Component UnderlyingInstrument Scenario base

SYNOPSIS: The UnderlyingInstrument component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the UnderlyingInstrument component block it describes an instrument which underlies the primary instrument Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields.
ELABORATION:

ID Abbr
1021Undly

Pedigree

Added EP Updated EP Deprecated EP
FIX.4.3

Members

ID Name Abbr Presence Description
311UnderlyingSymbolSym optional SYNOPSIS: Underlying security’s Symbol. See Symbol (55) field for description
312UnderlyingSymbolSfxSfx optional SYNOPSIS: Underlying security’s SymbolSfx. See SymbolSfx (65) field for description
309UnderlyingSecurityIDID optional SYNOPSIS: Underlying security’s SecurityID. See SecurityID (48) field for description
305UnderlyingSecurityIDSourceSrc optional SYNOPSIS: Underlying security’s SecurityIDSource. Valid values: see SecurityIDSource (22) field
2073UndSecAltIDGrpUndAIDoptionalSYNOPSIS:
ELABORATION:
462UnderlyingProductProd optional SYNOPSIS: Underlying security’s Product. Valid values: see Product(460) field
463UnderlyingCFICodeCFI optional SYNOPSIS: Underlying security’s CFICode. Valid values: see CFICode (46)field
310UnderlyingSecurityTypeTyp optional SYNOPSIS: Underlying security’s SecurityType. Valid values: see SecurityType (67) field (see below for details concerning this fields use in conjunction with SecurityType=REPO) The following applies when used in conjunction with SecurityType=REPO Represents the general or specific type of security that underlies a financing agreement Valid values for SecurityType=REPO: TREASURY = Federal government or treasury PROVINCE = State, province, region, etc. AGENCY = Federal agency MORTGAGE = Mortgage passthrough CP = Commercial paper CORP = Corporate EQUITY = Equity SUPRA = Supra-national agency CASH If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or block e.g.: SecurityType=REPO UnderlyingSecurityType=MORTGAGE UnderlyingIssuer=GNMA or SecurityType=REPO UnderlyingSecurityType=AGENCY UnderlyingIssuer=CA Housing Trust UnderlyingCountryOfIssue=CA or SecurityType=REPO UnderlyingSecurityType=CORP UnderlyingNoStipulations= UnderlyingStipulationType=RATING UnderlyingStipulationValue=>bbb-
763UnderlyingSecuritySubTypeSubTyp optional SYNOPSIS: Underlying security’s SecuritySubType. See SecuritySubType (762) field for description
313UnderlyingMaturityMonthYearMMY optional SYNOPSIS: Underlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description
542UnderlyingMaturityDateMat optional SYNOPSIS: Underlying security’s maturity date. See MaturityDate (54) field for description
315UnderlyingPutOrCallUndPutOrCall optional SYNOPSIS: Underlying security’s PutOrCall. See PutOrCall field for description
241UnderlyingCouponPaymentDateCpnPmt optional SYNOPSIS: Underlying security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)
242UnderlyingIssueDateIssued optional SYNOPSIS: Underlying security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)
243UnderlyingRepoCollateralSecurityTypeRepoCollSecTyp optional SYNOPSIS: *** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" *** Underlying security’s RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
244UnderlyingRepurchaseTermRepoTrm optional SYNOPSIS: *** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" *** Underlying security’s RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
245UnderlyingRepurchaseRateRepoRt optional SYNOPSIS: *** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" *** Underlying security’s RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
246UnderlyingFactorFctr optional SYNOPSIS: Underlying security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
256UnderlyingCreditRatingCrdRtg optional SYNOPSIS: Underlying security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
595UnderlyingInstrRegistryRgstry optional SYNOPSIS: Underlying security’s InstrRegistry. See InstrRegistry (543) field for description
592UnderlyingCountryOfIssueCtry optional SYNOPSIS: Underlying security’s CountryOfIssue. See CountryOfIssue (470) field for description
593UnderlyingStateOrProvinceOfIssueStOrProvnc optional SYNOPSIS: Underlying security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description
594UnderlyingLocaleOfIssueLcl optional SYNOPSIS: Underlying security’s LocaleOfIssue. See LocaleOfIssue (472) field for description
247UnderlyingRedemptionDateRedeem optional SYNOPSIS: *** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" *** Underlying security’s RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)
316UnderlyingStrikePriceStrkPx optional SYNOPSIS: Underlying security’s StrikePrice. See StrikePrice (202) field for description
941UnderlyingStrikeCurrencyStrkCcy optional SYNOPSIS: Currency in which the strike price of an underlying instrument is denominated
317UnderlyingOptAttributeOptA optional SYNOPSIS: Underlying security’s OptAttribute. See OptAttribute (206) field for description
436UnderlyingContractMultiplierMult optional SYNOPSIS: Underlying security’s ContractMultiplier. See ContractMultiplier (23) field for description
435UnderlyingCouponRateCpnRt optional SYNOPSIS: Underlying security’s CouponRate. See CouponRate (223) field for description
308UnderlyingSecurityExchangeExch optional SYNOPSIS: Underlying security’s SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207)
306UnderlyingIssuerIssr optional SYNOPSIS: Underlying security’s Issuer. See Issuer (06) field for description
362EncodedUnderlyingIssuerLenEncUndIssrLen optional SYNOPSIS: Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.
363EncodedUnderlyingIssuerEncUndIssr optional SYNOPSIS: Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.
307UnderlyingSecurityDescDesc optional SYNOPSIS: Underlying security’s SecurityDesc. See SecurityDesc (07) field for description
364EncodedUnderlyingSecurityDescLenEncUndSecDescLen optional SYNOPSIS: Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.
365EncodedUnderlyingSecurityDescEncUndSecDesc optional SYNOPSIS: Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field.
877UnderlyingCPProgramCPPgm optional SYNOPSIS: The program under which the underlying commercial paper is issued
878UnderlyingCPRegTypeCPRegTyp optional SYNOPSIS: The registration type of the underlying commercial paper issuance
318UnderlyingCurrencyCcy optional SYNOPSIS: Underlying security’s Currency. See Currency (5) field for description and valid values
879UnderlyingQtyQty optional SYNOPSIS: Unit amount of the underlying security (par, shares, currency, etc.)
810UnderlyingPxPx optional SYNOPSIS: Underlying price associate with a derivative instrument.
882UnderlyingDirtyPriceDirtPx optional SYNOPSIS: Price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest
883UnderlyingEndPriceEndPx optional SYNOPSIS: Price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.
884UnderlyingStartValueStartVal optional SYNOPSIS: Currency value attributed to this collateral at the start of the agreement
885UnderlyingCurrentValueCurVal optional SYNOPSIS: Currency value currently attributed to this collateral
886UnderlyingEndValueEndVal optional SYNOPSIS: Currency value attributed to this collateral at the end of the agreement
1023UnderlyingStipulationsStipoptionalSYNOPSIS: The UnderlyingStipulations component block has the same usage as the Stipulations component block, but for an underlying security.
ELABORATION: