FIX.Latest_EP273 Component

UnderlyingInstrument

<Undly>

The UnderlyingInstrument component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the UnderlyingInstrument component block it describes an instrument which underlies the primary instrument Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields.


Pedigree Added FIX.4.3

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Field or ComponentField NameAbbr NameReq'dCommentsPedigree
311UnderlyingSymbolSym Added FIX.4.3
312UnderlyingSymbolSfxSfx Added FIX.4.3
309UnderlyingSecurityIDID Added FIX.4.3
305UnderlyingSecurityIDSourceSrc Added FIX.4.3
ComponentUndSecAltIDGrpUndAID Added FIX.4.4
2874UnderlyingIDUdlyID Used for unique identification of the underlying instance that can subsequently be used to serve as input value for fields such as UnderlyingRefID(2841), for example, whenever a simple underlying reference is allowed or needed.Added EP254
462UnderlyingProductProd Added FIX.4.3
ComponentUnderlyingSecurityXMLSecXML Embedded XML document describing the underlying instrument.Added EP145
463UnderlyingCFICodeCFI Added FIX.4.3
2894UnderlyingUPICodeUPI Added EP266
310UnderlyingSecurityTypeSecTyp Added FIX.4.3
763UnderlyingSecuritySubTypeSubTyp Added FIX.4.4
313UnderlyingMaturityMonthYearMMY Added FIX.4.3
542UnderlyingMaturityDateMat Added FIX.4.3
1213UnderlyingMaturityTimeMatTm Added EP-1
1837UnderlyingContractPriceRefMonthPxRefMo Added EP140
241UnderlyingCouponPaymentDateCpnPmt Added FIX.4.3
1453UnderlyingRestructuringTypeRestrctTyp Added EP83
1454UnderlyingSenioritySnrty Added EP83
2614UnderlyingNotionalNotl Added EP208
2615UnderlyingNotionalCurrencyNotlCcy Added EP208
2921UnderlyingNotionalCurrencyCodeSourceNotlCcySrc Added EP273
2616UnderlyingNotionalDeterminationMethodNotlDtrmnMeth Added EP208
2617UnderlyingNotionalAdjustmentsNotlAdjmts Added EP208
2619UnderlyingNotionalXIDRefNotlXIDRef Added EP208
1455UnderlyingNotionalPercentageOutstandingNotlPctOut Added EP83
1456UnderlyingOriginalNotionalPercentageOutstandingOrigNotlPctOut Added EP83
1459UnderlyingAttachmentPointAttchPnt Added EP83
1460UnderlyingDetachmentPointDetchPnt Added EP83
242UnderlyingIssueDateIssued Added FIX.4.3
243UnderlyingRepoCollateralSecurityTypeRepoCollSecTyp Added FIX.4.3 Deprecated FIX.4.4
244UnderlyingRepurchaseTermRepoTrm Added FIX.4.3 Deprecated FIX.4.4
245UnderlyingRepurchaseRateRepoRt Added FIX.4.3 Deprecated FIX.4.4
246UnderlyingFactorFctr Added FIX.4.3
256UnderlyingCreditRatingCrdRtg Added FIX.4.3
595UnderlyingInstrRegistryRgstry Added FIX.4.3
592UnderlyingCountryOfIssueCtry Added FIX.4.3
593UnderlyingStateOrProvinceOfIssueStOrProvnc Added FIX.4.3
594UnderlyingLocaleOfIssueLcl Added FIX.4.3
247UnderlyingRedemptionDateRedeem Added FIX.4.3 Deprecated FIX.4.4
316UnderlyingStrikePriceStrkPx Added FIX.4.3
941UnderlyingStrikeCurrencyStrkCcy Added FIX.4.4
2917UnderlyingStrikeCurrencyCodeSourceStrkCcySrc Added EP273
317UnderlyingOptAttributeOptA Added FIX.4.3
436UnderlyingContractMultiplierMult Added FIX.4.3
1437UnderlyingContractMultiplierUnitMultTyp Added EP80 Updated EP179
2363UnderlyingTradingUnitPeriodMultiplierTrdgUnitPeriodMult Added EP179
