Group UnderlyingMarketDisruptionFallbackReferencePriceGrp Scenario base


ID Abbr NumInGroup ID NumInGroup name
4271FallbckRefPx41868NoUnderlyingMarketDisruptionFallbackReferencePrices

Pedigree

Added EP Updated EP Deprecated EP
FIX.5.0SP2169

Members

ID Name Abbr Presence Description
41869UnderlyingMarketDisruptionFallbackUnderlierTypeTyp optional SYNOPSIS: The type of reference price underlier.
41870UnderlyingMarketDisruptionFallbackUnderlierSecurityIDID optional SYNOPSIS: Specifies the identifier value of the security.
41871UnderlyingMarketDisruptionFallbackUnderlierSecurityIDSourceSrc optional SYNOPSIS: Specifies the class or source scheme of the security identifier.
41872UnderlyingMarketDisruptionFallbackUnderlierSecurityDescDesc optional SYNOPSIS: Specifies the description of underlying security.
41873EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDescLenEncDescLen optional SYNOPSIS: Byte length of encoded (non-ASCII characters) EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41874) field.
41874EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDescEncDesc optional SYNOPSIS: Encoded (non-ASCII characters) representation of the UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41872) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41872).
41875UnderlyingMarketDisruptionFallbackOpenUnitsOpnUnits 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.
41876UnderlyingMarketDisruptionFallbackBasketCurrencyCcy optional SYNOPSIS: Specifies the currency if the underlier is a basket. Uses ISO 4217 currency codes.
41877UnderlyingMarketDisruptionFallbackBasketDivisorDvsr 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.