| ID | Abbr | NumInGroup ID | NumInGroup name |
|---|---|---|---|
| 4161 | FallbckRefPx | 41096 | NoMarketDisruptionFallbackReferencePrices |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.5.0SP2 | 169 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 41097 | MarketDisruptionFallbackUnderlierType | Typ | optional | SYNOPSIS:
The type of reference price underlier.
|
| 41098 | MarketDisruptionFallbackUnderlierSecurityID | ID | optional | SYNOPSIS:
Specifies the identifier value of the security.
|
| 41099 | MarketDisruptionFallbackUnderlierSecurityIDSource | Src | optional | SYNOPSIS:
Specifies the class or source scheme of the security identifier.
|
| 41100 | MarketDisruptionFallbackUnderlierSecurityDesc | Desc | optional | SYNOPSIS:
Specifies the description of the underlying security.
|
| 41101 | EncodedMarketDisruptionFallbackUnderlierSecurityDescLen | EncDescLen | optional | SYNOPSIS:
Byte length of encoded (non-ASCII characters) EncodedMarketDisruptionFallbackUnderlierSecurityDesc(41102) field.
|
| 41102 | EncodedMarketDisruptionFallbackUnderlierSecurityDesc | EncDesc | optional | SYNOPSIS:
Encoded (non-ASCII characters) representation of the MarketDisruptionFallbackUnderlierSecurityDesc(41100) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the MarketDisruptionFallbackUnderlierSecurityDesc(41100) field.
|
| 41103 | MarketDisruptionFallbackOpenUnits | OpnUnits | optional | SYNOPSIS:
If there are multiple underlying assets, this specifies the number of units (index or securities) that constitute the underlier of the swap. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms.
|
| 41104 | MarketDisruptionFallbackBasketCurrency | Ccy | optional | SYNOPSIS:
Specifies the currency if the underlier is a basket. Uses ISO 4217 currency codes.
|
| 41105 | MarketDisruptionFallbackBasketDivisor | Dvsr | optional | SYNOPSIS:
Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions.
|