| ID | Abbr |
|---|---|
| 1021 | Undly |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.4.3 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 311 | UnderlyingSymbol | Sym | optional | SYNOPSIS:
Underlying security's Symbol.
See Symbol (55) field for description
|
| 312 | UnderlyingSymbolSfx | Sfx | optional | SYNOPSIS:
Underlying security's SymbolSfx.
See SymbolSfx (65) field for description
|
| 309 | UnderlyingSecurityID | ID | optional | SYNOPSIS:
Underlying security's SecurityID.
See SecurityID (48) field for description
|
| 305 | UnderlyingSecurityIDSource | Src | optional | SYNOPSIS:
Underlying security's SecurityIDSource.
Valid values: see SecurityIDSource (22) field
|
| 2073 | UndSecAltIDGrp | UndAID | optional | SYNOPSIS: ELABORATION: |
| 2874 | UnderlyingID | UdlyID | optional | SYNOPSIS:
Unique identifier for the underlying instrument within the context of a message.
ELABORATION: The UnderlyingID(2874) can be referenced by other fields, for example UnderlyingRefID(tbd2841) and SideUnderlyingRefID(2863), from other components . The scope of uniqueness is agreed upon between counterparties. |
| 462 | UnderlyingProduct | Prod | optional | SYNOPSIS:
Underlying security's Product.
Valid values: see Product(460) field
|
| 2213 | UnderlyingSecurityXML | SecXML | optional | SYNOPSIS:
The UnderlyingSecurityXML component is used to provide a definition in an XML format for the underlying instrument.
ELABORATION: See "Specifying an FpML product specification from within the FIX Instrument Block" in Volume 1 of the FIX Specification for more information on using this component block with FpML as a guideline. |
| 463 | UnderlyingCFICode | CFI | optional | SYNOPSIS:
Underlying security's CFICode.
Valid values: see CFICode (461) field
|
| 2894 | UnderlyingUPICode | UPI | optional | SYNOPSIS:
Uniquely identifies the product of an underlying instrument using ISO 4914. See UPICode(2891) for further detail.
|
| 310 | UnderlyingSecurityType | SecTyp | optional | SYNOPSIS:
Underlying security's SecurityType.
Valid values: see SecurityType (167) 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:
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 < UnderlyingStipulations > block e.g.:
|
| 763 | UnderlyingSecuritySubType | SubTyp | optional | SYNOPSIS:
Underlying security's SecuritySubType.
See SecuritySubType (762) field for description
|
| 313 | UnderlyingMaturityMonthYear | MMY | optional | SYNOPSIS:
Underlying security's MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field.
See MaturityMonthYear (200) field for description
|
| 542 | UnderlyingMaturityDate | Mat | optional | SYNOPSIS:
Underlying security's maturity date.
See MaturityDate (541) field for description
|
| 1213 | UnderlyingMaturityTime | MatTm | optional | SYNOPSIS:
Time of security's maturity expressed in local time with offset to UTC specified
|
| 1837 | UnderlyingContractPriceRefMonth | PxRefMo | optional | SYNOPSIS:
Reference month if there is no applicable UnderlyingMaturityMonth(313) value for the contract or security.
|
| 241 | UnderlyingCouponPaymentDate | CpnPmt | 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)
|
| 1453 | UnderlyingRestructuringType | RestrctTyp | optional | SYNOPSIS:
See RestructuringType(1449)
|
| 1454 | UnderlyingSeniority | Snrty | optional | SYNOPSIS:
See Seniority(1450)
|
| 2614 | UnderlyingNotional | Notl | optional | SYNOPSIS:
Notional value for the equity or bond underlier.
|
| 2615 | UnderlyingNotionalCurrency | NotlCcy | optional | SYNOPSIS:
Specifies the currency denomination of the notional value. Uses ISO 4217 currency codes.
|
| 2616 | UnderlyingNotionalDeterminationMethod | NotlDtrmnMeth | optional | SYNOPSIS:
Specifies the method of determining the notional amount.
See: http://www.fpml.org/coding-scheme/determination-method for values.
|
| 2617 | UnderlyingNotionalAdjustments | NotlAdjmts | optional | SYNOPSIS:
Specifies the conditions that govern the adjustment to the number of units of the return swap.
|
| 2619 | UnderlyingNotionalXIDRef | NotlXIDRef | optional | SYNOPSIS:
Cross reference to another notional amount for duplicating its properties.
|
| 1455 | UnderlyingNotionalPercentageOutstanding | NotlPctOut | optional | SYNOPSIS:
See NotionalPercentageOutstanding(1451)
|
| 1456 | UnderlyingOriginalNotionalPercentageOutstanding | OrigNotlPctOut | optional | SYNOPSIS:
See OriginalNotionalPercentageOutstanding(1452)
|
| 1459 | UnderlyingAttachmentPoint | AttchPnt | optional | SYNOPSIS:
See AttachmentPoint(1457).
|
| 1460 | UnderlyingDetachmentPoint | DetchPnt | optional | SYNOPSIS:
See DetachmentPoint(1458).
|
| 242 | UnderlyingIssueDate | Issued | 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)
|
| 243 | UnderlyingRepoCollateralSecurityType | RepoCollSecTyp | optional | SYNOPSIS:
Underlying security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description.(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
|
| 244 | UnderlyingRepurchaseTerm | RepoTrm | optional | SYNOPSIS:
Underlying security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
|
| 245 | UnderlyingRepurchaseRate | RepoRt | optional | SYNOPSIS:
Underlying security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
|
| 246 | UnderlyingFactor | Fctr | 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)
|
| 256 | UnderlyingCreditRating | CrdRtg | 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)
|
| 595 | UnderlyingInstrRegistry | Rgstry | optional | SYNOPSIS:
Underlying security's InstrRegistry.
See InstrRegistry (543) field for description
|
| 592 | UnderlyingCountryOfIssue | Ctry | optional | SYNOPSIS:
Underlying security's CountryOfIssue.
See CountryOfIssue (470) field for description
|
| 593 | UnderlyingStateOrProvinceOfIssue | StOrProvnc | optional | SYNOPSIS:
Underlying security's StateOrProvinceOfIssue.
See StateOrProvinceOfIssue (471) field for description
|
| 594 | UnderlyingLocaleOfIssue | Lcl | optional | SYNOPSIS:
Underlying security's LocaleOfIssue.
See LocaleOfIssue (472) field for description
|
| 247 | UnderlyingRedemptionDate | Redeem | optional | SYNOPSIS:
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)
|
| 316 | UnderlyingStrikePrice | StrkPx | optional | SYNOPSIS:
Underlying security's StrikePrice.
See StrikePrice (202) field for description
|
| 941 | UnderlyingStrikeCurrency | StrkCcy | optional | SYNOPSIS:
Currency in which the strike price of an underlying instrument is denominated
|
| 317 | UnderlyingOptAttribute | OptA | optional | SYNOPSIS:
Underlying security's OptAttribute.
See OptAttribute (206) field for description
|
| 436 | UnderlyingContractMultiplier | Mult | optional | SYNOPSIS:
Underlying security's ContractMultiplier.
See ContractMultiplier (231) field for description
|
| 1437 | UnderlyingContractMultiplierUnit | MultTyp | optional | SYNOPSIS:
Indicates the type of multiplier being applied to the contract.
ELABORATION: Can be optionally used to further define what unit UnderlyingContractMultiplier(436) is expressed in. |
| 2363 | UnderlyingTradingUnitPeriodMultiplier | TrdgUnitPeriodMult | optional | SYNOPSIS:
Indicates the number of contract periods associated with the minimum trading unit for a given contract duration resulting in the number of total traded contracts.
ELABORATION: As an example, 456 is the number of off-peak periods for a product with a minimum trading unit of 5 MWh resulting in 2280 total traded contracts. |
| 1441 | UnderlyingFlowScheduleType | FlowSchedTyp | 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".
|
| 998 | UnderlyingUnitOfMeasure | UOM | optional | SYNOPSIS:
Refer to defintion of UnitOfMeasure(996)
|
| 1423 | UnderlyingUnitOfMeasureQty | UOMQty | optional | SYNOPSIS:
Refer to definition of UnitOfMeasureQty(1147)
|
| 1718 | UnderlyingUnitOfMeasureCurrency | UOMCcy | optional | SYNOPSIS:
Indicates the currency of the underlying unit of measure. Conditionally required when UnderlyingUnitOfMeasure(998) = Ccy
|
| 1424 | UnderlyingPriceUnitOfMeasure | PxUOM | optional | SYNOPSIS:
Refer to definition for PriceUnitOfMeasure(1191)
|
| 1425 | UnderlyingPriceUnitOfMeasureQty | PxUOMQty | optional | SYNOPSIS:
Refer to definition of PriceUnitOfMeasureQty(1192)
|
| 1719 | UnderlyingPriceUnitOfMeasureCurrency | PxUOMCcy | optional | SYNOPSIS:
Indicates the currency of the underlying price unit of measure. Conditionally required when UnderlyingPriceUnitOfMeasure(1424) = Ccy
|
| 1000 | UnderlyingTimeUnit | TmUnit | optional | SYNOPSIS:
Same as TimeUnit.
|
| 1419 | UnderlyingExerciseStyle | ExerStyle | optional | SYNOPSIS:
Type of exercise of a derivatives security
|
| 1526 | UnderlyingPriceQuoteCurrency | PxQteCcy | 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.
|
| 435 | UnderlyingCouponRate | CpnRt | optional | SYNOPSIS:
Underlying security's CouponRate.
See CouponRate (223) field for description
|
| 308 | UnderlyingSecurityExchange | Exch | optional | SYNOPSIS:
Underlying security's SecurityExchange. Can be used to identify the underlying security.
Valid values: see SecurityExchange (207)
|
| 306 | UnderlyingIssuer | Issr | optional | SYNOPSIS:
Underlying security's Issuer.
See Issuer (06) field for description
|
| 362 | EncodedUnderlyingIssuerLen | EncUndIssrLen | optional | SYNOPSIS:
Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.
|
| 363 | EncodedUnderlyingIssuer | EncUndIssr | 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.
|
| 2742 | UnderlyingFinancialInstrumentShortName | ShrtName | optional | SYNOPSIS:
Short name of the financial instrument. Uses ISO 18774 (FINS) values.