1441UnderlyingFlowScheduleTypeFlowSchedTyp Added EP80 Updated EP179
998UnderlyingUnitOfMeasureUOM Added EP-1
1423UnderlyingUnitOfMeasureQtyUOMQty Added EP-1
1718UnderlyingUnitOfMeasureCurrencyUOMCcy Added EP122
2918UnderlyingUnitOfMeasureCurrencyCodeSourceUOMCcySrc Added EP273
1424UnderlyingPriceUnitOfMeasurePxUOM Added EP-1
1425UnderlyingPriceUnitOfMeasureQtyPxUOMQty Added EP-1
1719UnderlyingPriceUnitOfMeasureCurrencyPxUOMCcy Added EP122
2919UnderlyingPriceUnitOfMeasureCurrencyCodeSourcePxUOMCcySrc Added EP273
1000UnderlyingTimeUnitTmUnit Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)Added EP-1
1419UnderlyingExerciseStyleExerStyle Added EP-1
1526UnderlyingPriceQuoteCurrencyPxQteCcy Added EP107
2920UnderlyingPriceQuoteCurrencyCodeSourcePxQteCcySrc Added EP273
435UnderlyingCouponRateCpnRt Added FIX.4.3
308UnderlyingSecurityExchangeExch Added FIX.4.3
306UnderlyingIssuerIssr Added FIX.4.3
362EncodedUnderlyingIssuerLenEncUndIssrLen Must be set if UnderlyingEncodedIssuer(363) field is specified and must immediately precede it.Added FIX.4.3 Updated EP232
363EncodedUnderlyingIssuerEncUndIssr Encoded (non-ASCII characters) representation of the UnderlyingIssuer(363) field in the encoded format specified via the MessageEncoding(347) field.Added FIX.4.3 Updated EP232
2742UnderlyingFinancialInstrumentShortNameShrtName Added EP235
2720UnderlyingFinancialInstrumentFullNameFullName Added EP232
2721EncodedUnderlyingFinancialInstrumentFullNameLenEncFullNameLen Must be set if EncodedUnderlyingFinancialInstrumentFullName(2722) field is specified and must immediately precede it.Added EP232
2722EncodedUnderlyingFinancialInstrumentFullNameEncFullName Encoded (non-ASCII characters) representation of the UnderlyingFinancialInstrumentFullName(2720) field in the encoded format specified via the MessageEncoding(347) field.Added EP232
2723UnderlyingIndexCurveUnitNdxUnit Requires UnderlyingSecurityID(305) to identify the index. Requires UnderlyingIndexCurvePeriod(2724).Added EP232
2724UnderlyingIndexCurvePeriodNdxPeriod Requires UnderlyingSecurityID(305) to identify the index. Requires UnderlyingIndexCurveUnit(2723).Added EP232
307UnderlyingSecurityDescDesc Added FIX.4.3
364EncodedUnderlyingSecurityDescLenEncUndSecDescLen Must be set if UnderlyingEncodedSecurityDesc(307) field is specified and must immediately precede it.Added FIX.4.3 Updated EP232
365EncodedUnderlyingSecurityDescEncUndSecDesc Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc(307) field in the encoded format specified via the MessageEncoding(347) field.Added FIX.4.3 Updated EP232
877UnderlyingCPProgramCPPgm Added FIX.4.4
878UnderlyingCPRegTypeCPRegTyp Added FIX.4.4
972UnderlyingAllocationPercentAllocPct Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument.Added EP-1
318UnderlyingCurrencyCcy Specific to the <UnderlyingInstrument> (not in <Instrument>)Added FIX.4.4
2916UnderlyingCurrencyCodeSourceCcySrc Added EP273
879UnderlyingQtyQty Specific to the <UnderlyingInstrument> (not in <Instrument>)
Unit amount of the underlying security (par, shares, currency, etc.)
