Required Fields on Fixed Income only messages

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Imported from previous forum

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Could you tell me what are some of the required fields on Fixed income FIX messages that would not be present on cash equities messages?
I’m trying to filter out Fixed income messages from log files.

Thanks!

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[ original email was from Alexander Mologoko - avm@btobits.com ]
Dmitri:

First of all any fixed income FIX 4.4 message should contain tag SecurityType(167) set to ‘TBOND’, ‘TNOTE’, ‘TBILL’, ‘FADN’, ‘FAC’, ‘CORP’ or other fixed income security type. Also tag PriceType(423)=1 | 4 | 6 | 9 must be present.
Other required fields according to FPL FIX for Fixed Income Certification specs you may find in ExecutionReport(8) messages - MaturityDate(541), CouponRate(223), IssueDate(225), Yield(236), AccruedInterestAmt(159) and other fields specific to fixed income trades.

Hope this helps,

Alexander Mologoko
B2BITS Corp
avm@b2bits.com

Could you tell me what are some of the required fields on Fixed income
FIX messages that would not be present on cash equities messages? I’m
trying to filter out Fixed income messages from log files.

Thanks!

4

Dmitri:

First of all any fixed income FIX 4.4 message should contain tag
SecurityType(167) set to ‘TBOND’, ‘TNOTE’, ‘TBILL’, ‘FADN’, ‘FAC’,
‘CORP’ or other fixed income security type. Also tag PriceType(423)=1 |
4 | 6 | 9 must be present. Other required fields according to FPL FIX
for Fixed Income Certification specs you may find in ExecutionReport(8)
messages - MaturityDate(541), CouponRate(223), IssueDate(225),
Yield(236), AccruedInterestAmt(159) and other fields specific to fixed
income trades.

Hope this helps,

Alexander Mologoko B2BITS Corp avm@b2bits.com

Could you tell me what are some of the required fields on Fixed income
FIX messages that would not be present on cash equities messages? I’m
trying to filter out Fixed income messages from log files.

Thanks!

Hi Alexander -
Just adding to the original question. Are there other tags that you include for Fixed Income Securities other than those required by Fix 4.4 spec and the certification guide. I am specifically looking to add tags for Treasuries and Repo , in addition to the one marked required by the spec and certification guide.

Thanks
Sheetal