ELABORATION: In the context of MiFID II this maps to ESMA RTS 23 Annex I Table 3 Field 7 and may be used in other RTS that requires a similar field. |
| 2720 | UnderlyingFinancialInstrumentFullName | FullName | optional | SYNOPSIS:
The full normative name of the underlying financial instrument.
ELABORATION: In the context of ESMA reference data, this is used to provide the full name of the instrument as defined by the Derivatives Service Bureau (DSB). |
| 2721 | EncodedUnderlyingFinancialInstrumentFullNameLen | EncFullNameLen | optional | SYNOPSIS:
Byte length of encoded (non-ASCII characters) underlying instrument's EncodedUnderlyingFinancialInstrumentFullName(2722).
|
| 2722 | EncodedUnderlyingFinancialInstrumentFullName | EncFullName | optional | SYNOPSIS:
Encoded (non-ASCII characters) representation of the UnderlyingFinancialInstrumentFullName(2720) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingFinancialInstrumentFullName(2720) field.
|
| 2723 | UnderlyingIndexCurveUnit | NdxUnit | optional | SYNOPSIS:
Curve time unit associated with the underlying index.
|
| 2724 | UnderlyingIndexCurvePeriod | NdxPeriod | optional | SYNOPSIS:
Curve time multiplier for the underlying index.
|
| 307 | UnderlyingSecurityDesc | Desc | optional | SYNOPSIS:
Description of the underlying security.
Can be used by the venue or one of the trading parties to provide an optional non-normative textual description of the financial instrument.
|
| 364 | EncodedUnderlyingSecurityDescLen | EncUndSecDescLen | optional | SYNOPSIS:
Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.
|
| 365 | EncodedUnderlyingSecurityDesc | EncUndSecDesc | 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.
|
| 877 | UnderlyingCPProgram | CPPgm | optional | SYNOPSIS:
The program under which the underlying commercial paper is issued
|
| 878 | UnderlyingCPRegType | CPRegTyp | optional | SYNOPSIS:
The registration type of the underlying commercial paper issuance
|
| 972 | UnderlyingAllocationPercent | AllocPct | optional | SYNOPSIS:
Percent of the Strike Price that this underlying represents.
|
| 318 | UnderlyingCurrency | Ccy | optional | SYNOPSIS:
Underlying security's Currency.
See Currency (5) field for description and valid values
|
| 879 | UnderlyingQty | Qty | optional | SYNOPSIS:
Unit amount of the underlying security (par, shares, currency, etc.)
|
| 975 | UnderlyingSettlementType | SettlTyp | optional | SYNOPSIS:
Indicates order settlement period for the underlying instrument.
|
| 973 | UnderlyingCashAmount | CashAmt | optional | SYNOPSIS:
Cash amount associated with the underlying component.
|
| 974 | UnderlyingCashType | CashTyp | optional | SYNOPSIS:
Used for derivatives that deliver into cash underlying.
|
| 810 | UnderlyingPx | Px | optional | SYNOPSIS:
Underlying price associate with a derivative instrument.
|
| 882 | UnderlyingDirtyPrice | DirtPx | optional | SYNOPSIS:
Price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest
|
| 883 | UnderlyingEndPrice | EndPx | optional | SYNOPSIS:
Price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.
|
| 884 | UnderlyingStartValue | StartVal | optional | SYNOPSIS:
Currency value attributed to this collateral at the start of the agreement
|
| 885 | UnderlyingCurrentValue | CurVal | optional | SYNOPSIS:
Currency value currently attributed to this collateral
|
| 886 | UnderlyingEndValue | EndVal | optional | SYNOPSIS:
Currency value attributed to this collateral at the end of the agreement
|
| 2885 | UnderlyingAccruedInterestAmt | AcrdIntAmt | optional | SYNOPSIS:
Amount of accrued interest of underlying security.
|
| 2886 | UnderlyingNumDaysInterest | NumDaysInt | optional | SYNOPSIS:
Number of days of interest for underlying security.
|
| 1023 | UnderlyingStipulations | Stip | optional | SYNOPSIS:
The UnderlyingStipulations component block has the same usage as the Stipulations component block, but for an underlying security.
ELABORATION: |
| 1044 | UnderlyingAdjustedQuantity | AdjQty | optional | SYNOPSIS:
Unit amount of the underlying security (shares) adjusted for pending corporate action not yet allocated.
|
| 1045 | UnderlyingFXRate | FxRate | optional | SYNOPSIS:
Foreign exchange rate used to compute UnderlyingCurrentValue(885) (or market value) from UnderlyingCurrency(318) to Currency(15).
|
| 1046 | UnderlyingFXRateCalc | FxRateCalc | optional | SYNOPSIS:
Specifies whether the UnderlyingFxRate(1045) should be multiplied or divided.
|
| 1038 | UnderlyingCapValue | CapValu | optional | SYNOPSIS:
Maximum notional value for a capped financial instrument
|
| 1033 | UndlyInstrumentParties | Pty | optional | SYNOPSIS:
The use of this component block is restricted to instrument definition only and is not permitted to contain transactional information. Only a specified subset of party roles will be supported within the InstrumentParty block.