Added FIX.4.4
975UnderlyingSettlementTypeSettlTyp Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component.Added EP-1
973UnderlyingCashAmountCashAmt Specific to the < UnderlyingInstrument > Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying's is a fixed cash value.Added EP-1
974UnderlyingCashTypeCashTyp Specific to the < UnderlyingInstrument > Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price)Added EP-1
810UnderlyingPxPx Specific to the <UnderlyingInstrument> (not in <Instrument>)
In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.
Added FIX.4.4
882UnderlyingDirtyPriceDirtPx Specific to the <UnderlyingInstrument> (not in <Instrument>)
In a financing deal price (percent-of-par or per unit) of the underlying security or basket. Dirty means it includes accrued interest
Added FIX.4.4
883UnderlyingEndPriceEndPx Specific to the <UnderlyingInstrument> (not in <Instrument>)
In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.
Added FIX.4.4
884UnderlyingStartValueStartVal Specific to the <UnderlyingInstrument> (not in <Instrument>)
Currency value attributed to this collateral at the start of the agreement
Added FIX.4.4
885UnderlyingCurrentValueCurVal Specific to the <UnderlyingInstrument> (not in <Instrument>)
Currency value currently attributed to this collateral
Added FIX.4.4
886UnderlyingEndValueEndVal Specific to the <UnderlyingInstrument> (not in <Instrument>)
Currency value attributed to this collateral at the end of the agreement
Added FIX.4.4
2885UnderlyingAccruedInterestAmtAcrdIntAmt Added EP258
2886UnderlyingNumDaysInterestNumDaysInt Added EP258
ComponentUnderlyingStipulationsStip Specific to the <UnderlyingInstrument> (not in <Instrument>)
Insert here the contents of the <UnderlyingStipulations> Component Block
Added FIX.4.4
1044UnderlyingAdjustedQuantityAdjQty Specific to the <UnderlyingInstrument> (not in <Instrument>). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days).Added EP-1
1045UnderlyingFXRateFxRate Specific to the <UnderlyingInstrument> (not in <Instrument>). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15).Added EP-1
1046UnderlyingFXRateCalcFxRateCalc Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885).Added EP-1
1038UnderlyingCapValueCapValu Added EP-1
ComponentUndlyInstrumentPartiesPty Added EP-1
1039UnderlyingSettlMethodSetMeth Added EP-1
315UnderlyingPutOrCallPutCall Used to express option rightAdded FIX.4.3
2683UnderlyingInTheMoneyConditionITMCond Used to express in-the-moneyness behavior in general terms for the option without the use of UnderlyingStrikePrice(316) and UnderlyingPutOrCall(315).Added EP224
2687UnderlyingContraryInstructionEligibilityIndicatorCntraryInstEligInd Added EP224
1988UnderlyingConstituentWeightConstuentWt Added EP161
1989UnderlyingCouponTypeCpnTyp Added EP161
1990UnderlyingTotalIssuedAmountTotIssuedAmt Added EP161
1991UnderlyingCouponFrequencyPeriodCpnPeriod Conditionally required when UnderlyingCouponFrequencyUnit(1992) is specified.Added EP161
1992UnderlyingCouponFrequencyUnitCpnUnit Conditionally required when UnderlyingCouponFrequencyPeriod(1991) is specified.Added EP161
1993UnderlyingCouponDayCountCpnDayCnt Added EP161
2881UnderlyingCouponOtherDayCountCpnOtherDayCnt Added EP254
1994UnderlyingObligationIDObligID Added EP161
