CFI Code CFI String Indicates the type of security using ISO 10962 standard Classification of Financial Instruments (CFI Code) values: OPT OPTFX OPECCN FUT - Future OPT- Options Settlement Method SettlMeth Char Settlement method for the option. C=Cash settlement OPT OTCFX C Exercise Style ExerStyle Int Type of exercise of a derivatives security. 0=European OPT OTCFX/TrdCaptRptAck/Instrmt
Field Name FIXML Attribute Name Data Type Description Present for Security Type Present for Asset Class Present for Outright or Spread Supported Values Product Code
ID
String The primary identifier for the traded instrument. For listed derivatives, this is generally an exchange or CCP defined value. ALL ALL Outright Source of the Product Code
Src
String Identifies the source of the SecurityID. If it is not specified, the default of Clearing is used. ALL ALL Outright H - Clearing House / Clearing Organization Security Type SecTyp
String Indicates type of instrument or security being traded or defined. It is required on inbound trade submissions and is used as one of the identifiers of the instrument. This is required because the usage of CFI code is in the process of being deprecated. ALL ALL Both
FWD - Forward
MLEG - Multi Leg (Combo)
OOC - Options on Combo
OOF - Options on FuturesSecurity Sub Type
SubTyp
String Sub-type qualification/identification of the SecurityType. For a multi-leg instrument, can indicate the type of spread. Contract Period Code
MMY
MonthYear Specifies the month and year of maturity. Applicable for standardized derivatives that are typically only referenced by month and year (such as S&P futures). ALL ALL Outright Strike Price
StrkPx
Price Used for derivatives, such as options and covered warrants OPT ALL Outright 0 Put Or Call
PutCall
int Used to express option right OPT ALL Outright 0 - Put
1 - CallTime Unit
TmUnit
String Used to indicate a time unit for the contract (such as days, weeks, or months). D - Day
H - Hour
Mo - MonthProduct Exchange
Exch
Exchange The exchange where the Security is listed. Note that spreads across multiple exchanges are not supported, and this must be present on spreads as well as outrights. ALL ALL Both CBT - Chicago Board of Trade
CEE - Stock Exchange Group
CME - Chicago Mercantile Exchange
COMEX - Commodities Exchange, Inc
DME - Dubai Mercantile Exchange
NYMEX - New York Mercantile Exchange
NYMSW - CME Swaps - NYMEX SecAltIDGrp (repeating)
AID
→ Alternate Identifier
AltID
String The value of the Alternate security identifier. → Alternate Identifier Source
AltIDSrc
String The source of the Alternate security identifier. 104 - Red Code
105 - Preferred Reference Obligation
106 - Pair Clip
115 - Standard Reference Obligation EvntGrp (repeating)
Evnt
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