SettlementObligationReport

StandardHeader definition & usage →

1. 8 BeginStringStringRequired here

   FIXT.1.1 (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. 1128 ApplVerIDString—

   Indicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence.

5. 1156 ApplExtIDint—
6. 1129 CstmApplVerIDString—

   Used to support bilaterally agreed custom functionality

7. 49 SenderCompIDStringRequired here

   (Always unencrypted)

8. 56 TargetCompIDStringRequired here

   (Always unencrypted)

9. 115 OnBehalfOfCompIDString—

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

10. 128 DeliverToCompIDString—

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

11. 90 SecureDataLenDeprecated FIXT.1.1Length—

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

12. 91 SecureDataDeprecated FIXT.1.1data—

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

13. 34 MsgSeqNumSeqNumRequired here

    (Can be embedded within encrypted data section.)

14. 50 SenderSubIDString—

    (Can be embedded within encrypted data section.)

15. 142 SenderLocationIDString—

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

16. 57 TargetSubIDString—

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

17. 143 TargetLocationIDString—

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

18. 116 OnBehalfOfSubIDString—

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

19. 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.)

20. 129 DeliverToSubIDString—

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

21. 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.)

22. 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.)

23. 97 PossResendBoolean—

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

24. 52 SendingTimeUTCTimestampRequired here

    (Can be embedded within encrypted data section.)

25. 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.)

26. 212 XmlDataLenLength—

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

27. 213 XmlDatadata—

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

28. 347 MessageEncodingString—

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

29. 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.

30. HopGrpRepeating 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.

    HopGrp definition & usage →

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

ApplicationSequenceControl definition & usage →

1. 1180 ApplIDString—

   Identifies the application with which a message is associated. Used only if application sequencing is in effect.

2. 1181 ApplSeqNumSeqNum—

   Application sequence number assigned to the message by the application generating the message. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified.

3. 1350 ApplLastSeqNumSeqNum—

   The previous sequence number in the application sequence stream. Permits an application to publish messages with sequence gaps where it cannot be avoided. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified

4. 1352 ApplResendFlagBoolean—

   Used to indicate that a message is being sent in response to an Application Message Request. Used only if application sequencing is in effect. It is possible for both ApplResendFlag and PossDupFlag to be set on the same message if the Sender's cache size is greater than zero and the message is being resent due to a session level resend request.

SettlObligationInstructions definition & usage →

1. 1165 NoSettlObligGroup countRequired here

   Number of Settlement Obligations

2. 430 NetGrossIndint—
3. 1161 SettlObligIDString—

   Unique ID for this settlement instruction

4. 1162 SettlObligTransTypechar—

   New, Replace, Cancel, or Restate

5. 1163 SettlObligRefIDString—

   Required where SettlObligTransType(1162) is Cancel or Replace. The SettlObligID(1161) of the settlement obligation being canceled or replaced.

6. 1157 CcyAmtAmt—

   Net flow of currency 1

7. 119 SettlCurrAmtAmt—

   Net flow of currency 2

8. 15 CurrencyCurrency—

   Currency 1 in the stated currency pair, the dealt currency

9. 120 SettlCurrencyCurrency—

   Currency 2 in the stated currency pair, the contra currency

10. 155 SettlCurrFxRatefloat—

    Derived rate of Ccy2 per Ccy1 based on netting

11. 64 SettlDateLocalMktDate—

    Value Date

12. InstrumentComponent—

    Used to express the instrument in which settlement is taking place

    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. 1227 ProductComplexString—

       Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc

    8. 1151 SecurityGroupString—

       An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.

    9. 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.

    10. 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.)

    11. 762 SecuritySubTypeString—

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

    12. 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.

    13. 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. For NDFs this represents the fixing date of the contract.

    14. 1079 MaturityTimeTZTimeOnly—

        For NDFs this represents the fixing time of the contract. It is optional to specify the fixing time.

    15. 966 SettleOnOpenFlagString—

        Indicator to determine if Instrument is Settle on Open.

    16. 1049 InstrmtAssignmentMethodchar—
    17. 965 SecurityStatusString—

        Gives the current state of the instrument

    18. 224 CouponPaymentDateLocalMktDate—

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

    19. 1449 RestructuringTypeString—
    20. 1450 SeniorityString—
    21. 1451 NotionalPercentageOutstandingPercentage—
    22. 1452 OriginalNotionalPercentageOutstandingPercentage—
    23. 1457 AttachmentPointPercentage—
    24. 1458 DetachmentPointPercentage—
    25. 225 IssueDateLocalMktDate—

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

    26. 239 RepoCollateralSecurityTypeDeprecated FIX.4.4String—
    27. 226 RepurchaseTermDeprecated FIX.4.4int—
    28. 227 RepurchaseRateDeprecated FIX.4.4Percentage—
    29. 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

    30. 255 CreditRatingString—
    31. 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.

