| ID | Abbr |
|---|---|
| 1004 | InstrmtExt |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.4.4 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 668 | DeliveryForm | DlvryForm | optional | SYNOPSIS:
Identifies the form of delivery.
|
| 869 | PctAtRisk | PctAtRisk | optional | SYNOPSIS:
Percent at risk due to lowest possible call.
|
| 2074 | AttrbGrp | Attrb | optional | SYNOPSIS: ELABORATION: |
| 2736 | CommodityFinalPriceType | CmdtyFnlPxTyp | optional | SYNOPSIS:
Final price type of the commodity as specified by the trading venue.
|
| 2262 | IndexRollMonthGrp | NdxRollMo | optional | SYNOPSIS:
Used for specifying multiple roll months in a given year for an index.
ELABORATION: For MiFID II RTS 2 Annex IV Table 2 reference data - all months when the roll is expected as established by the CDS index provider for a given year - repeated for each month in the roll. |
| 2738 | NextIndexRollDate | NxtNdxRollDt | optional | SYNOPSIS:
Next index roll date.
|
| 2264 | FloatingRateIndex | RtNdx | optional | SYNOPSIS:
Used to identify the rate index for a floating rate coupon.
ELABORATION: In the context of MiFID II RTS 23 Annex I Table 3 reference data - statement of the attributes of the index/benchmark of a floating rate security. |
| 2263 | ReferenceDataDateGrp | RefDataDt | optional | SYNOPSIS:
Used to carry the different date-time stamps related to the reference data entry.
ELABORATION: In the context of MiFID II, ESMA RTS 23 Annex I Table 3 reference data this component is used to convey the UTC date-times tracking the admission and expiration of a security for trading. |