Pedigree Added FIX.4.4
Expand Components | Collapse Components
| Field or Component | Field Name | Abbr Name | Req'd | Comments | Pedigree |
|---|
| Repeating Group 555 | NoLegs | Added FIX.4.4 Updated EP131 |
| Component(-) | InstrumentLeg | Leg | Required if NoLegs(555) > 0. | Added FIX.4.4 Updated EP131 |
| 600 | LegSymbol | Sym | Common, human understoodrepresentation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use [N/A]for products which do not have a symbol. Required if the InstrumentLeg component is marked as required where the component is used. | Added FIX.4.3 Updated EP277 | |
| 601 | LegSymbolSfx | Sfx | Added FIX.4.3 | ||
| 602 | LegSecurityID | ID | Added FIX.4.3 | ||
| 603 | LegSecurityIDSource | Src | Added FIX.4.3 | ||
| Component(-) | LegSecAltIDGrp | LegAID | Added FIX.4.4 |
| Repeating Group 604 | NoLegSecurityAltID | Added FIX.4.4 |
| 605 | LegSecurityAltID | SecAltID | Added FIX.4.4 | ||
| 606 | LegSecurityAltIDSource | SecAltIDSrc | Added FIX.4.4 | ||
| 2958 | LegSymbolPositionNumber | SymPosNum | Added EP273 |
| end Repeating Group |
| end Component |
| 1788 | LegID | LegID | Used for unique identification of the leg that can subsequently be used whenever a simple leg identification is sufficient. It can also serve as input value for LegRefID(654) whenever only a simple leg reference is allowed or needed. | Added EP131 | |
| 607 | LegProduct | Prod | Added FIX.4.3 | ||
| 1594 | LegSecurityGroup | SecGrp | Added EP107 | ||
| 608 | LegCFICode | CFI | Added FIX.4.3 | ||
| 2893 | LegUPICode | UPI | Added EP266 | ||
| 609 | LegSecurityType | SecTyp | Added FIX.4.3 | ||
| 764 | LegSecuritySubType | SecSubTyp | Added FIX.4.4 | ||
| 610 | LegMaturityMonthYear | MMY | Added FIX.4.3 | ||
| 611 | LegMaturityDate | Mat | Added FIX.4.3 | ||
| 1212 | LegMaturityTime | MatTm | Added EP-1 | ||
| 2986 | LegMaturityFrequencyUnit | MatFreqUnit | Conditionally required when LegMaturityFrequencyPeriod(2987) is specified. | Added EP287 | |
| 2987 | LegMaturityFrequencyPeriod | MatFreqPeriod | Conditionally required when LegMaturityFrequencyUnit(2986) is specified and the value is not EOM (End of Month) or F (Flexible). | Added EP287 | |
| 2146 | LegSettleOnOpenFlag | SettlOnOpenFlag | Added EP169 | ||
| 2147 | LegInstrmtAssignmentMethod | AsgnMeth | Added EP169 | ||
| 2148 | LegSecurityStatus | Status | Added EP169 | ||
| 248 | LegCouponPaymentDate | CpnPmt | Added FIX.4.3 | ||
| 2149 | LegRestructuringType | RestrctTyp | Added EP169 | ||
| 2150 | LegSeniority | Snrty | Added EP169 | ||
| 2151 | LegNotionalPercentageOutstanding | NotlPctOut | Added EP169 | ||
| 2152 | LegOriginalNotionalPercentageOutstanding | OrigNotlPctOut | Added EP169 | ||
| 2153 | LegAttachmentPoint | AttchPnt | Added EP169 | ||
| 2154 | LegDetachmentPoint | DetchPnt | Added EP169 | ||
| 2155 | LegObligationType | ObligTyp | Added EP169 | ||
| 2348 | LegAssetGroup | AssetGrp | Added EP192 | ||
| 2067 | LegAssetClass | AssetClss | Required if LegAssetSubClass(2068) is specified. | Added EP161 Updated EP235 | |
| 2068 | LegAssetSubClass | AssetSubClss | Required if LegAssetType(2069) is specified. | Added EP161 Updated EP235 | |
| 2069 | LegAssetType | AssetTyp | Required if LegAssetSubType(2739) is specified. | Added EP161 Updated EP235 | |
| 2739 | LegAssetSubType | AsstSubTyp | Added EP235 | ||
| Component(-) | LegSecondaryAssetGrp | ScndryAsset | Added EP161 |
| Repeating Group 2076 | NoLegSecondaryAssetClasses | Added EP161 |
| 2077 | LegSecondaryAssetClass | Clss | Required if NoLegSecondaryAssetClasses(2076) > 0. | Added EP161 | |
| 2078 | LegSecondaryAssetSubClass | SubClss | Required if LegSecondaryAssetType(2079) is specified. | Added EP161 Updated EP235 | |
| 2079 | LegSecondaryAssetType | Typ | Required if LegSecondaryAssetSubType(2743) is specified. | Added EP161 Updated EP235 | |
| 2743 | LegSecondaryAssetSubType | SubTyp | Added EP235 |
| end Repeating Group |
| end Component |
| Component(-) | LegAssetAttributeGrp | AssetAttrb | Added EP169 |
| Repeating Group 2308 | NoLegAssetAttributes | Added EP169 |
| 2309 | LegAssetAttributeType | Typ | Required if NoLegAssetAttributes(2308) > 0. | Added EP169 | |
| 2310 | LegAssetAttributeValue | Val | Added EP169 | ||
| 2311 | LegAssetAttributeLimit | Lmt | Added EP169 |
| end Repeating Group |
| end Component |
| 2070 | LegSwapClass | SwapClss | Added EP161 | ||
| 2156 | LegSwapSubClass | SwapSubClss | Added EP169 | ||
| 2157 | LegNthToDefault | NthDflt | Conditionally required when LegMthToDefault(2158) is specified. | Added EP169 | |
| 2158 | LegMthToDefault | MthDflt | Added EP169 | ||
| 2159 | LegSettledEntityMatrixSource | SettldMtrxSrc | Added EP169 | ||
| 2160 | LegSettledEntityMatrixPublicationDate | SettldMtrxDt | Added EP169 | ||
| 2161 | LegCouponType | CpnTyp | Added EP169 | ||
| 2162 | LegTotalIssuedAmount | TotAmt | Added EP169 | ||
| 2163 | LegCouponFrequencyPeriod | CpnPeriod | Conditionally required when LegCouponFreqUnit(2164) is specified. | Added EP169 | |
| 2164 | LegCouponFrequencyUnit | CpnUnit | Conditionally required when LegCouponFreqPeriod(2163) is specified. | Added EP169 | |
| 2165 | LegCouponDayCount | CpnDayCnt | Added EP169 | ||
| 2880 | LegCouponOtherDayCount | CpnOtherDayCnt | Added EP254 | ||
| 2166 | LegConvertibleBondEquityID | CnvrtBondEqtyID | Added EP169 | ||
| 2167 | LegConvertibleBondEquityIDSource | CnvrtBondEqtyIDSrc | Conditionally required when LegConvertibleBondEquityID(2166) is specified. | Added EP169 | |
| 2168 | LegContractPriceRefMonth | PxRefMo | Added EP169 | ||
| 2169 | LegLienSeniority | LienSnrty | Added EP169 | ||
| 2170 | LegLoanFacility | LoanFclty | Added EP169 | ||
| 2171 | LegReferenceEntityType | RefEntityTyp | Added EP169 | ||
| 2172 | LegIndexSeries | NdxSeries | Added EP169 | ||
| 2173 | LegIndexAnnexVersion | NdxAnxVer | Added EP169 | ||
| 2174 | LegIndexAnnexDate | NdxAnxDt | Added EP169 | ||
| 2175 | LegIndexAnnexSource | NdxAnxSrc | Added EP169 | ||
| 2176 | LegSettlRateIndex | SettlNdx | Added EP169 | ||
| 2177 | LegSettlRateIndexLocation | SettlNdxLctn | Added EP169 | ||
| 2178 | LegOptionExpirationDesc | ExpDesc | Added EP169 | ||
| 2179 | EncodedLegOptionExpirationDescLen | EncExpDescLen | Must be set if EncodedLegOptionExpirationDesc(2180) field is specified and must immediately precede it. | Added EP169 | |
| 2180 | EncodedLegOptionExpirationDesc | EncExpDesc | Encoded (non-ASCII characters) representation of the LegOptionExpirationDesc(2178) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 | |
| 249 | LegIssueDate | Issued | Added FIX.4.3 | ||
| 250 | LegRepoCollateralSecurityType | RepoCollSecTyp | Added FIX.4.3 Deprecated FIX.4.4 | ||
| 251 | LegRepurchaseTerm | RepoTrm | Added FIX.4.3 Deprecated FIX.4.4 | ||
| 252 | LegRepurchaseRate | RepoRt | Added FIX.4.3 Deprecated FIX.4.4 | ||
| 253 | LegFactor | Fctr | Added FIX.4.3 | ||
| 257 | LegCreditRating | CrdRtg | Added FIX.4.3 | ||
| 599 | LegInstrRegistry | Rgstry | Added FIX.4.3 | ||
| 596 | LegCountryOfIssue | Ctry | Added FIX.4.3 | ||
| 597 | LegStateOrProvinceOfIssue | StOrProvnc | Added FIX.4.3 | ||
| 598 | LegLocaleOfIssue | Lcl | Added FIX.4.3 | ||
| 254 | LegRedemptionDate | Redeem | Added FIX.4.3 Deprecated FIX.4.4 | ||
| 612 | LegStrikePrice | Strk | Added FIX.4.3 | ||
| 942 | LegStrikeCurrency | StrkCcy | Added FIX.4.4 | ||
| 2908 | LegStrikeCurrencyCodeSource | StrkCcySrc | Added EP273 | ||
| 2181 | LegStrikeMultiplier | StrkMult | Added EP169 | ||
| 2182 | LegStrikeValue | StrkValu | Added EP169 | ||
| 2183 | LegStrikeUnitOfMeasure | StrkUOM | Added EP169 | ||
| 2184 | LegStrikeIndex | StrkNdx | Added EP169 | ||
| 2604 | LegStrikeIndexCurvePoint | StrkNdxPnt | Added EP208 | ||
| 2185 | LegStrikeIndexSpread | StrkSpread | Added EP169 | ||
| 2605 | LegStrikeIndexQuote | StrkNdxQte | Added EP208 | ||
| 2186 | LegStrikePriceDeterminationMethod | StrkPxDtrmnMeth | Added EP169 | ||
| 2187 | LegStrikePriceBoundaryMethod | StrkPxBndryMeth | When specified, LegPutOrCall(1358), LegStrikePrice(612), and LegStrikePriceBoundaryPrecision(2188) must also be specified. | Added EP169 Updated EP224 | |
| 2188 | LegStrikePriceBoundaryPrecision | StrkPxBndryPrcsn | Added EP169 | ||
| 2189 | LegUnderlyingPriceDeterminationMethod | PxDtrmnMeth | Added EP169 | ||
| 613 | LegOptAttribute | OptA | Added FIX.4.3 | ||
| 614 | LegContractMultiplier | Cmult | Added FIX.4.3 | ||
| 1436 | LegContractMultiplierUnit | MultTyp | Added EP80 Updated EP179 | ||
| 2354 | LegTradingUnitPeriodMultiplier | TrdgUnitPeriodMult | Added EP179 | ||
| 1440 | LegFlowScheduleType | FlowSchedTyp | Added EP80 Updated EP179 | ||
| 2190 | LegMinPriceIncrement | MinPxIncr | Added EP169 | ||
| 2191 | LegMinPriceIncrementAmount | MinPxIncrAmt | Added EP169 | ||
| 999 | LegUnitOfMeasure | UOM | Added EP-1 | ||
| 1224 | LegUnitOfMeasureQty | UOMQty | Added EP-1 | ||
| 1720 | LegUnitOfMeasureCurrency | UOMCcy | Added EP122 | ||
| 2909 | LegUnitOfMeasureCurrencyCodeSource | UOMCcySrc | Added EP273 | ||
| 1421 | LegPriceUnitOfMeasure | PxUOM | Added EP-1 | ||
| 1422 | LegPriceUnitOfMeasureQty | PxUOMQty | Added EP-1 | ||
| 1721 | LegPriceUnitOfMeasureCurrency | PxUOMCcy | Added EP122 | ||
| 2910 | LegPriceUnitOfMeasureCurrencyCodeSource | PxUOMCcySrc | Added EP273 | ||
| 2192 | LegSettlMethod | SettlMeth | Added EP169 | ||
| 1001 | LegTimeUnit | TmUnit | Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) | Added EP-1 | |
| 1420 | LegExerciseStyle | ExerStyle | Added EP-1 | ||
| 2193 | LegOptPayoutType | OptPayoutTyp | Added EP169 | ||
| 2194 | LegOptPayoutAmount | OptPayAmt | Conditionally required if LegOptPayoutTyp(2193) = 3 (Binary). | Added EP169 | |
| 2755 | LegReturnTrigger | RtnTrgr | Added EP238 | ||
| 2195 | LegPriceQuoteMethod | PxQteMeth | Added EP169 | ||
| 2196 | LegValuationMethod | ValMeth | Added EP169 | ||
| 2197 | LegValuationSource | ValSrc | Added EP169 | ||
| 2198 | LegValuationReferenceModel | ValRefModel | Added EP169 | ||
| 1528 | LegPriceQuoteCurrency | PxQteCcy | Added EP107 | ||
| 2911 | LegPriceQuoteCurrencyCodeSource | PxQteCcySrc | Added EP273 | ||
| 2199 | LegListMethod | ListMeth | Added EP169 | ||
| 2200 | LegCapPrice | CapPx | Added EP169 | ||
| 2201 | LegFloorPrice | FlrPx | Added EP169 | ||
| 2202 | LegFlexibleIndicator | FlexInd | Added EP169 | ||
| 2203 | LegFlexProductEligibilityIndicator | FlexProdElig | Added EP169 | ||
| 615 | LegCouponRate | CpnRt | Added FIX.4.3 | ||
| 616 | LegSecurityExchange | Exch | Added FIX.4.3 | ||
| 2205 | LegPositionLimit | PosLmt | Added EP169 | ||
| 2206 | LegNTPositionLimit | NTPosLmt | Added EP169 | ||
| 617 | LegIssuer | Issr | Added FIX.4.3 | ||
| 618 | EncodedLegIssuerLen | EncLegIssrLen | Must be set if EncodedLegIssuer(618) field is specified and must immediately precede it. | Added FIX.4.3 Updated EP232 | |
| 619 | EncodedLegIssuer | EncLegIssr | Encoded (non-ASCII characters) representation of the LegIssuer(617) field in the encoded format specified via the MessageEncoding(347) field. | Added FIX.4.3 Updated EP232 | |
| 2740 | LegFinancialInstrumentShortName | ShrtName | Added EP235 | ||
| 2717 | LegFinancialInstrumentFullName | FullName | Added EP232 | ||
| 2718 | EncodedLegFinancialInstrumentFullNameLen | EncFullNameLen | Must be set if EncodedLegFinancialInstrumentFullName(2719) field is specified and must immediately precede it. | Added EP232 | |
| 2719 | EncodedLegFinancialInstrumentFullName | EncFullName | Encoded (non-ASCII characters) representation of the LegFinancialInstrumentFullName(2717) field in the encoded format specified via the MessageEncoding(347) field. | Added EP232 | |
| 620 | LegSecurityDesc | Desc | Added FIX.4.3 | ||
| 621 | EncodedLegSecurityDescLen | EncLegSecDescLen | Must be set if LegEncodedSecurityDesc(622) field is specified and must immediately precede it. | Added FIX.4.3 Updated EP232 | |
| 622 | EncodedLegSecurityDesc | EncLegSecDesc | Encoded (non-ASCII characters) representation of the LegSecurityDesc(620) field in the encoded format specified via the MessageEncoding(347) field. | Added FIX.4.3 Updated EP232 |
| Component(-) | LegSecurityXML | SecXML | Embedded XML document describing the leg instrument. | Added EP145 |
| 1871 | LegSecurityXMLLen | Must be provided if LegSecurityXML(1872) field is specified and must immediately precede it. | Added EP145 | ||
| 1872 | LegSecurityXML | SecXML | Added EP145 | ||
| 1873 | LegSecurityXMLSchema | Schema | Added EP145 |
| end Component |
| 2207 | LegCPProgram | CPPgm | Added EP169 | ||
| 2208 | LegCPRegType | CPRegTyp | Added EP169 | ||
| 623 | LegRatioQty | RatioQty | Specific to the <InstrumentLeg> (not in <Instrument>) | Added FIX.4.3 | |
| 624 | LegSide | Side | Specific to the <InstrumentLeg> (not in <Instrument>) | Added FIX.4.3 | |
| 556 | LegCurrency | Ccy | Specific to the <InstrumentLeg> (not in <Instrument>) | Added FIX.4.4 | |
| 2898 | LegCurrencyCodeSource | CcySrc | Added EP273 | ||
| 740 | LegPool | Pool | Identifies MBS / ABS pool | Added FIX.4.4 | |
| 739 | LegDatedDate | Dated | Added FIX.4.4 | ||
| 955 | LegContractSettlMonth | CSetMo | Added FIX.4.4 | ||
| 956 | LegInterestAccrualDate | IntAcrl | Added FIX.4.4 | ||
| 1358 | LegPutOrCall | PutCall | Used to express option right | Added EP-1 | |
| 2682 | LegInTheMoneyCondition | ITMCond | Used to express in-the-moneyness behavior in general terms for the option without the use of LegStrikePrice(612) and LegPutOrCall(1358). | Added EP224 | |
| 2686 | LegContraryInstructionEligibilityIndicator | CntraryInstEligInd | Added EP224 | ||
| 1017 | LegOptionRatio | LegOptionRatio | LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity. | Added EP-1 | |
| 566 | LegPrice | Px | Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price. | Added EP-1 | |
| Component(-) | LegEvntGrp | Evnt | Added EP161 |
| Repeating Group 2059 | NoLegEvents | Added EP161 |
| 2060 | LegEventType | Typ | Required if NoLegEvents(2059) > 0. | Added EP161 | |
| 2061 | LegEventDate | Dt | Conditionally required when LegEventTime(2062) is specified. | Added EP161 | |
| 2062 | LegEventTime | Tm | Added EP161 | ||
| 2063 | LegEventTimeUnit | TmUnit | Conditionally required when LegEventTimePeriod(2064) is specified. | Added EP161 | |
| 2064 | LegEventTimePeriod | TmPeriod | Conditionally required when LegEventTimeUnit(2063) is specified. | Added EP161 | |
| 2341 | LegEventMonthYear | MoYr | Added EP161 | ||
| 2065 | LegEventPx | Px | Added EP161 | ||
| 2066 | LegEventText | Txt | Added EP161 | ||
| 2074 | EncodedLegEventTextLen | EncTxtLen | Must be set if EncodedLegEventText(2075) field is specified and must immediately precede it. | Added EP161 | |
| 2075 | EncodedLegEventText | EncTxt | Encoded (non-ASCII characters) representation of the LegEventText(2066) field in the encoded format specified via the MessageEncoding(347) field. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | LegInstrumentParties | Pty | Added EP169 |
| Repeating Group 2254 | NoLegInstrumentParties | Repeating group below should contain unique combinations of LegInstrumentPartyID(2255), LegInstrumentPartyIDSource(2256) and LegInstrumentPartyRole(2257). | Added EP169 |
| 2255 | LegInstrumentPartyID | ID | Used to identify the source of PartyID. Required if LegInstrumentPartyIDSource(2256) is specified. Required if NoLegInstrumentParties(2254) > 0. | Added EP169 | |
| 2256 | LegInstrumentPartyIDSource | Src | Used to identify class source of LegInstrumentPartyID(2255) value (e.g. BIC). Required if LegInstrumentPartyID(2255) is specified. Required if NoLegInstrumentParties(2254) > 0. | Added EP169 | |
| 2257 | LegInstrumentPartyRole | R | Identifies the type of LegInstrumentPartyID(2255) (e.g. Executing Broker). Required if NoLegInstrumentParties(2254) > 0. | Added EP169 | |
| 2379 | LegInstrumentPartyRoleQualifier | Qual | Added EP179 | ||
| Component(-) | LegInstrumentPtysSubGrp | Sub | Repeating group of party sub-identifiers. | Added EP169 |
| Repeating Group 2258 | NoLegInstrumentPartySubIDs | Added EP169 |
| 2259 | LegInstrumentPartySubID | ID | Required if NoLegInstrumentPartySubIDs(2258) > 0. | Added EP169 | |
| 2260 | LegInstrumentPartySubIDType | Typ | Added EP169 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 2209 | LegShortSaleRestriction | ShrtRstctn | Added EP169 | ||
| Component(-) | LegComplexEvents | CmplxEvnt | Added EP169 |
| Repeating Group 2218 | NoLegComplexEvents | Added EP169 |
| 2219 | LegComplexEventType | Typ | Required if NoLegComplexEvents(2218)) > 0. | Added EP169 | |
