar futures contract represents 1,000,000 USD. For gold futures contracts, a UnitOfMeasure is oz_tr (Troy ounce) with a UnitOfMeasureQty(1147) of 1,000, means each gold futures contract represents 1,000 troy ounces of gold. Billion cubic feet Cubic Meters gigajoules Heat rate The number of BTUs required to produce one kilowatt hour of electricity, typically 3,412.14 BTUs per 1 kWh. Kilowatt hours Mega heat rate The number of million BTUs required to produce one megawatt hour of electricity, typically 3.41214 million BTUs per 1 MWh. One Million BTU Megawatt hours therms Equal to 100,000 BTU Tons of carbon dioxide Million Barrels Allowances Barrels Equal to 42 US gallons Board feet Equal to 144 cubic inches Bushels Amount of currency Cooling degree day Certified emissions reduction Critical precipitation day Climate reserve tonnes Hundredweight(US) Equal to 100 lbs Days Dry metric tons Environmental allowance certificates Environmental credit Environmental Offset Grams Gallons Gross tons Also known as long tons or imperial tons, equal to 2240 lbs Heating degree day Index point Kilograms kiloliters Kilowatt year (electrical capacity) Kilowatt day (electrical capacity) Kilowatt hour (electrical capacity) Kilowatt month (electrical capacity) Kilowatt-Minute (electrical capacity) liters pounds Megawatt year (electrical capacity) Megawatt day (electrical capacity) Megawatt hour (electrical capacity) Megawatt month (electrical capacity) Megawatt minute (electrical capacity) Troy ounces Principal with relation to debt instrument Metric tons Also known as Tonnes, equal to 1000 kg Tons (US) Equal to 2000 lbs Are Acre Centiliter Centimeter Diesel gallon equivalent Foot GB Gallon Gasonline gallon equivalent Hectare Inch Kilometer Meter Mile Milliliter Millimeter US ounce Piece US Pint GB pint US Quart GB Quart Square centimeter Square foot Square inch Square kilometer Square meter Square mile Square millimeter Square yard Yard US Dollars The unit of measure of the underlying commodity upon which the contract is based. Two groups of units of measure enumerations are supported. Fixed Magnitude UOMs are primarily used in energy derivatives and specify a magnitude (such as, MM, Kilo, M, etc.) and the dimension (such as, watt hours, BTU's) to produce standard fixed measures (such as MWh - Megawatt-hours, MMBtu - One million BTUs). The second group, Variable Quantity UOMs, specifies the dimension as a single unit without a magnitude (or more accurately a magnitude of one) and uses the UnitOfMeasureQty(1147) field to define the quantity of units per contract. Variable Quantity UOMs are used for both commodities (such as lbs of lean cattle, bushels of corn, ounces of gold) and financial futures. Examples: For lean cattle futures contracts, a UnitOfMeasure of 'lbs' with a UnitOfMeasureQty(1147) of 40,000, means each lean cattle futures contract represents 40,000 lbs of lean cattle. For Eurodollars futures contracts, a UnitOfMeasure of Ccy with a UnitOfMeasureCurrency(1716) of USD and a UnitOfMeasureQty(1147) of 1,000,000, means a Eurodollar futures contract represents 1,000,000 USD. For gold futures contracts, a UnitOfMeasure is oz_tr (Troy ounce) with a UnitOfMeasureQty(1147) of 1,000, means each gold futures contract represents 1,000 troy ounces of gold. Billion cubic feet Cubic Meters gigajoules Heat rate The number of BTUs required to produce one kilowatt hour of electricity, typically 3,412.14 BTUs per 1 kWh. Kilowatt hours Mega heat rate The number of million BTUs required to produce one megawatt hour of electricity, typically 3.41214 million BTUs per 1 MWh. One Million BTU Megawatt hours therms Equal to 100,000 BTU Tons of carbon dioxide Million Barrels Allowances Barrels Equal to 42 US gallons Board feet Equal to 144 cubic inches Bushels Amount of currency Cooling degree day Certified emissions reduction Critical precipitation day Climate reserve tonnes Hundredweight(US) Equal to 100 lbs Days Dry metric tons Environmental allowance certificates Environmental credit Environmental Offset Grams Gallons Gross tons Also known as long tons or imperial tons, equal to 2240 lbs Heating degree day Index point Kilograms kiloliters Kilowatt year (electrical capacity) Kilowatt day (electrical capacity) Kilowatt hour (electrical capacity) Kilowatt month (electrical capacity) Kilowatt-Minute (electrical capacity) liters pounds Megawatt year (electrical capacity) Megawatt day (electrical capacity) Megawatt hour (electrical capacity) Megawatt month (electrical capacity) Megawatt minute (electrical capacity) Troy ounces Principal with relation to debt instrument Metric tons Also known as Tonnes, equal to 1000 kg Tons (US) Equal to 2000 lbs Are Acre Centiliter Centimeter Diesel gallon equivalent Foot GB Gallon Gasonline gallon equivalent Hectare Inch Kilometer Meter Mile Milliliter Millimeter US ounce Piece US Pint GB pint US Quart GB Quart Square centimeter Square foot Square inch Square kilometer Square meter Square mile Square millimeter Square yard Yard US Dollars The unit of measure of the underlying commodity upon which the contract is based. Two groups of units of measure enumerations are supported. Fixed Magnitude UOMs are primarily used in energy derivatives and specify a magnitude (such as, MM, Kilo, M, etc.) and the dimension (such as, watt hours, BTU's) to produce standard fixed measures (such as MWh - Megawatt-hours, MMBtu - One million BTUs). The second group, Variable Quantity UOMs, specifies the dimension as a single unit without