Component DerivativeInstrument Scenario base

SYNOPSIS:
ELABORATION:

ID Abbr
2140DerivInstrmt

Pedigree

Added EP Updated EP Deprecated EP
FIX.5.0

Members

ID Name Abbr Presence Description
1214DerivativeSymbolSym optional SYNOPSIS: Refer to definition for Symbol(55)
1215DerivativeSymbolSfxSfx optional SYNOPSIS: Refer to definition for SymbolSfx(65)
1216DerivativeSecurityIDID optional SYNOPSIS: Refer to definition for SecurityID(48)
1217DerivativeSecurityIDSourceSrc optional SYNOPSIS: Refer to definition for SecurityIDSoruce(22)
2105DerivativeSecurityAltIDGrpAIDoptionalSYNOPSIS:
ELABORATION:
1246DerivativeProductProd optional SYNOPSIS:
1228DerivativeProductComplexProdCmplx optional SYNOPSIS: Refer to ProductComplex(1227)
1243DerivFlexProductEligibilityIndicatorFlexProdElig optional SYNOPSIS: Refer to FlexProductEligibilityIndicator(1242)
1247DerivativeSecurityGroupSecGrp optional SYNOPSIS:
1248DerivativeCFICodeCFI optional SYNOPSIS:
2892DerivativeUPICodeUPI optional SYNOPSIS: Uniquely identifies the product of a derivative instrument using ISO 4914. See UPICode(2891) for further detail.
1249DerivativeSecurityTypeSecTyp optional SYNOPSIS:
1250DerivativeSecuritySubTypeSecSubTyp optional SYNOPSIS:
1251DerivativeMaturityMonthYearMMY optional SYNOPSIS:
1252DerivativeMaturityDateMatDt optional SYNOPSIS:
1253DerivativeMaturityTimeMatTm optional SYNOPSIS:
1254DerivativeSettleOnOpenFlagOpenCloseSettlFlag optional SYNOPSIS:
1255DerivativeInstrmtAssignmentMethodAsgnMeth optional SYNOPSIS:
1256DerivativeSecurityStatusStatus optional SYNOPSIS:
1276DerivativeIssueDateIssDt optional SYNOPSIS:
1257DerivativeInstrRegistryRgstry optional SYNOPSIS:
1258DerivativeCountryOfIssueCtry optional SYNOPSIS:
1259DerivativeStateOrProvinceOfIssueStPrv optional SYNOPSIS:
1260DerivativeLocaleOfIssueLcl optional SYNOPSIS:
1261DerivativeStrikePriceStrkPx optional SYNOPSIS:
1262DerivativeStrikeCurrencyStrkCcy optional SYNOPSIS:
1263DerivativeStrikeMultiplierStrkMult optional SYNOPSIS:
1264DerivativeStrikeValueStrkValu optional SYNOPSIS:
1265DerivativeOptAttributeOptAt optional SYNOPSIS:
1266DerivativeContractMultiplierMult optional SYNOPSIS:
1438DerivativeContractMultiplierUnitMultTyp optional SYNOPSIS: Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit DerivativeContractMultiplier(tag 1266)is expressed in.
1442DerivativeFlowScheduleTypeFlowSchedTyp optional SYNOPSIS: The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak".
1267DerivativeMinPriceIncrementMinPxIncr optional SYNOPSIS:
1268DerivativeMinPriceIncrementAmountMinPxIncrAmt optional SYNOPSIS:
1269DerivativeUnitOfMeasureUOM optional SYNOPSIS:
1270DerivativeUnitOfMeasureQtyUOMQty optional SYNOPSIS:
1722DerivativeUnitOfMeasureCurrencyUOMCcy optional SYNOPSIS: Indicates the currency of the unit of measure. Conditionally required when DerivativeUnitOfMeasure(1269) = Ccy
1315DerivativePriceUnitOfMeasurePxUOM optional SYNOPSIS: Refer to definition for PriceUnitOfMeasure(1191)
1316DerivativePriceUnitOfMeasureQtyPxUOMQty optional SYNOPSIS: Refer to definition of PriceUnitOfMeasureQty(1192)
1723DerivativePriceUnitOfMeasureCurrencyPxUOMCcy optional SYNOPSIS: Indicates the currency of the price unit of measure. Conditionally required when DerivativePriceUnitOfMeasure(1315) = Ccy
1317DerivativeSettlMethodSettlMeth optional SYNOPSIS: Settlement method for a contract or instrument. Additional values may be used with bilateral agreement.
1318DerivativePriceQuoteMethodPxQteMeth optional SYNOPSIS: Refer to definition of PriceQuoteMethod(1196)
1319DerivativeValuationMethodValMeth optional SYNOPSIS: Refer to definition of ValuationMethod(1197).
1576DerivativePriceQuoteCurrencyPxQteCcy optional SYNOPSIS: Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency.
1320DerivativeListMethodListMeth optional SYNOPSIS: Indicates whether instruments are pre-listed only or can also be defined via user request
1321DerivativeCapPriceCapPx optional SYNOPSIS: Refer to definition of CapPrice(1199)
1322DerivativeFloorPriceFlrPx optional SYNOPSIS: Refer to definition of FloorPrice(1200)
1323DerivativePutOrCallPutCall optional SYNOPSIS: Indicates whether an option contract is a put, call, chooser or undetermined.
2684DerivativeInTheMoneyConditionITMCond optional SYNOPSIS: Specifies an option instrument's "in the money" condition in general terms.
2688DerivativeContraryInstructionEligibilityIndicatorCntraryInstEligInd optional SYNOPSIS: Identifies whether the option instrument is eligible for contrary instructions at the time of exercise. The contrariness of an instruction will be determined in the context of DerivativeInTheMoneyCondition(2684). When not specified, the eligibility is undefined or not applicable.
1299DerivativeExerciseStyleExerStyle optional SYNOPSIS: Type of exercise of a derivatives security
1225DerivativeOptPayAmountOptPayAmt optional SYNOPSIS: Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount
1271DerivativeTimeUnitTmUnit optional SYNOPSIS:
1272DerivativeSecurityExchangeExch optional SYNOPSIS:
1273DerivativePositionLimitPosLmt optional SYNOPSIS:
1274DerivativeNTPositionLimitNTPosLmt optional SYNOPSIS:
1275DerivativeIssuerIssr optional SYNOPSIS:
1277DerivativeEncodedIssuerLenEncIssrLen optional SYNOPSIS:
1278DerivativeEncodedIssuerEncIssr optional SYNOPSIS:
1279DerivativeSecurityDescDesc optional SYNOPSIS:
1280DerivativeEncodedSecurityDescLenEncSecDescLen optional SYNOPSIS:
1281DerivativeEncodedSecurityDescEncSecDesc optional SYNOPSIS:
1061DerivativeSecurityXMLSecXMLoptionalSYNOPSIS:
ELABORATION:
1285DerivativeContractSettlMonthCSetMo optional SYNOPSIS:
2106DerivativeEventsGrpEvntoptionalSYNOPSIS:
ELABORATION:
2141DerivativeInstrumentPartiesPtyoptionalSYNOPSIS:
ELABORATION: