AssignmentReport

StandardHeader definition & usage →

1. 8 BeginStringStringRequired here

   FIX.4.4 (Always unencrypted, must be first field in message)

2. 9 BodyLengthLengthRequired here

   (Always unencrypted, must be second field in message)

3. 35 MsgTypeStringRequired here

   (Always unencrypted, must be third field in message)

4. 49 SenderCompIDStringRequired here

   (Always unencrypted)

5. 56 TargetCompIDStringRequired here

   (Always unencrypted)

6. 115 OnBehalfOfCompIDString—

   Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)

7. 128 DeliverToCompIDString—

   Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)

8. 90 SecureDataLenLength—

   Required to identify length of encrypted section of message. (Always unencrypted)

9. 91 SecureDatadata—

   Required when message body is encrypted. Always immediately follows SecureDataLen field.

10. 34 MsgSeqNumSeqNumRequired here

    (Can be embedded within encrypted data section.)

11. 50 SenderSubIDString—

    (Can be embedded within encrypted data section.)

12. 142 SenderLocationIDString—

    Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)

13. 57 TargetSubIDString—

    "ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)

14. 143 TargetLocationIDString—

    Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)

15. 116 OnBehalfOfSubIDString—

    Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)

16. 144 OnBehalfOfLocationIDString—

    Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)

17. 129 DeliverToSubIDString—

    Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)

18. 145 DeliverToLocationIDString—

    Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)

19. 43 PossDupFlagBoolean—

    Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)

20. 97 PossResendBoolean—

    Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)

21. 52 SendingTimeUTCTimestampRequired here

    (Can be embedded within encrypted data section.)

22. 122 OrigSendingTimeUTCTimestamp—

    Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.)

23. 212 XmlDataLenLength—

    Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.)

24. 213 XmlDatadata—

    Can contain an XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.) See Volume 1: FIXML Support

25. 347 MessageEncodingString—

    Type of message encoding (non-ASCII characters) used in a message’s "Encoded" fields. Required if any "Encoding" fields are used.

26. 369 LastMsgSeqNumProcessedSeqNum—

    The last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.

27. HopRepeating groupCount tag 627—

    Number of repeating groups of historical "hop" information. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops.

    Hop definition & usage →

    1. 627 NoHopsGroup count—
    2. 628 HopCompIDString—
    3. 629 HopSendingTimeUTCTimestamp—
    4. 630 HopRefIDSeqNum—

Parties definition & usage →

1. 453 NoPartyIDsGroup countRequired here

   Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole

2. 448 PartyIDString—

   Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0.

3. 447 PartyIDSourcechar—

   Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.

4. 452 PartyRoleint—

   Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.

5. PtysSubGrpRepeating groupCount tag 802—

   Repeating group of Party sub-identifiers.

   PtysSubGrp definition & usage →

   1. 802 NoPartySubIDsGroup count—
   2. 523 PartySubIDString—
   3. 803 PartySubIDTypeint—

Instrument definition & usage →

1. 55 SymbolString—

   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.

2. 65 SymbolSfxString—

   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.

3. 48 SecurityIDString—

   Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.

4. 22 SecurityIDSourceString—

   Required if SecurityID is specified.

5. SecAltIDGrpRepeating groupCount tag 454—

   Number of alternate Security Identifiers

   SecAltIDGrp definition & usage →

   1. 454 NoSecurityAltIDGroup count—
   2. 455 SecurityAltIDString—
   3. 456 SecurityAltIDSourceString—
6. 460 Productint—

   Indicates the type of product the security is associated with (high-level category)

7. 461 CFICodeString—

   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.

8. 167 SecurityTypeString—

   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.)

9. 762 SecuritySubTypeString—

   Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.

10. 200 MaturityMonthYearMonthYear—

    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.

11. 541 MaturityDateLocalMktDate—

    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 and/or this field. When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment.

12. 201 PutOrCallint—

    For Options.

13. 224 CouponPaymentDateLocalMktDate—

    Date interest is to be paid. Used in identifying Corporate Bond issues.

14. 225 IssueDateLocalMktDate—

    Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.

15. 239 RepoCollateralSecurityTypeDeprecated FIX.4.4String—

    (Deprecated, use UnderlyingSecurityType (310) )

16. 226 RepurchaseTermint—

    (Deprecated, use TerminationType (788) )

17. 227 RepurchaseRatePercentage—

    (Deprecated, use Price (44) )

18. 228 Factorfloat—

    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

19. 255 CreditRatingString—
20. 543 InstrRegistryString—

    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.

21. 470 CountryOfIssueCountry—

    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.

22. 471 StateOrProvinceOfIssueString—

    A two-character state or province abbreviation.

23. 472 LocaleOfIssueString—

    The three-character IATA code for a locale (e.g. airport code for Municipal Bonds).

24. 240 RedemptionDateLocalMktDate—

    (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

25. 202 StrikePricePrice—

    Used for derivatives, such as options and covered warrants

26. 947 StrikeCurrencyCurrency—

    Used for derivatives

27. 206 OptAttributechar—

    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.

