Code Sets
Name | ID | Datatype | Description | Pedigree |
|---|---|---|---|---|
| CouponDayCountCodeSet | 1950 | int | The day count convention used in interest calculations for a bond or an interest bearing security. Absence of this field for a bond or an interest bearing security transaction implies a "flat" trade, i.e. no accrued interest determined at time of the transaction. | Added EP161 Updated EP200 |
| CouponFrequencyUnitCodeSet | 1949 | String | Time unit associated with the frequency of the bond's coupon payment. | Added EP161 |
| ExerciseStyleCodeSet | 1194 | int | Type of exercise of a derivatives security | Added EP52 Updated EP161 |
| OptPayoutTypeCodeSet | 1482 | int | Indicates the type of valuation method or payout trigger for an in-the-money option. | Added EP92 Updated EP238 |
| PartyDetailRoleQualifierCodeSet | 1674 | int | Qualifies the value of PartyDetailRole(1693). | Added EP105 Updated EP223 |
| PartyIDSourceCodeSet | 447 | char | Identifies class or source of the PartyID (448) value. Required if PartyID is specified. Note: applicable values depend upon PartyRole (452) specified. See "Appendix 6-G - Use of <Parties> Component Block" | Added FIX.4.3 |
| PartyRoleCodeSet | 452 | int | Identifies the type or role of the PartyID (448) specified. | Added FIX.4.3 Updated EP256 |
| PartySubIDTypeCodeSet | 803 | int | Type of PartySubID(523) value. | Added FIX.4.4 Updated EP204 |
| PutOrCallCodeSet | 201 | int | Indicates whether an option contract is a put, call, chooser or undetermined. | Added FIX.4.1 Updated EP238 |
| UnitOfMeasureCodeSet | 996 | String | The unit of measure of the underlying commodity upon which the contract is based. Two groups of units of measure enumerations are supported. Fixed Magnitude UOMs are primarily used in energy derivatives and specify a magnitude (such as, MM, Kilo, M, etc.) and the dimension (such as, watt hours, BTU's) to produce standard fixed measures (such as MWh - Megawatt-hours, MMBtu - One million BTUs). The second group, Variable Quantity UOMs, specifies the dimension as a single unit without a magnitude (or more accurately a magnitude of one) and uses the UnitOfMeasureQty(1147) field to define the quantity of units per contract. Variable Quantity UOMs are used for both commodities (such as lbs of lean cattle, bushels of corn, ounces of gold) and financial futures. Examples: For lean cattle futures contracts, a UnitOfMeasure of 'lbs' with a UnitOfMeasureQty(1147) of 40,000, means each lean cattle futures contract represents 40,000 lbs of lean cattle. For Eurodollars futures contracts, a UnitOfMeasure of Ccy with a UnitOfMeasureCurrency(1716) of USD and a UnitOfMeasureQty(1147) of 1,000,000, means a Eurodollar futures contract represents 1,000,000 USD. For gold futures contracts, a UnitOfMeasure is oz_tr (Troy ounce) with a UnitOfMeasureQty(1147) of 1,000, means each gold futures contract represents 1,000 troy ounces of gold. | Added EP5 Updated EP122 |
| SettlMethodCodeSet | 1193 | String | Settlement method for a contract or instrument. Additional values may be used with bilateral agreement. | Added EP52 Updated EP169 |
| SettlSubMethodCodeSet | 2579 | int | Specifies a suitable settlement sub-method for a given settlement method. | Added EP195 |
| SecurityIDSourceCodeSet | 22 | String | Identifies class or source of the SecurityID(48) value. | Added FIX.2.7 Updated EP161 |
| AssetClassCodeSet | 1938 | int | The broad asset category for assessing risk exposure. | Added EP161 |
| AssetSubClassCodeSet | 1939 | int | The subcategory description of the asset class. | Added EP161 |
| SymbolSfxCodeSet | 65 | String | Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType (167). As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory. | Added FIX.2.7 |
| ProductCodeSet | 460 | int | Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields. | Added FIX.4.3 |
| SecurityTypeCodeSet | 167 | String | Indicates type of security. Security type enumerations are grouped by Product(460) field value. NOTE: Additional values may be used by mutual agreement of the counterparties. | Added FIX.4.1 |
| AssetGroupCodeSet | 2210 | int | Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.). | Added EP192 |
| ContractMultiplierUnitCodeSet | 1435 | int | Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit ContractMultiplier(tag 231) is expressed in. | Added EP80 |
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