FIX TAG 871
InstrAttribType
Definition
Code to represent the type of instrument attribute
Compare versions
Differences between the selected source snapshots, including wording and errata; not a migration guide.
FIX 5.0 SP2 FIX Latest · EP309
Values only in FIX Latest · EP309 14
30Instrument is eligible to accept anonymous orders31Minimum guaranteed fill volume32Minimum guaranteed fill status33Trade at settlement (TAS) eligibility34Test instrumentAdditional source detail
Instrument that is tradable but has no effect on the positions, exchange turnover etc.
35Dummy instrumentAdditional source detail
Instrument that is normally halted and is only activated for trading under very special conditions (e.g. temporarily assigned for newly listed instrument). Use of a dummy instrument generally applies to systems that are unable to add reference data for new instruments intraday.
36Negative settlement price eligibility37Negative strike price eligibility38US standard contract indicatorAdditional source detail
Indicates through InstrAttribValue(872) - values Y or N - whether the underlying asset in the trade references or is economically related to a contract listed in Appendix B of CFTC Part 43 regulation. See http://www.ecfr.gov/cgi-bin/text-idx?SID=4b2d1078ad68f6564a89d7ff6c52ec43&node=17:2.0.1.1.3.0.1.8.2&rgn=div or refer to Appendix B to Part 43 in the final rule at http://www.cftc.gov/ucm/groups/public/@lrfederalregister/documents/file/2013-12133a.pdf
39Admitted to trading on a trading venue40Average daily notional amount41Average daily number of trades42Primary issuanceAdditional source detail
May be used for security issuance when instrument is subject to an IPO or ABO when existing shares are offered by the issuer from company's treasury holdings.
43Secondary issuanceAdditional source detail
May be used for security issuance when instrument is subject to an ABO when existing shares are sold by shareholders off-exchange.
Value text or deprecation changed 11
| Value | FIX 5.0 SP2 | FIX Latest · EP309 |
|---|---|---|
8 | Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue (872) field. | Coupon period (if not semi-annual)Additional source detailSupply redemption date in the InstrAttribValue(872) field. |
13 | Escrowed to redemption date - callable. Supply redemption date in the InstrAttribValue (872) field | Escrowed to redemption date - callableAdditional source detailSupply redemption date in the InstrAttribValue(872) field. |
20 | Original issue discount price. Supply price in the InstrAttribValue (872) field | Original issue discount priceAdditional source detailSupply price in the InstrAttribValue(872) field. |
23 | Price tick rules for security. | Price tick rules for security |
24 | Trade type eligibility details for security. | Trade type eligibility details for security |
25 | Instrument Denominator | Instrument denominator |
26 | Instrument Numerator | Instrument numerator |
27 | Instrument Price Precision | Instrument price precision |
28 | Instrument Strike Price | Instrument strike price |
29 | Tradeable Indicator | Tradeable indicator |
99 | Text. Supply the text of the attribute or disclaimer in the InstrAttribValue (872) field. | TextAdditional source detailSupply the text value in InstrAttribValue(872). |
Values 44
| Value | Meaning |
|---|---|
1 | Flat (securities pay interest on a current basis but are traded without interest) |
2 | Zero coupon |
3 | Interest bearing (for Euro commercial paper when not issued at discount) |
4 | No periodic payments |
5 | Variable rate |
6 | Less fee for put |
7 | Stepped coupon |
8 | Coupon period (if not semi-annual) Additional detail from the official sourceSupply redemption date in the InstrAttribValue(872) field. |
9 | When [and if] issued |
10 | Original issue discount |
11 | Callable, puttable |
12 | Escrowed to Maturity |
13 | Escrowed to redemption date - callable Additional detail from the official sourceSupply redemption date in the InstrAttribValue(872) field. |
14 | Pre-refunded |
15 | In default |
16 | Unrated |
17 | Taxable |
18 | Indexed |
19 | Subject To Alternative Minimum Tax |
20 | Original issue discount price Additional detail from the official sourceSupply price in the InstrAttribValue(872) field. |
21 | Callable below maturity value |