ELABORATION: |
| 1039 | UnderlyingSettlMethod | SetMeth | optional | SYNOPSIS:
Settlement method for a contract or instrument. Additional values may be used with bilateral agreement.
|
| 315 | UnderlyingPutOrCall | PutCall | optional | SYNOPSIS:
Indicates whether an underlying option contract is a put, call, chooser or undetermined.
|
| 2683 | UnderlyingInTheMoneyCondition | ITMCond | optional | SYNOPSIS:
Specifies an option instrument's "in the money" condition in general terms.
|
| 2687 | UnderlyingContraryInstructionEligibilityIndicator | CntraryInstEligInd | 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 UnderlyingInTheMoneyCondition(2683). When not specified, the eligibility is undefined or not applicable.
|
| 1988 | UnderlyingConstituentWeight | ConstuentWt | optional | SYNOPSIS:
For a basket, or pool, describes the weight of each of the constituents within the basket. If not provided, it is assumed to be equal weighted.
|
| 1989 | UnderlyingCouponType | CpnTyp | optional | SYNOPSIS:
Specifies the coupon type of the underlying bond.
|
| 1990 | UnderlyingTotalIssuedAmount | TotIssuedAmt | optional | SYNOPSIS:
Specifies the total amount of the issue. Corresponds to the par value multiplied by the number of issued security.
|
| 1991 | UnderlyingCouponFrequencyPeriod | CpnPeriod | optional | SYNOPSIS:
Time unit multiplier for the frequency of the bond's coupon payment.
|
| 1992 | UnderlyingCouponFrequencyUnit | CpnUnit | optional | SYNOPSIS:
Time unit associated with the frequency of the bond's coupon payment.
|
| 1993 | UnderlyingCouponDayCount | CpnDayCnt | optional | SYNOPSIS:
The day count convention used in interest calculations for a bond or an interest bearing security.
|
| 2881 | UnderlyingCouponOtherDayCount | CpnOtherDayCnt | optional | SYNOPSIS:
The industry name of the day count convention not listed in UnderlyingCouponDayCount(1993).
|
| 1994 | UnderlyingObligationID | ObligID | optional | SYNOPSIS:
For a CDS basket or pool identifies the reference obligation.
ELABORATION: UnderlyingObligationID(1994) is reserved for the reference entity for baskets or pools. In a CDS single name the reference entity is identified in insrument ID and the obligations are identified in UnderlyingObligationID(1994). |
| 1995 | UnderlyingObligationIDSource | ObligIDSrc | optional | SYNOPSIS:
Identifies the source scheme of the UnderlyingObligationID(1994).
|
| 1996 | UnderlyingEquityID | EqtyID | optional | SYNOPSIS:
Specifies the equity in which a convertible bond can be converted.
|
| 1997 | UnderlyingEquityIDSource | EqtyIDSrc | optional | SYNOPSIS:
Identifies the source of the UnderlyingEquityID(1996).
|
| 2620 | UnderlyingFutureID | FutID | optional | SYNOPSIS:
In the case of an index underlier specifies the unique identifier for the referenced futures contract.
|
| 2621 | UnderlyingFutureIDSource | FutIDSrc | optional | SYNOPSIS:
Identifies the source of the UnderlyingFutureID(2620).
|
| 2227 | UnderlyingEvntGrp | Evnt | optional | SYNOPSIS:
The UnderlyingEvntGrp is a repeating subcomponent of the UnderlyingInstrument component used to specify straightforward events associated with the instrument. Examples include put and call dates for bonds and options; first exercise date for options; inventory and delivery dates for commodities; start, end and roll dates for swaps. Use UnderlyingComplexEvents for more advanced dates such as option, futures, commodities and equity swap observation and pricing events.
ELABORATION: The UnderlyingEvntGrp contains three different methods to express a "time" associated with the event using the UnderlyingEventDate(1983) and UnderlyingEventTime(1984) pair of fields or the UnderlyingEventTimeUnit(1985) and UnderlyingEventTimePeriod(1986) pair of fields or UnderlyingEventMonthYear(2342). The UnderlyingEventDate(1983), and optional UnderlyingEventTime(1984), may be used to specify an exact date and optional time for the event. The UnderlyingEventTimeUnit(1985) and UnderlyingEventTimePeriod(1986) may be used to express a time period associated with the event, e.g. 3-month, 4-years, 2-weeks. The UnderlyingEventMonthYear(2342), and optional UnderlyingEventTime(1984), may be used to express the event as a month of year, with optional day of month or week of month. Either UnderlyingEventDate(1983) or UnderlyingEventMonthYear(2342), and the optional UnderlyingEventTime(1984), must be specified or UnderlyingEventTimeUnit(1985) and UnderlyingEventTimePeriod(1986) must be specified. The UnderlyingEventMonthYear(2342) may be used instead of UnderlyingEventDate(1983) when month-year, with optional day of month or week of month, is required instead of a date. |
| 1998 | UnderlyingLienSeniority | LienSnrty | optional | SYNOPSIS:
Indicates the seniority level of the lien in a loan.
