The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security which may be commonly found in a security master database (reference database). The Instrument component block can be used to describe any asset type supported by FIX.
The Instrument component, when part of a transaction that is inbound to the Exchange can only contain the following fields:
•SecurityID (48)
•SecurityIDSource (22)
•SecuritySubType (762)
The SecurityList response will additionally return tags as specified above.
Table 21 – Instrument Component Block
|
FieldName |
Req’d |
Comments |
Format | |
|
48 |
SecurityID |
Y |
Unique marketplace assigned security identifier. |
String |
|
22 |
SecurityIDSource |
Y |
Identifies class or source of the SecurityID (48) value. Required if SecurityID is specified. Valid values: 99 – Marketplace assigned identifier |
String |
|
762 |
SecuritySubType |
Y |
Security subtype. Example: T – Strip strategy |
String |
|
167 |
SecurityType |
Y/N |
Required in Security List (y) message. Indicates type of security. Valid values: FUT = Future MLEG = Strategy |
String |
|
107 |
SecurityDesc |
N |
Optional description of the security. |
String |
|
454 |
NoSecurityAltID |
N |
Optional alternative security identifiers. |
NumInGrp |
|
Component block <Alternative Security Identifiers> |
Y/N |
Insert here the set of “Alternative Security Identifiers” fields. Required NoSecurityAltID (454) amount of times. |
| |
|
864 |
NoEvents |
N |
Optional Number of repeating EventType entries. |
NumInGrp |
|
Component block <EventGrp> |
Y/N |
Insert here the set of “Event Group” fields. Required NoEvents (846) amount of times. |
| |
|
555 |
NoLegs |
N |
Optional legs identifiers. Only for Strips. |
NumInGrp |
|
Component block <InstrumentLeg> |
Y/N |
Insert here the set of “Instrument Leg” fields. Required NoLegs (555) amount of times. |
| |