Indexes

Message Layouts
Session
PreTrade
Trade
PostTrade
Infrastructure

Components

Name
ID
Category
Description
Pedigree
CommissionData1000CommonThe CommissionData component block is used to carry commission information such as the type of commission and the rate. Use the CommissionDataGrp component as an alternative if multiple commissions or enhanced attributes are needed.Added FIX.4.3
Updated EP204
DiscretionInstructions1001CommonThe presence of DiscretionInstructions component block on an order indicates that the trader wishes to display one price but will accept trades at another price.Added FIX.4.4
FinancingDetails1002CommonComponent block is optionally used for financial transaction where legal contracts, master agreements or master confirmations is to be referenced. This component identifies the legal agreement under which the deal was made and other unique characteristics of the transaction. For example, the AgreementDesc(913) field refers to base standard documents such as MRA 1996 Repurchase Agreement, GMRA 2000 Bills Transaction (U.K.), MSLA 1993 Securities Loan – Amended 1998, for example.Added FIX.4.4
Updated EP161
Instrument1003CommonThe 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, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX.Added FIX.4.3
InstrumentExtension1004CommonThe InstrumentExtension component block identifies additional security attributes that are more commonly found for Fixed Income securities.Added FIX.4.4
InstrumentLeg1005CommonThe InstrumentLeg component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages.Added FIX.4.3
LegBenchmarkCurveData1006CommonThe LegBenchmarkCurveData is used to convey the benchmark information used for pricing in a multi-legged Fixed Income security.Added FIX.4.4
OrderQtyData1011CommonThe OrderQtyData component block contains the fields commonly used for indicating the amount or quantity of an order. Note that when this component block is marked as "required" in a message either one of these three fields must be used to identify the amount: OrderQty, CashOrderQty or OrderPercent (in the case of CIV).Added FIX.4.3
PegInstructions1013CommonThe Peg Instructions component block is used to tie the price of a security to a market event such as opening price, mid-price, best price. The Peg Instructions block may also be used to tie the price to the behavior of a related security.Added FIX.4.4
SettlInstructionsData1016CommonThe SettlInstructionsData component block is used to convey key information regarding standing settlement and delivery instructions. It also provides a reference to standing settlement details regarding the source, delivery instructions, and settlement partiesAdded FIX.4.4
SpreadOrBenchmarkCurveData1018CommonThe SpreadOrBenchmarkCurveData component block is primarily used for Fixed Income to convey spread to a benchmark security or curve.Added FIX.4.3
UnderlyingInstrument1021CommonThe UnderlyingInstrument component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the UnderlyingInstrument component block it describes an instrument which underlies the primary instrument Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields.Added FIX.4.3
YieldData1022CommonThe YieldData component block conveys yield information for a given Fixed Income security.Added FIX.4.3
StandardHeader1024SessionThe standard FIX message headerAdded FIX.4.0
Updated EP271
StandardTrailer1025SessionThe standard FIX message trailerAdded FIX.4.0
DisplayInstruction1029CommonThe DisplayInstruction component block is used to convey instructions on how a reserved order is to be handled in terms of when and how much of the order quantity is to be displayed to the market.Added EP-1
TriggeringInstruction1030CommonThe TriggeringInstruction component block specifies the conditions under which an order will be triggered by related market events as well as the behavior of the order in the market once it is triggered.Added EP-1
SecurityTradingRules1058CommonThs SecurityTradingRules component block is used as part of security definition to specify the specific security's standard trading parameters such as trading session eligibility and other attributes of the security.Added EP-1
