The RelatedInstrumentGrp is a repeating component at the same hierarchical level as the Instrument component, describing relationships and linkages between the Instrument, UnderlyingInstrument and InstrumentLeg entries. If all instances of the UnderlyingInstrument in the message are true underliers of the Instrument then the RelatedInstrumentGrp component is not needed. If any instance of the UnderlyingInstrument has a different relationship, e.g. underlier of an InstrumentLeg, stream, equity equivalent or nearest exchange-traded contract or there are multiple instances of InstrumentLeg, then an entry for every relationship should be included in this component. When the RelatedInstrumentGrp appears within a repeating group, each entry only apply to the Instrument component at the same hierarchical level.
In messages, such as Email(35=C) and News(35=B), where Instrument and the InstrumentLeg are within their repeating groups, the RelatedInstrumentGrp component may be used to link legs and underliers to their appropriate base Instrument.
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Pedigree Added EP103
Updated EP201
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| Field or Component | Field Name | Abbr Name | Req'd | Comments | Pedigree |
|---|
| Repeating Group 1647 | NoRelatedInstruments | Added EP103 |
| 1648 | RelatedInstrumentType | InstrmtTyp | Conditionally required when NoRelatedInstruments > 0 | Added EP103 | |
| 1649 | RelatedSymbol | Sym | Either RelatedSymbol(1649) or RelatedSecurityID(1650) must be specified. For RelatedInstrumentType(1648)=1 ( hedges forinstrument) this would be the instrument being used to offset the option Instrument. If one of the related tofields is specified, this is the UnderlyingSymbol(311) of an underlying instrument defining the related security in the current message. | Added EP103 Updated EP187 | |
| 1650 | RelatedSecurityID | ID | Either RelatedSymbol(1649) or RelatedSecurityID(1650) must be specified. If one of the related tofields is specified, this is the UnderlyingSecurityID(309) of an underlying instrument defining the related security in the current message. | Added EP103 Updated EP187 | |
| 1651 | RelatedSecurityIDSource | Src | Conditionally required when RelatedSecurityID(1650) is specified. | Added EP103 Updated EP187 | |
| 1652 | RelatedSecurityType | SecTyp | May be omitted if RelatedSecurityID(1650) or RelatedSymbol(1649) refers to an underlying instrument in the current message. | Added EP103 Updated EP187 | |
| 1653 | RelatedMaturityMonthYear | MMY | May be omitted if RelatedSecurityID(1650) or RelatedSymbol(1649) refers to an underlying instrument in the current message. | Added EP103 Updated EP187 | |
| 2413 | RelatedToSecurityID | ReltdID | Mutually exclusive with RelatedToStreamXIDRef(2415) and RelatedToDividendPeriodXIDRef(2417). If correlation is with the security in Instrument component then all related tofields may be omitted. | Added EP187 Updated EP208 | |
| 2414 | RelatedToSecurityIDSource | ReltdIDSrc | Conditionally required when RelatedToSecurityID(2413) is specified. | Added EP187 | |
| 2415 | RelatedToStreamXIDRef | ReltdStrmXIDRef | Mutually exclusive with RelatedToSecurityID(2413) and RelatedToDividendPeriodXIDRef(2417). If correlation is with the security in Instrument component then all related tofields may be omitted. | Added EP187 Updated EP208 | |
| 2417 | RelatedToDividendPeriodXIDRef | XIDRef | Mutually exclusive with RelatedToSecurityID(2413) and RelatedToStreamXIDRef(2415). If correlation is with the security in Instrument component then all related tofields may be omitted. | Added EP208 |
| end Repeating Group |
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