| 2220 | LegComplexOptPayoutPaySide | OptPay | Added EP169 | ||
| 2221 | LegComplexOptPayoutReceiveSide | OptRcv | Added EP169 | ||
| 2222 | LegComplexOptPayoutUnderlier | OptUndlr | Added EP169 | ||
| 2223 | LegComplexOptPayoutAmount | OptPayAmt | Added EP169 | ||
| 2224 | LegComplexOptPayoutPercentage | OptPctage | Added EP169 | ||
| 2225 | LegComplexOptPayoutTime | OptTm | Added EP169 | ||
| 2226 | LegComplexOptPayoutCurrency | OptCcy | Added EP169 | ||
| 2944 | LegComplexOptPayoutCurrencyCodeSource | OptCcySrc | Added EP273 | ||
| 2227 | LegComplexEventPrice | Px | Added EP169 | ||
| 2228 | LegComplexEventPricePercentage | PxPctage | Added EP169 | ||
| 2229 | LegComplexEventPriceBoundaryMethod | PxBndryMeth | Added EP169 | ||
| 2230 | LegComplexEventPriceBoundaryPrecision | PxBndryPrcsn | Added EP169 | ||
| 2231 | LegComplexEventPriceTimeType | PxTmTyp | Added EP169 | ||
| 2232 | LegComplexEventCondition | Cond | Conditionally required when there are more than one LegComplexEvents occurrences. A chain of LegComplexEvents must be linked together through use of the LegComplexEventCondition(2232) in which the relationship between any two events is described. For any two LegComplexEvents the first occurrence will specify the LegComplexEventCondition(2232) which links it with the second event. | Added EP169 | |
| Component(-) | LegComplexEventDates | EvntDts | Added EP169 |
| Repeating Group 2250 | NoLegComplexEventDates | Added EP169 |
| 2251 | LegComplexEventStartDate | StartDt | Required if NoLegComplexEventDates(2250) > 0. | Added EP169 | |
| 2252 | LegComplexEventEndDate | EndDt | Required if NoLegComplexEventDates(2250) > 0. | Added EP169 | |
| Component(-) | LegComplexEventTimes | EvntTms | Added EP169 |
| Repeating Group 2253 | NoLegComplexEventTimes | Added EP169 |
| 2204 | LegComplexEventStartTime | StartTm | Required if NoLegComplexEventTimes(2253) > 0. | Added EP169 | |
| 2247 | LegComplexEventEndTime | EndTm | Required if NoLegComplexEventTimes(2253) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 2233 | LegComplexEventCurrencyOne | Ccy1 | Added EP169 | ||
| 2945 | LegComplexEventCurrencyOneCodeSource | Ccy1Src | Added EP273 | ||
| 2234 | LegComplexEventCurrencyTwo | Ccy2 | Added EP169 | ||
| 2946 | LegComplexEventCurrencyTwoCodeSource | Ccy2Src | Added EP273 | ||
| 2235 | LegComplexEventQuoteBasis | QteBasis | Added EP169 | ||
| 2236 | LegComplexEventFixedFXRate | Rt | Added EP169 | ||
| 2409 | LegComplexEventSpotRate | SpotRt | Added EP187 | ||
| 2410 | LegComplexEventForwardPoints | FwdPnts | Added EP187 | ||
| 2237 | LegComplexEventDeterminationMethod | Meth | Added EP169 | ||
| 2238 | LegComplexEventCalculationAgent | CalcAgent | Added EP169 | ||
| 2239 | LegComplexEventStrikePrice | StrkPx | Added EP169 | ||
| 2240 | LegComplexEventStrikeFactor | StrkFctr | Added EP169 | ||
| 2241 | LegComplexEventStrikeNumberOfOptions | StrkNum | Added EP169 | ||
| Component(-) | LegComplexEventRateSourceGrp | RtSrc | Added EP169 |
| Repeating Group 41382 | NoLegComplexEventRateSources | Added EP169 |
| 41383 | LegComplexEventRateSource | RtSrc | Required if NoLegComplexEventRateSources(41382) > 0. | Added EP169 | |
| 41384 | LegComplexEventRateSourceType | RtSrcTyp | Required if NoLegComplexEventRateSources(41382) > 0. | Added EP169 | |
| 41385 | LegComplexEventReferencePage | RefPg | Conditionally required when LegComplexEventRateSource(41383) = 99 (Other). | Added EP169 | |
| 41386 | LegComplexEvenReferencePageHeading | RefHdng | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | LegComplexEventRelativeDate | ReltvDt | Added EP169 |
| 41389 | LegComplexEventDateUnadjusted | DtUnadj | Added EP169 | ||
| 41390 | LegComplexEventDateRelativeTo | Reltv | Added EP169 | ||
| 41391 | LegComplexEventDateOffsetPeriod | OfstPeriod | Conditionally required when LegComplexEventDateOffsetUnit(41392) is specified. | Added EP169 | |
| 41392 | LegComplexEventDateOffsetUnit | OfstUnit | Conditionally required when LegComplexEventDateOffsetPeriod(41391) is specified. | Added EP169 | |
| 41393 | LegComplexEventDateOffsetDayType | OfstDayTyp | Added EP169 | ||
| 41394 | LegComplexEventDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to complex event dates. | Added EP169 | |
| Component(-) | LegComplexEventDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to complex event dates. | Added EP169 |
| Repeating Group 41387 | NoLegComplexEventDateBusinessCenters | Added EP169 |
| 41388 | LegComplexEventDateBusinessCenter | Ctr | Required if NoLegComplexEventDateBusinessCenters(41387) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41395 | LegComplexEventDateAdjusted | Dt | Added EP169 | ||
| 41396 | LegComplexEventFixingTime | FixngTm | Added EP169 | ||
| 41397 | LegComplexEventFixingTimeBusinessCenter | FixngBizCtr | Added EP169 |
| end Component |
| Component(-) | LegComplexEventPeriodGrp | Period | Added EP169 |
| Repeating Group 41379 | NoLegComplexEventPeriods | Added EP169 |
| 41380 | LegComplexEventPeriodType | Typ | Required if NoLegComplexEventPeriods(41379) > 0. | Added EP169 | |
| 41381 | LegComplexEventBusinessCenter | BizCtr | Added EP169 | ||
| Component(-) | LegComplexEventScheduleGrp | Sched | Added EP169 |
| Repeating Group 41400 | NoLegComplexEventSchedules | Added EP169 |
| 41401 | LegComplexEventScheduleStartDate | StartDt | Required if NoLegComplexEventScedules(41400) > 0. | Added EP169 | |
| 41402 | LegComplexEventScheduleEndDate | EndDt | Added EP169 | ||
| 41403 | LegComplexEventScheduleFrequencyPeriod | FreqPeriod | Conditionally required when LegComplexEventScheduleFrequencyUnit(41404) is specified. | Added EP169 | |
| 41404 | LegComplexEventScheduleFrequencyUnit | FreqUnit | Conditionally required when LegComplexEventScheduleFrequencyPeriod(41403) is specified. | Added EP169 | |
| 41405 | LegComplexEventScheduleRollConvention | Roll | When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the option expiration dates and times. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | LegComplexEventPeriodDateGrp | Dt | Added EP169 |
| Repeating Group 41376 | NoLegComplexEventPeriodDateTimes | Added EP169 |
| 41377 | LegComplexEventPeriodDate | Dt | Required if NoLegComplexEventPeriodDateTimes(41376) > 0. | Added EP169 | |
| 41378 | LegComplexEventPeriodTime | Tm | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | LegComplexEventAveragingObservationGrp | AvgngObsvtn | Added EP169 |
| Repeating Group 41363 | NoLegComplexEventAveragingObservations | Added EP169 |
| 41364 | LegComplexEventAveragingObservationNumber | ObsvtnNum | Required if NoLegComplexEventAveragingObservations(41363) > 0. | Added EP169 | |
| 41365 | LegComplexEventAveragingWeight | Wt | Added EP169 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 2242 | LegComplexEventCreditEventsXIDRef | CdtEvntXIDRef | Added EP169 | ||
| 2243 | LegComplexEventCreditEventNotifyingParty | NotifygPty | Added EP169 | ||
| 2244 | LegComplexEventCreditEventBusinessCenter | BizCtr | Added EP169 | ||
| 2245 | LegComplexEventCreditEventStandardSources | StdSrcs | Added EP169 | ||
| 2246 | LegComplexEventCreditEventMinimumSources | MinSrcs | Added EP169 | ||
| Component(-) | LegComplexEventCreditEventSourceGrp | EvntSrc | Added EP169 |
| Repeating Group 41398 | NoLegComplexEventCreditEventSources | Added EP169 |
| 41399 | LegComplexEventCreditEventSource | Src | Required if NoLegComplexEventCreditEventSources(41398) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | LegComplexEventCreditEventGrp | CrdEvnt | Added EP169 |
| Repeating Group 41366 | NoLegComplexEventCreditEvents | Added EP169 |
| 41367 | LegComplexEventCreditEventType | Typ | Required if NoLegComplexEventCreditEvents(41366) > 0. | Added EP169 | |
| 41368 | LegComplexEventCreditEventValue | Val | Added EP169 | ||
| 41369 | LegComplexEventCreditEventCurrency | Ccy | Added EP169 | ||
| 41370 | LegComplexEventCreditEventPeriod | Period | Conditionally required when LegComplexEventCreditEventUnit(41371) is specified. | Added EP169 | |
| 41371 | LegComplexEventCreditEventUnit | Unit | Conditionally required when LegComplexEventCreditEventPeriod(41370) is specified. | Added EP169 | |
| 41372 | LegComplexEventCreditEventDayType | DayTyp | Added EP169 | ||
| 41373 | LegComplexEventCreditEventRateSource | RtSrc | Added EP169 | ||
| Component(-) | LegComplexEventCreditEventQualifierGrp | Qual | Added EP169 |
| Repeating Group 41374 | NoLegComplexEventCreditEventQualifiers | Added EP169 |
| 41375 | LegComplexEventCreditEventQualifier | Qual | Required if NoLegComplexEventCreditEventQualifiers(41374) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 2608 | LegComplexEventFuturesPriceValuation | FutPxVal | Added EP208 | ||
| 2609 | LegComplexEventOptionsPriceValuation | OptPxVal | Added EP208 | ||
| 2610 | LegComplexEventPVFinalPriceElectionFallback | PVPxFallbck | Added EP208 | ||
| 2248 | LegComplexEventXID | XID | Added EP169 | ||
| 2249 | LegComplexEventXIDRef | XIDRef | Added EP169 |
| end Repeating Group |
| end Component |
| 2211 | LegStrategyType | StrtTyp | Added EP169 | ||
| 2212 | LegCommonPricingIndicator | CmnPxng | Added EP169 | ||
| 2213 | LegSettlDisruptionProvision | SettlDsrptnProv | Added EP169 | ||
| 2754 | LegDeliveryRouteOrCharter | RteChrtr | Added EP238 | ||
| 2214 | LegInstrumentRoundingDirection | RndDirctn | Added EP169 | ||
| 2215 | LegInstrumentRoundingPrecision | RndPrcsn | Added EP169 |
| Component(-) | LegDateAdjustment | DtAdjmt | Added EP161 |
| 40925 | LegBusinessDayConvention | BizDayCnvtn | Added EP161 | ||
| Component(-) | LegBusinessCenterGrp | BizCtr | Added EP161 |
| Repeating Group 40923 | NoLegBusinessCenters | Added EP161 |
| 40924 | LegBusinessCenter | Ctr | Required if NoLegBusinessCenters(40923) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40926 | LegDateRollConvention | Roll | Added EP161 |
| end Component |
| Component(-) | LegPricingDateTime | PxngDtTm | Added EP169 |
| 41609 | LegPricingDateUnadjusted | DtUnadj | Added EP169 | ||
| 41610 | LegPricingDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to the pricing dates. | Added EP169 | |
| Component(-) | LegPricingDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the pricing dates. | Added EP169 |
| Repeating Group 41607 | NoLegPricingDateBusinessCenters | Added EP169 |
| 41608 | LegPricingDateBusinessCenter | Ctr | Required if NoLegPricingDateBusinessCenters(41607) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41611 | LegPricingDateAdjusted | Dt | Added EP169 | ||
| 41612 | LegPricingTime | Tm | Added EP169 | ||
| 41613 | LegPricingTimeBusinessCenter | TmBizCtr | Added EP169 |
| end Component |
| Component(-) | LegMarketDisruption | MktDsrptn | Added EP169 |
| 41462 | LegMarketDisruptionProvision | Prov | Added EP169 | ||
| Component(-) | LegMarketDisruptionEventGrp | Evnt | Added EP169 |
| Repeating Group 41467 | NoLegMarketDisruptionEvents | Added EP169 |
| 41468 | LegMarketDisruptionEvent | Evnt | Required if NoLegMarketDisruptionEvents(41467) > 0. | Added EP169 | |
| 40223 | LegMarketDisruptionValue | Val | Added EP187 |
| end Repeating Group |
| end Component |
| 41463 | LegMarketDisruptionFallbackProvision | FallbckProv | Added EP169 | ||
| Component(-) | LegMarketDisruptionFallbackGrp | Fallbck | Added EP169 |
| Repeating Group 41469 | NoLegMarketDisruptionFallbacks | Added EP169 |
| 41470 | LegMarketDisruptionFallbackType | Typ | Required if NoLegMarketDisruptionFallbacks(41469) > 0. The sequence of entries specifies the order in which the fallback provisions should be applied. | Added EP169 | |
| 40990 | LegMarketDisruptionFallbackValue | Val | Added EP187 |
| end Repeating Group |
| end Component |
| Component(-) | LegMarketDisruptionFallbackReferencePriceGrp | FallbckRefPx | Added EP169 |
| Repeating Group 41471 | NoLegMarketDisruptionFallbackReferencePrices | Added EP169 |
| 41472 | LegMarketDisruptionFallbackUnderlierType | Typ | Required if NoLegMarketDisruptionFallbackReferencePrices(41471) > 0. | Added EP169 | |
| 41473 | LegMarketDisruptionFallbackUnderlierSecurityID | ID | Conditionally required when LegMarketDisruptionFallbackUnderlyerSecurityIDSource(41474) is specified. | Added EP169 | |
| 41474 | LegMarketDisruptionFallbackUnderlierSecurityIDSource | Src | Conditionally required when LegMarketDisruptionFallbackUnderlierSecurityID(41473) is specified. | Added EP169 | |
| 41475 | LegMarketDisruptionFallbackUnderlierSecurityDesc | Desc | Added EP169 | ||
| 41476 | EncodedLegMarketDisruptionFallbackUnderlierSecurityDescLen | EncDescLen | Must be set if EncodedLegMarketDisruptionFallbackUnderlierSecurityDesc(41477) field is specified and must immediately precede it. | Added EP169 | |
| 41477 | EncodedLegMarketDisruptionFallbackUnderlierSecurityDesc | EncDesc | Encoded (non-ASCII characters) representation of the LegMarketDisruptionFallbackUnderlierSecurityDesc(41475) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 | |
| 41478 | LegMarketDisruptionFallbackOpenUnits | OpnUnits | Added EP169 | ||
| 41479 | LegMarketDisruptionFallbackBasketCurrency | Ccy | Added EP169 | ||
| 41480 | LegMarketDisruptionFallbackBasketDivisor | Dvsr | Added EP169 |
| end Repeating Group |
| end Component |
| 41464 | LegMarketDisruptionMaximumDays | MaxDays | Added EP169 | ||
| 41465 | LegMarketDisruptionMaterialityPercentage | MtrltyPctage | If specified, the disruption event should be specified in LegMarketDisruptionEventGrp. | Added EP169 | |
| 41466 | LegMarketDisruptionMinimumFuturesContracts | MinCtrcts | Applicable only when LegMarketDisruptionEvent(41468)='DeMinimisTrading'. | Added EP169 |
| end Component |
| Component(-) | LegOptionExercise | OptExer | Added EP169 |
| 41481 | LegExerciseDesc | Desc | Added EP169 | ||
| 41482 | EncodedLegExerciseDescLen | EncDescLen | Must be set if EncodedLegExerciseDesc (41483) field is specified and must immediately precede it. | Added EP169 | |
| 41483 | EncodedLegExerciseDesc | EncDesc | Encoded (non-ASCII characters) representation of the LegExerciseDesc(41481) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 | |
| 41484 | LegAutomaticExerciseIndicator | AutoExerInd | Added EP169 | ||
| 41485 | LegAutomaticExerciseThresholdRate | AutoRt | Added EP169 | ||
| 41486 | LegExerciseConfirmationMethod | ExerCnfm | Added EP169 | ||
| 41487 | LegManualNoticeBusinessCenter | ManNtcBizCtr | Added EP169 | ||
| 41488 | LegFallbackExerciseIndicator | FallbckExerInd | Added EP169 | ||
| 41489 | LegLimitRightToConfirmIndicator | LtdRightCnfmInd | Added EP169 | ||
| 41490 | LegExerciseSplitTicketIndicator | ExerSplitTktInd | Added EP169 | ||
| 42391 | LegSettlMethodElectingPartySide | SettlMethElctngSide | Added EP208 |
| Component(-) | LegSettlMethodElectionDate | SettlMethDt | Added EP208 |
| 42574 | LegSettlMethodElectionDateUnadjusted | DtUnadj | Added EP208 | ||
| 42575 | LegSettlMethodElectionDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to LegOptionExercise. | Added EP208 | |
| Component(-) | LegSettlMethodElectionDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to LegOptionExercise. | Added EP208 |
| Repeating Group 42581 | NoLegSettlMethodElectionDateBusinessCenters | Added EP208 |
| 42582 | LegSettlMethodElectionDateBusinessCenter | Ctr | Required if NoLegSettlMethodElectionDateBusinessCenters(42581) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42576 | LegSettlMethodElectionDateRelativeTo | Reltv | Added EP208 | ||
| 42577 | LegSettlMethodElectionDateOffsetPeriod | OfstPeriod | Conditionally required when LegSettlMethodElectionDateOffsetUnit(42578) is specified. | Added EP208 | |
| 42578 | LegSettlMethodElectionDateOffsetUnit | OfstUnit | Conditionally required when LegSettlMethodElectionDateOffsetPeriod(42577) is specified. | Added EP208 | |
| 42579 | LegSettlMethodElectionDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42580 | LegSettlMethodElectionDateAdjusted | Dt | Added EP208 |
| end Component |
| Component(-) | LegOptionExerciseDates | Dts | Added EP169 |
| 41493 | LegOptionExerciseBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of option exercise dates. | Added EP169 | |
| Component(-) | LegOptionExerciseBusinessCenterGrp | BizCtr | Added EP169 |
| Repeating Group 41491 | NoLegOptionExerciseBusinessCenters | Added EP169 |
| 41492 | LegOptionExerciseBusinessCenter | Ctr | Required if NoLegOptionExerciseBusinessCenters(41491) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | LegOptionExerciseDateGrp | Dt | Added EP169 |