    32. 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.

    33. 471 StateOrProvinceOfIssueString—

        A two-character state or province abbreviation.

    34. 472 LocaleOfIssueString—

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

    35. 240 RedemptionDateDeprecated FIX.4.4LocalMktDate—
    36. 202 StrikePricePrice—

        Used for derivatives, such as options and covered warrants

    37. 947 StrikeCurrencyCurrency—

        Used for derivatives

    38. 967 StrikeMultiplierfloat—

        Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.

    39. 968 StrikeValuefloat—

        Used for derivatives. The number of shares/units for the financial instrument involved in the option trade.

    40. 1478 StrikePriceDeterminationMethodint—
    41. 1479 StrikePriceBoundaryMethodint—
    42. 1480 StrikePriceBoundaryPrecisionPercentage—
    43. 1481 UnderlyingPriceDeterminationMethodint—
    44. 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.

    45. 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.

    46. 1435 ContractMultiplierUnitint—
    47. 1439 FlowScheduleTypeint—
    48. 969 MinPriceIncrementfloat—

        Minimum price increment for the instrument. Could also be used to represent tick value.

    49. 1146 MinPriceIncrementAmountAmt—

        Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231]

    50. 996 UnitOfMeasureString—

        0

    51. 1147 UnitOfMeasureQtyQty—
    52. 1191 PriceUnitOfMeasureString—
    53. 1192 PriceUnitOfMeasureQtyQty—
    54. 1193 SettlMethodchar—

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

    55. 1194 ExerciseStyleint—

        Type of exercise of a derivatives security

    56. 1482 OptPayoutTypeint—
    57. 1195 OptPayoutAmountAmt—

        Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount

    58. 1196 PriceQuoteMethodString—

        Method for price quotation

    59. 1197 ValuationMethodString—

        Indicates type of valuation method used.

    60. 1198 ListMethodint—

        Indicates whether the instruments are pre-listed only or can also be defined via user request

    61. 1199 CapPricePrice—

        Used to express the ceiling price of a capped call

    62. 1200 FloorPricePrice—

        Used to express the floor price of a capped put

    63. 201 PutOrCallint—

        Used to express option right

    64. 1244 FlexibleIndicatorBoolean—

        Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator

    65. 1242 FlexProductEligibilityIndicatorBoolean—

        Used to indicate if a product or group of product supports the creation of flexible securities

    66. 997 TimeUnitString—

        Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

    67. 223 CouponRatePercentage—

        For Fixed Income.

    68. 207 SecurityExchangeExchange—

        Can be used to identify the security.

    69. 970 PositionLimitint—

        Position Limit for the instrument.

    70. 971 NTPositionLimitint—

        Near-term Position Limit for the instrument.

    71. 106 IssuerString—
    72. 348 EncodedIssuerLenLength—

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

    73. 349 EncodedIssuerdata—

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

    74. 107 SecurityDescString—
    75. 350 EncodedSecurityDescLenLength—

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

    76. 351 EncodedSecurityDescdata—

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

    77. SecurityXMLComponent—

        Embedded XML document describing security.

        SecurityXML definition & usage →

        1. 1184 SecurityXMLLenLength—

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

        2. 1185 SecurityXMLXMLData—

           XML payload or content describing the Security information.

        3. 1186 SecurityXMLSchemaString—

           XML Schema used to validate the XML used to describe the Security.

    78. 691 PoolString—

        Identifies MBS / ABS pool

    79. 667 ContractSettlMonthMonthYear—

        Must be present for MBS/TBA

    80. 875 CPProgramint—

        The program under which a commercial paper is issued

    81. 876 CPRegTypeString—

        The registration type of a commercial paper issuance

    82. EvntGrpRepeating groupCount tag 864—

        Number of repeating EventType group entries.

        EvntGrp definition & usage →

        1. 864 NoEventsGroup count—
        2. 865 EventTypeint—
        3. 866 EventDateLocalMktDate—
        4. 1145 EventTimeUTCTimestamp—

           Specific time of event. To be used in combination with EventDate [866]

        5. 867 EventPxPrice—
        6. 868 EventTextString—
    83. 873 DatedDateLocalMktDate—

        If different from IssueDate

    84. 874 InterestAccrualDateLocalMktDate—

        If different from IssueDate and DatedDate

    85. InstrumentPartiesRepeating groupCount tag 1018—

        Used to identify the parties listing a specific instrument

        InstrumentParties definition & usage →

        1. 1018 NoInstrumentPartiesGroup count—

           Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole

        2. 1019 InstrumentPartyIDString—

           Used to identify party id related to instrument

        3. 1050 InstrumentPartyIDSourcechar—

           Used to identify source of instrument party id

        4. 1051 InstrumentPartyRoleint—

           Used to identify the role of instrument party id

        5. InstrumentPtysSubGrpRepeating groupCount tag 1052—

           Repeating group of InstrumentParty sub-identifiers.