|
| 1999 | UnderlyingLoanFacility | LoanFclty | optional | SYNOPSIS:
Specifies the type of loan when the credit default swap's reference obligation is a loan.
|
| 2000 | UnderlyingReferenceEntityType | RefEntityTyp | optional | SYNOPSIS:
Specifies the type of reference entity for first-to-default CDS basket contracts.
|
| 2003 | UnderlyingIndexSeries | NdxSeries | optional | SYNOPSIS:
The series identifier of a credit default swap index.
|
| 2004 | UnderlyingIndexAnnexVersion | NdxAnxVer | optional | SYNOPSIS:
The version identifier of a credit default swap index annex.
|
| 2005 | UnderlyingIndexAnnexDate | NdxAnxDt | optional | SYNOPSIS:
The date of a credit default swap index series annex.
|
| 2006 | UnderlyingIndexAnnexSource | NdxAnxSrc | optional | SYNOPSIS:
The source of a credit default swap index series annex.
|
| 2284 | UnderlyingSettlRateIndex | SettlNdx | optional | SYNOPSIS:
In an outright or forward commodity trade that is cash settled this is the index used to determine the cash payment.
|
| 2285 | UnderlyingSettlRateIndexLocation | SettlNdxLctn | optional | SYNOPSIS:
This is an optional qualifying attribute of UnderlyingSettlementRateIndex(2284) such as the delivery zone for an electricity contract.
|
| 2286 | UnderlyingOptionExpirationDesc | ExpDesc | optional | SYNOPSIS:
Description of the option expiration.
|
| 2287 | EncodedUnderlyingOptionExpirationDescLen | EncExpDescLen | optional | SYNOPSIS:
Byte length of encoded (non-ASCII characters) EncodedUnderlyingOptionExpirationDesc(2288) field.
|
| 2288 | EncodedUnderlyingOptionExpirationDesc | EncExpDesc | optional | SYNOPSIS:
Encoded (non-ASCII characters) representation of the UnderlyingOptionExpirationDesc(2286) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingOptionExpirationDesc(2286).
|
| 2007 | UnderlyingProductComplex | ProdCmplx | optional | SYNOPSIS:
Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc
|
| 2008 | UnderlyingSecurityGroup | SecGrp | optional | SYNOPSIS:
An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.
|
| 2009 | UnderlyingSettleOnOpenFlag | SettlOnOpenFlag | optional | SYNOPSIS:
Indicator to determine if Instrument is Settle on Open.
|
| 2010 | UnderlyingAssignmentMethod | AsgnMeth | optional | SYNOPSIS:
Method under which assignment was conducted
|
| 2011 | UnderlyingSecurityStatus | Status | optional | SYNOPSIS:
Gives the current state of the instrument
|
| 2012 | UnderlyingObligationType | ObligTyp | optional | SYNOPSIS:
Type of reference obligation for credit derivatives contracts.
|
| 2491 | UnderlyingAssetGroup | AssetGrp | optional | SYNOPSIS:
Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.).
|
| 2013 | UnderlyingAssetClass | AssetClss | optional | SYNOPSIS:
The broad asset category for assessing risk exposure.
|
| 2014 | UnderlyingAssetSubClass | AssetSubClss | optional | SYNOPSIS:
An indication of the general description of the asset class.
|
| 2015 | UnderlyingAssetType | AssetTyp | optional | SYNOPSIS:
Used to provide more specific description of the asset specified in UnderlyingAssetSubClass(2082).
See https://www.fixtrading.org/codelists/AssetType for code list of applicable values. ISO 4721 Currency Code values are to be used when specific currency as an asset type is to be expressed.
Other values may be used by mutual agreement of the counterparties.
ELABORATION: In the context of MiFID II's this may indicate the value needed in ESMA RTS 2 Annex IV Table 2 Field 16, or ESMA RTS 23 Annex I Table 2 'Sub product' field. |
| 2744 | UnderlyingAssetSubType | AsstSubTyp | optional | SYNOPSIS:
Used to provide a more specific description of the asset specified in UnderlyingAssetType(2015).
See https://www.fixtrading.org/codelists/AssetSubType for code list of applicable values.
ELABORATION: In the context of MiFID II, ESMA RTS 23 Annex I Table 2, this may indicate the 'Further sub product' or equity 'Parameter' fields. |
| 2233 | UnderlyingSecondaryAssetGrp | ScndryAsset | optional | SYNOPSIS:
UnderlyingSecondaryAssetGrp is a repeating subcomponent of the UnderlyingInstrument component used to specify secondary assets of a multi-asset swap.
ELABORATION: |
| 2243 | UnderlyingAssetAttributeGrp | AssetAttrb | optional | SYNOPSIS:
The UnderlyingAssetAttributeGrp is a repeating subcomponent of the UnderlyingInstrument component used to detail attributes of the instrument asset.