| Repeating Group 41512 | NoLegOptionExerciseDates | Added EP169 |
| 41513 | LegOptionExerciseDate | Dt | Required if NoLegOptionExerciseDates(41512) > 0. | Added EP169 | |
| 41514 | LegOptionExerciseDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| end Repeating Group |
| end Component |
| 41494 | LegOptionExerciseEarliestDateOffsetDayType | ErlstOfstDayTyp | Added EP169 | ||
| 41495 | LegOptionExerciseEarliestDateOffsetPeriod | ErlstOfstPeriod | Conditionally required when LegOptionExerciseEarliestDateUnit(41496) is specified. | Added EP169 | |
| 41496 | LegOptionExerciseEarliestDateOffsetUnit | ErlstOfstUnit | Conditionally required when LegOptionExerciseEarliestDatePeriod(41495) is specified. | Added EP169 | |
| 41497 | LegOptionExerciseFrequencyPeriod | FreqPeriod | Conditionally required when LegOptionExerciseFrequencyUnit(41498) is specified. | Added EP169 | |
| 41498 | LegOptionExerciseFrequencyUnit | FreqUnit | Conditionally required when LegOptionExerciseFequencyPeriod(41497) is specified. | Added EP169 | |
| 41499 | LegOptionExerciseStartDateUnadjusted | StartDtUnadj | Added EP169 | ||
| 41500 | LegOptionExerciseStartDateRelativeTo | StartDtReltv | Added EP169 | ||
| 41501 | LegOptionExerciseStartDateOffsetPeriod | StartDtOfstPeriod | Conditionally required when LegOptionExerciseStartDateOffsetUnit(41502) is specified. | Added EP169 | |
| 41502 | LegOptionExerciseStartDateOffsetUnit | StartDtOfstUnit | Conditionally required when LegOptionExerciseStartDateOffsetPeriod(41501) is specified. | Added EP169 | |
| 41503 | LegOptionExerciseStartDateOffsetDayType | StartDtOfstDayTyp | Added EP169 | ||
| 41504 | LegOptionExerciseStartDateAdjusted | StartDt | Added EP169 | ||
| 41505 | LegOptionExerciseSkip | Skip | Added EP169 | ||
| 41506 | LegOptionExerciseNominationDeadline | NomntnDdln | Added EP169 | ||
| 41507 | LegOptionExerciseFirstDateUnadjusted | FirstDtUnadj | Added EP169 | ||
| 41508 | LegOptionExerciseLastDateUnadjusted | LastDtUnadj | Added EP169 | ||
| 41509 | LegOptionExerciseEarliestTime | ErlstTm | Added EP169 | ||
| 41510 | LegOptionExerciseLatestTime | LtstTm | Added EP169 | ||
| 41511 | LegOptionExerciseTimeBusinessCenter | TmBizCtr | Added EP169 |
| end Component |
| Component(-) | LegOptionExerciseExpiration | Exp | Added EP169 |
| 41517 | LegOptionExerciseExpirationDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the option exercise expiration date. | Added EP169 | |
| Component(-) | LegOptionExerciseExpirationDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the option exercise expiration date. | Added EP169 |
| Repeating Group 41515 | NoLegOptionExerciseExpirationDateBusinessCenters | Added EP169 |
| 41516 | LegOptionExerciseExpirationDateBusinessCenter | Ctr | Required if NoLegOptionExerciseExpirationDateBusinessCenters(41515) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | LegOptionExerciseExpirationDateGrp | Dt | Added EP169 |
| Repeating Group 41527 | NoLegOptionExerciseExpirationDates | Added EP169 |
| 41528 | LegOptionExerciseExpirationDate | Dt | Required if NoLegOptionExerciseExpirationDates(41527) > 0. | Added EP169 | |
| 41529 | LegOptionExerciseExpirationDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| end Repeating Group |
| end Component |
| 41518 | LegOptionExerciseExpirationDateRelativeTo | Reltv | Added EP169 | ||
| 41519 | LegOptionExerciseExpirationDateOffsetPeriod | OfstPeriod | Conditionally required when LegOptionExerciseExpirationDateOffsetUnit(41520) is specified. | Added EP169 | |
| 41520 | LegOptionExerciseExpirationDateOffsetUnit | OfstUnit | Conditionally required when LegOptionExerciseExpirationDateOffsetPeriod(41519) is specified. | Added EP169 | |
| 41521 | LegOptionExerciseExpirationFrequencyPeriod | FreqPeriod | Conditionally required when LegOptionExerciseExpirationFrequencyUnit(41522) is specified. | Added EP169 | |
| 41522 | LegOptionExerciseExpirationFrequencyUnit | FreqUnit | Conditionally required when LegOptionExerciseExpirationFrequencyPeriod(41521) is specified. | Added EP169 | |
| 41523 | LegOptionExerciseExpirationRollConvention | Roll | When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the option expiration date. | Added EP169 | |
| 41524 | LegOptionExerciseExpirationDateOffsetDayType | OfstDayTyp | Added EP169 | ||
| 41525 | LegOptionExerciseExpirationTime | Tm | Added EP169 | ||
| 41526 | LegOptionExerciseExpirationTimeBusinessCenter | TmBizCtr | Added EP169 |
| end Component |
| Component(-) | LegOptionExerciseMakeWholeProvision | MakeWhole | Added EP208 |
| 42392 | LegMakeWholeDate | Dt | Added EP208 | ||
| 42393 | LegMakeWholeAmount | Amt | Added EP208 | ||
| 42394 | LegMakeWholeBenchmarkCurveName | Name | Added EP208 | ||
| 42395 | LegMakeWholeBenchmarkCurvePoint | Point | Added EP208 | ||
| 42396 | LegMakeWholeRecallSpread | Spread | Added EP208 | ||
| 42397 | LegMakeWholeBenchmarkQuote | Qte | Added EP208 | ||
| 42398 | LegMakeWholeInterpolationMethod | IntrpltnMeth | Added EP208 |
| end Component |
| end Component |
| Component(-) | LegStreamGrp | Strm | Added EP161 |
| Repeating Group 40241 | NoLegStreams | Added EP161 |
| 40242 | LegStreamType | Typ | Required if NoLegStreams(40241) > 0. | Added EP161 | |
| 41700 | LegStreamXID | XID | Added EP169 | ||
| 40243 | LegStreamDesc | Desc | Added EP161 | ||
| 42583 | LegStreamVersion | Ver | Added EP208 | ||
| 42584 | LegStreamVersionEffectiveDate | VerEfctvDt | Added EP208 | ||
| 40244 | LegStreamPaySide | PaySide | Added EP161 | ||
| 40245 | LegStreamReceiveSide | RcvSide | Added EP161 | ||
| 41702 | LegStreamNotionalXIDRef | NotlXIDRef | Added EP169 | ||
| 40246 | LegStreamNotional | Notl | Added EP161 | ||
| 40247 | LegStreamCurrency | Ccy | Added EP161 | ||
| 42585 | LegStreamNotionalDeterminationMethod | NotlDtrmnMeth | Added EP208 | ||
| 42586 | LegStreamNotionalAdjustments | NotlAdjmts | Added EP208 | ||
| 41703 | LegStreamNotionalFrequencyPeriod | NotlPeriod | Conditionally required when LegStreamNotionalFrequencyUnit(41704) is specified. | Added EP169 | |
| 41704 | LegStreamNotionalFrequencyUnit | NotlUnit | Conditionally required when LegStreamNotionalFrequencyPeriod(41703) is specified. | Added EP169 | |
| 41705 | LegStreamNotionalCommodityFrequency | NotlFreq | Added EP169 | ||
| 41706 | LegStreamNotionalUnitOfMeasure | NotlUOM | Added EP169 | ||
| 41707 | LegStreamTotalNotional | TotNotl | Added EP169 | ||
| 41708 | LegStreamTotalNotionalUnitOfMeasure | TotNotlUOM | Added EP169 |
| Component(-) | LegStreamCommodity | Cmdty | Added EP169 |
| 41648 | LegStreamCommodityBase | Base | Added EP169 | ||
| 41649 | LegStreamCommodityType | CmdtyTyp | Added EP169 | ||
| 41650 | LegStreamCommoditySecurityID | ID | Conditionally required when LegStreamCommoditySecurityIDSource(41651) is specified. | Added EP169 | |
| 41651 | LegStreamCommoditySecurityIDSource | Src | Conditionally required when LegStreamCommoditySecurityID(41650) is specified. | Added EP169 | |
| Component(-) | LegStreamCommodityAltIDGrp | AID | Added EP169 |
| Repeating Group 41674 | NoLegStreamCommodityAltIDs | Added EP169 |
| 41675 | LegStreamCommodityAltID | AltID | Required if NoLegStreamCommodityAltIDs(41674) > 0. | Added EP169 | |
| 41676 | LegStreamCommodityAltIDSource | AltIDSrc | Required if NoLegStreamCommodityAltIDs(41674) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41652 | LegStreamCommodityDesc | Desc | Added EP169 | ||
| 41653 | EncodedLegStreamCommodityDescLen | EncDescLen | Must be set if EncodedLegStreamCommodityDesc(41654) field is specified and must immediately precede it. | Added EP169 | |
| 41654 | EncodedLegStreamCommodityDesc | EncDesc | Encoded (non-ASCII characters) representation of the LegStreamCommodityDesc(41652) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 | |
| 42588 | LegStreamCommodityDeliveryPricingRegion | DlvryPxngRgn | May be used to specify the delivery or pricing region of a non-standard commodity swap contract (e.g. when InstrAttribType(871)=38 (US standard contract indicator) and InstrAttribValue(872)=N). | Added EP193 | |
| Component(-) | LegStreamAssetAttributeGrp | AssetAttrb | Added EP169 |
| Repeating Group 41452 | NoLegStreamAssetAttributes | Added EP169 |
| 41453 | LegStreamAssetAttributeType | Typ | Required if NoLegStreamAssetAttributes(41452) > 0. | Added EP169 | |
| 41454 | LegStreamAssetAttributeValue | Val | Added EP169 | ||
| 41455 | LegStreamAssetAttributeLimit | Lmt | Added EP169 |
| end Repeating Group |
| end Component |
| 41655 | LegStreamCommodityUnitOfMeasure | UOM | Added EP169 | ||
| 41656 | LegStreamCommodityCurrency | Ccy | Added EP169 | ||
| 41657 | LegStreamCommodityExchange | Exch | Added EP169 | ||
| 41658 | LegStreamCommodityRateSource | RtSrc | Added EP169 | ||
| 41659 | LegStreamCommodityRateReferencePage | RefPg | Added EP169 | ||
| 41660 | LegStreamCommodityRateReferencePageHeading | RefHdng | Added EP169 | ||
| 41661 | LegStreamDataProvider | DataPrvdr | Added EP169 | ||
| Component(-) | LegStreamCommodityDataSourceGrp | DataSrc | Added EP169 |
| Repeating Group 41677 | NoLegStreamCommodityDataSources | Added EP169 |
| 41678 | LegStreamCommodityDataSourceID | ID | Required if NoLegStreamCommodityDataSources(41677) > 0. | Added EP169 | |
| 41679 | LegStreamCommodityDataSourceIDType | Typ | Required if NoLegStreamCommodityDataSources(41677) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41662 | LegStreamCommodityPricingType | PxngTyp | Added EP169 | ||
| 41663 | LegStreamCommodityNearbySettlDayPeriod | Period | Conditionally required when LegStreamCommodityNearbySettlDayUnit(41664) is specified. | Added EP169 | |
| 41664 | LegStreamCommodityNearbySettlDayUnit | Unit | Conditionally required when LegStreamCommodityNearbySettlDayPeriod(41663) is specified. | Added EP169 | |
| 41665 | LegStreamCommoditySettlDateUnadjusted | DtUnadj | Added EP169 | ||
| 41666 | LegStreamCommoditySettlDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the settlement date. | Added EP169 | |
| Component(-) | LegStreamCommoditySettlBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the settlement date. | Added EP169 |
| Repeating Group 41646 | NoLegStreamCommoditySettlBusinessCenters | Added EP169 |
| 41647 | LegStreamCommoditySettlBusinessCenter | Ctr | Required if NoLegStreamCommoditySettlementBusinessCenters(41646) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41667 | LegStreamCommoditySettlDateAdjusted | Dt | Added EP169 | ||
| 41668 | LegStreamCommoditySettlMonth | Mo | Added EP169 | ||
| 41669 | LegStreamCommoditySettlDateRollPeriod | RollPeriod | Conditionally required when LegStreamCommoditySettlDateRollUnit(41670) is specified. | Added EP169 | |
| 41670 | LegStreamCommoditySettlDateRollUnit | RollUnit | Conditionally required when LegStreamCommoditySettlDateRollPeriod(41669) is specified. | Added EP169 | |
| 41671 | LegStreamCommoditySettlDayType | DayTyp | Added EP169 | ||
| Component(-) | LegStreamCommoditySettlPeriodGrp | SettlPeriod | Added EP169 |
| Repeating Group 41686 | NoLegStreamCommoditySettlPeriods | Added EP169 |
| 41687 | LegStreamCommoditySettlCountry | Ctry | Required if NoLegStreamCommoditySettlPeriods(41686) > 0. | Added EP169 | |
| 41688 | LegStreamCommoditySettlTimeZone | TZ | Added EP169 | ||
| 41689 | LegStreamCommoditySettlFlowType | FlowTyp | Added EP169 | ||
| 41690 | LegStreamCommoditySettlPeriodNotional | Notl | Added EP169 | ||
| 41691 | LegStreamCommoditySettlPeriodNotionalUnitOfMeasure | NotlUOM | Added EP169 | ||
| 41692 | LegStreamCommoditySettlPeriodFrequencyPeriod | FreqPeriod | Conditionally required when LegStreamCommoditySettlPeriodFrequencyUnit(41693) is specified. | Added EP169 | |
| 41693 | LegStreamCommoditySettlPeriodFrequencyUnit | FreqUnit | Conditionally required when LegStreamCommoditySettlPeriodFrequencyPeriod(41692) is specified. | Added EP169 | |
| 41694 | LegStreamCommoditySettlPeriodPrice | Px | Added EP169 | ||
| 41695 | LegStreamCommoditySettlPeriodPriceUnitOfMeasure | PxUOM | Added EP169 | ||
| 41696 | LegStreamCommoditySettlPeriodPriceCurrency | PxCcy | Added EP169 | ||
| 41697 | LegStreamCommoditySettlHolidaysProcessingInstruction | Holidays | Added EP169 | ||
| Component(-) | LegStreamCommoditySettlDayGrp | Day | Added EP169 |
| Repeating Group 41680 | NoLegStreamCommoditySettlDays | Added EP169 |
| 41681 | LegStreamCommoditySettlDay | Day | Required if NoLegStreamCommoditySettlementDays(41680) > 0. | Added EP169 | |
| 41682 | LegStreamCommoditySettlTotalHours | TotHrs | Added EP169 | ||
| Component(-) | LegStreamCommoditySettlTimeGrp | Tm | Added EP169 |
| Repeating Group 41683 | NoLegStreamCommoditySettlTimes | Added EP169 |
| 41684 | LegStreamCommoditySettlStart | Start | Required if NoLegStreamCommoditySettlTimes(41683) > 0. | Added EP169 | |
| 41685 | LegStreamCommoditySettlEnd | End | Required if NoLegStreamCommoditySettlTimes(41683) > 0. | Added EP169 | |
| 41935 | LegStreamCommoditySettlTimeType | Typ | May be defaulted to market convention or bilaterally agreed if not specified. | Added EP169 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 41698 | LegStreamCommoditySettlPeriodXID | XID | Added EP169 | ||
| 41699 | LegStreamCommoditySettlPeriodXIDRef | XIDRef | Added EP169 |
| end Repeating Group |
| end Component |
| 41672 | LegStreamCommodityXID | XID | Added EP169 | ||
| 41673 | LegStreamCommodityXIDRef | XIDRef | Added EP169 |
| end Component |
| Component(-) | LegStreamEffectiveDate | EfctvDt | Added EP161 |
| 40249 | LegStreamEffectiveDateUnadjusted | DtUnadj | Added EP161 | ||
| 40250 | LegStreamEffectiveDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream effective date. | Added EP161 | |
| Component(-) | LegStreamEffectiveDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream stream effective date. | Added EP161 |
| Repeating Group 40942 | NoLegStreamEffectiveDateBusinessCenters | Added EP161 |
| 40251 | LegStreamEffectiveDateBusinessCenter | BizCtr | Required if NoLegStreamEffectiveDateBusinessCenters(40942) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40252 | LegStreamEffectiveDateRelativeTo | Reltv | Added EP161 | ||
| 40253 | LegStreamEffectiveDateOffsetPeriod | OfstPeriod | Conditionally required when LegPaymentStreamEffectiveDateOffsetUnit(40254) is specified. | Added EP161 | |
| 40254 | LegStreamEffectiveDateOffsetUnit | OfstUnit | Conditionally required when LegPaymentStreamEffectiveDateOffsetPeriod(40253) is specified. | Added EP161 | |
| 40255 | LegStreamEffectiveDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40256 | LegStreamEffectiveDateAdjusted | Dt | Added EP161 |
| end Component |
| Component(-) | LegStreamTerminationDate | TrmtnDt | Added EP161 |
| 40257 | LegStreamTerminationDateUnadjusted | DtUnadj | Added EP161 | ||
| 40258 | LegStreamTerminationDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream termination date. | Added EP161 | |
| Component(-) | LegStreamTerminationDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream termination date. | Added EP161 |
| Repeating Group 40943 | NoLegStreamTerminationDateBusinessCenters | Added EP161 |
| 40259 | LegStreamTerminationDateBusinessCenter | Ctr | Required if NoLegStreamTerminationDateBusinessCenters(40943) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40260 | LegStreamTerminationDateRelativeTo | Reltv | Added EP161 | ||
| 40261 | LegStreamTerminationDateOffsetPeriod | OfstPeriod | Conditionally required when LegStreamTerminationDateOffsetUnit(40262) is specified. | Added EP161 | |
| 40262 | LegStreamTerminationDateOffsetUnit | OfstUnit | Conditionally required when LegStreamTerminationDateOffsetPeriod(40261) is specified. | Added EP161 | |
| 40263 | LegStreamTerminationDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40264 | LegStreamTerminationDateAdjusted | Dt | Added EP161 |
| end Component |
| Component(-) | LegStreamCalculationPeriodDates | CalcDts | Added EP161 |
| 41641 | LegStreamCalculationPeriodDatesXID | XID | Added EP169 | ||
| 41642 | LegStreamCalculationPeriodDatesXIDRef | XIDRef | Added EP169 | ||
| 40265 | LegStreamCalculationPeriodBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream calculation period dates. | Added EP161 Updated EP169 | |
| Component(-) | LegStreamCalculationPeriodBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream calculation period dates. | Added EP161 |
| Repeating Group 40940 | NoLegStreamCalculationPeriodBusinessCenters | Added EP161 |
| 40266 | LegStreamCalculationPeriodBusinessCenter | Ctr | Required if NoLegStreamCalculationPeriodBusinessCenters(40940) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | LegStreamCalculationPeriodDateGrp | CalcDt | Added EP169 |
