FIX Protocol Message 35=AY: Collateral Assignment
Collateral Assignment (35=AY) is a FIX application message defined in FIX 4.4 to 5.0 SP2. In the FIX 4.4 definition it has 4 required body fields and 233 optional fields listed below.
- MsgType (tag 35)
- AY
- FIX name
- CollateralAssignment
- Category
- Application
- FIX versions
- FIX 4.4 to 5.0 SP2
Collateral Assignment in each FIX version
The full field layout as defined in a specific version.
Required fields
Body fields that every Collateral Assignment message must carry in FIX 4.4, in addition to the standard header and trailer.
Field layout
All body fields in the order of the FIX 4.4 definition, with components and repeating groups indented. A field inside an optional component or group is required only when that component or group is present. Later FIX 5.0 service packs add more fields to this message.
| Tag | Field | Required |
|---|---|---|
| 902 | CollAsgnID | Required |
| 894 | CollReqID | Optional |
| 895 | CollAsgnReason | Required |
| 903 | CollAsgnTransType | Required |
| 907 | CollAsgnRefID | Optional |
| 60 | TransactTime | Required |
| 126 | ExpireTime | Optional |
| Component Parties | Optional | |
| 453 | NoPartyIDs (repeating group) | Optional |
| 448 | PartyID | Optional |
| 447 | PartyIDSource | Optional |
| 452 | PartyRole | Optional |
| Component PtysSubGrp | Optional | |
| 802 | NoPartySubIDs (repeating group) | Optional |
| 523 | PartySubID | Optional |
| 803 | PartySubIDType | Optional |
| 1 | Account | Optional |
| 581 | AccountType | Optional |
| 11 | ClOrdID | Optional |
| 37 | OrderID | Optional |
| 198 | SecondaryOrderID | Optional |
| 526 | SecondaryClOrdID | Optional |
| Component ExecCollGrp | Optional | |
| 124 | NoExecs (repeating group) | Optional |
| 17 | ExecID | Optional |
| Component TrdCollGrp | Optional | |
| 897 | NoTrades (repeating group) | Optional |
| 571 | TradeReportID | Optional |
| 818 | SecondaryTradeReportID | Optional |
| Component Instrument | Optional | |
| 55 | Symbol | Optional |
| 65 | SymbolSfx | Optional |
| 48 | SecurityID | Optional |
| 22 | SecurityIDSource | Optional |
| Component SecAltIDGrp | Optional | |
| 454 | NoSecurityAltID (repeating group) | Optional |
| 455 | SecurityAltID | Optional |
| 456 | SecurityAltIDSource | Optional |
| 460 | Product | Optional |
| 461 | CFICode | Optional |
| 167 | SecurityType | Optional |
| 762 | SecuritySubType | Optional |
| 200 | MaturityMonthYear | Optional |
| 541 | MaturityDate | Optional |
| 201 | PutOrCall | Optional |
| 224 | CouponPaymentDate | Optional |
| 225 | IssueDate | Optional |
| 239 | RepoCollateralSecurityType | Optional |
| 226 | RepurchaseTerm | Optional |
| 227 | RepurchaseRate | Optional |
| 228 | Factor | Optional |
| 255 | CreditRating | Optional |
| 543 | InstrRegistry | Optional |
| 470 | CountryOfIssue | Optional |
| 471 | StateOrProvinceOfIssue | Optional |
| 472 | LocaleOfIssue | Optional |
| 240 | RedemptionDate | Optional |
| 202 | StrikePrice | Optional |
| 947 | StrikeCurrency | Optional |
| 206 | OptAttribute | Optional |
| 231 | ContractMultiplier | Optional |
| 223 | CouponRate | Optional |
| 207 | SecurityExchange | Optional |
| 106 | Issuer | Optional |
| 348 | EncodedIssuerLen | Optional |
| 349 | EncodedIssuer | Optional |
| 107 | SecurityDesc | Optional |
| 350 | EncodedSecurityDescLen | Optional |
| 351 | EncodedSecurityDesc | Optional |
| 691 | Pool | Optional |
| 667 | ContractSettlMonth | Optional |
| 875 | CPProgram | Optional |
| 876 | CPRegType | Optional |
| Component EvntGrp | Optional | |
| 864 | NoEvents (repeating group) | Optional |
| 865 | EventType | Optional |
| 866 | EventDate | Optional |
| 867 | EventPx | Optional |
| 868 | EventText | Optional |
| 873 | DatedDate | Optional |
| 874 | InterestAccrualDate | Optional |
| Component FinancingDetails | Optional | |
| 913 | AgreementDesc | Optional |
