Code Set NameData TypeDescriptionPedigree
TimeUnitCodeSetString

Unit of time associated with the contract.
NOTE: Additional values may be used by mutual agreement of the counterparties.


H=

Hour

Added EP-1 [Hour]
Min=

Minute

Added EP-1 [Minute]
S=

Second

Added EP-1 [Second]
D=

Day

Added EP-1 [Day]
Wk=

Week

Added EP-1 [Week]
Mo=

Month

Added EP-1 [Month]
Yr=

Year

Added EP-1 [Year]
Q=

Quarter

Added EP191 [Quarter]
EOM=

End of Month

End of Month identifies a relative time unit, e.g. until the third Friday of each month.

Added EP287 [EndOfMonth]
F=

Flexible

A flexible time unit indicates that a specific time unit for the contract is currently undetermined.

Added EP287 [Flexible]
Added EP5 Updated EP287

Used in fields:
[DerivativeTimeUnit] [LegMaturityFrequencyUnit] [LegStreamNotionalFrequencyUnit] [LegTimeUnit] [MDStatisticIntervalTypeUnit] [MaturityFrequencyUnit] [RiskLimitVelocityUnit] [StreamNotionalFrequencyUnit] [TimeUnit] [UnderlyingMaturityFrequencyUnit] [UnderlyingStreamNotionalFrequencyUnit] [UnderlyingTimeUnit]