1995UnderlyingObligationIDSourceObligIDSrc Conditionally required when UnderlyingObligationID(1994) is specified.Added EP161
1996UnderlyingEquityIDEqtyID Added EP161
1997UnderlyingEquityIDSourceEqtyIDSrc Conditionally required when UnderlyingEquityID(1996) is specified.Added EP161
2620UnderlyingFutureIDFutID Added EP208
2621UnderlyingFutureIDSourceFutIDSrc Required if UnderlyingFutureID(2620) is specified.Added EP208
ComponentUnderlyingEvntGrpEvnt Added EP161
1998UnderlyingLienSeniorityLienSnrty Added EP161
1999UnderlyingLoanFacilityLoanFclty Added EP161
2000UnderlyingReferenceEntityTypeRefEntityTyp Added EP161
2003UnderlyingIndexSeriesNdxSeries Added EP161
2004UnderlyingIndexAnnexVersionNdxAnxVer Added EP161
2005UnderlyingIndexAnnexDateNdxAnxDt Added EP161
2006UnderlyingIndexAnnexSourceNdxAnxSrc Added EP161
2284UnderlyingSettlRateIndexSettlNdx Added EP169
2285UnderlyingSettlRateIndexLocationSettlNdxLctn Added EP169
2286UnderlyingOptionExpirationDescExpDesc Added EP169
2287EncodedUnderlyingOptionExpirationDescLenEncExpDescLen Must be set if EncodedUnderlyingOptionExpirationDesc(2288) field is specified and must immediately precede it.Added EP169
2288EncodedUnderlyingOptionExpirationDescEncExpDesc Encoded (non-ASCII characters) representation of the UnderlyingOptionExpirationDesc(2286) field in the encoded format specified via the MessageEncoding(347) field.Added EP169
2007UnderlyingProductComplexProdCmplx Added EP161
2008UnderlyingSecurityGroupSecGrp Added EP161
2009UnderlyingSettleOnOpenFlagSettlOnOpenFlag Added EP161
2010UnderlyingAssignmentMethodAsgnMeth Added EP161
2011UnderlyingSecurityStatusStatus Added EP161
2012UnderlyingObligationTypeObligTyp Added EP161
2491UnderlyingAssetGroupAssetGrp Added EP192
2013UnderlyingAssetClassAssetClss Required if UnderlyingAssetSubClass(2014) is specified.Added EP161 Updated EP235
2014UnderlyingAssetSubClassAssetSubClss Required if UnderlyingAssetType(2015) is specified.Added EP161 Updated EP235
2015UnderlyingAssetTypeAssetTyp Required if UnderlyingAssetSubType(2744) is specified.Added EP161 Updated EP235
2744UnderlyingAssetSubTypeAsstSubTyp Added EP235
ComponentUnderlyingSecondaryAssetGrpScndryAsset Added EP161
ComponentUnderlyingAssetAttributeGrpAssetAttrb Added EP169
2016UnderlyingSwapClassSwapClss Added EP161
2289UnderlyingSwapSubClassSwapSubClss Added EP169
2017UnderlyingNthToDefaultNthDflt Conditionally required when UnderlyingMthToDefault(2018) is specified.Added EP161
2018UnderlyingMthToDefaultMthDflt Added EP161
2019UnderlyingSettledEntityMatrixSourceSettldMtrxSrc Added EP161
2020UnderlyingSettledEntityMatrixPublicationDateSettldMtrxDt Added EP161
2021UnderlyingStrikeMultiplierStrkMult Added EP161
2022UnderlyingStrikeValueStrkValu Added EP161
2290UnderlyingStrikeUnitOfMeasureStrkUOM Added EP169
2622UnderlyingStrikeIndexCurvePointStrkNdxPnt Added EP208
2291UnderlyingStrikeIndexStrkNdx Added EP169
2623UnderlyingStrikeIndexQuoteStrkNdxQte Added EP208
2292UnderlyingStrikeIndexSpreadStrkSpread Added EP169
2023UnderlyingStrikePriceDeterminationMethodStrkPxDtrmnMeth Added EP161
2024UnderlyingStrikePriceBoundaryMethodStrkPxBndryMeth When specified, UnderlyingPutOrCall(315), UnderlyingStrikePrice(316), and UnderlyingStrikePriceBoundaryPrecision(2025) must also be specified.Added EP161 Updated EP224