| 914 | AgreementID | Optional |
| 915 | AgreementDate | Optional |
| 918 | AgreementCurrency | Optional |
| 788 | TerminationType | Optional |
| 916 | StartDate | Optional |
| 917 | EndDate | Optional |
| 919 | DeliveryType | Optional |
| 898 | MarginRatio | Optional |
| 64 | SettlDate | Optional |
| 53 | Quantity | Optional |
| 854 | QtyType | Optional |
| 15 | Currency | Optional |
| Component InstrmtLegGrp | Optional | |
| 555 | NoLegs (repeating group) | Optional |
| Component InstrumentLeg | Optional | |
| 600 | LegSymbol | Optional |
| 601 | LegSymbolSfx | Optional |
| 602 | LegSecurityID | Optional |
| 603 | LegSecurityIDSource | Optional |
| Component LegSecAltIDGrp | Optional | |
| 604 | NoLegSecurityAltID (repeating group) | Optional |
| 605 | LegSecurityAltID | Optional |
| 606 | LegSecurityAltIDSource | Optional |
| 607 | LegProduct | Optional |
| 608 | LegCFICode | Optional |
| 609 | LegSecurityType | Optional |
| 764 | LegSecuritySubType | Optional |
| 610 | LegMaturityMonthYear | Optional |
| 611 | LegMaturityDate | Optional |
| 248 | LegCouponPaymentDate | Optional |
| 249 | LegIssueDate | Optional |
| 250 | LegRepoCollateralSecurityType | Optional |
| 251 | LegRepurchaseTerm | Optional |
| 252 | LegRepurchaseRate | Optional |
| 253 | LegFactor | Optional |
| 257 | LegCreditRating | Optional |
| 599 | LegInstrRegistry | Optional |
| 596 | LegCountryOfIssue | Optional |
| 597 | LegStateOrProvinceOfIssue | Optional |
| 598 | LegLocaleOfIssue | Optional |
| 254 | LegRedemptionDate | Optional |
| 612 | LegStrikePrice | Optional |
| 942 | LegStrikeCurrency | Optional |
| 613 | LegOptAttribute | Optional |
| 614 | LegContractMultiplier | Optional |
| 615 | LegCouponRate | Optional |
| 616 | LegSecurityExchange | Optional |
| 617 | LegIssuer | Optional |
| 618 | EncodedLegIssuerLen | Optional |
| 619 | EncodedLegIssuer | Optional |
| 620 | LegSecurityDesc | Optional |
| 621 | EncodedLegSecurityDescLen | Optional |
| 622 | EncodedLegSecurityDesc | Optional |
| 623 | LegRatioQty | Optional |
| 624 | LegSide | Optional |
| 556 | LegCurrency | Optional |
| 740 | LegPool | Optional |
| 739 | LegDatedDate | Optional |
| 955 | LegContractSettlMonth | Optional |
| 956 | LegInterestAccrualDate | Optional |
| Component UndInstrmtCollGrp | Optional | |
| 711 | NoUnderlyings (repeating group) | Optional |
| Component UnderlyingInstrument | Optional | |
| 311 | UnderlyingSymbol | Optional |
| 312 | UnderlyingSymbolSfx | Optional |
| 309 | UnderlyingSecurityID | Optional |
| 305 | UnderlyingSecurityIDSource | Optional |
| Component UndSecAltIDGrp | Optional | |
| 457 | NoUnderlyingSecurityAltID (repeating group) | Optional |
| 458 | UnderlyingSecurityAltID | Optional |
| 459 | UnderlyingSecurityAltIDSource | Optional |
| 462 | UnderlyingProduct | Optional |
| 463 | UnderlyingCFICode | Optional |
| 310 | UnderlyingSecurityType | Optional |
| 763 | UnderlyingSecuritySubType | Optional |
| 313 | UnderlyingMaturityMonthYear | Optional |
| 542 | UnderlyingMaturityDate | Optional |
| 315 | UnderlyingPutOrCall | Optional |
| 241 | UnderlyingCouponPaymentDate | Optional |
| 242 | UnderlyingIssueDate | Optional |
| 243 | UnderlyingRepoCollateralSecurityType | Optional |
| 244 | UnderlyingRepurchaseTerm | Optional |
| 245 | UnderlyingRepurchaseRate | Optional |
| 246 | UnderlyingFactor | Optional |
| 256 | UnderlyingCreditRating | Optional |
| 595 | UnderlyingInstrRegistry | Optional |
| 592 | UnderlyingCountryOfIssue | Optional |
| 593 | UnderlyingStateOrProvinceOfIssue | Optional |
| 594 | UnderlyingLocaleOfIssue | Optional |
| 247 | UnderlyingRedemptionDate | Optional |
| 316 | UnderlyingStrikePrice | Optional |
| 941 | UnderlyingStrikeCurrency | Optional |
| 317 | UnderlyingOptAttribute | Optional |
| 436 | UnderlyingContractMultiplier | Optional |
| 435 | UnderlyingCouponRate | Optional |
| 308 | UnderlyingSecurityExchange | Optional |