ELABORATION: |
| 2016 | UnderlyingSwapClass | SwapClss | optional | SYNOPSIS:
The type or classification of swap. Additional values may be used by mutual agreement of the counterparties.
|
| 2289 | UnderlyingSwapSubClass | SwapSubClss | optional | SYNOPSIS:
The sub-classification or notional schedule type of the swap.
|
| 2017 | UnderlyingNthToDefault | NthDflt | optional | SYNOPSIS:
The Nth reference obligation to default in a CDS reference basket. If specified without UnderlyingMthToDefault(2018) the default will trigger a CDS payout. If UnderlyingMthToDefault(2018) is also present then payout occurs between the Nth and Mth obligations to default.
|
| 2018 | UnderlyingMthToDefault | MthDflt | optional | SYNOPSIS:
The Mth reference obligation to default in a CDS reference basket. When UnderlyingNthToDefault(2017) and UnderlyingMthToDefault(2018) are represented then the CDS payout occurs between the Nth and Mth obligations to default.
|
| 2019 | UnderlyingSettledEntityMatrixSource | SettldMtrxSrc | optional | SYNOPSIS:
Relevant settled entity matrix source.
|
| 2020 | UnderlyingSettledEntityMatrixPublicationDate | SettldMtrxDt | optional | SYNOPSIS:
Specifies the publication date of the applicable version of the matrix. If not specified, the Standard Terms Supplement defines rules for which version of the matrix is applicable.
|
| 2021 | UnderlyingStrikeMultiplier | StrkMult | optional | SYNOPSIS:
Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.
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| 2022 | UnderlyingStrikeValue | StrkValu | optional | SYNOPSIS:
Used for derivatives. The number of shares/units for the financial instrument involved in the option trade.
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| 2290 | UnderlyingStrikeUnitOfMeasure | StrkUOM | optional | SYNOPSIS:
Used to express the unit of measure (UOM) of the price if different from the contract.
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| 2622 | UnderlyingStrikeIndexCurvePoint | StrkNdxPnt | optional | SYNOPSIS:
The point on the floating rate index curve. Sample values:
M = combination of a number between 1-12 and an "M" for month, e.g. 3M
Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y
10Y-OLD = see above, then add "-OLD" when appropriate
INTERPOLATED = the point is mathematically derived
2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon.
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| 2291 | UnderlyingStrikeIndex | StrkNdx | optional | SYNOPSIS:
Specifies the index used to calculate the strike price.
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| 2623 | UnderlyingStrikeIndexQuote | StrkNdxQte | optional | SYNOPSIS:
The quote side from which the index price is to be determined.
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| 2292 | UnderlyingStrikeIndexSpread | StrkSpread | optional | SYNOPSIS:
Specifies the strike price offset from the named index.
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| 2023 | UnderlyingStrikePriceDeterminationMethod | StrkPxDtrmnMeth | optional | SYNOPSIS:
Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying.
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| 2024 | UnderlyingStrikePriceBoundaryMethod | StrkPxBndryMeth | optional | SYNOPSIS:
Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise.
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| 2025 | UnderlyingStrikePriceBoundaryPrecision | StrkPxBndryPrcsn | optional | SYNOPSIS:
Used in combination with StrikePriceBoundaryMethod(1479) 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.
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| 2026 | UnderlyingMinPriceIncrement | MinPxIncr | optional | SYNOPSIS:
Minimum price increment for the instrument. Could also be used to represent tick value.
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| 2027 | UnderlyingMinPriceIncrementAmount | MinPxIncrAmt | optional | SYNOPSIS:
Minimum price increment amount associated with the UnderlyingMinPriceIncrement(2026). For listed derivatives, the value can be calculated by multiplying UnderlyingMinPriceIncrement(2026) by UnderlyingContractMultiplier(436).
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| 2028 | UnderlyingOptPayoutType | OptPayoutTyp | optional | SYNOPSIS:
Indicates the type of valuation method or payout trigger for an in-the-money option.
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| 2029 | UnderlyingOptPayoutAmount | OptPayAmt | optional | SYNOPSIS:
Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount.
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| 2757 | UnderlyingReturnTrigger | RtnTrgr | optional | SYNOPSIS:
Indicates the type of return or payout trigger for the swap or forward.
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| 2030 | UnderlyingPriceQuoteMethod | PxQteMeth | optional | SYNOPSIS:
Method for price quotation.
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| 2031 | UnderlyingValuationMethod | ValMeth | optional | SYNOPSIS:
Indicates type of valuation method used.
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| 2293 | UnderlyingValuationSource | ValSrc | optional | SYNOPSIS:
Specifies the source of trade valuation data.
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| 2294 | UnderlyingValuationReferenceModel | ValRefModel | optional | SYNOPSIS:
Specifies the methodology and/or assumptions used to generate the trade value.
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| 2032 | UnderlyingListMethod | ListMeth | optional | SYNOPSIS:
Indicates whether the instruments are pre-listed only or can also be defined via user request.
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| 2033 | UnderlyingCapPrice | CapPx | optional | SYNOPSIS:
Used to express the ceiling price of a capped call.
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| 2034 | UnderlyingFloorPrice | FlrPx | optional | SYNOPSIS:
Used to express the floor price of a capped put.
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| 2035 | UnderlyingFlexibleIndicator | FlexInd | optional | SYNOPSIS:
Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator.
