The InstrumentExtension component block identifies additional security attributes that are more commonly found for Fixed Income securities.
Added in protocol FIX.4.4
See in: FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2.
| Field or Component | Name | Description | Is Required | Added | Is Deprecated |
|---|---|---|---|---|---|
| 668 | DeliveryForm | Identifies the form of delivery. | FIX.4.4 | ||
| 869 | PctAtRisk | Percent at risk due to lowest possible call. | FIX.4.4 | ||
| ImplicitBlockRepeating | AttrbGrp | Number of repeating InstrAttrib group entries. | FIX.4.4 | ||
| 2736 | CommodityFinalPriceType | FIX.5.0SP2 (EP 235) | |||
| BlockRepeating | IndexRollMonthGrp | FIX.5.0SP2 (EP 235) | |||
| 2738 | NextIndexRollDate | FIX.5.0SP2 (EP 235) | |||
| Block | FloatingRateIndex | FIX.5.0SP2 (EP 235) | |||
| BlockRepeating | ReferenceDataDateGrp | FIX.5.0SP2 (EP 235) |
Used in messages
- Advertisement (7)
- AllocationInstruction (J)
- AllocationInstructionAlert (BM)
- AllocationReport (AS)
- Confirmation (AK)
- IOI (6)
- MarketDataSnapshotFullRefresh (W)
- MarketDataStatisticsReport (DP)
- MarketDataStatisticsRequest (DO)
- SecurityDefinition (d)
- SecurityDefinitionRequest (c)
- SecurityDefinitionUpdateReport (BP)
- SecurityListRequest (x)
- SecurityStatus (f)
- SecurityStatusRequest (e)
- TradeCaptureReport (AE)
- TradeCaptureReportAck (AR)
- TradeCaptureReportRequest (AD)
- TradeCaptureReportRequestAck (AQ)