| Repeating Group 41638 | NoLegStreamCalculationPeriodDates | Added EP169 |
| 41639 | LegStreamCalculationPeriodDate | Dt | Required if NoLegStreamCalculationPeriodDates(41638) > 0. | Added EP169 | |
| 41640 | LegStreamCalculationPeriodDateType | Typ | Added EP169 |
| end Repeating Group |
| end Component |
| 40267 | LegStreamFirstPeriodStartDateUnadjusted | FirstStartDtUnadj | Added EP161 | ||
| 40268 | LegStreamFirstPeriodStartDateBusinessDayConvention | FirstStartDtBizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream calculation period dates. | Added EP161 | |
| Component(-) | LegStreamFirstPeriodStartDateBusinessCenterGrp | FirstStartDtBizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream calculation period dates. | Added EP161 |
| Repeating Group 40941 | NoLegStreamFirstPeriodStartDateBusinessCenters | Added EP161 |
| 40269 | LegStreamFirstPeriodStartDateBusinessCenter | Ctr | Required if NoLegStreamFirstPeriodStartDateBusinessCenters(40941) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40270 | LegStreamFirstPeriodStartDateAdjusted | FirstStartDt | Added EP161 | ||
| 40271 | LegStreamFirstRegularPeriodStartDateUnadjusted | FirstReglrStartDtUnadj | Added EP161 | ||
| 40272 | LegStreamFirstCompoundingPeriodEndDateUnadjusted | FirstCmpndgEndDtUnadj | Added EP161 | ||
| 40273 | LegStreamLastRegularPeriodEndDateUnadjusted | LastReglrEndDtUnadj | Added EP161 | ||
| 40274 | LegStreamCalculationFrequencyPeriod | FreqPeriod | Conditionally required when LegStreamCalculationFrequencyUnit(40275) is specified. | Added EP161 | |
| 40275 | LegStreamCalculationFrequencyUnit | FreqUnit | Conditionally required when LegStreamCalculationFrequencyPeriod(40274) is specified. | Added EP161 | |
| 40276 | LegStreamCalculationRollConvention | Roll | When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream calculation period dates. | Added EP161 | |
| 41643 | LegStreamCalculationBalanceOfFirstPeriod | BalFirst | Added EP169 | ||
| 41644 | LegStreamCalculationCorrectionPeriod | CrrctnPeriod | Conditionally required when LegStreamCalculationCorrectionUnit(41645) is specified. | Added EP169 | |
| 41645 | LegStreamCalculationCorrectionUnit | CrrctnUnit | Conditionally required when LegStreamCalculationCorrectionPeriod(41644) is specified. | Added EP169 |
| end Component |
| Component(-) | LegPaymentStream | PmtStrm | Added EP161 |
| Component(-) | LegPaymentStreamPaymentDates | PmtDts | Added EP161 |
| 40292 | LegPaymentStreamPaymentDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream. | Added EP161 | |
| Component(-) | LegPaymentStreamPaymentDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream. | Added EP161 |
| Repeating Group 40930 | NoLegPaymentStreamPaymentDateBusinessCenters | Added EP161 |
| 40293 | LegPaymentStreamPaymentDateBusinessCenter | Ctr | Requirend if NoLegPaymentStreamPaymentDateBusinessCenters(40930) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | LegPaymentStreamPaymentDateGrp | PmtDt | Added EP169 |
| Repeating Group 41589 | NoLegPaymentStreamPaymentDates | Added EP169 |
| 41590 | LegPaymentStreamPaymentDate | Dt | Required if NoLegPaymentStreamPaymentDates(41589) > 0. | Added EP169 | |
| 41591 | LegPaymentStreamPaymentDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| end Repeating Group |
| end Component |
| 40294 | LegPaymentStreamPaymentFrequencyPeriod | FreqPeriod | Conditionally required when LegPaymentStreamPaymentFrequencyUnit(40295) is specified. | Added EP161 | |
| 40295 | LegPaymentStreamPaymentFrequencyUnit | FreqUnit | Conditionally required when LegPaymentStreamFrequencyPeriod(40294) is specified. | Added EP161 | |
| 40296 | LegPaymentStreamPaymentRollConvention | Roll | When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream payment dates. | Added EP161 | |
| 40297 | LegPaymentStreamFirstPaymentDateUnadjusted | FirstDtUnadj | Added EP161 | ||
| 40298 | LegPaymentStreamLastRegularPaymentDateUnadjusted | LastReglrDtUnadj | Added EP161 | ||
| 40299 | LegPaymentStreamPaymentDateRelativeTo | Reltv | Added EP161 | ||
| 40300 | LegPaymentStreamPaymentDateOffsetPeriod | OfstPeriod | Conditionally required when LegPaymentStreamPaymentDateOffsetUnit(40301) is specified. | Added EP161 Updated EP208 | |
| 40301 | LegPaymentStreamPaymentDateOffsetUnit | OfstUnit | Conditionally required when LegPaymentStreamPaymentDateOffsetPeriod(40300) is specified. | Added EP161 Updated EP208 | |
| 40302 | LegPaymentStreamPaymentDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 41592 | LegPaymentStreamMasterAgreementPaymentDatesIndicator | MADts | Added EP169 |
| Component(-) | LegPaymentStreamFinalPricePaymentDate | FnlPxPmt | Added EP208 |
| 42453 | LegPaymentStreamFinalPricePaymentDateUnadjusted | DtUnadj | Added EP208 | ||
| 42454 | LegPaymentStreamFinalPricePaymentDateRelativeTo | Reltv | Added EP208 | ||
| 42455 | LegPaymentStreamFinalPricePaymentDateOffsetPeriod | OfstPeriod | Conditionally required when LegPaymentStreamFinalPricePaymentDateOffsetUnit(42456) is specified. | Added EP208 | |
| 42456 | LegPaymentStreamFinalPricePaymentDateOffsetUnit | OfstUnit | Conditionally required when LegPaymentStreamFinalPricePaymentDateOffsetPeriod(42455) is specified. | Added EP208 | |
| 42457 | LegPaymentStreamFinalPricePaymentDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42458 | LegPaymentStreamFinalPricePaymentDateAdjusted | Dt | Added EP208 |
| end Component |
| end Component |
| Component(-) | LegPaymentStreamResetDates | ResetDts | Added EP161 |
| 40303 | LegPaymentStreamResetDateRelativeTo | Reltv | Added EP161 | ||
| 40304 | LegPaymentStreamResetDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream reset dates. | Added EP161 | |
| Component(-) | LegPaymentStreamResetDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream reset dates. | Added EP161 |
| Repeating Group 40931 | NoLegPaymentStreamResetDateBusinessCenters | Added EP161 |
| 40305 | LegPaymentStreamResetDateBusinessCenter | Ctr | Required if NoLegPaymentStreamResetDateBusinessCenters(40931) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40306 | LegPaymentStreamResetFrequencyPeriod | FreqPeriod | Conditionally required when LegPaymentStreamResetFrequencyUnit(40307) is specified. | Added EP161 | |
| 40307 | LegPaymentStreamResetFrequencyUnit | FreqUnit | Conditionally required when LegPaymentStreamResetFrequencyPeriod(40306) is specified. | Added EP161 | |
| 40308 | LegPaymentStreamResetWeeklyRollConvention | WklyRoll | When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream payment dates. | Added EP161 | |
| 40309 | LegPaymentStreamInitialFixingDateRelativeTo | InitReltv | Added EP161 | ||
| 40310 | LegPaymentStreamInitialFixingDateBusinessDayConvention | InitBizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream reset dates. | Added EP161 | |
| Component(-) | LegPaymentStreamInitialFixingDateBusinessCenterGrp | InitBizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream reset dates. | Added EP161 |
| Repeating Group 40932 | NoLegPaymentStreamInitialFixingDateBusinessCenters | Added EP161 |
| 40311 | LegPaymentStreamInitialFixingDateBusinessCenter | Ctr | Required if NoLegPaymentStreamInitialFixingDateBusinessCenters(40932) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40312 | LegPaymentStreamInitialFixingDateOffsetPeriod | InitPeriod | Conditionally required when LegPaymentStreamInitialFixingDateOffsetUnit(40313) is specified. | Added EP161 | |
| 40313 | LegPaymentStreamInitialFixingDateOffsetUnit | InitUnit | Conditionally required when LegPaymentStreamInitialFixingDateOffsetPeriod(40312) is specified. | Added EP161 | |
| 40314 | LegPaymentStreamInitialFixingDateOffsetDayType | InitDayTyp | Added EP161 | ||
| 40315 | LegPaymentStreamInitialFixingDateAdjusted | InitDt | Added EP161 | ||
| 40316 | LegPaymentStreamFixingDateRelativeTo | FixngReltv | Added EP161 | ||
| 40317 | LegPaymentStreamFixingDateBusinessDayConvention | FixngBizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream reset dates. | Added EP161 | |
| Component(-) | LegPaymentStreamFixingDateBusinessCenterGrp | FixngBizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream reset dates. | Added EP161 |
| Repeating Group 40933 | NoLegPaymentStreamFixingDateBusinessCenters | Added EP161 |
| 40318 | LegPaymentStreamFixingDateBusinessCenter | Ctr | Required if NoLegPaymentStreamFixingDateBusinessCenters(40933) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40319 | LegPaymentStreamFixingDateOffsetPeriod | FixngPeriod | Conditionally required when LegPaymentStreamFixingDateOffsetUnit(40320) is specified. | Added EP161 | |
| 40320 | LegPaymentStreamFixingDateOffsetUnit | FixngUnit | Conditionally required when LegPaymentStreamFixingDateOffsetPeriod(40319) is specified. | Added EP161 | |
| 40321 | LegPaymentStreamFixingDateOffsetDayType | FixngDayTyp | Added EP161 | ||
| 40322 | LegPaymentStreamFixingDateAdjusted | FixngDt | Added EP161 | ||
| 40323 | LegPaymentStreamRateCutoffDateOffsetPeriod | CutoffPeriod | Conditionally required when LegPaymentStreamRateCutoffDateOffsetUnit(40324) is specified. | Added EP161 Updated EP208 | |
| 40324 | LegPaymentStreamRateCutoffDateOffsetUnit | CutoffUnit | Conditionally required when LegPaymentStreamRateCutoffDateOffsetPeriod(40323) is specified. | Added EP161 Updated EP208 | |
| 40325 | LegPaymentStreamRateCutoffDateOffsetDayType | CutoffDayTyp | Added EP161 | ||
| Component(-) | LegPaymentStreamFixingDateGrp | FixngDt | Added EP208 |
| Repeating Group 42459 | NoLegPaymentStreamFixingDates | Added EP208 |
| 42460 | LegPaymentStreamFixingDate | Dt | Required if NoLegPaymentStreamFixingDates(42459) > 0. | Added EP208 | |
| 42461 | LegPaymentStreamFixingDateType | Typ | When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. | Added EP208 |
| end Repeating Group |
| end Component |
| end Component |
| Component(-) | LegPaymentStreamFixedRate | Fixed | Added EP161 |
| 40326 | LegPaymentStreamRate | Rt | Mutually exclusive with LegPaymentStreamFixedAmount(40327). | Added EP161 | |
| 40327 | LegPaymentStreamFixedAmount | Amt | Mutually exclusive with LegPaymentStreamRate(40326). | Added EP161 | |
| 40328 | LegPaymentStreamRateOrAmountCurrency | Ccy | Added EP161 | ||
| 41556 | LegPaymentStreamFixedAmountUnitOfMeasure | FixedAmtUOM | Added EP169 | ||
| 41557 | LegPaymentStreamTotalFixedAmount | FixedAmt | Added EP169 | ||
| 40329 | LegPaymentStreamFutureValueNotional | FutValNotl | Added EP161 | ||
| 40330 | LegPaymentStreamFutureValueDateAdjusted | FutValDt | Added EP161 | ||
| 41558 | LegPaymentStreamWorldScaleRate | WorldScaleRt | Added EP169 | ||
| 41559 | LegPaymentStreamContractPrice | CtrctPx | Added EP169 | ||
| 41560 | LegPaymentStreamContractPriceCurrency | CtrctPxCcy | Added EP169 |
| end Component |
| Component(-) | LegPaymentStreamFloatingRate | Float | Added EP161 |
| 40331 | LegPaymentStreamRateIndex | Ndx | Added EP161 | ||
| 40332 | LegPaymentStreamRateIndexSource | NdxSrc | Added EP161 | ||
| 43088 | LegPaymentStreamRateIndexID | NdxID | Conditionally required when LegPaymentStreamRateIndexIDSource(43089) is specified. | Added EP235 | |
| 43089 | LegPaymentStreamRateIndexIDSource | NdxIDSrc | Conditionally required when LegPaymentStreamRateIndexID(43088) is specified. | Added EP235 | |
| 40333 | LegPaymentStreamRateIndexCurveUnit | NdxUnit | Conditionally required when LegPaymentStreamRateIndexCurvePeriod(40334) is specified. | Added EP161 | |
| 40334 | LegPaymentStreamRateIndexCurvePeriod | NdxPeriod | Conditionally required when LegPaymentStreamRateIndexCurveUnit(40333) is specified. | Added EP161 | |
| 43116 | LegPaymentStreamRateIndex2 | Ndx2 | Added EP271 | ||
| 43117 | LegPaymentStreamRateIndex2Source | Ndx2Src | Added EP271 | ||
| 43118 | LegPaymentStreamRateIndex2ID | Ndx2ID | Conditionally required when LegPaymentStreamRateIndex2IDSource(43119) is specified. | Added EP271 | |
| 43119 | LegPaymentStreamRateIndex2IDSource | Ndx2IDSrc | Conditionally required when LegPaymentStreamRateIndex2ID(43118) is specified. | Added EP271 | |
| 41563 | LegPaymentStreamRateIndex2CurveUnit | Ndx2Unit | Conditionally required when LegPaymentStreamRateIndex2CurvePeriod(41564) is specified. | Added EP169 Updated EP271 | |
| 41564 | LegPaymentStreamRateIndex2CurvePeriod | Ndx2Period | Conditionally required when LegPaymentStreamRateIndex2CurveUnit(41563) is specified. | Added EP169 Updated EP271 | |
| 41565 | LegPaymentStreamRateIndexLocation | NdxLctn | Added EP169 | ||
| 41566 | LegPaymentStreamRateIndexLevel | NdxLvl | Added EP169 | ||
| 41567 | LegPaymentStreamRateIndexUnitOfMeasure | NdxUOM | Added EP169 | ||
| 41568 | LegPaymentStreamSettlLevel | SettlLvl | Added EP169 | ||
| 41569 | LegPaymentStreamReferenceLevel | RefLvl | Added EP169 | ||
| 41570 | LegPaymentStreamReferenceLevelUnitOfMeasure | RefUOM | Added EP169 | ||
| 41571 | LegPaymentStreamReferenceLevelEqualsZeroIndicator | RefLvlZero | Added EP169 | ||
| 40335 | LegPaymentStreamRateMultiplier | RtMult | Added EP161 | ||
| 40336 | LegPaymentStreamRateSpread | Spread | Added EP161 | ||
| 41572 | LegPaymentStreamRateSpreadCurrency | SpreadCcy | Added EP169 | ||
| 41573 | LegPaymentStreamRateSpreadUnitOfMeasure | SpreadUOM | Added EP169 | ||
| 41574 | LegPaymentStreamRateConversionFactor | RtFctr | Added EP169 | ||
| 41575 | LegPaymentStreamRateSpreadType | SpreadTyp | Added EP169 | ||
| 40337 | LegPaymentStreamRateSpreadPositionType | SpreadPosTyp | Added EP161 | ||
| 40338 | LegPaymentStreamRateTreatment | RtTrtmt | Added EP161 | ||
| 40339 | LegPaymentStreamCapRate | CapRt | Added EP161 | ||
| 40340 | LegPaymentStreamCapRateBuySide | CapRtBuy | Added EP161 | ||
| 40341 | LegPaymentStreamCapRateSellSide | CapRtSell | Added EP161 | ||
| 40342 | LegPaymentStreamFloorRate | FlrRt | Added EP161 | ||
| 40343 | LegPaymentStreamFloorRateBuySide | FlrRtBuy | Added EP161 | ||
| 40344 | LegPaymentStreamFloorRateSellSide | FlrRtSell | Added EP161 | ||
| 40345 | LegPaymentStreamInitialRate | InitRt | Added EP161 | ||
| 41576 | LegPaymentStreamLastResetRate | LastResetRt | Added EP169 | ||
| 41577 | LegPaymentStreamFinalRate | FnlRt | Added EP169 | ||
| 40346 | LegPaymentStreamFinalRateRoundingDirection | FnlRtRndDirctn | Added EP161 | ||
| 40347 | LegPaymentStreamFinalRatePrecision | FnlRtPrcsn | Added EP161 | ||
| 40348 | LegPaymentStreamAveragingMethod | AvgngMeth | Added EP161 | ||
| 40349 | LegPaymentStreamNegativeRateTreatment | NegtvRtTrtmt | Added EP161 | ||
| 41578 | LegPaymentStreamCalculationLagPeriod | CalcLagPeriod | Conditionally required when LegPaymentStreamCalculationLagUnit(41579) is specified. | Added EP169 | |
| 41579 | LegPaymentStreamCalculationLagUnit | CalcLagUnit | Conditionally required when LegPaymentStreamCalculationLagPeriod(41578) is specified. | Added EP169 | |
| 42462 | LegPaymentStreamFirstObservationDateUnadjusted | FirstObsvtnDtUnadj | Added EP208 | ||
| 42463 | LegPaymentStreamFirstObservationDateRelativeTo | FirstObsvtnReltv | Added EP208 | ||
| 42464 | LegPaymentStreamFirstObservationDateOffsetDayType | FirstObsvtnOfstDayTyp | Added EP208 | ||
| 41580 | LegPaymentStreamFirstObservationDateOffsetPeriod | FirstObsvtnOfstPeriod | Conditionally required when LegPaymentStreamFirstObservationOffsetUnit(41581) is specified. | Added EP169 | |
| 41581 | LegPaymentStreamFirstObservationDateOffsetUnit | FirstObsvtnOfstUnit | Conditionally required when LegPaymentStreamFirstObservationOffsetPeriod(41580) is specified. | Added EP169 | |
| 42465 | LegPaymentStreamFirstObservationDateAdjusted | FirstObsvtnDt | Added EP208 | ||
| 41582 | LegPaymentStreamPricingDayType | PxngDayTyp | Added EP169 | ||
| 41583 | LegPaymentStreamPricingDayDistribution | PxngDayDistrib | Added EP169 | ||
| 41584 | LegPaymentStreamPricingDayCount | PxngDayCnt | Added EP169 | ||
| 41585 | LegPaymentStreamPricingBusinessCalendar | PxngClndr | Added EP169 | ||
| 41586 | LegPaymentStreamPricingBusinessDayConvention | PxngBizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the payment stream pricing date. | Added EP169 | |
| Component(-) | LegPaymentStreamPricingBusinessCenterGrp | PxngBizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the the payment stream pricing date. | Added EP169 |
| Repeating Group 41561 | NoLegPaymentStreamPricingBusinessCenters | Added EP169 |