2025UnderlyingStrikePriceBoundaryPrecisionStrkPxBndryPrcsn Added EP161
2026UnderlyingMinPriceIncrementMinPxIncr Added EP161
2027UnderlyingMinPriceIncrementAmountMinPxIncrAmt Added EP161
2028UnderlyingOptPayoutTypeOptPayoutTyp Added EP161
2029UnderlyingOptPayoutAmountOptPayAmt Conditionally required if UnderlyingOptPayoutType(2028) = 3 (Binary).Added EP161 Updated EP169
2757UnderlyingReturnTriggerRtnTrgr Added EP238
2030UnderlyingPriceQuoteMethodPxQteMeth Added EP161
2031UnderlyingValuationMethodValMeth Added EP161
2293UnderlyingValuationSourceValSrc Added EP169
2294UnderlyingValuationReferenceModelValRefModel Added EP169
2032UnderlyingListMethodListMeth Added EP161
2033UnderlyingCapPriceCapPx Added EP161
2034UnderlyingFloorPriceFlrPx Added EP161
2035UnderlyingFlexibleIndicatorFlexInd Added EP161
2036UnderlyingFlexProductEligibilityIndicatorFlexProdElig Added EP161
2037UnderlyingPositionLimitPosLmt Added EP161
2038UnderlyingNTPositionLimitNTPosLmt Added EP161
2039UnderlyingPoolPool Added EP161
2040UnderlyingContractSettlMonthCSetMo Added EP161
2041UnderlyingDatedDateDated Added EP161
2042UnderlyingInterestAccrualDateIntAcrl Added EP161
2043UnderlyingShortSaleRestrictionShrtRstctn Added EP161
2044UnderlyingRefTickTableIDRefTickTblID Added EP161
41314UnderlyingProtectionTermXIDRefProtctnXIDRef Added EP161
41315UnderlyingSettlTermXIDRefSettlXIDRef Added EP161
ComponentUnderlyingComplexEventsCmplxEvnt Added EP161
2295UnderlyingStrategyTypeStrtTyp Added EP169
2296UnderlyingCommonPricingIndicatorCmnPxng Added EP169
2297UnderlyingSettlDisruptionProvisionSettlDsrptnProv Added EP169
2756UnderlyingDeliveryRouteOrCharterRteChrtr Added EP238
2298UnderlyingInstrumentRoundingDirectionRndDirctn Added EP169
2299UnderlyingInstrumentRoundingPrecisionRndPrcsn Added EP169
ComponentUnderlyingDateAdjustmentDtAdjmt Added EP161
ComponentUnderlyingPricingDateTimePxngDtTm Added EP169
ComponentUnderlyingMarketDisruptionMktDsrptn Added EP169
ComponentUnderlyingOptionExerciseOptExer Added EP169
ComponentUnderlyingStreamGrpStrm Added EP161
ComponentUnderlyingProvisionGrpProv Added EP187
ComponentUnderlyingAdditionalTermGrpAddtnlTrm Added EP187
ComponentUnderlyingProtectionTermGrpProtctnTrm Added EP187
ComponentUnderlyingCashSettlTermGrpCashSettlTrm Added EP187
ComponentUnderlyingPhysicalSettlTermGrpPhysSettlTrm Added EP187
ComponentUnderlyingRateSpreadScheduleRtSpreadSched Added EP208
ComponentUnderlyingDividendPayoutDividendPay Added EP208
ComponentUnderlyingExtraordinaryEventGrpExtrordEvnt Added EP208
2624UnderlyingExtraordinaryEventAdjustmentMethodExtrordEvntAdjMeth Added EP208
2625UnderlyingExchangeLookAlikeExchLookAlike Added EP208
2626UnderlyingAverageVolumeLimitationPercentageAvgLmtPctg Added EP208
2627UnderlyingAverageVolumeLimitationPeriodDaysAvgLmtDys Added EP208
2628UnderlyingDepositoryReceiptIndicatorDpstryRcptInd Added EP208
2629UnderlyingOpenUnitsOpnUnits Added EP208
2630UnderlyingBasketDivisorBsktDvsr Added EP208
2631UnderlyingInstrumentXIDXID Added EP208


Used in messages:
[DerivativeSecurityList][DerivativeSecurityListRequest][DerivativeSecurityListUpdateReport][OrderMassActionReport][OrderMassActionRequest][OrderMassCancelReport][OrderMassCancelRequest][OrderMassStatusRequest]

Used in components:
[PosUndInstrmtGrp][QuotSetAckGrp][QuotSetGrp][UndInstrmtCollGrp][UndInstrmtGrp]