| ID | Abbr | NumInGroup ID | NumInGroup name |
|---|---|---|---|
| 2145 | CmplxEvnt | 1483 | NoComplexEvents |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.5.0SP1 | 92 | FIX.5.0SP2 | 169 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 1484 | ComplexEventType | Typ | optional | SYNOPSIS:
Identifies the type of complex event.
|
| 2117 | ComplexOptPayoutPaySide | OptPay | optional | SYNOPSIS:
Trade side of payout payer.
|
| 2118 | ComplexOptPayoutReceiveSide | OptRcv | optional | SYNOPSIS:
Trade side of payout receiver.
|
| 2119 | ComplexOptPayoutUnderlier | OptUndlr | optional | SYNOPSIS:
Reference to the underlier whose payments are being passed through.
|
| 1485 | ComplexOptPayoutAmount | OptPayAmt | optional | SYNOPSIS:
Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount.
|
| 2120 | ComplexOptPayoutPercentage | OptPctage | optional | SYNOPSIS:
Percentage of observed price for calculating the payout associated with the event.
|
| 2121 | ComplexOptPayoutTime | OptTm | optional | SYNOPSIS:
Specifies when the payout is to occur.
|
| 2122 | ComplexOptPayoutCurrency | OptCcy | optional | SYNOPSIS:
Specifies the currency of the payout amount. Uses ISO 4217 currency codes.
|
| 1486 | ComplexEventPrice | Px | optional | SYNOPSIS:
Specifies the price at which the complex event takes effect. Impact of the event price is determined by the ComplexEventType(1484).
|
| 2123 | ComplexEventPricePercentage | PxPctage | optional | SYNOPSIS:
Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the ComplexEventType(1484).
|
| 1487 | ComplexEventPriceBoundaryMethod | PxBndryMeth | optional | SYNOPSIS:
Specifies the boundary condition to be used for the event price relative to the underlying price at the point the complex event outcome takes effect as determined by the ComplexEventPriceTimeType.
|
| 1488 | ComplexEventPriceBoundaryPrecision | PxBndryPrcsn | optional | SYNOPSIS:
Used in combination with ComplexEventPriceBoundaryMethod to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls.
|
| 1489 | ComplexEventPriceTimeType | PxTmTyp | optional | SYNOPSIS:
Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the ComplexEventType(1484).
|
| 1490 | ComplexEventCondition | Cond | optional | SYNOPSIS:
Specifies the condition between complex events when more than one event is specified.
Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result.
|
| 2146 | ComplexEventDates | EvntDts | optional | SYNOPSIS:
The ComplexEventDate and ComplexEventTime components are used to constrain a complex event to a specific date range or time range. If specified the event is only effective on or within the specified dates and times.
ELABORATION: |
| 2124 | ComplexEventCurrencyOne | Ccy1 | optional | SYNOPSIS:
Specifies the first or only reference currency of the trade. Uses ISO 4217 currency codes.
ELABORATION: Applicable for complex FX option strategies. |
| 2125 | ComplexEventCurrencyTwo | Ccy2 | optional | SYNOPSIS:
Specifies the second reference currencyof the trade. Uses ISO 4217 currency codes.
ELABORATION: Applicable for complex FX option strategies. |
| 2126 | ComplexEventQuoteBasis | QteBasis | optional | SYNOPSIS:
For foreign exchange Quanto option feature.
|
| 2127 | ComplexEventFixedFXRate | Rt | optional | SYNOPSIS:
Specifies the fixed FX rate alternative for FX Quantro options.
|
| 2407 | ComplexEventSpotRate | SpotRt | optional | SYNOPSIS:
FX spot rate.
|
| 2408 | ComplexEventForwardPoints | FwdPnts | optional | SYNOPSIS:
FX forward points added to spot rate. May be a negative value.
|
| 2128 | ComplexEventDeterminationMethod | Meth | optional | SYNOPSIS:
Specifies the method according to which an amount or a date is determined.
See http://www.fpml.org/coding-scheme/determination-method for values.
|
| 2129 | ComplexEventCalculationAgent | CalcAgent | optional | SYNOPSIS:
Used to identify the calculation agent.
|
| 2130 | ComplexEventStrikePrice | StrkPx | optional | SYNOPSIS:
Upper strike price for Asian option feature. Strike percentage for a Strike Spread.
|
| 2131 | ComplexEventStrikeFactor | StrkFctr | optional | SYNOPSIS:
Strike factor for Asian option feature. Upper strike percentage for a Strike Spread.
|
| 2132 | ComplexEventStrikeNumberOfOptions | StrkNum | optional | SYNOPSIS:
Upper string number of options for a Strike Spread.
|
| 4147 | ComplexEventRateSourceGrp | RtSrc | optional | SYNOPSIS:
The ComplexEventRateSourceGrp is a subcomponent of ComplexEvents for specifying primary and secondary rate sources.
ELABORATION: |
| 4149 | ComplexEventRelativeDate | ReltvDt | optional | SYNOPSIS:
The ComplexEventRelativeDate is a subcomponent of ComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option.
ELABORATION: |
| 4146 | ComplexEventPeriodGrp | Period | optional | SYNOPSIS:
The ComplexEventPeriodGrp is a subcomponent of ComplexEvents for specifying the periods for an Asian, Barrier, Knock or Strike Schedule option feature.
ELABORATION: |
| 2133 | ComplexEventCreditEventsXIDRef | CdtEvntXIDRef | optional | SYNOPSIS:
Reference to credit event table elsewhere in the message.
|
| 2134 | ComplexEventCreditEventNotifyingParty | NotifygPty | optional | SYNOPSIS:
The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring.
|
| 2135 | ComplexEventCreditEventBusinessCenter | BizCtr | optional | SYNOPSIS:
The local business center for which the credit event is to be determined. The inclusion of this business center implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the specified business center.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
| 2136 | ComplexEventCreditEventStandardSources | StdSrcs | optional | SYNOPSIS:
When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable.
|
| 2137 | ComplexEventCreditEventMinimumSources | MinSrcs | optional | SYNOPSIS:
The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two.
ELABORATION: ISDA 2003 Term: Specified Number. |
| 4150 | ComplexEventCreditEventSourceGrp | EvntSrc | optional | SYNOPSIS:
The ComplexEventCreditEventSourceGrp is a repeating subcomponent of the ComplexEvents component used to specify the particular newspapers or electronic news services that may publish relevant information used in the determination of whether or not a credit event has occurred.
ELABORATION: |
| 4143 | ComplexEventCreditEventGrp | CrdEvnt | optional | SYNOPSIS:
The ComplexEventCreditEventGrp is a repeating component within the ComplexEventGrp component used to report applicable option credit events.
ELABORATION: |
| 2597 | ComplexEventFuturesPriceValuation | FutPxVal | optional | SYNOPSIS:
Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to futures contracts.
|
| 2598 | ComplexEventOptionsPriceValuation | OptPxVal | optional | SYNOPSIS:
Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to options contracts.
|
| 2599 | ComplexEventPVFinalPriceElectionFallback | PVPxFallbck | optional | SYNOPSIS:
Specifies the fallback provisions for the hedging party in the determination of the final settlement price.
|
| 2138 | ComplexEventXID | XID | optional | SYNOPSIS:
Identifier of this complex event for cross referencing elsewhere in the message.
|
| 2139 | ComplexEventXIDRef | XIDRef | optional | SYNOPSIS:
Reference to a complex event elsewhere in the message.
|