SecurityXML1060CommonThe SecurityXML component is used to provide a definition in an XML format for the instrument.Added EP-1
Updated EP145
SecondaryPriceLimits2121CommonAdded EP-1
PriceLimits2122CommonAdded EP-1
TradingSessionRules2129CommonAdded EP-1
BaseTradingRules2131CommonTrading rules that are applicable to a market, market segment or individual security independent of a trading session.Added EP-1
Updated EP195
DerivativeInstrument2140CommonAdded EP-1
DerivativeSecurityDefinition2133CommonAdded EP-1
DerivativeSecurityXML1061CommonAdded EP-1
UnderlyingLegInstrument2134TradeCaptureAdded EP-1
Updated EP97
Deprecated EP187
ApplicationSequenceControl1057CommonThe ApplicationSequenceControl is used for application sequencing and recovery. Consisting of ApplSeqNum (1181), ApplID (1180), ApplLastSeqNum (1350), and ApplResendFlag (1352), FIX application messages that carries this component block will be able to use application level sequencing. ApplID, ApplSeqNum and ApplLastSeqNum fields identify the application id, application sequence number and the previous application sequence number (in case of intentional gaps) on each application message that carries this block.Added EP-1
TradeReportOrderDetail2143TradeCaptureAdded EP77
InstrumentScope2162CommonUsed to specify the instrumentAdded EP105
Updated EP106
ThrottleResponse1069CommonAdded EP116
LegSecurityXML2212CommonThe LegSecurityXML component is used to provide a definition in an XML format for the leg instrument.Added EP145
UnderlyingSecurityXML2213CommonThe UnderlyingSecurityXML component is used to provide a definition in an XML format for the underlying instrument.Added EP145
LegPaymentStream4035CommonThe LegPaymentStream component is a subcomponent of the LegStreamGrp used to detail the attributes of a payment stream in a swap.Added EP161
LegPaymentStreamFixedRate4038CommonLegPaymentStreamFixedRate is a subcomponent of the LegPaymentStream component used to report the fixed rate or fixed payment amount of the payment stream.Added EP161
LegPaymentStreamFloatingRate4039CommonLegPaymentStreamFloatingRate is a subcomponent of the LegPaymentStream component used to report the floating rate attributes of the payment stream.Added EP161
Updated EP271
LegPaymentStreamNonDeliverableSettlTerms4040CommonLegPaymentStreamNonDeliverableSettl is a subcomponent of the LegPaymentStream component used to specify the non-deliverable settlement terms of the payment stream.Added EP161
LegPaymentStreamPaymentDates4036CommonThe LegPaymentStreamPaymentDates component is a subcomponent of the LegPaymentStream component used to specify the payment dates of the stream.Added EP161
Updated EP208
LegPaymentStreamResetDates4037CommonThe LegPaymentStreamResetDates component is a subcomponent of the LegPaymentStream component used to specify the floating rate reset dates of the stream.Added EP161
LegProvisionCashSettlPaymentDates4052CommonThe LegProvisionCashSettlPaymentDates component is a sub-component within the LegProvisionGrp component used to report the cash settlement payment dates defined in the provision.Added EP161
Updated EP208
LegProvisionCashSettlValueDates4053CommonThe LegProvisionCashSettlValueDates component is a subcomponent within the LegProvisionGrp component used to report the cash settlement value date and time defined in the provision.Added EP161
LegProvisionOptionExerciseDates4048CommonThe LegProvisionOptionExerciseDates is a subcomponent within the LegProvisionGrp component used to report the option exercise dates and times defined in the provision.Added EP161
LegProvisionOptionExpirationDate4050CommonThe LegProvisionOptionExerciseDate is a subcomponent within the LegProvisionGrp component used to report the option expiration date and times defined in the provision.Added EP161
LegProvisionOptionRelevantUnderlyingDate4051CommonThe LegProvisionOptionRelevantUnderlyingDate is a subcomponent within the LegProvisionGrp component used to report the option relevant underlyingdate defined in the provision.Added EP161
LegStreamCalculationPeriodDates4034CommonLegStreamCalculationPeriodDates is a subcomponent of the LegStreamGrp component used to specify the calculation period dates of the stream.Added EP161