a magnitude (or more accurately a magnitude of one) and uses the UnitOfMeasureQty(1147) field to define the quantity of units per contract. Variable Quantity UOMs are used for both commodities (such as lbs of lean cattle, bushels of corn, ounces of gold) and financial futures. Examples: For lean cattle futures contracts, a UnitOfMeasure of 'lbs' with a UnitOfMeasureQty(1147) of 40,000, means each lean cattle futures contract represents 40,000 lbs of lean cattle. For Eurodollars futures contracts, a UnitOfMeasure of Ccy with a UnitOfMeasureCurrency(1716) of USD and a UnitOfMeasureQty(1147) of 1,000,000, means a Eurodollar futures contract represents 1,000,000 USD. For gold futures contracts, a UnitOfMeasure is oz_tr (Troy ounce) with a UnitOfMeasureQty(1147) of 1,000, means each gold futures contract represents 1,000 troy ounces of gold. Cash settlement required Physical settlement required Election at exercise The settlement method will be elected at the time of contract exercise. Settlement method for a contract or instrument. Additional values may be used with bilateral agreement. Shares Derivatives Payment vs payment Notional Cascade Repurchase Other Specifies a suitable settlement sub-method for a given settlement method. CUSIP SEDOL QUIK ISIN RIC ISO Currency Code ISO Country Code Exchange symbol Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) Bloomberg Symbol Wertpapier Dutch Valoren Sicovam Belgian "Common" (Clearstream and Euroclear) Clearing house / Clearing organization ISDA/FpML product specification (XML in SecurityXML(1185)) Option Price Reporting Authority ISDA/FpML product URL (URL in SecurityID(48)) Letter of credit Marketplace-assigned Identifier Markit RED entity CLIP Markit RED pair CLIP CFTC commodity code ISDA Commodity Reference Price Financial Instrument Global Identifier An Object Management Group (OMG) standard. Also referred to as FIGI. Formerly known as "Bloomberg Open Symbology BBGID". Legal entity identifier Synthetic Used to specify that the security identifier is synthetic for linking nested underliers when there is no market identifier for the collection. Fidessa Instrument Mnemonic (FIM) Index name Standard name of the index or rate index, e.g. "LIBOR" or "iTraxx Australia. Uniform Symbol (UMTF Symbol) Identifies class or source of the SecurityID(48) value. Interest rate Currency Credit Equity Commodity Other Cash Debt Fund Such as mutual fund, collective investment vehicle, investment program, specialized account program. Loan facility Index A main index identified as a security type, for example under EU SFTR reporting. The broad asset category for assessing risk exposure. Metals Bullion Energy Commodity index Agricultural Environmental Freight Fertilizer Industrial product Inflation Paper Polypropylene Official economic statistics Single name Credit index Index tranche Credit basket Basket [for multi-currency] FX cross rates FX emerging markets FX Majors Government Agency Corporate Financing Money market Mortgage Municipal Common Preferred Equity index Equity basket Dividend index Stock dividend Exchange traded fund Volatility index Mutual fund Collective investment vehicle Investment program A generalized fund for major investors. Specialized account program A specialized fund setup for a particular account or group of accounts. Single currency Cross currency Term loan Bridge loan Letter of credit Exotic Other C10 Defined under MiFID II (Directive 2014/65/EU) Section C(10) of Annex I and paraphrased in ESMA RTS 2 Annex III Section 10, "Other C10" is a financial instrument "which is not a 'Freight derivative', any of the following interest rate derivatives sub-asset classes: 'Inflation multi-currency swap or cross-currency swap', a 'Future/forward on inflation multi-currency swaps or cross-currency swaps', an 'Inflation single currency swap', a 'Future/forward on inflation single currency swap' and any of the following equity derivatives sub-asset classes: a 'Volatility index option', a 'Volatility index future/forward', a swap with parameter return variance, a swap with parameter return volatility, a portfolio swap with parameter return variance, a portfolio swap with parameter return volatility". Other May be used with any AssetClass(1938) values. The subcategory description of the asset class. EUCP with lump-sum interest rather than discount price "When Issued" for a security to be reissued under an old CUSIP or ISIN Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType (167). As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory. AGENCY COMMODITY CORPORATE CURRENCY EQUITY GOVERNMENT INDEX LOAN MONEYMARKET MORTGAGE MUNICIPAL OTHER FINANCING Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields. US Treasury Note (Deprecated Value Use TNOTE) US Treasury Bill (Deprecated Value Use TBILL) Euro Supranational Coupons Identify the issuer name in Issuer(106). Federal Agency Coupon Federal Agency Discount Note Private Export Funding Identify the issuer name in Issuer(106). USD Supranational Coupons Identify the issuer name in Issuer(106). Corporate Bond Corporate Private Placement Convertible Bond Dual Currency Euro Corporate Bond Euro Corporate Floating Rate Notes US Corporate Floating Rate Notes Indexed Linked Structured Notes Yankee Corporate Bond Offshore issued Chinese Yuan (CNY) denominated corporate bond Preferred Corporate Bond Foreign Exchange Contract Non-deliverable forward FX Spot FX Forward FX Swap Non-deliverable Swap FX Bank Note Foreign Currency Discount