| 306 | UnderlyingIssuer | Optional |
| 362 | EncodedUnderlyingIssuerLen | Optional |
| 363 | EncodedUnderlyingIssuer | Optional |
| 307 | UnderlyingSecurityDesc | Optional |
| 364 | EncodedUnderlyingSecurityDescLen | Optional |
| 365 | EncodedUnderlyingSecurityDesc | Optional |
| 877 | UnderlyingCPProgram | Optional |
| 878 | UnderlyingCPRegType | Optional |
| 318 | UnderlyingCurrency | Optional |
| 879 | UnderlyingQty | Optional |
| 810 | UnderlyingPx | Optional |
| 882 | UnderlyingDirtyPrice | Optional |
| 883 | UnderlyingEndPrice | Optional |
| 884 | UnderlyingStartValue | Optional |
| 885 | UnderlyingCurrentValue | Optional |
| 886 | UnderlyingEndValue | Optional |
| Component UnderlyingStipulations | Optional | |
| 887 | NoUnderlyingStips (repeating group) | Optional |
| 888 | UnderlyingStipType | Optional |
| 889 | UnderlyingStipValue | Optional |
| 944 | CollAction | Optional |
| 899 | MarginExcess | Optional |
| 900 | TotalNetValue | Optional |
| 901 | CashOutstanding | Optional |
| Component TrdRegTimestamps | Optional | |
| 768 | NoTrdRegTimestamps (repeating group) | Optional |
| 769 | TrdRegTimestamp | Optional |
| 770 | TrdRegTimestampType | Optional |
| 771 | TrdRegTimestampOrigin | Optional |
| 54 | Side | Optional |
| Component MiscFeesGrp | Optional | |
| 136 | NoMiscFees (repeating group) | Optional |
| 137 | MiscFeeAmt | Optional |
| 138 | MiscFeeCurr | Optional |
| 139 | MiscFeeType | Optional |
| 891 | MiscFeeBasis | Optional |
| 44 | Price | Optional |
| 423 | PriceType | Optional |
| 159 | AccruedInterestAmt | Optional |
| 920 | EndAccruedInterestAmt | Optional |
| 921 | StartCash | Optional |
| 922 | EndCash | Optional |
| Component SpreadOrBenchmarkCurveData | Optional | |
| 218 | Spread | Optional |
| 220 | BenchmarkCurveCurrency | Optional |
| 221 | BenchmarkCurveName | Optional |
| 222 | BenchmarkCurvePoint | Optional |
| 662 | BenchmarkPrice | Optional |
| 663 | BenchmarkPriceType | Optional |
| 699 | BenchmarkSecurityID | Optional |
| 761 | BenchmarkSecurityIDSource | Optional |
| Component Stipulations | Optional | |
| 232 | NoStipulations (repeating group) | Optional |
| 233 | StipulationType | Optional |
| 234 | StipulationValue | Optional |
| Component SettlInstructionsData | Optional | |
| 172 | SettlDeliveryType | Optional |
| 169 | StandInstDbType | Optional |
| 170 | StandInstDbName | Optional |
| 171 | StandInstDbID | Optional |
| Component DlvyInstGrp | Optional | |
| 85 | NoDlvyInst (repeating group) | Optional |
| 165 | SettlInstSource | Optional |
| 787 | DlvyInstType | Optional |
| Component SettlParties | Optional | |
| 781 | NoSettlPartyIDs (repeating group) | Optional |
| 782 | SettlPartyID | Optional |
| 783 | SettlPartyIDSource | Optional |
| 784 | SettlPartyRole | Optional |
| Component SettlPtysSubGrp | Optional | |
| 801 | NoSettlPartySubIDs (repeating group) | Optional |
| 785 | SettlPartySubID | Optional |
| 786 | SettlPartySubIDType | Optional |
| 336 | TradingSessionID | Optional |
| 625 | TradingSessionSubID | Optional |
| 716 | SettlSessID | Optional |
| 717 | SettlSessSubID | Optional |
| 715 | ClearingBusinessDate | Optional |
| 58 | Text | Optional |
| 354 | EncodedTextLen | Optional |
| 355 | EncodedText | Optional |
Standard header and trailer
Every FIX message starts with the standard header, whose required fields are BeginString (8), BodyLength (9), MsgType (35), SenderCompID (49), TargetCompID (56), MsgSeqNum (34) and SendingTime (52), and ends with the trailer field CheckSum (10).
Decode a Collateral Assignment messageAll FIX message types · All FIX tags
Field and message data comes from the QuickFIX data dictionaries for FIX 4.0 to 5.0 SP2 and FIXT 1.1, used under the QuickFIX Software License. This product includes software developed by quickfixengine.org (http://www.quickfixengine.org/). Enumerated value names are converted to plain text for reading.