 | 1246 | DerivativeProduct | Prod | | | Added EP-1
Updated EP271
|
| 1228 | DerivativeProductComplex | ProdCmplx | | Identifies an entire suite of products for a given market. In Futures this may be interest rates , agricultural , equity indexes , etc | Added EP-1
|
| 1243 | DerivFlexProductEligibilityIndicator | FlexProdElig | | Used to indicate if a product or group of product supports the creation of flexible securities | Added EP-1
|
| 1247 | DerivativeSecurityGroup | SecGrp | | | Added EP-1
Updated EP271
|
| 1248 | DerivativeCFICode | CFI | | It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. | Added EP-1
Updated EP271
|
| 2892 | DerivativeUPICode | UPI | | | Added EP266
|
| 1249 | DerivativeSecurityType | SecTyp | | It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.
Required for Fixed Income. Refer to Volume 7 - Fixed Income
Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.) | Added EP-1
|
| 1250 | DerivativeSecuritySubType | SecSubTyp | | | Added EP-1
Updated EP271
|
| 1251 | DerivativeMaturityMonthYear | MMY | | Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S and P futures). Note MaturityDate (a full date) can also be specified. | Added EP-1
Updated EP271
|
| 1252 | DerivativeMaturityDate | MatDt | | Note that standardized derivatives which are typically only referenced by month and year (e.g. S and P futures).may use MaturityMonthYear and or this field.
When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment. | Added EP-1
Updated EP271
|
| 1253 | DerivativeMaturityTime | MatTm | | | Added EP-1
|
| 1254 | DerivativeSettleOnOpenFlag | SettlOnOpenFlag | | | Added EP-1
Updated EP271
|
| 1255 | DerivativeInstrmtAssignmentMethod | AsgnMeth | | | Added EP-1
|
| 1256 | DerivativeSecurityStatus | Status | | | Added EP-1
Updated EP271
|
| 1276 | DerivativeIssueDate | IssDt | | Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. | Added EP-1
|
| 1257 | DerivativeInstrRegistry | Rgstry | | Can be used in conjunction with ISIN to address ISIN uniqueness issues. | Added EP-1
Updated EP271
|
| 1258 | DerivativeCountryOfIssue | Ctry | | Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. | Added EP-1
Updated EP271
|
| 1259 | DerivativeStateOrProvinceOfIssue | StPrv | | | Added EP-1
Updated EP271
|
| 1260 | DerivativeLocaleOfIssue | Lcl | | | Added EP-1
Updated EP271
|
| 1261 | DerivativeStrikePrice | StrkPx | | | Added EP-1
Updated EP271
|
| 1262 | DerivativeStrikeCurrency | StrkCcy | | | Added EP-1
Updated EP271
|
| 2912 | DerivativeStrikeCurrencyCodeSource | StrkCcySrc | | | Added EP273
|
| 1263 | DerivativeStrikeMultiplier | StrkMult | | | Added EP-1
Updated EP271
|
| 1264 | DerivativeStrikeValue | StrkValu | | | Added EP-1
Updated EP271
|
| 1265 | DerivativeOptAttribute | OptAt | | | Added EP-1
Updated EP271
|
| 1266 | DerivativeContractMultiplier | Mult | | | Added EP-1
Updated EP271
|
| 1438 | DerivativeContractMultiplierUnit | MultTyp | | | Added EP80
|
| 1442 | DerivativeFlowScheduleType | FlowSchedTyp | | | Added EP80
|
| 1267 | DerivativeMinPriceIncrement | MinPxIncr | | | Added EP-1
Updated EP271
|
| 1268 | DerivativeMinPriceIncrementAmount | MinPxIncrAmt | | | Added EP-1
Updated EP271
|
| 1269 | DerivativeUnitOfMeasure | UOM | | | Added EP-1
|
| 1270 | DerivativeUnitOfMeasureQty | UOMQty | | | Added EP-1
|
| 1722 | DerivativeUnitOfMeasureCurrency | UOMCcy | | | Added EP122
|
| 2913 | DerivativeUnitOfMeasureCurrencyCodeSource | UOMCcySrc | | | Added EP273
|
| 1315 | DerivativePriceUnitOfMeasure | PxUOM | | | Added EP-1
|
| 1316 | DerivativePriceUnitOfMeasureQty | PxUOMQty | | | Added EP-1
|
| 1723 | DerivativePriceUnitOfMeasureCurrency | PxUOMCcy | | | Added EP122
|
| 2914 | DerivativePriceUnitOfMeasureCurrencyCodeSource | PxUOMCcySrc | | | Added EP273
|
| 1317 | DerivativeSettlMethod | SettlMeth | | | Added EP-1
Updated EP271
|
| 1318 | DerivativePriceQuoteMethod | PxQteMeth | | | Added EP-1
Updated EP271
|