| 41562 | LegPaymentStreamPricingBusinessCenter | Ctr | Required if NoLegPaymentStreamPricingBusinessCentrers(41561) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | LegPaymentStreamPricingDayGrp | PxngDay | Added EP169 |
| Repeating Group 41596 | NoLegPaymentStreamPricingDays | Added EP169 |
| 41597 | LegPaymentStreamPricingDayOfWeek | DayOfWk | Required if NoLegPaymentStreamPricingDays(41596) > 0. | Added EP169 | |
| 41598 | LegPaymentStreamPricingDayNumber | DayNum | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | LegPaymentStreamPricingDateGrp | PxngDt | Added EP169 |
| Repeating Group 41593 | NoLegPaymentStreamPricingDates | Added EP169 |
| 41594 | LegPaymentStreamPricingDate | Dt | Required if NoPaymentStreamPricingDates(41593) > 0. | Added EP169 | |
| 41595 | LegPaymentStreamPricingDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| end Repeating Group |
| end Component |
| 40350 | LegPaymentStreamInflationLagPeriod | LagPeriod | Conditionally required when LegPaymentStreamInflationLagUnit(40351) is specified. | Added EP161 | |
| 40351 | LegPaymentStreamInflationLagUnit | LagUnit | Conditionally required when LegPaymentStreamInflationLagPeriod(40350) is specified. | Added EP161 | |
| 40352 | LegPaymentStreamInflationLagDayType | LagDayTyp | Added EP161 | ||
| 40353 | LegPaymentStreamInflationInterpolationMethod | IntrpltnMeth | Added EP161 | ||
| 40354 | LegPaymentStreamInflationIndexSource | InfltnNdxSrc | Added EP161 | ||
| 40355 | LegPaymentStreamInflationPublicationSource | PublctnSrc | Added EP161 | ||
| 40356 | LegPaymentStreamInflationInitialIndexLevel | InitLvl | Added EP161 | ||
| 40357 | LegPaymentStreamInflationFallbackBondApplicable | FallbckBond | Added EP161 | ||
| 40358 | LegPaymentStreamFRADiscounting | FRADisc | Added EP161 | ||
| 42466 | LegPaymentStreamUnderlierRefID | UndlrRefID | Added EP208 |
| Component(-) | LegPaymentStreamFormula | Frmla | Added EP208 |
| 42482 | LegPaymentStreamFormulaCurrency | Ccy | Added EP208 | ||
| 42483 | LegPaymentStreamFormulaCurrencyDeterminationMethod | CcyDtrmnMeth | Added EP208 | ||
| 42484 | LegPaymentStreamFormulaReferenceAmount | RefAmt | Added EP208 | ||
| Component(-) | LegPaymentStreamFormulaMathGrp | Math | Added EP208 |
| Repeating Group 42485 | NoLegPaymentStreamFormulas | Added EP208 |
| 43110 | LegPaymentStreamFormulaLength | FrmlaLen | Required if NoLegPaymentStreamFormulas(42485) > 0. | Added EP259 | |
| 42486 | LegPaymentStreamFormula | Frmla | Required if NoLegPaymentStreamFormulas(42485) > 0. | Added EP208 | |
| 42487 | LegPaymentStreamFormulaDesc | Desc | Added EP208 |
| end Repeating Group |
| end Component |
| Component(-) | LegPaymentStreamFormulaImage | Img | Added EP208 |
| 42451 | LegPaymentStreamFormulaImageLength | FrmlaImgLen | Conditionally required when LegPaymentStreamFormulaImage(42452) is specified. | Added EP208 | |
| 42452 | LegPaymentStreamFormulaImage | FrmlaImg | Conditionally required when LegPaymentStreamFormulaImageLength(42451) is specified. | Added EP208 |
| end Component |
| end Component |
| Component(-) | LegDividendConditions | DividendConds | Added EP208 |
| 42337 | LegDividendReinvestmentIndicator | RnvstmntInd | Added EP208 | ||
| 42338 | LegDividendEntitlementEvent | EntlmntEvnt | Added EP208 | ||
| 42339 | LegDividendAmountType | AmtTyp | Added EP208 | ||
| 42340 | LegDividendUnderlierRefID | UndlrRefID | Added EP208 | ||
| Component(-) | LegDividendPeriodGrp | Period | Added EP208 |
| Repeating Group 42366 | NoLegDividendPeriods | Added EP208 |
| 42367 | LegDividendPeriodSequence | Seq | Required if NoLegDividendPeriods(42366) > 0. | Added EP208 | |
| 42368 | LegDividendPeriodStartDateUnadjusted | StartDtUnadj | Added EP208 | ||
| 42369 | LegDividendPeriodEndDateUnadjusted | EndDtUnadj | Added EP208 | ||
| 42370 | LegDividendPeriodUnderlierRefID | UndlrRefID | When specified, this overrides LegDividendUnderlierRefID(42340). The specified value would be specific to this dividend period instance. | Added EP208 | |
| 42371 | LegDividendPeriodStrikePrice | StrkPx | Added EP208 | ||
| 42372 | LegDividendPeriodBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this dividend period instance. | Added EP208 | |
| Component(-) | LegDividendPeriodBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this dividend period instance. | Added EP208 |
| Repeating Group 42386 | NoLegDividendPeriodBusinessCenters | Added EP208 |
| 42387 | LegDividendPeriodBusinessCenter | Ctr | Required if NoLegDividendPeriodBusinessCenters(42386) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42373 | LegDividendPeriodValuationDateUnadjusted | ValDtUnadj | Added EP208 | ||
| 42374 | LegDividendPeriodValuationDateRelativeTo | ValDtReltv | Added EP208 | ||
| 42375 | LegDividendPeriodValuationDateOffsetPeriod | ValDtOfstPeriod | Conditionally required when LegDividendPeriodValuationDateOffsetUnit(42376) is specified. | Added EP208 | |
| 42376 | LegDividendPeriodValuationDateOffsetUnit | ValDtOfstUnit | Conditionally required when LegDividendPeriodValuationDateOffsetPeriod(42375) is specified. | Added EP208 | |
| 42377 | LegDividendPeriodValuationDateOffsetDayType | ValDtOfstDayTyp | Added EP208 | ||
| 42378 | LegDividendPeriodValuationDateAdjusted | ValDt | Added EP208 | ||
| 42379 | LegDividendPeriodPaymentDateUnadjusted | PmtDtUnadj | Added EP208 | ||
| 42380 | LegDividendPeriodPaymentDateRelativeTo | PmtDtReltv | Added EP208 | ||
| 42381 | LegDividendPeriodPaymentDateOffsetPeriod | PmtDtOfstPeriod | Conditionally required when LegDividendPeriodPaymentDateOffsetUnit(42382) is specified. | Added EP208 | |
| 42382 | LegDividendPeriodPaymentDateOffsetUnit | PmtDtOfstUnit | Conditionally required when LegDividendPeriodPaymentDateOffsetPeriod(42381) is specified. | Added EP208 | |
| 42383 | LegDividendPeriodPaymentDateOffsetDayType | PmtDtOfstDayTyp | Added EP208 | ||
| 42384 | LegDividendPeriodPaymentDateAdjusted | PmtDt | Added EP208 | ||
| 42385 | LegDividendPeriodXID | XID | Added EP208 |
| end Repeating Group |
| end Component |
| 42341 | LegExtraordinaryDividendPartySide | ExtrordSide | Added EP208 | ||
| 42342 | LegExtraordinaryDividendAmountType | ExtrordAmtTyp | Added EP208 | ||
| 42343 | LegExtraordinaryDividendCurrency | ExtrordCcy | Added EP208 | ||
| 42344 | LegExtraordinaryDividendDeterminationMethod | ExtrordDtrmnMeth | Added EP208 |
| Component(-) | LegDividendFXTriggerDate | FXTrgrDt | Added EP208 |
| 42357 | LegDividendFXTriggerDateRelativeTo | Reltv | Added EP208 | ||
| 42358 | LegDividendFXTriggerDateOffsetPeriod | OfstPeriod | Conditionally required when LegDividendFXTriggerDateOffsetUnit(42359) is specified. | Added EP208 | |
| 42359 | LegDividendFXTriggerDateOffsetUnit | OfstUnit | Conditionally required when LegDividendFXTriggerDateOffsetPeriod(42358) is specified. | Added EP208 | |
| 42360 | LegDividendFXTriggerDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42361 | LegDividendFXTriggerDateUnadjusted | DtUnadj | Added EP208 | ||
| 42362 | LegDividendFXTriggerDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The value would be specific to this instance of LegDividendFXTriggerDate. | Added EP208 | |
| Component(-) | LegDividendFXTriggerDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The values would be specific to this instance of LegDividendFXTriggerDate. | Added EP208 |
| Repeating Group 42364 | NoLegDividendFXTriggerDateBusinessCenters | Added EP208 |
| 42365 | LegDividendFXTriggerDateBusinessCenter | Ctr | Required if NoLegDividendFXTriggerDateBusinessCenters(42364) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42363 | LegDividendFXTriggerDateAdjusted | Dt | Added EP208 |
| end Component |
| Component(-) | LegDividendAccrualFloatingRate | AcrlFloat | Added EP208 |
| end Component |
| 42345 | LegDividendAccrualFixedRate | AcrlFixedRt | Added EP208 |
| Component(-) | LegDividendAccrualPaymentDate | AcrlPmtDt | Added EP208 |
| 42330 | LegDividendAccrualPaymentDateRelativeTo | Reltv | Added EP208 | ||
| 42331 | LegDividendAccrualPaymentDateOffsetPeriod | OfstPeriod | Conditionally required when LegDividendAccrualPaymentDateOffsetUnit(42332) is specified. | Added EP208 | |
| 42332 | LegDividendAccrualPaymentDateOffsetUnit | OfstUnit | Conditionally required when LegDividendAccrualPaymentDateOffsetPeriod(42331) is specified. | Added EP208 | |
| 42333 | LegDividendAccrualPaymentDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42334 | LegDividendAccrualPaymentDateUnadjusted | DtUnadj | Added EP208 | ||
| 42335 | LegDividendAccrualPaymentDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The value would be specific to this instance of LegDividendAccrualPaymentDate. | Added EP208 | |
| Component(-) | LegDividendAccrualPaymentDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The values would be specific to this instance of LegDividendAccrualPaymentDate. | Added EP208 |
| Repeating Group 42310 | NoLegDividendAccrualPaymentDateBusinessCenters | Added EP208 |
| 42311 | LegDividendAccrualPaymentDateBusinessCenter | Ctr | Required if NoLegDividendAccrualPaymentDateBusinessCenters(42310) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42336 | LegDividendAccrualPaymentDateAdjusted | Dt | Added EP208 |
| end Component |
| 42346 | LegDividendCompoundingMethod | CmpndgMeth | Added EP208 | ||
| 42347 | LegDividendNumOfIndexUnits | NumNdxUnits | Added EP208 | ||
| 42348 | LegDividendCashPercentage | CshPctage | Added EP208 | ||
| 42349 | LegDividendCashEquivalentPercentage | CshEqvlntPctage | Added EP208 | ||
| 42350 | LegNonCashDividendTreatment | NonCshTrtmt | Added EP208 | ||
| 42351 | LegDividendComposition | Cmpstn | Added EP208 | ||
| 42352 | LegSpecialDividendsIndicator | SpeclDividendInd | Added EP208 | ||
| 42353 | LegMaterialDividendsIndicator | MtrlDividendInd | Added EP208 | ||
| 42354 | LegOptionsExchangeDividendsIndicator | ExchDividendInd | Added EP208 | ||
| 42355 | LegAdditionalDividendsIndicator | AddtnlDividendInd | Added EP208 | ||
| 42356 | LegAllDividendsIndicator | AllDividendInd | Added EP208 |
| end Component |
| 42467 | LegReturnRateNotionalReset | RtnRtNotlReset | Added EP208 | ||
| Component(-) | LegReturnRateGrp | RtnRt | Added EP208 |
| Repeating Group 42534 | NoLegReturnRates | Added EP208 |
| 42535 | LegReturnRatePriceSequence | PxSeq | Required if NoLegReturnRates(42534) > 0. | Added EP208 | |
| 42536 | LegReturnRateCommissionBasis | CommBasis | Added EP208 | ||
| 42537 | LegReturnRateCommissionAmount | CommAmt | Added EP208 | ||
| 42538 | LegReturnRateCommissionCurrency | CommCcy | If not specified, this is defaulted to the reporting currency. | Added EP208 | |
| 42539 | LegReturnRateTotalCommissionPerTrade | TotCommPerTrd | Added EP208 | ||
| 42540 | LegReturnRateDeterminationMethod | DtrmnMeth | Added EP208 | ||
| Component(-) | LegReturnRatePriceGrp | Px | Added EP208 |
| Repeating Group 42564 | NoLegReturnRatePrices | Added EP208 |
| 42565 | LegReturnRatePriceBasis | PxBasis | Required if NoLegReturnRatePrices(42564) > 0. | Added EP208 | |
| 42566 | LegReturnRatePrice | Px | Added EP208 | ||
| 42567 | LegReturnRatePriceCurrency | Ccy | Added EP208 | ||
| 42568 | LegReturnRatePriceType | PxTyp | Added EP208 |
| end Repeating Group |
| end Component |
| Component(-) | LegReturnRateFXConversionGrp | FxCnvrsn | Added EP208 |
| Repeating Group 42530 | NoLegReturnRateFXConversions | Added EP208 |
| 42531 | LegReturnRateFXCurrencySymbol | CcySym | Required if NoLegReturnRateFXConversions(42530) > 0. | Added EP208 | |
| 42532 | LegReturnRateFXRate | FxRt | Required if NoLegReturnRateFXConversions(42530) > 0. | Added EP208 | |
| 42533 | LegReturnRateFXRateCalc | FxRtCalc | Added EP208 |
| end Repeating Group |
| end Component |
| 42541 | LegReturnRateAmountRelativeTo | AmtReltv | Added EP208 | ||
| 42542 | LegReturnRateQuoteMeasureType | QteTyp | Added EP208 | ||
| 42543 | LegReturnRateQuoteUnits | QteUnit | Added EP208 | ||
| 42544 | LegReturnRateQuoteMethod | QteMeth | Added EP208 | ||
| 42545 | LegReturnRateQuoteCurrency | QteCcy | Added EP208 | ||
| 42546 | LegReturnRateQuoteCurrencyType | QteCcyTyp | Added EP208 | ||
| 42547 | LegReturnRateQuoteTimeType | QteTmTyp | Mutually exclusive with LegReturnRateQuoteTime(42548). | Added EP208 | |
| 42548 | LegReturnRateQuoteTime | QteTm | Mutually exclusive with LegReturnRateQuoteTimeType(42547). | Added EP208 | |
| 42549 | LegReturnRateQuoteDate | QteDt | Added EP208 | ||
| 42550 | LegReturnRateQuoteExpirationTime | QteExpTm | Added EP208 | ||
| 42551 | LegReturnRateQuoteBusinessCenter | QteBizCtr | Added EP208 | ||
| 42552 | LegReturnRateQuoteExchange | QteExch | Added EP208 | ||
| Component(-) | LegReturnRateInformationSourceGrp | InfoSrc | Added EP208 |
| Repeating Group 42560 | NoLegReturnRateInformationSources | Added EP208 |
| 42561 | LegReturnRateInformationSource | RtSrc | Required if NoLegReturnRateInformationSources(42560) > 0. | Added EP208 | |
| 42562 | LegReturnRateReferencePage | RefPg | Added EP208 | ||
| 42563 | LegReturnRateReferencePageHeading | RefHdng | Added EP208 |
| end Repeating Group |
| end Component |
| 42553 | LegReturnRateQuotePricingModel | QteModel | Added EP208 | ||
| 42554 | LegReturnRateCashFlowType | CshFlow | Added EP208 | ||
| Component(-) | LegReturnRateDateGrp | Dt | Added EP208 |
| Repeating Group 42508 | NoLegReturnRateDates | Added EP208 |
| 42509 | LegReturnRateDateMode | Mode | Required if NoLegReturnRateDates(42508) > 0. | Added EP208 | |
| Component(-) | LegReturnRateValuationDateGrp | Val | Added EP208 |
| Repeating Group 42571 | NoLegReturnRateValuationDates | Added EP208 |
| 42572 | LegReturnRateValuationDate | Dt | Required if NoLegReturnRateValuationDates(42571) > 0. | Added EP208 | |
| 42573 | LegReturnRateValuationDateType | Typ | When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. | Added EP208 |
| end Repeating Group |
| end Component |
| 42510 | LegReturnRateValuationDateRelativeTo | Reltv | Added EP208 | ||
| 42511 | LegReturnRateValuationDateOffsetPeriod | OfstPeriod | Conditionally required when LegReturnRateValuationDateOffsetUnit(42512) is specified. | Added EP208 | |
| 42512 | LegReturnRateValuationDateOffsetUnit | OfstUnit | Conditionally required when LegReturnRateValuationDateOffsetPeriod(42511) is specified. | Added EP208 | |
| 42513 | LegReturnRateValuationDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42514 | LegReturnRateValuationStartDateUnadjusted | StartDtUnadj | Added EP208 | ||
| 42515 | LegReturnRateValuationStartDateRelativeTo | StartDtReltv | Added EP208 | ||
| 42516 | LegReturnRateValuationStartDateOffsetPeriod | StartDtOfstPeriod | Conditionally required when LegReturnRateValuationStartDateOffsetUnit(42517) is specified. | Added EP208 | |
| 42517 | LegReturnRateValuationStartDateOffsetUnit | StartDtOfstUnit | Conditionally required when LegReturnRateValuationStartDateOffsetPeriod(42516) is specified. | Added EP208 | |
| 42518 | LegReturnRateValuationStartDateOffsetDayType | StartDtOfstDayTyp | Added EP208 | ||
| 42519 | LegReturnRateValuationStartDateAdjusted | StartDt | Added EP208 | ||
| 42520 | LegReturnRateValuationEndDateUnadjusted | EndDtUnadj | Added EP208 | ||
| 42521 | LegReturnRateValuationEndDateRelativeTo | EndDtReltv | Added EP208 | ||
| 42522 | LegReturnRateValuationEndDateOffsetPeriod | EndDtOfstPeriod | Conditionally required when LegReturnRateValuationEndDateOffsetUnit(42523) is specified. | Added EP208 | |
| 42523 | LegReturnRateValuationEndDateOffsetUnit | EndDtOfstUnit | Conditionally required when LegReturnRateValuationEndDateOffsetPeriod(42522) is specified. | Added EP208 | |
| 42524 | LegReturnRateValuationEndDateOffsetDayType | EndDtOfstDayTyp | Added EP208 | ||
| 42525 | LegReturnRateValuationEndDateAdjusted | EndDt | Added EP208 | ||
| 42526 | LegReturnRateValuationFrequencyPeriod | FreqPeriod | Conditionally required when LegReturnRateValuationFrequencyUnit(42527) is specified. | Added EP208 | |
| 42527 | LegReturnRateValuationFrequencyUnit | FreqUnit | Conditionally required when LegReturnRateValuationFrequencyPeriod(42526) is specified. | Added EP208 | |
| 42528 | LegReturnRateValuationFrequencyRollConvention | Roll | When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of return rate valuation dates. | Added EP208 | |
| 42529 | LegReturnRateValuationDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to payment stream return rate valuation dates. | Added EP208 | |
| Component(-) | LegReturnRateValuationDateBusinessCenterGrp | BizCtr | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to payment stream return rate valuation dates. | Added EP208 |