Note Discount notes issued in foreign currency by Fannie Mae. Cap In an interest rate cap, the buyer receives payments at the end of each period in which the rate indec exceeds the agreed strike rate. Credit Default Swap Collar In an interest rate collar, this is a combination of a cap and a floor. Commodity swap Exotic Options on Combo Floor In an interest rate floor, the buyer receives payments at the end of each period in which the rate index is below the agreed strike rate. Forward Rate Agreement Future Derivative forward Interest Rate Swap Total return swap Loan/lease Options on Futures Options on Physical - use not recommended Option Spot forward Swap option Transmission General type for a contract based on an established index Bond basket Contract for difference Correlation swap Dividend swap Equity basket Equity forward Return swap Variance swap Portfolio swap Futures on a Swap Forwards on a Swap Forward Freight Agreement Spread Betting Exchange traded commodity Common Stock Preferred Stock Depository Receipts Repurchase Forward Buy Sellback Securities Loan Securities Pledge Delivery versus pledge Collateral basket A collection of securities held as collateral in the customer's collateral fund. The collateral fund is usually managed by a custodian. Structured finance product Margin loan Brady Bond Canadian Treasury Notes Canadian Treasury Bills Euro Sovereigns Identify the issuer name in Issuer(106). Canadian Provincial Bonds Treasury Bill - non US US Treasury Bond Interest Strip From Any Bond Or Note US Treasury Bill Treasury Inflation Protected Securities Principal Strip Of A Callable Bond Or Note Principal Strip From A Non-Callable Bond Or Note US Treasury Note Offshore issued Chinese Yuan (CNY) denominated sovereign bond Sovereign Bond Sovereign or government bond other than Euro and US issuer. Specify sovereign issuer in Issuer(106). US Treasury Floating Rate Note Term Loan Revolver Loan Revolver/Term Loan Bridge Loan Letter Of Credit Swing Line Facility Debtor In Possession Defaulted Withdrawn Replaced Matured Amended and restated Retired Bankers Acceptance Bank Depository Note Bank Notes Bill Of Exchanges Canadian Money Markets Certificate Of Deposit Call Loans Commercial Paper Deposit Notes Euro Certificate Of Deposit Euro Commercial Paper Liquidity Note Medium Term Notes Overnight Promissory Note Short Term Loan Note Plazos Fijos Secured Liquidity Note Time Deposit Term Liquidity Note Extended Comm Note Yankee Certificate Of Deposit Bank Accepted Bill Also known as Bank Bill. Short Term Bank Note Callable Commercial Paper Commercial Note Interest Bearing Commercial Paper Euro Medium Term Note Euro Negotiable Commercial Paper Euro Structured Liquidity Note Euro Time Deposit Jumbo Certificate of Deposit Money Market Fund Master Note Short term notes issued by Federal Farm Credit Banks Funding Corporation to provide loans and funding under Federal Farm Credit System (FFCS). Negotiable Certificate of Deposit Negotiable Commercial Paper Retail Certificate of Deposit Term Deposit Receipt Asset-backed Securities Canadian Mortgage Bonds Corp. Mortgage-backed Securities Collateralized Mortgage Obligation IOETTE Mortgage Mortgage-backed Securities Mortgage Interest Only Mortgage Principal Only Mortgage Private Placement Miscellaneous Pass-through Pfandbrief Identify the issuer name in Issuer(106). To Be Announced Other Anticipation Notes (BAN, GAN, etc.) Certificate Of Obligation Certificate Of Participation General Obligation Bonds Mandatory Tender Revenue Anticipation Note Revenue Bonds Special Assessment Special Obligation Special Tax Tax Anticipation Note Tax Allocation Tax Exempt Commercial Paper Taxable Municipal CP Tax Revenue Anticipation Note Variable Rate Demand Note Warrant Municipal Interest Bearing Commercial Paper Taxable Municipal Bond Variable Rate Demand Obligation Mutual Fund Multileg Instrument No Security Type Wildcard entry for use on Security Definition Request Cash Other Exchange traded note Securitized derivative Exchange Traded Fund Indicates type of security. Security type enumerations are grouped by Product(460) field value. NOTE: Additional values may be used by mutual agreement of the counterparties. Financials A categorization which usually includes rates, foreign exchange, credit, bonds and equity products or assets. Commodities A categorization which usually includes hard commodities such as agricultural, metals, freight, energy products or assets. Alternative investments A categorization which usually includes weather, housing, and commodity indices products or assets. Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.). Shares Hours Days Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit ContractMultiplier(tag 231) is expressed in. Identifies class or source of the SecurityID(48) value. Identifies class or source of the SecurityID(48) value. Identifies class or source of the SecurityID(48) value. Identifies class or source of the SecurityID(48) value. Identifies class or source of the SecurityID(48) value. Security identifier value of SecurityIDSource (22) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityIDSource. 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. Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType (167). As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory. Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType (167). As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory. Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType (167). As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory. Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values" Can be used by the venue or one of the trading parties to provide a non-normative textual description for the financial instrument. Indicates type of security. Security type enumerations are grouped by Product(460) field value. NOTE: Additional values may be used by mutual agreement of the counterparties. Indicates type of security. Security type enumerations are grouped by Product(460) field value. NOTE: Additional values may be used by mutual agreement of the counterparties. Indicates type of security. Security type enumerations are grouped by Product(460) field value. NOTE: Additional values may be used by mutual agreement of the counterparties. Indicates type of security. Security type enumerations are grouped by Product(460) field value. NOTE: Additional values may be used by mutual agreement of the counterparties. Indicates type of security. Security type enumerations are grouped by Product(460) field value. NOTE: Additional values may be used by mutual agreement of the counterparties. Can be used with standardized derivatives vs. the MaturityDate (54) field. Month and Year of the maturity (used for standardized futures and options). Format: YYYYMM (e.g. 199903) YYYYMMDD (e.g. 20030323) YYYYMMwN (e.g. 200303w) for week A specific date or can be appended to the MaturityMonthYear. For instance, if multiple standard products exist that mature in the same Year and Month, but actually mature at a different time, a value can be appended, such as "w" or "w2" to indicate week as opposed to week 2 expiration. Likewise, the date (0-3) can be appended to indicate a specific expiration (maturity date). Indicates whether an option contract is a put, call, chooser or undetermined. Strike Price for an Option. Provided to support versioning of option contracts as a result of corporate actions or events. Use of this field is defined by counterparty agreement or market conventions. Market used to help identify a security. Valid values: See "Appendix 6-C" The rate of interest that, when multiplied by the principal, par value, or face value of a bond, provides the currency amount of the periodic interest payment. The coupon is always cited, along with maturity, in any quotation of a bond's price. Date interest is to be paid. Used in identifying Corporate Bond issues. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) The date on which a bond or stock offering is issued. It may or may not be the same as the effective date ("Dated Date") or the date on which interest begins to accrue ("Interest Accrual Date") (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) For Fixed Income: Amorization 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 . 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 (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Specifies the ratio or multiply factor to convert from "nominal" units (e.g. contracts) to total units (e.g. shares) (e.g. 1.0, 100, 1000, etc). Applicable For Fixed Income, Convertible Bonds, Derivatives, etc. In general quantities for all classes should be expressed in the basic unit of the instrument, e.g. shares for equities, nominal or par amount for bonds, currency for foreign exchange. When quantity is expressed in contracts, e.g. financing transactions and bond trade reporting, ContractMultiplier(231) should contain the number of units in one contract and can be omitted if the multiplier is the default amount for the instrument, i.e. 1,000 par of bonds, 1,000,000 par for financing transactions. An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Number of SecurityAltID (455) entries. Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource. Identifies class or source of the SecurityAltID(455) value. Identifies class or source of the SecurityAltID(455) value. Identifies class or source of the SecurityAltID(455) value. Identifies class or source of the SecurityAltID(455) value. Identifies class or source of the SecurityAltID(455) value. Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields. Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields. Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields. Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields. Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields. 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. See "Appendix 6-B FIX Fields Based Upon Other Standards". See also the Product (460) and SecurityType (167) fields. It is recommended that CFICode be used instead of SecurityType (167) for non-Fixed Income instruments. A subset of possible values applicable to FIX usage are identified in "Appendix 6-D CFICode Usage - ISO 10962 Classification of Financial Instruments (CFI code)" ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (48) (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. A two-character state or province abbreviation. Identifies the locale or region of issue. For Municipal Security Issuers other than state or province. Refer to http://www.atmos.albany.edu/cgi/stagrep-cgi. Reference the IATA city codes for values. Note IATA (International Air Transport Association) maintains the codes at www.iata.org. For other securities the value may be a region of the issuer, e.g. North America. Date of maturity. Values may include BIC for the depository or custodian who maintain ownership records, the ISO country code for the location of the record, or