| 1319 | DerivativeValuationMethod | ValMeth | | | Added EP-1
Updated EP271
|
| 1576 | DerivativePriceQuoteCurrency | PxQteCcy | | | Added EP107
|
| 2915 | DerivativePriceQuoteCurrencyCodeSource | PxQteCcySrc | | | Added EP273
|
| 1320 | DerivativeListMethod | ListMeth | | | Added EP-1
Updated EP271
|
| 1321 | DerivativeCapPrice | CapPx | | | Added EP-1
Updated EP271
|
| 1322 | DerivativeFloorPrice | FlrPx | | | Added EP-1
Updated EP271
|
| 1323 | DerivativePutOrCall | PutCall | | | Added EP-1
|
| 2684 | DerivativeInTheMoneyCondition | ITMCond | | Used to express in-the-moneyness behavior in general terms for the option without the use of DerivativeStrikePrice(1261) and DerivativePutOrCall(1323). | Added EP224
|
| 2688 | DerivativeContraryInstructionEligibilityIndicator | CntraryInstEligInd | | | Added EP224
|
| 1299 | DerivativeExerciseStyle | ExerStyle | | | Added EP-1
Updated EP271
|
| 1225 | DerivativeOptPayoutAmount | OptPayAmt | | | Added EP-1
Updated EP271
|
| 1271 | DerivativeTimeUnit | TmUnit | | | Added EP-1
Updated EP271
|
| 1272 | DerivativeSecurityExchange | Exch | | Can be used to identify the security. | Added EP-1
|
| 1273 | DerivativePositionLimit | PosLmt | | | Added EP-1
Updated EP271
|
| 1274 | DerivativeNTPositionLimit | NTPosLmt | | | Added EP-1
Updated EP271
|
| 1275 | DerivativeIssuer | Issr | | | Added EP-1
|
| 1277 | DerivativeEncodedIssuerLen | EncIssrLen | | Must be set if DerivativeEncodedIssuer(1278) field is specified and must immediately precede it. | Added EP-1
Updated EP271
|
| 1278 | DerivativeEncodedIssuer | EncIssr | | | Added EP-1
Updated EP271
|
| 1279 | DerivativeSecurityDesc | Desc | | | Added EP-1
|
| 1280 | DerivativeEncodedSecurityDescLen | EncSecDescLen | | Must be set if DerivativeEncodedSecurityDesc(1280) field is specified and must immediately precede it. | Added EP-1
Updated EP271
|
| 1281 | DerivativeEncodedSecurityDesc | EncSecDesc | | | Added EP-1
Updated EP271
|
| Component(-) | DerivativeSecurityXML | SecXML | | Embedded XML document describing security. | Added EP-1
|
| 1285 | DerivativeContractSettlMonth | CSetMo | | Must be present for MBS or TBA | Added EP-1
|
| Repeating Group 1292 | NoDerivativeInstrumentParties | | | Should contain unique combinations of DerivativeInstrumentPartyID, DerivativeInstrumentPartyIDSource, and DerivativeInstrumentPartyRole | Added EP-1
|
| 1293 | DerivativeInstrumentPartyID | ID | | Used to identify party id related to instrument series | Added EP-1
|
| 1294 | DerivativeInstrumentPartyIDSource | Src | | Used to identify source of instrument series party id | Added EP-1
|
| 1295 | DerivativeInstrumentPartyRole | R | | Used to identify the role of instrument series party id | Added EP-1
|
| 2377 | DerivativeInstrumentPartyRoleQualifier | Qual | | | Added EP179
|
| Component(-) | DerivativeInstrumentAttribute | Attrb | | Additional attribution for the instrument series | Added EP-1
|
| Component(-) | MarketSegmentGrp | MktSegGrp | | Security trading and listing attributes for the series level | Added EP-1
|
| Repeating Group 1310 | NoMarketSegments | | | Number of Market Segments on which a security may trade. | Added EP-1
|
| 1301 | MarketID | MktID | | Identifies the market which lists and trades the instrument. | Added EP-1
|
| 1300 | MarketSegmentID | MktSegID | | Identifies the segment of the market to which the specify trading rules and listing rules apply. | Added EP-1
|
| Component(-) | BaseTradingRules | BaseTrdgRules | | This block contains the base trading rules | Added EP-1
|
| Component(-) | TickRules | TickRules | | Specifies price tick rules for the security. | Added EP-1
Updated EP195
|
| Component(-) | LotTypeRules | LotTypeRules | | Specifies the lot types that are valid for trading. | Added EP-1
|
| 1093 | LotType | LotTyp | | Defines the lot type assigned to the order. Use as an alternate to RoundLot(561). To be used with MinLotSize(1231).
LotType + MinLotSize (max is next level minus 1).