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| 2036 | UnderlyingFlexProductEligibilityIndicator | FlexProdElig | optional | SYNOPSIS:
Used to indicate if a product or group of product supports the creation of flexible securities.
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| 2037 | UnderlyingPositionLimit | PosLmt | optional | SYNOPSIS:
Position limit for the instrument.
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| 2038 | UnderlyingNTPositionLimit | NTPosLmt | optional | SYNOPSIS:
Position Limit in the near-term contract for a given exchange-traded product.
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| 2039 | UnderlyingPool | Pool | optional | SYNOPSIS:
Identifies the mortgage backed security (MBS) / asset backed security (ABS) pool.
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| 2040 | UnderlyingContractSettlMonth | CSetMo | optional | SYNOPSIS:
Specifies when the contract (i.e. MBS/TBA) will settle. Must be present for MBS/TBA.
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| 2041 | UnderlyingDatedDate | Dated | optional | SYNOPSIS:
If different from IssueDate()
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| 2042 | UnderlyingInterestAccrualDate | IntAcrl | optional | SYNOPSIS:
If different from IssueDate and DatedDate
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| 2043 | UnderlyingShortSaleRestriction | ShrtRstctn | optional | SYNOPSIS:
Indicates whether a restriction applies to short selling a security.
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| 2044 | UnderlyingRefTickTableID | RefTickTblID | optional | SYNOPSIS:
Spread table code referred by the security or symbol.
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| 41314 | UnderlyingProtectionTermXIDRef | ProtctnXIDRef | optional | SYNOPSIS:
Reference to the protection terms applicable to this entity or obligation. Contains the same XID named string value of the instance in the ProtectionTerms repeating group that applies to this Underlying.
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| 41315 | UnderlyingSettlTermXIDRef | SettlXIDRef | optional | SYNOPSIS:
Reference to the cash or physical settlement terms applicable to this entity or obligation. Contains the same XID named string value of the instance in the appropriate repeating group that applies to this Underlying.
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| 2228 | UnderlyingComplexEvents | CmplxEvnt | optional | SYNOPSIS:
The UnderlyingComplexEvent Group is a repeating block which allows specifying an unlimited number and types of advanced events, such as observation and pricing in over the lifetime of an option, futures, commodities or equity swap contract. Use UnderlyingEvntGrp to specify more straightforward events.
ELABORATION: |
| 2295 | UnderlyingStrategyType | StrtTyp | optional | SYNOPSIS:
Specifies the type of trade strategy.
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| 2296 | UnderlyingCommonPricingIndicator | CmnPxng | optional | SYNOPSIS:
When this element is specified and set to 'Y', it indicates that common pricing applies. Common pricing may be relevant for a transaction that references more than one commodity reference price.
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| 2297 | UnderlyingSettlDisruptionProvision | SettlDsrptnProv | optional | SYNOPSIS:
Specifies the consequences of settlement disruption events.
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| 2756 | UnderlyingDeliveryRouteOrCharter | RteChrtr | optional | SYNOPSIS:
Specific delivery route or time charter average. Applicable to commodity freight contracts.
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| 2298 | UnderlyingInstrumentRoundingDirection | RndDirctn | optional | SYNOPSIS:
Specifies the rounding direction if not overridden elsewhere.
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| 2299 | UnderlyingInstrumentRoundingPrecision | RndPrcsn | optional | SYNOPSIS:
Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7.
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| 4125 | UnderlyingDateAdjustment | DtAdjmt | optional | SYNOPSIS:
UnderlyingDateAdjustment is a subcomponent within the UnderlyingInstrument component. It is used to specify date adjustment parameters and rules. The date adjustments specified here applies to all adjustable dates for the underlying instrument, unless specifically overridden in the respective specified components further within the UnderlyingInstrument component.
ELABORATION: |
| 4278 | UnderlyingPricingDateTime | PxngDtTm | optional | SYNOPSIS:
The UnderlyingPricingDateTime component is a subcomponent of UnderlyingInstrument used to specify an adjusted or unadjusted pricing or fixing date and optionally the time, e.g. for a commodity or FX forward trade.
ELABORATION: |
| 4268 | UnderlyingMarketDisruption | MktDsrptn | optional | SYNOPSIS:
The UnderlyingMarketDisruption component is a subcomponent of the UnderlyingInstrument used to specify the market disruption provisions of the swap.
ELABORATION: |
| 4261 | UnderlyingOptionExercise | OptExer | optional | SYNOPSIS:
The UnderlyingOptionExercise component is a subcomponent of the UnderlyingInstrument component used to specify option exercise provisions. Its purpose is to identify the opportunities and conditions for exercise, e.g. the schedule of dates on which exercise is allowed. The embedded UnderlyingOptionExerciseExpiration component is used to terminate the opportunity for exercise.
ELABORATION: |
| 4056 | UnderlyingStreamGrp | Strm | optional | SYNOPSIS:
The UnderlyingStreamGrp is a repeating subcomponent of the UnderlyingInstrument component used to detail the swap streams associated with the instrument.