28. 231 ContractMultiplierfloat—

    For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.

29. 223 CouponRatePercentage—

    For Fixed Income.

30. 207 SecurityExchangeExchange—

    Can be used to identify the security.

31. 106 IssuerString—
32. 348 EncodedIssuerLenLength—

    Must be set if EncodedIssuer field is specified and must immediately precede it.

33. 349 EncodedIssuerdata—

    Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.

34. 107 SecurityDescString—
35. 350 EncodedSecurityDescLenLength—

    Must be set if EncodedSecurityDesc field is specified and must immediately precede it.

36. 351 EncodedSecurityDescdata—

    Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

37. 691 PoolString—

    Identifies MBS / ABS pool

38. 667 ContractSettlMonthMonthYear—

    Must be present for MBS/TBA

39. 875 CPProgramint—

    The program under which a commercial paper is issued

40. 876 CPRegTypeString—

    The registration type of a commercial paper issuance

41. EvntGrpRepeating groupCount tag 864—

    Number of repeating EventType group entries.

    EvntGrp definition & usage →

    1. 864 NoEventsGroup count—
    2. 865 EventTypeint—
    3. 866 EventDateLocalMktDate—
    4. 867 EventPxPrice—
    5. 868 EventTextString—
42. 873 DatedDateLocalMktDate—

    If different from IssueDate

43. 874 InterestAccrualDateLocalMktDate—

    If different from IssueDate and DatedDate

InstrmtLegGrp definition & usage →

1. 555 NoLegsGroup count—
2. InstrumentLegComponent—

   InstrumentLeg definition & usage →

   1. 600 LegSymbolString—
   2. 601 LegSymbolSfxString—
   3. 602 LegSecurityIDString—
   4. 603 LegSecurityIDSourceString—
   5. LegSecAltIDGrpRepeating groupCount tag 604—

      LegSecAltIDGrp definition & usage →

      1. 604 NoLegSecurityAltIDGroup count—
      2. 605 LegSecurityAltIDString—
      3. 606 LegSecurityAltIDSourceString—
   6. 607 LegProductint—
   7. 608 LegCFICodeString—
   8. 609 LegSecurityTypeString—
   9. 764 LegSecuritySubTypeString—
   10. 610 LegMaturityMonthYearMonthYear—
   11. 611 LegMaturityDateLocalMktDate—
   12. 248 LegCouponPaymentDateLocalMktDate—
   13. 249 LegIssueDateLocalMktDate—
   14. 250 LegRepoCollateralSecurityTypeDeprecated FIX.4.4String—

       (Deprecated, not applicable/used for Repos)

   15. 251 LegRepurchaseTermint—

       (Deprecated, not applicable/used for Repos)

   16. 252 LegRepurchaseRatePercentage—

       (Deprecated, not applicable/used for Repos)

   17. 253 LegFactorfloat—
   18. 257 LegCreditRatingString—
   19. 599 LegInstrRegistryString—
   20. 596 LegCountryOfIssueCountry—
   21. 597 LegStateOrProvinceOfIssueString—
   22. 598 LegLocaleOfIssueString—
   23. 254 LegRedemptionDateLocalMktDate—

       (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

   24. 612 LegStrikePricePrice—
   25. 942 LegStrikeCurrencyCurrency—
   26. 613 LegOptAttributechar—
   27. 614 LegContractMultiplierfloat—
   28. 615 LegCouponRatePercentage—
   29. 616 LegSecurityExchangeExchange—
   30. 617 LegIssuerString—
   31. 618 EncodedLegIssuerLenLength—
   32. 619 EncodedLegIssuerdata—
   33. 620 LegSecurityDescString—
   34. 621 EncodedLegSecurityDescLenLength—
   35. 622 EncodedLegSecurityDescdata—
   36. 623 LegRatioQtyfloat—

       Specific to the <InstrumentLeg> (not in <Instrument>)

   37. 624 LegSidechar—

       Specific to the <InstrumentLeg> (not in <Instrument>)

   38. 556 LegCurrencyCurrency—

       Specific to the <InstrumentLeg> (not in <Instrument>)

   39. 740 LegPoolString—

       Identifies MBS / ABS pool

   40. 739 LegDatedDateLocalMktDate—
   41. 955 LegContractSettlMonthMonthYear—
   42. 956 LegInterestAccrualDateLocalMktDate—

UndInstrmtGrp definition & usage →

1. 711 NoUnderlyingsGroup count—
2. UnderlyingInstrumentComponent—

   UnderlyingInstrument definition & usage →

   1. 311 UnderlyingSymbolString—
   2. 312 UnderlyingSymbolSfxString—
   3. 309 UnderlyingSecurityIDString—
   4. 305 UnderlyingSecurityIDSourceString—
   5. UndSecAltIDGrpRepeating groupCount tag 457—