| Repeating Group 42569 | NoLegReturnRateValuationDateBusinessCenters | Added EP208 |
| 42570 | LegReturnRateValuationDateBusinessCenter | Ctr | Required if NoLegReturnRateValuationDateBusinessCenters(42569) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 42555 | LegReturnRateValuationTimeType | ValTmTyp | Mutually exclusive with LegReturnRateValuationTime(42556). | Added EP208 | |
| 42556 | LegReturnRateValuationTime | ValTm | Mutually exclusive with LegReturnRateValuationTimeType(42555). | Added EP208 | |
| 42557 | LegReturnRateValuationTimeBusinessCenter | ValTmBizCtr | Added EP208 | ||
| 42558 | LegReturnRateValuationPriceOption | ValPxOpt | Added EP208 | ||
| 42559 | LegReturnRateFinalPriceFallback | FnlPxFallbck | Added EP208 |
| end Repeating Group |
| end Component |
| 42468 | LegPaymentStreamLinkInitialLevel | LinkInitLvl | Added EP208 | ||
| 42469 | LegPaymentStreamLinkClosingLevelIndicator | LinkFClsngLvl | Added EP208 | ||
| 42470 | LegPaymentStreamLinkExpiringLevelIndicator | LinkExpngLvl | Added EP208 | ||
| 42471 | LegPaymentStreamLinkEstimatedTradingDays | LinkEstTrdgDays | Added EP208 | ||
| 42472 | LegPaymentStreamLinkStrikePrice | LinkStrkPx | Added EP208 | ||
| 42473 | LegPaymentStreamLinkStrikePriceType | LinkStrkPxTyp | Added EP208 | ||
| 42474 | LegPaymentStreamLinkMaximumBoundary | LinkMaxBndry | Added EP208 | ||
| 42475 | LegPaymentStreamLinkMinimumBoundary | LinkMinBndry | Added EP208 | ||
| 42476 | LegPaymentStreamLinkNumberOfDataSeries | LinkNumDataSeries | Added EP208 | ||
| 42477 | LegPaymentStreamVarianceUnadjustedCap | VarncCap | Added EP208 | ||
| 42478 | LegPaymentStreamRealizedVarianceMethod | RlzdVarncMeth | Added EP208 | ||
| 42479 | LegPaymentStreamDaysAdjustmentIndicator | DaysAdjmt | Added EP208 | ||
| 42480 | LegPaymentStreamNearestExchangeContractRefID | ExchCtrctRefID | Added EP208 | ||
| 42481 | LegPaymentStreamVegaNotionalAmount | VegaNotlAmt | Added EP208 |
| end Component |
| 42404 | LegPaymentStreamCompoundingFixedRate | CmpndgFixedRt | Mutually exclusive with LegPaymentStreamCompoundingXIDRef(42400) or the LegPaymentStreamCompoundingFloatingRate component. | Added EP208 |
| Component(-) | LegPaymentStreamCompoundingFloatingRate | CmpndgFloat | Mutually exclusive with LegPaymentStreamCompoundingFixedRate(42404) or the LegPaymentStreamCompoundingXIDRef(42400). | Added EP208 |
| end Component |
| Component(-) | LegPaymentStreamCompoundingDates | CmpndgDts | Added EP208 |
| 42408 | LegPaymentStreamCompoundingDatesBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to payment stream compounding dates. | Added EP208 | |
| Component(-) | LegPaymentStreamCompoundingDatesBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to payment stream compounding dates. | Added EP208 |
| Repeating Group 42419 | NoLegPaymentStreamCompoundingDatesBusinessCenters | Added EP208 |
| 42420 | LegPaymentStreamCompoundingDatesBusinessCenter | Ctr | Required if NoLegPaymentStreamCompoundingDatesBusinessCenters(42419) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| Component(-) | LegPaymentStreamCompoundingDateGrp | CmpndgDt | Added EP208 |
| Repeating Group 42405 | NoLegPaymentStreamCompoundingDates | Added EP208 |
| 42406 | LegPaymentStreamCompoundingDate | Dt | Required if NoLegPaymentStreamCompoundingDates(42405) > 0. | Added EP208 | |
| 42407 | LegPaymentStreamCompoundingDateType | Typ | When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. | Added EP208 |
| end Repeating Group |
| end Component |
| 42409 | LegPaymentStreamCompoundingDatesRelativeTo | Reltv | Added EP208 | ||
| 42410 | LegPaymentStreamCompoundingDatesOffsetPeriod | OfstPeriod | Conditionally required when LegPaymentStreamCompoundingDatesOffsetUnit(42411) is specified. | Added EP208 | |
| 42411 | LegPaymentStreamCompoundingDatesOffsetUnit | OfstUnit | Conditionally required when LegPaymentStreamCompoundingDatesOffsetPeriod(42410) is specified. | Added EP208 | |
| 42412 | LegPaymentStreamCompoundingDatesOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42413 | LegPaymentStreamCompoundingPeriodSkip | Skip | Added EP208 |
| Component(-) | LegPaymentStreamCompoundingStartDate | StartDt | Added EP208 |
| 42445 | LegPaymentStreamCompoundingStartDateUnadjusted | DtUnadj | Added EP208 | ||
| 42446 | LegPaymentStreamCompoundingStartDateRelativeTo | Reltv | Added EP208 | ||
| 42447 | LegPaymentStreamCompoundingStartDateOffsetPeriod | OfstPeriod | Conditionally required when LegPaymentStreamCompoundingStartDateOffsetUnit(42448) is specified. | Added EP208 | |
| 42448 | LegPaymentStreamCompoundingStartDateOffsetUnit | OfstUnit | Conditionally required when LegPaymentStreamCompoundingStartDateOffsetPeriod(42447) is specified. | Added EP208 | |
| 42449 | LegPaymentStreamCompoundingStartDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42450 | LegPaymentStreamCompoundingStartDateAdjusted | Dt | Added EP208 |
| end Component |
| Component(-) | LegPaymentStreamCompoundingEndDate | EndDt | Added EP208 |
| 42421 | LegPaymentStreamCompoundingEndDateUnadjusted | DtUnadj | Added EP208 | ||
| 42422 | LegPaymentStreamCompoundingEndDateRelativeTo | Reltv | Added EP208 | ||
| 42423 | LegPaymentStreamCompoundingEndDateOffsetPeriod | OfstPeriod | Conditionally required when LegPaymentStreamCompoundingEndDateOffsetUnit(42424) is specified. | Added EP208 | |
| 42424 | LegPaymentStreamCompoundingEndDateOffsetUnit | OfstUnit | Conditionally required when LegPaymentStreamCompoundingEndDateOffsetPeriod(42423) is specified. | Added EP208 | |
| 42425 | LegPaymentStreamCompoundingEndDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42426 | LegPaymentStreamCompoundingEndDateAdjusted | Dt | Added EP208 |
| end Component |
| 42414 | LegPaymentStreamCompoundingFrequencyPeriod | FreqPeriod | Conditionally required when LegPayamentStreamCompoundingFrequencyUnit(42415) is specified. | Added EP208 | |
| 42415 | LegPaymentStreamCompoundingFrequencyUnit | FreqUnit | Conditionally required when LegPayamentStreamCompoundingFrequencyPeriod(42414) is specified. | Added EP208 | |
| 42416 | LegPaymentStreamCompoundingRollConvention | Roll | When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of payment stream compounding dates. | Added EP208 | |
| 42417 | LegPaymentStreamBoundsFirstDateUnadjusted | FirstDtUnadj | Added EP208 | ||
| 42418 | LegPaymentStreamBoundsLastDateUnadjusted | LastDtUnadj | Added EP208 |
| end Component |
| Component(-) | LegPaymentStreamNonDeliverableSettlTerms | NonDlvrblTrms | Added EP161 |
| 40359 | LegPaymentStreamNonDeliverableRefCurrency | Ccy | Added EP161 | ||
| 40360 | LegPaymentStreamNonDeliverableFixingDatesBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the non-deliverable currency's fixing date. | Added EP161 | |
| Component(-) | LegPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the non-deliverable currency's fixing date. | Added EP161 |
| Repeating Group 40929 | NoLegPaymentStreamNonDeliverableFixingDateBusinessCenters | Added EP161 |
| 40361 | LegPaymentStreamNonDeliverableFixingDatesBusinessCenter | Ctr | Required if NoLegPaymentStreamNonDeliverableFixingDatesBusinessCenters(40929) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40362 | LegPaymentStreamNonDeliverableFixingDatesRelativeTo | FixngReltv | Added EP161 | ||
| 40363 | LegPaymentStreamNonDeliverableFixingDatesOffsetPeriod | FixngPeriod | Conditionally required when LegPaymentStreamNonDeliverableFixingDateOffsetUnit(40364) is specified. | Added EP161 | |
| 40364 | LegPaymentStreamNonDeliverableFixingDatesOffsetUnit | FixngUnit | Conditionally required when LegPaymentStreamNonDeliverableFixingDateOffsetPeriod(40363) is specified. | Added EP161 | |
| 40365 | LegPaymentStreamNonDeliverableFixingDatesOffsetDayType | FixngDayTyp | Added EP161 |
| Component(-) | LegPaymentStreamNonDeliverableSettlRateSource | RtSrc | Added EP161 |
| 40087 | LegPaymentStreamNonDeliverableSettlRateSource | RtSrc | Added EP161 | ||
| 40228 | LegPaymentStreamNonDeliverableSettlReferencePage | RefPg | Conditionally required when LegPaymentStreamNonDeliverableSettlRateSource(40087) = 3 (ISDA Settlement Rate Option) or 99 (Other). | Added EP161 |
| end Component |
| Component(-) | LegPaymentStreamNonDeliverableFixingDateGrp | FixngDt | Added EP161 |
| Repeating Group 40367 | NoLegNonDeliverableFixingDates | Added EP161 |
| 40368 | LegNonDeliverableFixingDate | Dt | Required if NoLegNonDeliverableFixingDates(40367) > 0. | Added EP161 | |
| 40369 | LegNonDeliverableFixingDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | LegSettlRateDisruptionFallbackGrp | SettlRtFallbck | Added EP161 |
| Repeating Group 40902 | NoLegSettlRateFallbacks | Added EP161 |
| 40903 | LegSettlRatePostponementMaximumDays | MaxDays | Required if NoLegSettlRateFallbacks(40902) > 0. | Added EP161 |
| Component(-) | LegSettlRateFallbackRateSource | RtSrc | Added EP161 |
| 40366 | LegSettlRateFallbackRateSource | RtSrc | Added EP161 | ||
| 40370 | LegSettlRateFallbackReferencePage | RefPg | Conditionally required when LegSettlRateFallbackRateSource(40366) = 3 (ISDA Settlement Rate Option) or 99 (Other). | Added EP161 |
| end Component |
| 40905 | LegSettlRatePostponementSurvey | Survey | Added EP161 | ||
| 40906 | LegSettlRatePostponementCalculationAgent | CalcAgent | Added EP161 |
| end Repeating Group |
| end Component |
| end Component |
| end Component |
| Component(-) | LegPaymentScheduleGrp | PmtSched | Added EP161 |
| Repeating Group 40374 | NoLegPaymentSchedules | Added EP161 |
| 40375 | LegPaymentScheduleType | Typ | Required if NoLegPaymentSchedules(40374) > 0. | Added EP161 | |
| 41533 | LegPaymentScheduleXID | XID | Added EP169 | ||
| 41534 | LegPaymentScheduleXIDRef | XIDRef | Added EP169 | ||
| 40376 | LegPaymentScheduleStubType | StubTyp | Added EP161 | ||
| 40377 | LegPaymentScheduleStartDateUnadjusted | StartDtUnadj | Added EP161 | ||
| 40378 | LegPaymentScheduleEndDateUnadjusted | EndDtUnadj | Added EP161 | ||
| 40379 | LegPaymentSchedulePaySide | PaySide | Added EP161 | ||
| 40380 | LegPaymentScheduleReceiveSide | RcvSide | Added EP161 | ||
| 40381 | LegPaymentScheduleNotional | Notl | Added EP161 | ||
| 40382 | LegPaymentScheduleCurrency | Ccy | Added EP161 | ||
| 40383 | LegPaymentScheduleRate | Rt | Added EP161 | ||
| 40384 | LegPaymentScheduleRateMultiplier | RtMult | Added EP161 | ||
| 40385 | LegPaymentScheduleRateSpread | Spread | Added EP161 | ||
| 41535 | LegPaymentScheduleRateCurrency | RtCcy | Added EP169 | ||
| 41536 | LegPaymentScheduleRateUnitOfMeasure | RtUOM | Added EP169 | ||
| 41537 | LegPaymentScheduleRateConversionFactor | RtFctr | Added EP169 | ||
| 41538 | LegPaymentScheduleRateSpreadType | SpreadTyp | Added EP169 | ||
| 40386 | LegPaymentScheduleRateSpreadPositionType | SpreadPosTyp | Added EP161 | ||
| 40387 | LegPaymentScheduleRateTreatment | RtTrtmt | Added EP161 | ||
| 40388 | LegPaymentScheduleFixedAmount | FixedAmt | Added EP161 | ||
| 40389 | LegPaymentScheduleFixedCurrency | FixedCcy | Added EP161 | ||
| 41539 | LegPaymentScheduleSettlPeriodPrice | SettlPx | Added EP169 | ||
| 41540 | LegPaymentScheduleSettlPeriodPriceCurrency | SettlPxCcy | Added EP169 | ||
| 41541 | LegPaymentScheduleSettlPeriodPriceUnitOfMeasure | SettlPxUOM | Added EP169 | ||
| 41542 | LegPaymentScheduleStepUnitOfMeasure | StepUOM | Added EP169 | ||
| 40390 | LegPaymentScheduleStepFrequencyPeriod | StepPeriod | Conditionally required when LegPaymentScheduleStepFrequencyUnit(40391) is specified. | Added EP161 | |
| 40391 | LegPaymentScheduleStepFrequencyUnit | StepUnit | Conditionally required when LegPaymentScheduleStepFrequencyPeriod(40390) is specified. | Added EP161 | |
| 40392 | LegPaymentScheduleStepOffsetValue | StepVal | Added EP161 | ||
| 40393 | LegPaymentScheduleStepRate | StepRt | Added EP161 | ||
| 40394 | LegPaymentScheduleStepOffsetRate | StepOfstRt | Added EP161 | ||
| 40395 | LegPaymentScheduleStepRelativeTo | StepReltv | Added EP161 | ||
| Component(-) | LegPaymentScheduleRateSourceGrp | RtSrc | Added EP161 |
| Repeating Group 40414 | NoLegPaymentScheduleRateSources | Added EP161 |
| 40415 | LegPaymentScheduleRateSource | Src | Required if NoLegPaymentScheduleRateSources(40414) > 0. | Added EP161 | |
| 40416 | LegPaymentScheduleRateSourceType | Typ | Required if NoLegPaymentScheduleRateSources(40414) > 0. | Added EP161 Updated EP169 | |
| 40417 | LegPaymentScheduleReferencePage | RefPg | Conditionally required when LegPaymentScheduleRateSource(40415) = 99 (Other). | Added EP161 |
| end Repeating Group |
| end Component |
| 40396 | LegPaymentScheduleFixingDateUnadjusted | FixngDtUnadj | Added EP161 | ||
| 40397 | LegPaymentScheduleWeight | Wt | Added EP161 | ||
| 40398 | LegPaymentScheduleFixingDateRelativeTo | FixngReltv | Added EP161 | ||
| 40399 | LegPaymentScheduleFixingDateBusinessDayConvention | FixngBizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment schedule. | Added EP161 | |
| Component(-) | LegPaymentScheduleFixingDateBusinessCenterGrp | FixngBizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment schedule. | Added EP161 |
| Repeating Group 40927 | NoLegPaymentScheduleFixingDateBusinessCenters | Added EP161 |
| 40400 | LegPaymentScheduleFixingDateBusinessCenter | Ctr | Required if NoLegPaymentScheduleFixingDateBusinessCenters(40927) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40401 | LegPaymentScheduleFixingDateOffsetPeriod | FixngPeriod | Conditionally required when LegPaymentScheduleFixingDatesOffsetUnit(40402) is specified. | Added EP161 | |
| 40402 | LegPaymentScheduleFixingDateOffsetUnit | FixngUnit | Conditionally required when LegPaymentScheduleFixingDatesOffsetPeriod(40401) is specified. | Added EP161 | |
| 40403 | LegPaymentScheduleFixingDateOffsetDayType | FixngDayTyp | Added EP161 | ||
| 41543 | LegPaymentScheduleFixingDayDistribution | FixngDayDistrib | Added EP169 | ||
| 41544 | LegPaymentScheduleFixingDayCount | FixngDayCnt | Added EP169 | ||
| 40404 | LegPaymentScheduleFixingDateAdjusted | FixngDt | Added EP161 | ||
| Component(-) | LegPaymentScheduleFixingDayGrp | FixngDay | Added EP169 |
| Repeating Group 41530 | NoLegPaymentScheduleFixingDays | Added EP169 |
| 41531 | LegPaymentScheduleFixingDayOfWeek | DayOfWk | Required if NoLegPaymentScheduleFixingDays(41530) > 0. | Added EP169 | |
| 41532 | LegPaymentScheduleFixingDayNumber | DayNum | Added EP169 |
| end Repeating Group |
| end Component |
| 41545 | LegPaymentScheduleFixingLagPeriod | FixngLagPeriod | Conditionally required when LegPaymentScheduleFixingLagUnit(41546) is specified. | Added EP169 | |
| 41546 | LegPaymentScheduleFixingLagUnit | FixngLagUnit | Conditionally required when LegPaymentScheduleFixingLagPeriod(41545) is specified. | Added EP169 | |
| 41547 | LegPaymentScheduleFixingFirstObservationDateOffsetPeriod | FixngFirstObsvtnPeriod | Conditionally required when LegPaymentScheduleFixingFirstObservationDateOffsetUnit(41548) is specified. | Added EP169 Updated EP208 | |
| 41548 | LegPaymentScheduleFixingFirstObservationDateOffsetUnit | FixngFirstObsvtnUnit | Conditionally required when LegPaymentScheduleFixingFirstObservationDateOffsetPeriod(41547) is specified. | Added EP169 Updated EP208 | |
| 40405 | LegPaymentScheduleFixingTime | FixngTm | Added EP161 | ||
| 40406 | LegPaymentScheduleFixingTimeBusinessCenter | FixngTmBizCtr | Added EP161 | ||
| 40407 | LegPaymentScheduleInterimExchangePaymentDateRelativeTo | IntrmExchDtReltv | Added EP161 | ||
| 40408 | LegPaymentScheduleInterimExchangeDatesBusinessDayConvention | IntrmExchDtBizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment schedule. | Added EP161 | |
| Component(-) | LegPaymentScheduleInterimExchangeDateBusinessCenterGrp | IntrmExchDtBizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment schedule. | Added EP161 |
| Repeating Group 40928 | NoLegPaymentScheduleInterimExchangeDateBusinessCenters | Added EP161 |
| 40409 | LegPaymentScheduleInterimExchangeDatesBusinessCenter | Ctr | Required if NoLegPaymentScheduleInterimExchangeDateBusinessCenters(40928) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40410 | LegPaymentScheduleInterimExchangeDatesOffsetPeriod | IntrmExchDtPeriod | Conditionally required when LegPaymentScheduleInterimExchangeDatesOffsetUnit(40411) is specified. | Added EP161 | |
| 40411 | LegPaymentScheduleInterimExchangeDatesOffsetUnit | IntrmExchDtUnit | Conditionally required when LegPaymentScheduleInterimExchangeDatesOffsetPeriod(40410) is specified. | Added EP161 | |
| 40412 | LegPaymentScheduleInterimExchangeDatesOffsetDayType | IntrmExchDayTyp | Added EP161 | ||