LegStreamEffectiveDate4032CommonLegStreamEffectivedDate is a subcomponent of the LegStreamGrp component used to specify the effective date of the stream.Added EP161
LegStreamTerminationDate4033CommonLegStreamTerminationDate is a subcomponent of the LegStreamGrp component used to specify the termination date of the stream.Added EP161
PaymentStream4070CommonThe PaymentStream component is a subcomponent of the Stream used to detail the attributes of a payment stream in a swap.Added EP161
PaymentStreamFixedRate4073CommonPaymentStreamFixedRate is a subcomponent of the PaymentStream component used to report the fixed rate or fixed payment amount of the stream.Added EP161
PaymentStreamFloatingRate4074CommonPaymentStreamFloatingRate is a subcomponent of the PaymentStream component used to report the floating rate attributes of the stream.Added EP161
Updated EP271
PaymentStreamNonDeliverableSettlTerms4075CommonPaymentStreamNonDeliverableSettlTerms is a subcomponent of the PaymentStream component used to specify the non-deliverable settlement terms of the payment stream.Added EP161
PaymentStreamPaymentDates4071CommonPaymentStreamPaymentDates is a subcomponent of the PaymentStream component used to specify the payment dates of the stream.Added EP161
Updated EP208
PaymentStreamResetDates4072CommonPaymentStreamResetDates is a subcomponent of the PaymentStream component used to specify the floating rate reset dates of the stream.Added EP161
ProvisionCashSettlPaymentDates4017CommonThe ProvisionCashSettlPaymentDates component is a sub-component within the ProvisionGrp component used to report the cash settlement payment dates defined in the provision.Added EP161
Updated EP208
ProvisionCashSettlValueDates4012CommonThe ProvisionCashSettlValueDates component is a subcomponent within the ProvisionGrp component used to report the cash settlement value date and time defined in the provision.Added EP161
ProvisionOptionExerciseDates4013CommonThe ProvisionOptionExerciseDates is a subcomponent within the ProvisionGrp component used to report the option exercise dates and times defined in the provision.Added EP161
ProvisionOptionExpirationDate4015CommonThe ProvisionOptionExerciseDate is a subcomponent within the ProvisionGrp component used to report the option expiration date and times defined in the provision.Added EP161
ProvisionOptionRelevantUnderlyingDate4016CommonThe ProvisionOptionRelevantUnderlyingDate is a subcomponent within the ProvisionGrp component used to report the option relevant underlying date defined in the provision.Added EP161
StreamCalculationPeriodDates4009CommonStreamCalculationPeriodDates is a subcomponent of the StreamGrp component used to specify the calculation period dates of the stream.Added EP161
StreamEffectiveDate4081CommonStreamEffectivedDate is a subcomponent of the StreamGrp component used to specify the effective date of the stream.Added EP161
StreamTerminationDate4008CommonStreamTerminationDate is a subcomponent of the StreamGrp component used to specify the termination date of the stream.Added EP161
UnderlyingPaymentStream4059CommonThe UnderlyingPaymentStream component is a subcomponent of the UnderlyingStream used to detail the attributes of a payment stream in a swap.Added EP161
UnderlyingPaymentStreamFixedRate4062CommonUnderlyingPaymentStreamFixedRate is a subcomponent of the UnderlyingPaymentStream component used to report the fixed rate or fixed payment amount of the stream.Added EP161
UnderlyingPaymentStreamFloatingRate4063CommonUnderlyingPaymentStreamFloatingRate is a subcomponent of the UnderlyingPaymentStream component used to report the floating rate attributes of the stream.Added EP161
Updated EP271
UnderlyingPaymentStreamNonDeliverableSettlTerms4064CommonUnderlyingPaymentStreamNonDeliverableSettlTerms is a subcomponent of the UnderlyingPaymentStream component used to specify the non-deliverable settlement terms of the stream.Added EP161
UnderlyingPaymentStreamPaymentDates4060CommonUnderlyingPaymentStreamPaymentDates is a subcomponent of the UnderlyingPaymentStream component used to specify the payment dates of the stream.Added EP161
Updated EP208
