FIX.Latest_EP284 Component

DerivativeInstrument

<DerivInstrmt>


Pedigree Added EP-1

Expand Components | Collapse Components

Field or ComponentField NameAbbr NameReq'dCommentsPedigree
1214DerivativeSymbolSym Common, human understood representation 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 DerivativeInstrument component is marked as required where the component is used.
Added EP-1 Updated EP277
1215DerivativeSymbolSfxSfx Added EP-1 Updated EP271
1216DerivativeSecurityIDID Takes precedence in identifying security to counterparty over SecurityAltID blockAdded EP-1 Updated EP271
1217DerivativeSecurityIDSourceSrc Added EP-1 Updated EP271
ComponentDerivativeSecurityAltIDGrpAID Added EP-1
1246DerivativeProductProd Added EP-1 Updated EP271
1228DerivativeProductComplexProdCmplx Identifies an entire suite of products for a given market. In Futures this may be interest rates, agricultural, equity indexes, etcAdded EP-1
1243DerivFlexProductEligibilityIndicatorFlexProdElig Used to indicate if a product or group of product supports the creation of flexible securitiesAdded EP-1
1247DerivativeSecurityGroupSecGrp Added EP-1 Updated EP271
1248DerivativeCFICodeCFI It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.Added EP-1 Updated EP271
2892DerivativeUPICodeUPI Added EP266
1249DerivativeSecurityTypeSecTyp 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
1250DerivativeSecuritySubTypeSecSubTyp Added EP-1 Updated EP271
1251DerivativeMaturityMonthYearMMY 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
1252DerivativeMaturityDateMatDt 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
1253DerivativeMaturityTimeMatTm Added EP-1
1254DerivativeSettleOnOpenFlagSettlOnOpenFlag Added EP-1 Updated EP271
1255DerivativeInstrmtAssignmentMethodAsgnMeth Added EP-1
1256DerivativeSecurityStatusStatus Added EP-1 Updated EP271
1276DerivativeIssueDateIssDt Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.Added EP-1
1257DerivativeInstrRegistryRgstry Can be used in conjunction with ISIN to address ISIN uniqueness issues.Added EP-1 Updated EP271
1258DerivativeCountryOfIssueCtry 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
1259DerivativeStateOrProvinceOfIssueStPrv Added EP-1 Updated EP271
1260DerivativeLocaleOfIssueLcl Added EP-1 Updated EP271
1261DerivativeStrikePriceStrkPx Added EP-1 Updated EP271
1262DerivativeStrikeCurrencyStrkCcy Added EP-1 Updated EP271
2912DerivativeStrikeCurrencyCodeSourceStrkCcySrc Added EP273
1263DerivativeStrikeMultiplierStrkMult Added EP-1 Updated EP271
1264DerivativeStrikeValueStrkValu Added EP-1 Updated EP271
1265DerivativeOptAttributeOptAt Added EP-1 Updated EP271
1266DerivativeContractMultiplierMult Added EP-1 Updated EP271
1438DerivativeContractMultiplierUnitMultTyp Added EP80
1442DerivativeFlowScheduleTypeFlowSchedTyp Added EP80
1267DerivativeMinPriceIncrementMinPxIncr Added EP-1 Updated EP271
1268DerivativeMinPriceIncrementAmountMinPxIncrAmt Added EP-1 Updated EP271
1269DerivativeUnitOfMeasureUOM Added EP-1
1270DerivativeUnitOfMeasureQtyUOMQty Added EP-1
1722DerivativeUnitOfMeasureCurrencyUOMCcy Added EP122
2913DerivativeUnitOfMeasureCurrencyCodeSourceUOMCcySrc Added EP273
1315DerivativePriceUnitOfMeasurePxUOM Added EP-1
1316DerivativePriceUnitOfMeasureQtyPxUOMQty Added EP-1
1723DerivativePriceUnitOfMeasureCurrencyPxUOMCcy Added EP122
2914DerivativePriceUnitOfMeasureCurrencyCodeSourcePxUOMCcySrc Added EP273
1317DerivativeSettlMethodSettlMeth Added EP-1 Updated EP271
1318DerivativePriceQuoteMethodPxQteMeth Added EP-1 Updated EP271
1319DerivativeValuationMethodValMeth Added EP-1 Updated EP271
1576DerivativePriceQuoteCurrencyPxQteCcy Added EP107
2915DerivativePriceQuoteCurrencyCodeSourcePxQteCcySrc Added EP273
1320DerivativeListMethodListMeth Added EP-1 Updated EP271
1321DerivativeCapPriceCapPx Added EP-1 Updated EP271
1322DerivativeFloorPriceFlrPx Added EP-1 Updated EP271
1323DerivativePutOrCallPutCall Added EP-1
2684DerivativeInTheMoneyConditionITMCond Used to express in-the-moneyness behavior in general terms for the option without the use of DerivativeStrikePrice(1261) and DerivativePutOrCall(1323).Added EP224
2688DerivativeContraryInstructionEligibilityIndicatorCntraryInstEligInd Added EP224
1299DerivativeExerciseStyleExerStyle Added EP-1 Updated EP271
1225DerivativeOptPayoutAmountOptPayAmt Added EP-1 Updated EP271
1271DerivativeTimeUnitTmUnit Added EP-1 Updated EP271
1272DerivativeSecurityExchangeExch Can be used to identify the security.Added EP-1
1273DerivativePositionLimitPosLmt Added EP-1 Updated EP271
1274DerivativeNTPositionLimitNTPosLmt Added EP-1 Updated EP271
1275DerivativeIssuerIssr Added EP-1
1277DerivativeEncodedIssuerLenEncIssrLen Must be set if DerivativeEncodedIssuer(1278) field is specified and must immediately precede it.Added EP-1 Updated EP271
1278DerivativeEncodedIssuerEncIssr Added EP-1 Updated EP271
1279DerivativeSecurityDescDesc Added EP-1
1280DerivativeEncodedSecurityDescLenEncSecDescLen Must be set if DerivativeEncodedSecurityDesc(1280) field is specified and must immediately precede it.Added EP-1 Updated EP271
1281DerivativeEncodedSecurityDescEncSecDesc Added EP-1 Updated EP271
ComponentDerivativeSecurityXMLSecXML Embedded XML document describing security.Added EP-1
1285DerivativeContractSettlMonthCSetMo Must be present for MBS or TBAAdded EP-1
ComponentDerivativeEventsGrpEvnt Added EP-1
ComponentDerivativeInstrumentPartiesPty Added EP-1


Used in messages:
[DerivativeSecurityListRequest]

Used in components:
[DerivativeSecurityDefinition]