| 40413 | LegPaymentScheduleInterimExchangeDateAdjusted | IntrmExchDt | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | LegPaymentStubGrp | PmtStub | Added EP161 |
| Repeating Group 40418 | NoLegPaymentStubs | Added EP161 |
| 40419 | LegPaymentStubType | Typ | Required if NoLegPaymentStubs(40418) > 0. | Added EP161 | |
| 40420 | LegPaymentStubLength | Lngth | Added EP161 |
| Component(-) | LegPaymentStubStartDate | StartDt | Added EP208 |
| 42497 | LegPaymentStubStartDateUnadjusted | DtUnadj | Added EP208 | ||
| 42498 | LegPaymentStubStartDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this payment stub instance. | Added EP208 | |
| Component(-) | LegPaymentStubStartDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this payment stub instance. | Added EP208 |
| Repeating Group 42504 | NoLegPaymentStubStartDateBusinessCenters | Added EP208 |
| 42505 | LegPaymentStubStartDateBusinessCenter | Ctr | Required if NoLegPaymentStubStartDateBusinessCenters(42504) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42499 | LegPaymentStubStartDateRelativeTo | Reltv | Added EP208 | ||
| 42500 | LegPaymentStubStartDateOffsetPeriod | OfstPeriod | Conditionally required when LegPaymentStubStartDateOffsetUnit(42501) is specified. | Added EP208 | |
| 42501 | LegPaymentStubStartDateOffsetUnit | OfstUnit | Conditionally required when LegPaymentStubStartDateOffsetPeriod(42500) is specified. | Added EP208 | |
| 42502 | LegPaymentStubStartDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42503 | LegPaymentStubStartDateAdjusted | Dt | Added EP208 |
| end Component |
| Component(-) | LegPaymentStubEndDate | EndDt | Added EP208 |
| 42488 | LegPaymentStubEndDateUnadjusted | DtUnadj | Added EP208 | ||
| 42489 | LegPaymentStubEndDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this payment stub instance. | Added EP208 | |
| Component(-) | LegPaymentStubEndDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this payment stub instance. | Added EP208 |
| Repeating Group 42495 | NoLegPaymentStubEndDateBusinessCenters | Added EP208 |
| 42496 | LegPaymentStubEndDateBusinessCenter | Ctr | Required if NoLegPaymentStubEndDateBusinessCenters(42495) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42490 | LegPaymentStubEndDateRelativeTo | Reltv | Added EP208 | ||
| 42491 | LegPaymentStubEndDateOffsetPeriod | OfstPeriod | Conditionally required when LegPaymentStubEndDateOffsetUnit(42492) is specified. | Added EP208 | |
| 42492 | LegPaymentStubEndDateOffsetUnit | OfstUnit | Conditionally required when LegPaymentStubEndDateOffsetPeriod(42491) is specified. | Added EP208 | |
| 42493 | LegPaymentStubEndDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42494 | LegPaymentStubEndDateAdjusted | Dt | Added EP208 |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | LegDeliveryStream | DlvryStrm | Added EP169 |
| 41429 | LegDeliveryStreamType | Typ | Added EP169 | ||
| Component(-) | LegDeliveryStreamCommoditySourceGrp | CmdtySrc | Added EP169 |
| Repeating Group 41460 | NoLegDeliveryStreamCommoditySources | Added EP169 |
| 41461 | LegDeliveryStreamCommoditySource | Src | Required if NoLegDeliveryStreamCommoditySources(41460) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41430 | LegDeliveryStreamPipeline | Ppln | Added EP169 | ||
| 41431 | LegDeliveryStreamEntryPoint | EntryPnt | Added EP169 | ||
| 41432 | LegDeliveryStreamWithdrawalPoint | WthdrwlPnt | Added EP169 | ||
| 41433 | LegDeliveryStreamDeliveryPoint | DlvryPnt | Added EP169 | ||
| 42194 | LegDeliveryStreamDeliveryPointSource | DlvryPntSrc | Added EP179 | ||
| 42195 | LegDeliveryStreamDeliveryPointDesc | DlvryPntDesc | Added EP179 | ||
| 41434 | LegDeliveryStreamDeliveryRestriction | DlvryRstctn | Added EP169 | ||
| 41435 | LegDeliveryStreamDeliveryContingency | Cntgncy | Added EP169 | ||
| 41436 | LegDeliveryStreamDeliveryContingentPartySide | CntgPty | Added EP169 | ||
| 41437 | LegDeliveryStreamDeliverAtSourceIndicator | DlvrAtSrc | Added EP169 | ||
| 41438 | LegDeliveryStreamRiskApportionment | RiskApprtnmt | Added EP169 | ||
| 41219 | LegDeliveryStreamRiskApportionmentSource | RiskApprtnmtSrc | Added EP169 | ||
| Component(-) | LegDeliveryStreamCycleGrp | Cycle | Added EP169 |
| Repeating Group 41456 | NoLegDeliveryStreamCycles | Added EP169 |
| 41457 | LegDeliveryStreamCycleDesc | Desc | Required if NoLegDeliveryStreamCycles(41456) > 0. | Added EP169 | |
| 41458 | EncodedLegDeliveryStreamCycleDescLen | EncDescLen | Must be set if EncodedLegDeliveryStreamCycleDesc(41459) field is specified and must immediately precede it. | Added EP169 | |
| 41459 | EncodedLegDeliveryStreamCycleDesc | EncDesc | Encoded (non-ASCII characters) representation of the LegDeliveryStreamCycleDesc(41457) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 |
| end Repeating Group |
| end Component |
| 41439 | LegDeliveryStreamTitleTransferLocation | TtlXfer | Added EP169 | ||
| 41440 | LegDeliveryStreamTitleTransferCondition | TtlXferCond | Added EP169 | ||
| 41441 | LegDeliveryStreamImporterOfRecord | Imprtr | Added EP169 | ||
| 41442 | LegDeliveryStreamNegativeTolerance | NegtvTlrnc | Added EP169 | ||
| 41443 | LegDeliveryStreamPositiveTolerance | PostvTlrnc | Added EP169 | ||
| 41444 | LegDeliveryStreamToleranceUnitOfMeasure | TlrncUOM | Added EP169 | ||
| 41445 | LegDeliveryStreamToleranceType | TlrncTyp | Added EP169 | ||
| 41446 | LegDeliveryStreamToleranceOptionSide | TlrncOptSide | Added EP169 | ||
| 41447 | LegDeliveryStreamTotalPositiveTolerance | TotPostvTlrnc | Added EP169 | ||
| 41448 | LegDeliveryStreamTotalNegativeTolerance | TotNegtvTlrnc | Added EP169 | ||
| 41449 | LegDeliveryStreamNotionalConversionFactor | CnvrsnFctr | Added EP169 | ||
| 41450 | LegDeliveryStreamTransportEquipment | Eqpmt | Added EP169 | ||
| 41451 | LegDeliveryStreamElectingPartySide | ElctngSide | Added EP169 | ||
| 43095 | LegDeliveryStreamRouteOrCharter | RteChrtr | Added EP235 |
| end Component |
| Component(-) | LegDeliveryScheduleGrp | DlvrySched | Added EP169 |
| Repeating Group 41408 | NoLegDeliverySchedules | Added EP169 |
| 41409 | LegDeliveryScheduleType | Typ | Required if NoLegDeliverySchedules(41408) > 0. | Added EP169 | |
| 41410 | LegDeliveryScheduleXID | XID | Added EP169 | ||
| 41411 | LegDeliveryScheduleNotional | Notl | Added EP169 | ||
| 41412 | LegDeliveryScheduleNotionalUnitOfMeasure | NotlUOM | Added EP169 | ||
| 41413 | LegDeliveryScheduleNotionalCommodityFrequency | NotlFreq | Added EP169 | ||
| 41414 | LegDeliveryScheduleNegativeTolerance | NegtvTlrnc | Added EP169 | ||
| 41415 | LegDeliverySchedulePositiveTolerance | PostvTlrnc | Added EP169 | ||
| 41416 | LegDeliveryScheduleToleranceUnitOfMeasure | TlrncUOM | Added EP169 | ||
| 41417 | LegDeliveryScheduleToleranceType | TlrncTyp | Conditionally required when LegDeliveryScheduleNegativeTolerance(41414) or LegDeliverySchedulePositiveTolerance(41415) is specified. | Added EP169 | |
| 41418 | LegDeliveryScheduleSettlCountry | Ctry | Added EP169 | ||
| 41419 | LegDeliveryScheduleSettlTimeZone | TZ | Added EP169 | ||
| 41420 | LegDeliveryScheduleSettlFlowType | FlowTyp | Added EP169 | ||
| 41421 | LegDeliveryScheduleSettlHolidaysProcessingInstruction | Holidays | Added EP169 | ||
| Component(-) | LegDeliveryScheduleSettlDayGrp | Day | Added EP169 |
| Repeating Group 41422 | NoLegDeliveryScheduleSettlDays | Added EP169 |
| 41423 | LegDeliveryScheduleSettlDay | Day | Required if NoLegDeliveryScheduleSettlDays(41422) > 0. | Added EP169 | |
| 41424 | LegDeliveryScheduleSettlTotalHours | TotHrs | Added EP169 | ||
| Component(-) | LegDeliveryScheduleSettlTimeGrp | Tm | Added EP169 |
| Repeating Group 41425 | NoLegDeliveryScheduleSettlTimes | Added EP169 |
| 41426 | LegDeliveryScheduleSettlStart | Start | Required if NoLegDeliveryScheduleSettlTimes(41425) > 0. | Added EP169 | |
| 41427 | LegDeliveryScheduleSettlEnd | End | Required if NoLegDeliveryScheduleSettlTimes(41425) > 0. | Added EP169 | |
| 41428 | LegDeliveryScheduleSettlTimeType | Typ | May be defaulted to market convention or bilaterally agreed if not specified. | Added EP169 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 40248 | LegStreamText | Txt | Added EP161 | ||
| 40978 | EncodedLegStreamTextLen | EncTxtLen | Must be set if EncodedLegStreamText(40979) field is specified and must immediately precede it. | Added EP161 | |
| 40979 | EncodedLegStreamText | EncTxt | Encoded (non-ASCII characters) representation of the LegStreamText(40248) field in the encoded format specified via the MessageEncoding(347) field. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | LegProvisionGrp | Prov | Added EP161 |
| Repeating Group 40448 | NoLegProvisions | Added EP161 |
| 40449 | LegProvisionType | Typ | Required if NoLegProvisions(40448) > 0. | Added EP161 | |
| 40450 | LegProvisionDateUnadjusted | DtUnadj | Added EP161 | ||
| 40451 | LegProvisionDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the instrument's leg provision. | Added EP161 | |
| Component(-) | LegProvisionDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the instrument's leg provision. | Added EP161 |
| Repeating Group 40939 | NoLegProvisionDateBusinessCenters | Added EP161 |
| 40452 | LegProvisionDateBusinessCenter | Ctr | Required if NoLegProvisionDateBusinessCenters(40939) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40453 | LegProvisionDateAdjusted | Dt | Added EP161 | ||
| 40454 | LegProvisionDateTenorPeriod | TenorPeriod | Conditionally required when LegProvisionDateTenorUnit(40455) is specified. | Added EP161 | |
| 40455 | LegProvisionDateTenorUnit | TenorUnit | Conditionally required when LegProvisionDateTenorPeriod(40454) is specified. | Added EP161 | |
| 42506 | LegProvisionBreakFeeElection | BrkFeeElctn | Added EP208 | ||
| 42507 | LegProvisionBreakFeeRate | BrkFeeRt | Added EP208 | ||
| 40456 | LegProvisionCalculationAgent | CalcAgent | Added EP161 | ||
| 40457 | LegProvisionOptionSinglePartyBuyerSide | BuyerSide | Added EP161 | ||
| 40458 | LegProvisionOptionSinglePartySellerSide | SellerSide | Added EP161 |
| Component(-) | LegProvisionCashSettlValueDates | CashSettlValDts | Added EP161 |
| 40524 | LegProvisionCashSettlValueTime | Tm | Added EP161 | ||
| 40525 | LegProvisionCashSettlValueTimeBusinessCenter | TmBizCtr | Added EP161 | ||
| 40526 | LegProvisionCashSettlValueDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision cash settlement value date. | Added EP161 | |
| Component(-) | LegProvisionCashSettlValueDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision cash settlement value date. | Added EP161 |
| Repeating Group 40935 | NoLegProvisionCashSettlValueDateBusinessCenters | Added EP161 |
| 40527 | LegProvisionCashSettlValueDateBusinessCenter | Ctr | Required if NoLegProvisionCashSettlValueDateBusinessCenters(40935) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40528 | LegProvisionCashSettlValueDateRelativeTo | Reltv | Added EP161 | ||
| 40529 | LegProvisionCashSettlValueDateOffsetPeriod | OfstPeriod | Conditionally required when LegProvisionCashSettlValueDateOffsetUnit(40530) is specified. | Added EP161 | |
| 40530 | LegProvisionCashSettlValueDateOffsetUnit | OfstUnit | Conditionally required when LegProvisionCashSettlValueDateOffsetPeriod(40529) is specified. | Added EP161 | |
| 40531 | LegProvisionCashSettlValueDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40532 | LegProvisionCashSettlValueDateAdjusted | Dt | Added EP161 |
| end Component |
| Component(-) | LegProvisionOptionExerciseDates | OptExerDts | Added EP161 |
| 40476 | LegProvisionOptionExerciseBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision option exercise dates. | Added EP161 | |
| Component(-) | LegProvisionOptionExerciseBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision option exercise dates. | Added EP161 |
| Repeating Group 40936 | NoLegProvisionOptionExerciseBusinessCenters | Added EP161 |
| 40477 | LegProvisionOptionExerciseBusinessCenter | Ctr | Required if NoLegProvisionOptionExerciseBusinessCenters(40936) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | LegProvisionOptionExerciseFixedDateGrp | OptExerFixedDt | Added EP161 |
| Repeating Group 40495 | NoLegProvisionOptionExerciseFixedDates | Added EP161 |
| 40496 | LegProvisionOptionExerciseFixedDate | Dt | Required if NoLegProvisionOptionExerciseFixedDates(40495) > 0. | Added EP161 | |
| 40497 | LegProvisionOptionExerciseFixedDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP161 |
| end Repeating Group |
| end Component |
| 40478 | LegProvisionOptionExerciseEarliestDateOffsetPeriod | ErlstOfstPeriod | Conditionally required when LegProvisionOptionExerciseEarliestDateUnit(40479) is specified. | Added EP161 | |
| 40479 | LegProvisionOptionExerciseEarliestDateOffsetUnit | ErlstOfstUnit | Conditionally required when LegProvisionOptionExerciseEarliestDatePeriod(40478) is specified. | Added EP161 | |
| 40480 | LegProvisionOptionExerciseFrequencyPeriod | FreqPeriod | Conditionally required when LegProvisionOptionExerciseFrequencyUnit(40481) is specified. | Added EP161 | |
| 40481 | LegProvisionOptionExerciseFrequencyUnit | FreqUnit | Conditionally required when LegProvisionOptionExerciseFrequencyPeriod(40480) is specified. | Added EP161 | |
| 40482 | LegProvisionOptionExerciseStartDateUnadjusted | StartDtUnadj | Added EP161 | ||
| 40483 | LegProvisionOptionExerciseStartDateRelativeTo | StartDtReltv | Added EP161 | ||
| 40484 | LegProvisionOptionExerciseStartDateOffsetPeriod | StartDtOfstPeriod | Conditionally required when LegProvisionOptionExerciseStartDateOffsetUnit(40485) is specified. | Added EP161 | |
| 40485 | LegProvisionOptionExerciseStartDateOffsetUnit | StartDtOfstUnit | Conditionally required when LegProvisionOptionExerciseStartDateOffsetPeriod(40484) is specified. | Added EP161 | |
| 40486 | LegProvisionOptionExerciseStartDateOffsetDayType | StartDtOfstDayTyp | Added EP161 | ||
| 40487 | LegProvisionOptionExerciseStartDateAdjusted | StartDt | Added EP161 | ||
| 40488 | LegProvisionOptionExercisePeriodSkip | Skip | Added EP161 | ||
| 40489 | LegProvisionOptionExerciseBoundsFirstDateUnadjusted | FirstDtUnadj | Added EP161 | ||
| 40490 | LegProvisionOptionExerciseBoundsLastDateUnadjusted | LastDtUnadj | Added EP161 | ||
| 40491 | LegProvisionOptionExerciseEarliestTime | ErlstTm | Added EP161 | ||
| 40492 | LegProvisionOptionExerciseEarliestTimeBusinessCenter | ErlstTmBizCtr | Added EP161 | ||
| 40493 | LegProvisionOptionExerciseLatestTime | LtstTm | Added EP161 | ||
| 40494 | LegProvisionOptionExerciseLatestTimeBusinessCenter | LtstTmBizCtr | Added EP161 |
| end Component |
| Component(-) | LegProvisionOptionExpirationDate | OptExpDt | Added EP161 |
| 40498 | LegProvisionOptionExpirationDateUnadjusted | DtUnadj | Added EP161 | ||
| 40499 | LegProvisionOptionExpirationDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision option expiration date. | Added EP161 | |
| Component(-) | LegProvisionOptionExpirationDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision option expiration date. | Added EP161 |
| Repeating Group 40937 | NoLegProvisionOptionExpirationDateBusinessCenters | Added EP161 |
| 40500 | LegProvisionOptionExpirationDateBusinessCenter | Ctr | Required if NoLegProvisionOptionExpirationDateBusinessCenters(40937) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40501 | LegProvisionOptionExpirationDateRelativeTo | Reltv | Added EP161 | ||
| 40502 | LegProvisionOptionExpirationDateOffsetPeriod | OfstPeriod | Conditionally required when LegProvisionOptionExpirationDateOffsetUnit(40503) is specified. | Added EP161 | |
| 40503 | LegProvisionOptionExpirationDateOffsetUnit | OfstUnit | Conditionally required when LegProvisionOptionExpirationDateOffsetPeriod(40502) is specified. | Added EP161 | |
| 40504 | LegProvisionOptionExpirationDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40505 | LegProvisionOptionExpirationDateAdjusted | Dt | Added EP161 | ||
| 40506 | LegProvisionOptionExpirationTime | ExpTm | Added EP161 | ||
| 40507 | LegProvisionOptionExpirationTimeBusinessCenter | ExpTmBizCtr | Added EP161 |
| end Component |
| Component(-) | LegProvisionOptionRelevantUnderlyingDate | OptRelvntUndlyDt | Added EP161 |
| 40508 | LegProvisionOptionRelevantUnderlyingDateUnadjusted | DtUnadj | Added EP161 | ||
| 40509 | LegProvisionOptionRelevantUnderlyingDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision option relevant underlying date. | Added EP161 | |