      UndSecAltIDGrp definition & usage →

      1. 457 NoUnderlyingSecurityAltIDGroup count—
      2. 458 UnderlyingSecurityAltIDString—
      3. 459 UnderlyingSecurityAltIDSourceString—
   6. 462 UnderlyingProductint—
   7. 463 UnderlyingCFICodeString—
   8. 310 UnderlyingSecurityTypeString—
   9. 763 UnderlyingSecuritySubTypeString—
   10. 313 UnderlyingMaturityMonthYearMonthYear—
   11. 542 UnderlyingMaturityDateLocalMktDate—
   12. 315 UnderlyingPutOrCallint—
   13. 241 UnderlyingCouponPaymentDateLocalMktDate—
   14. 242 UnderlyingIssueDateLocalMktDate—
   15. 243 UnderlyingRepoCollateralSecurityTypeDeprecated FIX.4.4String—

       (Deprecated, not applicable/used for Repos)

   16. 244 UnderlyingRepurchaseTermint—

       (Deprecated, not applicable/used for Repos)

   17. 245 UnderlyingRepurchaseRatePercentage—

       (Deprecated, not applicable/used for Repos)

   18. 246 UnderlyingFactorfloat—
   19. 256 UnderlyingCreditRatingString—
   20. 595 UnderlyingInstrRegistryString—
   21. 592 UnderlyingCountryOfIssueCountry—
   22. 593 UnderlyingStateOrProvinceOfIssueString—
   23. 594 UnderlyingLocaleOfIssueString—
   24. 247 UnderlyingRedemptionDateLocalMktDate—

       (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

   25. 316 UnderlyingStrikePricePrice—
   26. 941 UnderlyingStrikeCurrencyCurrency—
   27. 317 UnderlyingOptAttributechar—
   28. 436 UnderlyingContractMultiplierfloat—
   29. 435 UnderlyingCouponRatePercentage—
   30. 308 UnderlyingSecurityExchangeExchange—
   31. 306 UnderlyingIssuerString—
   32. 362 EncodedUnderlyingIssuerLenLength—
   33. 363 EncodedUnderlyingIssuerdata—
   34. 307 UnderlyingSecurityDescString—
   35. 364 EncodedUnderlyingSecurityDescLenLength—
   36. 365 EncodedUnderlyingSecurityDescdata—
   37. 877 UnderlyingCPProgramString—
   38. 878 UnderlyingCPRegTypeString—
   39. 318 UnderlyingCurrencyCurrency—

       Specific to the <UnderlyingInstrument> (not in <Instrument>)

   40. 879 UnderlyingQtyQty—

       Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)

   41. 810 UnderlyingPxPrice—

       Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.

   42. 882 UnderlyingDirtyPricePrice—

       Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest

   43. 883 UnderlyingEndPricePrice—

       Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.

   44. 884 UnderlyingStartValueAmt—

       Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement

   45. 885 UnderlyingCurrentValueAmt—

       Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral

   46. 886 UnderlyingEndValueAmt—

       Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement

   47. UnderlyingStipulationsRepeating groupCount tag 887—

       Specific to the <UnderlyingInstrument> (not in <Instrument>)

       UnderlyingStipulations definition & usage →

       1. 887 NoUnderlyingStipsGroup count—
       2. 888 UnderlyingStipTypeString—

          Required if NoUnderlyingStips >0

       3. 889 UnderlyingStipValueString—

PositionQty definition & usage →

1. 702 NoPositionsGroup countRequired here
2. 703 PosTypeString—

   Required if NoPositions > 1

3. 704 LongQtyQty—
4. 705 ShortQtyQty—
5. 706 PosQtyStatusint—
6. NestedPartiesRepeating groupCount tag 539—

   Optional repeating group - used to associate or distribute position to a specific party other than the party that currently owns the position.

   NestedParties definition & usage →

   1. 539 NoNestedPartyIDsGroup count—

      Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole

   2. 524 NestedPartyIDString—

      Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0.

   3. 525 NestedPartyIDSourcechar—

      Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.

   4. 538 NestedPartyRoleint—

      Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0.

   5. NstdPtysSubGrpRepeating groupCount tag 804—

      Repeating group of NestedParty sub-identifiers.

      NstdPtysSubGrp definition & usage →

      1. 804 NoNestedPartySubIDsGroup count—
      2. 545 NestedPartySubIDString—
      3. 805 NestedPartySubIDTypeint—

PositionAmountData definition & usage →

1. 753 NoPosAmtGroup countRequired here

   Number of Position Amount entries

2. 707 PosAmtTypeString—
3. 708 PosAmtAmt—

StandardTrailer definition & usage →

1. 93 SignatureLengthLength—

   Required when trailer contains signature. Note: Not to be included within SecureData field

2. 89 Signaturedata—

   Note: Not to be included within SecureData field

3. 10 CheckSumStringRequired here

   (Always unencrypted, always last field in message)