the value "ZZ" to specify physical ownership of the security (e.g. stock certificate). Specifies when the contract (i.e. MBS/TBA) will settle. Sub-type qualification/identification of the SecurityType. As an example for SecurityType(167)="REPO", the SecuritySubType="General Collateral" can be used to further specify the type of REPO. If SecuritySubType is used, then SecurityType is required. For SecurityType="MLEG" a name of the option or futures strategy name can be specified, such as "Calendar", "Vertical", "Butterfly". For SecurityType(167)="OPT" the subclassification can be specified, such as "Asian". For SecurityType(167)="SWAPTION" a value of "Straddle" is used to identify a straddle swaption. In the context of EU SFTR reporting use the appropriate 4-character code noted in the regulations - "GENE" for general collateral or "SPEC" for specific collateral (without quote marks). The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date Currency in which the StrikePrice is denominated. Indicator to determine if instrument is settle on open Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. The unit of measure of the underlying commodity upon which the contract is based. Two groups of units of measure enumerations are supported. Fixed Magnitude UOMs are primarily used in energy derivatives and specify a magnitude (such as, MM, Kilo, M, etc.) and the dimension (such as, watt hours, BTU's) to produce standard fixed measures (such as MWh - Megawatt-hours, MMBtu - One million BTUs). The second group, Variable Quantity UOMs, specifies the dimension as a single unit without a magnitude (or more accurately a magnitude of one) and uses the UnitOfMeasureQty(1147) field to define the quantity of units per contract. Variable Quantity UOMs are used for both commodities (such as lbs of lean cattle, bushels of corn, ounces of gold) and financial futures. Examples: For lean cattle futures contracts, a UnitOfMeasure of 'lbs' with a UnitOfMeasureQty(1147) of 40,000, means each lean cattle futures contract represents 40,000 lbs of lean cattle. For Eurodollars futures contracts, a UnitOfMeasure of Ccy with a UnitOfMeasureCurrency(1716) of USD and a UnitOfMeasureQty(1147) of 1,000,000, means a Eurodollar futures contract represents 1,000,000 USD. For gold futures contracts, a UnitOfMeasure is oz_tr (Troy ounce) with a UnitOfMeasureQty(1147) of 1,000, means each gold futures contract represents 1,000 troy ounces of gold. Time of security's maturity expressed in local time with offset to UTC specified Used to indicate the quantity of the underlying commodity unit of measure on which the contract is based, such as, 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc. UnitOfMeasureQty is required for UnitOfMeasure(996) Variable Quantity UOMs enumerations. Refer to the definition of UnitOfMeasure(996) for more information on the use of UnitOfMeasureQty. Used to express the UOM of the price if different from the contract. In futures, this can be different for cross-rate products in which the price is quoted in units differently from the contract Used to express the UOM Quantity of the price if different from the contract. In futures, this can be different for physically delivered products in which price is quoted in a unit size different from the contract, i.e. a Cattle Future contract has a UOMQty of 40,000 and a PriceUOMQty of 100. Settlement method for a contract or instrument. Additional values may be used with bilateral agreement. Type of exercise of a derivatives security Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount. Used to indicate a derivatives security that can be defined using flexible terms. The terms commonly permitted to be defined by market participants are expiration date and strike price. FlexibleIndicator is an alternative CFICode(461) Standard/Non-standard attribute. Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit ContractMultiplier(tag 231) is expressed in. Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit ContractMultiplier(tag 231) is expressed in. Indicates the type of valuation method or payout trigger for an in-the-money option. Description of the option expiration. Used to express the unit of measure (UOM) of the price if different from the contract. Indicates the currency of the unit of measure. Conditionally required when UnitOfMeasure(996) = Ccy Indicates the currency of the price unit of measure. Conditionally required when PriceUnitOfMeasure(1191) = Ccy The broad asset category for assessing risk exposure. The broad asset category for assessing risk exposure. The broad asset category for assessing risk exposure. The broad asset category for assessing risk exposure. The broad asset category for assessing risk exposure. The subcategory description of the asset class. The subcategory description of the asset class. The subcategory description of the asset class. The subcategory description of the asset class. The subcategory description of the asset class. Used to provide more specific description of the asset specified in AssetSubClass(1939). See https://www.fixtrading.org/codelists/AssetType for code list of applicable values. ISO 4721 Currency Code values are to be used when specific currency as an asset type is to be expressed. Other values may be used by mutual agreement of the counterparties. In the context of MiFID II's this may indicate the value needed in ESMA RTS 2 Annex IV Table 2 Field 16, or ESMA RTS 23 Annex I Table 2 'Sub product' field. Time unit multiplier for the frequency of the bond's coupon payment. Time unit associated with the frequency of the bond's coupon payment. The day count convention used in interest calculations for a bond or an interest bearing security. Absence of this field for a bond or an interest bearing security transaction implies a "flat" trade, i.e. no accrued interest determined at time of the transaction. Identifies the equity in which a convertible bond can be converted to. Identifies class or source of the ConvertibleBondEquityID(1951) value. 