           InstrumentPtysSubGrp definition & usage →

           1. 1052 NoInstrumentPartySubIDsGroup count—
           2. 1053 InstrumentPartySubIDString—
           3. 1054 InstrumentPartySubIDTypeint—
    86. ComplexEventsRepeating groupCount tag 1483—

        ComplexEvents definition & usage →

        1. 1483 NoComplexEventsGroup count—

           Number of complex events

        2. 1484 ComplexEventTypeint—

           Identifies the type of complex event. Required if NoComplexEvents > 0.

        3. 1485 ComplexOptPayoutAmountAmt—
        4. 1486 ComplexEventPricePrice—
        5. 1487 ComplexEventPriceBoundaryMethodint—
        6. 1488 ComplexEventPriceBoundaryPrecisionPercentage—
        7. 1489 ComplexEventPriceTimeTypeint—
        8. 1490 ComplexEventConditionint—

           ComplexEventCondition is conditionally required when there are more than one ComplexEvent occurrences. A chain of ComplexEvents must be linked together through use of the ComplexEventCondition in which the relationship between any two events is described. For any two ComplexEvents the first occurrence will specify the ComplexEventCondition which links it with the second event.

        9. ComplexEventDatesRepeating groupCount tag 1491—

           Used to specify the dates and time ranges when a complex event is in effect.

           ComplexEventDates definition & usage →

           1. 1491 NoComplexEventDatesGroup count—

              Number of complex event date occurrences for a given complex event.

           2. 1492 ComplexEventStartDateUTCTimestamp—

              Required if NoComplexEventDates(1491) > 0.

           3. 1493 ComplexEventEndDateUTCTimestamp—

              Required if NoComplexEventDates(1491) > 0.

           4. ComplexEventTimesRepeating groupCount tag 1494—

              ComplexEventTimes definition & usage →

              1. 1494 NoComplexEventTimesGroup count—
              2. 1495 ComplexEventStartTimeUTCTimeOnly—

                 Required if NoComplexEventTimes(1494) > 0.

              3. 1496 ComplexEventEndTimeUTCTimeOnly—

                 Required if NoComplexEventTimes(1494) > 0.

13. PartiesRepeating groupCount tag 453—

    Parties definition & usage →

    1. 453 NoPartyIDsGroup count—

       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—
14. 168 EffectiveTimeUTCTimestamp—

    Effective (start) date/time for this settlement instruction

15. 126 ExpireTimeUTCTimestamp—

    Termination date/time for this settlement instruction.

16. 779 LastUpdateTimeUTCTimestamp—

    Date/time this settlement instruction was last updated (or created if not updated since creation).

17. SettlDetailsRepeating groupCount tag 1158—

    Conveys settlement account details reported as part of obligation

    SettlDetails definition & usage →

    1. 1158 NoSettlDetailsGroup count—

       Number of settlement parties

    2. 1164 SettlObligSourcechar—

       Indicates the Source of the Settlement Instructions

    3. SettlPartiesRepeating groupCount tag 781—

       Carries settlement account information

       SettlParties definition & usage →

       1. 781 NoSettlPartyIDsGroup count—

          Repeating group below should contain unique combinations of SettlPartyID, SettlPartyIDSource, and SettlPartyRole

       2. 782 SettlPartyIDString—

          Used to identify source of SettlPartyID. Required if SettlPartyIDSource is specified. Required if NoSettlPartyIDs > 0.

       3. 783 SettlPartyIDSourcechar—

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

       4. 784 SettlPartyRoleint—

          Identifies the type of SettlPartyID (e.g. Executing Broker). Required if NoSettlPartyIDs > 0.

       5. SettlPtysSubGrpRepeating groupCount tag 801—

          Repeating group of SettlParty sub-identifiers.

          SettlPtysSubGrp definition & usage →

          1. 801 NoSettlPartySubIDsGroup count—
          2. 785 SettlPartySubIDString—
          3. 786 SettlPartySubIDTypeint—

StandardTrailer definition & usage →

1. 93 SignatureLengthDeprecated FIXT.1.1Length—

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

2. 89 SignatureDeprecated FIXT.1.1data—

   Note: Not to be included within SecureData field

3. 10 CheckSumStringRequired here

   (Always unencrypted, always last field in message)