Required if NoLotTypeRules(1234) > 0. | Added EP-1
Updated EP271
|
| 1231 | MinLotSize | MinLotSz | | Minimum lot size allowed based on lot type specified in LotType(1093) | Added EP-1
|
| Component(-) | PriceLimits | PxLmts | | Specifies the price limits that are valid for trading. | Added EP-1
|
| 1306 | PriceLimitType | PxLmtTyp | | Describes the how the price limits are expressed | Added EP-1
|
| 1148 | LowLimitPrice | LowLmtPx | | Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected | Added EP-1
|
| 1149 | HighLimitPrice | HiLmtPx | | Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected | Added EP-1
|
| 1150 | TradingReferencePrice | TrdgRefPx | | Reference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settlement price or closing price of the prior trading day. | Added EP-1
|
| Component(-) | PriceRangeRuleGrp | PxRngRule | | Specifies the valid price range tables for trading. | Added EP195
|
| Component(-) | QuoteSizeRuleGrp | QteSzRule | | Specifies the valid quote sizes for trading. | Added EP195
|
| 827 | ExpirationCycle | ExpirationCycle | | | Added EP-1
|
| 1786 | TradeVolType | TrdVolTyp | | | Added EP130
Updated EP195
|
| 562 | MinTradeVol | MinTrdVol | | | Added EP-1
Updated EP195
|
| 1140 | MaxTradeVol | MaxTrdVol | | For listed derivatives this indicates the minimum quantity necessary for an order or trade to qualify as a block trade. | Added EP-1
Updated EP195
|
| 1143 | MaxPriceVariation | MxPxVar | | | Added EP-1
Updated EP195
|
| 1144 | ImpliedMarketIndicator | ImpldMktInd | | | Added EP-1
|
| 1245 | TradingCurrency | TrdCcy | | | Added EP-1
Updated EP195
|
| 2934 | TradingCurrencyCodeSource | TrdCcySrc | | | Added EP273
|
| 561 | RoundLot | RndLot | | | Added EP-1
Updated EP195
|
| 1377 | MultilegModel | MlegModel | | Used for multileg security only. | Added EP-1
Updated EP195
|
| 1378 | MultilegPriceMethod | MlegPxMeth | | Used for multileg security only. | Added EP-1
Updated EP195
|
| 423 | PriceType | PxTyp | | Defines the default price type used for trading. | Added EP-1
Updated EP195
|
| 2557 | FastMarketPercentage | FastMktPctage | | Can be used as a factor to be applied to other base trading rules during a fast market, e.g. to widen price or size ranges by the specified percentage factor. | Added EP195
|
| 2559 | QuoteSideIndicator | QuotSideInd | | | Added EP195
|
| Component(-) | TradingSessionRulesGrp | TrdgSesRulesGrp | | This block contains the trading rules specific to a trading session | Added EP-1
|
| Repeating Group 1309 | NoTradingSessionRules | | | Allows trading rules to be expressed by trading session | Added EP-1
|
| 336 | TradingSessionID | SesID | | Identifier for the trading session
Must be provided if NoTradingSessions > 0
Set to [N/A] if values are not specific to trading session | Added EP-1
|
| 625 | TradingSessionSubID | SesSub | | Identifier for the trading session
Set to [N/A] if values are not specific to trading session sub id | Added EP-1
|
| Component(-) | TradingSessionRules | TrdgSesRules | | Contains trading rules specified at the trading session level | Added EP-1
|
| Component(-) | OrdTypeRules | OrdTypRules | | Specifies the order types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session. | Added EP-1
|
| 40 | OrdType | OrdTyp | | Indicates order types that are valid for the specified market segment. | Added EP-1
|
| Component(-) | TimeInForceRules | TmInForceRules | | Specifies the time in force rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session. | Added EP-1
Updated EP223
|
| Component(-) | ExecInstRules | ExecInstRules | | Specifies the execution instructions that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session. | Added EP-1
Updated EP223
|
| Component(-) | AuctionTypeRuleGrp | AuctTypRule | | Specifies the auction order types that are valid for trading on the identified. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session. | Added EP223
|
| 1803 | AuctionType | AuctTyp | | Required if NoAuctionTypeRules(2548) > 0.
AuctionType(1803) = 0 (None) can be used to invalidate all auction types on the instrument level that are defined on a market segment level. | Added EP195
Updated EP223
|
| 2549 | AuctionTypeProductComplex | AuctTypProdCmplx | | Can be used to limit auction order type to specific product suite. Use multiple entries with the same AuctionType(1803) if multiple but not all product suites are supported. | Added EP195
|
| Component(-) | MatchRules | MtchRules | | Specifies the matching rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session. | Added EP-1
Updated EP223
|
| Component(-) | MarketDataFeedTypes | MDFeedTyps | | Specifies the market data feed types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session. | Added EP-1
Updated EP223
|
| Component(-) | StrikeRules | StrkRules | | This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument. | Added EP-1
|