100+ are reserved for private security. Number of secondary asset classes in the repeating group. The broad asset category for assessing risk exposure for a multi-asset trade. The broad asset category for assessing risk exposure for a multi-asset trade. The broad asset category for assessing risk exposure for a multi-asset trade. An indication of the general description of the asset class. An indication of the general description of the asset class. An indication of the general description of the asset class. Used to provide more specific description of the asset specified in SecondaryAssetSubClass(1978). See https://www.fixtrading.org/codelists/AssetType for code list of applicable values. ISO 4721 Currency Code values are to be used when specific currency as an asset type is to be expressed. Other values may be used by mutual agreement of the counterparties. In the context of MiFID II's this may indicate the value needed in ESMA RTS 2 Annex IV Table 2 Field 16, or ESMA RTS 23 Annex I Table 2 'Sub product' field. Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.). Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.). Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.). Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.). The number of asset attribute entries in the group. Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. Specifies the value of the asset attribute. Limit or lower acceptable value of the attribute. Specifies the number of decimal places for exercise price. Original exercise price, e.g. after corporate action requiring changes. Specifies a suitable settlement sub-method for a given settlement method. The full normative name of the financial instrument. In the context of ESMA reference data, this is used to provide the full name of the instrument as defined by the Derivatives Service Bureau (DSB). Used to provide a more specific description of the asset specified in AssetType(1940). See https://www.fixtrading.org/codelists/AssetSubType for code list of applicable values. In the context of MiFID II, ESMA RTS 23 Annex I Table 2, this may indicate the 'Further sub product' or equity 'Parameter' fields. Short name of the financial instrument. Uses ISO 18774 (FINS) values. In the context of MiFID II this maps to ESMA RTS 23 Annex I Table 3 Field 7 and may be used in other RTS that requires a similar field. Used to provide a more specific description of the asset specified in SecondaryAssetType(1979). See https://www.fixtrading.org/codelists/AssetSubType for code list of applicable values. In the context of MiFID II, ESMA RTS 23 Annex I Table 2, this may indicate the 'Further sub product' or equity 'Parameter' fields. Identifies class or source of the SecurityAltID(455) value. The broad asset category for assessing risk exposure for a multi-asset trade. An indication of the general description of the asset class. Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType (167). As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory. Identifies class or source of the SecurityID(48) value. Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields. Indicates type of security. Security type enumerations are grouped by Product(460) field value. NOTE: Additional values may be used by mutual agreement of the counterparties. Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.). The broad asset category for assessing risk exposure. The subcategory description of the asset class. Identifies class or source of the ConvertibleBondEquityID(1951) value. 100+ are reserved for private security. Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit ContractMultiplier(tag 231) is expressed in. 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. 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. Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. Conditionally required when SecurityID(48) is specified. Number of alternate Security Identifiers Indicates the type of product the security is associated with (high-level category) 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. 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.) Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required. 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. 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. When using MaturityMonthYear(200), it is recommended that markets and sell sides report the MaturityDate(541) on all outbound messages as a means of data enrichment. For NDFs this represents the fixing date of the contract. For NDFs this represents the fixing time of the contract. It is optional to specify the fixing time. Date interest is to be paid. Used in identifying Corporate Bond issues. Indicator to determine if Instrument is Settle on Open. Required if AssetSubClass(1939) is specified. Required if AssetType(1940) is specified. Required if AssetSubType(2735) is specified. Conditionally required when CouponFrequencyUnit(1949) is specified. Conditionally required when CouponFrequencyPeriod(1948) is specified. Conditionally required when ConvertibleBondEquityID(1951) is specified. Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. 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 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. 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. A two-character state or province abbreviation. The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). For Fixed Income. Used for derivatives, such as options and covered warrants Used for derivatives Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. 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. For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. Conditionally required if SettlSubMethod(2579) is specified. Type of exercise of a derivatives security Conditionally required if OptPayoutType(1482) = 3 (Binary). Used to express option right Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator Can be used to identify the security. Must be present for MBS/TBA If different from IssueDate If different from IssueDate and DatedDate This category classifies listed options, which are contracts that grant to the holder either the privilege to purchase or the privilege to sell the assets specified at a predetermined price or formula at or within a time in the future. (Source: ISO 10962 -- Classification of Financial Instruments (CFI) code) 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. 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. Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. Conditionally required when SecurityID(48) is specified. Number of alternate Security Identifiers Indicates the type of product the security is associated with (high-level category) 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. 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.) Required if AssetSubClass(1939) is specified. Required if AssetType(1940) is specified. Required if AssetSubType(2735) is specified. Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. The equities category comprises financial instruments representing an ownership interest in an entity or pool of assets. (Source: ISO 10962 -- Classification of Financial Instruments (CFI) code) 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. Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. Conditionally required when SecurityID(48) is specified. Number of alternate Security Identifiers Indicates the type of product the security is associated with (high-level category) 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. 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.) Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required. 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. 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. When using MaturityMonthYear(200), it is recommended that markets and sell sides report the MaturityDate(541) on all outbound messages as a means of data enrichment. For NDFs this represents the fixing date of the contract. For NDFs this represents the fixing time of the contract. It is optional to specify the fixing time. Indicator to determine if Instrument is Settle on Open. Required if AssetSubClass(1939) is specified. Required if AssetType(1940) is specified. Required if AssetSubType(2735) is specified. Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. Used for derivatives, such as options and covered warrants Used for derivatives Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. 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. For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. Conditionally required if SettlSubMethod(2579) is specified. Type of exercise of a derivatives security Conditionally required if OptPayoutType(1482) = 3 (Binary). Used to express option right Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator Can be used to identify the security. This category classifies listed options, which are contracts that grant to the holder either the privilege to purchase or the privilege to sell the assets specified at a predetermined price or formula at or within a time in the future. (Source: ISO 10962 -- Classification of Financial Instruments (CFI) code) 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. Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. Conditionally required when SecurityID(48) is specified. Number of alternate Security Identifiers Indicates the type of product the security is associated with (high-level category) 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. 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.) Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required. 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. 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. When using MaturityMonthYear(200), it is recommended that markets and sell sides report the MaturityDate(541) on all outbound messages as a means of data enrichment. For NDFs this represents the fixing date of the contract. Indicator to determine if Instrument is Settle on Open. Required if AssetSubClass(1939) is specified. Required if AssetType(1940) is specified. Required if AssetSubType(2735) is specified. Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. Conditionally required if SettlSubMethod(2579) is specified. Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator Can be used to identify the security. Must be present for MBS/TBA This category comprises contracts, listed on an exchange or regulated market, which obligate the buyer to receive and the seller to deliver in the future the assets specified at an agreed price. This includes forwards on regulated markets.