ELABORATION: A swap will ordinarily have one or two payment streams. Each one may contain an UnderlyingStreamDesc(40542) with a descriptive string such as "Float" or "Fixed". However the choice of description should have no effect on the stream's purpose. UnderlyingStreamPaySide(40543) and UnderlyingStreamReceiveSide(40544) link the appropriate swap parties to their role in the stream. In pre-trade messages the side value (e.g. Side(54) field) of the request or order should be "1" (Buy) or "2" (Sell), and UnderlyingStreamPaySide(40543) and UnderlyingStreamReceiveSide(40544) should be set to the same side value indicating the aggressor's desired role. On fills and post-trade messages, the executing firm takes the opposite side and indicates its role by setting UnderlyingStreamPaySide(40543) and UnderlyingStreamReceiveSide(40544) to the opposite side of the aggressor's role. |
| 4306 | UnderlyingProvisionGrp | Prov | optional | SYNOPSIS:
The UnderlyingProvisionGrp is a repeating subcomponent of the UnderlyingInstrument component used to detail additional terms and conditions associated with the instrument.
ELABORATION: A swap may have one or more provisions defined. |
| 4288 | UnderlyingAdditionalTermGrp | AddtnlTrm | optional | SYNOPSIS:
The UnderlyingAdditionalTermGrp is a repeating subcomponent of the UnderlyingInstrument component used to report additional contract terms.
ELABORATION: |
| 4293 | UnderlyingProtectionTermGrp | ProtctnTrm | optional | SYNOPSIS:
The UnderlyingProtectionTermGrp is a repeating component within the UnderlyingInstrument component used to report contract protection term details.
ELABORATION: |
| 4290 | UnderlyingCashSettlTermGrp | CashSettlTrm | optional | SYNOPSIS:
The UnderlyingCashSettlTermGrp is a repeating component within the UnderlyingInstrument component used to report cash settlement terms.
ELABORATION: Usage of UnderlyingCashSettlTermGrp must either include a known UnderlyingCashSettlAmount(42054) or provide the cash settlement term parameters needed to derive the cash settlement amount. UnderlyingCashSettlTermXID(42059) is provided for cross-referencing from an instance of the UnderlyingInstrument component through the UnderlyingSettlTermXIDRef(41315) field. |
| 4291 | UnderlyingPhysicalSettlTermGrp | PhysSettlTrm | optional | SYNOPSIS:
The UnderlyingPhysicalSettlTermGrp is a repeating component within the UnderlyingInstrument component used to report physical settlement terms.
ELABORATION: |
| 4414 | UnderlyingRateSpreadSchedule | RtSpreadSched | optional | SYNOPSIS:
UnderlyingRateSpreadSchedule is a subcomponent of UnderlyingInstrument used to specify the rate spread schedule for a basket underlier.
ELABORATION: |
| 4396 | UnderlyingDividendPayout | DividendPay | optional | SYNOPSIS:
UnderlyingDividendPayout is a subcomponent of UnderlyingInstrument used to specify the dividend or coupon payout parameters of an equity or bond underlier.
ELABORATION: |
| 4398 | UnderlyingExtraordinaryEventGrp | ExtrordEvnt | optional | SYNOPSIS:
The UnderlyingExtraordinaryEventGrp is a repeating component within the UnderlyingInstrument component. It is used to report extraordinary and disruptive events applicable to the reference entity that affects the contract.
ELABORATION: |
| 2624 | UnderlyingExtraordinaryEventAdjustmentMethod | ExtrordEvntAdjMeth | optional | SYNOPSIS:
Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.
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| 2625 | UnderlyingExchangeLookAlike | ExchLookAlike | optional | SYNOPSIS:
For a share option trade, indicates whether the instrument is to be treated as an 'exchange look-alike'.
ELABORATION: This designation has significance for how share adjustments (arising from corporate actions) will be determined for the instrument. For an 'exchange look-alike' instrument the relevant share adjustments will follow that for a corresponding designated contract listed on the related exchange (referred to as Options Exchange Adjustment (ISDA defined term)), otherwise the share adjustments will be determined by the calculation agent (referred to as Calculation Agent Adjustment (ISDA defined term)). |
| 2626 | UnderlyingAverageVolumeLimitationPercentage | AvgLmtPctg | optional | SYNOPSIS:
The limit of average percentage of individual securities traded in a day or a number of days.
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| 2627 | UnderlyingAverageVolumeLimitationPeriodDays | AvgLmtDys | optional | SYNOPSIS:
Specifies the limitation period for average daily trading volume in number of days.
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| 2628 | UnderlyingDepositoryReceiptIndicator | DpstryRcptInd | optional | SYNOPSIS:
Indicates whether the underlier is a depository receipt.
ELABORATION: A depository receipt is a negotiable certificate issued by a trust company or security depository. |
| 2629 | UnderlyingOpenUnits | OpnUnits | optional | SYNOPSIS:
The number of units (units of the index or number of securities, par amount of a bond) that constitute the underlier. 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.
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| 2630 | UnderlyingBasketDivisor | BsktDvsr | 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.
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| 2631 | UnderlyingInstrumentXID | XID | optional | SYNOPSIS:
Identifier for referencing this UnderlyingInstrument from a parent instrument or a convertible instrument.
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