Definition
he StreamAssignmentReport message is in response to the StreamAssignmentRequest message. It provides information back to the aggregator as to which clients to assign to receive which price stream based on requested CCY pair. This message can be sent unsolicited to the Aggregator from the Price Maker.
Message structure 169 distinct fields
Source order, including nested components and groups. Group counts precede the repeated entries. “Required here” is relative to the enclosing component or group, not unconditional in the message. A dash means not marked required; conditional requirements remain in the source notes. This is a reference, not a counterparty-specific validator.
StandardHeaderComponentRequired
MsgType = CD
StandardHeader definition & usage →
FIXT.1.1 (Always unencrypted, must be first field in message)
(Always unencrypted, must be second field in message)
(Always unencrypted, must be third field in message)
Indicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence.
Used to support bilaterally agreed custom functionality
(Always unencrypted)
(Always unencrypted)
Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)
Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)
Required to identify length of encrypted section of message. (Always unencrypted)
Required when message body is encrypted. Always immediately follows SecureDataLen field.
(Can be embedded within encrypted data section.)
(Can be embedded within encrypted data section.)
Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)
"ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)
Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)
Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)
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.)
Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)
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.)
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.)
Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)
(Can be embedded within encrypted data section.)
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.)
Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.)
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
Type of message encoding (non-ASCII characters) used in a message's "Encoded" fields. Required if any "Encoding" fields are used.
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.
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.
Unique identifier of the Stream Assignment Report.
Required if report is being sent in response to a StreamAssignmentRequest. The value should be the same as the value in the corresponding request.
Conditionally required if Stream Assignment Report is being sent in response to a StreamAssignmentRequest(MsgType=CC). Not required for unsolicited stream assignments.
StrmAsgnRptGrpRepeating groupCount tag 1499—
Stream assignments
StrmAsgnRptGrp definition & usage →
Stream Assignment Reports.
PartiesRepeating groupCount tag 453—
Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole
Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0.
Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.
Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.
PtysSubGrpRepeating groupCount tag 802—
Repeating group of Party sub-identifiers.
PtysSubGrp definition & usage →
StrmAsgnRptInstrmtGrpRepeating groupCount tag 146—
StrmAsgnRptInstrmtGrp definition & usage →
InstrumentComponent—
Instrument definition & usage →
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.
Required if SecurityID is specified.
SecAltIDGrpRepeating groupCount tag 454—
Number of alternate Security Identifiers
SecAltIDGrp definition & usage →
Indicates the type of product the security is associated with (high-level category)
Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc
An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.
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 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.
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.
Gives the current state of the instrument
Date interest is to be paid. Used in identifying Corporate Bond issues.
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).
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.
Minimum price increment for the instrument. Could also be used to represent tick value.
Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231]
0
Settlement method for a contract. Can be used as an alternative to CFI Code value
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
Method for price quotation
Indicates type of valuation method used.
Indicates whether the instruments are pre-listed only or can also be defined via user request
Used to express the ceiling price of a capped call
Used to express the floor price of a capped put
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
Used to indicate if a product or group of product supports the creation of flexible securities
Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)
For Fixed Income.
Can be used to identify the security.
Position Limit for the instrument.
Near-term Position Limit for the instrument.
Must be set if EncodedIssuer field is specified and must immediately precede it.
Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.
Must be set if EncodedSecurityDesc field is specified and must immediately precede it.
Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.
SecurityXMLComponent—
Embedded XML document describing security.
SecurityXML definition & usage →
Must be set if SecurityXML field is specified and must immediately precede it.
XML payload or content describing the Security information.
XML Schema used to validate the XML used to describe the Security.
Identifies MBS / ABS pool
Must be present for MBS/TBA
The program under which a commercial paper is issued
The registration type of a commercial paper issuance
EvntGrpRepeating groupCount tag 864—
Number of repeating EventType group entries.
Specific time of event. To be used in combination with EventDate [866]
If different from IssueDate
If different from IssueDate and DatedDate
InstrumentPartiesRepeating groupCount tag 1018—
Used to identify the parties listing a specific instrument
InstrumentParties definition & usage →
Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole
Used to identify party id related to instrument
Used to identify source of instrument party id
Used to identify the role of instrument party id
InstrumentPtysSubGrpRepeating groupCount tag 1052—
Repeating group of InstrumentParty sub-identifiers.
InstrumentPtysSubGrp definition & usage →
ComplexEventsRepeating groupCount tag 1483—
ComplexEvents definition & usage →
Number of complex events
Identifies the type of complex event. Required if NoComplexEvents > 0.
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.
ComplexEventDatesRepeating groupCount tag 1491—
Used to specify the dates and time ranges when a complex event is in effect.
ComplexEventDates definition & usage →
Number of complex event date occurrences for a given complex event.
Required if NoComplexEventDates(1491) > 0.
Required if NoComplexEventDates(1491) > 0.
ComplexEventTimesRepeating groupCount tag 1494—
ComplexEventTimes definition & usage →
Required if NoComplexEventTimes(1494) > 0.
Required if NoComplexEventTimes(1494) > 0.
StandardTrailerComponentRequired
StandardTrailer definition & usage →
Required when trailer contains signature. Note: Not to be included within SecureData field
Note: Not to be included within SecureData field
(Always unencrypted, always last field in message)