UnderlyingPaymentStreamResetDates4061CommonUnderlyingPaymentStreamResetDates is a subcomponent of the UnderlyingPaymentStream component used to specify the floating rate reset dates of the stream.Added EP161
UnderlyingStreamCalculationPeriodDates4058CommonUnderlyingStreamCalculationPeriodDates is a subcomponent of the UnderlyingStreamGrp component used to specify the calculation period dates of the stream.Added EP161
UnderlyingStreamEffectiveDate4007CommonUnderlyingStreamEffectivedDate is a subcomponent of the UnderlyingStreamGrp component used to specify the effective date of the stream.Added EP161
UnderlyingStreamTerminationDate4057CommonUnderlyingStreamTerminationDate is a subcomponent of the UnderlyingStreamGrp component used to specify the termination date of the stream.Added EP161
DateAdjustment4085CommonDateAdjustment is a subcomponent in the Instrument component. It is used to specify date adjustment parameters and rules. The date adjustments specified here applies to all adjustable dates for the instrument, unless specifically overridden in the respective specified components elsewhere.Added EP161
LegDateAdjustment4087CommonLegDateAdjustment is a subcomponent within the InstrumentLeg component. It is used to specify date adjustment parameters and rules. The date adjustments specified here applies to all adjustable dates for the instrument leg, unless specifically overridden elsewhere in the respective specified components further within the InstrumentLeg component.Added EP161
UnderlyingDateAdjustment4125CommonUnderlyingDateAdjustment is a subcomponent within the UnderlyingInstrument component. It is used to specify date adjustment parameters and rules. The date adjustments specified here applies to all adjustable dates for the underlying instrument, unless specifically overridden in the respective specified components further within the UnderlyingInstrument component.Added EP161
LegPaymentStreamNonDeliverableSettlRateSource4042CommonLegPaymentStreamNonDeliverableSettlRateSource is a subcomponent of the LegPaymentStreamNonDeliverableSettlTerms component used to specify the rate source in the event of payment non-delivery.Added EP161
LegSettlRateFallbackRateSource4082CommonLegSettlRateFallbackRateSource is a subcomponent of the LegSettlRateDisruptionFallbackGrp component used to specify the rate source in the event of rate disruption fallback.Added EP161
PaymentStreamNonDeliverableSettlRateSource4137CommonPaymentStreamNonDeliverableSettlRateSource is a subcomponent of the PaymentStreamNonDeliverableSettlTerms component used to specify the rate source in the event of payment non-delivery.Added EP161
SettlRateFallbackRateSource4138CommonSettlRateFallbackRateSource is a subcomponent of the SettlRateDisruptionFallbackGrp component used to specify the rate source in the event of rate disruption fallback.Added EP161
UnderlyingPaymentStreamNonDeliverableSettlRateSource4139CommonUnderlyingPaymentStreamNonDeliverableSettlRateSource is a subcomponent of the UnderlyingPaymentStreamNonDeliverableSettlTerms component used to specify the rate source in the event of payment non-delivery.Added EP161
UnderlyingSettlRateFallbackRateSource4140CommonUnderlyingSettlRateFallbackRateSource is a subcomponent of the UnderlyingSettlRateDisruptionFallbackGrp component used to specify the rate source in the event of rate disruption fallback.Added EP161
ProvisionCashSettlQuoteSource4201CommonThe ProvisionCashSettlQuoteSource is a subcomponent of the ProvisionGrp component used to specify the reference source for currency or rate quote for cash settlement purposes.Added EP161
LegProvisionCashSettlQuoteSource4202CommonThe LegProvisionCashSettlQuoteSource is a subcomponent of the LEgProvisionGrp component used to specify the reference source for currency or rate quote for cash settlement purposes.Added EP161
ComplexEventRelativeDate4149CommonThe ComplexEventRelativeDate is a subcomponent of ComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option.Added EP169
DeliveryStream4155CommonThe DeliveryStream component is used to optionally specify the attributes of a physical delivery stream in a swap.Added EP169