22 | Callable without notice by mail to holder unless registered |
23 | Price tick rules for security |
24 | Trade type eligibility details for security |
25 | Instrument denominator |
26 | Instrument numerator |
27 | Instrument price precision |
28 | Instrument strike price |
29 | Tradeable indicator |
30 | Instrument is eligible to accept anonymous orders |
31 | Minimum guaranteed fill volume |
32 | Minimum guaranteed fill status |
33 | Trade at settlement (TAS) eligibility |
34 | Test instrument Additional detail from the official sourceInstrument that is tradable but has no effect on the positions, exchange turnover etc. |
35 | Dummy instrument Additional detail from the official sourceInstrument that is normally halted and is only activated for trading under very special conditions (e.g. temporarily assigned for newly listed instrument). Use of a dummy instrument generally applies to systems that are unable to add reference data for new instruments intraday. |
36 | Negative settlement price eligibility |
37 | Negative strike price eligibility |
38 | US standard contract indicator Additional detail from the official sourceIndicates through InstrAttribValue(872) - values Y or N - whether the underlying asset in the trade references or is economically related to a contract listed in Appendix B of CFTC Part 43 regulation. See http://www.ecfr.gov/cgi-bin/text-idx?SID=4b2d1078ad68f6564a89d7ff6c52ec43&node=17:2.0.1.1.3.0.1.8.2&rgn=div or refer to Appendix B to Part 43 in the final rule at http://www.cftc.gov/ucm/groups/public/@lrfederalregister/documents/file/2013-12133a.pdf |
39 | Admitted to trading on a trading venue |
40 | Average daily notional amount |
41 | Average daily number of trades |
42 | Primary issuance Additional detail from the official sourceMay be used for security issuance when instrument is subject to an IPO or ABO when existing shares are offered by the issuer from company's treasury holdings. |
43 | Secondary issuance Additional detail from the official sourceMay be used for security issuance when instrument is subject to an ABO when existing shares are sold by shareholders off-exchange. |
99 | Text Additional detail from the official sourceSupply the text value in InstrAttribValue(872). |
About the int data type
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 in messages 32
Includes nested components and repeating groups. Open a location to see its surrounding requirements.
35=6IOIInstrumentExtension / AttrbGrp35=7AdvertisementInstrumentExtension / AttrbGrp35=8ExecutionReportInstrumentExtension / AttrbGrp35=BNewsInstrmtGrp / InstrumentExtension / AttrbGrp35=CEmailInstrmtGrp / InstrumentExtension / AttrbGrp35=DNewOrderSingleInstrumentExtension / AttrbGrp35=GOrderCancelReplaceRequestInstrumentExtension / AttrbGrp35=JAllocationInstructionInstrumentExtension / AttrbGrp35=VMarketDataRequestInstrmtMDReqGrp / InstrumentExtension / AttrbGrp35=WMarketDataSnapshotFullRefreshInstrumentExtension / AttrbGrp35=XMarketDataIncrementalRefreshMDIncGrp / InstrumentExtension / AttrbGrp35=cSecurityDefinitionRequestInstrumentExtension / AttrbGrp35=dSecurityDefinitionInstrumentExtension / AttrbGrp35=eSecurityStatusRequestInstrumentExtension / AttrbGrp35=fSecurityStatusInstrumentExtension / AttrbGrp35=xSecurityListRequestInstrumentExtension / AttrbGrp35=ySecurityListSecListGrp / InstrumentExtension / AttrbGrp35=AADerivativeSecurityListRelSymDerivSecGrp / InstrumentExtension / AttrbGrp35=ADTradeCaptureReportRequestInstrumentExtension / AttrbGrp35=AETradeCaptureReportInstrumentExtension / AttrbGrp35=AKConfirmationInstrumentExtension / AttrbGrp35=AQTradeCaptureReportRequestAckInstrumentExtension / AttrbGrp35=ARTradeCaptureReportAckInstrumentExtension / AttrbGrp35=ASAllocationReportInstrumentExtension / AttrbGrp35=BPSecurityDefinitionUpdateReportInstrumentExtension / AttrbGrp35=BKSecurityListUpdateReportSecLstUpdRelSymGrp / InstrumentExtension / AttrbGrp35=BLAdjustedPositionReportInstrmtGrp / InstrumentExtension / AttrbGrp35=BMAllocationInstructionAlertInstrumentExtension / AttrbGrp35=BRDerivativeSecurityListUpdateReportRelSymDerivSecUpdGrp / InstrumentExtension / AttrbGrp35=COSecurityMassStatusSecMassStatGrp / InstrumentExtension / AttrbGrp35=DOMarketDataStatisticsRequestInstrumentExtension / AttrbGrp35=DPMarketDataStatisticsReportInstrumentExtension / AttrbGrp