| Component(-) | LegProvisionOptionRelevantUnderlyingDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision option relevant underlying date. | Added EP161 |
| Repeating Group 40938 | NoLegProvisionOptionRelevantUnderlyingDateBusinessCenters | Added EP161 |
| 40510 | LegProvisionOptionRelevantUnderlyingDateBusinessCenter | Ctr | Required if NoLegProvisionOptionRelevantUnderlyingDateBusinessCenters(40938) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40511 | LegProvisionOptionRelevantUnderlyingDateRelativeTo | Reltv | Added EP161 | ||
| 40512 | LegProvisionOptionRelevantUnderlyingDateOffsetPeriod | OfstPeriod | Conditionally required when LegProvisionOptionRelevantUnderlyingDateOffsetUnit(40513) is specified. | Added EP161 | |
| 40513 | LegProvisionOptionRelevantUnderlyingDateOffsetUnit | OfstUnit | Conditionally required when LegProvisionOptionRelevantUnderlyingDateOffsetPeriod(40512) is specified. | Added EP161 | |
| 40514 | LegProvisionOptionRelevantUnderlyingDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40515 | LegProvisionOptionRelevantUnderlyingDateAdjusted | Dt | Added EP161 |
| end Component |
| 40459 | LegProvisionOptionExerciseStyle | ExerStyle | Added EP161 | ||
| 40460 | LegProvisionOptionExerciseMultipleNotional | MultplNotl | Added EP161 | ||
| 40461 | LegProvisionOptionExerciseMinimumNotional | MinNotl | Added EP161 | ||
| 40462 | LegProvisionOptionExerciseMaximumNotional | MaxNotl | Added EP161 | ||
| 40463 | LegProvisionOptionMinimumNumber | MinNum | Added EP161 | ||
| 40464 | LegProvisionOptionMaximumNumber | MaxNum | Added EP161 | ||
| 40465 | LegProvisionOptionExerciseConfirmation | ExerCnfm | Added EP161 |
| Component(-) | LegProvisionCashSettlPaymentDates | CashSettlPmtDts | Added EP161 |
| 40516 | LegProvisionCashSettlPaymentDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision cash settlement payment dates. | Added EP161 | |
| Component(-) | LegProvisionCashSettlPaymentDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision cash settlement payment dates. | Added EP161 |
| Repeating Group 40934 | NoLegProvisionCashSettlPaymentDateBusinessCenters | Added EP161 |
| 40517 | LegProvisionCashSettlPaymentDateBusinessCenter | Ctr | Required if NoLegProvisionCashSettlPaymentDateBusinessCenters(40934) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40518 | LegProvisionCashSettlPaymentDateRelativeTo | Reltv | Added EP161 | ||
| 40519 | LegProvisionCashSettlPaymentDateOffsetPeriod | OfstPeriod | Conditionally required when LegProvisionCashSettlPaymentDateOffsetUnit(40520) is specified. | Added EP161 | |
| 40520 | LegProvisionCashSettlPaymentDateOffsetUnit | OfstUnit | Conditionally required when LegProvisionCashSettlPaymentDateOffsetPeriod(40519) is specified. | Added EP161 | |
| 40521 | LegProvisionCashSettlPaymentDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40522 | LegProvisionCashSettlPaymentDateRangeFirst | DtFirst | Added EP161 | ||
| 40523 | LegProvisionCashSettlPaymentDateRangeLast | DtLast | Added EP161 | ||
| Component(-) | LegProvisionCashSettlPaymentFixedDateGrp | CashSettlPmtFixedDt | Added EP161 |
| Repeating Group 40473 | NoLegProvisionCashSettlPaymentDates | Added EP161 |
| 40474 | LegProvisionCashSettlPaymentDate | Dt | Required if NoLegProvisionCashSettlPaymentDates (40473) > 0. | Added EP161 | |
| 40475 | LegProvisionCashSettlPaymentDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP161 |
| end Repeating Group |
| end Component |
| end Component |
| 40466 | LegProvisionCashSettlMethod | SettlMeth | Added EP161 | ||
| 40467 | LegProvisionCashSettlCurrency | SettlCcy | Added EP161 | ||
| 40468 | LegProvisionCashSettlCurrency2 | SettlCcy2 | Added EP161 | ||
| 40469 | LegProvisionCashSettlQuoteType | SettlQteTyp | Added EP161 |
| Component(-) | LegProvisionCashSettlQuoteSource | CashSettlQteSrc | Added EP161 |
| 40470 | LegProvisionCashSettlQuoteSource | SettlQteSrc | Added EP161 | ||
| 41407 | LegProvisionCashSettlQuoteReferencePage | RefPg | Added EP161 |
| end Component |
| 40472 | LegProvisionText | Txt | Added EP161 | ||
| 40980 | EncodedLegProvisionTextLen | EncTxtLen | Must be set if EncodedLegProvisionText(40981) field is specified and must immediately precede it. | Added EP161 | |
| 40981 | EncodedLegProvisionText | EncTxt | Encoded (non-ASCII characters) representation of the LegProvisionText(40472) field in the encoded format specified via the MessageEncoding(347) field. | Added EP161 | |
| Component(-) | LegProvisionParties | Pty | Added EP161 |
| Repeating Group 40533 | NoLegProvisionPartyIDs | Added EP161 |
| 40534 | LegProvisionPartyID | ID | Required if NoLegProvisionPartyIDs(40533) > 0. | Added EP161 | |
| 40535 | LegProvisionPartyIDSource | Src | Required if NoLegProvisionPartyIDs(40533) > 0. | Added EP161 | |
| 40536 | LegProvisionPartyRole | R | Required if NoLegProvisionPartyIDs(40533) > 0. | Added EP161 | |
| 2380 | LegProvisionPartyRoleQualifier | Qual | Added EP179 | ||
| Component(-) | LegProvisionPtysSubGrp | Sub | Added EP161 |
| Repeating Group 40537 | NoLegProvisionPartySubIDs | Added EP161 |
| 40538 | LegProvisionPartySubID | ID | Required if NoLegProvisionPartySubIDs(40537) > 0. | Added EP161 | |
| 40539 | LegProvisionPartySubIDType | Typ | Required if NoLegProvisionPartySubIDs(40537) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | LegAdditionalTermGrp | AddtnlTrm | Added EP169 |
| Repeating Group 41335 | NoLegAdditionalTerms | Added EP169 |
| 41336 | LegAdditionalTermConditionPrecedentBondIndicator | PrcdntInd | Required if NoLegAdditionalTerms(41335) > 0. | Added EP169 | |
| 41337 | LegAdditionalTermDiscrepancyClauseIndicator | DscrpncyInd | Added EP169 | ||
| Component(-) | LegAdditionalTermBondRefGrp | BondRef | Added EP169 |
| Repeating Group 41316 | NoLegAdditionalTermBondRefs | Added EP169 |
| 41317 | LegAdditionalTermBondSecurityID | ID | Required if NoLegAdditionalTermBondRefs(41316) > 0. | Added EP169 | |
| 41318 | LegAdditionalTermBondSecurityIDSource | Src | Conditionally required when LegAdditionalTermBondSecurityID(41317) is specified. | Added EP169 | |
| 41319 | LegAdditionalTermBondDesc | Desc | Added EP169 | ||
| 41320 | EncodedLegAdditionalTermBondDescLen | EncDescLen | Must be set if EncodedLegAdditionalTermBondDesc(41321) field is specified and must immediately precede it. | Added EP169 | |
| 41321 | EncodedLegAdditionalTermBondDesc | EncDesc | Encoded (non-ASCII characters) representation of the LegAdditionalTermBondDesc(41319) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 | |
| 41322 | LegAdditionalTermBondCurrency | Ccy | Added EP169 | ||
| 41323 | LegAdditionalTermBondIssuer | Issr | Added EP169 | ||
| 41324 | EncodedLegAdditionalTermBondIssuerLen | EncIssrLen | Must be set if EncodedLegAdditionalTermBondIssuer(41325) field is specified and must immediately precede it. | Added EP169 | |
| 41325 | EncodedLegAdditionalTermBondIssuer | EncIssr | Encoded (non-ASCII characters) representation of the LegAdditionalTermBondIssuer(41323) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 | |
| 41326 | LegAdditionalTermBondSeniority | Snrty | Added EP169 | ||
| 41327 | LegAdditionalTermBondCouponType | CpnTyp | Added EP169 | ||
| 41328 | LegAdditionalTermBondCouponRate | CpnRt | Added EP169 | ||
| 41329 | LegAdditionalTermBondMaturityDate | MatDt | Added EP169 | ||
| 41330 | LegAdditionalTermBondParValue | Par | Added EP169 | ||
| 41331 | LegAdditionalTermBondCurrentTotalIssuedAmount | CurTotAmt | Added EP169 | ||
| 41332 | LegAdditionalTermBondCouponFrequencyPeriod | CpnPeriod | Conditionally required when LegAdditionalTermBondCouponFrequencyUnit(41333) is specified. | Added EP169 | |
| 41333 | LegAdditionalTermBondCouponFrequencyUnit | CpnUnit | Conditionally required when LegAdditionalTermBondCouponFrequencyPeriod(41332) is specified. | Added EP169 | |
| 41334 | LegAdditionalTermBondDayCount | DayCnt | Added EP169 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | LegProtectionTermGrp | ProtctnTrm | Added EP169 |
| Repeating Group 41616 | NoLegProtectionTerms | Added EP169 |
| 41618 | LegProtectionTermNotional | Notl | Required if NoLegProtectionTerms(41616) > 0. | Added EP169 | |
| 41619 | LegProtectionTermCurrency | Ccy | Added EP169 | ||
| 41620 | LegProtectionTermSellerNotifies | Seller | Added EP169 | ||
| 41621 | LegProtectionTermBuyerNotifies | Buyer | Added EP169 | ||
| 41622 | LegProtectionTermEventBusinessCenter | BizCtr | Added EP169 | ||
| 41623 | LegProtectionTermStandardSources | StdSrcs | Added EP169 | ||
| 41624 | LegProtectionTermEventMinimumSources | MinSrcs | Added EP169 | ||
| Component(-) | LegProtectionTermEventNewsSourceGrp | NewsSrc | Added EP169 |
| Repeating Group 41614 | NoLegProtectionTermEventNewsSources | Added EP169 |
| 41615 | LegProtectionTermEventNewsSource | Src | Required if NoLegProtectionTermEventNewsSources(41614) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | LegProtectionTermEventGrp | Evnt | Added EP169 |
| Repeating Group 41625 | NoLegProtectionTermEvents | Added EP169 |
| 41626 | LegProtectionTermEventType | Typ | Required if NoLegProtectionTermEvents(41625) > 0. | Added EP169 | |
| 41627 | LegProtectionTermEventValue | Val | Added EP169 | ||
| 41628 | LegProtectionTermEventCurrency | Ccy | Added EP169 | ||
| 41629 | LegProtectionTermEventPeriod | Period | Conditionally required when LegProtectionTermEventUnit(41630). | Added EP169 | |
| 41630 | LegProtectionTermEventUnit | Unit | Conditionally required when LegProtectionTermEventPeriod(41629). | Added EP169 | |
| 41631 | LegProtectionTermEventDayType | DayTyp | Added EP169 | ||
| 41632 | LegProtectionTermEventRateSource | RtSrc | Added EP169 | ||
| Component(-) | LegProtectionTermEventQualifierGrp | Qual | Added EP169 |
| Repeating Group 41633 | NoLegProtectionTermEventQualifiers | Added EP169 |
| 41634 | LegProtectionTermEventQualifier | Qual | Required if NoLegProtectionTermEventQualifiers(41633) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | LegProtectionTermObligationGrp | Oblig | Added EP169 |
| Repeating Group 41635 | NoLegProtectionTermObligations | Added EP169 |
| 41636 | LegProtectionTermObligationType | Typ | Required if NoLegProtectionTermObligations(41635) > 0. | Added EP169 | |
| 41637 | LegProtectionTermObligationValue | Val | Added EP169 |
| end Repeating Group |
| end Component |
| 41617 | LegProtectionTermXID | XID | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | LegCashSettlTermGrp | CashSettlTrm | Added EP169 |
| Repeating Group 41344 | NoLegCashSettlTerms | Added EP169 |
| 41345 | LegCashSettlCurrency | Ccy | Required if NoLegCashSettlTerms(41344) > 0. | Added EP169 | |
| 41346 | LegCasSettlValuationFirstBusinessDayOffset | BizDayOfst | Added EP169 | ||
| 41347 | LegCashSettlValuationSubsequentBusinessDaysOffset | SbsqntBizDayOfst | Added EP169 | ||
| 41348 | LegCashSettlNumOfValuationDates | NumValDts | Added EP169 | ||
| 41349 | LegCashSettlValuationTime | ValTm | Added EP169 | ||
| 41350 | LegCashSettlBusinessCenter | BizCtr | Added EP169 | ||
| 41351 | LegCashSettlQuoteMethod | QteMeth | Added EP169 | ||
| 41352 | LegCashSettlQuoteAmount | QteAmt | Added EP169 | ||
| 41353 | LegCashSettlQuoteCurrency | QteCcy | Added EP169 | ||
| 41354 | LegCashSettlMinimumQuoteAmount | MinQteAmt | Added EP169 | ||
| 41355 | LegCashSettlMinimumQuoteCurrency | MinQteCcy | Added EP169 | ||
| Component(-) | LegCashSettlDealerGrp | Dlr | Added EP169 |
| Repeating Group 41342 | NoLegCashSettlDealers | Added EP169 |
| 41343 | LegCashSettlDealer | Dlr | Required if NoLegCashSettlDealers(41342) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 42308 | LegCashSettlPriceSource | PxSrc | Added EP208 | ||
| 42309 | LegCashSettlPriceDefault | PxDflt | Added EP208 | ||
| 41356 | LegCashSettlBusinessDays | BizDays | Added EP169 | ||
| 41357 | LegCashSettlAmount | Amt | Added EP169 |
| Component(-) | LegCashSettlDate | SettlDt | Added EP208 |
| 42299 | LegCashSettlDateUnadjusted | DtUnadj | Added EP208 | ||
| 42300 | LegCashSettlDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in the Instrument component. The specified value would be specific to this instance of the cash settlement provision. | Added EP208 | |
| Component(-) | LegCashSettlDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in the Instrument component. The specified values would be specific to this instance of the cash settlement provision. | Added EP208 |
| Repeating Group 42306 | NoLegCashSettlDateBusinessCenters | Added EP208 |
| 42307 | LegCashSettlDateBusinessCenter | Ctr | Required if NoLegCashSettlDateBusinessCenters(42306) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42301 | LegCashSettlDateRelativeTo | Reltv | Added EP208 | ||
| 42302 | LegCashSettlDateOffsetPeriod | OfstPeriod | Conditionally required when LegCashSettlDateOffsetUnit(42303) is specified. | Added EP208 | |
| 42303 | LegCashSettlDateOffsetUnit | OfstUnit | Conditionally required when LegCashSettlDateOffsetPeriod(42302) is specified. | Added EP208 | |
| 42304 | LegCashSettlDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42305 | LegCashSettlDateAdjusted | Dt | Added EP208 |
| end Component |
| 41358 | LegCashSettlRecoveryFactor | RcvryFctr | Added EP169 | ||
| 41359 | LegCashSettlFixedTermIndicator | FixedInd | Added EP169 | ||
| 41360 | LegCashSettlAccruedInterestIndicator | AcrdIntInd | Added EP169 | ||
| 41361 | LegCashSettlValuationMethod | ValMeth | Added EP169 | ||
| 41362 | LegCashSettlTermXID | XID | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | LegPhysicalSettlTermGrp | PhysSettlTrm | Added EP169 |
| Repeating Group 41599 | NoLegPhysicalSettlTerms | Added EP169 |
| Component(-) | LegPhysicalSettlDeliverableObligationGrp | DlvrblOblig | Required if NoLegPhysicalSettlTerms(41599) > 0. | Added EP169 |
| Repeating Group 41604 | NoLegPhysicalSettlDeliverableObligations | Added EP169 |
| 41605 | LegPhysicalSettlDeliverableObligationType | Typ | Required if NoLegPhysicalSettlDeliverableObligations(41604) > 0. | Added EP169 | |
| 41606 | LegPhysicalSettlDeliverableObligationValue | Val | Added EP169 |
| end Repeating Group |
| end Component |
| 41601 | LegPhysicalSettlCurency | Ccy | Added EP169 | ||
| 41602 | LegPhysicalSettlBusinessDays | BizDays | Added EP169 | ||
| 41603 | LegPhysicalSettlMaximumBusinessDays | MaxBizDays | Added EP169 | ||
| 41600 | LegPhysicalSettlTermXID | XID | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | LegExtraordinaryEventGrp | ExtrordEvnt | Added EP208 |
| Repeating Group 42388 | NoLegExtraordinaryEvents | Added EP208 |
| 42389 | LegExtraordinaryEventType | Typ | Required if NoLegExtraordinaryEvents(42388) > 0. | Added EP208 | |
| 42390 | LegExtraordinaryEventValue | Val | Required if NoLegExtraordinaryEvents(42388) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 2606 | LegExtraordinaryEventAdjustmentMethod | ExtrordEvntAdjMeth | Added EP208 | ||
| 2607 | LegExchangeLookAlike | ExchLookAlike | Added EP208 |
| end Component |
| 685 | LegOrderQty | OrdQty | Added EP-1 Updated EP131 | ||
| 687 | LegQty | Qty | The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. | Added FIX.4.4 Updated EP131 Deprecated EP131 | |
| 2346 | LegMidPx | MidPx | Added EP175 | ||
| 690 | LegSwapType | SwapTyp | Added FIX.4.4 | ||
| 587 | LegSettlType | SettlTyp | Added FIX.4.4 | ||
| 588 | LegSettlDate | SettlDt | Added FIX.4.4 | ||
| Component(-) | LegStipulations | Stip | Added FIX.4.4 |
| Repeating Group 683 | NoLegStipulations | Added FIX.4.4 |
| 688 | LegStipulationType | StipTyp | Required if NoLegStipulations >0 | Added FIX.4.4 | |
| 689 | LegStipulationValue | StipVal | Added FIX.4.4 |
| end Repeating Group |
| end Component |
| Component(-) | NestedParties | Pty | Added FIX.4.4 |
| Repeating Group 539 | NoNestedPartyIDs | Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole | Added FIX.4.3 |
| 524 | NestedPartyID | ID | Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0. | Added FIX.4.3 | |
| 525 | NestedPartyIDSource | Src | Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0. | Added FIX.4.3 | |
| 538 | NestedPartyRole | R | Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0. | Added FIX.4.3 | |
| 2384 | NestedPartyRoleQualifier | Qual | Added EP179 |
| Component(-) | NstdPtysSubGrp | Sub | Repeating group of NestedParty sub-identifiers. | Added FIX.4.4 |
| Repeating Group 804 | NoNestedPartySubIDs | Added FIX.4.4 |
| 545 | NestedPartySubID | ID | Added FIX.4.4 | ||
| 805 | NestedPartySubIDType | Typ | Added FIX.4.4 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| end Repeating Group |
|