MarketDisruption4158CommonThe MarketDisruption component is a subcomponent of the Instrument used to specify the market disruption provisions of the swap.Added EP169
OptionExercise4162CommonThe OptionExercise component is a subcomponent of the Instrument component used to specify option exercise provisions. Its purpose is to identify the opportunities and conditions for exercise, e.g. the schedule of dates on which exercise is allowed. The embedded OptionExerciseExpiration component is used to terminate the opportunity for exercise.Added EP169
Updated EP211
OptionExerciseDates4164CommonThe OptionExerciseDate component is a subcomponent of the OptionExercise component used to specify option exercise dates.Added EP169
OptionExerciseExpiration4167CommonThe OptionExerciseExpiration component is a subcomponent of the OptionExercise component used to specify option exercise expiration dates and times. The purpose of OptionExercise is to identify the scheduled opportunities for exercise. OptionExerciseExpiration identifies the end of the schedule.Added EP169
Updated EP211
PricingDateTime4175CommonThe PricingDateTime component is a subcomponent of Instrument used to specify an adjusted or unadjusted pricing or fixing date and optionally the time, e.g. for a commodity or FX forward trade.Added EP169
StreamCommodity4179CommonStreamCommodity is a subcomponent of the Stream component used to identify and describe the underlying commodity.Added EP169
LegComplexEventRelativeDate4198CommonLegComplexEventRelativeDate is a subcomponent of LegComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option.Added EP169
LegDeliveryStream4206CommonThe LegDeliveryStream component is a subcomponent of the LegStream used to detail the attributes of a physical delivery stream in a swap.Added EP169
LegMarketDisruption4210CommonThe LegMarketDisruption component is a subcomponent of the InstrumentLeg used to specify the market disruption provisions of the swap.Added EP169
LegOptionExercise4214CommonThe LegOptionExercise component is a subcomponent of the InstrumentLeg component used to specify option exercise provisions. Its purpose is to identify the opportunities and conditions for exercise, e.g. the schedule of dates on which exercise is allowed. The embedded LegOptionExerciseExpiration component is used to terminate the opportunity for exercise.Added EP169
Updated EP211
LegOptionExerciseDates4216CommonThe LegOptionExerciseDates component is a subcomponent of the LegOptionExercise component used to specify option exercise dates.Added EP169
LegOptionExerciseExpiration4219CommonThe LegOptionExerciseExpiration component is a subcomponent of the LegOptionExercise component used to specify option exercise expiration dates and times. The purpose of LegOptionExercise is to identify the scheduled opportunities for exercise. LegOptionExerciseExpiration identifies the end of the schedule.Added EP169
Updated EP211
LegPricingDateTime4229CommonThe LegPricingDateTime component is a subcomponent of InstrumentLeg used to specify an adjusted or unadjusted pricing or fixing date and optionally the time, e.g. for a commodity or FX forward trade.Added EP169
Updated EP208
LegStreamCommodity4237CommonLegStreamCommodity is a subcomponent of the LegStream component used to identify and describe the underlying commodity.Added EP169
UnderlyingComplexEventRelativeDate4251CommonUnderlyingComplexEventRelativeDate is a subcomponent of UnderlyingComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option.Added EP169
UnderlyingDeliveryStream4257CommonThe UnderlyingDeliveryStream component is a subcomponent of the UnderlyingStream used to detail the attributes of a physical delivery stream in a swap.Added EP169
UnderlyingOptionExercise4261CommonThe UnderlyingOptionExercise component is a subcomponent of the UnderlyingInstrument component used to specify option exercise provisions. Its purpose is to identify the opportunities and conditions for exercise, e.g. the schedule of dates on which exercise is allowed. The embedded UnderlyingOptionExerciseExpiration component is used to terminate the opportunity for exercise.Added EP169
Updated EP211

Orchimate Copyright 2026 Atomic Wire Technology Limited
Orchestra Copyright 2026 FIX Protocol Ltd
Terms of Use|Privacy Policy