(Source: ISO 10962 -- Classification of Financial Instruments (CFI) code) 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. 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. Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. Conditionally required when SecurityID(48) is specified. Number of alternate Security Identifiers Indicates the type of product the security is associated with (high-level category) 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. 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.) Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required. 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. When using MaturityMonthYear(200), it is recommended that markets and sell sides report the MaturityDate(541) on all outbound messages as a means of data enrichment. For NDFs this represents the fixing date of the contract. Date interest is to be paid. Used in identifying Corporate Bond issues. Required if AssetSubClass(1939) is specified. Required if AssetType(1940) is specified. Required if AssetSubType(2735) is specified. Conditionally required when CouponFrequencyUnit(1949) is specified. Conditionally required when CouponFrequencyPeriod(1948) is specified. Conditionally required when ConvertibleBondEquityID(1951) is specified. Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. 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 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. 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. A two-character state or province abbreviation. The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). For Fixed Income. Can be used to identify the security. If different from IssueDate If different from IssueDate and DatedDate The category of debt instruments comprises financial instruments evidencing moneys owed by the issuer to the holder on terms as specified. (Source: ISO 10962 -- Classification of Financial Instruments (CFI) code) 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. 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. Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. Conditionally required when SecurityID(48) is specified. Number of alternate Security Identifiers Indicates the type of product the security is associated with (high-level category) 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. 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.) 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. 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. When using MaturityMonthYear(200), it is recommended that markets and sell sides report the MaturityDate(541) on all outbound messages as a means of data enrichment. For NDFs this represents the fixing date of the contract. Required if AssetSubClass(1939) is specified. Required if AssetType(1940) is specified. Required if AssetSubType(2735) is specified. Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. Used for derivatives, such as options and covered warrants 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. Can be used to identify the security. The entitlement category comprises financial instruments providing the holder with the privilege to subscribe to or receive specific assets on terms specified. Warrants are a group of financial instruments in the entitlement category, which permit the holder to purchase a specified amount of a financial instrument, commodity, currency or other during a specified period at a specified price. (Source: ISO 10962 -- Classification of Financial Instruments (CFI) code) Required if NoAssetAttributes(2304) > 0. The AssetAttributeGrp is a repeating subcomponent of the Instrument component used to detail attributes of the instrument asset. Required if NoAssetAttributes(2304) > 0. The AssetAttributeGrp is a repeating subcomponent of the Instrument component used to detail attributes of the instrument asset. Required if NoAssetAttributes(2304) > 0. The AssetAttributeGrp is a repeating subcomponent of the Instrument component used to detail attributes of the instrument asset. Required if NoAssetAttributes(2304) > 0. The AssetAttributeGrp is a repeating subcomponent of the Instrument component used to detail attributes of the instrument asset. Required if NoSecondaryAssetClasses(1976) > 0. Required if SecondaryAssetType(1979) is specified. Required if SecondaryAssetSubType(2741) is specified. SecondaryAssetGrp is a repeating subcomponent of the Instrument component used to specify secondary assets of a multi-asset swap. Required if NoSecondaryAssetClasses(1976) > 0. Required if SecondaryAssetType(1979) is specified. Required if SecondaryAssetSubType(2741) is specified. SecondaryAssetGrp is a repeating subcomponent of the Instrument component used to specify secondary assets of a multi-asset swap. Required if NoSecondaryAssetClasses(1976) > 0. Required if SecondaryAssetType(1979) is specified. Required if SecondaryAssetSubType(2741) is specified. SecondaryAssetGrp is a repeating subcomponent of the Instrument component used to specify secondary assets of a multi-asset swap. Required if NoSecondaryAssetClasses(1976) > 0. Required if SecondaryAssetType(1979) is specified. Required if SecondaryAssetSubType(2741) is specified. SecondaryAssetGrp is a repeating subcomponent of the Instrument component used to specify secondary assets of a multi-asset swap.